Cobdate	Scmmnemonic	Scmname	Account	Currency	Cashcovbalamt	Cashcovbaltot	Liabshortage	Liabshortotherccy	Liabshortothertot	Totalnetshortage	Protectpayind	Scmovernightcovliab_Sequencenumber	Linetext	Liabcovtype	Liabcovotherccy	Liabcovamt	Liabcovtot	Scmovernightcovunutl_Sequencenumber	Scmovernightcovunutl_Covertype	Coverccy	Scmovernightcovunutl_Coveramt	Convcoveramt	Accountdescription
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	EUR	62709803.50	62709803.50	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	6	Other Cash	EUR	62709803.50	62709803.50	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O952/SWP-NETBNPFIRSTRNOSA	USD	59727062.99	59727062.99	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	GBP	2055612.92	2754269.67	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S055/SWP-CINPFRP1XXXXDISA	GBP	0.00	0.00	-15136135.15	GBP	-15783248.33	-15783248.33	Y	2.00	SWP GBP		 	0.00	-15136135.15	1	Other Cash	EUR	19503946.51	16888467.28	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O064/SWP-NETBNPSHIN01NOSA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	USA Conventional	USD	945037.59	#EMPTY	1	USA Conventional	USD	2806979.69	2094952.35	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	DKK	3248820.76	3248820.76	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	5	Member Triparty	EUR	20045507.39	149757981.16	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	NOK	1441482.32	1441482.32	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	6	Other Cash	NZD	25226638.29	136483167.07	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S015/SWP-NEDSZAJJXXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Other Cash	USD	94140629.93	#EMPTY	1	Other Cash	USD	531111.51	396388.09	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	EUR	3580346.30	3580346.30	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	CHF	1083927.15	1183972.86	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S024/SWP-AAMKBOP7439XDISA	GBP	584.28	584.28	0.00	 	0.00	0.00	 	2.00	SWP GBP	Other Cash	 	514.01	#EMPTY	1	Other Cash	GBP	48.30	48.30	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCG5/SWP-BLKROCKXFUKMDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SAB6/SWP-AXAIIRAFXXXXDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	1511080.64	1753155.76	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	NZD	-929278.41	-929278.41	0.00	 	0.00	-929278.41	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	4	Other Cash	SEK	16077195.53	2929662.90	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBS1/SWP-BLKNAPSTTLXXDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	UK Inflation Linked	GBP	189541.24	253962.06	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCF1/SWP-AXAIARAGXXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	JPY	-2465652604.00	-2465652604.00	0.00	 	0.00	-2465652604.00	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	2	Other Cash	NOK	1441482.32	24723261.53	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	NOK	-28305788.88	-28305788.88	0.00	 	0.00	-28305788.88	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	5	Member Triparty	EUR	20045507.39	215645559.40	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SM79/SWP-SYNTRUSOF50YDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-3358449.61	#EMPTY	1	Nederlands Conventional	EUR	741566.42	642122.36	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	C	GBP	30000000.00	30000000.00	0.00	 	0.00	0.00	 	7.00	 	UK Inflation Linked	 	37809502.76	#EMPTY	2	USA Conventional	USD	202151090.75	150872805.96	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	PLN	-12318034.02	-12318034.02	0.00	 	0.00	-12318034.02	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	CHF	1083927.15	5027622.34	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	ILS	-271666.17	-271666.17	0.00	 	0.00	-271666.17	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	6	Other Cash	NZD	25226638.29	42989571.44	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O387/SWP-NETBNPIAIMB3NOSA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SU79/SWP-AXAKOKUSAI01DISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Germany Conventional	EUR	2859535.04	3317632.55	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCK3/SWP-BLKROCKSALFIDISA	GBP	144542.01	144542.01	0.00	 	0.00	0.00	 	3.00	 	UK Conventional	 	184.70	#EMPTY	1	Other Cash	GBP	114747.39	114747.39	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	USD	48517167.51	48517167.51	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	6	Other Cash	NZD	25226638.29	14719345.07	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S031/SWP-AXAGIHK51472DISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-5154653.01	#EMPTY	2	USA Conventional	USD	12557355.92	9372017.32	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O223/SWP-NETBNPAXLEPHNOSA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Spain Conventional	EUR	6120698.50	#EMPTY	1	France Conventional	EUR	658442.26	570145.15	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SC52/SWP-BANCOPOPSOCXDISA	EUR	1.08	1.08	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	USD	15357741.69	13237150.22	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SAF1/SWP-LAFCLVPAXXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Other Cash	EUR	2158249.11	#EMPTY	1	Other Cash	EUR	1478.48	1280.22	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	CAD	-4634126.12	-4634126.12	0.00	 	0.00	-4634126.12	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	5	Other Cash	HKD	12505757.78	2194958.31	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCT0/SWP-AXACORPSOLAEDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	2000.00	1731.80	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	JPY	-2465652604.00	-2465652604.00	0.00	 	0.00	-2465652604.00	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	4	Other Cash	AUD	9071200.22	1025253998.53	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S029/SWP-BLKNTMAFIFTTDISA	EUR	199231.66	199231.66	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	191063.16	191063.16	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCC8/SWP-BLKROCK25TTLDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	NZD	25226638.29	25226638.29	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	6	Other Cash	NZD	25226638.29	25226638.29	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	GBP	136838978.86	136838978.86	0.00	 	0.00	0.00	 	2.00	SWP GBP	Member Triparty	EUR	1584557595.15	#EMPTY	7	Other Cash	MXN	87016552.11	3734740.00	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SFL1/SWP-AXAIMFRANCTXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	MXN	87016552.11	87016552.11	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	ILS	727597.21	4332043.14	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	CZK	-10187572.27	-10187572.27	0.00	 	0.00	-10187572.27	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	ILS	727597.21	5223196.73	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SEZ1/SWP-BLKIOETLDITTDISA	GBP	59662.00	59662.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-262378.10	#EMPTY	1	Other Cash	GBP	5608.70	5608.70	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SJ25/SWP-AVIVAMZ71XXXDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBR9/SWP-BLKAPSTTLXXXDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	UK Inflation Linked	GBP	40660.03	54479.46	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O004/SWP-NETBNPUNIVERNOSA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-29407590.06	#EMPTY	1	Other Cash	EUR	3084128.12	2670546.54	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	ST25/SWP-AXAINSURELTDDISA	EUR	817709.06	817709.06	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	2	Spain Conventional	EUR	1071747.77	1071747.77	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SAV4/SWP-IPVPMAXXXXXXDISA	GBP	0.00	0.00	-12534133.10	GBP	-13070003.23	-13070003.23	Y	6.00	 	Nederlands Conventional	EUR	10483546.41	-12534133.10	1	Other Cash	EUR	25015000.00	21660488.50	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	USD	48517167.51	48517167.51	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	CHF	1083927.15	1373645.31	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	AUD	9071200.22	9071200.22	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	4	Other Cash	AUD	9071200.22	9071200.22	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SZ74/SWP-AXAICRIDXXXXDISA	USD	102727.00	102727.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	2	USA Conventional	USD	7278791.43	7278791.43	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S398/SWP-CMCICMCIFRPADISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	43224028.05	50148517.34	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SZ74/SWP-AXAICRIDXXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	USA Conventional	USD	2962075.79	#EMPTY	2	USA Conventional	USD	7278791.43	5432430.18	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBY8/SWP-BLKLSFT73TTLDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	UK Inflation Linked	GBP	17901.20	23985.42	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O329/SWP-CCMCICAMGOSA	EUR	57716441.79	57716441.79	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O006/SWP-NETBNPCDCXXXNOSA	GBP	8600614.15	8600614.15	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-9843975.20	#EMPTY	1	Other Cash	GBP	678531.11	678531.11	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SAY3/SWP-FORDBANKGMBHDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBP0/SWP-FLEXINFLABNPDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	558705.47	483783.07	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	NOK	1441482.32	1441482.32	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	7	Other Cash	USD	48517167.51	449868974.87	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SAV4/SWP-IPVPMAXXXXXXDISA	GBP	0.00	0.00	-12534133.10	GBP	-13070003.23	-13070003.23	Y	4.00	 	France Conventional	EUR	2876509.10	#EMPTY	1	Other Cash	EUR	25015000.00	21660488.50	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SJ19/SWP-AVIVAMZ18XXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Other Cash	EUR	186423.31	#EMPTY	1	Other Cash	EUR	3109.21	2692.26	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	USD	-170491946.17	-170491946.17	0.00	 	0.00	-170491946.17	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	8	Other Cash	JPY	102090729.00	641947.12	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	USD	48517167.51	48517167.51	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	2	Other Cash	NOK	1441482.32	155460.02	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SW44/SWP-APGSPAPGXXXXDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Nederlands Conventional	EUR	320821.42	320821.42	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SAF1/SWP-LAFCLVPAXXXXDISA	EUR	2600532.00	2600532.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	1478.48	1478.48	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SQ97/SWP-TOTALTREASXXDISA	EUR	19216806.18	19216806.18	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBS1/SWP-BLKNAPSTTLXXDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	2	Other Cash	GBP	2714164.63	3636648.35	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBN8/SWP-AXAICRIBLCCADISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-8371584.12	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	CAD	823420.84	823420.84	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	5	Member Triparty	EUR	20045507.39	31972584.29	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	PLN	-12013345.53	-12013345.53	0.00	 	0.00	-12013345.53	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	5	Member Triparty	EUR	20045507.39	85121242.58	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	GBP	136838978.86	136838978.86	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-1584557595.15	#EMPTY	1	Other Cash	ILS	727597.21	185930.77	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	MXN	87016552.11	87016552.11	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	2	Other Cash	CAD	823420.84	10415266.94	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	SEK	-24775787.40	-24775787.40	0.00	 	0.00	-24775787.40	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	7	Other Cash	USD	48517167.51	456308936.77	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SAT0/SWP-BLKMEDVMTGXXDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SDZ6/SWP-AXAISPILDMXXDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Nederlands Conventional	EUR	17019911.81	19746501.68	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCJ6/SWP-BLKPFIXXXXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	France Conventional	EUR	75630122.34	#EMPTY	1	France Conventional	EUR	740277.47	641006.26	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SB18/SWP-FCABANKITALYDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-60408770.99	#EMPTY	1	Other Cash	EUR	397856.51	344503.95	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCL4/SWP-BLKROCKDTHSWDISA	GBP	0.00	0.00	-3052333.22	EUR	-3525041.25	0.00	 	1.00	Comm Group:	LIABILITY:	 	-561000778.91	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SL50/SWP-SYNTRUSPVSPADISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Nederlands Conventional	EUR	6978600.30	6978600.30	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	NOK	1441482.32	1441482.32	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	4	Other Cash	AUD	9071200.22	59777125.71	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SDM4/SWP-BLKROCKLSFTVDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	UK Inflation Linked	GBP	182308.35	244270.87	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	SEK	16077195.53	16077195.53	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	5	Member Triparty	EUR	20045507.39	218732567.54	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	GBP	136838978.86	136838978.86	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-1584557595.15	#EMPTY	9	Other Cash	GBP	136838978.86	136838978.86	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCG4/SWP-BLKROCKXOVERDISA	GBP	5039000.00	5039000.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Other Cash	 	4711073.98	#EMPTY	1	Other Cash	GBP	70937.02	70937.02	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S417/SWP-ALIORBANKSAXDISA	EUR	156816051.61	156816051.61	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	67812479.56	67812479.56	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	HKD	12505757.78	12505757.78	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	CHF	1083927.15	10759353.33	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	HKD	-6337493.06	-6337493.06	0.00	 	0.00	-6337493.06	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	3	Other Cash	DKK	3248820.76	3951820.89	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SM77/SWP-SYNTRUSOF30YDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Nederlands Conventional	EUR	30009319.05	#EMPTY	1	Nederlands Conventional	EUR	7108752.90	6155469.14	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S805/SWP-BANKBGZBNPSADISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Other Cash	EUR	77868046.77	#EMPTY	1	Other Cash	EUR	453532.29	392713.61	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	SEK	16077195.53	16077195.53	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	4	Other Cash	SEK	16077195.53	16077195.53	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SDS4/SWP-CDPCDPSPAXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	105475.17	91330.95	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	DKK	-21165416.98	-21165416.98	0.00	 	0.00	-21165416.98	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	4	Other Cash	AUD	9071200.22	41513035.05	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S492/SWP-FCEBANKPLCXXDISA	EUR	137816.99	137816.99	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S040/SWP-BLKUBSTTLXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-7798719.37	#EMPTY	1	UK Inflation Linked	GBP	26485.23	26485.23	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S543/SWP-HYPONOEGRUPPDISA	EUR	2160000.00	2160000.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	290352.44	290352.44	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S040/SWP-BLKUBSTTLXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	3.00	 	UK Inflation Linked	 	7792288.87	-0.01	1	UK Inflation Linked	GBP	26485.23	26485.23	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBZ6/SWP-METZCTASIXXXDISA	EUR	27111087.93	27111087.93	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	3828248.75	3828248.75	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SC22/SWP-MEDIOBANCAXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	4.00	 	USA Conventional	USD	225289055.15	#EMPTY	1	USA Conventional	USD	9776513.56	7296572.22	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCG0/SWP-MADUB1TTLDISA	EUR	811000.00	811000.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	8402.44	8402.44	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCG5/SWP-BLKROCKXFUKMDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S022/SWP-BEASHKHHXXXXDISA	GBP	201896.07	201896.07	-347337.21	EUR	-418277.95	0.00	 	2.00	SWP GBP	Other Cash	 	191599.37	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O065/SWP-NETBNPSHIN02NOSA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	GBP	1.92	2.57	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O238/SWP-CAXAIMGOSA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	France Conventional	EUR	39227.70	#EMPTY	2	France Conventional	EUR	16970769.45	14694989.27	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCG2/SWP-BLKRKBARBFMBDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	GBP	70478.05	81392.83	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBY8/SWP-BLKLSFT73TTLDISA	GBP	19600.80	19600.80	0.00	 	0.00	0.00	 	3.00	 	UK Inflation Linked	 	864104.71	#EMPTY	1	UK Inflation Linked	GBP	17901.20	17901.20	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	CAD	-4634126.12	-4634126.12	0.00	 	0.00	-4634126.12	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	CHF	1083927.15	1888436.71	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	DKK	-21165416.98	-21165416.98	0.00	 	0.00	-21165416.98	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	CHF	1083927.15	8845342.81	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	SGD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	6	Other Cash	EUR	62709803.50	93255748.78	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCG4/SWP-BLKROCKXOVERDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	GBP	70937.02	95046.92	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SEZ0/SWP-AAMKF770XXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-29588.84	#EMPTY	1	Other Cash	EUR	410.06	355.07	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SFA9/SWP-BLKLSFT94TTLDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O074/SWP-NETBNPCMCXXXNOSA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-171779140.02	#EMPTY	1	Other Cash	EUR	31219552.04	27033010.11	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SFM6/SWP-NARODNABANKSDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	USA Conventional	USD	41884510.20	#EMPTY	1	USA Conventional	USD	16177764.35	12074061.50	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SY81/SWP-AVIVAMZ04XXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Other Cash	EUR	2359786.36	#EMPTY	1	Other Cash	EUR	6363.62	5510.26	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	ILS	727597.21	727597.21	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	6	Other Cash	EUR	62709803.50	212492169.16	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	GBP	136838978.86	136838978.86	0.00	 	0.00	0.00	 	2.00	SWP GBP	Member Triparty	EUR	1584557595.15	#EMPTY	2	Other Cash	CAD	823420.84	447022.01	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	JPY	102090729.00	102090729.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	3	Other Cash	DKK	3248820.76	80236640.62	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SFE9/SWP-SPMETAALTECHDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-32469041.31	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBM1/SWP-BLKLSFT71TTLDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	GBP	40216.91	53885.74	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SAE5/SWP-AXAI71711XXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	PLN	-12013345.53	-12013345.53	0.00	 	0.00	-12013345.53	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	9	Other Cash	GBP	136838978.86	671062524.35	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SAV4/SWP-IPVPMAXXXXXXDISA	GBP	0.00	0.00	-12534133.10	GBP	-13070003.23	-13070003.23	Y	3.00	 	Finland Conventional	EUR	2997260.27	#EMPTY	1	Other Cash	EUR	25015000.00	21660488.50	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O388/SWP-NETBNPIAIMB4NOSA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SEM5/SWP-MATIGNONSVARDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	France Conventional	EUR	1252071.64	1452653.52	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SFD5/SWP-AXAIGISDBXXXDISA	EUR	1504120.46	1504120.46	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	1307212.51	1307212.51	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O238/SWP-CAXAIMGOSA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	2	France Conventional	EUR	16970769.45	16970769.45	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O184/SWP-NETBKOFIREXXNOSA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	4.00	 	Spain Conventional	EUR	16288407.73	#EMPTY	1	SNAT EU	EUR	18939505.62	16399717.92	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SAB4/SWP-MOFMF65800XXDISA	GBP	0.00	0.00	-5099.87	EUR	-5889.67	0.00	 	2.00	SWP GBP	Other Cash	EUR	2586310.96	-5099.86	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	GBP	-2755544.97	-2755544.97	0.00	 	0.00	-2755544.97	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	4	Other Cash	AUD	9071200.22	4811486.84	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S374/SWP-LABANQUEPOSTDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	3.00	 	France Conventional	EUR	161923326.94	#EMPTY	1	France Inflation Linked	EUR	289807837.60	250944606.58	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O009/SWP-NETBNPPFAPENNOSA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-11654022.15	#EMPTY	1	Germany Conventional	EUR	6225411.46	5390583.78	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	CHF	1083927.15	1083927.15	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	5	Other Cash	HKD	12505757.78	1259864.79	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	GBP	-2755544.97	-2755544.97	0.00	 	0.00	-2755544.97	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	6	Other Cash	NZD	25226638.29	10985589.47	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	USD	48517167.51	48517167.51	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	7	Other Cash	USD	48517167.51	48517167.51	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SFM6/SWP-NARODNABANKSDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	USA Conventional	USD	16177764.35	16177764.35	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S031/SWP-AXAGIHK51472DISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	USA Conventional	USD	5154653.01	#EMPTY	1	Other Cash	USD	11431.88	8532.03	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCI0/SWP-BLKUSSLDITTLDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	UK Inflation Linked	GBP	138061.00	159442.20	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O928/SWP-CBLACKROCK2GOSA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SW22/SWP-WATERSCHAPSBDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	4.00	 	Germany Conventional	EUR	24245592.47	#EMPTY	2	AGCY KFW	EUR	49049694.99	42472130.89	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SW22/SWP-WATERSCHAPSBDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	SNAT EU	EUR	7131637.48	7131637.48	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCI0/SWP-BLKUSSLDITTLDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	3.00	 	UK Inflation Linked	 	10545908.92	#EMPTY	1	UK Inflation Linked	GBP	138061.00	138061.00	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	CAD	823420.84	823420.84	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	2	Other Cash	CAD	823420.84	823420.84	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCK3/SWP-BLKROCKSALFIDISA	GBP	144542.01	144542.01	0.00	 	0.00	0.00	 	4.00	 	UK Inflation Linked	 	3729413.86	#EMPTY	1	Other Cash	GBP	114747.39	114747.39	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SDE6/SWP-AAMKF205XXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-12566752.51	#EMPTY	1	Other Cash	EUR	38409.17	33258.50	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBX1/SWP-ACHMEAADPXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	3.00	 	Germany Conventional	EUR	28342001.95	#EMPTY	2	Germany Conventional	EUR	6035758.50	5226363.29	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	NZD	25226638.29	25226638.29	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	3	Other Cash	EUR	3580346.30	7119160.58	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S044/SWP-BLKAAEURXXXXDISA	GBP	3109344.14	3109344.14	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-2937927.63	#EMPTY	1	Other Cash	GBP	43933.40	43933.40	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SEZ0/SWP-AAMKF770XXXXDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	410.06	475.75	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SJ23/SWP-AVIVAMZ61XXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O642/SWP-CBLACKROCKGOSA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	PLN	-12318034.02	-12318034.02	0.00	 	0.00	-12318034.02	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	2	Other Cash	NOK	1441482.32	568992.78	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	CZK	-40963089.48	-40963089.48	0.00	 	0.00	-40963089.48	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	7	Other Cash	USD	48517167.51	1017221254.68	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SAB4/SWP-MOFMF65800XXDISA	EUR	2986847.16	2986847.16	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBY9/SWP-BLKLSFT72TTLDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	2	UK Inflation Linked	GBP	29197.05	39120.47	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	HKD	-6337493.06	-6337493.06	0.00	 	0.00	-6337493.06	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	9	Other Cash	GBP	136838978.86	1436106040.41	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCN7/SWP-BLKROCKPEPLDDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SW22/SWP-WATERSCHAPSBDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	4.00	 	Germany Conventional	EUR	24245592.47	#EMPTY	1	SNAT EU	EUR	7131637.48	6175284.89	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SC52/SWP-BANCOPOPSOCXDISA	USD	84616756.54	84616756.54	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	USD	15357741.69	15357741.69	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCK1/SWP-BLKROCK28TTLDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O003/SWP-NETBNPBLCKRKNOSA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	3.00	 	UK Inflation Linked	 	741681.02	#EMPTY	1	UK Inflation Linked	GBP	69686.54	69686.54	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SDP4/SWP-CARDSCHILDERDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Belgium Conventional	EUR	33872513.74	33872513.74	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SX38/SWP-NNNATIONALENDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Other Cash	EUR	63193554.38	#EMPTY	1	Other Cash	EUR	165047.90	142914.98	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCG6/SWP-BLKROCKXCRUKDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SFD4/SWP-AXAIWFEIBXXXDISA	EUR	1002634.33	1002634.33	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	961526.32	961526.32	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SL50/SWP-SYNTRUSPVSPADISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-41042624.64	#EMPTY	1	Nederlands Conventional	EUR	6978600.30	6042770.00	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O006/SWP-NETBNPCDCXXXNOSA	GBP	8600614.15	8600614.15	0.00	 	0.00	0.00	 	3.00	 	Other Cash	 	7922083.04	#EMPTY	1	Other Cash	GBP	678531.11	678531.11	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SL50/SWP-SYNTRUSPVSPADISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	3.00	 	Belgium Conventional	EUR	5667793.63	#EMPTY	1	Nederlands Conventional	EUR	6978600.30	6042770.00	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SFA6/SWP-BLKOAKLDITTLDISA	GBP	0.00	0.00	-574037.61	EUR	-662937.53	0.00	 	2.00	SWP GBP	France Conventional	EUR	311337.81	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	CZK	-10187572.27	-10187572.27	0.00	 	0.00	-10187572.27	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	5	Member Triparty	EUR	20045507.39	487606967.26	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SEH4/SWP-BLKEDDGCRXXXDISA	GBP	0.00	0.00	-11956.31	GBP	-12467.48	-12467.48	Y	1.00	Comm Group:	LIABILITY:	 	-11956.31	#EMPTY	1	Other Cash	EUR	15000.00	12988.50	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S847/SWP-CREDITMUTARKDISA	EUR	440996000.95	440996000.95	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	USD	4002292.63	3449657.50	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	C	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	2	USA Conventional	USD	202151090.75	174238140.62	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SJ19/SWP-AVIVAMZ18XXXDISA	EUR	218403.48	218403.48	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	3109.21	3109.21	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCL2/SWP-BLKROCKUBSLDDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	HKD	12505757.78	12505757.78	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	3	Other Cash	EUR	3580346.30	32536397.00	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O238/SWP-CAXAIMGOSA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-39227.70	#EMPTY	2	France Conventional	EUR	16970769.45	14694989.27	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O244/SWP-CBNPINVESTGOSA	EUR	125682340.94	125682340.94	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	392385.25	392385.25	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O223/SWP-NETBNPAXLEPHNOSA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	France Conventional	EUR	658442.26	658442.26	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S533/SWP-CREDEMILISPADISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	SNAT EIB	USD	21859624.09	#EMPTY	1	Other Cash	EUR	745555.39	645576.41	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	ZAR	49501324.52	49501324.52	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	5	Other Cash	HKD	12505757.78	26665371.92	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O203/SWP-NETMAYBANKBDNOSA	USD	1496479.48	1496479.48	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	USD	3587.78	3587.78	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	SGD	-34962.42	-34962.42	0.00	 	0.00	-34962.42	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	8	Other Cash	ZAR	49501324.52	3799049.36	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SDL4/SWP-AAMKF556XXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SAT0/SWP-BLKMEDVMTGXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBM1/SWP-BLKLSFT71TTLDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	2	UK Inflation Linked	GBP	42262.99	56627.23	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	JPY	102090729.00	102090729.