Cobdate	Scmmnemonic	Account	Currency	ISIN	Units	Haircut	Price	Cover	Factor	ExpiryDate	Custodian	Collgroup	Accountdescription
26/05/2026 00:00:00	BNP	C	EUR	BE0312814867	31000000.00	0.88	99.701	30635325.67	1.00	03/07/2026 00:00:00	EUROCLEAR BANK A/C 91205	BEC	#EMPTY
26/05/2026 00:00:00	BNP	C	EUR	DE0001030575	13105000.00	9.50	104.905962	12441873.28	1.00	11/04/2046 00:00:00	EUROCLEAR BANK A/C 91205	DEI	#EMPTY
26/05/2026 00:00:00	BNP	C	EUR	DE000BU0E311	1057000.00	0.25	99.6825	1051009.91	1.00	10/07/2026 00:00:00	EUROCLEAR BANK A/C 91205	DEC	#EMPTY
26/05/2026 00:00:00	BNP	C	EUR	DE000BU0E337	3238000.00	0.25	99.3005	3207311.81	1.00	11/09/2026 00:00:00	EUROCLEAR BANK A/C 91205	DEC	#EMPTY
26/05/2026 00:00:00	BNP	C	EUR	DE000BU22072	463000.00	0.25	100.703548	465091.78	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	100.26611	11972848.89	1.00	08/03/2027 00:00:00	EUROCLEAR BANK A/C 91205	DEC	#EMPTY
26/05/2026 00:00:00	BNP	C	EUR	DE000BU22098	4504000.00	1.25	101.033699	4493675.83	1.00	07/06/2027 00:00:00	EUROCLEAR BANK A/C 91205	DEC	#EMPTY
26/05/2026 00:00:00	BNP	C	EUR	FR0129437572	65000000.00	0.50	98.328	63593634.00	1.00	21/01/2027 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	C	GBP	GB00B0CNHZ09	2215000.00	24.60	168.094705	2807366.49	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	GB00B128DH60	112000.00	5.55	217.447717	230024.89	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	GB00B24FFM16	5387000.00	24.60	148.172257	6018457.79	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	C	GBP	GB00B4PTCY75	7983000.00	39.85	96.964446	4656014.02	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	GB00B6RNH572	1210000.00	14.60	76.12103	786589.05	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	GB00B73ZYW09	7373000.00	24.60	102.947502	5723100.74	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	GB00BBJNQY21	15674000.00	20.60	68.573395	8534065.98	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	GB00BD0XH204	4221000.00	20.60	44.155448	1479858.36	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	C	GBP	GB00BDCHBW80	293000.00	14.60	50.154812	125498.37	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	C	GBP	GB00BDX8CX86	3786000.00	39.85	76.272834	1736945.24	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	GB00BFMCN652	55949000.00	20.60	37.173456	16513752.46	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	GBP	GB00BGDYHF49	9849000.00	24.60	110.988797	8242190.11	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	C	GBP	GB00BJLR0J16	7646178.00	14.60	43.854456	2863624.06	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	C	GBP	GB00BJQWYH73	81000.00	14.60	57.62062	39858.49	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	C	GBP	GB00BL6C7720	1287000.00	4.35	101.283718	1246818.27	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	GBP	GB00BLH38158	10750000.00	14.60	41.796099	3837090.87	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	C	GBP	GB00BM8Z2W66	340000.00	39.85	64.727162	132373.52	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	C	GBP	GB00BMBL1D50	16528000.00	20.60	23.373448	3067351.81	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	GB00BMF9LF76	3904000.00	20.60	75.831585	2350609.27	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	C	GBP	GB00BNNGP551	652000.00	7.23	136.314192	824510.57	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	C	GBP	GB00BNNGP775	4648000.00	14.60	44.82447	1779258.93	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	C	GBP	GB00BPJJKP77	285000.00	14.60	92.448257	225009.81	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	C	GBP	GB00BPSNBG80	2162000.00	24.60	85.530673	1394276.56	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	C	GBP	GB00BQC82D08	186000.00	14.60	92.793348	147396.67	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	GB00BT7J0134	1927000.00	24.60	98.100294	1425356.07	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	C	GBP	GB00BYVP4K94	5561000.00	39.85	83.160014	2781653.80	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	C	GBP	GB00BYZW3G56	10000.00	4.35	100.113312	9575.84	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	C	GBP	GB00BYZW3J87	2006000.00	9.98	135.648983	2449550.96	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	C	GBP	GB00BZ13DV40	1028000.00	24.60	93.953176	728242.34	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	C	GBP	GB00BZB26Y51	4267000.00	14.60	72.095935	2627188.85	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	USD	US912797UK13	250000000.00	4.80	98.489175	234404236.50	1.00	09/10/2026 00:00:00	BONY MELLON N/YORK A/C 735137	USC	#EMPTY
26/05/2026 00:00:00	BNP	C	USD	US912828ZQ64	46153600.00	7.05	86.90462	37281883.14	1.00	10/05/2030 00:00:00	BONY MELLON N/YORK A/C 735137	USC	#EMPTY
26/05/2026 00:00:00	BNP	C	USD	US91282CLJ89	265000000.00	7.05	98.214674	241919929.63	1.00	27/08/2031 00:00:00	BONY MELLON N/YORK A/C 735137	USC	#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	O003/SWP-NETBNPBLCKRKNOSA	GBP	GB00B06YGN05	5225000.00	10.50	80.6695	3772408.33	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	O003/SWP-NETBNPBLCKRKNOSA	GBP	GB00BDX8CX86	1565000.00	35.75	76.272834	766932.88	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	O003/SWP-NETBNPBLCKRKNOSA	GBP	GB00BFMCN652	2000.00	16.50	37.173456	620.80	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	O003/SWP-NETBNPBLCKRKNOSA	GBP	GB00BLBDX619	1000.00	16.50	28.743008	240.00	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	O009/SWP-NETBNPPFAPENNOSA	EUR	DE000BU0E378	20000000.00	0.25	98.7515	19700924.25	1.00	04/12/2026 00:00:00	EUROCLEAR BANK A/C 91205	DEC	#EMPTY
26/05/2026 00:00:00	BNP	O064/SWP-NETBNPSHIN01NOSA	USD	US91282CDY49	5000000.00	7.05	88.0453	4091905.32	1.00	11/02/2032 00:00:00	BONY MELLON N/YORK A/C 735137	USC	#EMPTY
26/05/2026 00:00:00	BNP	O106/SWP-NETBNPBRGSMCNOSA	EUR	DE000BU2D012	479000.00	7.75	91.934336	406237.15	1.00	10/08/2056 00:00:00	EUROCLEAR BANK A/C 91205	DEC	#EMPTY
26/05/2026 00:00:00	BNP	O106/SWP-NETBNPBRGSMCNOSA	EUR	DE000BU2F009	11713000.00	7.75	91.801479	9919372.42	1.00	10/05/2041 00:00:00	EUROCLEAR BANK A/C 91205	DEC	#EMPTY
26/05/2026 00:00:00	BNP	O106/SWP-NETBNPBRGSMCNOSA	EUR	FR001400CMX2	5002000.00	7.25	80.456699	3732671.89	1.00	19/05/2043 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	O172/SWP-CQUANTEDGEGOSA	USD	US912797RF64	27800000.00	0.50	99.504867	27524041.17	1.00	06/07/2026 00:00:00	BONY MELLON N/YORK A/C 735137	USC	#EMPTY
