Cobdate	Scmmnemonic	Account	Currency	ISIN	Units	Haircut	Price	Cover	Factor	ExpiryDate	Custodian	Collgroup	Accountdescription
26/05/2026 00:00:00	BNP	O223/SWP-NETBNPAXLEPHNOSA	EUR	ES0000012B47	11500000.00	15.15	82.104527	8011554.48	1.00	28/10/2048 00:00:00	EUROCLEAR BANK A/C 91205	ESC	#EMPTY
26/05/2026 00:00:00	BNP	S012/SWP-SCORSCORXXXXDISA	JPY	JP1024721R52	906500000.00	6.43	99.656863	845301520.62	1.00	22/04/2027 00:00:00	EUROCLEAR BANK A/C 91205	JPC	#EMPTY
26/05/2026 00:00:00	BNP	O172/SWP-CQUANTEDGEGOSA	USD	US91282CQB09	39900000.00	1.38	99.659409	39215359.55	1.00	24/02/2028 00:00:00	BONY MELLON N/YORK A/C 735137	USC	#EMPTY
26/05/2026 00:00:00	BNP	SFA9/SWP-BLKLSFT94TTLDISA	EUR	FR0013154028	235000.00	11.00	50.538384	105701.03	1.00	19/05/2066 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	SX62/SWP-AXAIGCSICAVXDISA	JPY	JP1300631K78	5648150000.00	12.15	48.453651	2404221599.95	1.00	11/06/2049 00:00:00	EUROCLEAR BANK A/C 91205	JPC	#EMPTY
26/05/2026 00:00:00	BNP	SEZ1/SWP-BLKIOETLDITTDISA	GBP	GB00BD9MZZ71	62000.00	35.75	73.624922	29328.49	1.00	10/11/2065 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBI	#EMPTY
26/05/2026 00:00:00	BNP	SBY9/SWP-BLKLSFT72TTLDISA	GBP	GB00B4PTCY75	86000.00	35.75	96.032576	53062.8	1.00	09/03/2062 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBI	#EMPTY
26/05/2026 00:00:00	BNP	SAV4/SWP-IPVPMAXXXXXXDISA	EUR	NL0015000LS8	10595000.00	1.25	93.3845	9770411.68	1.00	29/12/2028 00:00:00	EUROCLEAR BANK A/C 91205	NLC	#EMPTY
26/05/2026 00:00:00	BNP	SFA9/SWP-BLKLSFT94TTLDISA	EUR	NL00150012X2	1067000.00	8.75	73.821767	718756.41	1.00	31/12/2053 00:00:00	EUROCLEAR BANK A/C 91205	NLC	#EMPTY
26/05/2026 00:00:00	BNP	SCK2/SWP-BLKROCKCITFIDISA	GBP	GB00BLH38158	1000.00	10.5	41.833552	374.41	1.00	18/07/2051 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBC	#EMPTY
26/05/2026 00:00:00	BNP	SAV4/SWP-IPVPMAXXXXXXDISA	EUR	DE000BU25059	2080000.00	2.5	99.971322	2027418.41	1.00	07/10/2030 00:00:00	EUROCLEAR BANK A/C 91205	DEC	#EMPTY
26/05/2026 00:00:00	BNP	SAV4/SWP-IPVPMAXXXXXXDISA	EUR	AT0000A2WSC8	3000000.00	2.75	89.809678	2620197.36	1.00	16/02/2032 00:00:00	EUROCLEAR BANK A/C 91205	ATC	#EMPTY
26/05/2026 00:00:00	BNP	SCK2/SWP-BLKROCKCITFIDISA	GBP	GB00BD9MZZ71	195000.00	35.75	73.624922	92242.82	1.00	10/11/2065 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBI	#EMPTY
26/05/2026 00:00:00	BNP	SCK3/SWP-BLKROCKSALFIDISA	GBP	GB00BD9MZZ71	3556000.00	35.75	73.624922	1682130.67	1.00	10/11/2065 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBI	#EMPTY
26/05/2026 00:00:00	BNP	SM77/SWP-SYNTRUSOF30YDISA	EUR	NL0015031501	9443000.00	0.62	98.491	9242842.00	1.00	31/12/2026 00:00:00	EUROCLEAR BANK A/C 91205	NLC	#EMPTY
26/05/2026 00:00:00	BNP	SX62/SWP-AXAIGCSICAVXDISA	JPY	JP1300511G61	3000000000.00	12.15	52.995363	1396692791.87	1.00	12/06/2046 00:00:00	EUROCLEAR BANK A/C 91205	JPC	#EMPTY
26/05/2026 00:00:00	BNP	SCK3/SWP-BLKROCKSALFIDISA	GBP	GB00B0CNHZ09	1546000.00	20.5	166.931618	2051706.44	1.00	09/11/2055 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBI	#EMPTY
26/05/2026 00:00:00	BNP	O003/SWP-NETBNPBLCKRKNOSA	GBP	GB00BLBDX619	1000.00	16.5	28.731582	239.91	1.00	10/10/2073 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBC	#EMPTY
26/05/2026 00:00:00	BNP	SCK9/SWP-BLKLSFT42TTLDISA	GBP	GB00BM8Z2W66	4608000.00	35.75	63.827573	1889704.64	1.00	09/03/2073 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBI	#EMPTY
26/05/2026 00:00:00	BNP	O184/SWP-NETBKOFIREXXNOSA	EUR	FR001400IVT8	40000000.00	8.00	100.252579	36892949.07	1.00	20/11/2031 00:00:00	EUROCLEAR BANK A/C 91205	CES	#EMPTY
26/05/2026 00:00:00	BNP	SW22/SWP-WATERSCHAPSBDISA	EUR	DE0001102341	15000000.00	7.75	88.123404	12194076.03	1.00	10/08/2046 00:00:00	EUROCLEAR BANK A/C 91205	DEC	#EMPTY
26/05/2026 00:00:00	BNP	S031/SWP-AXAGIHK51472DISA	USD	US91282CLS88	19500000.00	0.5	100.381556	19476531.31	1.00	28/10/2026 00:00:00	BONY MELLON N/YORK A/C 735137	USC	#EMPTY
26/05/2026 00:00:00	BNP	SW22/SWP-WATERSCHAPSBDISA	EUR	FI4000591862	20000000.00	2.5	98.585247	19224123.17	1.00	09/04/2032 00:00:00	EUROCLEAR BANK A/C 91205	FIC	#EMPTY
26/05/2026 00:00:00	BNP	SK01/SWP-SYNTRUIPVBPLDISA	EUR	BE0000365743	860000.00	3.5	100.291377	832318.14	1.00	16/10/2030 00:00:00	EUROCLEAR BANK A/C 91205	BEC	#EMPTY
26/05/2026 00:00:00	BNP	SEM5/SWP-MATIGNONSVARDISA	EUR	FR0129287316	20000000.00	0.5	99.0995	19720800.5	1.00	01/10/2026 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	SEM5/SWP-MATIGNONSVARDISA	EUR	FR0129287332	8048200.00	0.5	98.7065	7904376.05	1.00	26/11/2026 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	C	GBP	GB00BMF9LF76	3904000.00	20.6	75.886514	2352311.95	1.00	09/10/2063 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBC	#EMPTY
26/05/2026 00:00:00	BNP	SFM6/SWP-NARODNABANKSDISA	USD	US91282CNN73	19000000.00	7.05	100.092494	17676834.99	1.00	26/07/2030 00:00:00	BONY MELLON N/YORK A/C 735137	USC	#EMPTY
26/05/2026 00:00:00	BNP	SL50/SWP-SYNTRUSPVSPADISA	EUR	FI4000441878	3073000.00	2.5	88.7965	2660498.53	1.00	10/09/2030 00:00:00	EUROCLEAR BANK A/C 91205	FIC	#EMPTY
26/05/2026 00:00:00	BNP	C	GBP	GB00BZ13DV40	1028000.00	24.6	93.374337	723755.69	1.00	28/07/2048 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBI	#EMPTY
26/05/2026 00:00:00	BNP	SDM4/SWP-BLKROCKLSFTVDISA	GBP	GB00B4PTCY75	1030000.00	35.75	96.032576	635519.58	1.00	09/03/2062 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBI	#EMPTY
26/05/2026 00:00:00	BNP	SDM4/SWP-BLKROCKLSFTVDISA	GBP	GB00B1VWPJ53	19283000.00	10.5	90.345	15591997.58	1.00	25/11/2042 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBC	#EMPTY
26/05/2026 00:00:00	BNP	SW44/SWP-APGSPAPGXXXXDISA	EUR	DE000BU3Z005	400000.00	2.5	97.52274	380338.69	1.00	10/02/2033 00:00:00	EUROCLEAR BANK A/C 91205	DEC	#EMPTY
26/05/2026 00:00:00	BNP	SDM4/SWP-BLKROCKLSFTVDISA	GBP	GB00BD9MZZ71	586000.00	35.75	73.624922	277201.51	1.00	10/11/2065 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBI	#EMPTY
26/05/2026 00:00:00	BNP	C	GBP	GB00BYVP4K94	5561000.00	39.85	82.422271	2756976.75	1.00	09/11/2056 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBI	#EMPTY
26/05/2026 00:00:00	BNP	SX05/SWP-ACHMEAPFVXXXDISA	EUR	DE0001102572	41460000.00	7.75	40.189	15371026.55	1.00	12/08/2052 00:00:00	EUROCLEAR BANK A/C 91205	DEC	#EMPTY
26/05/2026 00:00:00	BNP	SQ54/SWP-SRLEVNVXXXXXDISA	EUR	FR001400X8V5	70000000.00	3.25	97.392801	65959274.48	1.00	21/05/2035 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	SW41/SWP-APGABPXXXXXXDISA	EUR	FR0013515806	94093000.00	7.25	62.78111	54789864.17	1.00	21/05/2040 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	SBY8/SWP-BLKLSFT73TTLDISA	GBP	GB00BD9MZZ71	1793684.82	35.75	73.624922	848484.89	1.00	10/11/2065 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBI	#EMPTY
26/05/2026 00:00:00	BNP	SBZ0/SWP-BLKLSFT74TTLDISA	GBP	GB00BM8Z2V59	4354000.00	10.5	43.308663	1687664.97	1.00	18/07/2053 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBC	#EMPTY
26/05/2026 00:00:00	BNP	SBZ0/SWP-BLKLSFT74TTLDISA	GBP	GB00B4PTCY75	3540000.00	35.75	96.032576	2184212.92	1.00	09/03/2062 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBI	#EMPTY
26/05/2026 00:00:00	BNP	SDQ7/SWP-IPVZDBXXXXXXDISA	EUR	NL0015001DQ7	4415000.00	2.75	100.203459	4302323.19	1.00	31/12/2029 00:00:00	EUROCLEAR BANK A/C 91205	NLC	#EMPTY
26/05/2026 00:00:00	BNP	SBZ0/SWP-BLKLSFT74TTLDISA	GBP	GB00B73ZYW09	2000.00	20.5	102.249144	1625.76	1.00	11/03/2052 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBI	#EMPTY
26/05/2026 00:00:00	BNP	SBY8/SWP-BLKLSFT73TTLDISA	GBP	GB00BBJNQY21	22000.00	16.5	68.641064	12609.36	1.00	10/07/2068 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBC	#EMPTY
26/05/2026 00:00:00	BNP	SBY8/SWP-BLKLSFT73TTLDISA	GBP	GB00B0CNHZ09	67000.00	20.5	166.931618	88916.13	1.00	09/11/2055 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBI	#EMPTY
26/05/2026 00:00:00	BNP	SCL4/SWP-BLKROCKDTHSWDISA	EUR	FR0013480613	315686149.00	7.25	44.218164	129470299.21	1.00	21/05/2052 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	SBZ0/SWP-BLKLSFT74TTLDISA	GBP	GB00B0CNHZ09	684000.00	20.5	166.931618	907740.75	1.00	09/11/2055 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBI	#EMPTY
26/05/2026 00:00:00	BNP	SBZ0/SWP-BLKLSFT74TTLDISA	GBP	GB00B6RNH572	135000.00	10.5	76.19489	92062.48	1.00	09/07/2052 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBC	#EMPTY
26/05/2026 00:00:00	BNP	SL49/SWP-SYNTRUSPVGLADISA	EUR	AT0000A3HU25	15472000.00	3.00	99.265473	14897603.36	1.00	14/02/2035 00:00:00	EUROCLEAR BANK A/C 91205	ATC	#EMPTY