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	9	Other Cash	GBP	136838978.86	29158286164.06	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBZ0/SWP-BLKLSFT74TTLDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	3.00	 	UK Inflation Linked	 	3016897.12	0.01	1	UK Inflation Linked	GBP	173611.86	173611.86	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S287/SWP-BANKPOLSKAKADISA	EUR	40000000.00	40000000.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	176927.39	176927.39	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBM7/SWP-BLKUSMSTRDXXDISA	USD	578000.78	578000.78	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	USD	27294.47	27294.47	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SEH4/SWP-BLKEDDGCRXXXDISA	GBP	0.00	0.00	-11956.31	GBP	-12467.48	-12467.48	Y	2.00	SWP GBP		 	0.00	-11956.31	1	Other Cash	EUR	15000.00	12988.50	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	DKK	-21165416.98	-21165416.98	0.00	 	0.00	-21165416.98	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	2	Other Cash	NOK	1441482.32	1001056.93	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCG0/SWP-MADUB1TTLDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-666177.19	#EMPTY	1	Other Cash	EUR	8402.44	7275.67	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O223/SWP-NETBNPAXLEPHNOSA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Spain Conventional	EUR	6120698.50	#EMPTY	2	Spain Conventional	EUR	690643.13	598027.89	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	CAD	823420.84	823420.84	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	3	Other Cash	DKK	3248820.76	693607.08	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	SEK	-24775787.40	-24775787.40	0.00	 	0.00	-24775787.40	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	CHF	1083927.15	12919275.01	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	DKK	3248820.76	3248820.76	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	ILS	727597.21	1604192.41	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	CAD	-4634126.12	-4634126.12	0.00	 	0.00	-4634126.12	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	2	Other Cash	NOK	1441482.32	213720.68	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S847/SWP-CREDITMUTARKDISA	USD	4182123.96	4182123.96	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	USD	4002292.63	4002292.63	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBR9/SWP-BLKAPSTTLXXXDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	UK Inflation Linked	GBP	40660.03	46956.96	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBZ0/SWP-BLKLSFT74TTLDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	UK Conventional	 	1705415.30	#EMPTY	1	UK Inflation Linked	GBP	173611.86	173611.86	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	CHF	1083927.15	1083927.15	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	4	Other Cash	AUD	9071200.22	5087095.74	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCK9/SWP-BLKLSFT42TTLDISA	GBP	0.00	0.00	-4818.45	GBP	-4818.45	-4818.45	Y	1.00	Comm Group:	LIABILITY:	 	-15451644.78	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SM77/SWP-SYNTRUSOF30YDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-30009319.05	#EMPTY	1	Nederlands Conventional	EUR	7108752.90	6155469.14	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	C	GBP	30000000.00	30000000.00	0.00	 	0.00	0.00	 	3.00	 	France Conventional	EUR	54999365.21	#EMPTY	1	Other Cash	GBP	30000000.00	30000000.00	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SW41/SWP-APGABPXXXXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	France Conventional	EUR	176524588.95	#EMPTY	1	Nederlands Conventional	EUR	27716902.36	24000065.75	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	PLN	-12318034.02	-12318034.02	0.00	 	0.00	-12318034.02	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	8	Other Cash	ZAR	49501324.52	10848149.56	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	NZD	25226638.29	25226638.29	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	CHF	1083927.15	2354211.63	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SEJ7/SWP-BLKEBPAAXXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SJ21/SWP-AVIVAMZ56XXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Other Cash	EUR	400475.49	#EMPTY	1	Other Cash	EUR	1527.34	1322.52	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	C	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	2	USA Conventional	USD	202151090.75	202151090.75	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	ZAR	49501324.52	49501324.52	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	7	Other Cash	USD	48517167.51	810297751.60	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	ST25/SWP-AXAINSURELTDDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Spain Conventional	EUR	2472445.55	#EMPTY	3	Japan Conventional	JPY	2067671233.00	9703520.25	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S805/SWP-BANKBGZBNPSADISA	EUR	90380829.63	90380829.63	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	453532.29	453532.29	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	ST25/SWP-AXAINSURELTDDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Spain Conventional	EUR	2472445.55	#EMPTY	1	Other Cash	EUR	785818.41	680440.16	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SDY2/SWP-BSABESBBXXXXDISA	GBP	2835.13	2835.13	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-73671708.93	#EMPTY	2	Spain Conventional	EUR	31355753.79	27150947.21	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	PLN	-12013345.53	-12013345.53	0.00	 	0.00	-12013345.53	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	2	Other Cash	CAD	823420.84	2192209.56	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O223/SWP-NETBNPAXLEPHNOSA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	2	Spain Conventional	EUR	690643.13	690643.13	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	DKK	-21165416.98	-21165416.98	0.00	 	0.00	-21165416.98	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	8	Other Cash	ZAR	49501324.52	19085682.12	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O009/SWP-NETBNPPFAPENNOSA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Germany Conventional	EUR	11654022.15	#EMPTY	1	Germany Conventional	EUR	6225411.46	5390583.78	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	CZK	-10187572.27	-10187572.27	0.00	 	0.00	-10187572.27	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	7	Other Cash	MXN	87016552.11	104916907.73	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCN9/SWP-BLKEGBXXXXXXDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBP0/SWP-FLEXINFLABNPDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	558705.47	648210.09	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O239/SWP-CLAFRANCAISEGOSA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	CZK	-10187572.27	-10187572.27	0.00	 	0.00	-10187572.27	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	8	Other Cash	JPY	102090729.00	13459199.95	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O329/SWP-CCMCICAMGOSA	GBP	1890480.84	1890480.84	-1092749.73	EUR	-1261981.44	0.00	 	1.00	Comm Group:	LIABILITY:	 	-55025295.05	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SM76/SWP-SYNTRUSOF20YDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-23704274.90	#EMPTY	1	Nederlands Conventional	EUR	4612807.92	3994230.38	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCK2/SWP-BLKROCKCITFIDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	UK Conventional	 	1132.44	#EMPTY	1	UK Inflation Linked	GBP	43699.53	43699.53	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SDE6/SWP-AAMKF205XXXXDISA	EUR	14551346.59	14551346.59	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	38409.17	38409.17	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O238/SWP-CAXAIMGOSA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	France Conventional	EUR	39227.70	#EMPTY	1	Japan Conventional	JPY	41558.00	195.03	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	HUF	-330037961.00	-330037961.00	0.00	 	0.00	-330037961.00	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	7	Other Cash	USD	48517167.51	15109656063.36	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SFA9/SWP-BLKLSFT94TTLDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SEV3/SWP-BLKULDBXXXXXDISA	EUR	210000.00	210000.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	5206.64	5206.64	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S025/SWP-AAMKBOP7440XDISA	EUR	394014.93	394014.93	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	3698.43	3698.43	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SAV4/SWP-IPVPMAXXXXXXDISA	EUR	25015000.00	25015000.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	25015000.00	25015000.00	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	GBP	136838978.86	136838978.86	0.00	 	0.00	0.00	 	2.00	SWP GBP	Member Triparty	EUR	1584557595.15	#EMPTY	4	Other Cash	SEK	16077195.53	1275797.17	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SDV4/SWP-BLKINVLMFTTLDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SAK4/SWP-VANLANSCHTNVDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-56967.07	#EMPTY	1	SNAT EU	EUR	376796.48	326268.07	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	PLN	-12318034.02	-12318034.02	0.00	 	0.00	-12318034.02	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	6	Other Cash	NZD	25226638.29	53873665.68	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S543/SWP-HYPONOEGRUPPDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Other Cash	EUR	1618927.82	#EMPTY	1	Other Cash	EUR	290352.44	251416.18	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBM1/SWP-BLKLSFT71TTLDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	GBP	40216.91	46445.21	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O106/SWP-NETBNPBRGSMCNOSA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-11667032.94	#EMPTY	1	France Conventional	EUR	179196.74	155166.46	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	JPY	102090729.00	102090729.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	5	Member Triparty	EUR	20045507.39	3698596568.53	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	P	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	USD	50001000.00	43096879.85	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SB24/SWP-CAISSECREDIMDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBL3/SWP-BLKSESGXXXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Other Cash	EUR	10900.32	#EMPTY	1	Other Cash	EUR	865.57	749.50	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S287/SWP-BANKPOLSKAKADISA	USD	263179.81	263179.81	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	176927.39	205271.16	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SM76/SWP-SYNTRUSOF20YDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Nederlands Conventional	EUR	4612807.92	4612807.92	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBO4/SWP-ALPHABDBNPXXDISA	EUR	179532612.34	179532612.34	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	331801.84	331801.84	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SFA9/SWP-BLKLSFT94TTLDISA	GBP	0.00	0.00	-106435.91	EUR	-122919.40	0.00	 	4.00	 	SNAT EU	EUR	11314971.13	-106435.91	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	CAD	-4634126.12	-4634126.12	0.00	 	0.00	-4634126.12	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	7	Other Cash	USD	48517167.51	66699605.39	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	GBP	-2755544.97	-2755544.97	0.00	 	0.00	-2755544.97	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	3	Other Cash	EUR	3580346.30	3100221.86	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	SGD	-34962.42	-34962.42	0.00	 	0.00	-34962.42	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	3	Other Cash	EUR	3580346.30	5324332.98	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SZ74/SWP-AXAICRIDXXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-2962075.79	#EMPTY	2	USA Conventional	USD	7278791.43	5432430.18	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBM1/SWP-BLKLSFT71TTLDISA	GBP	40216.91	40216.91	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-2515435.79	#EMPTY	1	Other Cash	GBP	40216.91	40216.91	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SL49/SWP-SYNTRUSPVGLADISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Germany Conventional	EUR	6846075.45	7942816.74	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCJ6/SWP-BLKPFIXXXXXXDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	France Conventional	EUR	740277.47	740277.47	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCY5/SWP-LYXORAMOFLEIDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SW22/SWP-WATERSCHAPSBDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-373910460.43	#EMPTY	1	SNAT EU	EUR	7131637.48	6175284.89	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SX63/SWP-AXAIAWFFCSMXDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCO0/SWP-BLKSEREURTTLDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SEV3/SWP-BLKULDBXXXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Other Cash	EUR	177330.57	#EMPTY	1	Other Cash	EUR	5206.64	4508.43	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	ZAR	-6238018.32	-6238018.32	0.00	 	0.00	-6238018.32	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	3	Other Cash	DKK	3248820.76	8426260.57	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCG4/SWP-BLKROCKXOVERDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	GBP	70937.02	81922.88	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O006/SWP-NETBNPCDCXXXNOSA	EUR	2309605.94	2309605.94	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	GBP	678531.11	783613.71	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBX1/SWP-ACHMEAADPXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-47478352.56	#EMPTY	1	Nederlands Conventional	EUR	4330960.39	3750178.60	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SL49/SWP-SYNTRUSPVGLADISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-17334163.77	#EMPTY	2	Austria Conventional	EUR	6887150.87	5963583.94	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCL3/SWP-BLKROCKGBIFXDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	USD	885.12	762.90	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SAK4/SWP-VANLANSCHTNVDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	SNAT EU	EUR	56967.07	#EMPTY	1	SNAT EU	EUR	376796.48	326268.07	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	MXN	87016552.11	87016552.11	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	9	Other Cash	GBP	136838978.86	3188242326.72	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	DKK	3248820.76	3248820.76	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	7	Other Cash	MXN	87016552.11	32222969.21	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SZ74/SWP-AXAICRIDXXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-2962075.79	#EMPTY	1	Other Cash	USD	102727.00	76668.94	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	NOK	1441482.32	1441482.32	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	5	Other Cash	HKD	12505757.78	14804340.14	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S014/SWP-DNCAONEXXXXXDISA	GBP	210750.28	210750.28	-1697744.79	GBP	-1788982.92	-1788982.92	Y	1.00	Comm Group:	LIABILITY:	 	-1897746.81	#EMPTY	2	Other Cash	EUR	5678119.88	4916684.00	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	CZK	-40963089.48	-40963089.48	0.00	 	0.00	-40963089.48	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	4	Other Cash	AUD	9071200.22	135165050.75	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O005/SWP-CBNPJPAMXGOSA	GBP	1651144.02	1651144.02	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-1649397.03	#EMPTY	1	Other Cash	GBP	1746.99	1746.99	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SQ97/SWP-TOTALTREASXXDISA	GBP	0.00	0.00	-38977.67	EUR	-46938.54	0.00	 	2.00	SWP GBP	Other Cash	EUR	15957599.34	-38977.68	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O172/SWP-CQUANTEDGEGOSA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	USA Conventional	USD	9151526.27	9151526.27	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	AUD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	3	Other Cash	DKK	3248820.76	709914.45	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCK2/SWP-BLKROCKCITFIDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	UK Inflation Linked	GBP	43699.53	50467.18	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SAQ2/SWP-FMONEDERLANDDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-2609222.12	#EMPTY	1	Other Cash	EUR	6319156.24	5471757.39	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O223/SWP-NETBNPAXLEPHNOSA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-6120698.50	#EMPTY	1	France Conventional	EUR	658442.26	570145.15	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SC22/SWP-MEDIOBANCAXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Belgium Conventional	EUR	1938743.60	#EMPTY	1	USA Conventional	USD	9776513.56	7296572.22	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	GBP	136838978.86	136838978.86	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-1584557595.15	#EMPTY	7	Other Cash	MXN	87016552.11	3734740.00	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S055/SWP-CINPFRP1XXXXDISA	GBP	0.00	0.00	-15136135.15	GBP	-15783248.33	-15783248.33	Y	1.00	Comm Group:	LIABILITY:	 	-15136135.15	#EMPTY	1	Other Cash	EUR	19503946.51	16888467.28	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SW96/SWP-NBADFINMKTSXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Other Cash	USD	246947832.37	#EMPTY	1	Other Cash	USD	6889819.54	5142126.13	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	I	AUD	-17227942.61	-17227942.61	0.00	 	0.00	-17227942.61	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	CAD	823420.84	823420.84	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	9	Other Cash	GBP	136838978.86	252059327.04	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O003/SWP-NETBNPBLCKRKNOSA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-4475987.95	#EMPTY	1	UK Inflation Linked	GBP	69686.54	69686.54	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	CHF	-5728225.16	-5728225.16	0.00	 	0.00	-5728225.16	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	6	Other Cash	EUR	62709803.50	57410825.10	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	AUD	9071200.22	9071200.22	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	5	Other Cash	HKD	12505757.78	2246563.91	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	B	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SM79/SWP-SYNTRUSOF50YDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Nederlands Conventional	EUR	3358449.61	#EMPTY	1	Nederlands Conventional	EUR	741566.42	642122.36	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SX38/SWP-NNNATIONALENDISA	EUR	73145246.98	73145246.98	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	165047.90	165047.90	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SDX1/SWP-MEDVIDAPTNRSDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Nederlands Conventional	EUR	2303833.45	#EMPTY	1	Nederlands Conventional	EUR	220008.27	190505.16	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	CAD	823420.84	823420.84	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	4	Other Cash	SEK	16077195.53	2350036.37	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	SGD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	4	Other Cash	SEK	16077195.53	2191058.99	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	EUR	3580346.30	3580346.30	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	3	Other Cash	EUR	3580346.30	3580346.30	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SA45/SWP-OTPBANKPLCXXDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	1427849.38	1656590.85	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O065/SWP-NETBNPSHIN02NOSA	GBP	2.02	2.02	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	GBP	1.92	1.92	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	GBP	-2755544.97	-2755544.97	0.00	 	0.00	-2755544.97	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	CHF	1083927.15	1025202.10	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S024/SWP-AAMKBOP7439XDISA	GBP	584.28	584.28	0.00	 	0.00	0.00	 	3.00	 	Other Cash	EUR	12870.51	#EMPTY	1	Other Cash	GBP	48.30	48.30	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O442/SWP-NETBNPAXABLMNOSA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Belgium Conventional	EUR	12852171.43	11128695.24	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	CHF	-5728225.16	-5728225.16	0.00	 	0.00	-5728225.16	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	8	Other Cash	JPY	102090729.00	506552.83	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O642/SWP-CBLACKROCKGOSA	GBP	4163400.21	4163400.21	-5240.01	GBP	-5240.01	-5240.01	Y	1.00	Comm Group:	LIABILITY:	 	-5388375.70	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O229/SWP-CAMUNDIGOSA	GBP	0.00	0.00	-230846.45	EUR	-266597.13	0.00	 	1.00	Comm Group:	LIABILITY:	 	-46199031.49	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O244/SWP-CBNPINVESTGOSA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	392385.25	455245.37	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O004/SWP-NETBNPUNIVERNOSA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	3084128.12	3578205.44	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SAQ2/SWP-FMONEDERLANDDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Other Cash	EUR	2609222.12	#EMPTY	1	Other Cash	EUR	6319156.24	5471757.39	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	F	GBP	160491853.60	160491853.60	0.00	 	0.00	0.00	 	2.00	SDF GBP	Other Cash	 	160491853.60	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	DKK	3248820.76	3248820.76	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	6	Other Cash	EUR	62709803.50	468498670.97	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S011/SWP-FANDC869XXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SAB7/SWP-AXAIAWFGIBXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-609162.91	#EMPTY	1	Other Cash	EUR	748706.72	648305.15	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S492/SWP-FCEBANKPLCXXDISA	GBP	0.00	0.00	-188.37	EUR	-217.54	0.00	 	2.00	SWP GBP	Other Cash	EUR	119335.73	-188.37	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBY8/SWP-BLKLSFT73TTLDISA	GBP	19600.80	19600.80	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-913576.79	#EMPTY	1	UK Inflation Linked	GBP	17901.20	17901.20	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SDE0/SWP-BLKIBFXXXXXXDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S533/SWP-CREDEMILISPADISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-34986207.50	#EMPTY	2	SNAT EIB	USD	2742657.70	2046946.48	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SK01/SWP-SYNTRUIPVBPLDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Finland Conventional	EUR	25947428.07	30104206.05	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	PLN	-12318034.02	-12318034.02	0.00	 	0.00	-12318034.02	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	4	Other Cash	AUD	9071200.22	23595678.17	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	HUF	-330037961.00	-330037961.00	0.00	 	0.00	-330037961.00	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	CHF	1083927.15	427793072.46	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SW22/SWP-WATERSCHAPSBDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	5.00	 	Nederlands Conventional	EUR	76361390.62	#EMPTY	1	SNAT EU	EUR	7131637.48	6175284.89	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SDP4/SWP-CARDSCHILDERDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Austria Conventional	EUR	2031432.64	#EMPTY	1	Belgium Conventional	EUR	33872513.74	29330209.65	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	AUD	9071200.22	9071200.22	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	CHF	1083927.15	1932835.69	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SG76/SWP-FINECOBNKSPADISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Belgium Conventional	EUR	8926919.84	8926919.84	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SM76/SWP-SYNTRUSOF20YDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Nederlands Conventional	EUR	23704274.90	#EMPTY	1	Nederlands Conventional	EUR	4612807.92	