26/05/2026 00:00:00	BNP	O172/SWP-CQUANTEDGEGOSA	USD	US912797TC16	20100000.00	0.50	97.778472	19555205.55	1.00	21/12/2026 00:00:00	BONY MELLON N/YORK A/C 735137	USC	#EMPTY
26/05/2026 00:00:00	BNP	O172/SWP-CQUANTEDGEGOSA	USD	US91282CQB09	42200000.00	1.38	99.511566	41414365.30	1.00	24/02/2028 00:00:00	BONY MELLON N/YORK A/C 735137	USC	#EMPTY
26/05/2026 00:00:00	BNP	O172/SWP-CQUANTEDGEGOSA	USD	US91282CQH78	18780000.00	1.38	100.109302	18541079.74	1.00	28/03/2028 00:00:00	BONY MELLON N/YORK A/C 735137	USC	#EMPTY
26/05/2026 00:00:00	BNP	O172/SWP-CQUANTEDGEGOSA	USD	US91282CQL80	1170000.00	1.38	99.527446	1148401.42	1.00	26/04/2028 00:00:00	BONY MELLON N/YORK A/C 735137	USC	#EMPTY
26/05/2026 00:00:00	BNP	O184/SWP-NETBKOFIREXXNOSA	EUR	ES0000012B39	20000000.00	3.38	97.824062	18903521.74	1.00	26/04/2028 00:00:00	EUROCLEAR BANK A/C 91205	ESC	#EMPTY
26/05/2026 00:00:00	BNP	O184/SWP-NETBKOFIREXXNOSA	EUR	EU000A3K4ES4	30000000.00	3.63	99.643637	28807971.89	1.00	16/11/2034 00:00:00	EUROCLEAR BANK A/C 91205	EUN	#EMPTY
26/05/2026 00:00:00	BNP	O184/SWP-NETBKOFIREXXNOSA	EUR	FR001400IVT8	40000000.00	8.00	100.44611	36964168.48	1.00	20/11/2031 00:00:00	EUROCLEAR BANK A/C 91205	CES	#EMPTY
26/05/2026 00:00:00	BNP	O223/SWP-NETBNPAXLEPHNOSA	EUR	ES0000012B47	11500000.00	15.15	82.39163	8039569.28	1.00	28/10/2048 00:00:00	EUROCLEAR BANK A/C 91205	ESC	#EMPTY
26/05/2026 00:00:00	BNP	O223/SWP-NETBNPAXLEPHNOSA	EUR	FR0014004J31	1812000.00	11.15	42.97961	691955.39	1.00	20/05/2053 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	O238/SWP-CAXAIMGOSA	EUR	FR0000187635	15000000.00	2.50	118.075733	17268575.95	1.00	19/10/2032 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	O238/SWP-CAXAIMGOSA	JPY	JP1300601JA9	50000.00	14.05	57.545705	24730.27	1.00	11/09/2048 00:00:00	EUROCLEAR BANK A/C 91205	JPC	#EMPTY
26/05/2026 00:00:00	BNP	O238/SWP-CAXAIMGOSA	JPY	JP1400111J52	50000.00	17.55	44.487849	18340.12	1.00	12/03/2058 00:00:00	EUROCLEAR BANK A/C 91205	JPC	#EMPTY
26/05/2026 00:00:00	BNP	O385/SWP-NETBNPIAIMB1NOSA	USD	US912810UA42	3481000.00	7.50	92.817934	2988667.88	1.00	12/05/2054 00:00:00	BONY MELLON N/YORK A/C 735137	USC	#EMPTY
26/05/2026 00:00:00	BNP	O442/SWP-NETBNPAXABLMNOSA	EUR	BE0000355645	26393000.00	8.00	55.301774	13428133.43	1.00	17/06/2053 00:00:00	EUROCLEAR BANK A/C 91205	BEC	#EMPTY
26/05/2026 00:00:00	BNP	O642/SWP-CBLACKROCKGOSA	GBP	GB00BD0XH204	2000.00	16.50	44.155448	737.40	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	O642/SWP-CBLACKROCKGOSA	GBP	GB00BMBL1D50	2600000.00	16.50	23.373448	507437.56	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	O642/SWP-CBLACKROCKGOSA	GBP	GB00BYVP4K94	1466000.00	35.75	83.160014	783288.33	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	O854/SWP-NETBNPLBBWAMNOSA	EUR	DE0001102572	65000000.00	7.75	40.3765	24210758.81	1.00	12/08/2052 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	55.336781	2140288347.13	1.00	11/09/2046 00:00:00	EUROCLEAR BANK A/C 91205	JPC	#EMPTY
26/05/2026 00:00:00	BNP	S012/SWP-SCORSCORXXXXDISA	EUR	DE000A352ED1	4100000.00	8.00	97.710774	3685650.40	1.00	05/01/2034 00:00:00	EUROCLEAR BANK A/C 91205	KFW	#EMPTY
26/05/2026 00:00:00	BNP	S012/SWP-SCORSCORXXXXDISA	EUR	EU000A3L1DJ0	3000000.00	3.50	98.709281	2857633.68	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	EUR	EU000A3LZ0X9	2700000.00	8.50	98.862945	2442409.06	1.00	16/09/2039 00:00:00	EUROCLEAR BANK A/C 91205	EUN	#EMPTY
26/05/2026 00:00:00	BNP	S012/SWP-SCORSCORXXXXDISA	GBP	GB0002404191	4000000.00	5.40	104.1235	3940033.24	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	S012/SWP-SCORSCORXXXXDISA	GBP	GB0032452392	3800000.00	8.10	95.555413	3336986.13	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	S012/SWP-SCORSCORXXXXDISA	GBP	GB00BMGR2916	4494000.00	8.10	69.03805	2851261.80	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	S012/SWP-SCORSCORXXXXDISA	GBP	GB00BPJJKN53	3000000.00	8.10	100.643268	2774734.90	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	S012/SWP-SCORSCORXXXXDISA	JPY	JP1024721R52	906500000.00	6.43	99.648445	845230118.13	1.00	22/04/2027 00:00:00	EUROCLEAR BANK A/C 91205	JPC	#EMPTY
26/05/2026 00:00:00	BNP	S012/SWP-SCORSCORXXXXDISA	JPY	JP1103641MA8	651000000.00	7.68	90.229356	542281316.90	1.00	11/09/2031 00:00:00	EUROCLEAR BANK A/C 91205	JPC	#EMPTY
26/05/2026 00:00:00	BNP	S012/SWP-SCORSCORXXXXDISA	JPY	JP1103691P11	820800000.00	7.68	89.706568	679762786.16	1.00	10/12/2032 00:00:00	EUROCLEAR BANK A/C 91205	JPC	#EMPTY
26/05/2026 00:00:00	BNP	S012/SWP-SCORSCORXXXXDISA	JPY	JP1201191A72	223300000.00	7.68	100.623747	207436417.93	1.00	12/06/2030 00:00:00	EUROCLEAR BANK A/C 91205	JPC	#EMPTY
26/05/2026 00:00:00	BNP	S012/SWP-SCORSCORXXXXDISA	USD	US298785KA31	124000.00	7.80	98.356708	112449.26	1.00	31/01/2034 00:00:00	EUROCLEAR BANK A/C 91205	EIB	#EMPTY
26/05/2026 00:00:00	BNP	S027/SWP-BLKCMGLDITTLDISA	GBP	GB00B4PTCY75	635000.00	35.75	96.964446	395602.82	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	S027/SWP-BLKCMGLDITTLDISA	GBP	GB00BD0XH204	1000.00	16.50	44.155448	368.70	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	S027/SWP-BLKCMGLDITTLDISA	GBP	GB00BD9MZZ71	52000.00	35.75	74.481778	24884.36	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	S031/SWP-AXAGIHK51472DISA	USD	US91282CLS88	19500000.00	0.50	100.368393	19473977.45	1.00	28/10/2026 00:00:00	BONY MELLON N/YORK A/C 735137	USC	#EMPTY
26/05/2026 00:00:00	BNP	S040/SWP-BLKUBSTTLXXXDISA	GBP	GB00B06YGN05	9000.00	10.50	80.6695	6497.93	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	GB00B1L6W962	4977000.00	20.50	191.278913	7568361.45	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	S040/SWP-BLKUBSTTLXXXDISA	GBP	GB00BYVP4K94	780000.00	35.75	83.160014	416756.41	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	S374/SWP-LABANQUEPOSTDISA	EUR	BE0000335449	140000000.00	3.50	91.926767	124193062.22	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	FR0010070060	25000000.00	3.25	109.955938	26595592.50	1.00	19/04/2035 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	S374/SWP-LABANQUEPOSTDISA	EUR	FR0014001N38	100000000.00	3.00	120.311816	116702461.66	1.00	21/07/2031 00:00:00	EUROCLEAR BANK A/C 91205	FRI	#EMPTY
26/05/2026 00:00:00	BNP	S374/SWP-LABANQUEPOSTDISA	EUR	FR0014002WK3	100000000.00	2.50	84.6335	82517662.50	1.00	19/11/2031 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	107.402253	312540555.67	1.00	24/02/2032 00:00:00	EUROCLEAR BANK A/C 91205	FRI	#EMPTY