26/05/2026 00:00:00	BNP	S374/SWP-LABANQUEPOSTDISA	EUR	FR0014002WK3	100000000.00	2.5	84.457	82345575.00	1.00	19/11/2031 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	S040/SWP-BLKUBSTTLXXXDISA	GBP	GB00BD0XH204	1000.00	16.5	44.203282	369.1	1.00	10/07/2057 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBC	#EMPTY
26/05/2026 00:00:00	BNP	SFA6/SWP-BLKOAKLDITTLDISA	EUR	DE0001135366	3500000.00	7.75	120.916493	3904091.27	1.00	29/06/2040 00:00:00	EUROCLEAR BANK A/C 91205	DEC	#EMPTY
26/05/2026 00:00:00	BNP	SBR9/SWP-BLKAPSTTLXXXDISA	GBP	GB00BMBL1D50	13000.00	16.5	23.320314	2531.42	1.00	11/10/2061 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBC	#EMPTY
26/05/2026 00:00:00	BNP	S012/SWP-SCORSCORXXXXDISA	GBP	GB00BMGR2916	4494000.00	8.1	69.179776	2857115.06	1.00	18/07/2035 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBC	#EMPTY
26/05/2026 00:00:00	BNP	O223/SWP-NETBNPAXLEPHNOSA	EUR	FR0014004J31	1812000.00	11.15	42.807664	689187.12	1.00	20/05/2053 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	S012/SWP-SCORSCORXXXXDISA	USD	US298785KA31	124000.00	7.8	98.811167	112968.83	1.00	31/01/2034 00:00:00	EUROCLEAR BANK A/C 91205	EIB	#EMPTY
26/05/2026 00:00:00	BNP	SCD0/SWP-BLKROCK32TTLDISA	GBP	GB00B4PTCY75	11062000.00	35.75	96.032576	6825356.87	1.00	09/03/2062 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBI	#EMPTY
26/05/2026 00:00:00	BNP	SBM1/SWP-BLKLSFT71TTLDISA	GBP	GB00B0CNHZ09	245000.00	20.5	166.931618	325141.06	1.00	09/11/2055 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBI	#EMPTY
26/05/2026 00:00:00	BNP	SBM1/SWP-BLKLSFT71TTLDISA	GBP	GB00B6RNH572	4000.00	10.5	76.19489	2727.78	1.00	09/07/2052 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBC	#EMPTY
26/05/2026 00:00:00	BNP	SCD0/SWP-BLKROCK32TTLDISA	GBP	GB00BDX8CX86	1000.00	35.75	75.332371	484.01	1.00	09/03/2068 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBI	#EMPTY
26/05/2026 00:00:00	BNP	SCD0/SWP-BLKROCK32TTLDISA	GBP	GB00B128DP45	54000.00	10.5	84.4215	40800.91	1.00	26/11/2046 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBC	#EMPTY
26/05/2026 00:00:00	BNP	S012/SWP-SCORSCORXXXXDISA	JPY	JP1103691P11	820800000.00	7.68	89.634438	679216212.03	1.00	10/12/2032 00:00:00	EUROCLEAR BANK A/C 91205	JPC	#EMPTY
26/05/2026 00:00:00	BNP	SDZ6/SWP-AXAISPILDMXXDISA	EUR	NL0010721999	20000000.00	8.75	90.288555	16477661.29	1.00	01/01/2047 00:00:00	EUROCLEAR BANK A/C 91205	NLC	#EMPTY
26/05/2026 00:00:00	BNP	SDZ6/SWP-AXAISPILDMXXDISA	EUR	NL0009446418	20000000.00	8.75	105.612438	19274269.94	1.00	01/01/2042 00:00:00	EUROCLEAR BANK A/C 91205	NLC	#EMPTY
26/05/2026 00:00:00	BNP	SDZ6/SWP-AXAISPILDMXXDISA	EUR	DE0001135481	20000000.00	7.75	89.966075	16598740.84	1.00	29/06/2044 00:00:00	EUROCLEAR BANK A/C 91205	DEC	#EMPTY
26/05/2026 00:00:00	BNP	SBM1/SWP-BLKLSFT71TTLDISA	GBP	GB00B4PTCY75	3639346.00	35.75	96.032576	2245510.33	1.00	09/03/2062 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBI	#EMPTY
26/05/2026 00:00:00	BNP	SCD0/SWP-BLKROCK32TTLDISA	GBP	GB00B0CNHZ09	289000.00	20.5	166.931618	383533.74	1.00	09/11/2055 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBI	#EMPTY
26/05/2026 00:00:00	BNP	SBM1/SWP-BLKLSFT71TTLDISA	GBP	GB00BBJNQY21	14000.00	16.5	68.641064	8024.14	1.00	10/07/2068 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBC	#EMPTY
26/05/2026 00:00:00	BNP	SFG1/SWP-AXAIMEAXXXXXDISA	EUR	DE0001030708	400000.00	6.6	89.609	334779.22	1.00	12/08/2030 00:00:00	EUROCLEAR BANK A/C 91205	DEC	#EMPTY
26/05/2026 00:00:00	BNP	S012/SWP-SCORSCORXXXXDISA	EUR	EU000A3LZ0X9	2700000.00	8.5	98.629692	2436646.54	1.00	16/09/2039 00:00:00	EUROCLEAR BANK A/C 91205	EUN	#EMPTY
26/05/2026 00:00:00	BNP	SFI8/SWP-IPVASVXXXXXXDISA	EUR	BE0000358672	1495000.00	8.00	86.670973	1192072.56	1.00	16/06/2054 00:00:00	EUROCLEAR BANK A/C 91205	BEC	#EMPTY
26/05/2026 00:00:00	BNP	SDX1/SWP-MEDVIDAPTNRSDISA	EUR	NL0015614579	7266000.00	8.75	40.8615	2709209.39	1.00	29/12/2051 00:00:00	EUROCLEAR BANK A/C 91205	NLC	#EMPTY
26/05/2026 00:00:00	BNP	SFI8/SWP-IPVASVXXXXXXDISA	EUR	BE0000355645	795000.00	8.00	55.14711	403345.96	1.00	17/06/2053 00:00:00	EUROCLEAR BANK A/C 91205	BEC	#EMPTY
26/05/2026 00:00:00	BNP	SFI8/SWP-IPVASVXXXXXXDISA	EUR	BE0000344532	1095000.00	8.00	81.687185	822916.7	1.00	16/06/2037 00:00:00	EUROCLEAR BANK A/C 91205	BEC	#EMPTY
26/05/2026 00:00:00	BNP	O172/SWP-CQUANTEDGEGOSA	USD	US912797RF64	27800000.00	0.5	99.523058	27529073.17	1.00	06/07/2026 00:00:00	BONY MELLON N/YORK A/C 735137	USC	#EMPTY
26/05/2026 00:00:00	BNP	SFI8/SWP-IPVASVXXXXXXDISA	EUR	BE0000366758	1595000.00	4.13	100.060719	1530054.97	1.00	17/06/2036 00:00:00	EUROCLEAR BANK A/C 91205	BEC	#EMPTY
26/05/2026 00:00:00	BNP	SFI8/SWP-IPVASVXXXXXXDISA	EUR	BE0000361700	1695000.00	8.00	89.402774	1394146.86	1.00	16/06/2055 00:00:00	EUROCLEAR BANK A/C 91205	BEC	#EMPTY
26/05/2026 00:00:00	BNP	SFI8/SWP-IPVASVXXXXXXDISA	EUR	AT0000A0U299	750000.00	11.25	101.638637	676532.18	1.00	20/01/2062 00:00:00	EUROCLEAR BANK A/C 91205	ATC	#EMPTY
26/05/2026 00:00:00	BNP	SDY2/SWP-BSABESBBXXXXDISA	EUR	ES00000124C5	80000000.00	3.38	108.555404	83908985.08	1.00	26/10/2028 00:00:00	EUROCLEAR BANK A/C 91205	ESC	#EMPTY
26/05/2026 00:00:00	BNP	C	GBP	GB00BPJJKP77	285000.00	14.6	92.604235	225389.45	1.00	09/10/2043 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBC	#EMPTY
26/05/2026 00:00:00	BNP	SL50/SWP-SYNTRUSPVSPADISA	EUR	NL0015001XZ6	3795000.00	3.00	98.670233	3632199.28	1.00	03/07/2034 00:00:00	EUROCLEAR BANK A/C 91205	NLC	#EMPTY
26/05/2026 00:00:00	BNP	SM79/SWP-SYNTRUSOF50YDISA	EUR	NL0015031501	2630000.00	0.62	98.491	2574253.36	1.00	31/12/2026 00:00:00	EUROCLEAR BANK A/C 91205	NLC	#EMPTY
26/05/2026 00:00:00	BNP	C	EUR	DE000BU22072	463000.00	0.25	100.682027	464992.39	1.00	07/12/2026 00:00:00	EUROCLEAR BANK A/C 91205	DEC	#EMPTY
26/05/2026 00:00:00	BNP	C	EUR	DE000BU22080	11971000.00	0.25	100.223137	11967717.45	1.00	08/03/2027 00:00:00	EUROCLEAR BANK A/C 91205	DEC	#EMPTY
26/05/2026 00:00:00	BNP	SL50/SWP-SYNTRUSPVSPADISA	EUR	FI4000523238	3685000.00	2.5	92.523945	3324269.69	1.00	09/09/2032 00:00:00	EUROCLEAR BANK A/C 91205	FIC	#EMPTY
26/05/2026 00:00:00	BNP	SFD3/SWP-AXAIAXAWEIPXDISA	EUR	DE0001030559	727000.00	6.65	131.805522	894504.11	1.00	10/04/2030 00:00:00	EUROCLEAR BANK A/C 91205	DEI	#EMPTY
26/05/2026 00:00:00	BNP	SCK6/SWP-BLKLSFT53TTLDISA	GBP	GB00B0CNHZ09	1705000.00	20.5	166.931618	2262716.35	1.00	09/11/2055 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBI	#EMPTY
26/05/2026 00:00:00	BNP	C	EUR	DE000BU22098	4504000.00	1.25	100.972856	4490969.72	1.00	07/06/2027 00:00:00	EUROCLEAR BANK A/C 91205	DEC	#EMPTY
26/05/2026 00:00:00	BNP	C	EUR	DE0001030575	13105000.00	9.5	104.585231	12403834.59	1.00	11/04/2046 00:00:00	EUROCLEAR BANK A/C 91205	DEI	#EMPTY
26/05/2026 00:00:00	BNP	SCK6/SWP-BLKLSFT53TTLDISA	GBP	GB00B421JZ66	523634.00	20.5	129.122345	537522.16	1.00	09/03/2050 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBI	#EMPTY
26/05/2026 00:00:00	BNP	SU79/SWP-AXAKOKUSAI01DISA	EUR	DE0001102408	5325574.00	4.35	99.481	5067474.13	1.00	12/08/2026 00:00:00	EUROCLEAR BANK A/C 91205	DEC	#EMPTY
26/05/2026 00:00:00	BNP	SCL4/SWP-BLKROCKDTHSWDISA	EUR	AT0000A2EJ08	41345000.00	6.62	52.123781	20123929.04	1.00	14/03/2051 00:00:00	EUROCLEAR BANK A/C 91205	ATC	#EMPTY
26/05/2026 00:00:00	BNP	SCL4/SWP-BLKROCKDTHSWDISA	EUR	EU000A3KRJQ6	24033000.00	3.5	91.6565	21256833.41	1.00	18/06/2029 00:00:00	EUROCLEAR BANK A/C 91205	EUN	#EMPTY
26/05/2026 00:00:00	BNP	SCL4/SWP-BLKROCKDTHSWDISA	EUR	EU000A3K4C42	202930578.00	3.63	72.880836	142528822.43	1.00	19/01/2037 00:00:00	EUROCLEAR BANK A/C 91205	EUN	#EMPTY
26/05/2026 00:00:00	BNP	SCL4/SWP-BLKROCKDTHSWDISA	EUR	AT0000A04967	814000.00	3.00	108.88187	859709.47	1.00	10/03/2037 00:00:00	EUROCLEAR BANK A/C 91205	ATC	#EMPTY
26/05/2026 00:00:00	BNP	SCL4/SWP-BLKROCKDTHSWDISA	EUR	NL0009446418	2211000.00	8.75	105.612438	2130770.54	1.00	01/01/2042 00:00:00	EUROCLEAR BANK A/C 91205	NLC	#EMPTY
26/05/2026 00:00:00	BNP	SCL4/SWP-BLKROCKDTHSWDISA	EUR	AT0000A0VRQ6	4225000.00	6.62	97.105007	3831088.7	1.00	14/06/2044 00:00:00	EUROCLEAR BANK A/C 91205	ATC	#EMPTY
26/05/2026 00:00:00	BNP	SCL4/SWP-BLKROCKDTHSWDISA	EUR	NL0000102234	1048617.00	3.00	108.851534	1107192.62	1.00	31/12/2036 00:00:00	EUROCLEAR BANK A/C 91205	NLC	#EMPTY
26/05/2026 00:00:00	BNP	SCL4/SWP-BLKROCKDTHSWDISA	EUR	NL0010721999	3160750.00	8.75	90.288555	2604088.4	1.00	01/01/2047 00:00:00	EUROCLEAR BANK A/C 91205	NLC	#EMPTY
26/05/2026 00:00:00	BNP	SBZ0/SWP-BLKLSFT74TTLDISA	GBP	GB00BYMWG366	114000.00	20.5	105.268845	95405.15	1.00	09/03/2046 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBI	#EMPTY
26/05/2026 00:00:00	BNP	O642/SWP-CBLACKROCKGOSA	GBP	GB00BYVP4K94	1466000.00	35.75	82.422271	776339.49	1.00	09/11/2056 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBI	#EMPTY