3994230.38	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SAB6/SWP-AXAIIRAFXXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Other Cash	EUR	1209789.99	#EMPTY	1	Other Cash	EUR	1511080.64	1308444.73	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBX1/SWP-ACHMEAADPXXXDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	2	Germany Conventional	EUR	6035758.50	7002687.01	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SQ98/SWP-TOTALCAPITXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-12135701.83	#EMPTY	1	Other Cash	EUR	51701.99	44768.75	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SW22/SWP-WATERSCHAPSBDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	6.00	 	SNAT EIB	EUR	36906875.41	#EMPTY	1	SNAT EU	EUR	7131637.48	6175284.89	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SO45/SWP-NNLEVENSVERZDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	4.00	 	SNAT EU	EUR	11601040.53	#EMPTY	1	SNAT EU	EUR	57853379.57	50095241.37	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SDL4/SWP-AAMKF556XXXXDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	GBP	136838978.86	136838978.86	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-1584557595.15	#EMPTY	5	Member Triparty	EUR	20045507.39	17357404.85	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SER3/SWP-BLKANGLLDITTDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCO0/SWP-BLKSEREURTTLDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	GBP	-2755544.97	-2755544.97	0.00	 	0.00	-2755544.97	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	7	Other Cash	USD	48517167.51	36210149.41	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SX62/SWP-AXAIGCSICAVXDISA	GBP	0.00	0.00	-238926.91	EUR	-287725.75	0.00	 	2.00	SWP GBP	Japan Conventional	JPY	24919032.16	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SK08/SWP-SYNTRUSTPAPFDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-11566703.87	#EMPTY	1	Nederlands Conventional	EUR	2271384.74	1966792.05	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O245/SWP-CFRANCAISEISGOSA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SJ26/SWP-AVIVAMZ73XXXDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	CAD	823420.84	823420.84	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	6	Other Cash	EUR	62709803.50	100022136.58	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SW41/SWP-APGABPXXXXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-322898066.61	#EMPTY	1	Nederlands Conventional	EUR	27716902.36	24000065.75	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SEZ1/SWP-BLKIOETLDITTDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	GBP	5608.70	6477.31	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SW41/SWP-APGABPXXXXXXDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Nederlands Conventional	EUR	27716902.36	32157150.12	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SQ54/SWP-SRLEVNVXXXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	3.00	 	CADES Conventional	EUR	45199162.81	#EMPTY	2	SNAT EU	EUR	61577058.29	53319574.77	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCK9/SWP-BLKLSFT42TTLDISA	GBP	0.00	0.00	-4818.45	GBP	-4818.45	-4818.45	Y	3.00	 	UK Inflation Linked	 	11169617.47	-4818.46	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	CZK	-10187572.27	-10187572.27	0.00	 	0.00	-10187572.27	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	4	Other Cash	SEK	16077195.53	35839896.38	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SEM7/SWP-AXAIGOAGVXXXDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	France Conventional	EUR	8238762.11	8238762.11	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBZ6/SWP-METZCTASIXXXDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	3828248.75	4441534.20	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S012/SWP-SCORSCORXXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-28166053.38	#EMPTY	1	AGCY KFW	EUR	3499471.68	3030192.53	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SO45/SWP-NNLEVENSVERZDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	SNAT EU	EUR	57853379.57	67121490.98	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O006/SWP-NETBNPCDCXXXNOSA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	GBP	678531.11	909148.62	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SJ99/SWP-ACHMEAPENSIODISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Nederlands Conventional	EUR	7752399.62	7752399.62	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBY9/SWP-BLKLSFT72TTLDISA	GBP	9286.78	9286.78	0.00	 	0.00	0.00	 	2.00	SWP GBP	UK Conventional	 	227.67	#EMPTY	2	UK Inflation Linked	GBP	29197.05	29197.05	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SW43/SWP-APGSPWXXXXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	3.00	 	Nederlands Conventional	EUR	181674.51	#EMPTY	1	Nederlands Conventional	EUR	790105.35	684152.22	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	AUD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	8	Other Cash	JPY	102090729.00	903274.16	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	SGD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	5	Member Triparty	EUR	20045507.39	29809674.04	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	ILS	727597.21	727597.21	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	9	Other Cash	GBP	136838978.86	535487792.89	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SM79/SWP-SYNTRUSOF50YDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Nederlands Conventional	EUR	741566.42	860365.36	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	MXN	87016552.11	87016552.11	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	6	Other Cash	EUR	62709803.50	1265157743.65	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S543/SWP-HYPONOEGRUPPDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-1618927.82	#EMPTY	1	Other Cash	EUR	290352.44	251416.18	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SEM2/SWP-BLKKIMBAMTTLDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SJ18/SWP-AVIVAMZ05XXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O229/SWP-CAMUNDIGOSA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SDZ6/SWP-AXAISPILDMXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	3.00	 	Germany Conventional	EUR	13989278.20	#EMPTY	1	Nederlands Conventional	EUR	17019911.81	14737541.64	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCT0/SWP-AXACORPSOLAEDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	2	Other Cash	USD	2871.00	2142.73	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	ZAR	-6238018.32	-6238018.32	0.00	 	0.00	-6238018.32	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	9	Other Cash	GBP	136838978.86	3062133647.74	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCF1/SWP-AXAIARAGXXXXDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	MXN	87016552.11	87016552.11	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	8	Other Cash	JPY	102090729.00	11162864.02	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	AUD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	6	Other Cash	EUR	62709803.50	102373754.21	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S014/SWP-DNCAONEXXXXXDISA	GBP	210750.28	210750.28	-1697744.79	GBP	-1788982.92	-1788982.92	Y	2.00	SWP GBP	Other Cash	 	200002.02	-1697744.79	2	Other Cash	EUR	5678119.88	4916684.00	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCL1/SWP-BLKSOPSMGLDIDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SDZ6/SWP-AXAISPILDMXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	France Conventional	EUR	10528341.40	#EMPTY	1	Nederlands Conventional	EUR	17019911.81	14737541.64	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S398/SWP-CMCICMCIFRPADISA	EUR	55203757.35	55203757.35	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	43224028.05	43224028.05	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SEZ1/SWP-BLKIOETLDITTDISA	GBP	59662.00	59662.00	0.00	 	0.00	0.00	 	4.00	 	UK Inflation Linked	 	35529.95	#EMPTY	1	Other Cash	GBP	5608.70	5608.70	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	CZK	-10187572.27	-10187572.27	0.00	 	0.00	-10187572.27	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	2	Other Cash	CAD	823420.84	12557813.12	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	SEK	16077195.53	16077195.53	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	2	Other Cash	CAD	823420.84	5633231.05	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBK7/SWP-BLKSGESGAAXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SA53/SWP-COVENTRYBSOCDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	GBP	23113019.28	26692480.98	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O003/SWP-NETBNPBLCKRKNOSA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	UK Conventional	 	3734306.93	#EMPTY	1	UK Inflation Linked	GBP	69686.54	69686.54	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O238/SWP-CAXAIMGOSA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	2	France Conventional	EUR	16970769.45	19689486.72	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SEN0/SWP-BLKLSFT401TTDISA	EUR	2343000.00	2343000.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SO45/SWP-NNLEVENSVERZDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-69013512.94	#EMPTY	1	SNAT EU	EUR	57853379.57	50095241.37	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SJ21/SWP-AVIVAMZ56XXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-400475.49	#EMPTY	1	Other Cash	EUR	1527.34	1322.52	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SDZ6/SWP-AXAISPILDMXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	4.00	 	Nederlands Conventional	EUR	15420810.51	#EMPTY	1	Nederlands Conventional	EUR	17019911.81	14737541.64	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCJ6/SWP-BLKPFIXXXXXXDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	France Conventional	EUR	740277.47	858869.92	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O350/SWP-NETBNPAXAASSNOSA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	1.40	1.62	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O184/SWP-NETBKOFIREXXNOSA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	SNAT EU	EUR	18939505.62	21973614.42	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SFD3/SWP-AXAIAXAWEIPXDISA	EUR	200274.11	200274.11	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	192463.42	192463.42	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SAT0/SWP-BLKMEDVMTGXXDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S805/SWP-BANKBGZBNPSADISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-77868046.77	#EMPTY	1	Other Cash	EUR	453532.29	392713.61	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	NOK	1441482.32	1441482.32	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	CHF	1083927.15	12736943.19	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	NZD	25226638.29	25226638.29	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	8	Other Cash	ZAR	49501324.52	5079705.30	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O388/SWP-NETBNPIAIMB4NOSA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SQ54/SWP-SRLEVNVXXXXXDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	2	SNAT EU	EUR	61577058.29	71441703.03	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBY8/SWP-BLKLSFT73TTLDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	2	Other Cash	GBP	19600.80	26262.67	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O329/SWP-CCMCICAMGOSA	GBP	1890480.84	1890480.84	-1092749.73	EUR	-1261981.44	0.00	 	2.00	SWP GBP	Other Cash	 	1812971.13	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCN8/SWP-BLKGGBFXXXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Other Cash	USD	571321.93	#EMPTY	1	Other Cash	USD	252746.55	188634.06	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	EUR	62709803.50	62709803.50	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	2	Other Cash	CAD	823420.84	516251.31	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SK08/SWP-SYNTRUSTPAPFDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	4.00	 	Nederlands Conventional	EUR	316886.81	#EMPTY	1	Nederlands Conventional	EUR	2271384.74	1966792.05	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBC4/SWP-BLKSGSGEBXXXDISA	EUR	2238000.00	2238000.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	69312.32	69312.32	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S022/SWP-BEASHKHHXXXXDISA	GBP	201896.07	201896.07	-347337.21	EUR	-418277.95	0.00	 	4.00	 	Other Cash	USD	51651131.76	-347337.21	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	SGD	-34962.42	-34962.42	0.00	 	0.00	-34962.42	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	7	Other Cash	USD	48517167.51	62187450.27	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S022/SWP-BEASHKHHXXXXDISA	EUR	444963.49	444963.49	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	AUD	9071200.22	9071200.22	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	6	Other Cash	NZD	25226638.29	20711369.45	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCO0/SWP-BLKSEREURTTLDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O350/SWP-NETBNPAXAASSNOSA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	1.40	1.21	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	SGD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	2	Other Cash	CAD	823420.84	767717.32	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	HKD	12505757.78	12505757.78	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	6	Other Cash	NZD	25226638.29	115292232.68	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	CZK	-40963089.48	-40963089.48	0.00	 	0.00	-40963089.48	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	6	Other Cash	NZD	25226638.29	308608919.94	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	ILS	727597.21	727597.21	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	3	Other Cash	DKK	3248820.76	1473534.53	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S847/SWP-CREDITMUTARKDISA	EUR	440996000.95	440996000.95	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	2	Other Cash	EUR	7552505.93	7552505.93	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	JPY	102090729.00	102090729.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	2	Other Cash	CAD	823420.84	95253529.27	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O074/SWP-NETBNPCMCXXXNOSA	EUR	229601744.00	229601744.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	31219552.04	31219552.04	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SW22/SWP-WATERSCHAPSBDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	5.00	 	Nederlands Conventional	EUR	76361390.62	#EMPTY	2	AGCY KFW	EUR	49049694.99	42472130.89	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SJ14/SWP-NEDERLANDSEGDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Member Triparty	EUR	69150277.72	69150277.72	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SZ58/SWP-BLKFIGOEXXXXDISA	EUR	101000.00	101000.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	97061.00	97061.00	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SAK4/SWP-VANLANSCHTNVDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	SNAT EU	EUR	376796.48	437159.28	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBM7/SWP-BLKUSMSTRDXXDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	USD	27294.47	23525.66	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	EUR	62709803.50	62709803.50	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	7	Other Cash	MXN	87016552.11	4313130.84	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SQ54/SWP-SRLEVNVXXXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Austria Conventional	EUR	39488894.30	#EMPTY	2	SNAT EU	EUR	61577058.29	53319574.77	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	MXN	-19542887.29	-19542887.29	0.00	 	0.00	-19542887.29	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	6	Other Cash	NZD	25226638.29	255955734.35	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SDY2/SWP-BSABESBBXXXXDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	GBP	2718.89	3139.96	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SO45/SWP-NNLEVENSVERZDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Austria Conventional	EUR	41931553.51	#EMPTY	1	SNAT EU	EUR	57853379.57	50095241.37	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	GBP	136838978.86	136838978.86	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-1584557595.15	#EMPTY	6	Other Cash	EUR	62709803.50	54300418.85	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O385/SWP-NETBNPIAIMB1NOSA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	USA Conventional	USD	193892.62	193892.62	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S003/SWP-AXAIEAGKXXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Japan Conventional	JPY	8497906.74	#EMPTY	1	Japan Conventional	JPY	277117704.00	1300505.23	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBX1/SWP-ACHMEAADPXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Belgium Conventional	EUR	19136350.61	#EMPTY	2	Germany Conventional	EUR	6035758.50	5226363.29	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	HUF	-330037961.00	-330037961.00	0.00	 	0.00	-330037961.00	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	4	Other Cash	AUD	9071200.22	2007721937.82	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SEB7/SWP-BLKBGFCMAXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-122985.58	#EMPTY	1	Other Cash	USD	2214.38	1652.67	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SFM1/SWP-AXAIEUROLIQQDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SM78/SWP-SYNTRUSOF40YDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SJ14/SWP-NEDERLANDSEGDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Member Triparty	EUR	251846774.52	#EMPTY	1	Member Triparty	EUR	69150277.72	59877225.48	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	PLN	-12013345.53	-12013345.53	0.00	 	0.00	-12013345.53	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	8	Other Cash	JPY	102090729.00	2349564.10	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCT0/SWP-AXACORPSOLAEDISA	USD	3000.00	3000.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	2	Other Cash	USD	2871.00	2871.00	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCK3/SWP-BLKROCKSALFIDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	GBP	114747.39	153747.46	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	AUD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	ILS	727597.21	350539.31	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SAV4/SWP-IPVPMAXXXXXXDISA	GBP	0.00	0.00	-12534133.10	GBP	-13070003.23	-13070003.23	Y	2.00	SWP GBP	Austria Conventional	EUR	4446966.13	#EMPTY	1	Other Cash	EUR	25015000.00	21660488.50	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	CHF	-5728225.16	-5728225.16	0.00	 	0.00	-5728225.16	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	2	Other Cash	CAD	823420.84	472628.07	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SFE9/SWP-SPMETAALTECHDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Germany Conventional	EUR	32469041.31	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBX1/SWP-ACHMEAADPXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-47478352.56	#EMPTY	2	Germany Conventional	EUR	6035758.50	5226363.29	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBS1/SWP-BLKNAPSTTLXXDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	2	Other Cash	GBP	2714164.63	3134501.25	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	PLN	-12013345.53	-12013345.53	0.00	 	0.00	-12013345.53	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	7	Other Cash	MXN	87016552.11	18315278.81	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	HUF	-62614192.00	-62614192.00	0.00	 	0.00	-62614192.00	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	8	Other Cash	JPY	102090729.00	199920991.83	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SQ98/SWP-TOTALCAPITXXDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	51701.99	59984.65	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCK6/SWP-BLKLSFT53TTLDISA	GBP	25076.25	25076.25	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-3080951.82	#EMPTY	1	Other Cash	GBP	25076.25	25076.25	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S014/SWP-DNCAONEXXXXXDISA	USD	716780.70	716780.70	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	USD	716780.70	716780.70	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	HUF	-62614192.00	-62614192.00	0.00	 	0.00	-62614192.00	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	3	Other Cash	DKK	3248820.76	157124833.29	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	USD	48517167.51	48517167.51	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	3	Other Cash	EUR	3580346.30	4153917.78	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SX62/SWP-AXAIGCSICAVXDISA	GBP	0.00	0.00	-238926.91	EUR	-287725.75	0.00	 	3.00	 	Other Cash	EUR	255815.00	-238926.91	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	JPY	-2465652604.00	-2465652604.00	0.00	 	0.00	-2465652604.00	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	8	Other Cash	ZAR	49501324.52	471362112.79	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	NZD	-929278.41	-929278.41	0.00	 	0.00	-929278.41	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	ILS	727597.21	426960.10	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	NOK	-28305788.88	-28305788.88	0.00	 	0.00	-28305788.88	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	2	Other Cash	CAD	823420.84	5553728.35	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	GBP	-2755544.97	-2755544.97	0.00	 	0.00	-2755544.97	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	5	Other Cash	HKD	12505757.78	1191607.78	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O106/SWP-NETBNPBRGSMCNOSA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	France Conventional	EUR	179196.74	207904.06	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBO4/SWP-ALPHABDBNPXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	3.00	 	Other Cash	EUR	148808012.56	#EMPTY	1	Other Cash	EUR	331801.84	287307.21	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCK9/SWP-BLKLSFT42TTLDISA	GBP	0.00	0.00	-4818.45	GBP	-4818.45	-4818.45	Y	2.00	SWP GBP	UK Conventional	 	4277208.85	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SW44/SWP-APGSPAPGXXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	France Conventional	EUR	757579.71	#EMPTY	1	Nederlands Conventional	EUR	320821.42	277799.27	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SFA6/SWP-BLKOAKLDITTLDISA	GBP	0.00	0.00	-574037.61	EUR	-662937.53	0.00	 	1.00	Comm Group:	LIABILITY:	 	-39417706.63	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBO4/SWP-ALPHABDBNPXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-158485023.60	#EMPTY	1	Other Cash	EUR	331801.84	287307.21	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SEZ0/SWP-AAMKF770XXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Other Cash	EUR	29588.84	#EMPTY	1	Other Cash	EUR	410.06	355.07	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S920/SWP-TESCOPERSFINDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SFD5/SWP-AXAIGISDBXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-117103.46	#EMPTY	1	Other Cash	EUR	1307212.51	1131915.31	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	JPY	-2465652604.00	-2465652604.00	0.00	 	0.00	-2465652604.00	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	3	Other Cash	EUR	3580346.30	660609695.81	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S030/SWP-BLKNTMAICNFTDISA	GBP	0.00	0.00	-876213.50	GBP	-923301.90	-923301.90	Y	1.00	Comm Group:	LIABILITY:	 	-876213.50	#EMPTY	1	Other Cash	EUR	1022294.00	885204.37	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	ZAR	-6238018.32	-6238018.32	0.00	 	0.00	-6238018.32	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	ILS	727597.21	4160692.23	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S024/SWP-AAMKBOP7439XDISA	GBP	584.28	584.28	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-13384.52	#EMPTY	1	Other Cash	GBP	48.30	48.30	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	JPY	-2465652604.00	-2465652604.00	0.00	 	0.00	-2465652604.00	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	7	Other Cash	USD	48517167.51	7715827079.18	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	ST25/SWP-AXAINSURELTDDISA	EUR	817709.06	817709.06	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	3	Japan Conventional	JPY	2067671233.00	11206282.77	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	ILS	-271666.17	-271666.17	0.00	 	0.00	-271666.17	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	3	Other Cash	EUR	3580346.30	12132003.44	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S019/SWP-AXADEUTEURAGDISA	EUR	992.42	992.42	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	992.42	992.42	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	SEK	-24775787.40	-24775787.40	0.00	 	0.00	-24775787.40	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	6	Other Cash	NZD	25226638.29	138436950.16	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	C	GBP	30000000.00	30000000.00	0.00	 	0.00	0.00	 	8.00	 	USA Conventional	USD	245255521.96	-0.01	2	USA Conventional	USD	202151090.75	150872805.96	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S386/SWP-BANQUEDELUXEDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	USD	3518.99	3033.09	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SR03/SWP-OKBAUSTRIAXXDISA	EUR	49959615.61	49959615.61	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	1420.42	1420.42	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SEB7/SWP-BLKBGFCMAXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Other Cash	USD	122985.58	#EMPTY	1	Other Cash	USD	2214.38	1652.67	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SDQ7/SWP-IPVZDBXXXXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Nederlands Conventional	EUR	29664212.63	#EMPTY	1	Nederlands Conventional	EUR	5662396.67	4903069.28	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S374/SWP-LABANQUEPOSTDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	4.00	 	France Inflation Linked	EUR	119675527.76	#EMPTY	1	France Inflation Linked	EUR	289807837.60	250944606.58	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O238/SWP-CAXAIMGOSA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Japan Conventional	JPY	41558.00	225.23	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SX05/SWP-ACHMEAPFVXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-70873521.51	#EMPTY	1	Nederlands Conventional	EUR	12772575.02	11059772.71	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCC8/SWP-BLKROCK25TTLDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SG76/SWP-FINECOBNKSPADISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Belgium Conventional	EUR	4868211.92	#EMPTY	1	Belgium Conventional	EUR	8926919.84	7729819.89	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCK6/SWP-BLKLSFT53TTLDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	GBP	25076.25	28959.75	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SJ15/SWP-AVIVAMA06XXXDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	4736.77	5495.60	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SC52/SWP-BANCOPOPSOCXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Other Cash	EUR	0.90	#EMPTY	1	Other Cash	USD	15357741.69	11462048.38	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	NOK	-28305788.88	-28305788.88	0.00	 	0.00	-28305788.88	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	ILS	727597.21	2309973.52	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O952/SWP-NETBNPFIRSTRNOSA	GBP	3159769.89	3159769.89	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-43634323.95	#EMPTY	1	Other Cash	GBP	2055612.92	2055612.92	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBO4/SWP-ALPHABDBNPXXDISA	USD	12966010.18	12966010.18	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	331801.84	384956.49	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SY81/SWP-AVIVAMZ04XXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-2359786.36	#EMPTY	1	Other Cash	EUR	6363.62	5510.26	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SC22/SWP-MEDIOBANCAXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-312256465.79	#EMPTY	1	USA Conventional	USD	9776513.56	7296572.22	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	AUD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	9	Other Cash	GBP	136838978.86	257985486.76	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SU79/SWP-AXAKOKUSAI01DISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Germany Conventional	EUR	1910046.03	#EMPTY	1	Germany Conventional	EUR	2859535.04	2476071.39	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SK08/SWP-SYNTRUSTPAPFDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Austria Conventional	EUR	7897124.40	#EMPTY	1	Nederlands Conventional	EUR	2271384.74	1966792.05	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	EUR	62709803.50	62709803.50	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	ILS	727597.21	214725.46	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S287/SWP-BANKPOLSKAKADISA	EUR	40000000.00	40000000.