26/05/2026 00:00:00	BNP	S374/SWP-LABANQUEPOSTDISA	EUR	FR0014007L00	100000000.00	2.50	83.0095	80934262.50	1.00	19/05/2032 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	S533/SWP-CREDEMILISPADISA	USD	US298785JL15	40000000.00	7.80	87.256667	32180258.79	1.00	03/02/2031 00:00:00	EUROCLEAR BANK A/C 91205	EIB	#EMPTY
26/05/2026 00:00:00	BNP	S533/SWP-CREDEMILISPADISA	USD	US91282CAE12	22000000.00	7.05	86.249996	17637261.68	1.00	12/08/2030 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	1.30	97.083177	18206008.18	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	SA53/SWP-COVENTRYBSOCDISA	GBP	GB00BPJJKN53	25000000.00	4.00	100.643268	24154384.32	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	SA53/SWP-COVENTRYBSOCDISA	GBP	GB00BQC82B83	50000000.00	2.75	100.590483	48912122.36	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	SAA1/SWP-AXACRIBDERIVDISA	USD	US912810RZ30	9030000.00	7.50	68.761888	5743508.64	1.00	12/11/2047 00:00:00	BONY MELLON N/YORK A/C 735137	USC	#EMPTY
26/05/2026 00:00:00	BNP	SAK4/SWP-VANLANSCHTNVDISA	EUR	EU000A287074	500000.00	6.10	94.735	444780.83	1.00	17/05/2028 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	69.331521	385213.56	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	AT0000A2NW83	515000.00	2.75	87.864	440055.86	1.00	14/02/2031 00:00:00	EUROCLEAR BANK A/C 91205	ATC	#EMPTY
26/05/2026 00:00:00	BNP	SAV4/SWP-IPVPMAXXXXXXDISA	EUR	AT0000A2VB47	1890000.00	1.50	94.1055	1751915.04	1.00	16/10/2028 00:00:00	EUROCLEAR BANK A/C 91205	ATC	#EMPTY
26/05/2026 00:00:00	BNP	SAV4/SWP-IPVPMAXXXXXXDISA	EUR	AT0000A2WSC8	3000000.00	2.75	89.982212	2625231.04	1.00	16/02/2032 00:00:00	EUROCLEAR BANK A/C 91205	ATC	#EMPTY
26/05/2026 00:00:00	BNP	SAV4/SWP-IPVPMAXXXXXXDISA	EUR	DE0001102341	3380000.00	7.75	88.426055	2757168.61	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	2.50	87.1315	441756.71	1.00	12/08/2031 00:00:00	EUROCLEAR BANK A/C 91205	DEC	#EMPTY
26/05/2026 00:00:00	BNP	SAV4/SWP-IPVPMAXXXXXXDISA	EUR	DE000BU25059	2080000.00	2.50	100.135795	2030753.92	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	DE000BU27006	1550000.00	2.50	100.257541	1515142.09	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	DE000BU2Z015	390000.00	3.50	100.583637	378546.52	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	DE000BU2Z031	2643000.00	3.50	99.991637	2550281.70	1.00	10/08/2034 00:00:00	EUROCLEAR BANK A/C 91205	DEC	#EMPTY
26/05/2026 00:00:00	BNP	SAV4/SWP-IPVPMAXXXXXXDISA	EUR	FI4000348727	3675000.00	1.00	95.723945	3482676.43	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	FR001400NBC6	3317000.00	1.00	101.449582	3331431.81	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	NL0015000B11	3105000.00	8.75	68.9165	1952619.81	1.00	31/12/2037 00:00:00	EUROCLEAR BANK A/C 91205	NLC	#EMPTY
26/05/2026 00:00:00	BNP	SAV4/SWP-IPVPMAXXXXXXDISA	EUR	NL0015000LS8	10595000.00	1.25	93.581	9790970.61	1.00	29/12/2028 00:00:00	EUROCLEAR BANK A/C 91205	NLC	#EMPTY
26/05/2026 00:00:00	BNP	SAV4/SWP-IPVPMAXXXXXXDISA	EUR	NL0015001XZ6	518000.00	3.00	98.898384	496924.82	1.00	03/07/2034 00:00:00	EUROCLEAR BANK A/C 91205	NLC	#EMPTY
26/05/2026 00:00:00	BNP	SBM1/SWP-BLKLSFT71TTLDISA	GBP	GB00B0CNHZ09	245000.00	20.50	168.094705	327406.46	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	GB00B4PTCY75	3639346.00	35.75	96.964446	2267300.05	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	GB00B6RNH572	4000.00	10.50	76.12103	2725.13	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	SBM1/SWP-BLKLSFT71TTLDISA	GBP	GB00BBJNQY21	14000.00	16.50	68.573395	8016.23	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	SBM1/SWP-BLKLSFT71TTLDISA	GBP	GB00BMBL1D50	18000.00	16.50	23.373448	3513.03	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	SBN8/SWP-AXAICRIBLCCADISA	USD	US912810SL35	1100000.00	7.50	57.052486	580509.05	1.00	10/02/2050 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	101.174588	39911351.47	1.00	12/06/2028 00:00:00	BONY MELLON N/YORK A/C 735137	USC	#EMPTY
26/05/2026 00:00:00	BNP	SBR9/SWP-BLKAPSTTLXXXDISA	GBP	GB00B1VWPJ53	216000.00	10.50	90.208	174390.11	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	20.50	148.172257	918816.17	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	SBR9/SWP-BLKAPSTTLXXXDISA	GBP	GB00BD0XH204	1000.00	16.50	44.155448	368.70	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	SBR9/SWP-BLKAPSTTLXXXDISA	GBP	GB00BD9MZZ71	57000.00	35.75	74.481778	27277.09	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	SBR9/SWP-BLKAPSTTLXXXDISA	GBP	GB00BMBL1D50	13000.00	16.50	23.373448	2537.19	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	SBR9/SWP-BLKAPSTTLXXXDISA	GBP	GB00BP9DLZ64	299000.00	35.75	84.404699	162147.76	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	SBS1/SWP-BLKNAPSTTLXXDISA	GBP	GB00B0CNHZ09	1532000.00	20.50	168.094705	2047292.66	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	SBS1/SWP-BLKNAPSTTLXXDISA	GBP	GB00BD0XH204	20000.00	16.50	44.155448	7373.96	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	SBS1/SWP-BLKNAPSTTLXXDISA	GBP	GB00BD9MZZ71	20763000.00	35.75	74.481778	9936038.67	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	SBS1/SWP-BLKNAPSTTLXXDISA	GBP	GB00BMBL1D50	2000.00	16.50	23.373448	390.34	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	SBS1/SWP-BLKNAPSTTLXXDISA	GBP	GB00BYVP4K94	86221566.00	35.75	83.160014	46068448.88	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	SBX1/SWP-ACHMEAADPXXXDISA	EUR	BE0000331406	1495000.00	8.00	99.352377	1366492.59	1.00	16/06/2045 00:00:00	EUROCLEAR BANK A/C 91205	BEC	#EMPTY
26/05/2026 00:00:00	BNP	SBX1/SWP-ACHMEAADPXXXDISA	EUR	BE0000336454	8085000.00	8.00	84.418158	6279191.43	1.00	16/06/2038 00:00:00	EUROCLEAR BANK A/C 91205	BEC	#EMPTY
26/05/2026 00:00:00	BNP	SBX1/SWP-ACHMEAADPXXXDISA	EUR	BE0000353624	57000000.00	11.38	31.042199	15680470.15	1.00	16/06/2071 00:00:00	EUROCLEAR BANK A/C 91205	BEC	#EMPTY
26/05/2026 00:00:00	BNP	SBX1/SWP-ACHMEAADPXXXDISA	EUR	DE0001102549	17730000.00	3.50	74.3695	12724212.42	1.00	12/05/2036 00:00:00	EUROCLEAR BANK A/C 91205	DEC	#EMPTY
26/05/2026 00:00:00	BNP	SBX1/SWP-ACHMEAADPXXXDISA	EUR	DE0001102614	41500000.00	7.75	71.639979	27426470.46	1.00	12/08/2053 00:00:00	EUROCLEAR BANK A/C 91205	DEC	#EMPTY
26/05/2026 00:00:00	BNP	SBX1/SWP-ACHMEAADPXXXDISA	EUR	NL0009446418	4600000.00	8.75	105.932164	4446502.58	1.00	01/01/2042 00:00:00	EUROCLEAR BANK A/C 91205	NLC	#EMPTY