26/05/2026 00:00:00	BNP	H	EUR	TRI_MGNBNPH001_EUR	1850000000.00	0.00	1.00	1850000000.00	1.00	31/12/2300 00:00:00	EUROCLEAR BANK A/C 29061	ATS	#EMPTY
26/05/2026 00:00:00	BNP	SCL4/SWP-BLKROCKDTHSWDISA	EUR	EU000A285VM2	145453000.00	3.63	74.06	103812165.35	1.00	18/06/2035 00:00:00	EUROCLEAR BANK A/C 91205	EUN	#EMPTY
26/05/2026 00:00:00	BNP	SDP4/SWP-CARDSCHILDERDISA	EUR	BE0000366758	3525000.00	4.13	100.060719	3381469.45	1.00	17/06/2036 00:00:00	EUROCLEAR BANK A/C 91205	BEC	#EMPTY
26/05/2026 00:00:00	BNP	SQ54/SWP-SRLEVNVXXXXXDISA	EUR	FR001400QMF9	91815000.00	3.25	97.938829	87000053.43	1.00	21/11/2034 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	SCL4/SWP-BLKROCKDTHSWDISA	EUR	EU000A283859	54157000.00	3.5	88.3275	46161280.83	1.00	18/09/2030 00:00:00	EUROCLEAR BANK A/C 91205	EUN	#EMPTY
26/05/2026 00:00:00	BNP	SFI9/SWP-IPVDMFXXXXXXDISA	EUR	NL0012818504	6630000.00	1.25	96.85537	6341242.14	1.00	03/07/2028 00:00:00	EUROCLEAR BANK A/C 91205	NLC	#EMPTY
26/05/2026 00:00:00	BNP	S040/SWP-BLKUBSTTLXXXDISA	GBP	GB00B06YGN05	9000.00	10.5	80.7395	6503.57	1.00	24/11/2055 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBC	#EMPTY
26/05/2026 00:00:00	BNP	S040/SWP-BLKUBSTTLXXXDISA	GBP	GB00BBJNQY21	20000.00	16.5	68.641064	11463.06	1.00	10/07/2068 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBC	#EMPTY
26/05/2026 00:00:00	BNP	S040/SWP-BLKUBSTTLXXXDISA	GBP	GB00B1L6W962	4977000.00	20.5	190.733881	7546796.1	1.00	10/11/2037 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBI	#EMPTY
26/05/2026 00:00:00	BNP	S374/SWP-LABANQUEPOSTDISA	EUR	FR0010070060	25000000.00	3.25	109.702452	26534280.58	1.00	19/04/2035 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	SL49/SWP-SYNTRUSPVGLADISA	EUR	AT0000A2KQ43	22350000.00	6.62	60.6685	12661776.82	1.00	16/10/2040 00:00:00	EUROCLEAR BANK A/C 91205	ATC	#EMPTY
26/05/2026 00:00:00	BNP	O238/SWP-CAXAIMGOSA	EUR	FR0000187635	15000000.00	2.5	117.858486	17236803.58	1.00	19/10/2032 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	SC22/SWP-MEDIOBANCAXXDISA	EUR	FR0013515806	57000000.00	7.25	62.78111	33190803.33	1.00	21/05/2040 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	S374/SWP-LABANQUEPOSTDISA	EUR	FR0014003N51	300000000.00	3.00	107.423988	312603806.05	1.00	24/02/2032 00:00:00	EUROCLEAR BANK A/C 91205	FRI	#EMPTY
26/05/2026 00:00:00	BNP	SC22/SWP-MEDIOBANCAXXDISA	EUR	FR0014007L00	30000000.00	2.5	82.8335	24228798.75	1.00	19/05/2032 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	SBY9/SWP-BLKLSFT72TTLDISA	GBP	GB00BLBDX619	1000.00	16.5	28.731582	239.91	1.00	10/10/2073 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBC	#EMPTY
26/05/2026 00:00:00	BNP	SAV4/SWP-IPVPMAXXXXXXDISA	EUR	AT0000A2NW83	515000.00	2.75	87.6975	439221.97	1.00	14/02/2031 00:00:00	EUROCLEAR BANK A/C 91205	ATC	#EMPTY
26/05/2026 00:00:00	BNP	SM77/SWP-SYNTRUSOF30YDISA	EUR	NL0012171458	31489000.00	1.25	98.65387	30676803.16	1.00	01/07/2027 00:00:00	EUROCLEAR BANK A/C 91205	NLC	#EMPTY
26/05/2026 00:00:00	BNP	SEM7/SWP-AXAIGOAGVXXXDISA	EUR	FR0129287324	5732693.00	0.5	98.904	5641513.37	1.00	29/10/2026 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	SCZ1/SWP-AXAIIMJOFXXXDISA	USD	US912797TF47	2133000.00	0.5	99.594167	2113721.86	1.00	29/06/2026 00:00:00	BONY MELLON N/YORK A/C 735137	USC	#EMPTY
26/05/2026 00:00:00	BNP	O003/SWP-NETBNPBLCKRKNOSA	GBP	GB00BDX8CX86	1465000.00	35.75	75.332371	709075.36	1.00	09/03/2068 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBI	#EMPTY
26/05/2026 00:00:00	BNP	SEZ1/SWP-BLKIOETLDITTDISA	GBP	GB00BFWFPP71	388000.00	10.5	51.670782	179431.96	1.00	11/01/2049 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBC	#EMPTY
26/05/2026 00:00:00	BNP	O003/SWP-NETBNPBLCKRKNOSA	GBP	GB00B06YGN05	5225000.00	10.5	80.7395	3775681.79	1.00	24/11/2055 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBC	#EMPTY
26/05/2026 00:00:00	BNP	SAV4/SWP-IPVPMAXXXXXXDISA	EUR	DE0001102341	3380000.00	7.75	88.123404	2747731.8	1.00	10/08/2046 00:00:00	EUROCLEAR BANK A/C 91205	DEC	#EMPTY
26/05/2026 00:00:00	BNP	SAV4/SWP-IPVPMAXXXXXXDISA	EUR	DE0001102564	520000.00	2.5	86.9665	440920.16	1.00	12/08/2031 00:00:00	EUROCLEAR BANK A/C 91205	DEC	#EMPTY
26/05/2026 00:00:00	BNP	SEM7/SWP-AXAIGOAGVXXXDISA	EUR	FR0129287316	14642340.00	0.5	99.0995	14437933.3	1.00	01/10/2026 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	SEM7/SWP-AXAIGOAGVXXXDISA	EUR	FR0129287332	13082000.00	0.5	98.7065	12848220.41	1.00	26/11/2026 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	SCK2/SWP-BLKROCKCITFIDISA	GBP	GB00BMBL1F74	2000.00	10.5	34.505768	617.65	1.00	11/10/2050 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBC	#EMPTY
26/05/2026 00:00:00	BNP	SAV4/SWP-IPVPMAXXXXXXDISA	EUR	FI4000348727	3675000.00	1.00	95.662315	3480434.18	1.00	11/09/2028 00:00:00	EUROCLEAR BANK A/C 91205	FIC	#EMPTY
26/05/2026 00:00:00	BNP	SAV4/SWP-IPVPMAXXXXXXDISA	EUR	NL0015000B11	3105000.00	8.75	68.672	1945692.36	1.00	31/12/2037 00:00:00	EUROCLEAR BANK A/C 91205	NLC	#EMPTY
26/05/2026 00:00:00	BNP	SX62/SWP-AXAIGCSICAVXDISA	JPY	JP1300821Q49	167600000.00	12.15	64.319842	94702348.49	1.00	12/03/2054 00:00:00	EUROCLEAR BANK A/C 91205	JPC	#EMPTY
26/05/2026 00:00:00	BNP	SCK9/SWP-BLKLSFT42TTLDISA	GBP	GB00BDCHBW80	1295000.00	10.5	50.218456	582044.46	1.00	09/07/2047 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBC	#EMPTY
26/05/2026 00:00:00	BNP	SCY8/SWP-NOVOBANCOSA2DISA	EUR	ES0000012J07	10000000.00	11.25	66.340397	5887710.23	1.00	25/07/2042 00:00:00	EUROCLEAR BANK A/C 91205	ESC	#EMPTY
26/05/2026 00:00:00	BNP	O106/SWP-NETBNPBRGSMCNOSA	EUR	DE000BU2F009	11713000.00	7.75	91.518103	9888752.96	1.00	10/05/2041 00:00:00	EUROCLEAR BANK A/C 91205	DEC	#EMPTY
26/05/2026 00:00:00	BNP	SCK9/SWP-BLKLSFT42TTLDISA	GBP	GB00BD9MZZ71	2460000.00	35.75	73.624922	1163678.7	1.00	10/11/2065 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBI	#EMPTY
26/05/2026 00:00:00	BNP	SK02/SWP-SYNTRUIPVRPFDISA	EUR	FR001400NEF3	46885000.00	7.25	83.945363	36504344.14	1.00	21/06/2049 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	SEN0/SWP-BLKLSFT401TTDISA	EUR	FR0014001NN8	77000.00	11.00	25.95861	17789.44	1.00	19/05/2072 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	SCK9/SWP-BLKLSFT42TTLDISA	GBP	GB00B0CNHZ09	4194000.00	20.5	166.931618	5565884.08	1.00	09/11/2055 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBI	#EMPTY
26/05/2026 00:00:00	BNP	SCK9/SWP-BLKLSFT42TTLDISA	GBP	GB00B06YGN05	100000.00	10.5	80.7395	72261.85	1.00	24/11/2055 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBC	#EMPTY
26/05/2026 00:00:00	BNP	SCK9/SWP-BLKLSFT42TTLDISA	GBP	GB00B3MYD345	21000.00	20.5	154.174969	25739.51	1.00	11/11/2042 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBI	#EMPTY
26/05/2026 00:00:00	BNP	SW43/SWP-APGSPWXXXXXXDISA	EUR	DE0001102572	4520000.00	7.75	40.189	1675760.73	1.00	12/08/2052 00:00:00	EUROCLEAR BANK A/C 91205	DEC	#EMPTY
26/05/2026 00:00:00	BNP	SCK9/SWP-BLKLSFT42TTLDISA	GBP	GB00BDX8CX86	4501126.00	35.75	75.332371	2178592.16	1.00	09/03/2068 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBI	#EMPTY
26/05/2026 00:00:00	BNP	SCK9/SWP-BLKLSFT42TTLDISA	GBP	GB00BM8Z2V59	826000.00	10.5	43.308663	320167.95	1.00	18/07/2053 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBC	#EMPTY
26/05/2026 00:00:00	BNP	SK02/SWP-SYNTRUIPVRPFDISA	EUR	FR0014012II5	61500000.00	3.25	100.844884	60003966.54	1.00	20/11/2035 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	SW22/SWP-WATERSCHAPSBDISA	EUR	DE000A383TE2	40000000.00	8.00	97.724736	35962702.85	1.00	12/01/2035 00:00:00	EUROCLEAR BANK A/C 91205	KFW	#EMPTY
26/05/2026 00:00:00	BNP	SW22/SWP-WATERSCHAPSBDISA	EUR	NL0010721999	10000000.00	8.75	90.288555	8238830.64	1.00	01/01/2047 00:00:00	EUROCLEAR BANK A/C 91205	NLC	#EMPTY
26/05/2026 00:00:00	BNP	SW22/SWP-WATERSCHAPSBDISA	EUR	DE0001135481	20000000.00	7.75	89.966075	16598740.84	1.00	29/06/2044 00:00:00	EUROCLEAR BANK A/C 91205	DEC	#EMPTY
26/05/2026 00:00:00	BNP	SBX1/SWP-ACHMEAADPXXXDISA	EUR	BE0000353624	57000000.00	11.38	30.821979	15569229.54	1.00	16/06/2071 00:00:00	EUROCLEAR BANK A/C 91205	BEC	#EMPTY
26/05/2026 00:00:00	BNP	SW22/SWP-WATERSCHAPSBDISA	EUR	NL0009446418	55000000.00	8.75	105.612438	53004242.32	1.00	01/01/2042 00:00:00	EUROCLEAR BANK A/C 91205	NLC	#EMPTY
26/05/2026 00:00:00	BNP	SAK4/SWP-VANLANSCHTNVDISA	EUR	EU000A287074	500000.00	6.1	94.642	444344.19	1.00	17/05/2028 00:00:00	EUROCLEAR BANK A/C 91205	EUN	#EMPTY
26/05/2026 00:00:00	BNP	SBX1/SWP-ACHMEAADPXXXDISA	EUR	DE0001102549	17730000.00	3.5	74.14	12684946.23	1.00	12/05/2036 00:00:00	EUROCLEAR BANK A/C 91205	DEC	#EMPTY