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	2	Other Cash	USD	251863.08	217085.92	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	ZAR	49501324.52	49501324.52	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	4	Other Cash	AUD	9071200.22	107669728.90	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SL50/SWP-SYNTRUSPVSPADISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	5.00	 	France Conventional	EUR	299617.37	#EMPTY	1	Nederlands Conventional	EUR	6978600.30	6042770.00	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S004/SWP-BLKMARLDITTLDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	GBP	11215.24	15027.05	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S374/SWP-LABANQUEPOSTDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-387748525.60	#EMPTY	1	France Inflation Linked	EUR	289807837.60	250944606.58	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCK2/SWP-BLKROCKCITFIDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	UK Inflation Linked	GBP	43699.53	58552.02	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S023/SWP-AGENCEFRANCADISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Other Cash	EUR	86609320.89	#EMPTY	1	Other Cash	EUR	2213601.19	1916757.27	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBO4/SWP-ALPHABDBNPXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Other Cash	USD	9677011.05	#EMPTY	1	Other Cash	EUR	331801.84	287307.21	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	USD	-170491946.17	-170491946.17	0.00	 	0.00	-170491946.17	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	5	Member Triparty	EUR	20045507.39	23256797.67	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCN7/SWP-BLKROCKPEPLDDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SK04/SWP-SYNTRUSTPVFYDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	3.00	 	Germany Conventional	EUR	1477223.82	#EMPTY	1	Germany Conventional	EUR	1484170.80	1285143.50	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SW24/SWP-ACHMEAIPVVESDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	ST25/SWP-AXAINSURELTDDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	785818.41	911706.52	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SW44/SWP-APGSPAPGXXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-1654526.81	#EMPTY	1	Nederlands Conventional	EUR	320821.42	277799.27	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O245/SWP-CFRANCAISEISGOSA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S400/SWP-SOCIETEDEFINDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Other Cash	EUR	184773909.44	#EMPTY	1	Other Cash	EUR	13682109.69	11847338.78	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SA53/SWP-COVENTRYBSOCDISA	GBP	66387500.00	66387500.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Other Cash	 	43274480.72	#EMPTY	1	Other Cash	GBP	23113019.28	23113019.28	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SJ14/SWP-NEDERLANDSEGDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-251846774.52	#EMPTY	1	Member Triparty	EUR	69150277.72	59877225.48	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SQ97/SWP-TOTALTREASXXDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SDX1/SWP-MEDVIDAPTNRSDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-2303833.45	#EMPTY	1	Nederlands Conventional	EUR	220008.27	190505.16	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	CHF	-5728225.16	-5728225.16	0.00	 	0.00	-5728225.16	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	3	Other Cash	DKK	3248820.76	398117.42	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O184/SWP-NETBKOFIREXXNOSA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	SNAT EU	EUR	18939505.62	18939505.62	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O172/SWP-CQUANTEDGEGOSA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-76620307.93	#EMPTY	1	USA Conventional	USD	9151526.27	6830121.18	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SQ98/SWP-TOTALCAPITXXDISA	EUR	14666019.90	14666019.90	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	51701.99	51701.99	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S287/SWP-BANKPOLSKAKADISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Other Cash	EUR	34482798.57	#EMPTY	1	Other Cash	EUR	176927.39	153201.43	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S386/SWP-BANQUEDELUXEDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Other Cash	USD	4604215.19	#EMPTY	1	Other Cash	USD	3518.99	2626.35	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SX65/SWP-AXAIEAGSXXXXDISA	GBP	45249.01	45249.01	-24740.01	GBP	-25797.72	-25797.72	Y	1.00	Comm Group:	LIABILITY:	 	-5332356.83	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBL0/SWP-BLKSGESGGFIXDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	DKK	3248820.76	3248820.76	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	9	Other Cash	GBP	136838978.86	1180633245.37	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SEA0/SWP-AEGONSHADEXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCL4/SWP-BLKROCKDTHSWDISA	GBP	0.00	0.00	-3052333.22	EUR	-3525041.25	0.00	 	6.00	 	SNAT EU	EUR	351773823.26	-3052333.23	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	CZK	-40963089.48	-40963089.48	0.00	 	0.00	-40963089.48	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	3	Other Cash	EUR	3580346.30	87091923.75	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SY81/SWP-AVIVAMZ04XXXDISA	EUR	2731604.83	2731604.83	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	6363.62	6363.62	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBX1/SWP-ACHMEAADPXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	3.00	 	Germany Conventional	EUR	28342001.95	#EMPTY	1	Nederlands Conventional	EUR	4330960.39	3750178.60	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S492/SWP-FCEBANKPLCXXDISA	GBP	0.00	0.00	-188.37	EUR	-217.54	0.00	 	1.00	Comm Group:	LIABILITY:	 	-119524.10	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SW44/SWP-APGSPAPGXXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	3.00	 	Germany Conventional	EUR	543788.08	#EMPTY	1	Nederlands Conventional	EUR	320821.42	277799.27	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S847/SWP-CREDITMUTARKDISA	USD	4182123.96	4182123.96	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	2	Other Cash	EUR	7552505.93	8762417.38	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	HKD	-6337493.06	-6337493.06	0.00	 	0.00	-6337493.06	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	2	Other Cash	CAD	823420.84	4691433.78	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O245/SWP-CFRANCAISEISGOSA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBR9/SWP-BLKAPSTTLXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	UK Conventional	 	176528.67	#EMPTY	1	UK Inflation Linked	GBP	40660.03	40660.03	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	SGD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	8	Other Cash	JPY	102090729.00	822823.28	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SR83/SWP-ARBJMKTTLPSNDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-632879263.71	#EMPTY	1	Denmark Conventional	DKK	217599674.26	25220463.12	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	SGD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	3	Other Cash	DKK	3248820.76	646685.32	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SV95/SWP-LAFCLVARXXX1DISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O106/SWP-NETBNPBRGSMCNOSA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	3.00	 	Germany Conventional	EUR	8692566.03	#EMPTY	1	France Conventional	EUR	179196.74	155166.46	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SJ16/SWP-AVIVAMG01XXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Other Cash	EUR	1734834.70	#EMPTY	1	Other Cash	EUR	2749.98	2381.21	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SK02/SWP-SYNTRUIPVRPFDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-79689202.23	#EMPTY	1	France Conventional	EUR	18995248.97	16447986.08	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	C	GBP	30000000.00	30000000.00	0.00	 	0.00	0.00	 	8.00	 	USA Conventional	USD	245255521.96	-0.01	1	Other Cash	GBP	30000000.00	30000000.00	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SQ05/SWP-PGGMPZWXXXXXDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Member Triparty	EUR	50566053.85	58666735.68	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O074/SWP-NETBNPCMCXXXNOSA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Other Cash	EUR	171779140.02	#EMPTY	1	Other Cash	EUR	31219552.04	27033010.11	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O064/SWP-NETBNPSHIN01NOSA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-945037.59	#EMPTY	1	USA Conventional	USD	2806979.69	2094952.35	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCK1/SWP-BLKROCK28TTLDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SX62/SWP-AXAIGCSICAVXDISA	GBP	0.00	0.00	-238926.91	EUR	-287725.75	0.00	 	1.00	Comm Group:	LIABILITY:	 	-25413774.07	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	CAD	823420.84	823420.84	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	ILS	727597.21	342487.10	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SK07/SWP-SYNTRUAVERBVDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Austria Conventional	EUR	10081131.36	#EMPTY	1	Belgium Conventional	EUR	7343896.86	6359080.29	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SA53/SWP-COVENTRYBSOCDISA	GBP	66387500.00	66387500.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-133824983.02	#EMPTY	1	Other Cash	GBP	23113019.28	23113019.28	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S374/SWP-LABANQUEPOSTDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	France Inflation Linked	EUR	289807837.60	336235053.18	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBY9/SWP-BLKLSFT72TTLDISA	GBP	9286.78	9286.78	0.00	 	0.00	0.00	 	3.00	 	UK Inflation Linked	 	1385781.14	#EMPTY	1	Other Cash	GBP	9286.78	9286.78	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	AUD	9071200.22	9071200.22	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	3	Other Cash	EUR	3580346.30	5844915.33	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCG3/SWP-BLKROCKXFVOLDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	MXN	-19542887.29	-19542887.29	0.00	 	0.00	-19542887.29	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	2	Other Cash	NOK	1441482.32	2703305.28	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBY9/SWP-BLKLSFT72TTLDISA	GBP	9286.78	9286.78	0.00	 	0.00	0.00	 	3.00	 	UK Inflation Linked	 	1385781.14	#EMPTY	2	UK Inflation Linked	GBP	29197.05	29197.05	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O106/SWP-NETBNPBRGSMCNOSA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	France Conventional	EUR	2974466.92	#EMPTY	1	France Conventional	EUR	179196.74	155166.46	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	JPY	-2465652604.00	-2465652604.00	0.00	 	0.00	-2465652604.00	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	6	Other Cash	NZD	25226638.29	2340860506.38	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	CAD	823420.84	823420.84	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	8	Other Cash	JPY	102090729.00	882525.14	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	CZK	-40963089.48	-40963089.48	0.00	 	0.00	-40963089.48	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	CHF	1083927.15	28800139.73	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O385/SWP-NETBNPIAIMB1NOSA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-2047608.87	#EMPTY	1	USA Conventional	USD	193892.62	144709.21	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SDY2/SWP-BSABESBBXXXXDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	GBP	2718.89	3642.98	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCY8/SWP-NOVOBANCOSA2DISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Nederlands Conventional	EUR	3811401.26	#EMPTY	1	Nederlands Conventional	EUR	9358407.41	8103444.98	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S417/SWP-ALIORBANKSAXDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	67812479.56	78676038.79	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SQ98/SWP-TOTALCAPITXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Other Cash	EUR	12135701.83	#EMPTY	1	Other Cash	EUR	51701.99	44768.75	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SEZ1/SWP-BLKIOETLDITTDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	GBP	5608.70	7514.97	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S920/SWP-TESCOPERSFINDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	ILS	-271666.17	-271666.17	0.00	 	0.00	-271666.17	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	2	Other Cash	NOK	1441482.32	454039.19	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	SEK	-24775787.40	-24775787.40	0.00	 	0.00	-24775787.40	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	8	Other Cash	ZAR	49501324.52	27876045.21	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S014/SWP-DNCAONEXXXXXDISA	EUR	5920875.79	5920875.79	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	2	Other Cash	EUR	5678119.88	5678119.88	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	SGD	-34962.42	-34962.42	0.00	 	0.00	-34962.42	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	2	Other Cash	NOK	1441482.32	199262.71	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SFG1/SWP-AXAIMEAXXXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-215987.69	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBY9/SWP-BLKLSFT72TTLDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	GBP	9286.78	12443.15	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	EUR	3580346.30	3580346.30	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	8	Other Cash	ZAR	49501324.52	2554669.73	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SJ25/SWP-AVIVAMZ71XXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	ZAR	-6238018.32	-6238018.32	0.00	 	0.00	-6238018.32	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	7	Other Cash	MXN	87016552.11	83574673.70	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SFG0/SWP-AXAIMEAGIPIXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SFD4/SWP-AXAIWFEIBXXXDISA	GBP	0.00	0.00	-41754.81	GBP	-43998.74	-43998.74	Y	1.00	Comm Group:	LIABILITY:	 	-41754.81	#EMPTY	1	Other Cash	EUR	961526.32	832585.64	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SJ21/SWP-AVIVAMZ56XXXDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	1527.34	1772.02	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	ST25/SWP-AXAINSURELTDDISA	EUR	817709.06	817709.06	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	785818.41	785818.41	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O074/SWP-NETBNPCMCXXXNOSA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	31219552.04	36220924.28	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SAE5/SWP-AXAI71711XXXDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBL1/SWP-BLKWOODLDITTDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCZ1/SWP-AXAIIMJOFXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	USA Conventional	USD	435590.61	#EMPTY	1	USA Conventional	USD	1528611.73	1140859.25	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCC8/SWP-BLKROCK25TTLDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SFA6/SWP-BLKOAKLDITTLDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SA53/SWP-COVENTRYBSOCDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	GBP	23113019.28	30968616.43	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBS1/SWP-BLKNAPSTTLXXDISA	GBP	2714164.63	2714164.63	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-54822676.72	#EMPTY	1	UK Inflation Linked	GBP	189541.24	189541.24	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S805/SWP-BANKBGZBNPSADISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	453532.29	526188.16	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O001/SWP-NETBNPTRCAIXNOSA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	73058.87	84762.90	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S398/SWP-CMCICMCIFRPADISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Other Cash	EUR	10373247.60	#EMPTY	1	Other Cash	EUR	43224028.05	37427685.89	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SK02/SWP-SYNTRUIPVRPFDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	France Conventional	EUR	18995248.97	22038287.85	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCL4/SWP-BLKROCKDTHSWDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCG3/SWP-BLKROCKXFVOLDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SK02/SWP-SYNTRUIPVRPFDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	France Conventional	EUR	78348561.22	#EMPTY	1	France Conventional	EUR	18995248.97	16447986.08	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	ZAR	49501324.52	49501324.52	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	2	Other Cash	NOK	1441482.32	2596377.94	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	SEK	-24775787.40	-24775787.40	0.00	 	0.00	-24775787.40	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	3	Other Cash	EUR	3580346.30	39068022.76	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SX65/SWP-AXAIEAGSXXXXDISA	GBP	45249.01	45249.01	-24740.01	GBP	-25797.72	-25797.72	Y	3.00	 	Other Cash	 	43393.80	-24740.01	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SZ74/SWP-AXAICRIDXXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	USA Conventional	USD	2962075.79	#EMPTY	1	Other Cash	USD	102727.00	76668.94	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SDY2/SWP-BSABESBBXXXXDISA	GBP	2835.13	2835.13	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-73671708.93	#EMPTY	1	Other Cash	GBP	2718.89	2718.89	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	USD	-170491946.17	-170491946.17	0.00	 	0.00	-170491946.17	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	6	Other Cash	EUR	62709803.50	72755914.02	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBY9/SWP-BLKLSFT72TTLDISA	GBP	9286.78	9286.78	0.00	 	0.00	0.00	 	2.00	SWP GBP	UK Conventional	 	227.67	#EMPTY	1	Other Cash	GBP	9286.78	9286.78	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S040/SWP-BLKUBSTTLXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	UK Conventional	 	6430.49	#EMPTY	1	UK Inflation Linked	GBP	26485.23	26485.23	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBX1/SWP-ACHMEAADPXXXDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	2	Germany Conventional	EUR	6035758.50	6035758.50	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	HUF	-330037961.00	-330037961.00	0.00	 	0.00	-330037961.00	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	5	Other Cash	HKD	12505757.78	497230305.48	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	SEK	16077195.53	16077195.53	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	ILS	727597.21	2343041.24	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SFD4/SWP-AXAIWFEIBXXXDISA	GBP	0.00	0.00	-41754.81	GBP	-43998.74	-43998.74	Y	2.00	SWP GBP		 	0.00	-41754.81	1	Other Cash	EUR	961526.32	832585.64	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SG76/SWP-FINECOBNKSPADISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-4868211.92	#EMPTY	1	Belgium Conventional	EUR	8926919.84	7729819.89	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SAB6/SWP-AXAIIRAFXXXXDISA	EUR	2908228.11	2908228.11	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	1511080.64	1511080.64	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	ILS	727597.21	727597.21	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	ILS	727597.21	727597.21	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SR03/SWP-OKBAUSTRIAXXDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	1420.42	1647.97	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SEH4/SWP-BLKEDDGCRXXXDISA	EUR	15000.00	15000.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	15000.00	15000.00	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O001/SWP-NETBNPTRCAIXNOSA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-3330507.04	#EMPTY	1	Other Cash	EUR	73058.87	63261.68	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SK07/SWP-SYNTRUAVERBVDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Belgium Conventional	EUR	7343896.86	8520389.14	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S533/SWP-CREDEMILISPADISA	EUR	745555.39	745555.39	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	2	SNAT EIB	USD	2742657.70	2363952.51	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBM1/SWP-BLKLSFT71TTLDISA	GBP	40216.91	40216.91	0.00	 	0.00	0.00	 	3.00	 	UK Inflation Linked	 	2501223.78	#EMPTY	1	Other Cash	GBP	40216.91	40216.91	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S031/SWP-AXAGIHK51472DISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-5154653.01	#EMPTY	1	Other Cash	USD	11431.88	8532.03	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SW43/SWP-APGSPWXXXXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-3940353.03	#EMPTY	1	Nederlands Conventional	EUR	790105.35	684152.22	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBY9/SWP-BLKLSFT72TTLDISA	GBP	9286.78	9286.78	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-1386008.81	#EMPTY	2	UK Inflation Linked	GBP	29197.05	29197.05	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCK6/SWP-BLKLSFT53TTLDISA	GBP	25076.25	25076.25	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-3080951.82	#EMPTY	2	UK Inflation Linked	GBP	60078.27	60078.27	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	PLN	-12013345.53	-12013345.53	0.00	 	0.00	-12013345.53	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	6	Other Cash	EUR	62709803.50	266290909.58	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	C	GBP	30000000.00	30000000.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Belgium Conventional	EUR	26517284.03	#EMPTY	1	Other Cash	GBP	30000000.00	30000000.00	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SR83/SWP-ARBJMKTTLPSNDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Denmark Conventional	DKK	217599674.26	29126299.95	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBY9/SWP-BLKLSFT72TTLDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	2	UK Inflation Linked	GBP	29197.05	33718.73	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBC4/SWP-BLKSGSGEBXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Other Cash	EUR	1877866.66	#EMPTY	1	Other Cash	EUR	69312.32	60017.54	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O229/SWP-CAMUNDIGOSA	EUR	53087175.23	53087175.23	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCY8/SWP-NOVOBANCOSA2DISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	3.00	 	Spain Conventional	EUR	48300869.39	#EMPTY	1	Nederlands Conventional	EUR	9358407.41	8103444.98	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBM1/SWP-BLKLSFT71TTLDISA	GBP	40216.91	40216.91	0.00	 	0.00	0.00	 	3.00	 	UK Inflation Linked	 	2501223.78	#EMPTY	2	UK Inflation Linked	GBP	42262.99	42262.99	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	USD	-170491946.17	-170491946.17	0.00	 	0.00	-170491946.17	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	ILS	727597.21	249124.47	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S014/SWP-DNCAONEXXXXXDISA	GBP	210750.28	210750.28	-1697744.79	GBP	-1788982.92	-1788982.92	Y	1.00	Comm Group:	LIABILITY:	 	-1897746.81	#EMPTY	1	Other Cash	USD	716780.70	534959.84	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O385/SWP-NETBNPIAIMB1NOSA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	USA Conventional	USD	2047608.87	#EMPTY	1	USA Conventional	USD	193892.62	144709.21	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S851/SWP-BPOSTBANKXXDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	HKD	-6337493.06	-6337493.06	0.00	 	0.00	-6337493.06	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	8	Other Cash	JPY	102090729.00	5028180.04	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	CHF	1083927.15	1083927.15	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	8	Other Cash	ZAR	49501324.52	2338800.14	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O238/SWP-CAXAIMGOSA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Japan Conventional	JPY	41558.00	261.32	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	ILS	727597.21	727597.21	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	4	Other Cash	SEK	16077195.53	4992538.08	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SFI8/SWP-IPVASVXXXXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-11844030.34	#EMPTY	1	Finland Conventional	EUR	2709795.47	2346411.90	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O442/SWP-NETBNPAXABLMNOSA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Belgium Conventional	EUR	12852171.43	14911089.29	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	CHF	1083927.15	1083927.15	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	3	Other Cash	EUR	3580346.30	3277807.04	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBM7/SWP-BLKUSMSTRDXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Other Cash	USD	411012.41	#EMPTY	1	Other Cash	USD	27294.47	20370.87	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	ILS	727597.21	727597.21	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	8	Other Cash	JPY	102090729.00	1874881.77	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	CZK	-10187572.27	-10187572.27	0.00	 	0.00	-10187572.27	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	3	Other Cash	DKK	3248820.76	10578051.50	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCC9/SWP-BLKROCK23TTLDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SJ15/SWP-AVIVAMA06XXXDISA	EUR	4981594.78	4981594.78	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	4736.77	4736.77	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SK04/SWP-SYNTRUSTPVFYDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Germany Conventional	EUR	1484170.80	1721934.96	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	C	GBP	30000000.00	30000000.00	0.00	 	0.00	0.00	 	6.00	 	UK Conventional	 	43831564.93	#EMPTY	1	Other Cash	GBP	30000000.00	30000000.00	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	HUF	-62614192.00	-62614192.00	0.00	 	0.00	-62614192.00	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	4	Other Cash	SEK	16077195.53	532360590.27	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S533/SWP-CREDEMILISPADISA	EUR	745555.39	745555.39	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	745555.39	745555.39	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCY4/SWP-LYXORAMGOFXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	231.21	200.20	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SFD3/SWP-AXAIAXAWEIPXDISA	GBP	0.00	0.00	-105523.38	GBP	-105523.38	-105523.38	Y	3.00	 	Germany Inflation Linked	EUR	774094.90	-105523.38	1	Other Cash	EUR	192463.42	166654.08	