26/05/2026 00:00:00	BNP	SBY8/SWP-BLKLSFT73TTLDISA	GBP	GB00B0CNHZ09	67000.00	20.50	168.094705	89535.64	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	SBY8/SWP-BLKLSFT73TTLDISA	GBP	GB00BBJNQY21	22000.00	16.50	68.573395	12596.93	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	GB00BD0XH204	86000.00	16.50	44.155448	31708.03	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	SBY8/SWP-BLKLSFT73TTLDISA	GBP	GB00BD9MZZ71	1793684.82	35.75	74.481778	858359.67	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	SBY8/SWP-BLKLSFT73TTLDISA	GBP	GB00BLBDX619	21000.00	16.50	28.743008	5040.09	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	16.50	23.373448	2342.02	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	SBY9/SWP-BLKLSFT72TTLDISA	GBP	GB00B4PTCY75	86000.00	35.75	96.964446	53577.70	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	SBY9/SWP-BLKLSFT72TTLDISA	GBP	GB00BLBDX619	1000.00	16.50	28.743008	240.00	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	SBY9/SWP-BLKLSFT72TTLDISA	GBP	GB00BYVP4K94	2708000.00	35.75	83.160014	1446892.76	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	SBZ0/SWP-BLKLSFT74TTLDISA	GBP	GB00B0CNHZ09	684000.00	20.50	168.094705	914065.39	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	GB00B4PTCY75	3540000.00	35.75	96.964446	2205407.83	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	SBZ0/SWP-BLKLSFT74TTLDISA	GBP	GB00B6RNH572	135000.00	10.50	76.12103	91973.23	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	SBZ0/SWP-BLKLSFT74TTLDISA	GBP	GB00B73ZYW09	2000.00	20.50	102.947502	1636.87	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	SBZ0/SWP-BLKLSFT74TTLDISA	GBP	GB00BM8Z2V59	4354000.00	10.50	43.265519	1685983.72	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	GB00BMBL1D50	8000.00	16.50	23.373448	1561.35	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	SBZ0/SWP-BLKLSFT74TTLDISA	GBP	GB00BYMWG366	114000.00	20.50	105.841765	95924.39	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	SBZ0/SWP-BLKLSFT74TTLDISA	GBP	GB00BYVP4K94	3000.00	35.75	83.160014	1602.91	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	EUR	BE0000350596	3982474.56	8.00	63.143507	2313500.17	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	EUR	FR0013515806	57000000.00	7.25	63.00524	33309295.26	1.00	21/05/2040 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	SC22/SWP-MEDIOBANCAXXDISA	EUR	FR0014007L00	30000000.00	2.50	83.0095	24280278.75	1.00	19/05/2032 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	SC22/SWP-MEDIOBANCAXXDISA	EUR	FR001400H7V7	45000000.00	2.50	98.275438	43118348.42	1.00	19/05/2033 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	SC22/SWP-MEDIOBANCAXXDISA	USD	US91282CCZ23	239600000.00	4.80	99.113177	226076363.83	1.00	25/09/2026 00:00:00	BONY MELLON N/YORK A/C 735137	USC	#EMPTY
26/05/2026 00:00:00	BNP	SC22/SWP-MEDIOBANCAXXDISA	USD	US91282CDQ15	91000000.00	4.80	98.971722	85741182.20	1.00	28/12/2026 00:00:00	BONY MELLON N/YORK A/C 735137	USC	#EMPTY
26/05/2026 00:00:00	BNP	SCD0/SWP-BLKROCK32TTLDISA	GBP	GB00B0CNHZ09	289000.00	20.50	168.094705	386205.99	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	SCD0/SWP-BLKROCK32TTLDISA	GBP	GB00B128DP45	54000.00	10.50	84.294	40739.29	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	SCD0/SWP-BLKROCK32TTLDISA	GBP	GB00B4PTCY75	10865000.00	35.75	96.964446	6768857.65	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	GB00BLBDX619	4000.00	16.50	28.743008	960.02	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	SCI0/SWP-BLKUSSLDITTLDISA	GBP	GB00BD9MZZ71	19564000.00	35.75	74.481778	9362262.70	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	SCI0/SWP-BLKUSSLDITTLDISA	GBP	GB00BDX8CX86	3183000.00	35.75	76.272834	1559838.57	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	GB00BLBDX619	4000.00	16.50	28.743008	960.02	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	SCI0/SWP-BLKUSSLDITTLDISA	GBP	GB00BM8Z2V59	475000.00	10.50	43.265519	183932.54	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	SCJ6/SWP-BLKPFIXXXXXXDISA	EUR	FR0010171975	20390000.00	7.25	93.766685	17732897.61	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	89810000.00	11.00	92.397185	73853901.55	1.00	20/04/2060 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	SCK2/SWP-BLKROCKCITFIDISA	GBP	GB00BD9MZZ71	434000.00	35.75	74.481778	207688.71	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	SCK2/SWP-BLKROCKCITFIDISA	GBP	GB00BLH38158	1000.00	10.50	41.796099	374.08	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	SCK2/SWP-BLKROCKCITFIDISA	GBP	GB00BMBL1D50	1000.00	16.50	23.373448	195.17	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	GB00BMBL1F74	2000.00	10.50	34.47906	617.18	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	SCK2/SWP-BLKROCKCITFIDISA	GBP	GB00BT7J0134	205000.00	20.50	98.100294	159878.95	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	GB00B0CNHZ09	1546000.00	20.50	168.094705	2066001.60	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	SCK3/SWP-BLKROCKSALFIDISA	GBP	GB00B4PTCY75	144000.00	35.75	96.964446	89711.50	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	SCK3/SWP-BLKROCKSALFIDISA	GBP	GB00BD9MZZ71	3574000.00	35.75	74.481778	1710321.35	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	GB00BMBL1D50	1000.00	16.50	23.373448	195.17	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	SCK6/SWP-BLKLSFT53TTLDISA	GBP	GB00B0CNHZ09	1705000.00	20.50	168.094705	2278481.71	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	SCK6/SWP-BLKLSFT53TTLDISA	GBP	GB00B421JZ66	523634.00	20.50	129.933743	540899.92	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	SCK6/SWP-BLKLSFT53TTLDISA	GBP	GB00BYVP4K94	686000.00	35.75	83.160014	366531.92	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	SCK9/SWP-BLKLSFT42TTLDISA	GBP	GB00B06YGN05	100000.00	10.50	80.6695	72199.20	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	GB00B0CNHZ09	4194000.00	20.50	168.094705	5604664.10	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	GB00B3MYD345	21000.00	20.50	154.823582	25847.80	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	SCK9/SWP-BLKLSFT42TTLDISA	GBP	GB00BD9MZZ71	2460000.00	35.75	74.481778	1177221.75	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	SCK9/SWP-BLKLSFT42TTLDISA	GBP	GB00BDCHBW80	1295000.00	10.50	50.154812	581306.81	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	SCK9/SWP-BLKLSFT42TTLDISA	GBP	GB00BDX8CX86	4501126.00	35.75	76.272834	