26/05/2026 00:00:00	BNP	SK08/SWP-SYNTRUSTPAPFDISA	EUR	AT0000A33SK7	7795000.00	6.62	91.45763	6657174.36	1.00	14/10/2053 00:00:00	EUROCLEAR BANK A/C 91205	ATC	#EMPTY
26/05/2026 00:00:00	BNP	SBS1/SWP-BLKNAPSTTLXXDISA	GBP	GB00BD9MZZ71	14429000.00	35.75	73.624922	6825495.91	1.00	10/11/2065 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBI	#EMPTY
26/05/2026 00:00:00	BNP	SW22/SWP-WATERSCHAPSBDISA	EUR	EU000A4D5QM6	15000000.00	2.00	102.044904	15000600.89	1.00	16/06/2028 00:00:00	EUROCLEAR BANK A/C 91205	EUN	#EMPTY
26/05/2026 00:00:00	BNP	SK01/SWP-SYNTRUIPVBPLDISA	EUR	FI4000507231	8195000.00	2.5	86.620329	6921072.56	1.00	09/09/2031 00:00:00	EUROCLEAR BANK A/C 91205	FIC	#EMPTY
26/05/2026 00:00:00	BNP	SK01/SWP-SYNTRUIPVBPLDISA	EUR	BE0000361700	8795000.00	8.00	89.402774	7233936.06	1.00	16/06/2055 00:00:00	EUROCLEAR BANK A/C 91205	BEC	#EMPTY
26/05/2026 00:00:00	BNP	SK01/SWP-SYNTRUIPVBPLDISA	EUR	AT0000A2VB47	50600000.00	1.5	93.9625	46831849.63	1.00	16/10/2028 00:00:00	EUROCLEAR BANK A/C 91205	ATC	#EMPTY
26/05/2026 00:00:00	BNP	SW22/SWP-WATERSCHAPSBDISA	EUR	EU000A3K4DY4	25000000.00	8.5	82.51113	18874420.99	1.00	14/02/2053 00:00:00	EUROCLEAR BANK A/C 91205	EUN	#EMPTY
26/05/2026 00:00:00	BNP	SW22/SWP-WATERSCHAPSBDISA	EUR	EU000A4ED0K0	125000000.00	3.5	99.134685	119581213.78	1.00	25/11/2032 00:00:00	EUROCLEAR BANK A/C 91205	EUN	#EMPTY
26/05/2026 00:00:00	BNP	SBS1/SWP-BLKNAPSTTLXXDISA	GBP	GB00B0CNHZ09	1532000.00	20.5	166.931618	2033126.95	1.00	09/11/2055 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBI	#EMPTY
26/05/2026 00:00:00	BNP	SBX1/SWP-ACHMEAADPXXXDISA	EUR	BE0000336454	8085000.00	8.00	84.207363	6263512.07	1.00	16/06/2038 00:00:00	EUROCLEAR BANK A/C 91205	BEC	#EMPTY
26/05/2026 00:00:00	BNP	SK01/SWP-SYNTRUIPVBPLDISA	EUR	FI4000441878	8995000.00	2.5	88.7965	7787564.05	1.00	10/09/2030 00:00:00	EUROCLEAR BANK A/C 91205	FIC	#EMPTY
26/05/2026 00:00:00	BNP	S533/SWP-CREDEMILISPADISA	USD	US91282CAE12	22000000.00	7.05	86.548597	17698322.6	1.00	12/08/2030 00:00:00	BONY MELLON N/YORK A/C 735137	USC	#EMPTY
26/05/2026 00:00:00	BNP	C	EUR	FR0129437572	65000000.00	0.5	98.2955	63572614.63	1.00	21/01/2027 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	SCI0/SWP-BLKUSSLDITTLDISA	GBP	GB00BLBDX619	4000.00	16.5	28.731582	959.63	1.00	10/10/2073 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBC	#EMPTY
26/05/2026 00:00:00	BNP	SW44/SWP-APGSPAPGXXXXDISA	EUR	FR001400L834	256000.00	3.25	102.545384	253984.41	1.00	21/11/2033 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	C	GBP	GB00BMBL1D50	16528000.00	20.6	23.320314	3060378.91	1.00	11/10/2061 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBC	#EMPTY
26/05/2026 00:00:00	BNP	C	GBP	GB00BT7J0134	1927000.00	24.6	97.56388	1417562.2	1.00	09/09/2049 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBI	#EMPTY
26/05/2026 00:00:00	BNP	SDY2/SWP-BSABESBBXXXXDISA	EUR	ES0000012B39	35000000.00	3.38	97.728397	33048812.01	1.00	26/04/2028 00:00:00	EUROCLEAR BANK A/C 91205	ESC	#EMPTY
26/05/2026 00:00:00	BNP	S012/SWP-SCORSCORXXXXDISA	JPY	JP1201191A72	223300000.00	7.68	100.618178	207424937.41	1.00	12/06/2030 00:00:00	EUROCLEAR BANK A/C 91205	JPC	#EMPTY
26/05/2026 00:00:00	BNP	SK04/SWP-SYNTRUSTPVFYDISA	EUR	DE0001102341	4040000.00	7.75	88.123404	3284271.14	1.00	10/08/2046 00:00:00	EUROCLEAR BANK A/C 91205	DEC	#EMPTY
26/05/2026 00:00:00	BNP	SBR9/SWP-BLKAPSTTLXXXDISA	GBP	GB00BD0XH204	1000.00	16.5	44.203282	369.1	1.00	10/07/2057 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBC	#EMPTY
26/05/2026 00:00:00	BNP	S012/SWP-SCORSCORXXXXDISA	EUR	DE000A352ED1	4100000.00	8.00	97.533716	3678971.77	1.00	05/01/2034 00:00:00	EUROCLEAR BANK A/C 91205	KFW	#EMPTY
26/05/2026 00:00:00	BNP	SFA6/SWP-BLKOAKLDITTLDISA	EUR	DE0001102614	192000.00	7.75	71.376411	126421.9	1.00	12/08/2053 00:00:00	EUROCLEAR BANK A/C 91205	DEC	#EMPTY
26/05/2026 00:00:00	BNP	SFA6/SWP-BLKOAKLDITTLDISA	EUR	FR0014002JM6	25000.00	7.25	54.348644	12602.09	1.00	21/06/2044 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	S012/SWP-SCORSCORXXXXDISA	JPY	JP1103641MA8	651000000.00	7.68	90.19463	542072612.53	1.00	11/09/2031 00:00:00	EUROCLEAR BANK A/C 91205	JPC	#EMPTY
26/05/2026 00:00:00	BNP	SBR9/SWP-BLKAPSTTLXXXDISA	GBP	GB00BP9DLZ64	299000.00	35.75	83.639596	160677.94	1.00	11/03/2058 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBI	#EMPTY
26/05/2026 00:00:00	BNP	S012/SWP-SCORSCORXXXXDISA	EUR	EU000A3L1DJ0	3000000.00	3.5	98.55213	2853084.16	1.00	18/11/2031 00:00:00	EUROCLEAR BANK A/C 91205	EUN	#EMPTY
26/05/2026 00:00:00	BNP	S012/SWP-SCORSCORXXXXDISA	GBP	GB00BPJJKN53	3000000.00	8.1	100.802044	2779112.35	1.00	18/01/2034 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBC	#EMPTY
26/05/2026 00:00:00	BNP	ST25/SWP-AXAINSURELTDDISA	EUR	ES0000012H41	5000000.00	9.03	87.237671	3968005.47	1.00	25/04/2031 00:00:00	EUROCLEAR BANK A/C 91205	ESC	#EMPTY
26/05/2026 00:00:00	BNP	O172/SWP-CQUANTEDGEGOSA	USD	US91282CQL80	1170000.00	1.38	99.68412	1150209.21	1.00	26/04/2028 00:00:00	BONY MELLON N/YORK A/C 735137	USC	#EMPTY
26/05/2026 00:00:00	BNP	SFI8/SWP-IPVASVXXXXXXDISA	EUR	BE0000364738	995000.00	8.00	96.784699	885967.13	1.00	17/06/2042 00:00:00	EUROCLEAR BANK A/C 91205	BEC	#EMPTY
26/05/2026 00:00:00	BNP	O172/SWP-CQUANTEDGEGOSA	USD	US91282CQH78	18780000.00	1.38	100.264422	18569809.07	1.00	28/03/2028 00:00:00	BONY MELLON N/YORK A/C 735137	USC	#EMPTY
26/05/2026 00:00:00	BNP	SFI8/SWP-IPVASVXXXXXXDISA	EUR	BE0000365743	565000.00	3.5	100.291377	546813.66	1.00	16/10/2030 00:00:00	EUROCLEAR BANK A/C 91205	BEC	#EMPTY
26/05/2026 00:00:00	BNP	SDX1/SWP-MEDVIDAPTNRSDISA	EUR	NL0010721999	369000.00	8.75	90.288555	304012.85	1.00	01/01/2047 00:00:00	EUROCLEAR BANK A/C 91205	NLC	#EMPTY
26/05/2026 00:00:00	BNP	SFI8/SWP-IPVASVXXXXXXDISA	EUR	BE0000367764	25000.00	11.38	100.879788	22349.92	1.00	16/06/2056 00:00:00	EUROCLEAR BANK A/C 91205	BEC	#EMPTY
26/05/2026 00:00:00	BNP	SFI8/SWP-IPVASVXXXXXXDISA	EUR	BE0000359688	1095000.00	8.00	96.108199	968194.00	1.00	16/06/2043 00:00:00	EUROCLEAR BANK A/C 91205	BEC	#EMPTY
26/05/2026 00:00:00	BNP	O172/SWP-CQUANTEDGEGOSA	USD	US912797TC16	20100000.00	0.5	97.818208	19563152.58	1.00	21/12/2026 00:00:00	BONY MELLON N/YORK A/C 735137	USC	#EMPTY
26/05/2026 00:00:00	BNP	SFI8/SWP-IPVASVXXXXXXDISA	EUR	FI4000441878	4695000.00	2.5	88.7965	4064770.78	1.00	10/09/2030 00:00:00	EUROCLEAR BANK A/C 91205	FIC	#EMPTY
26/05/2026 00:00:00	BNP	SFA9/SWP-BLKLSFT94TTLDISA	EUR	FR0013257524	871000.00	7.25	67.660938	546600.58	1.00	19/05/2048 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	SX05/SWP-ACHMEAPFVXXXDISA	EUR	NL0015614579	3190000.00	8.75	40.8615	1189427.19	1.00	29/12/2051 00:00:00	EUROCLEAR BANK A/C 91205	NLC	#EMPTY
26/05/2026 00:00:00	BNP	SCW6/SWP-STICHSPOORWGDISA	EUR	DE0001102481	36255000.00	7.75	43.078	14407539.41	1.00	10/08/2050 00:00:00	EUROCLEAR BANK A/C 91205	DEC	#EMPTY
26/05/2026 00:00:00	BNP	SL50/SWP-SYNTRUSPVSPADISA	EUR	FR001400QMF9	5190000.00	3.25	97.938829	4917826.91	1.00	21/11/2034 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	C	GBP	GB00BL6C7720	1287000.00	4.35	101.310113	1247143.19	1.00	18/01/2027 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBC	#EMPTY
26/05/2026 00:00:00	BNP	C	USD	US912828ZQ64	46153600.00	7.05	87.175849	37398239.76	1.00	10/05/2030 00:00:00	BONY MELLON N/YORK A/C 735137	USC	#EMPTY
26/05/2026 00:00:00	BNP	SDM4/SWP-BLKROCKLSFTVDISA	GBP	GB00BLBDX619	2000.00	16.5	28.731582	479.82	1.00	10/10/2073 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBC	#EMPTY
26/05/2026 00:00:00	BNP	SJ99/SWP-ACHMEAPENSIODISA	EUR	DE0001102432	72325000.00	7.75	66.497452	44366975.29	1.00	12/08/2048 00:00:00	EUROCLEAR BANK A/C 91205	DEC	#EMPTY
26/05/2026 00:00:00	BNP	C	GBP	GB00BPSNBG80	2162000.00	24.6	84.956341	1384914.09	1.00	10/11/2054 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBI	#EMPTY
26/05/2026 00:00:00	BNP	SW44/SWP-APGSPAPGXXXXDISA	EUR	FR0010070060	300000.00	3.25	109.702452	318411.37	1.00	19/04/2035 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	SW44/SWP-APGSPAPGXXXXDISA	EUR	FR0013234333	286000.00	7.25	79.702253	211422.18	1.00	21/06/2039 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	C	EUR	DE000BU0E311	1057000.00	0.25	99.6845	1051031.00	1.00	10/07/2026 00:00:00	EUROCLEAR BANK A/C 91205	DEC	#EMPTY
26/05/2026 00:00:00	BNP	SW44/SWP-APGSPAPGXXXXDISA	EUR	FR0014004J31	189000.00	7.25	42.807664	75040.76	1.00	20/05/2053 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	C	GBP	GB00BJQWYH73	81000.00	14.6	57.751036	39948.7	1.00	09/10/2041 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBC	#EMPTY