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S029/SWP-BLKNTMAFIFTTDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	191063.16	221671.48	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCG0/SWP-MADUB1TTLDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	8402.44	9748.51	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SZ58/SWP-BLKFIGOEXXXXDISA	GBP	0.00	0.00	-82343.13	GBP	-82343.13	-82343.13	Y	2.00	SWP GBP		 	0.00	-82343.13	1	Other Cash	EUR	97061.00	84045.12	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SM78/SWP-SYNTRUSOF40YDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SJ18/SWP-AVIVAMZ05XXXDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S018/SWP-BLKRMGBMCXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S012/SWP-SCORSCORXXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	5.00	 	SNAT EU	EUR	4500408.04	#EMPTY	1	AGCY KFW	EUR	3499471.68	3030192.53	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SJ99/SWP-ACHMEAPENSIODISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	3.00	 	Nederlands Conventional	EUR	10217791.68	#EMPTY	1	Nederlands Conventional	EUR	7752399.62	6712802.83	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O184/SWP-NETBKOFIREXXNOSA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-55915788.64	#EMPTY	1	SNAT EU	EUR	18939505.62	16399717.92	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SFI8/SWP-IPVASVXXXXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	3.00	 	Belgium Conventional	EUR	6543749.94	#EMPTY	1	Finland Conventional	EUR	2709795.47	2346411.90	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	GBP	136838978.86	136838978.86	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-1584557595.15	#EMPTY	4	Other Cash	SEK	16077195.53	1275797.17	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	C	GBP	30000000.00	30000000.00	0.00	 	0.00	0.00	 	4.00	 	Germany Conventional	EUR	18322621.56	#EMPTY	1	Other Cash	GBP	30000000.00	30000000.00	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SL50/SWP-SYNTRUSPVSPADISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	7.00	 	Nederlands Conventional	EUR	7364607.94	#EMPTY	1	Nederlands Conventional	EUR	6978600.30	6042770.00	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SK01/SWP-SYNTRUIPVBPLDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-106406834.64	#EMPTY	1	Finland Conventional	EUR	25947428.07	22467877.97	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	USD	-170491946.17	-170491946.17	0.00	 	0.00	-170491946.17	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	9	Other Cash	GBP	136838978.86	183347480.39	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SC22/SWP-MEDIOBANCAXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	3.00	 	France Conventional	EUR	85028667.04	#EMPTY	1	USA Conventional	USD	9776513.56	7296572.22	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SZ58/SWP-BLKFIGOEXXXXDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	97061.00	112610.17	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S030/SWP-BLKNTMAICNFTDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	1022294.00	1186065.50	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	GBP	136838978.86	136838978.86	0.00	 	0.00	0.00	 	2.00	SWP GBP	Member Triparty	EUR	1584557595.15	#EMPTY	3	Other Cash	DKK	3248820.76	376548.19	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O854/SWP-NETBNPLBBWAMNOSA	EUR	46232628.96	46232628.96	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	12203600.30	12203600.30	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O203/SWP-NETMAYBANKBDNOSA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	USD	3587.78	3092.38	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	C	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	GBP	30000000.00	40196327.52	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	C	GBP	30000000.00	30000000.00	0.00	 	0.00	0.00	 	4.00	 	Germany Conventional	EUR	18322621.56	#EMPTY	2	USA Conventional	USD	202151090.75	150872805.96	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCL4/SWP-BLKROCKDTHSWDISA	GBP	0.00	0.00	-3052333.22	EUR	-3525041.25	0.00	 	5.00	 	Nederlands Conventional	EUR	26891777.62	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SQ54/SWP-SRLEVNVXXXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	5.00	 	SNAT EU	EUR	3466385.38	#EMPTY	2	SNAT EU	EUR	61577058.29	53319574.77	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	DKK	-21165416.98	-21165416.98	0.00	 	0.00	-21165416.98	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	7	Other Cash	USD	48517167.51	312417606.23	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	NZD	25226638.29	25226638.29	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	2	Other Cash	NOK	1441482.32	266433.98	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SJ17/SWP-AVIVAMT02XXXDISA	GBP	11269.07	11269.07	0.00	 	0.00	0.00	 	3.00	 	Other Cash	EUR	60216.30	#EMPTY	1	Other Cash	GBP	203.63	203.63	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SA45/SWP-OTPBANKPLCXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-141040578.41	#EMPTY	1	Other Cash	EUR	1427849.38	1236374.78	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCG0/SWP-MADUB1TTLDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Other Cash	EUR	666177.19	#EMPTY	1	Other Cash	EUR	8402.44	7275.67	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBL0/SWP-BLKSGESGGFIXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBP0/SWP-FLEXINFLABNPDISA	EUR	558705.47	558705.47	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	558705.47	558705.47	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S031/SWP-AXAGIHK51472DISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	USA Conventional	USD	5154653.01	#EMPTY	2	USA Conventional	USD	12557355.92	9372017.32	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SK08/SWP-SYNTRUSTPAPFDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Nederlands Conventional	EUR	2271384.74	2635260.58	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	C	GBP	30000000.00	30000000.00	0.00	 	0.00	0.00	 	6.00	 	UK Conventional	 	43831564.93	#EMPTY	2	USA Conventional	USD	202151090.75	150872805.96	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SFA6/SWP-BLKOAKLDITTLDISA	GBP	0.00	0.00	-574037.61	EUR	-662937.53	0.00	 	4.00	 	Nederlands Conventional	EUR	6193314.02	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	AUD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	2	Other Cash	CAD	823420.84	842780.26	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	NZD	-929278.41	-929278.41	0.00	 	0.00	-929278.41	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	3	Other Cash	DKK	3248820.76	864682.33	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCK6/SWP-BLKLSFT53TTLDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	2	UK Inflation Linked	GBP	60078.27	80497.53	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SY04/SWP-AVIVAMG06XXXDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S023/SWP-AGENCEFRANCADISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-86609320.89	#EMPTY	1	Other Cash	EUR	2213601.19	1916757.27	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCK2/SWP-BLKROCKCITFIDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-304122.75	#EMPTY	1	UK Inflation Linked	GBP	43699.53	43699.53	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S374/SWP-LABANQUEPOSTDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Belgium Conventional	EUR	106149670.91	#EMPTY	1	France Inflation Linked	EUR	289807837.60	250944606.58	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	HUF	-62614192.00	-62614192.00	0.00	 	0.00	-62614192.00	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	2	Other Cash	CAD	823420.84	186531923.45	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	SEK	16077195.53	16077195.53	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	3	Other Cash	DKK	3248820.76	4745142.13	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SDP4/SWP-CARDSCHILDERDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-17883465.92	#EMPTY	1	Belgium Conventional	EUR	33872513.74	29330209.65	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SQ05/SWP-PGGMPZWXXXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-399555653.97	#EMPTY	1	Member Triparty	EUR	50566053.85	43785146.03	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	USD	-170491946.17	-170491946.17	0.00	 	0.00	-170491946.17	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	4	Other Cash	SEK	16077195.53	1709412.04	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SAB4/SWP-MOFMF65800XXDISA	GBP	0.00	0.00	-5099.87	EUR	-5889.67	0.00	 	1.00	Comm Group:	LIABILITY:	 	-2591410.82	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	EUR	62709803.50	62709803.50	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	3	Other Cash	DKK	3248820.76	434863.37	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SW42/SWP-APGBPFXXXXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-34813053.97	#EMPTY	1	Nederlands Conventional	EUR	3088769.16	2674565.22	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	EUR	62709803.50	62709803.50	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	5	Member Triparty	EUR	20045507.39	20045507.39	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S014/SWP-DNCAONEXXXXXDISA	USD	716780.70	716780.70	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	2	Other Cash	EUR	5678119.88	6587754.68	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	PLN	-12318034.02	-12318034.02	0.00	 	0.00	-12318034.02	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	5	Other Cash	HKD	12505757.78	5843680.86	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBC4/SWP-BLKSGSGEBXXXDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	69312.32	80416.15	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBZ0/SWP-BLKLSFT74TTLDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	UK Inflation Linked	GBP	173611.86	200498.74	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SO35/SWP-EMIRATESNBDXDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	USD	284856.37	245523.50	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SDX2/SWP-AEGONLEVENXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBL3/SWP-BLKSESGXXXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-10900.32	#EMPTY	1	Other Cash	EUR	865.57	749.50	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	DKK	3248820.76	3248820.76	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	4	Other Cash	SEK	16077195.53	11007452.49	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SAV4/SWP-IPVPMAXXXXXXDISA	GBP	0.00	0.00	-12534133.10	GBP	-13070003.23	-13070003.23	Y	5.00	 	Germany Conventional	EUR	10722535.85	#EMPTY	1	Other Cash	EUR	25015000.00	21660488.50	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SJ26/SWP-AVIVAMZ73XXXDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S025/SWP-AAMKBOP7440XDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Other Cash	EUR	337975.06	#EMPTY	1	Other Cash	EUR	3698.43	3202.47	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	CAD	-4634126.12	-4634126.12	0.00	 	0.00	-4634126.12	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	3	Other Cash	EUR	3580346.30	5710652.35	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	CZK	-10187572.27	-10187572.27	0.00	 	0.00	-10187572.27	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	6	Other Cash	EUR	62709803.50	1525415970.14	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S533/SWP-CREDEMILISPADISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	3.00	 	USA Conventional	USD	13126583.41	#EMPTY	2	SNAT EIB	USD	2742657.70	2046946.48	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SJ99/SWP-ACHMEAPENSIODISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Nederlands Conventional	EUR	7752399.62	8994334.04	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCL3/SWP-BLKROCKGBIFXDISA	USD	240986.54	240986.54	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	USD	885.12	885.12	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCK9/SWP-BLKLSFT42TTLDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	USD	48517167.51	48517167.51	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	8	Other Cash	ZAR	49501324.52	2963927.83	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S533/SWP-CREDEMILISPADISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-34986207.50	#EMPTY	1	Other Cash	EUR	745555.39	645576.41	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	CHF	1083927.15	1083927.15	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	6	Other Cash	NZD	25226638.29	11614859.86	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	CAD	-4634126.12	-4634126.12	0.00	 	0.00	-4634126.12	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	6	Other Cash	NZD	25226638.29	20235610.58	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SJ19/SWP-AVIVAMZ18XXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-186423.31	#EMPTY	1	Other Cash	EUR	3109.21	2692.26	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCG4/SWP-BLKROCKXOVERDISA	GBP	5039000.00	5039000.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-4711073.98	#EMPTY	1	Other Cash	GBP	70937.02	70937.02	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SDE6/SWP-AAMKF205XXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Other Cash	EUR	12566752.51	#EMPTY	1	Other Cash	EUR	38409.17	33258.50	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	ZAR	-6238018.32	-6238018.32	0.00	 	0.00	-6238018.32	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	8	Other Cash	JPY	102090729.00	10721324.79	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCI0/SWP-BLKUSSLDITTLDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-10723243.13	#EMPTY	1	UK Inflation Linked	GBP	138061.00	138061.00	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	CHF	-5728225.16	-5728225.16	0.00	 	0.00	-5728225.16	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	7	Other Cash	MXN	87016552.11	3948671.29	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SEM5/SWP-MATIGNONSVARDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	France Conventional	EUR	1252071.64	1252071.64	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	CHF	-5728225.16	-5728225.16	0.00	 	0.00	-5728225.16	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	ILS	727597.21	196581.16	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCY4/SWP-LYXORAMGOFXXDISA	EUR	231.21	231.21	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	231.21	231.21	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S543/SWP-HYPONOEGRUPPDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	290352.44	336866.90	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O106/SWP-NETBNPBRGSMCNOSA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	France Conventional	EUR	179196.74	179196.74	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCY8/SWP-NOVOBANCOSA2DISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-52112270.66	#EMPTY	1	Nederlands Conventional	EUR	9358407.41	8103444.98	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	MXN	-19542887.29	-19542887.29	0.00	 	0.00	-19542887.29	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	CHF	1083927.15	23886415.58	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S052/SWP-BLKSDARCUSTXDISA	GBP	0.00	0.00	-1449553.45	GBP	-1527453.59	-1527453.59	Y	2.00	SWP GBP		 	0.00	-1449553.45	1	Other Cash	USD	2026000.00	1512078.43	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SJ15/SWP-AVIVAMA06XXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-4309461.35	#EMPTY	1	Other Cash	EUR	4736.77	4101.57	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBL3/SWP-BLKSESGXXXXXDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	865.57	1004.23	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	HUF	-62614192.00	-62614192.00	0.00	 	0.00	-62614192.00	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	ILS	727597.21	77584602.01	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	SGD	-34962.42	-34962.42	0.00	 	0.00	-34962.42	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	5	Other Cash	HKD	12505757.78	2046471.79	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SW41/SWP-APGABPXXXXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	3.00	 	Nederlands Conventional	EUR	146373477.66	#EMPTY	1	Nederlands Conventional	EUR	27716902.36	24000065.75	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S004/SWP-BLKMARLDITTLDISA	GBP	963000.00	963000.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Other Cash	 	951784.76	#EMPTY	1	Other Cash	GBP	11215.24	11215.24	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	PLN	-12318034.02	-12318034.02	0.00	 	0.00	-12318034.02	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	7	Other Cash	USD	48517167.51	177575676.71	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O001/SWP-NETBNPTRCAIXNOSA	EUR	4078412.18	4078412.18	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	73058.87	73058.87	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	HKD	12505757.78	12505757.78	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	5	Other Cash	HKD	12505757.78	12505757.78	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SW42/SWP-APGBPFXXXXXXDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Nederlands Conventional	EUR	3088769.16	3583589.98	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S287/SWP-BANKPOLSKAKADISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Other Cash	EUR	34482798.57	#EMPTY	2	Other Cash	USD	251863.08	187974.69	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBS1/SWP-BLKNAPSTTLXXDISA	GBP	2714164.63	2714164.63	0.00	 	0.00	0.00	 	3.00	 	UK Inflation Linked	 	54815243.48	0.01	1	UK Inflation Linked	GBP	189541.24	189541.24	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O172/SWP-CQUANTEDGEGOSA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	USA Conventional	USD	9151526.27	7887886.80	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	USD	-170491946.17	-170491946.17	0.00	 	0.00	-170491946.17	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	3	Other Cash	DKK	3248820.76	504528.48	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCL4/SWP-BLKROCKDTHSWDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SJ23/SWP-AVIVAMZ61XXXDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S400/SWP-SOCIETEDEFINDISA	EUR	227071542.00	227071542.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	13682109.69	13682109.69	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SM77/SWP-SYNTRUSOF30YDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Nederlands Conventional	EUR	7108752.90	8247575.11	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SW43/SWP-APGSPWXXXXXXDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Nederlands Conventional	EUR	790105.35	916680.23	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	HKD	-6337493.06	-6337493.06	0.00	 	0.00	-6337493.06	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	ILS	727597.21	1951317.59	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCL1/SWP-BLKSOPSMGLDIDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	PLN	-12013345.53	-12013345.53	0.00	 	0.00	-12013345.53	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	3	Other Cash	DKK	3248820.76	1846603.82	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SL49/SWP-SYNTRUSPVGLADISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Austria Conventional	EUR	17334163.77	#EMPTY	1	Germany Conventional	EUR	6846075.45	5928016.73	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	ILS	-271666.17	-271666.17	0.00	 	0.00	-271666.17	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	8	Other Cash	ZAR	49501324.52	8656498.40	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBR9/SWP-BLKAPSTTLXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-1354733.14	#EMPTY	1	UK Inflation Linked	GBP	40660.03	40660.03	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	MXN	-19542887.29	-19542887.29	0.00	 	0.00	-19542887.29	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	8	Other Cash	ZAR	49501324.52	51539950.97	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SEV3/SWP-BLKULDBXXXXXDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	5206.64	6040.74	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SAF1/SWP-LAFCLVPAXXXXDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	1478.48	1715.33	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SW22/SWP-WATERSCHAPSBDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	2	AGCY KFW	EUR	49049694.99	49049694.99	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SX65/SWP-AXAIEAGSXXXXDISA	GBP	45249.01	45249.01	-24740.01	GBP	-25797.72	-25797.72	Y	2.00	SWP GBP	Japan Conventional	JPY	5264223.02	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SW22/SWP-WATERSCHAPSBDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	3.00	 	Finland Conventional	EUR	16434202.96	#EMPTY	2	AGCY KFW	EUR	49049694.99	42472130.89	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SDX1/SWP-MEDVIDAPTNRSDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Nederlands Conventional	EUR	220008.27	220008.27	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCG2/SWP-BLKRKBARBFMBDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	GBP	70478.05	94431.96	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SR83/SWP-ARBJMKTTLPSNDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Denmark Conventional	DKK	217599674.26	33792333.20	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SO35/SWP-EMIRATESNBDXDISA	USD	115236770.88	115236770.88	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	USD	284856.37	284856.37	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O001/SWP-NETBNPTRCAIXNOSA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Other Cash	EUR	3330507.04	#EMPTY	1	Other Cash	EUR	73058.87	63261.68	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBY8/SWP-BLKLSFT73TTLDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	UK Inflation Linked	GBP	17901.20	20673.52	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	ST25/SWP-AXAINSURELTDDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	3	Japan Conventional	JPY	2067671233.00	13001529.26	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O642/SWP-CBLACKROCKGOSA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBZ0/SWP-BLKLSFT74TTLDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-4722312.41	#EMPTY	1	UK Inflation Linked	GBP	173611.86	173611.86	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	CHF	-5728225.16	-5728225.16	0.00	 	0.00	-5728225.16	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	9	Other Cash	GBP	136838978.86	144677312.79	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O005/SWP-CBNPJPAMXGOSA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	GBP	1746.99	2340.75	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	CZK	-10187572.27	-10187572.27	0.00	 	0.00	-10187572.27	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	9	Other Cash	GBP	136838978.86	3844102275.98	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SQ54/SWP-SRLEVNVXXXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Austria Conventional	EUR	39488894.30	#EMPTY	1	AGCY KFW	EUR	23102509.92	20004463.34	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SK01/SWP-SYNTRUIPVBPLDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	5.00	 	Germany Conventional	EUR	46136392.75	#EMPTY	1	Finland Conventional	EUR	25947428.07	22467877.97	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	DKK	3248820.76	3248820.76	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	3	Other Cash	DKK	3248820.76	3248820.76	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SFA9/SWP-BLKLSFT94TTLDISA	GBP	0.00	0.00	-106435.91	EUR	-122919.40	0.00	 	1.00	Comm Group:	LIABILITY:	 	-14235143.69	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O004/SWP-NETBNPUNIVERNOSA	EUR	37046006.00	37046006.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	3084128.12	3084128.12	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	USD	-170491946.17	-170491946.17	0.00	 	0.00	-170491946.17	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	7	Other Cash	MXN	87016552.11	5004094.40	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O244/SWP-CBNPINVESTGOSA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-108488572.63	#EMPTY	1	Other Cash	EUR	392385.25	339766.39	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCT0/SWP-AXACORPSOLAEDISA	EUR	2000.00	2000.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	2000.00	2000.00	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	F	GBP	160491853.60	160491853.60	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-160491853.60	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S003/SWP-AXAIEAGKXXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-8497906.74	#EMPTY	1	Japan Conventional	JPY	277117704.00	1300505.23	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCL3/SWP-BLKROCKGBIFXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-179196.53	#EMPTY	1	Other Cash	USD	885.12	660.60	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SC52/SWP-BANCOPOPSOCXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	3.00	 	Other Cash	USD	51690554.18	#EMPTY	1	Other Cash	USD	15357741.69	11462048.38	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCO1/SWP-BLKROCK33TTLDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBL2/SWP-BLKSPWGCBXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	NZD	-929278.41	-929278.41	0.00	 	0.00	-929278.41	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	7	Other Cash	MXN	87016552.11	8576229.37	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SAB7/SWP-AXAIAWFGIBXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Other Cash	EUR	609162.91	#EMPTY	1	Other Cash	EUR	748706.72	648305.15	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SK01/SWP-SYNTRUIPVBPLDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	4.00	 	Finland Conventional	EUR	1516607.13	#EMPTY	1	Finland Conventional	EUR	25947428.07	22467877.97	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SJ99/SWP-ACHMEAPENSIODISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-47343373.94	#EMPTY	1	Nederlands Conventional	EUR	7752399.62	6712802.83	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SX63/SWP-AXAIAWFFCSMXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SW22/SWP-WATERSCHAPSBDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	6.00	 	SNAT EIB	EUR	36906875.41	#EMPTY	2	AGCY KFW	EUR	49049694.99	42472130.89	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O005/SWP-CBNPJPAMXGOSA	GBP	1651144.02	1651144.02	0.00	 	0.00	0.00	 	2.00	SWP GBP	Other Cash	 	1649397.03	#EMPTY	1	Other Cash	GBP	1746.99	1746.99	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S492/SWP-FCEBANKPLCXXDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCT0/SWP-AXACORPSOLAEDISA	USD	3000.00	3000.