2205790.12	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	10.50	43.265519	319849.00	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	SCK9/SWP-BLKLSFT42TTLDISA	GBP	GB00BM8Z2W66	4608000.00	35.75	64.727162	1916338.24	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	SCK9/SWP-BLKLSFT42TTLDISA	GBP	GB00BMBL1D50	18079000.00	16.50	23.373448	3528447.53	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	SCK9/SWP-BLKLSFT42TTLDISA	GBP	GB00BP9DLZ64	1767000.00	35.75	84.404699	958244.44	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	SCL4/SWP-BLKROCKDTHSWDISA	EUR	AT0000A04967	814000.00	3.00	109.178	862047.65	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	AT0000A0VRQ6	4225000.00	6.62	97.326377	3839822.42	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	AT0000A10683	402000.00	3.00	95.500301	372393.87	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	AT0000A1K9F1	1750000.00	6.62	69.331521	1132981.05	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	AT0000A2EJ08	41345000.00	6.62	52.351226	20211740.92	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	DE0001030757	895000.00	7.75	71.850979	593228.63	1.00	12/08/2053 00:00:00	EUROCLEAR BANK A/C 91205	DEC	#EMPTY
26/05/2026 00:00:00	BNP	SCL4/SWP-BLKROCKDTHSWDISA	EUR	DE000BU2D012	6112000.00	7.75	91.934336	5183552.05	1.00	10/08/2056 00:00:00	EUROCLEAR BANK A/C 91205	DEC	#EMPTY
26/05/2026 00:00:00	BNP	SCL4/SWP-BLKROCKDTHSWDISA	EUR	EU000A283859	54157000.00	3.50	88.474	46237843.93	1.00	18/09/2030 00:00:00	EUROCLEAR BANK A/C 91205	EUN	#EMPTY
26/05/2026 00:00:00	BNP	SCL4/SWP-BLKROCKDTHSWDISA	EUR	EU000A285VM2	145453000.00	3.63	74.2885	104132460.78	1.00	18/06/2035 00:00:00	EUROCLEAR BANK A/C 91205	EUN	#EMPTY
26/05/2026 00:00:00	BNP	SCL4/SWP-BLKROCKDTHSWDISA	EUR	EU000A287074	59900000.00	2.00	94.735	55611339.70	1.00	17/05/2028 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	73.08424	142926607.83	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	EU000A3K4DG1	61275492.00	8.50	68.750062	38546148.95	1.00	19/01/2043 00:00:00	EUROCLEAR BANK A/C 91205	EUN	#EMPTY
26/05/2026 00:00:00	BNP	SCL4/SWP-BLKROCKDTHSWDISA	EUR	EU000A3KM903	8554000.00	3.63	73.21	6035058.88	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	EU000A3KRJQ6	24033000.00	3.50	91.7875	21287214.73	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	FR0010070060	1865192.00	3.25	109.955938	1984235.45	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	93.766685	3652681.21	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	103.988706	1720950.80	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	106.225771	33958405.85	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	14886000.00	11.00	92.397185	12241278.01	1.00	20/04/2060 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	SCL4/SWP-BLKROCKDTHSWDISA	EUR	FR0011461037	14500000.00	7.25	88.217308	11864125.21	1.00	19/05/2045 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	SCL4/SWP-BLKROCKDTHSWDISA	EUR	FR0013154044	980126.00	3.25	80.066349	759246.69	1.00	20/05/2036 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	SCL4/SWP-BLKROCKDTHSWDISA	EUR	FR0013480613	315686149.00	7.25	44.38811	129967899.23	1.00	21/05/2052 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	SCL4/SWP-BLKROCKDTHSWDISA	EUR	NL0000102234	1048617.00	3.00	109.151075	1110239.43	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	NL0009446418	2211000.00	8.75	105.932164	2137221.13	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	NL0010721999	3160750.00	8.75	90.577021	2612408.29	1.00	01/01/2047 00:00:00	EUROCLEAR BANK A/C 91205	NLC	#EMPTY
26/05/2026 00:00:00	BNP	SCL4/SWP-BLKROCKDTHSWDISA	EUR	NL0015614579	71266344.00	8.75	41.0815	26715520.84	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	43.2785	14474597.11	1.00	10/08/2050 00:00:00	EUROCLEAR BANK A/C 91205	DEC	#EMPTY
26/05/2026 00:00:00	BNP	SCW6/SWP-STICHSPOORWGDISA	EUR	NL0000102234	16528000.00	3.00	109.151075	17499274.99	1.00	31/12/2036 00:00:00	EUROCLEAR BANK A/C 91205	NLC	#EMPTY
26/05/2026 00:00:00	BNP	SCY8/SWP-NOVOBANCOSA2DISA	EUR	ES0000012J07	10000000.00	11.25	66.574158	5908456.52	1.00	25/07/2042 00:00:00	EUROCLEAR BANK A/C 91205	ESC	#EMPTY
26/05/2026 00:00:00	BNP	SCY8/SWP-NOVOBANCOSA2DISA	EUR	ES0000012K20	61000000.00	5.13	87.804781	50813241.40	1.00	27/04/2032 00:00:00	EUROCLEAR BANK A/C 91205	ESC	#EMPTY
26/05/2026 00:00:00	BNP	SCY8/SWP-NOVOBANCOSA2DISA	EUR	NL0015000LS8	15000000.00	1.25	93.581	13861685.63	1.00	29/12/2028 00:00:00	EUROCLEAR BANK A/C 91205	NLC	#EMPTY
26/05/2026 00:00:00	BNP	SCZ1/SWP-AXAIIMJOFXXXDISA	USD	US912797TF47	2133000.00	0.50	99.57445	2113303.40	1.00	29/06/2026 00:00:00	BONY MELLON N/YORK A/C 735137	USC	#EMPTY
26/05/2026 00:00:00	BNP	SDM4/SWP-BLKROCKLSFTVDISA	GBP	GB00B1VWPJ53	19283000.00	10.50	90.208	15568353.73	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	SDM4/SWP-BLKROCKLSFTVDISA	GBP	GB00B4PTCY75	1030000.00	35.75	96.964446	641686.46	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	GB00BD9MZZ71	619000.00	35.75	74.481778	296219.62	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	SDM4/SWP-BLKROCKLSFTVDISA	GBP	GB00BLBDX619	2000.00	16.50	28.743008	480.01	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	SDM4/SWP-BLKROCKLSFTVDISA	GBP	GB00BP9DLZ64	3485000.00	35.75	84.404699	1889916.17	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	SDP4/SWP-CARDSCHILDERDISA	EUR	AT0000A3RVH9	2446900.00	3.00	101.076788	2399050.49	1.00	14/02/2036 00:00:00	EUROCLEAR BANK A/C 91205	ATC	#EMPTY
26/05/2026 00:00:00	BNP	SDP4/SWP-CARDSCHILDERDISA	EUR	BE0000366758	3525000.00	4.13	100.286404	3389096.29	1.00	17/06/2036 00:00:00	EUROCLEAR BANK A/C 91205	BEC	#EMPTY
26/05/2026 00:00:00	BNP	SDP4/SWP-CARDSCHILDERDISA	EUR	BE0312819916	50000000.00	0.88	98.6995	48915472.20	1.00	04/12/2026 00:00:00	EUROCLEAR BANK A/C 91205	BEC	#EMPTY
26/05/2026 00:00:00	BNP	SDQ7/SWP-IPVZDBXXXXXXDISA	EUR	NL0012171458	17220000.00	1.25	98.726815	16788248.07	1.00	01/07/2027 00:00:00	EUROCLEAR BANK A/C 91205	NLC	#EMPTY
26/05/2026 00:00:00	BNP	SDQ7/SWP-IPVZDBXXXXXXDISA	EUR	NL0015000LS8	3265000.00	1.25	93.581	3017226.90	1.00	29/12/2028 00:00:00	EUROCLEAR BANK A/C 91205	NLC	#EMPTY
26/05/2026 00:00:00	BNP	SDQ7/SWP-IPVZDBXXXXXXDISA	EUR	NL0015001DQ7	4415000.00	2.75	100.35661	4308898.86	1.00	31/12/2029 00:00:00	EUROCLEAR BANK A/C 91205	NLC	#EMPTY
26/05/2026 00:00:00	BNP	SDQ7/SWP-IPVZDBXXXXXXDISA	EUR	NL0015614579	44700000.00	8.75	41.0815	16756630.33	1.00	29/12/2051 00:00:00	EUROCLEAR BANK A/C 91205	NLC	#EMPTY