26/05/2026 00:00:00	BNP	SFD3/SWP-AXAIAXAWEIPXDISA	EUR	FR0014001N38	48000.00	6.9	120.226824	53726.96	1.00	21/07/2031 00:00:00	EUROCLEAR BANK A/C 91205	FRI	#EMPTY
26/05/2026 00:00:00	BNP	C	GBP	GB00BYZW3J87	2006000.00	9.98	135.257994	2442490.47	1.00	11/11/2036 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBI	#EMPTY
26/05/2026 00:00:00	BNP	SL50/SWP-SYNTRUSPVSPADISA	EUR	FR001400NBC6	4720000.00	1.00	101.379432	4737258.1	1.00	20/09/2027 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	SFM6/SWP-NARODNABANKSDISA	USD	US91282CLL36	30000000.00	5.68	99.879262	28261836.12	1.00	10/09/2027 00:00:00	BONY MELLON N/YORK A/C 735137	USC	#EMPTY
26/05/2026 00:00:00	BNP	SQ54/SWP-SRLEVNVXXXXXDISA	EUR	FR0010070060	89237000.00	3.25	109.702452	94713583.84	1.00	19/04/2035 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	SBY8/SWP-BLKLSFT73TTLDISA	GBP	GB00BLBDX619	21000.00	16.5	28.731582	5038.08	1.00	10/10/2073 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBC	#EMPTY
26/05/2026 00:00:00	BNP	SBY8/SWP-BLKLSFT73TTLDISA	GBP	GB00BMBL1D50	12000.00	16.5	23.320314	2336.7	1.00	11/10/2061 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBC	#EMPTY
26/05/2026 00:00:00	BNP	SQ54/SWP-SRLEVNVXXXXXDISA	EUR	DE000A2GSFA2	25000000.00	5.00	97.499815	23156206.06	1.00	10/09/2027 00:00:00	EUROCLEAR BANK A/C 91205	KFW	#EMPTY
26/05/2026 00:00:00	BNP	SM76/SWP-SYNTRUSOF20YDISA	EUR	NL0012171458	32892000.00	1.25	98.65387	32043615.53	1.00	01/07/2027 00:00:00	EUROCLEAR BANK A/C 91205	NLC	#EMPTY
26/05/2026 00:00:00	BNP	SCL4/SWP-BLKROCKDTHSWDISA	EUR	DE0001030757	895000.00	7.75	71.591911	591089.66	1.00	12/08/2053 00:00:00	EUROCLEAR BANK A/C 91205	DEC	#EMPTY
26/05/2026 00:00:00	BNP	SFI9/SWP-IPVDMFXXXXXXDISA	EUR	NL0015031501	18642000.00	0.62	98.491	18246855.93	1.00	31/12/2026 00:00:00	EUROCLEAR BANK A/C 91205	NLC	#EMPTY
26/05/2026 00:00:00	BNP	SW41/SWP-APGABPXXXXXXDISA	EUR	NL0013552060	151600000.00	8.75	69.378192	95974321.9	1.00	02/01/2040 00:00:00	EUROCLEAR BANK A/C 91205	NLC	#EMPTY
26/05/2026 00:00:00	BNP	SAA1/SWP-AXACRIBDERIVDISA	USD	US912810RZ30	9030000.00	7.5	69.238112	5783286.36	1.00	12/11/2047 00:00:00	BONY MELLON N/YORK A/C 735137	USC	#EMPTY
26/05/2026 00:00:00	BNP	SA53/SWP-COVENTRYBSOCDISA	GBP	GB00BDRHNP05	19000000.00	1.3	97.12713	18214250.69	1.00	09/07/2027 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBC	#EMPTY
26/05/2026 00:00:00	BNP	SCL4/SWP-BLKROCKDTHSWDISA	EUR	NL0015614579	71266344.00	8.75	40.8615	26572453.65	1.00	29/12/2051 00:00:00	EUROCLEAR BANK A/C 91205	NLC	#EMPTY
26/05/2026 00:00:00	BNP	O642/SWP-CBLACKROCKGOSA	GBP	GB00BMBL1D50	2600000.00	16.5	23.320314	506284.02	1.00	11/10/2061 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBC	#EMPTY
26/05/2026 00:00:00	BNP	O385/SWP-NETBNPIAIMB1NOSA	USD	US912810UA42	3481000.00	7.5	93.432065	3008442.42	1.00	12/05/2054 00:00:00	BONY MELLON N/YORK A/C 735137	USC	#EMPTY
26/05/2026 00:00:00	BNP	SA53/SWP-COVENTRYBSOCDISA	GBP	GB00BQC82B83	50000000.00	2.75	100.704878	48967746.93	1.00	10/07/2029 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBC	#EMPTY
26/05/2026 00:00:00	BNP	SW41/SWP-APGABPXXXXXXDISA	EUR	NL00150012X2	159050000.00	8.75	73.821767	107139837.38	1.00	31/12/2053 00:00:00	EUROCLEAR BANK A/C 91205	NLC	#EMPTY
26/05/2026 00:00:00	BNP	SQ54/SWP-SRLEVNVXXXXXDISA	EUR	FR001400F5U5	55000000.00	5.00	100.258908	52385279.43	1.00	22/05/2028 00:00:00	EUROCLEAR BANK A/C 91205	CES	#EMPTY
26/05/2026 00:00:00	BNP	SBY8/SWP-BLKLSFT73TTLDISA	GBP	GB00BD0XH204	86000.00	16.5	44.203282	31742.38	1.00	10/07/2057 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBC	#EMPTY
26/05/2026 00:00:00	BNP	S040/SWP-BLKUBSTTLXXXDISA	GBP	GB00BYVP4K94	1142000.00	35.75	82.422271	604761.05	1.00	09/11/2056 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBI	#EMPTY
26/05/2026 00:00:00	BNP	SC22/SWP-MEDIOBANCAXXDISA	USD	US91282CCZ23	239600000.00	4.8	99.125333	226104091.57	1.00	25/09/2026 00:00:00	BONY MELLON N/YORK A/C 735137	USC	#EMPTY
26/05/2026 00:00:00	BNP	SBN8/SWP-AXAICRIBLCCADISA	USD	US91282CNH06	40000000.00	1.38	101.337578	39975647.77	1.00	12/06/2028 00:00:00	BONY MELLON N/YORK A/C 735137	USC	#EMPTY
26/05/2026 00:00:00	BNP	O238/SWP-CAXAIMGOSA	JPY	JP1300601JA9	50000.00	14.05	57.454671	24691.14	1.00	11/09/2048 00:00:00	EUROCLEAR BANK A/C 91205	JPC	#EMPTY
26/05/2026 00:00:00	BNP	SC22/SWP-MEDIOBANCAXXDISA	EUR	BE0000350596	3982474.56	8.00	62.951103	2306450.73	1.00	18/06/2040 00:00:00	EUROCLEAR BANK A/C 91205	BEC	#EMPTY
26/05/2026 00:00:00	BNP	SC22/SWP-MEDIOBANCAXXDISA	USD	US91282CDQ15	91000000.00	4.8	98.982988	85750942.16	1.00	28/12/2026 00:00:00	BONY MELLON N/YORK A/C 735137	USC	#EMPTY
26/05/2026 00:00:00	BNP	S374/SWP-LABANQUEPOSTDISA	EUR	BE0000335449	140000000.00	3.5	91.761507	123969795.96	1.00	17/06/2031 00:00:00	EUROCLEAR BANK A/C 91205	BEC	#EMPTY
26/05/2026 00:00:00	BNP	S374/SWP-LABANQUEPOSTDISA	EUR	FR0014001N38	100000000.00	3.00	120.226824	116620019.43	1.00	21/07/2031 00:00:00	EUROCLEAR BANK A/C 91205	FRI	#EMPTY
26/05/2026 00:00:00	BNP	SFA6/SWP-BLKOAKLDITTLDISA	EUR	NL0015001RG8	8141000.00	8.75	98.778747	7337939.74	1.00	31/12/2043 00:00:00	EUROCLEAR BANK A/C 91205	NLC	#EMPTY
26/05/2026 00:00:00	BNP	SK04/SWP-SYNTRUSTPVFYDISA	EUR	BE0000345547	6495000.00	1.75	97.007705	6190389.06	1.00	16/06/2028 00:00:00	EUROCLEAR BANK A/C 91205	BEC	#EMPTY
26/05/2026 00:00:00	BNP	SFA9/SWP-BLKLSFT94TTLDISA	EUR	EU000A3K4DM9	18300000.00	8.5	80.619171	13499277.09	1.00	17/01/2048 00:00:00	EUROCLEAR BANK A/C 91205	EUN	#EMPTY
26/05/2026 00:00:00	BNP	SAV4/SWP-IPVPMAXXXXXXDISA	EUR	AT0000A1K9F1	595000.00	6.62	69.04663	383630.67	1.00	14/02/2047 00:00:00	EUROCLEAR BANK A/C 91205	ATC	#EMPTY
26/05/2026 00:00:00	BNP	SAV4/SWP-IPVPMAXXXXXXDISA	EUR	AT0000A2VB47	1890000.00	1.5	93.9625	1749252.88	1.00	16/10/2028 00:00:00	EUROCLEAR BANK A/C 91205	ATC	#EMPTY
26/05/2026 00:00:00	BNP	SBY9/SWP-BLKLSFT72TTLDISA	GBP	GB00BYVP4K94	2708000.00	35.75	82.422271	1434056.85	1.00	09/11/2056 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBI	#EMPTY
26/05/2026 00:00:00	BNP	SW42/SWP-APGBPFXXXXXXDISA	EUR	NL0015002P70	48950000.00	8.75	100.331842	44815098.45	1.00	03/01/2056 00:00:00	EUROCLEAR BANK A/C 91205	NLC	#EMPTY
26/05/2026 00:00:00	BNP	SCK2/SWP-BLKROCKCITFIDISA	GBP	GB00BT7J0134	205000.00	20.5	97.56388	159004.73	1.00	09/09/2049 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBI	#EMPTY
26/05/2026 00:00:00	BNP	SCK3/SWP-BLKROCKSALFIDISA	GBP	GB00BMBL1D50	1000.00	16.5	23.320314	194.72	1.00	11/10/2061 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBC	#EMPTY
26/05/2026 00:00:00	BNP	SCK2/SWP-BLKROCKCITFIDISA	GBP	GB00BMBL1D50	1000.00	16.5	23.320314	194.72	1.00	11/10/2061 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBC	#EMPTY
26/05/2026 00:00:00	BNP	SAV4/SWP-IPVPMAXXXXXXDISA	EUR	FR001400NBC6	3317000.00	1.00	101.379432	3329128.2	1.00	20/09/2027 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	SAV4/SWP-IPVPMAXXXXXXDISA	EUR	DE000BU2Z015	390000.00	3.5	100.35876	377700.19	1.00	10/08/2033 00:00:00	EUROCLEAR BANK A/C 91205	DEC	#EMPTY
26/05/2026 00:00:00	BNP	SAV4/SWP-IPVPMAXXXXXXDISA	EUR	DE000BU27006	1550000.00	2.5	100.089616	1512604.32	1.00	12/11/2030 00:00:00	EUROCLEAR BANK A/C 91205	DEC	#EMPTY
26/05/2026 00:00:00	BNP	SAV4/SWP-IPVPMAXXXXXXDISA	EUR	DE000BU2Z031	2643000.00	3.5	99.74876	2544087.14	1.00	10/08/2034 00:00:00	EUROCLEAR BANK A/C 91205	DEC	#EMPTY
26/05/2026 00:00:00	BNP	SK02/SWP-SYNTRUIPVRPFDISA	EUR	FR0014002JM6	21100000.00	7.25	54.348644	10636165.5	1.00	21/06/2044 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	O106/SWP-NETBNPBRGSMCNOSA	EUR	FR001400CMX2	5002000.00	7.25	80.201548	3720834.53	1.00	19/05/2043 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	SCK9/SWP-BLKLSFT42TTLDISA	GBP	GB00BP9DLZ64	1720000.00	35.75	83.639596	924301.18	1.00	11/03/2058 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBI	#EMPTY
26/05/2026 00:00:00	BNP	SW43/SWP-APGSPWXXXXXXDISA	EUR	DE0001135432	3000000.00	7.75	101.529048	2809816.4	1.00	01/07/2042 00:00:00	EUROCLEAR BANK A/C 91205	DEC	#EMPTY
26/05/2026 00:00:00	BNP	O106/SWP-NETBNPBRGSMCNOSA	EUR	DE000BU2D012	479000.00	7.75	91.650281	404981.97	1.00	10/08/2056 00:00:00	EUROCLEAR BANK A/C 91205	DEC	#EMPTY
26/05/2026 00:00:00	BNP	SW43/SWP-APGSPWXXXXXXDISA	EUR	NL0010721999	1250000.00	8.75	90.288555	1029853.83	1.00	01/01/2047 00:00:00	EUROCLEAR BANK A/C 91205	NLC	#EMPTY
26/05/2026 00:00:00	BNP	O184/SWP-NETBKOFIREXXNOSA	EUR	ES0000012B39	20000000.00	3.38	97.728397	18885035.44	1.00	26/04/2028 00:00:00	EUROCLEAR BANK A/C 91205	ESC	#EMPTY
26/05/2026 00:00:00	BNP	SK07/SWP-SYNTRUAVERBVDISA	EUR	AT0000A39UW5	6277000.00	3.00	99.641685	6066873.31	1.00	14/02/2034 00:00:00	EUROCLEAR BANK A/C 91205	ATC	#EMPTY