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	2000.00	2320.40	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCW6/SWP-STICHSPOORWGDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Germany Conventional	EUR	11578539.52	#EMPTY	2	Nederlands Conventional	EUR	17144282.40	14845234.13	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S024/SWP-AAMKBOP7439XDISA	EUR	14863.74	14863.74	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	GBP	48.30	55.78	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCD0/SWP-BLKROCK32TTLDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-6880779.08	#EMPTY	1	UK Inflation Linked	GBP	50438.09	50438.09	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SQ54/SWP-SRLEVNVXXXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-312439295.44	#EMPTY	2	SNAT EU	EUR	61577058.29	53319574.77	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S031/SWP-AXAGIHK51472DISA	USD	11431.88	11431.88	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	2	USA Conventional	USD	12557355.92	12557355.92	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S024/SWP-AAMKBOP7439XDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	GBP	48.30	64.72	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O854/SWP-NETBNPLBBWAMNOSA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Germany Conventional	EUR	19905156.48	#EMPTY	1	Other Cash	EUR	12203600.30	10567097.50	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	ILS	-271666.17	-271666.17	0.00	 	0.00	-271666.17	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	4	Other Cash	AUD	9071200.22	18828644.38	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	MXN	87016552.11	87016552.11	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	3	Other Cash	DKK	3248820.76	8773281.54	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	NOK	1441482.32	1441482.32	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	8	Other Cash	ZAR	49501324.52	27482626.07	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SDX1/SWP-MEDVIDAPTNRSDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Nederlands Conventional	EUR	220008.27	255253.59	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S533/SWP-CREDEMILISPADISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	3.00	 	USA Conventional	USD	13126583.41	#EMPTY	1	Other Cash	EUR	745555.39	645576.41	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SFG1/SWP-AXAIMEAXXXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Germany Conventional	EUR	215987.69	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S055/SWP-CINPFRP1XXXXDISA	EUR	19503946.51	19503946.51	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	19503946.51	19503946.51	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S015/SWP-NEDSZAJJXXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-94140629.93	#EMPTY	1	Other Cash	USD	531111.51	396388.09	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCL2/SWP-BLKROCKUBSLDDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	USD	-170491946.17	-170491946.17	0.00	 	0.00	-170491946.17	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	2	Other Cash	CAD	823420.84	598954.77	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBY8/SWP-BLKLSFT73TTLDISA	GBP	19600.80	19600.80	0.00	 	0.00	0.00	 	3.00	 	UK Inflation Linked	 	864104.71	#EMPTY	2	Other Cash	GBP	19600.80	19600.80	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	SEK	-24775787.40	-24775787.40	0.00	 	0.00	-24775787.40	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	5	Other Cash	HKD	12505757.78	15016267.15	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O006/SWP-NETBNPCDCXXXNOSA	GBP	8600614.15	8600614.15	0.00	 	0.00	0.00	 	2.00	SWP GBP	Other Cash	EUR	1921892.16	#EMPTY	1	Other Cash	GBP	678531.11	678531.11	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S400/SWP-SOCIETEDEFINDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-184773909.44	#EMPTY	1	Other Cash	EUR	13682109.69	11847338.78	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	GBP	-2755544.97	-2755544.97	0.00	 	0.00	-2755544.97	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	2	Other Cash	NOK	1441482.32	116025.54	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBX1/SWP-ACHMEAADPXXXDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Nederlands Conventional	EUR	4330960.39	5024780.24	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SW96/SWP-NBADFINMKTSXDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	USD	6889819.54	5938475.73	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SEB7/SWP-BLKBGFCMAXXXDISA	USD	167000.00	167000.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	USD	2214.38	2214.38	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	EUR	62709803.50	62709803.50	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	4	Other Cash	SEK	16077195.53	1473377.03	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SJ16/SWP-AVIVAMG01XXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-1734834.70	#EMPTY	1	Other Cash	EUR	2749.98	2381.21	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SW22/SWP-WATERSCHAPSBDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	2	AGCY KFW	EUR	49049694.99	56907456.13	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O854/SWP-NETBNPLBBWAMNOSA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-49370892.40	#EMPTY	1	Other Cash	EUR	12203600.30	10567097.50	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S025/SWP-AAMKBOP7440XDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-337975.06	#EMPTY	1	Other Cash	EUR	3698.43	3202.47	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBS1/SWP-BLKNAPSTTLXXDISA	GBP	2714164.63	2714164.63	0.00	 	0.00	0.00	 	2.00	SWP GBP	UK Conventional	 	7433.25	#EMPTY	1	UK Inflation Linked	GBP	189541.24	189541.24	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SFA9/SWP-BLKLSFT94TTLDISA	GBP	0.00	0.00	-106435.91	EUR	-122919.40	0.00	 	2.00	SWP GBP	France Conventional	EUR	2214123.02	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	EUR	62709803.50	62709803.50	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	8	Other Cash	JPY	102090729.00	553307.29	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SK01/SWP-SYNTRUIPVBPLDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	3.00	 	Belgium Conventional	EUR	12996594.92	#EMPTY	1	Finland Conventional	EUR	25947428.07	22467877.97	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SER3/SWP-BLKANGLLDITTDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SFM6/SWP-NARODNABANKSDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-41884510.20	#EMPTY	1	USA Conventional	USD	16177764.35	12074061.50	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCY8/SWP-NOVOBANCOSA2DISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Nederlands Conventional	EUR	9358407.41	9358407.41	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	NZD	25226638.29	25226638.29	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	5	Other Cash	HKD	12505757.78	2736335.49	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SEM5/SWP-MATIGNONSVARDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	France Conventional	EUR	39728485.78	#EMPTY	1	France Conventional	EUR	1252071.64	1084168.83	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SQ54/SWP-SRLEVNVXXXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-312439295.44	#EMPTY	1	AGCY KFW	EUR	23102509.92	20004463.34	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	SGD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	7	Other Cash	MXN	87016552.11	6414056.88	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SFD3/SWP-AXAIAXAWEIPXDISA	GBP	0.00	0.00	-105523.38	GBP	-105523.38	-105523.38	Y	1.00	Comm Group:	LIABILITY:	 	-925963.02	#EMPTY	1	Other Cash	EUR	192463.42	166654.08	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SL49/SWP-SYNTRUSPVGLADISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-17334163.77	#EMPTY	1	Germany Conventional	EUR	6846075.45	5928016.73	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SEJ6/SWP-BLKESAEFUTXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SJ17/SWP-AVIVAMT02XXXDISA	GBP	11269.07	11269.07	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-70828.06	#EMPTY	1	Other Cash	GBP	203.63	203.63	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SX38/SWP-NNNATIONALENDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-63193554.38	#EMPTY	1	Other Cash	EUR	165047.90	142914.98	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SO35/SWP-EMIRATESNBDXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Other Cash	USD	85792848.45	#EMPTY	1	Other Cash	USD	284856.37	212598.80	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCK3/SWP-BLKROCKSALFIDISA	GBP	144542.01	144542.01	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-3759393.18	#EMPTY	1	Other Cash	GBP	114747.39	114747.39	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	I	SGD	-923844.17	-923844.17	0.00	 	0.00	-923844.17	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SJ99/SWP-ACHMEAPENSIODISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Germany Conventional	EUR	37125582.25	#EMPTY	1	Nederlands Conventional	EUR	7752399.62	6712802.83	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SJ15/SWP-AVIVAMA06XXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Other Cash	EUR	4309461.35	#EMPTY	1	Other Cash	EUR	4736.77	4101.57	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O172/SWP-CQUANTEDGEGOSA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	USA Conventional	USD	76620307.93	#EMPTY	1	USA Conventional	USD	9151526.27	6830121.18	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SK01/SWP-SYNTRUIPVBPLDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Finland Conventional	EUR	25947428.07	25947428.07	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	GBP	136838978.86	136838978.86	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-1584557595.15	#EMPTY	2	Other Cash	CAD	823420.84	447022.01	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	ZAR	49501324.52	49501324.52	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	CHF	1083927.15	22941605.24	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SFI9/SWP-IPVDMFXXXXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-15659205.68	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SJ23/SWP-AVIVAMZ61XXXDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S012/SWP-SCORSCORXXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	AGCY KFW	EUR	107944.07	#EMPTY	1	AGCY KFW	EUR	3499471.68	3030192.53	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O004/SWP-NETBNPUNIVERNOSA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Other Cash	EUR	29407590.06	#EMPTY	1	Other Cash	EUR	3084128.12	2670546.54	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCL4/SWP-BLKROCKDTHSWDISA	GBP	0.00	0.00	-3052333.22	EUR	-3525041.25	0.00	 	4.00	 	Germany Conventional	EUR	4815896.00	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	JPY	-2465652604.00	-2465652604.00	0.00	 	0.00	-2465652604.00	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	5	Other Cash	HKD	12505757.78	253913327.98	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SM78/SWP-SYNTRUSOF40YDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SJ16/SWP-AVIVAMG01XXXDISA	EUR	2006254.66	2006254.66	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	2749.98	2749.98	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SAY3/SWP-FORDBANKGMBHDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O854/SWP-NETBNPLBBWAMNOSA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	12203600.30	14158617.07	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SFA9/SWP-BLKLSFT94TTLDISA	GBP	0.00	0.00	-106435.91	EUR	-122919.40	0.00	 	3.00	 	Nederlands Conventional	EUR	599613.64	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SAB6/SWP-AXAIIRAFXXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-1209789.99	#EMPTY	1	Other Cash	EUR	1511080.64	1308444.73	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SV96/SWP-LAFCLVURPXX1DISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S386/SWP-BANQUEDELUXEDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-4604215.19	#EMPTY	1	Other Cash	USD	3518.99	2626.35	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	HUF	-62614192.00	-62614192.00	0.00	 	0.00	-62614192.00	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	7	Other Cash	MXN	87016552.11	1558420435.81	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SEB1/SWP-BLKTDVLDITTLDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S533/SWP-CREDEMILISPADISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	2	SNAT EIB	USD	2742657.70	2742657.70	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SDM4/SWP-BLKROCKLSFTVDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	3.00	 	UK Inflation Linked	 	2550026.60	#EMPTY	1	UK Inflation Linked	GBP	182308.35	182308.35	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCY8/SWP-NOVOBANCOSA2DISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Nederlands Conventional	EUR	9358407.41	10857624.28	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	ILS	727597.21	727597.21	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	2	Other Cash	CAD	823420.84	1749317.57	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SV95/SWP-LAFCLVARXXX1DISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	MXN	87016552.11	87016552.11	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	5	Member Triparty	EUR	20045507.39	404414102.49	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O239/SWP-CLAFRANCAISEGOSA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SJ25/SWP-AVIVAMZ71XXXDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	ST25/SWP-AXAINSURELTDDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Spain Conventional	EUR	2472445.55	#EMPTY	2	Spain Conventional	EUR	1071747.77	928026.39	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	MXN	-19542887.29	-19542887.29	0.00	 	0.00	-19542887.29	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	7	Other Cash	USD	48517167.51	843668463.27	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SL49/SWP-SYNTRUSPVGLADISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	2	Austria Conventional	EUR	6887150.87	7990472.44	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S920/SWP-TESCOPERSFINDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	NOK	-28305788.88	-28305788.88	0.00	 	0.00	-28305788.88	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	8	Other Cash	JPY	102090729.00	5952369.22	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O329/SWP-CCMCICAMGOSA	GBP	1890480.84	1890480.84	-1092749.73	EUR	-1261981.44	0.00	 	3.00	 	Other Cash	USD	2142907.25	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S018/SWP-BLKRMGBMCXXXDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SL50/SWP-SYNTRUSPVSPADISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	4.00	 	Finland Conventional	EUR	10987131.56	#EMPTY	1	Nederlands Conventional	EUR	6978600.30	6042770.00	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SY04/SWP-AVIVAMG06XXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	C	GBP	30000000.00	30000000.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-437170470.65	#EMPTY	2	USA Conventional	USD	202151090.75	150872805.96	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SDS4/SWP-CDPCDPSPAXXXDISA	EUR	105475.17	105475.17	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	105475.17	105475.17	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SR03/SWP-OKBAUSTRIAXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-41485190.37	#EMPTY	1	Other Cash	EUR	1420.42	1229.94	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	HUF	-62614192.00	-62614192.00	0.00	 	0.00	-62614192.00	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	9	Other Cash	GBP	136838978.86	57099734197.59	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SG76/SWP-FINECOBNKSPADISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Belgium Conventional	EUR	8926919.84	10357012.40	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	HKD	12505757.78	12505757.78	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	4	Other Cash	AUD	9071200.22	50495884.84	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O238/SWP-CAXAIMGOSA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-39227.70	#EMPTY	1	Japan Conventional	JPY	41558.00	195.03	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SEH4/SWP-BLKEDDGCRXXXDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	15000.00	17403.00	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O203/SWP-NETMAYBANKBDNOSA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-1114200.07	#EMPTY	1	Other Cash	USD	3587.78	2677.69	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S044/SWP-BLKAAEURXXXXDISA	GBP	3109344.14	3109344.14	0.00	 	0.00	0.00	 	2.00	SWP GBP	Other Cash	 	2937927.63	#EMPTY	1	Other Cash	GBP	43933.40	43933.40	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	GBP	136838978.86	136838978.86	0.00	 	0.00	0.00	 	2.00	SWP GBP	Member Triparty	EUR	1584557595.15	#EMPTY	5	Member Triparty	EUR	20045507.39	17357404.85	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SQ54/SWP-SRLEVNVXXXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	4.00	 	France Conventional	EUR	224284852.96	#EMPTY	2	SNAT EU	EUR	61577058.29	53319574.77	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCN8/SWP-BLKGGBFXXXXXDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	USD	252746.55	217847.40	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S004/SWP-BLKMARLDITTLDISA	GBP	963000.00	963000.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-951784.76	#EMPTY	1	Other Cash	GBP	11215.24	11215.24	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SX05/SWP-ACHMEAPFVXXXDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Nederlands Conventional	EUR	12772575.02	14818741.54	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	MXN	87016552.11	87016552.11	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	4	Other Cash	SEK	16077195.53	29725087.00	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S847/SWP-CREDITMUTARKDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-375318722.34	#EMPTY	1	Other Cash	USD	4002292.63	2987058.43	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O387/SWP-NETBNPIAIMB3NOSA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	JPY	-2465652604.00	-2465652604.00	0.00	 	0.00	-2465652604.00	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	CHF	1083927.15	218454831.73	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	SGD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	9	Other Cash	GBP	136838978.86	235007790.12	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SV96/SWP-LAFCLVURPXX1DISA	GBP	0.00	0.00	-170.66	EUR	-205.52	0.00	 	1.00	Comm Group:	LIABILITY:	 	-178726.59	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SEJ8/SWP-BLKEBMAAXXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCL0/SWP-BLKROCKATOSXDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	NOK	-28305788.88	-28305788.88	0.00	 	0.00	-28305788.88	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	9	Other Cash	GBP	136838978.86	1700065096.18	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBZ0/SWP-BLKLSFT74TTLDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	UK Inflation Linked	GBP	173611.86	232618.64	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	HUF	-330037961.00	-330037961.00	0.00	 	0.00	-330037961.00	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	8	Other Cash	ZAR	49501324.52	923053268.63	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SB18/SWP-FCABANKITALYDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	397856.51	461593.12	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	GBP	136838978.86	136838978.86	0.00	 	0.00	0.00	 	2.00	SWP GBP	Member Triparty	EUR	1584557595.15	#EMPTY	9	Other Cash	GBP	136838978.86	136838978.86	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	DKK	-21165416.98	-21165416.98	0.00	 	0.00	-21165416.98	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	3	Other Cash	EUR	3580346.30	26748409.17	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	HUF	-330037961.00	-330037961.00	0.00	 	0.00	-330037961.00	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	3	Other Cash	EUR	3580346.30	1293650725.12	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O952/SWP-NETBNPFIRSTRNOSA	GBP	3159769.89	3159769.89	0.00	 	0.00	0.00	 	2.00	SWP GBP	Other Cash	 	974606.40	#EMPTY	1	Other Cash	GBP	2055612.92	2055612.92	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S027/SWP-BLKCMGLDITTLDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	UK Conventional	 	537.89	#EMPTY	1	UK Inflation Linked	GBP	100741.47	100741.47	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCL4/SWP-BLKROCKDTHSWDISA	GBP	0.00	0.00	-3052333.22	EUR	-3525041.25	0.00	 	3.00	 	France Conventional	EUR	152591210.82	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SJ17/SWP-AVIVAMT02XXXDISA	GBP	11269.07	11269.07	0.00	 	0.00	0.00	 	2.00	SWP GBP	Other Cash	 	10611.76	#EMPTY	1	Other Cash	GBP	203.63	203.63	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	USD	48517167.51	48517167.51	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	4	Other Cash	AUD	9071200.22	6446803.37	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SW96/SWP-NBADFINMKTSXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-246947832.37	#EMPTY	1	Other Cash	USD	6889819.54	5142126.13	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	EUR	3580346.30	3580346.30	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	6	Other Cash	NZD	25226638.29	12686903.18	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S012/SWP-SCORSCORXXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	4.00	 	SNAT EIB	USD	83303.41	#EMPTY	1	AGCY KFW	EUR	3499471.68	3030192.53	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SEM5/SWP-MATIGNONSVARDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-39728485.78	#EMPTY	1	France Conventional	EUR	1252071.64	1084168.83	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	NZD	-929278.41	-929278.41	0.00	 	0.00	-929278.41	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	2	Other Cash	CAD	823420.84	1026514.11	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SFD3/SWP-AXAIAXAWEIPXDISA	GBP	0.00	0.00	-105523.38	GBP	-105523.38	-105523.38	Y	2.00	SWP GBP	France Inflation Linked	EUR	46344.74	#EMPTY	1	Other Cash	EUR	192463.42	166654.08	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SY81/SWP-AVIVAMZ04XXXDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	6363.62	7383.07	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	ZAR	-6238018.32	-6238018.32	0.00	 	0.00	-6238018.32	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	6	Other Cash	EUR	62709803.50	1215115320.46	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SW22/SWP-WATERSCHAPSBDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-373910460.43	#EMPTY	2	AGCY KFW	EUR	49049694.99	42472130.89	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	C	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	GBP	30000000.00	34646033.03	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S027/SWP-BLKCMGLDITTLDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-410855.18	#EMPTY	1	UK Inflation Linked	GBP	100741.47	100741.47	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	JPY	102090729.00	102090729.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	7	Other Cash	MXN	87016552.11	795815771.65	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S031/SWP-AXAGIHK51472DISA	USD	11431.88	11431.88	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	USD	11431.88	11431.88	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SW22/SWP-WATERSCHAPSBDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	SNAT EU	EUR	7131637.48	8274125.80	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBY9/SWP-BLKLSFT72TTLDISA	GBP	9286.78	9286.78	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-1386008.81	#EMPTY	1	Other Cash	GBP	9286.78	9286.78	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	ZAR	49501324.52	49501324.52	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	8	Other Cash	ZAR	49501324.52	49501324.52	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SEM2/SWP-BLKKIMBAMTTLDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SEV3/SWP-BLKULDBXXXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-177330.57	#EMPTY	1	Other Cash	EUR	5206.64	4508.43	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S847/SWP-CREDITMUTARKDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Other Cash	EUR	375318722.34	#EMPTY	1	Other Cash	USD	4002292.63	2987058.43	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	NOK	-28305788.88	-28305788.88	0.00	 	0.00	-28305788.88	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	6	Other Cash	EUR	62709803.50	674619524.09	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SW41/SWP-APGABPXXXXXXDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Nederlands Conventional	EUR	27716902.36	27716902.36	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SK08/SWP-SYNTRUSTPAPFDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	3.00	 	Germany Conventional	EUR	3352692.66	#EMPTY	1	Nederlands Conventional	EUR	2271384.74	1966792.05	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SDM4/SWP-BLKROCKLSFTVDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	UK Inflation Linked	GBP	182308.35	210542.04	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBY8/SWP-BLKLSFT73TTLDISA	GBP	19600.80	19600.80	0.00	 	0.00	0.00	 	2.00	SWP GBP	UK Conventional	 	49472.08	#EMPTY	2	Other Cash	GBP	19600.80	19600.80	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SAQ2/SWP-FMONEDERLANDDISA	EUR	9332462.77	9332462.77	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	6319156.24	6319156.24	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SK04/SWP-SYNTRUSTPVFYDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-6816493.15	#EMPTY	1	Germany Conventional	EUR	1484170.80	1285143.50	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SAA1/SWP-AXACRIBDERIVDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	USA Conventional	USD	5631223.58	4853666.25	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SJ17/SWP-AVIVAMT02XXXDISA	EUR	69541.86	69541.86	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	GBP	203.63	235.17	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SDL4/SWP-AAMKF556XXXXDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SM77/SWP-SYNTRUSOF30YDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Nederlands Conventional	EUR	7108752.90	7108752.90	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	EUR	3580346.30	3580346.30	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	5	Other Cash	HKD	12505757.78	1376149.41	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	JPY	102090729.00	102090729.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	ILS	727597.21	39618994.01	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	HKD	12505757.78	12505757.78	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	8	Other Cash	ZAR	49501324.52	23215561.22	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	C	GBP	30000000.00	30000000.00	0.00	 	0.00	0.00	 	5.00	 	Germany Inflation Linked	EUR	10434610.18	#EMPTY	1	Other Cash	GBP	30000000.00	30000000.00	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O642/SWP-CBLACKROCKGOSA	GBP	4163400.21	4163400.21	-5240.01	GBP	-5240.01	-5240.01	Y	3.00	 	UK Conventional	 	480937.03	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBK7/SWP-BLKSGESGAAXXDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBL1/SWP-BLKWOODLDITTDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	DKK	-21165416.98	-21165416.98	0.00	 	0.00	-21165416.98	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	5	Other Cash	HKD	12505757.78	10281074.64	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	SEK	-24775787.40	-24775787.40	0.00	 	0.00	-24775787.40	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	2	Other Cash	NOK	1441482.32	1462117.42	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	EUR	3580346.30	3580346.30	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	4	Other Cash	AUD	9071200.22	5556631.07	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	C	GBP	30000000.00	30000000.00	0.00	 	0.00	0.00	 	7.00	 	UK Inflation Linked	 	37809502.76	#EMPTY	1	Other Cash	GBP	30000000.00	30000000.00	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	SEK	-24775787.40	-24775787.40	0.00	 	0.00	-24775787.40	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	4	Other Cash	AUD	9071200.22	60632846.90	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S030/SWP-BLKNTMAICNFTDISA	GBP	0.00	0.00	-876213.50	GBP	-923301.90	-923301.90	Y	2.00	SWP GBP		 	0.00	-876213.50	1	Other Cash	EUR	1022294.00	885204.37	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SFI8/SWP-IPVASVXXXXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	4.00	 	Finland Conventional	EUR	1137519.96	#EMPTY	1	Finland Conventional	EUR	2709795.47	2346411.90	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SJ18/SWP-AVIVAMZ05XXXDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	NZD	25226638.29	25226638.29	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	7	Other Cash	USD	48517167.51	83150780.79	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SB18/SWP-FCABANKITALYDISA	EUR	70161999.01	70161999.01	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	397856.51	397856.51	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCL4/SWP-BLKROCKDTHSWDISA	GBP	0.00	0.00	-3052333.22	EUR	-3525041.25	0.00	 	2.00	SWP GBP	Austria Conventional	EUR	21875737.98	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S011/SWP-FANDC869XXXXDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	NZD	-929278.41	-929278.41	0.00	 	0.00	-929278.41	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	9	Other Cash	GBP	136838978.86	314228693.34	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	MXN	87016552.11	87016552.11	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	7	Other Cash	MXN	87016552.11	87016552.11	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O928/SWP-CBLACKROCK2GOSA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	CHF	1083927.15	1083927.15	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	7	Other Cash	USD	48517167.51	38284318.96	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCW6/SWP-STICHSPOORWGDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-11578539.52	#EMPTY	1	Germany Conventional	EUR	417454.88	361474.18	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SDY2/SWP-BSABESBBXXXXDISA	GBP	2835.13	2835.13	0.00	 	0.00	0.00	 	2.00	SWP GBP	Spain Conventional	EUR	73671708.93	#EMPTY	2	Spain Conventional	EUR	31355753.79	27150947.21	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S023/SWP-AGENCEFRANCADISA	EUR	102235914.26	102235914.26	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	2213601.19	2213601.19	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	ZAR	49501324.52	49501324.52	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	3	Other Cash	EUR	3580346.30	69375654.19	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCG2/SWP-BLKRKBARBFMBDISA	GBP	1262000.00	1262000.