26/05/2026 00:00:00	BNP	SDX1/SWP-MEDVIDAPTNRSDISA	EUR	NL0010721999	369000.00	8.75	90.577021	304984.15	1.00	01/01/2047 00:00:00	EUROCLEAR BANK A/C 91205	NLC	#EMPTY
26/05/2026 00:00:00	BNP	SDX1/SWP-MEDVIDAPTNRSDISA	EUR	NL0015614579	7266000.00	8.75	41.0815	2723795.88	1.00	29/12/2051 00:00:00	EUROCLEAR BANK A/C 91205	NLC	#EMPTY
26/05/2026 00:00:00	BNP	SDY2/SWP-BSABESBBXXXXDISA	EUR	ES00000124C5	80000000.00	3.38	108.675795	84002042.50	1.00	26/10/2028 00:00:00	EUROCLEAR BANK A/C 91205	ESC	#EMPTY
26/05/2026 00:00:00	BNP	SDY2/SWP-BSABESBBXXXXDISA	EUR	ES0000012B39	35000000.00	3.38	97.824062	33081163.05	1.00	26/04/2028 00:00:00	EUROCLEAR BANK A/C 91205	ESC	#EMPTY
26/05/2026 00:00:00	BNP	SDZ6/SWP-AXAISPILDMXXDISA	EUR	DE0001135481	20000000.00	7.75	90.244226	16650059.70	1.00	29/06/2044 00:00:00	EUROCLEAR BANK A/C 91205	DEC	#EMPTY
26/05/2026 00:00:00	BNP	SDZ6/SWP-AXAISPILDMXXDISA	EUR	FR0014002JM6	25000000.00	7.25	54.557274	12650467.91	1.00	21/06/2044 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	SDZ6/SWP-AXAISPILDMXXDISA	EUR	NL0009446418	20000000.00	8.75	105.932164	19332619.93	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	NL0010721999	20000000.00	8.75	90.577021	16530306.33	1.00	01/01/2047 00:00:00	EUROCLEAR BANK A/C 91205	NLC	#EMPTY
26/05/2026 00:00:00	BNP	SEM5/SWP-MATIGNONSVARDISA	EUR	FR0129287316	20000000.00	0.50	99.1095	19722790.50	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	0.50	98.7235	7905737.40	1.00	26/11/2026 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	SEM5/SWP-MATIGNONSVARDISA	EUR	FR0129287340	19935000.00	0.50	98.528	19543349.02	1.00	23/12/2026 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	SEM7/SWP-AXAIGOAGVXXXDISA	EUR	FR0129287316	14642340.00	0.50	99.1095	14439390.21	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	FR0129287324	5732693.00	0.50	98.919	5642368.98	1.00	29/10/2026 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	SEM7/SWP-AXAIGOAGVXXXDISA	EUR	FR0129287332	13082000.00	0.50	98.7235	12850433.23	1.00	26/11/2026 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	SEZ1/SWP-BLKIOETLDITTDISA	GBP	GB00BD9MZZ71	64000.00	35.75	74.481778	30626.91	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	SEZ1/SWP-BLKIOETLDITTDISA	GBP	GB00BFWFPP71	388000.00	10.50	51.611448	179225.91	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	SFA6/SWP-BLKOAKLDITTLDISA	EUR	DE0001102614	192000.00	7.75	71.639979	126888.73	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	DE0001135366	3500000.00	7.75	121.240979	3914568.11	1.00	29/06/2040 00:00:00	EUROCLEAR BANK A/C 91205	DEC	#EMPTY
26/05/2026 00:00:00	BNP	SFA6/SWP-BLKOAKLDITTLDISA	EUR	DE000BU2D012	5635200.00	7.75	91.934336	4779180.72	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	DE000BU2T000	11568000.00	7.75	100.483103	10723034.24	1.00	10/05/2047 00:00:00	EUROCLEAR BANK A/C 91205	DEC	#EMPTY
26/05/2026 00:00:00	BNP	SFA6/SWP-BLKOAKLDITTLDISA	EUR	EU000A3K4DM9	9628000.00	8.50	80.802979	7118435.40	1.00	17/01/2048 00:00:00	EUROCLEAR BANK A/C 91205	EUN	#EMPTY
26/05/2026 00:00:00	BNP	SFA6/SWP-BLKOAKLDITTLDISA	EUR	EU000A3KTGW6	1198000.00	8.50	48.111288	527381.51	1.00	20/06/2051 00:00:00	EUROCLEAR BANK A/C 91205	EUN	#EMPTY
26/05/2026 00:00:00	BNP	SFA6/SWP-BLKOAKLDITTLDISA	EUR	EU000A4EG039	12446000.00	8.50	100.373603	11430636.25	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	FR0014002JM6	25000.00	7.25	54.557274	12650.47	1.00	21/06/2044 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	SFA6/SWP-BLKOAKLDITTLDISA	EUR	FR0014016CV2	77000.00	11.00	98.87461	67758.77	1.00	21/05/2057 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	SFA6/SWP-BLKOAKLDITTLDISA	EUR	NL0015001RG8	8141000.00	8.75	99.112342	7362721.38	1.00	31/12/2043 00:00:00	EUROCLEAR BANK A/C 91205	NLC	#EMPTY
26/05/2026 00:00:00	BNP	SFA9/SWP-BLKLSFT94TTLDISA	EUR	EU000A3K4DM9	18300000.00	8.50	80.802979	13530054.82	1.00	17/01/2048 00:00:00	EUROCLEAR BANK A/C 91205	EUN	#EMPTY
26/05/2026 00:00:00	BNP	SFA9/SWP-BLKLSFT94TTLDISA	EUR	FR0013154028	560000.00	11.00	50.748089	252928.48	1.00	19/05/2066 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	SFA9/SWP-BLKLSFT94TTLDISA	EUR	FR0013257524	871000.00	7.25	67.883459	548398.22	1.00	19/05/2048 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	SFA9/SWP-BLKLSFT94TTLDISA	EUR	FR001400FTH3	2931000.00	7.25	77.584188	2109128.09	1.00	19/05/2054 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	SFA9/SWP-BLKLSFT94TTLDISA	EUR	NL00150012X2	1067000.00	8.75	74.073788	721210.18	1.00	31/12/2053 00:00:00	EUROCLEAR BANK A/C 91205	NLC	#EMPTY
26/05/2026 00:00:00	BNP	SFD3/SWP-AXAIAXAWEIPXDISA	EUR	DE0001030559	727000.00	6.65	131.934547	895379.74	1.00	10/04/2030 00:00:00	EUROCLEAR BANK A/C 91205	DEI	#EMPTY
26/05/2026 00:00:00	BNP	SFD3/SWP-AXAIAXAWEIPXDISA	EUR	FR0014001N38	48000.00	6.90	120.311816	53764.94	1.00	21/07/2031 00:00:00	EUROCLEAR BANK A/C 91205	FRI	#EMPTY
26/05/2026 00:00:00	BNP	SFE9/SWP-SPMETAALTECHDISA	EUR	DE000BU2Z064	75000000.00	3.50	100.518938	72750581.38	1.00	12/02/2036 00:00:00	EUROCLEAR BANK A/C 91205	DEC	#EMPTY
26/05/2026 00:00:00	BNP	SFG1/SWP-AXAIMEAXXXXXDISA	EUR	DE0001030708	400000.00	6.60	89.76475	335361.11	1.00	12/08/2030 00:00:00	EUROCLEAR BANK A/C 91205	DEC	#EMPTY
26/05/2026 00:00:00	BNP	SFI8/SWP-IPVASVXXXXXXDISA	EUR	AT0000A0U299	750000.00	11.25	101.925226	678439.79	1.00	20/01/2062 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	97.326377	1086056.28	1.00	14/06/2044 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	89.982212	2703987.97	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	AT0000A3RVH9	458000.00	3.00	101.076788	449043.74	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	BE0000344532	1095000.00	8.00	81.901712	825077.85	1.00	16/06/2037 00:00:00	EUROCLEAR BANK A/C 91205	BEC	#EMPTY
26/05/2026 00:00:00	BNP	SFI8/SWP-IPVASVXXXXXXDISA	EUR	BE0000355645	795000.00	8.00	55.301774	404477.18	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	BE0000358672	1495000.00	8.00	86.881432	1194967.22	1.00	16/06/2054 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	96.333747	970466.17	1.00	16/06/2043 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	89.619185	1397521.57	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	BE0000364738	995000.00	8.00	97.031247	888224.04	1.00	17/06/2042 00:00:00	EUROCLEAR BANK A/C 91205	BEC	#EMPTY