26/05/2026 00:00:00	BNP	SJ14/SWP-NEDERLANDSEGDISA	EUR	ES_NEDERLANDSEGDISA001_EUR	360000000.00	0.00	100.00	360000000.00	1.00	31/12/2300 00:00:00	EUROCLEAR BANK A/C 75871	ATS	#EMPTY
26/05/2026 00:00:00	BNP	SK08/SWP-SYNTRUSTPAPFDISA	EUR	AT0000A3EPP2	2770000.00	2.75	100.838849	2716422.12	1.00	16/10/2029 00:00:00	EUROCLEAR BANK A/C 91205	ATC	#EMPTY
26/05/2026 00:00:00	BNP	SG76/SWP-FINECOBNKSPADISA	EUR	BE0000341504	15000000.00	1.75	98.877205	14572028.09	1.00	16/06/2027 00:00:00	EUROCLEAR BANK A/C 91205	BEC	#EMPTY
26/05/2026 00:00:00	BNP	O854/SWP-NETBNPLBBWAMNOSA	EUR	DE0001102572	65000000.00	7.75	40.189	24098329.13	1.00	12/08/2052 00:00:00	EUROCLEAR BANK A/C 91205	DEC	#EMPTY
26/05/2026 00:00:00	BNP	SW22/SWP-WATERSCHAPSBDISA	EUR	EU000A4EG781	10000000.00	3.5	98.873432	9541286.19	1.00	04/02/2031 00:00:00	EUROCLEAR BANK A/C 91205	EIB	#EMPTY
26/05/2026 00:00:00	BNP	SZ74/SWP-AXAICRIDXXXXDISA	USD	US912810SK51	20000000.00	7.5	62.405571	11545030.64	1.00	09/11/2049 00:00:00	BONY MELLON N/YORK A/C 735137	USC	#EMPTY
26/05/2026 00:00:00	BNP	SW22/SWP-WATERSCHAPSBDISA	EUR	NL0013552060	25000000.00	8.75	69.378192	15826900.05	1.00	02/01/2040 00:00:00	EUROCLEAR BANK A/C 91205	NLC	#EMPTY
26/05/2026 00:00:00	BNP	SK01/SWP-SYNTRUIPVBPLDISA	EUR	AT0000A324S8	6445000.00	2.75	100.284185	6285574.54	1.00	15/02/2033 00:00:00	EUROCLEAR BANK A/C 91205	ATC	#EMPTY
26/05/2026 00:00:00	BNP	SR83/SWP-ARBJMKTTLPSNDISA	DKK	DK0009922320	5257000000.00	9.7	119.152781	5656267112.54	1.00	07/11/2039 00:00:00	EUROCLEAR BANK A/C 91205	DKC	#EMPTY
26/05/2026 00:00:00	BNP	SW22/SWP-WATERSCHAPSBDISA	EUR	EU000A4ECKZ8	35000000.00	3.5	99.872089	33731798.06	1.00	05/06/2035 00:00:00	EUROCLEAR BANK A/C 91205	EIB	#EMPTY
26/05/2026 00:00:00	BNP	SBS1/SWP-BLKNAPSTTLXXDISA	GBP	GB00BD0XH204	20000.00	16.5	44.203282	7381.95	1.00	10/07/2057 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBC	#EMPTY
26/05/2026 00:00:00	BNP	S533/SWP-CREDEMILISPADISA	USD	US298785JL15	40000000.00	7.8	87.487139	32265256.86	1.00	03/02/2031 00:00:00	EUROCLEAR BANK A/C 91205	EIB	#EMPTY
26/05/2026 00:00:00	BNP	SBX1/SWP-ACHMEAADPXXXDISA	EUR	NL0009446418	4600000.00	8.75	105.612438	4433082.09	1.00	01/01/2042 00:00:00	EUROCLEAR BANK A/C 91205	NLC	#EMPTY
26/05/2026 00:00:00	BNP	SBX1/SWP-ACHMEAADPXXXDISA	EUR	BE0000331406	1495000.00	8.00	99.111151	1363174.77	1.00	16/06/2045 00:00:00	EUROCLEAR BANK A/C 91205	BEC	#EMPTY
26/05/2026 00:00:00	BNP	SW22/SWP-WATERSCHAPSBDISA	EUR	NL00150012X2	20000000.00	8.75	73.821767	13472472.48	1.00	31/12/2053 00:00:00	EUROCLEAR BANK A/C 91205	NLC	#EMPTY
26/05/2026 00:00:00	BNP	SK08/SWP-SYNTRUSTPAPFDISA	EUR	NL0015000LS8	2875000.00	1.25	93.3845	2651244.32	1.00	29/12/2028 00:00:00	EUROCLEAR BANK A/C 91205	NLC	#EMPTY
26/05/2026 00:00:00	BNP	C	GBP	GB00BD0XH204	4221000.00	20.6	44.203282	1481461.5	1.00	10/07/2057 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBC	#EMPTY
26/05/2026 00:00:00	BNP	SM79/SWP-SYNTRUSOF50YDISA	EUR	NL0012171458	2106000.00	1.25	98.65387	2051679.87	1.00	01/07/2027 00:00:00	EUROCLEAR BANK A/C 91205	NLC	#EMPTY
26/05/2026 00:00:00	BNP	SW44/SWP-APGSPAPGXXXXDISA	EUR	DE0001135275	135000.00	3.5	110.026582	143337.13	1.00	30/12/2036 00:00:00	EUROCLEAR BANK A/C 91205	DEC	#EMPTY
26/05/2026 00:00:00	BNP	SL49/SWP-SYNTRUSPVGLADISA	EUR	DE0001102481	18000000.00	7.75	43.078	7153101.9	1.00	10/08/2050 00:00:00	EUROCLEAR BANK A/C 91205	DEC	#EMPTY
26/05/2026 00:00:00	BNP	SBR9/SWP-BLKAPSTTLXXXDISA	GBP	GB00B1VWPJ53	216000.00	10.5	90.345	174654.95	1.00	25/11/2042 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBC	#EMPTY
26/05/2026 00:00:00	BNP	SBR9/SWP-BLKAPSTTLXXXDISA	GBP	GB00B24FFM16	780000.00	20.5	147.366444	913819.32	1.00	11/11/2047 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBI	#EMPTY
26/05/2026 00:00:00	BNP	ST25/SWP-AXAINSURELTDDISA	JPY	JP1103601LA4	2478900000.00	9.78	92.65613	2072220602.09	1.00	11/09/2030 00:00:00	EUROCLEAR BANK A/C 91205	JPC	#EMPTY
26/05/2026 00:00:00	BNP	SFA6/SWP-BLKOAKLDITTLDISA	EUR	EU000A3KTGW6	1198000.00	8.5	48.018705	526366.64	1.00	20/06/2051 00:00:00	EUROCLEAR BANK A/C 91205	EUN	#EMPTY
26/05/2026 00:00:00	BNP	SBR9/SWP-BLKAPSTTLXXXDISA	GBP	GB00BD9MZZ71	57000.00	35.75	73.624922	26963.29	1.00	10/11/2065 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBI	#EMPTY
26/05/2026 00:00:00	BNP	SFA6/SWP-BLKOAKLDITTLDISA	EUR	EU000A4EG039	12446000.00	8.5	100.223562	11413549.44	1.00	24/09/2055 00:00:00	EUROCLEAR BANK A/C 91205	EUN	#EMPTY
26/05/2026 00:00:00	BNP	SFA6/SWP-BLKOAKLDITTLDISA	EUR	DE000BU2T000	11568000.00	7.75	100.062918	10678194.28	1.00	10/05/2047 00:00:00	EUROCLEAR BANK A/C 91205	DEC	#EMPTY
26/05/2026 00:00:00	BNP	SCD0/SWP-BLKROCK32TTLDISA	GBP	GB00BLBDX619	4000.00	16.5	28.731582	959.63	1.00	10/10/2073 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBC	#EMPTY
26/05/2026 00:00:00	BNP	SBM1/SWP-BLKLSFT71TTLDISA	GBP	GB00BMBL1D50	18000.00	16.5	23.320314	3505.04	1.00	11/10/2061 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBC	#EMPTY
26/05/2026 00:00:00	BNP	SFI8/SWP-IPVASVXXXXXXDISA	EUR	AT0000A3RVH9	458000.00	3.00	100.785055	447747.69	1.00	14/02/2036 00:00:00	EUROCLEAR BANK A/C 91205	ATC	#EMPTY
26/05/2026 00:00:00	BNP	SFI8/SWP-IPVASVXXXXXXDISA	EUR	AT0000A2WSC8	3090000.00	2.75	89.809678	2698803.28	1.00	16/02/2032 00:00:00	EUROCLEAR BANK A/C 91205	ATC	#EMPTY
26/05/2026 00:00:00	BNP	SFI8/SWP-IPVASVXXXXXXDISA	EUR	AT0000A0VRQ6	1195000.00	6.62	97.105007	1083586.03	1.00	14/06/2044 00:00:00	EUROCLEAR BANK A/C 91205	ATC	#EMPTY
26/05/2026 00:00:00	BNP	SL50/SWP-SYNTRUSPVSPADISA	EUR	NL0015614579	13150000.00	8.75	40.8615	4903124.62	1.00	29/12/2051 00:00:00	EUROCLEAR BANK A/C 91205	NLC	#EMPTY
26/05/2026 00:00:00	BNP	C	GBP	GB00BZB26Y51	4267000.00	14.6	72.24219	2632518.41	1.00	24/08/2037 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBC	#EMPTY
26/05/2026 00:00:00	BNP	C	EUR	BE0312814867	31000000.00	0.88	99.704	30636247.49	1.00	03/07/2026 00:00:00	EUROCLEAR BANK A/C 91205	BEC	#EMPTY
26/05/2026 00:00:00	BNP	C	GBP	GB00BYZW3G56	10000.00	4.35	100.122956	9576.76	1.00	09/07/2026 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBC	#EMPTY
26/05/2026 00:00:00	BNP	SJ99/SWP-ACHMEAPENSIODISA	EUR	NL00150012X2	23000000.00	8.75	73.821767	15493343.35	1.00	31/12/2053 00:00:00	EUROCLEAR BANK A/C 91205	NLC	#EMPTY
26/05/2026 00:00:00	BNP	SCI0/SWP-BLKUSSLDITTLDISA	GBP	GB00BD9MZZ71	19564000.00	35.75	73.624922	9254556.94	1.00	10/11/2065 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBI	#EMPTY
26/05/2026 00:00:00	BNP	C	GBP	GB00B0CNHZ09	2215000.00	24.6	166.931618	2787941.64	1.00	09/11/2055 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBI	#EMPTY
26/05/2026 00:00:00	BNP	C	GBP	GB00B6RNH572	1210000.00	14.6	76.19489	787352.28	1.00	09/07/2052 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBC	#EMPTY
26/05/2026 00:00:00	BNP	C	GBP	GB00BJLR0J16	7646178.00	14.6	43.903896	2866852.41	1.00	09/10/2054 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBC	#EMPTY
26/05/2026 00:00:00	BNP	SCI0/SWP-BLKUSSLDITTLDISA	GBP	GB00BDX8CX86	2666000.00	35.75	75.332371	1290371.94	1.00	09/03/2068 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBI	#EMPTY
26/05/2026 00:00:00	BNP	SCI0/SWP-BLKUSSLDITTLDISA	GBP	GB00BM8Z2V59	475000.00	10.5	43.308663	184115.95	1.00	18/07/2053 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBC	#EMPTY
26/05/2026 00:00:00	BNP	SJ99/SWP-ACHMEAPENSIODISA	EUR	NL0015614579	13000000.00	8.75	40.8615	4847195.44	1.00	29/12/2051 00:00:00	EUROCLEAR BANK A/C 91205	NLC	#EMPTY
26/05/2026 00:00:00	BNP	C	EUR	DE000BU0E337	3238000.00	0.25	99.291	3207004.97	1.00	11/09/2026 00:00:00	EUROCLEAR BANK A/C 91205	DEC	#EMPTY
26/05/2026 00:00:00	BNP	C	GBP	GB00B128DH60	112000.00	5.55	217.255288	229821.33	1.00	09/11/2027 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBI	#EMPTY
26/05/2026 00:00:00	BNP	C	GBP	GB00BBJNQY21	15674000.00	20.6	68.641064	8542487.49	1.00	10/07/2068 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBC	#EMPTY
26/05/2026 00:00:00	BNP	C	GBP	GB00BDX8CX86	3786000.00	39.85	75.332371	1715528.26	1.00	09/03/2068 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBI	#EMPTY
26/05/2026 00:00:00	BNP	C	GBP	GB00B4PTCY75	7983000.00	39.85	96.032576	4611267.74	1.00	09/03/2062 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBI	#EMPTY
26/05/2026 00:00:00	BNP	C	GBP	GB00B73ZYW09	7373000.00	24.6	102.249144	5684277.34	1.00	11/03/2052 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBI	#EMPTY
26/05/2026 00:00:00	BNP	C	GBP	GB00B24FFM16	5387000.00	24.6	147.366444	5985727.29	1.00	11/11/2047 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBI	#EMPTY