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Other Cash	 	1127159.95	#EMPTY	1	Other Cash	GBP	70478.05	70478.05	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBL1/SWP-BLKWOODLDITTDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SK02/SWP-SYNTRUIPVRPFDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	France Conventional	EUR	18995248.97	18995248.97	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	GBP	136838978.86	136838978.86	0.00	 	0.00	0.00	 	2.00	SWP GBP	Member Triparty	EUR	1584557595.15	#EMPTY	6	Other Cash	EUR	62709803.50	54300418.85	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SW44/SWP-APGSPAPGXXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	4.00	 	Nederlands Conventional	EUR	353159.02	#EMPTY	1	Nederlands Conventional	EUR	320821.42	277799.27	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SDP4/SWP-CARDSCHILDERDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	3.00	 	Belgium Conventional	EUR	15852033.28	#EMPTY	1	Belgium Conventional	EUR	33872513.74	29330209.65	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SQ54/SWP-SRLEVNVXXXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	5.00	 	SNAT EU	EUR	3466385.38	#EMPTY	1	AGCY KFW	EUR	23102509.92	20004463.34	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SK04/SWP-SYNTRUSTPVFYDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Belgium Conventional	EUR	5339269.33	#EMPTY	1	Germany Conventional	EUR	1484170.80	1285143.50	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	MXN	-19542887.29	-19542887.29	0.00	 	0.00	-19542887.29	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	3	Other Cash	EUR	3580346.30	72232770.53	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S052/SWP-BLKSDARCUSTXDISA	GBP	0.00	0.00	-1449553.45	GBP	-1527453.59	-1527453.59	Y	1.00	Comm Group:	LIABILITY:	 	-1449553.45	#EMPTY	1	Other Cash	USD	2026000.00	1512078.43	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBR9/SWP-BLKAPSTTLXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	3.00	 	UK Inflation Linked	 	1178204.47	#EMPTY	1	UK Inflation Linked	GBP	40660.03	40660.03	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCC9/SWP-BLKROCK23TTLDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O229/SWP-CAMUNDIGOSA	GBP	0.00	0.00	-230846.45	EUR	-266597.13	0.00	 	2.00	SWP GBP	Other Cash	EUR	45968185.03	-230846.46	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	AUD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	5	Member Triparty	EUR	20045507.39	32724290.81	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O329/SWP-CCMCICAMGOSA	GBP	1890480.84	1890480.84	-1092749.73	EUR	-1261981.44	0.00	 	4.00	 	Other Cash	EUR	49976666.95	-1092749.72	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCO1/SWP-BLKROCK33TTLDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SFI8/SWP-IPVASVXXXXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Austria Conventional	EUR	4162760.44	#EMPTY	1	Finland Conventional	EUR	2709795.47	2346411.90	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S012/SWP-SCORSCORXXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	3.00	 	Japan Conventional	JPY	10647076.65	#EMPTY	1	AGCY KFW	EUR	3499471.68	3030192.53	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SAA1/SWP-AXACRIBDERIVDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	USA Conventional	USD	8440.11	#EMPTY	1	USA Conventional	USD	5631223.58	4202789.60	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	DKK	3248820.76	3248820.76	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	8	Other Cash	JPY	102090729.00	4133703.47	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SQ05/SWP-PGGMPZWXXXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Member Triparty	EUR	399555653.97	#EMPTY	1	Member Triparty	EUR	50566053.85	43785146.03	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	SGD	-34962.42	-34962.42	0.00	 	0.00	-34962.42	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	CHF	1083927.15	1760686.03	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SW24/SWP-ACHMEAIPVVESDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	PLN	-12013345.53	-12013345.53	0.00	 	0.00	-12013345.53	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	ILS	727597.21	911810.18	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SA45/SWP-OTPBANKPLCXXDISA	EUR	164311067.32	164311067.32	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	1427849.38	1427849.38	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S847/SWP-CREDITMUTARKDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Other Cash	EUR	375318722.34	#EMPTY	2	Other Cash	EUR	7552505.93	6539714.88	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	ZAR	-6238018.32	-6238018.32	0.00	 	0.00	-6238018.32	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	4	Other Cash	SEK	16077195.53	28549332.13	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	HKD	-6337493.06	-6337493.06	0.00	 	0.00	-6337493.06	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	7	Other Cash	MXN	87016552.11	39195576.53	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	ILS	-271666.17	-271666.17	0.00	 	0.00	-271666.17	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	7	Other Cash	USD	48517167.51	141700070.77	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	NZD	25226638.29	25226638.29	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	4	Other Cash	AUD	9071200.22	11048805.22	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCD0/SWP-BLKROCK32TTLDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	UK Inflation Linked	GBP	50438.09	58249.32	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBX1/SWP-ACHMEAADPXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Belgium Conventional	EUR	19136350.61	#EMPTY	1	Nederlands Conventional	EUR	4330960.39	3750178.60	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	C	GBP	30000000.00	30000000.00	0.00	 	0.00	0.00	 	3.00	 	France Conventional	EUR	54999365.21	#EMPTY	2	USA Conventional	USD	202151090.75	150872805.96	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	PLN	-12318034.02	-12318034.02	0.00	 	0.00	-12318034.02	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	3	Other Cash	EUR	3580346.30	15203582.53	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SAE5/SWP-AXAI71711XXXDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SAK4/SWP-VANLANSCHTNVDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	SNAT EU	EUR	376796.48	376796.48	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SEB1/SWP-BLKTDVLDITTLDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBZ6/SWP-METZCTASIXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-20160610.45	#EMPTY	1	Other Cash	EUR	3828248.75	3314880.59	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	NOK	1441482.32	1441482.32	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	3	Other Cash	EUR	3580346.30	38516649.43	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SK07/SWP-SYNTRUAVERBVDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	3.00	 	Belgium Conventional	EUR	2271509.11	#EMPTY	1	Belgium Conventional	EUR	7343896.86	6359080.29	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCN9/SWP-BLKEGBXXXXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SDZ6/SWP-AXAISPILDMXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-39938430.11	#EMPTY	1	Nederlands Conventional	EUR	17019911.81	14737541.64	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	CHF	-5728225.16	-5728225.16	0.00	 	0.00	-5728225.16	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	4	Other Cash	SEK	16077195.53	1348876.68	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SAB4/SWP-MOFMF65800XXDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O854/SWP-NETBNPLBBWAMNOSA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	3.00	 	Other Cash	EUR	29465735.92	#EMPTY	1	Other Cash	EUR	12203600.30	10567097.50	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SM79/SWP-SYNTRUSOF50YDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Nederlands Conventional	EUR	741566.42	741566.42	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	ST25/SWP-AXAINSURELTDDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-2472445.55	#EMPTY	1	Other Cash	EUR	785818.41	680440.16	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	HKD	12505757.78	12505757.78	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	7	Other Cash	USD	48517167.51	380020479.01	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SAV4/SWP-IPVPMAXXXXXXDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	25015000.00	29022403.00	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	CAD	-4634126.12	-4634126.12	0.00	 	0.00	-4634126.12	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	8	Other Cash	ZAR	49501324.52	4074698.23	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S052/SWP-BLKSDARCUSTXDISA	USD	2026000.00	2026000.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	USD	2026000.00	2026000.00	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCO1/SWP-BLKROCK33TTLDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCN8/SWP-BLKGGBFXXXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-571321.93	#EMPTY	1	Other Cash	USD	252746.55	188634.06	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBN9/SWP-BLKBAREURTTLDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	C	GBP	30000000.00	30000000.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-437170470.65	#EMPTY	1	Other Cash	GBP	30000000.00	30000000.00	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S374/SWP-LABANQUEPOSTDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	France Inflation Linked	EUR	289807837.60	289807837.60	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SFA6/SWP-BLKOAKLDITTLDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	CHF	1083927.15	1083927.15	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	CHF	1083927.15	1083927.15	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SJ17/SWP-AVIVAMT02XXXDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	GBP	203.63	272.84	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCI0/SWP-BLKUSSLDITTLDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	UK Inflation Linked	GBP	138061.00	184984.84	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SAA1/SWP-AXACRIBDERIVDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	USA Conventional	USD	5631223.58	5631223.58	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SDY2/SWP-BSABESBBXXXXDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	2	Spain Conventional	EUR	31355753.79	36378945.55	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	JPY	102090729.00	102090729.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	8	Other Cash	JPY	102090729.00	102090729.00	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	ZAR	-6238018.32	-6238018.32	0.00	 	0.00	-6238018.32	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	2	Other Cash	CAD	823420.84	10003298.39	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCG6/SWP-BLKROCKXCRUKDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SEZ0/SWP-AAMKF770XXXXDISA	EUR	34581.26	34581.26	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	410.06	410.06	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S022/SWP-BEASHKHHXXXXDISA	USD	69206193.64	69206193.64	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SX62/SWP-AXAIGCSICAVXDISA	EUR	308063.08	308063.08	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	CHF	1083927.15	1083927.15	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	2	Other Cash	NOK	1441482.32	122671.65	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SL50/SWP-SYNTRUSPVSPADISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Austria Conventional	EUR	1921531.76	#EMPTY	1	Nederlands Conventional	EUR	6978600.30	6042770.00	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCI0/SWP-BLKUSSLDITTLDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	UK Conventional	 	177334.21	#EMPTY	1	UK Inflation Linked	GBP	138061.00	138061.00	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SL49/SWP-SYNTRUSPVGLADISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Austria Conventional	EUR	17334163.77	#EMPTY	2	Austria Conventional	EUR	6887150.87	5963583.94	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	ILS	727597.21	727597.21	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	7	Other Cash	MXN	87016552.11	14615043.86	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	SEK	16077195.53	16077195.53	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	6	Other Cash	EUR	62709803.50	684276833.83	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCL3/SWP-BLKROCKGBIFXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Other Cash	USD	179196.53	#EMPTY	1	Other Cash	USD	885.12	660.60	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SAA1/SWP-AXACRIBDERIVDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-8440.11	#EMPTY	1	USA Conventional	USD	5631223.58	4202789.60	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SW42/SWP-APGBPFXXXXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Nederlands Conventional	EUR	34813053.97	#EMPTY	1	Nederlands Conventional	EUR	3088769.16	2674565.22	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SW44/SWP-APGSPAPGXXXXDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Nederlands Conventional	EUR	320821.42	372217.01	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBM1/SWP-BLKLSFT71TTLDISA	GBP	40216.91	40216.91	0.00	 	0.00	0.00	 	2.00	SWP GBP	UK Conventional	 	14212.01	#EMPTY	1	Other Cash	GBP	40216.91	40216.91	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	HUF	-62614192.00	-62614192.00	0.00	 	0.00	-62614192.00	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	5	Member Triparty	EUR	20045507.39	7242842730.15	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCC9/SWP-BLKROCK23TTLDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBY8/SWP-BLKLSFT73TTLDISA	GBP	19600.80	19600.80	0.00	 	0.00	0.00	 	2.00	SWP GBP	UK Conventional	 	49472.08	#EMPTY	1	UK Inflation Linked	GBP	17901.20	17901.20	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SAV4/SWP-IPVPMAXXXXXXDISA	GBP	0.00	0.00	-12534133.10	GBP	-13070003.23	-13070003.23	Y	1.00	Comm Group:	LIABILITY:	 	-44060950.85	#EMPTY	1	Other Cash	EUR	25015000.00	21660488.50	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	NOK	-28305788.88	-28305788.88	0.00	 	0.00	-28305788.88	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	4	Other Cash	SEK	16077195.53	15850295.47	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S023/SWP-AGENCEFRANCADISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	2213601.19	2568220.10	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SFA6/SWP-BLKOAKLDITTLDISA	GBP	0.00	0.00	-574037.61	EUR	-662937.53	0.00	 	5.00	 	SNAT EU	EUR	15949664.84	-574037.61	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SK08/SWP-SYNTRUSTPAPFDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Nederlands Conventional	EUR	2271384.74	2271384.74	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SR83/SWP-ARBJMKTTLPSNDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Denmark Conventional	DKK	632879263.71	#EMPTY	1	Denmark Conventional	DKK	217599674.26	25220463.12	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S398/SWP-CMCICMCIFRPADISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-10373247.60	#EMPTY	1	Other Cash	EUR	43224028.05	37427685.89	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SB24/SWP-CAISSECREDIMDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBM1/SWP-BLKLSFT71TTLDISA	GBP	40216.91	40216.91	0.00	 	0.00	0.00	 	2.00	SWP GBP	UK Conventional	 	14212.01	#EMPTY	2	UK Inflation Linked	GBP	42262.99	42262.99	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SQ54/SWP-SRLEVNVXXXXXDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	AGCY KFW	EUR	23102509.92	26803532.01	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S533/SWP-CREDEMILISPADISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	SNAT EIB	USD	21859624.09	#EMPTY	2	SNAT EIB	USD	2742657.70	2046946.48	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	EUR	62709803.50	62709803.50	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	9	Other Cash	GBP	136838978.86	158030926.04	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S040/SWP-BLKUBSTTLXXXDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	UK Inflation Linked	GBP	26485.23	35486.97	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	GBP	136838978.86	136838978.86	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-1584557595.15	#EMPTY	3	Other Cash	DKK	3248820.76	376548.19	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	HUF	-330037961.00	-330037961.00	0.00	 	0.00	-330037961.00	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	2	Other Cash	NOK	1441482.32	48414768.06	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O239/SWP-CLAFRANCAISEGOSA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCK6/SWP-BLKLSFT53TTLDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	GBP	25076.25	33599.11	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SA45/SWP-OTPBANKPLCXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Other Cash	EUR	141040578.41	#EMPTY	1	Other Cash	EUR	1427849.38	1236374.78	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBM7/SWP-BLKUSMSTRDXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-411012.41	#EMPTY	1	Other Cash	USD	27294.47	20370.87	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S386/SWP-BANQUEDELUXEDISA	USD	6172603.72	6172603.72	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	USD	3518.99	3518.99	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S014/SWP-DNCAONEXXXXXDISA	EUR	5920875.79	5920875.79	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	USD	716780.70	617807.88	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O223/SWP-NETBNPAXLEPHNOSA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-6120698.50	#EMPTY	2	Spain Conventional	EUR	690643.13	598027.89	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SO35/SWP-EMIRATESNBDXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-85792848.45	#EMPTY	1	Other Cash	USD	284856.37	212598.80	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	ILS	727597.21	727597.21	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	5	Member Triparty	EUR	20045507.39	67924201.79	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SK07/SWP-SYNTRUAVERBVDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-12352640.47	#EMPTY	1	Belgium Conventional	EUR	7343896.86	6359080.29	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SQ54/SWP-SRLEVNVXXXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	3.00	 	CADES Conventional	EUR	45199162.81	#EMPTY	1	AGCY KFW	EUR	23102509.92	20004463.34	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	JPY	102090729.00	102090729.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	4	Other Cash	SEK	16077195.53	271852796.72	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	EUR	3580346.30	3580346.30	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	2	Other Cash	NOK	1441482.32	133994.15	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SV96/SWP-LAFCLVURPXX1DISA	GBP	0.00	0.00	-170.66	EUR	-205.52	0.00	 	2.00	SWP GBP	Other Cash	EUR	178555.93	-170.66	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCW6/SWP-STICHSPOORWGDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Germany Conventional	EUR	11578539.52	#EMPTY	1	Germany Conventional	EUR	417454.88	361474.18	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCD0/SWP-BLKROCK32TTLDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	3.00	 	UK Inflation Linked	 	6839175.54	#EMPTY	1	UK Inflation Linked	GBP	50438.09	50438.09	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	AUD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	4	Other Cash	SEK	16077195.53	2405288.01	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	MXN	-19542887.29	-19542887.29	0.00	 	0.00	-19542887.29	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	5	Other Cash	HKD	12505757.78	27763539.15	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SEZ1/SWP-BLKIOETLDITTDISA	GBP	59662.00	59662.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Other Cash	 	54053.30	#EMPTY	1	Other Cash	GBP	5608.70	5608.70	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SC22/SWP-MEDIOBANCAXXDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	USA Conventional	USD	9776513.56	9776513.56	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S014/SWP-DNCAONEXXXXXDISA	GBP	210750.28	210750.28	-1697744.79	GBP	-1788982.92	-1788982.92	Y	2.00	SWP GBP	Other Cash	 	200002.02	-1697744.79	1	Other Cash	USD	716780.70	534959.84	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	HUF	-62614192.00	-62614192.00	0.00	 	0.00	-62614192.00	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	6	Other Cash	EUR	62709803.50	22658306200.62	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O952/SWP-NETBNPFIRSTRNOSA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	GBP	2055612.92	2373961.10	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBL2/SWP-BLKSPWGCBXXXDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SDE6/SWP-AAMKF205XXXXDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	38409.17	44562.32	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	NOK	-28305788.88	-28305788.88	0.00	 	0.00	-28305788.88	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	3	Other Cash	DKK	3248820.76	4678173.17	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SL50/SWP-SYNTRUSPVSPADISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	6.00	 	Germany Conventional	EUR	14801942.38	#EMPTY	1	Nederlands Conventional	EUR	6978600.30	6042770.00	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	PLN	-12013345.53	-12013345.53	0.00	 	0.00	-12013345.53	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	4	Other Cash	SEK	16077195.53	6256548.24	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	AUD	9071200.22	9071200.22	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	7	Other Cash	USD	48517167.51	68267777.93	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SER3/SWP-BLKANGLLDITTDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SW22/SWP-WATERSCHAPSBDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	CADES Conventional	EUR	24677875.33	#EMPTY	2	AGCY KFW	EUR	49049694.99	42472130.89	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	C	GBP	30000000.00	30000000.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Belgium Conventional	EUR	26517284.03	#EMPTY	2	USA Conventional	USD	202151090.75	150872805.96	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SQ54/SWP-SRLEVNVXXXXXDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	AGCY KFW	EUR	23102509.92	23102509.92	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SA53/SWP-COVENTRYBSOCDISA	GBP	66387500.00	66387500.00	0.00	 	0.00	0.00	 	3.00	 	UK Conventional	 	90550502.30	#EMPTY	1	Other Cash	GBP	23113019.28	23113019.28	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S012/SWP-SCORSCORXXXXDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	AGCY KFW	EUR	3499471.68	4060087.04	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SEM6/SWP-AXAIMMFXXXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O244/SWP-CBNPINVESTGOSA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Other Cash	EUR	108488572.63	#EMPTY	1	Other Cash	EUR	392385.25	339766.39	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCD0/SWP-BLKROCK32TTLDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	UK Conventional	 	41603.54	#EMPTY	1	UK Inflation Linked	GBP	50438.09	50438.09	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	SEK	16077195.53	16077195.53	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	9	Other Cash	GBP	136838978.86	1724401858.79	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SB18/SWP-FCABANKITALYDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Other Cash	EUR	60408770.99	#EMPTY	1	Other Cash	EUR	397856.51	344503.95	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SX62/SWP-AXAIGCSICAVXDISA	JPY	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	SEK	16077195.53	16077195.53	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	8	Other Cash	JPY	102090729.00	6037578.54	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBY8/SWP-BLKLSFT73TTLDISA	GBP	19600.80	19600.80	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-913576.79	#EMPTY	2	Other Cash	GBP	19600.80	19600.80	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBS1/SWP-BLKNAPSTTLXXDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	UK Inflation Linked	GBP	189541.24	218895.07	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBK7/SWP-BLKSGESGAAXXDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	HKD	12505757.78	12505757.78	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	2	Other Cash	NOK	1441482.32	1217671.88	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	HKD	-6337493.06	-6337493.06	0.00	 	0.00	-6337493.06	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	5	Member Triparty	EUR	20045507.39	182163548.41	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	NZD	-929278.41	-929278.41	0.00	 	0.00	-929278.41	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	5	Member Triparty	EUR	20045507.39	39858486.89	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCK3/SWP-BLKROCKSALFIDISA	GBP	144542.01	144542.01	0.00	 	0.00	0.00	 	2.00	SWP GBP	Other Cash	 	29794.62	#EMPTY	1	Other Cash	GBP	114747.39	114747.39	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S015/SWP-NEDSZAJJXXXXDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	USD	531111.51	457775.82	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SFI9/SWP-IPVDMFXXXXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Nederlands Conventional	EUR	15659205.68	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SJ16/SWP-AVIVAMG01XXXDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	2749.98	3190.53	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	ILS	-271666.17	-271666.17	0.00	 	0.00	-271666.17	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	5	Other Cash	HKD	12505757.78	4663082.28	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O184/SWP-NETBKOFIREXXNOSA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	3.00	 	SNAT EU	EUR	8057237.92	#EMPTY	1	SNAT EU	EUR	18939505.62	16399717.92	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SW22/SWP-WATERSCHAPSBDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	7.00	 	SNAT EU	EUR	195284523.64	#EMPTY	1	SNAT EU	EUR	7131637.48	6175284.89	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	NOK	1441482.32	1441482.32	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	2	Other Cash	NOK	1441482.32	1441482.32	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	MXN	-19542887.29	-19542887.29	0.00	 	0.00	-19542887.29	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	4	Other Cash	AUD	9071200.22	112103920.49	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCK3/SWP-BLKROCKSALFIDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	GBP	114747.39	132518.06	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SEN0/SWP-BLKLSFT401TTDISA	GBP	0.00	0.00	-176851.49	EUR	-204240.09	0.00	 	1.00	Comm Group:	LIABILITY:	 	-2205655.19	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	NOK	-28305788.88	-28305788.88	0.00	 	0.00	-28305788.88	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	7	Other Cash	MXN	87016552.11	46399798.97	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SW96/SWP-NBADFINMKTSXDISA	USD	337769684.55	337769684.55	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	USD	6889819.54	6889819.54	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S287/SWP-BANKPOLSKAKADISA	USD	263179.81	263179.81	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	2	Other Cash	USD	251863.08	251863.08	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S533/SWP-CREDEMILISPADISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	745555.39	864993.36	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCT0/SWP-AXACORPSOLAEDISA	EUR	2000.00	2000.