26/05/2026 00:00:00	BNP	SFI8/SWP-IPVASVXXXXXXDISA	EUR	BE0000365743	565000.00	3.50	100.443253	547641.73	1.00	16/10/2030 00:00:00	EUROCLEAR BANK A/C 91205	BEC	#EMPTY
26/05/2026 00:00:00	BNP	SFI8/SWP-IPVASVXXXXXXDISA	EUR	BE0000366758	1595000.00	4.13	100.286404	1533505.98	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	BE0000367764	25000.00	11.38	101.11437	22401.89	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	FI4000441878	4695000.00	2.50	88.9245	4070630.14	1.00	10/09/2030 00:00:00	EUROCLEAR BANK A/C 91205	FIC	#EMPTY
26/05/2026 00:00:00	BNP	SFI9/SWP-IPVDMFXXXXXXDISA	EUR	NL0012818504	6630000.00	1.25	96.966815	6348538.59	1.00	03/07/2028 00:00:00	EUROCLEAR BANK A/C 91205	NLC	#EMPTY
26/05/2026 00:00:00	BNP	SFI9/SWP-IPVDMFXXXXXXDISA	EUR	NL0015031501	18642000.00	0.62	98.519	18252043.33	1.00	31/12/2026 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	93.695944	26512204.46	1.00	27/09/2028 00:00:00	BONY MELLON N/YORK A/C 735137	USC	#EMPTY
26/05/2026 00:00:00	BNP	SFM6/SWP-NARODNABANKSDISA	USD	US91282CLL36	30000000.00	5.68	99.784154	28234924.36	1.00	10/09/2027 00:00:00	BONY MELLON N/YORK A/C 735137	USC	#EMPTY
26/05/2026 00:00:00	BNP	SFM6/SWP-NARODNABANKSDISA	USD	US91282CNN73	19000000.00	7.05	99.788821	17623204.73	1.00	26/07/2030 00:00:00	BONY MELLON N/YORK A/C 735137	USC	#EMPTY
26/05/2026 00:00:00	BNP	SG76/SWP-FINECOBNKSPADISA	EUR	BE0000341504	15000000.00	1.75	98.930014	14579810.81	1.00	16/06/2027 00:00:00	EUROCLEAR BANK A/C 91205	BEC	#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	SJ99/SWP-ACHMEAPENSIODISA	EUR	DE0001102432	72325000.00	7.75	66.785527	44559178.39	1.00	12/08/2048 00:00:00	EUROCLEAR BANK A/C 91205	DEC	#EMPTY
26/05/2026 00:00:00	BNP	SJ99/SWP-ACHMEAPENSIODISA	EUR	NL00150012X2	23000000.00	8.75	74.073788	15546236.26	1.00	31/12/2053 00:00:00	EUROCLEAR BANK A/C 91205	NLC	#EMPTY
26/05/2026 00:00:00	BNP	SJ99/SWP-ACHMEAPENSIODISA	EUR	NL0015614579	13000000.00	8.75	41.0815	4873292.94	1.00	29/12/2051 00:00:00	EUROCLEAR BANK A/C 91205	NLC	#EMPTY
26/05/2026 00:00:00	BNP	SK01/SWP-SYNTRUIPVBPLDISA	EUR	AT0000A2VB47	50600000.00	1.50	94.1055	46903122.26	1.00	16/10/2028 00:00:00	EUROCLEAR BANK A/C 91205	ATC	#EMPTY
26/05/2026 00:00:00	BNP	SK01/SWP-SYNTRUIPVBPLDISA	EUR	AT0000A324S8	6445000.00	2.75	100.46424	6296859.96	1.00	15/02/2033 00:00:00	EUROCLEAR BANK A/C 91205	ATC	#EMPTY
26/05/2026 00:00:00	BNP	SK01/SWP-SYNTRUIPVBPLDISA	EUR	BE0000361700	8795000.00	8.00	89.619185	7251446.74	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	BE0000364738	375000.00	8.00	97.031247	334757.80	1.00	17/06/2042 00:00:00	EUROCLEAR BANK A/C 91205	BEC	#EMPTY
26/05/2026 00:00:00	BNP	SK01/SWP-SYNTRUIPVBPLDISA	EUR	BE0000365743	860000.00	3.50	100.443253	833578.56	1.00	16/10/2030 00:00:00	EUROCLEAR BANK A/C 91205	BEC	#EMPTY
26/05/2026 00:00:00	BNP	SK01/SWP-SYNTRUIPVBPLDISA	EUR	DE0001102432	28880000.00	7.75	66.785527	17792866.53	1.00	12/08/2048 00:00:00	EUROCLEAR BANK A/C 91205	DEC	#EMPTY
26/05/2026 00:00:00	BNP	SK01/SWP-SYNTRUIPVBPLDISA	EUR	DE0001135325	34867000.00	7.75	115.059534	37008677.62	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	FI4000441878	8995000.00	2.50	88.9245	7798789.81	1.00	10/09/2030 00:00:00	EUROCLEAR BANK A/C 91205	FIC	#EMPTY
26/05/2026 00:00:00	BNP	SK01/SWP-SYNTRUIPVBPLDISA	EUR	FI4000507231	8195000.00	2.50	86.777986	6933669.55	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	FI4000550249	4105000.00	3.50	101.875671	4035626.42	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	3.50	100.394171	9397396.38	1.00	11/09/2035 00:00:00	EUROCLEAR BANK A/C 91205	FIC	#EMPTY
26/05/2026 00:00:00	BNP	SK02/SWP-SYNTRUIPVRPFDISA	EUR	DE000BU3Z005	1650000.00	2.50	97.736938	1572342.99	1.00	10/02/2033 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	54.557274	10676994.91	1.00	21/06/2044 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	SK02/SWP-SYNTRUIPVRPFDISA	EUR	FR001400NEF3	46885000.00	7.25	84.187644	36609702.06	1.00	21/06/2049 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	SK02/SWP-SYNTRUIPVRPFDISA	EUR	FR0014012II5	61500000.00	3.25	101.091295	60150584.17	1.00	20/11/2035 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	SK04/SWP-SYNTRUSTPVFYDISA	EUR	BE0000345547	6495000.00	1.75	97.118514	6197460.15	1.00	16/06/2028 00:00:00	EUROCLEAR BANK A/C 91205	BEC	#EMPTY
26/05/2026 00:00:00	BNP	SK04/SWP-SYNTRUSTPVFYDISA	EUR	DE0001102341	4040000.00	7.75	88.426055	3295550.64	1.00	10/08/2046 00:00:00	EUROCLEAR BANK A/C 91205	DEC	#EMPTY
26/05/2026 00:00:00	BNP	SK07/SWP-SYNTRUAVERBVDISA	EUR	AT0000A04967	5478000.00	3.00	109.178	5801347.71	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	AT0000A39UW5	6277000.00	3.00	99.85874	6080089.12	1.00	14/02/2034 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	100.942801	9677386.33	1.00	16/06/2034 00:00:00	EUROCLEAR BANK A/C 91205	BEC	#EMPTY
26/05/2026 00:00:00	BNP	SK07/SWP-SYNTRUAVERBVDISA	EUR	BE0000336454	623000.00	8.00	84.418158	483851.11	1.00	16/06/2038 00:00:00	EUROCLEAR BANK A/C 91205	BEC	#EMPTY
26/05/2026 00:00:00	BNP	SK08/SWP-SYNTRUSTPAPFDISA	EUR	AT0000A33SK7	7795000.00	6.62	91.674	6672923.87	1.00	14/10/2053 00:00:00	EUROCLEAR BANK A/C 91205	ATC	#EMPTY
26/05/2026 00:00:00	BNP	SK08/SWP-SYNTRUSTPAPFDISA	EUR	AT0000A3EPP2	2770000.00	2.75	101.021	2721328.95	1.00	16/10/2029 00:00:00	EUROCLEAR BANK A/C 91205	ATC	#EMPTY
26/05/2026 00:00:00	BNP	SK08/SWP-SYNTRUSTPAPFDISA	EUR	DE000BU25018	3900000.00	1.25	101.092575	3893327.79	1.00	16/10/2028 00:00:00	EUROCLEAR BANK A/C 91205	DEC	#EMPTY
26/05/2026 00:00:00	BNP	SK08/SWP-SYNTRUSTPAPFDISA	EUR	NL0015000LS8	2875000.00	1.25	93.581	2656823.08	1.00	29/12/2028 00:00:00	EUROCLEAR BANK A/C 91205	NLC	#EMPTY
26/05/2026 00:00:00	BNP	SL49/SWP-SYNTRUSPVGLADISA	EUR	AT0000A2KQ43	22350000.00	6.62	60.8975	12709570.11	1.00	16/10/2040 00:00:00	EUROCLEAR BANK A/C 91205	ATC	#EMPTY
26/05/2026 00:00:00	BNP	SL49/SWP-SYNTRUSPVGLADISA	EUR	AT0000A3HU25	15472000.00	3.00	99.51989	14935785.86	1.00	14/02/2035 00:00:00	EUROCLEAR BANK A/C 91205	ATC	#EMPTY
26/05/2026 00:00:00	BNP	SL49/SWP-SYNTRUSPVGLADISA	EUR	DE0001102481	18000000.00	7.75	43.2785	7186394.93	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	AT0000A1VGK0	2269000.00	0.35	98.324185	2223167.34	1.00	14/04/2027 00:00:00	EUROCLEAR BANK A/C 91205	ATC	#EMPTY
26/05/2026 00:00:00	BNP	SL50/SWP-SYNTRUSPVSPADISA	EUR	BE0000331406	2595000.00	8.00	99.352377	2371938.65	1.00	16/06/2045 00:00:00	EUROCLEAR BANK A/C 91205	BEC	#EMPTY