26/05/2026 00:00:00	BNP	S027/SWP-BLKCMGLDITTLDISA	GBP	GB00B4PTCY75	635000.00	35.75	96.032576	391800.91	1.00	09/03/2062 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBI	#EMPTY
26/05/2026 00:00:00	BNP	C	USD	US91282CLJ89	265000000.00	7.05	98.592052	242849477.69	1.00	27/08/2031 00:00:00	BONY MELLON N/YORK A/C 735137	USC	#EMPTY
26/05/2026 00:00:00	BNP	SDM4/SWP-BLKROCKLSFTVDISA	GBP	GB00BP9DLZ64	3485000.00	35.75	83.639596	1872784.66	1.00	11/03/2058 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBI	#EMPTY
26/05/2026 00:00:00	BNP	C	GBP	GB00BFMCN652	55949000.00	20.6	37.174396	16514170.04	1.00	09/10/2071 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBC	#EMPTY
26/05/2026 00:00:00	BNP	C	USD	US912797UK13	250000000.00	4.8	98.509944	234453667.78	1.00	09/10/2026 00:00:00	BONY MELLON N/YORK A/C 735137	USC	#EMPTY
26/05/2026 00:00:00	BNP	SQ05/SWP-PGGMPZWXXXXXDISA	EUR	ES_PGGMPZWXXXXXDISA002_EUR	545000000.00	0.00	100.00	545000000.00	1.00	31/12/2300 00:00:00	EUROCLEAR BANK A/C 75871	ATS	#EMPTY
26/05/2026 00:00:00	BNP	SL50/SWP-SYNTRUSPVSPADISA	EUR	DE000BU25000	2670000.00	1.25	99.547233	2624687.23	1.00	10/04/2028 00:00:00	EUROCLEAR BANK A/C 91205	DEC	#EMPTY
26/05/2026 00:00:00	BNP	C	GBP	GB00BDCHBW80	293000.00	14.6	50.218456	125657.62	1.00	09/07/2047 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBC	#EMPTY
26/05/2026 00:00:00	BNP	SL50/SWP-SYNTRUSPVSPADISA	EUR	FI4000348727	7195000.00	1.00	95.662315	6814074.53	1.00	11/09/2028 00:00:00	EUROCLEAR BANK A/C 91205	FIC	#EMPTY
26/05/2026 00:00:00	BNP	SL50/SWP-SYNTRUSPVSPADISA	EUR	DE0001141851	5045000.00	0.25	97.8155	4922455.00	1.00	13/04/2027 00:00:00	EUROCLEAR BANK A/C 91205	DEC	#EMPTY
26/05/2026 00:00:00	BNP	S027/SWP-BLKCMGLDITTLDISA	GBP	GB00BD9MZZ71	52000.00	35.75	73.624922	24598.09	1.00	10/11/2065 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBI	#EMPTY
26/05/2026 00:00:00	BNP	C	GBP	GB00BNNGP775	4648000.00	14.6	44.895387	1782073.9	1.00	18/01/2046 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBC	#EMPTY
26/05/2026 00:00:00	BNP	SCW6/SWP-STICHSPOORWGDISA	EUR	NL0000102234	16528000.00	3.00	108.851534	17451252.09	1.00	31/12/2036 00:00:00	EUROCLEAR BANK A/C 91205	NLC	#EMPTY
26/05/2026 00:00:00	BNP	SL50/SWP-SYNTRUSPVSPADISA	EUR	NL0015000B11	11815000.00	8.75	68.672	7403657.08	1.00	31/12/2037 00:00:00	EUROCLEAR BANK A/C 91205	NLC	#EMPTY
26/05/2026 00:00:00	BNP	C	GBP	GB00BQC82D08	186000.00	14.6	93.005934	147734.35	1.00	18/01/2040 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBC	#EMPTY
26/05/2026 00:00:00	BNP	C	GBP	GB00BGDYHF49	9849000.00	24.6	110.514127	8206940.45	1.00	30/07/2041 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBI	#EMPTY
26/05/2026 00:00:00	BNP	SW44/SWP-APGSPAPGXXXXDISA	EUR	NL0013552060	1181000.00	8.75	69.378192	747662.76	1.00	02/01/2040 00:00:00	EUROCLEAR BANK A/C 91205	NLC	#EMPTY
26/05/2026 00:00:00	BNP	SFM6/SWP-NARODNABANKSDISA	USD	US91282CCY57	30000000.00	5.68	93.879047	26564015.14	1.00	27/09/2028 00:00:00	BONY MELLON N/YORK A/C 735137	USC	#EMPTY
26/05/2026 00:00:00	BNP	C	GBP	GB00BLH38158	10750000.00	14.6	41.833552	3840529.24	1.00	18/07/2051 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBC	#EMPTY
26/05/2026 00:00:00	BNP	SCL4/SWP-BLKROCKDTHSWDISA	EUR	EU000A3KM903	8554000.00	3.63	72.997	6017500.25	1.00	19/05/2036 00:00:00	EUROCLEAR BANK A/C 91205	EUN	#EMPTY
26/05/2026 00:00:00	BNP	SCL4/SWP-BLKROCKDTHSWDISA	EUR	AT0000A10683	402000.00	3.00	95.281377	371540.2	1.00	17/05/2034 00:00:00	EUROCLEAR BANK A/C 91205	ATC	#EMPTY
26/05/2026 00:00:00	BNP	SCL4/SWP-BLKROCKDTHSWDISA	EUR	FR0011461037	14500000.00	7.25	87.953212	11828607.6	1.00	19/05/2045 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	SQ54/SWP-SRLEVNVXXXXXDISA	EUR	AT0000A324S8	47400000.00	2.75	100.284185	46227499.34	1.00	15/02/2033 00:00:00	EUROCLEAR BANK A/C 91205	ATC	#EMPTY
26/05/2026 00:00:00	BNP	SCL4/SWP-BLKROCKDTHSWDISA	EUR	EU000A3K4DG1	61275492.00	8.5	68.572986	38446867.61	1.00	19/01/2043 00:00:00	EUROCLEAR BANK A/C 91205	EUN	#EMPTY
26/05/2026 00:00:00	BNP	SDP4/SWP-CARDSCHILDERDISA	EUR	BE0312819916	50000000.00	0.88	98.6705	48901099.8	1.00	04/12/2026 00:00:00	EUROCLEAR BANK A/C 91205	BEC	#EMPTY
26/05/2026 00:00:00	BNP	SBZ0/SWP-BLKLSFT74TTLDISA	GBP	GB00BYVP4K94	3000.00	35.75	82.422271	1588.69	1.00	09/11/2056 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBI	#EMPTY
26/05/2026 00:00:00	BNP	SCL4/SWP-BLKROCKDTHSWDISA	EUR	EU000A287074	59900000.00	2.00	94.642	55556746.84	1.00	17/05/2028 00:00:00	EUROCLEAR BANK A/C 91205	EUN	#EMPTY
26/05/2026 00:00:00	BNP	SW41/SWP-APGABPXXXXXXDISA	EUR	FR0013404969	102150000.00	7.25	58.046829	54995960.23	1.00	19/05/2050 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	SCL4/SWP-BLKROCKDTHSWDISA	EUR	AT0000A1K9F1	1750000.00	6.62	69.04663	1128325.5	1.00	14/02/2047 00:00:00	EUROCLEAR BANK A/C 91205	ATC	#EMPTY
26/05/2026 00:00:00	BNP	SCL4/SWP-BLKROCKDTHSWDISA	EUR	FR0010070060	1865192.00	3.25	109.702452	1979661.11	1.00	19/04/2035 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	SCL4/SWP-BLKROCKDTHSWDISA	EUR	FR0010171975	4200000.00	7.25	93.511644	3642746.09	1.00	20/04/2055 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	SCL4/SWP-BLKROCKDTHSWDISA	EUR	FR0010371401	1784302.00	7.25	103.717164	1716456.94	1.00	19/10/2038 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	SCL4/SWP-BLKROCKDTHSWDISA	EUR	FR0010773192	34467000.00	7.25	105.936849	33866042.85	1.00	17/04/2041 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	SCL4/SWP-BLKROCKDTHSWDISA	EUR	FR0010870956	16675000.00	11.00	92.126644	13672284.92	1.00	20/04/2060 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	SCJ6/SWP-BLKPFIXXXXXXDISA	EUR	FR0010171975	20390000.00	7.25	93.511644	17684664.96	1.00	20/04/2055 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	SCJ6/SWP-BLKPFIXXXXXXDISA	EUR	FR0010870956	89411000.00	11.00	92.126644	73310504.76	1.00	20/04/2060 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	SX65/SWP-AXAIEAGSXXXXDISA	JPY	JP1201731L76	1953500000.00	14.05	68.678151	1153128990.78	1.00	12/06/2040 00:00:00	EUROCLEAR BANK A/C 91205	JPC	#EMPTY
26/05/2026 00:00:00	BNP	O642/SWP-CBLACKROCKGOSA	GBP	GB00BD0XH204	2000.00	16.5	44.203282	738.19	1.00	10/07/2057 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBC	#EMPTY
26/05/2026 00:00:00	BNP	SQ54/SWP-SRLEVNVXXXXXDISA	EUR	FR001400XJJ3	20903000.00	7.25	88.242822	17108105.79	1.00	19/05/2056 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	SDQ7/SWP-IPVZDBXXXXXXDISA	EUR	NL0012171458	17220000.00	1.25	98.65387	16775843.96	1.00	01/07/2027 00:00:00	EUROCLEAR BANK A/C 91205	NLC	#EMPTY
26/05/2026 00:00:00	BNP	SDP4/SWP-CARDSCHILDERDISA	EUR	AT0000A3RVH9	2446900.00	3.00	100.785055	2392126.23	1.00	14/02/2036 00:00:00	EUROCLEAR BANK A/C 91205	ATC	#EMPTY
26/05/2026 00:00:00	BNP	SW41/SWP-APGABPXXXXXXDISA	EUR	FR0013234333	41335000.00	7.25	79.702253	30556419.12	1.00	21/06/2039 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	SW41/SWP-APGABPXXXXXXDISA	EUR	FR0010773192	61534000.00	7.25	105.936849	60461110.07	1.00	17/04/2041 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	SBZ0/SWP-BLKLSFT74TTLDISA	GBP	GB00BMBL1D50	8000.00	16.5	23.320314	1557.8	1.00	11/10/2061 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBC	#EMPTY
26/05/2026 00:00:00	BNP	O238/SWP-CAXAIMGOSA	JPY	JP1400111J52	50000.00	17.55	44.723541	18437.28	1.00	12/03/2058 00:00:00	EUROCLEAR BANK A/C 91205	JPC	#EMPTY
26/05/2026 00:00:00	BNP	SC22/SWP-MEDIOBANCAXXDISA	EUR	FR001400H7V7	45000000.00	2.5	98.063158	43025210.57	1.00	19/05/2033 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	SBN8/SWP-AXAICRIBLCCADISA	USD	US912810SL35	1100000.00	7.5	57.479886	584857.84	1.00	10/02/2050 00:00:00	BONY MELLON N/YORK A/C 735137	USC	#EMPTY
26/05/2026 00:00:00	BNP	S012/SWP-SCORSCORXXXXDISA	GBP	GB0032452392	3800000.00	8.1	95.721462	3342784.9	1.00	25/02/2036 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBC	#EMPTY
26/05/2026 00:00:00	BNP	SDZ6/SWP-AXAISPILDMXXDISA	EUR	FR0014002JM6	25000000.00	7.25	54.348644	12602091.83	1.00	21/06/2044 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	S012/SWP-SCORSCORXXXXDISA	GBP	GB0002404191	4000000.00	5.4	104.215	3943495.6	1.00	24/11/2028 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBC	#EMPTY
26/05/2026 00:00:00	BNP	SX62/SWP-AXAIGCSICAVXDISA	JPY	JP1300621K47	3780400000.00	12.15	50.370651	1672850321.42	1.00	12/03/2049 00:00:00	EUROCLEAR BANK A/C 91205	JPC	#EMPTY
26/05/2026 00:00:00	BNP	SAV4/SWP-IPVPMAXXXXXXDISA	EUR	NL0015001XZ6	518000.00	3.00	98.670233	495778.45	1.00	03/07/2034 00:00:00	EUROCLEAR BANK A/C 91205	NLC	#EMPTY