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	2	Other Cash	USD	2871.00	2474.57	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S012/SWP-SCORSCORXXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	6.00	 	UK Conventional	 	12827321.21	#EMPTY	1	AGCY KFW	EUR	3499471.68	3030192.53	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SW22/SWP-WATERSCHAPSBDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	CADES Conventional	EUR	24677875.33	#EMPTY	1	SNAT EU	EUR	7131637.48	6175284.89	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SDY2/SWP-BSABESBBXXXXDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	2	Spain Conventional	EUR	31355753.79	31355753.79	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S029/SWP-BLKNTMAFIFTTDISA	GBP	85020.78	85020.78	-87830.33	GBP	-92550.40	-92550.40	Y	1.00	Comm Group:	LIABILITY:	 	-168515.05	#EMPTY	1	Other Cash	EUR	191063.16	165441.59	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S022/SWP-BEASHKHHXXXXDISA	GBP	201896.07	201896.07	-347337.21	EUR	-418277.95	0.00	 	3.00	 	Other Cash	EUR	369496.84	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	HKD	-6337493.06	-6337493.06	0.00	 	0.00	-6337493.06	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	6	Other Cash	EUR	62709803.50	569875339.31	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SQ54/SWP-SRLEVNVXXXXXDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	2	SNAT EU	EUR	61577058.29	61577058.29	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	CAD	823420.84	823420.84	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	7	Other Cash	MXN	87016552.11	6879443.69	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SK04/SWP-SYNTRUSTPVFYDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Germany Conventional	EUR	1484170.80	1484170.80	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S417/SWP-ALIORBANKSAXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Other Cash	EUR	77068193.04	#EMPTY	1	Other Cash	EUR	67812479.56	58718826.05	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCK6/SWP-BLKLSFT53TTLDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	2	UK Inflation Linked	GBP	60078.27	69382.46	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	GBP	136838978.86	136838978.86	0.00	 	0.00	0.00	 	2.00	SWP GBP	Member Triparty	EUR	1584557595.15	#EMPTY	8	Other Cash	JPY	102090729.00	479108.79	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	JPY	102090729.00	102090729.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	6	Other Cash	EUR	62709803.50	11570585843.79	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S851/SWP-BPOSTBANKXXDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCL2/SWP-BLKROCKUBSLDDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBM1/SWP-BLKLSFT71TTLDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	2	UK Inflation Linked	GBP	42262.99	48808.16	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SW22/SWP-WATERSCHAPSBDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	3.00	 	Finland Conventional	EUR	16434202.96	#EMPTY	1	SNAT EU	EUR	7131637.48	6175284.89	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	ILS	-271666.17	-271666.17	0.00	 	0.00	-271666.17	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	CHF	1083927.15	4011892.02	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	ZAR	49501324.52	49501324.52	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	6	Other Cash	NZD	25226638.29	245831585.61	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	DKK	3248820.76	3248820.76	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	2	Other Cash	CAD	823420.84	3856861.91	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SB24/SWP-CAISSECREDIMDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SX38/SWP-NNNATIONALENDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	165047.90	191488.57	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	CHF	-5728225.16	-5728225.16	0.00	 	0.00	-5728225.16	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	5	Member Triparty	EUR	20045507.39	18351662.02	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	AUD	9071200.22	9071200.22	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	8	Other Cash	ZAR	49501324.52	4170498.34	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SL50/SWP-SYNTRUSPVSPADISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Nederlands Conventional	EUR	6978600.30	8096572.07	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O203/SWP-NETMAYBANKBDNOSA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Other Cash	USD	1114200.07	#EMPTY	1	Other Cash	USD	3587.78	2677.69	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S400/SWP-SOCIETEDEFINDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	13682109.69	15873983.66	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCL1/SWP-BLKSOPSMGLDIDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SAY3/SWP-FORDBANKGMBHDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SO45/SWP-NNLEVENSVERZDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	3.00	 	Belgium Conventional	EUR	15480918.91	#EMPTY	1	SNAT EU	EUR	57853379.57	50095241.37	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCN8/SWP-BLKGGBFXXXXXDISA	USD	1064000.00	1064000.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	USD	252746.55	252746.55	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCL0/SWP-BLKROCKATOSXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	GBP	136838978.86	136838978.86	0.00	 	0.00	0.00	 	2.00	SWP GBP	Member Triparty	EUR	1584557595.15	#EMPTY	1	Other Cash	ILS	727597.21	185930.77	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O230/SWP-NETBNPINGPENNOSA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SJ14/SWP-NEDERLANDSEGDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Member Triparty	EUR	69150277.72	80228152.21	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SW22/SWP-WATERSCHAPSBDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	7.00	 	SNAT EU	EUR	195284523.64	#EMPTY	2	AGCY KFW	EUR	49049694.99	42472130.89	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	SGD	-34962.42	-34962.42	0.00	 	0.00	-34962.42	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	4	Other Cash	AUD	9071200.22	8263266.06	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O329/SWP-CCMCICAMGOSA	USD	3000243.88	3000243.88	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SZ58/SWP-BLKFIGOEXXXXDISA	GBP	0.00	0.00	-82343.13	GBP	-82343.13	-82343.13	Y	1.00	Comm Group:	LIABILITY:	 	-82343.13	#EMPTY	1	Other Cash	EUR	97061.00	84045.12	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBN8/SWP-AXAICRIBLCCADISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	USA Conventional	USD	8371584.12	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCJ6/SWP-BLKPFIXXXXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-75630122.34	#EMPTY	1	France Conventional	EUR	740277.47	641006.26	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SX05/SWP-ACHMEAPFVXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	3.00	 	Nederlands Conventional	EUR	58177094.01	#EMPTY	1	Nederlands Conventional	EUR	12772575.02	11059772.71	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SW42/SWP-APGBPFXXXXXXDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Nederlands Conventional	EUR	3088769.16	3088769.16	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBL3/SWP-BLKSESGXXXXXDISA	EUR	14000.00	14000.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	865.57	865.57	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S022/SWP-BEASHKHHXXXXDISA	GBP	201896.07	201896.07	-347337.21	EUR	-418277.95	0.00	 	1.00	Comm Group:	LIABILITY:	 	-52559565.18	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SM76/SWP-SYNTRUSOF20YDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Nederlands Conventional	EUR	4612807.92	5351779.75	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	CAD	-4634126.12	-4634126.12	0.00	 	0.00	-4634126.12	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	4	Other Cash	AUD	9071200.22	8862826.55	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	ST25/SWP-AXAINSURELTDDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	2	Spain Conventional	EUR	1071747.77	1243441.76	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SJ26/SWP-AVIVAMZ73XXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCK2/SWP-BLKROCKCITFIDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	3.00	 	UK Inflation Linked	 	302990.30	-0.01	1	UK Inflation Linked	GBP	43699.53	43699.53	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SEB7/SWP-BLKBGFCMAXXXDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	USD	2214.38	1908.62	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S287/SWP-BANKPOLSKAKADISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-34482798.57	#EMPTY	2	Other Cash	USD	251863.08	187974.69	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBL2/SWP-BLKSPWGCBXXXDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCW6/SWP-STICHSPOORWGDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-11578539.52	#EMPTY	2	Nederlands Conventional	EUR	17144282.40	14845234.13	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O642/SWP-CBLACKROCKGOSA	GBP	4163400.21	4163400.21	-5240.01	GBP	-5240.01	-5240.01	Y	2.00	SWP GBP	Other Cash	 	4163400.21	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O928/SWP-CBLACKROCK2GOSA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SFD5/SWP-AXAIGISDBXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Other Cash	EUR	117103.46	#EMPTY	1	Other Cash	EUR	1307212.51	1131915.31	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCK6/SWP-BLKLSFT53TTLDISA	GBP	25076.25	25076.25	0.00	 	0.00	0.00	 	2.00	SWP GBP	UK Inflation Linked	 	3080951.82	#EMPTY	1	Other Cash	GBP	25076.25	25076.25	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SEJ6/SWP-BLKESAEFUTXXDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCL0/SWP-BLKROCKATOSXDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBY8/SWP-BLKLSFT73TTLDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	2	Other Cash	GBP	19600.80	22636.33	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	ST25/SWP-AXAINSURELTDDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-2472445.55	#EMPTY	3	Japan Conventional	JPY	2067671233.00	9703520.25	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SDE0/SWP-BLKIBFXXXXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SEJ8/SWP-BLKEBMAAXXXXDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SK01/SWP-SYNTRUIPVBPLDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Austria Conventional	EUR	45757239.84	#EMPTY	1	Finland Conventional	EUR	25947428.07	22467877.97	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SEM7/SWP-AXAIGOAGVXXXDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	France Conventional	EUR	8238762.11	9558611.80	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SC52/SWP-BANCOPOPSOCXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-51690555.08	#EMPTY	1	Other Cash	USD	15357741.69	11462048.38	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	NZD	-929278.41	-929278.41	0.00	 	0.00	-929278.41	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	8	Other Cash	JPY	102090729.00	1100196.23	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	CZK	-40963089.48	-40963089.48	0.00	 	0.00	-40963089.48	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	8	Other Cash	ZAR	49501324.52	62142341.30	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	P	USD	50001000.00	50001000.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	USD	50001000.00	50001000.00	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S012/SWP-SCORSCORXXXXDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	AGCY KFW	EUR	3499471.68	3499471.68	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCG2/SWP-BLKRKBARBFMBDISA	GBP	1262000.00	1262000.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-1127159.95	#EMPTY	1	Other Cash	GBP	70478.05	70478.05	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SDM4/SWP-BLKROCKLSFTVDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-18063863.38	#EMPTY	1	UK Inflation Linked	GBP	182308.35	182308.35	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SK02/SWP-SYNTRUIPVRPFDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	3.00	 	Germany Conventional	EUR	1340641.01	#EMPTY	1	France Conventional	EUR	18995248.97	16447986.08	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCK1/SWP-BLKROCK28TTLDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBM1/SWP-BLKLSFT71TTLDISA	GBP	40216.91	40216.91	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-2515435.79	#EMPTY	2	UK Inflation Linked	GBP	42262.99	42262.99	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O350/SWP-NETBNPAXAASSNOSA	EUR	1.40	1.40	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	1.40	1.40	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBY9/SWP-BLKLSFT72TTLDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	GBP	9286.78	10725.00	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S027/SWP-BLKCMGLDITTLDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	3.00	 	UK Inflation Linked	 	410317.28	-0.01	1	UK Inflation Linked	GBP	100741.47	100741.47	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SFG0/SWP-AXAIMEAGIPIXDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	AUD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	7	Other Cash	MXN	87016552.11	7041186.10	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S847/SWP-CREDITMUTARKDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-375318722.34	#EMPTY	2	Other Cash	EUR	7552505.93	6539714.88	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	SGD	-34962.42	-34962.42	0.00	 	0.00	-34962.42	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	6	Other Cash	NZD	25226638.29	18866693.72	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCD0/SWP-BLKROCK32TTLDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	UK Inflation Linked	GBP	50438.09	67580.87	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S030/SWP-BLKNTMAICNFTDISA	EUR	1066000.00	1066000.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	1022294.00	1022294.00	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	DKK	-21165416.98	-21165416.98	0.00	 	0.00	-21165416.98	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	6	Other Cash	NZD	25226638.29	94782584.99	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SFD4/SWP-AXAIWFEIBXXXDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	961526.32	1115562.84	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SDE0/SWP-BLKIBFXXXXXXDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	SGD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	ILS	727597.21	319318.23	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SX62/SWP-AXAIGCSICAVXDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S287/SWP-BANKPOLSKAKADISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-34482798.57	#EMPTY	1	Other Cash	EUR	176927.39	153201.43	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O230/SWP-NETBNPINGPENNOSA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	CZK	-40963089.48	-40963089.48	0.00	 	0.00	-40963089.48	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	5	Other Cash	HKD	12505757.78	33474834.44	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SR03/SWP-OKBAUSTRIAXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Other Cash	EUR	41485190.37	#EMPTY	1	Other Cash	EUR	1420.42	1229.94	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SEM7/SWP-AXAIGOAGVXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-21361878.87	#EMPTY	1	France Conventional	EUR	8238762.11	7133944.11	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SK07/SWP-SYNTRUAVERBVDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Belgium Conventional	EUR	7343896.86	7343896.86	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SEM7/SWP-AXAIGOAGVXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	France Conventional	EUR	21361878.87	#EMPTY	1	France Conventional	EUR	8238762.11	7133944.11	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBZ6/SWP-METZCTASIXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Other Cash	EUR	20160610.45	#EMPTY	1	Other Cash	EUR	3828248.75	3314880.59	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SEZ1/SWP-BLKIOETLDITTDISA	GBP	59662.00	59662.00	0.00	 	0.00	0.00	 	3.00	 	UK Conventional	 	172794.85	#EMPTY	1	Other Cash	GBP	5608.70	5608.70	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SDM4/SWP-BLKROCKLSFTVDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	UK Conventional	 	15513836.78	#EMPTY	1	UK Inflation Linked	GBP	182308.35	182308.35	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SEN0/SWP-BLKLSFT401TTDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBO0/SWP-BLKBARUSDTTLDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SW43/SWP-APGSPWXXXXXXDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Nederlands Conventional	EUR	790105.35	790105.35	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SEM6/SWP-AXAIMMFXXXXXDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	NZD	-929278.41	-929278.41	0.00	 	0.00	-929278.41	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	6	Other Cash	EUR	62709803.50	124692173.28	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	C	GBP	30000000.00	30000000.00	0.00	 	0.00	0.00	 	5.00	 	Germany Inflation Linked	EUR	10434610.18	#EMPTY	2	USA Conventional	USD	202151090.75	150872805.96	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	USD	48517167.51	48517167.51	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	5	Other Cash	HKD	12505757.78	1596608.55	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBC4/SWP-BLKSGSGEBXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-1877866.66	#EMPTY	1	Other Cash	EUR	69312.32	60017.54	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SW43/SWP-APGSPWXXXXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Germany Conventional	EUR	3758678.52	#EMPTY	1	Nederlands Conventional	EUR	790105.35	684152.22	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SZ74/SWP-AXAICRIDXXXXDISA	USD	102727.00	102727.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	USD	102727.00	102727.00	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O642/SWP-CBLACKROCKGOSA	GBP	4163400.21	4163400.21	-5240.01	GBP	-5240.01	-5240.01	Y	4.00	 	UK Inflation Linked	 	738798.45	-5240.01	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SV95/SWP-LAFCLVARXXX1DISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S417/SWP-ALIORBANKSAXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-77068193.04	#EMPTY	1	Other Cash	EUR	67812479.56	58718826.05	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBS1/SWP-BLKNAPSTTLXXDISA	GBP	2714164.63	2714164.63	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-54822676.72	#EMPTY	2	Other Cash	GBP	2714164.63	2714164.63	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	GBP	136838978.86	136838978.86	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-1584557595.15	#EMPTY	8	Other Cash	JPY	102090729.00	479108.79	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SY04/SWP-AVIVAMG06XXXDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	GBP	-2755544.97	-2755544.97	0.00	 	0.00	-2755544.97	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	8	Other Cash	ZAR	49501324.52	2212088.52	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SFM1/SWP-AXAIEUROLIQQDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCK9/SWP-BLKLSFT42TTLDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SU79/SWP-AXAKOKUSAI01DISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-1910046.03	#EMPTY	1	Germany Conventional	EUR	2859535.04	2476071.39	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SDQ7/SWP-IPVZDBXXXXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-29664212.63	#EMPTY	1	Nederlands Conventional	EUR	5662396.67	4903069.28	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCN7/SWP-BLKROCKPEPLDDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O184/SWP-NETBKOFIREXXNOSA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	CADES Conventional	EUR	31570142.99	#EMPTY	1	SNAT EU	EUR	18939505.62	16399717.92	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SAQ2/SWP-FMONEDERLANDDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	6319156.24	7331485.07	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S029/SWP-BLKNTMAFIFTTDISA	GBP	85020.78	85020.78	-87830.33	GBP	-92550.40	-92550.40	Y	2.00	SWP GBP	Other Cash	 	80684.72	-87830.33	1	Other Cash	EUR	191063.16	165441.59	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	SEK	16077195.53	16077195.53	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	7	Other Cash	MXN	87016552.11	47064021.12	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SFA6/SWP-BLKOAKLDITTLDISA	GBP	0.00	0.00	-574037.61	EUR	-662937.53	0.00	 	3.00	 	Germany Conventional	EUR	16389352.35	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	CZK	-40963089.48	-40963089.48	0.00	 	0.00	-40963089.48	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	2	Other Cash	NOK	1441482.32	3259407.82	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SDY2/SWP-BSABESBBXXXXDISA	GBP	2835.13	2835.13	0.00	 	0.00	0.00	 	2.00	SWP GBP	Spain Conventional	EUR	73671708.93	#EMPTY	1	Other Cash	GBP	2718.89	2718.89	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SQ97/SWP-TOTALTREASXXDISA	GBP	0.00	0.00	-38977.67	EUR	-46938.54	0.00	 	1.00	Comm Group:	LIABILITY:	 	-15996577.02	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCK6/SWP-BLKLSFT53TTLDISA	GBP	25076.25	25076.25	0.00	 	0.00	0.00	 	2.00	SWP GBP	UK Inflation Linked	 	3080951.82	#EMPTY	2	UK Inflation Linked	GBP	60078.27	60078.27	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SQ05/SWP-PGGMPZWXXXXXDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Member Triparty	EUR	50566053.85	50566053.85	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SCZ1/SWP-AXAIIMJOFXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-435590.61	#EMPTY	1	USA Conventional	USD	1528611.73	1140859.25	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SEJ7/SWP-BLKEBPAAXXXXDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SQ54/SWP-SRLEVNVXXXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	4.00	 	France Conventional	EUR	224284852.96	#EMPTY	1	AGCY KFW	EUR	23102509.92	20004463.34	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SJ21/SWP-AVIVAMZ56XXXDISA	EUR	464023.58	464023.58	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	1527.34	1527.34	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SFL1/SWP-AXAIMFRANCTXDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBX1/SWP-ACHMEAADPXXXDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Nederlands Conventional	EUR	4330960.39	4330960.39	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	O952/SWP-NETBNPFIRSTRNOSA	GBP	3159769.89	3159769.89	0.00	 	0.00	0.00	 	3.00	 	Other Cash	USD	42659717.55	#EMPTY	1	Other Cash	GBP	2055612.92	2055612.92	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SAF1/SWP-LAFCLVPAXXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-2158249.11	#EMPTY	1	Other Cash	EUR	1478.48	1280.22	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBS1/SWP-BLKNAPSTTLXXDISA	GBP	2714164.63	2714164.63	0.00	 	0.00	0.00	 	3.00	 	UK Inflation Linked	 	54815243.48	0.01	2	Other Cash	GBP	2714164.63	2714164.63	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SJ19/SWP-AVIVAMZ18XXXDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	3109.21	3607.31	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	AUD	9071200.22	9071200.22	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	2	Other Cash	NOK	1441482.32	218745.46	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	ST25/SWP-AXAINSURELTDDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	1.00	Comm Group:	LIABILITY:	 	-2472445.55	#EMPTY	2	Spain Conventional	EUR	1071747.77	928026.39	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	HUF	-330037961.00	-330037961.00	0.00	 	0.00	-330037961.00	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	6	Other Cash	NZD	25226638.29	4584031858.25	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SEB1/SWP-BLKTDVLDITTLDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S015/SWP-NEDSZAJJXXXXDISA	USD	132335625.39	132335625.39	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	USD	531111.51	531111.51	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	ZAR	-6238018.32	-6238018.32	0.00	 	0.00	-6238018.32	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	5	Member Triparty	EUR	20045507.39	388417787.59	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	S851/SWP-BPOSTBANKXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SX05/SWP-ACHMEAPFVXXXDISA	GBP	0.00	0.00	0.00	 	0.00	0.00	 	2.00	SWP GBP	Germany Conventional	EUR	12696427.50	#EMPTY	1	Nederlands Conventional	EUR	12772575.02	11059772.71	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	H	HKD	-6337493.06	-6337493.06	0.00	 	0.00	-6337493.06	Y	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	4	Other Cash	SEK	16077195.53	13389313.81	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SV96/SWP-LAFCLVURPXX1DISA	EUR	215024.49	215024.49	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SC22/SWP-MEDIOBANCAXXDISA	EUR	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	USA Conventional	USD	9776513.56	8426576.07	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBS1/SWP-BLKNAPSTTLXXDISA	GBP	2714164.63	2714164.63	0.00	 	0.00	0.00	 	2.00	SWP GBP	UK Conventional	 	7433.25	#EMPTY	2	Other Cash	GBP	2714164.63	2714164.63	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SAB7/SWP-AXAIAWFGIBXXDISA	EUR	1514295.44	1514295.44	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	748706.72	748706.72	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SBL0/SWP-BLKSGESGGFIXDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	L	EUR	3580346.30	3580346.30	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	7	Other Cash	USD	48517167.51	41817934.42	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SEN0/SWP-BLKLSFT401TTDISA	GBP	0.00	0.00	-176851.49	EUR	-204240.09	0.00	 	2.00	SWP GBP	Other Cash	EUR	2028803.70	-176851.49	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY
20/05/2026 00:00:00	BNP	BNP PARIBAS	SFD3/SWP-AXAIAXAWEIPXDISA	USD	0.00	0.00	0.00	 	0.00	0.00	 	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	#EMPTY	1	Other Cash	EUR	192463.42	223296.06	#EMPTY