26/05/2026 00:00:00	BNP	O003/SWP-NETBNPBLCKRKNOSA	GBP	GB00BFMCN652	2000.00	16.5	37.174396	620.81	1.00	09/10/2071 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBC	#EMPTY
26/05/2026 00:00:00	BNP	SFE9/SWP-SPMETAALTECHDISA	EUR	DE000BU2Z064	75000000.00	3.5	100.252884	72558024.8	1.00	12/02/2036 00:00:00	EUROCLEAR BANK A/C 91205	DEC	#EMPTY
26/05/2026 00:00:00	BNP	SFA9/SWP-BLKLSFT94TTLDISA	EUR	FR001400FTH3	2931000.00	7.25	77.352658	2102833.94	1.00	19/05/2054 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	O009/SWP-NETBNPPFAPENNOSA	EUR	DE000BU0E378	20000000.00	0.25	98.7315	19696934.25	1.00	04/12/2026 00:00:00	EUROCLEAR BANK A/C 91205	DEC	#EMPTY
26/05/2026 00:00:00	BNP	SCY8/SWP-NOVOBANCOSA2DISA	EUR	ES0000012K20	61000000.00	5.13	87.611699	50701503.49	1.00	27/04/2032 00:00:00	EUROCLEAR BANK A/C 91205	ESC	#EMPTY
26/05/2026 00:00:00	BNP	SK02/SWP-SYNTRUIPVRPFDISA	EUR	DE000BU3Z005	1650000.00	2.5	97.52274	1568897.08	1.00	10/02/2033 00:00:00	EUROCLEAR BANK A/C 91205	DEC	#EMPTY
26/05/2026 00:00:00	BNP	S003/SWP-AXAIEAGKXXXXDISA	JPY	JP1300521G93	4500000000.00	14.05	55.285151	2138291427.8	1.00	11/09/2046 00:00:00	EUROCLEAR BANK A/C 91205	JPC	#EMPTY
26/05/2026 00:00:00	BNP	SK07/SWP-SYNTRUAVERBVDISA	EUR	BE0000336454	623000.00	8.00	84.207363	482642.92	1.00	16/06/2038 00:00:00	EUROCLEAR BANK A/C 91205	BEC	#EMPTY
26/05/2026 00:00:00	BNP	SCK9/SWP-BLKLSFT42TTLDISA	GBP	GB00BMBL1D50	18079000.00	16.5	23.320314	3520426.44	1.00	11/10/2061 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBC	#EMPTY
26/05/2026 00:00:00	BNP	SCY8/SWP-NOVOBANCOSA2DISA	EUR	NL0015000LS8	15000000.00	1.25	93.3845	13832579.06	1.00	29/12/2028 00:00:00	EUROCLEAR BANK A/C 91205	NLC	#EMPTY
26/05/2026 00:00:00	BNP	SW22/SWP-WATERSCHAPSBDISA	EUR	FR001400ZPR8	30000000.00	5.00	100.449435	28628088.98	1.00	20/09/2028 00:00:00	EUROCLEAR BANK A/C 91205	CES	#EMPTY
26/05/2026 00:00:00	BNP	SW22/SWP-WATERSCHAPSBDISA	EUR	XS3075492044	15000000.00	8.00	100.017192	13802372.5	1.00	04/10/2030 00:00:00	EUROCLEAR BANK A/C 91205	KFW	#EMPTY
26/05/2026 00:00:00	BNP	SK01/SWP-SYNTRUIPVBPLDISA	EUR	DE0001135325	34867000.00	7.75	114.752678	36909977.98	1.00	29/06/2039 00:00:00	EUROCLEAR BANK A/C 91205	DEC	#EMPTY
26/05/2026 00:00:00	BNP	SK01/SWP-SYNTRUIPVBPLDISA	EUR	FI4000550249	4105000.00	3.5	101.63339	4026028.89	1.00	09/09/2033 00:00:00	EUROCLEAR BANK A/C 91205	FIC	#EMPTY
26/05/2026 00:00:00	BNP	SK01/SWP-SYNTRUIPVBPLDISA	EUR	FI4000587415	9700000.00	3.5	100.09139	9369054.56	1.00	11/09/2035 00:00:00	EUROCLEAR BANK A/C 91205	FIC	#EMPTY
26/05/2026 00:00:00	BNP	SW22/SWP-WATERSCHAPSBDISA	EUR	EU000A4EG039	25000000.00	8.5	100.223562	22926139.81	1.00	24/09/2055 00:00:00	EUROCLEAR BANK A/C 91205	EUN	#EMPTY
26/05/2026 00:00:00	BNP	SBS1/SWP-BLKNAPSTTLXXDISA	GBP	GB00BMBL1D50	2000.00	16.5	23.320314	389.45	1.00	11/10/2061 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBC	#EMPTY
26/05/2026 00:00:00	BNP	SBX1/SWP-ACHMEAADPXXXDISA	EUR	DE0001102614	41500000.00	7.75	71.376411	27325566.75	1.00	12/08/2053 00:00:00	EUROCLEAR BANK A/C 91205	DEC	#EMPTY
26/05/2026 00:00:00	BNP	SK08/SWP-SYNTRUSTPAPFDISA	EUR	DE000BU25018	3900000.00	1.25	100.976651	3888863.27	1.00	16/10/2028 00:00:00	EUROCLEAR BANK A/C 91205	DEC	#EMPTY
26/05/2026 00:00:00	BNP	SK01/SWP-SYNTRUIPVBPLDISA	EUR	DE0001102432	28880000.00	7.75	66.497452	17716118.17	1.00	12/08/2048 00:00:00	EUROCLEAR BANK A/C 91205	DEC	#EMPTY
26/05/2026 00:00:00	BNP	SW22/SWP-WATERSCHAPSBDISA	EUR	EU000A3K4EY2	75000000.00	8.5	89.568945	61466688.51	1.00	17/09/2054 00:00:00	EUROCLEAR BANK A/C 91205	EUN	#EMPTY
26/05/2026 00:00:00	BNP	SL50/SWP-SYNTRUSPVSPADISA	EUR	DE0001102549	25000.00	3.5	74.14	17886.28	1.00	12/05/2036 00:00:00	EUROCLEAR BANK A/C 91205	DEC	#EMPTY
26/05/2026 00:00:00	BNP	O184/SWP-NETBKOFIREXXNOSA	EUR	EU000A3K4ES4	30000000.00	3.63	99.418856	28742985.46	1.00	16/11/2034 00:00:00	EUROCLEAR BANK A/C 91205	EUN	#EMPTY
26/05/2026 00:00:00	BNP	SK07/SWP-SYNTRUAVERBVDISA	EUR	AT0000A04967	5478000.00	3.00	108.88187	5785612.37	1.00	10/03/2037 00:00:00	EUROCLEAR BANK A/C 91205	ATC	#EMPTY
26/05/2026 00:00:00	BNP	SK07/SWP-SYNTRUAVERBVDISA	EUR	BE0000333428	10000000.00	4.13	100.730021	9656987.11	1.00	16/06/2034 00:00:00	EUROCLEAR BANK A/C 91205	BEC	#EMPTY
26/05/2026 00:00:00	BNP	O064/SWP-NETBNPSHIN01NOSA	USD	US91282CDY49	5000000.00	7.05	88.421572	4109392.58	1.00	11/02/2032 00:00:00	BONY MELLON N/YORK A/C 735137	USC	#EMPTY
26/05/2026 00:00:00	BNP	SO45/SWP-NNLEVENSVERZDISA	EUR	AT0000A2Y8G4	75100000.00	6.62	71.597342	50210056.07	1.00	18/05/2049 00:00:00	EUROCLEAR BANK A/C 91205	ATC	#EMPTY
26/05/2026 00:00:00	BNP	SO45/SWP-NNLEVENSVERZDISA	EUR	BE0000361700	22500000.00	8.00	89.402774	18506374.22	1.00	16/06/2055 00:00:00	EUROCLEAR BANK A/C 91205	BEC	#EMPTY
26/05/2026 00:00:00	BNP	SO45/SWP-NNLEVENSVERZDISA	EUR	EU000A3K4EY2	90000000.00	8.5	89.568945	73760026.21	1.00	17/09/2054 00:00:00	EUROCLEAR BANK A/C 91205	EUN	#EMPTY
26/05/2026 00:00:00	BNP	SK01/SWP-SYNTRUIPVBPLDISA	EUR	BE0000364738	375000.00	8.00	96.784699	333907.21	1.00	17/06/2042 00:00:00	EUROCLEAR BANK A/C 91205	BEC	#EMPTY
26/05/2026 00:00:00	BNP	SBS1/SWP-BLKNAPSTTLXXDISA	GBP	GB00BYVP4K94	86221566.00	35.75	82.422271	45659759.00	1.00	09/11/2056 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBI	#EMPTY
26/05/2026 00:00:00	BNP	SEM5/SWP-MATIGNONSVARDISA	EUR	FR0129287340	19935000.00	0.5	98.501	19537993.48	1.00	23/12/2026 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	SW44/SWP-APGSPAPGXXXXDISA	EUR	FR0013154028	80000.00	11.00	50.538384	35983.33	1.00	19/05/2066 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	SL50/SWP-SYNTRUSPVSPADISA	EUR	BE0000360694	4595000.00	4.13	98.092942	4321216.28	1.00	17/10/2034 00:00:00	EUROCLEAR BANK A/C 91205	BEC	#EMPTY
26/05/2026 00:00:00	BNP	SL50/SWP-SYNTRUSPVSPADISA	EUR	BE0000331406	2595000.00	8.00	99.111151	2366179.62	1.00	16/06/2045 00:00:00	EUROCLEAR BANK A/C 91205	BEC	#EMPTY
26/05/2026 00:00:00	BNP	C	GBP	GB00BNNGP551	652000.00	7.23	136.015038	822701.1	1.00	29/07/2031 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBI	#EMPTY
26/05/2026 00:00:00	BNP	SX05/SWP-ACHMEAPFVXXXDISA	EUR	NL0015000B11	128820000.00	8.75	68.672	80722734.24	1.00	31/12/2037 00:00:00	EUROCLEAR BANK A/C 91205	NLC	#EMPTY
26/05/2026 00:00:00	BNP	SL50/SWP-SYNTRUSPVSPADISA	EUR	AT0000A1VGK0	2269000.00	0.35	98.270055	2221943.43	1.00	14/04/2027 00:00:00	EUROCLEAR BANK A/C 91205	ATC	#EMPTY
26/05/2026 00:00:00	BNP	C	GBP	GB00BM8Z2W66	340000.00	39.85	63.827573	130533.77	1.00	09/03/2073 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBI	#EMPTY
26/05/2026 00:00:00	BNP	SCK6/SWP-BLKLSFT53TTLDISA	GBP	GB00BYVP4K94	686000.00	35.75	82.422271	363280.28	1.00	09/11/2056 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBI	#EMPTY
26/05/2026 00:00:00	BNP	SL50/SWP-SYNTRUSPVSPADISA	EUR	FR0013451507	395000.00	2.5	90.50475	348556.42	1.00	20/11/2029 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	S027/SWP-BLKCMGLDITTLDISA	GBP	GB00BD0XH204	1000.00	16.5	44.203282	369.1	1.00	10/07/2057 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBC	#EMPTY
26/05/2026 00:00:00	BNP	SDQ7/SWP-IPVZDBXXXXXXDISA	EUR	NL0015000LS8	3265000.00	1.25	93.3845	3010891.38	1.00	29/12/2028 00:00:00	EUROCLEAR BANK A/C 91205	NLC	#EMPTY
26/05/2026 00:00:00	BNP	SQ54/SWP-SRLEVNVXXXXXDISA	EUR	EU000A3K4DS6	66882000.00	2.00	100.296151	65738470.28	1.00	16/09/2027 00:00:00	EUROCLEAR BANK A/C 91205	EUN	#EMPTY
26/05/2026 00:00:00	BNP	SCL4/SWP-BLKROCKDTHSWDISA	EUR	DE000BU2D012	6112000.00	7.75	91.650281	5167536.12	1.00	10/08/2056 00:00:00	EUROCLEAR BANK A/C 91205	DEC	#EMPTY
26/05/2026 00:00:00	BNP	SA53/SWP-COVENTRYBSOCDISA	GBP	GB00BPJJKN53	25000000.00	4.00	100.802044	24192490.56	1.00	18/01/2034 00:00:00	EUROCLEAR UK & IRELAND LTD A/C 5165-C	GBC	#EMPTY
26/05/2026 00:00:00	BNP	O442/SWP-NETBNPAXABLMNOSA	EUR	BE0000355645	26393000.00	8.00	55.14711	13390578.6	1.00	17/06/2053 00:00:00	EUROCLEAR BANK A/C 91205	BEC	#EMPTY
26/05/2026 00:00:00	BNP	SDQ7/SWP-IPVZDBXXXXXXDISA	EUR	NL0015614579	44700000.00	8.75	40.8615	16666895.08	1.00	29/12/2051 00:00:00	EUROCLEAR BANK A/C 91205	NLC	#EMPTY
26/05/2026 00:00:00	BNP	SCL4/SWP-BLKROCKDTHSWDISA	EUR	FR0013154044	980126.00	3.25	79.975274	758383.05	1.00	20/05/2036 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	S374/SWP-LABANQUEPOSTDISA	EUR	FR0014007L00	100000000.00	2.5	82.8335	80762662.5	1.00	19/05/2032 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	SFA6/SWP-BLKOAKLDITTLDISA	EUR	DE000BU2D012	5602200.00	7.75	91.650281	4736513.56	1.00	10/08/2056 00:00:00	EUROCLEAR BANK A/C 91205	DEC	#EMPTY
26/05/2026 00:00:00	BNP	SFA6/SWP-BLKOAKLDITTLDISA	EUR	EU000A3K4DM9	9628000.00	8.5	80.619171	7102242.61	1.00	17/01/2048 00:00:00	EUROCLEAR BANK A/C 91205	EUN	#EMPTY