26/05/2026 00:00:00	BNP	SL50/SWP-SYNTRUSPVSPADISA	EUR	BE0000360694	4595000.00	4.13	98.313884	4330949.27	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	DE0001102549	25000.00	3.50	74.3695	17941.64	1.00	12/05/2036 00:00:00	EUROCLEAR BANK A/C 91205	DEC	#EMPTY
26/05/2026 00:00:00	BNP	SL50/SWP-SYNTRUSPVSPADISA	EUR	DE0001141851	5045000.00	0.25	97.86	4924694.41	1.00	13/04/2027 00:00:00	EUROCLEAR BANK A/C 91205	DEC	#EMPTY
26/05/2026 00:00:00	BNP	SL50/SWP-SYNTRUSPVSPADISA	EUR	DE000BU25000	2670000.00	1.25	99.640705	2627151.74	1.00	10/04/2028 00:00:00	EUROCLEAR BANK A/C 91205	DEC	#EMPTY
26/05/2026 00:00:00	BNP	SL50/SWP-SYNTRUSPVSPADISA	EUR	FI4000348727	7195000.00	1.00	95.723945	6818464.46	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	FI4000441878	3073000.00	2.50	88.9245	2664333.64	1.00	10/09/2030 00:00:00	EUROCLEAR BANK A/C 91205	FIC	#EMPTY
26/05/2026 00:00:00	BNP	SL50/SWP-SYNTRUSPVSPADISA	EUR	FI4000523238	3685000.00	2.50	92.720836	3331343.74	1.00	09/09/2032 00:00:00	EUROCLEAR BANK A/C 91205	FIC	#EMPTY
26/05/2026 00:00:00	BNP	SL50/SWP-SYNTRUSPVSPADISA	EUR	FR0013451507	395000.00	2.50	90.65225	349124.48	1.00	20/11/2029 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	SL50/SWP-SYNTRUSPVSPADISA	EUR	FR001400NBC6	4720000.00	1.00	101.449582	4740536.07	1.00	20/09/2027 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	SL50/SWP-SYNTRUSPVSPADISA	EUR	FR001400QMF9	5190000.00	3.25	98.16861	4929364.96	1.00	21/11/2034 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	SL50/SWP-SYNTRUSPVSPADISA	EUR	NL0015000B11	11815000.00	8.75	68.9165	7430017.08	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	NL0015001XZ6	3795000.00	3.00	98.898384	3640597.86	1.00	03/07/2034 00:00:00	EUROCLEAR BANK A/C 91205	NLC	#EMPTY
26/05/2026 00:00:00	BNP	SL50/SWP-SYNTRUSPVSPADISA	EUR	NL0015614579	13150000.00	8.75	41.0815	4929523.24	1.00	29/12/2051 00:00:00	EUROCLEAR BANK A/C 91205	NLC	#EMPTY
26/05/2026 00:00:00	BNP	SM76/SWP-SYNTRUSOF20YDISA	EUR	NL0012171458	32892000.00	1.25	98.726815	32067308.69	1.00	01/07/2027 00:00:00	EUROCLEAR BANK A/C 91205	NLC	#EMPTY
26/05/2026 00:00:00	BNP	SM77/SWP-SYNTRUSOF30YDISA	EUR	NL0012171458	31489000.00	1.25	98.726815	30699485.69	1.00	01/07/2027 00:00:00	EUROCLEAR BANK A/C 91205	NLC	#EMPTY
26/05/2026 00:00:00	BNP	SM77/SWP-SYNTRUSOF30YDISA	EUR	NL0015031501	9443000.00	0.62	98.519	9245469.65	1.00	31/12/2026 00:00:00	EUROCLEAR BANK A/C 91205	NLC	#EMPTY
26/05/2026 00:00:00	BNP	SM79/SWP-SYNTRUSOF50YDISA	EUR	NL0012171458	2106000.00	1.25	98.726815	2053196.89	1.00	01/07/2027 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	98.519	2574985.19	1.00	31/12/2026 00:00:00	EUROCLEAR BANK A/C 91205	NLC	#EMPTY
26/05/2026 00:00:00	BNP	SO45/SWP-NNLEVENSVERZDISA	EUR	AT0000A2Y8G4	75100000.00	6.62	71.807274	50357277.98	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	89.619185	18551171.30	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	8.50	89.692699	73861937.63	1.00	17/09/2054 00:00:00	EUROCLEAR BANK A/C 91205	EUN	#EMPTY
26/05/2026 00:00:00	BNP	SQ05/SWP-PGGMPZWXXXXXDISA	EUR	ES_PGGMPZWXXXXXDISA002_EUR	533000000.00	0.00	100.00	533000000.00	1.00	31/12/2300 00:00:00	EUROCLEAR BANK A/C 75871	ATS	#EMPTY
26/05/2026 00:00:00	BNP	SQ54/SWP-SRLEVNVXXXXXDISA	EUR	AT0000A324S8	47400000.00	2.75	100.46424	46310498.39	1.00	15/02/2033 00:00:00	EUROCLEAR BANK A/C 91205	ATC	#EMPTY
26/05/2026 00:00:00	BNP	SQ54/SWP-SRLEVNVXXXXXDISA	EUR	DE000A2GSFA2	25000000.00	5.00	97.556695	23169715.06	1.00	10/09/2027 00:00:00	EUROCLEAR BANK A/C 91205	KFW	#EMPTY
26/05/2026 00:00:00	BNP	SQ54/SWP-SRLEVNVXXXXXDISA	EUR	EU000A3K4DS6	66882000.00	2.00	100.363171	65782398.11	1.00	16/09/2027 00:00:00	EUROCLEAR BANK A/C 91205	EUN	#EMPTY
26/05/2026 00:00:00	BNP	SQ54/SWP-SRLEVNVXXXXXDISA	EUR	FR0010070060	89237000.00	3.25	109.955938	94932435.53	1.00	19/04/2035 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	SQ54/SWP-SRLEVNVXXXXXDISA	EUR	FR001400F5U5	55000000.00	5.00	100.366438	52441463.86	1.00	22/05/2028 00:00:00	EUROCLEAR BANK A/C 91205	CES	#EMPTY
26/05/2026 00:00:00	BNP	SQ54/SWP-SRLEVNVXXXXXDISA	EUR	FR001400QMF9	91815000.00	3.25	98.16861	87204170.22	1.00	21/11/2034 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	SQ54/SWP-SRLEVNVXXXXXDISA	EUR	FR001400X8V5	70000000.00	3.25	97.630034	66119940.53	1.00	21/05/2035 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	SQ54/SWP-SRLEVNVXXXXXDISA	EUR	FR001400XJJ3	20903000.00	7.25	88.489548	17155939.88	1.00	19/05/2056 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	SR83/SWP-ARBJMKTTLPSNDISA	DKK	DK0009922320	5257000000.00	9.70	118.554452	5627864010.10	1.00	07/11/2039 00:00:00	EUROCLEAR BANK A/C 91205	DKC	#EMPTY
26/05/2026 00:00:00	BNP	ST25/SWP-AXAINSURELTDDISA	EUR	ES0000012H41	5000000.00	9.03	87.416397	3976134.82	1.00	25/04/2031 00:00:00	EUROCLEAR BANK A/C 91205	ESC	#EMPTY
26/05/2026 00:00:00	BNP	ST25/SWP-AXAINSURELTDDISA	JPY	JP1103601LA4	2478900000.00	9.78	92.664356	2072404573.58	1.00	11/09/2030 00:00:00	EUROCLEAR BANK A/C 91205	JPC	#EMPTY
26/05/2026 00:00:00	BNP	SU79/SWP-AXAKOKUSAI01DISA	EUR	DE0001102408	5325574.00	4.35	99.48	5067423.19	1.00	12/08/2026 00:00:00	EUROCLEAR BANK A/C 91205	DEC	#EMPTY
26/05/2026 00:00:00	BNP	SW22/SWP-WATERSCHAPSBDISA	EUR	DE0001102341	15000000.00	7.75	88.426055	12235955.36	1.00	10/08/2046 00:00:00	EUROCLEAR BANK A/C 91205	DEC	#EMPTY
26/05/2026 00:00:00	BNP	SW22/SWP-WATERSCHAPSBDISA	EUR	DE0001135481	20000000.00	7.75	90.244226	16650059.70	1.00	29/06/2044 00:00:00	EUROCLEAR BANK A/C 91205	DEC	#EMPTY
26/05/2026 00:00:00	BNP	SW22/SWP-WATERSCHAPSBDISA	EUR	DE000A383TE2	40000000.00	8.00	97.914702	36032610.34	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	EU000A3K4DY4	25000000.00	8.50	82.623411	18900105.27	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	EU000A3K4EY2	75000000.00	8.50	89.692699	61551614.69	1.00	17/09/2054 00:00:00	EUROCLEAR BANK A/C 91205	EUN	#EMPTY
26/05/2026 00:00:00	BNP	SW22/SWP-WATERSCHAPSBDISA	EUR	EU000A4D5QM6	15000000.00	2.00	102.156712	15017036.66	1.00	16/06/2028 00:00:00	EUROCLEAR BANK A/C 91205	EUN	#EMPTY
26/05/2026 00:00:00	BNP	SW22/SWP-WATERSCHAPSBDISA	EUR	EU000A4ECKZ8	35000000.00	3.50	100.059462	33795083.29	1.00	05/06/2035 00:00:00	EUROCLEAR BANK A/C 91205	EIB	#EMPTY
26/05/2026 00:00:00	BNP	SW22/SWP-WATERSCHAPSBDISA	EUR	EU000A4ED0K0	125000000.00	3.50	99.317151	119801313.39	1.00	25/11/2032 00:00:00	EUROCLEAR BANK A/C 91205	EUN	#EMPTY
26/05/2026 00:00:00	BNP	SW22/SWP-WATERSCHAPSBDISA	EUR	EU000A4EG039	25000000.00	8.50	100.373603	22960461.69	1.00	24/09/2055 00:00:00	EUROCLEAR BANK A/C 91205	EUN	#EMPTY
26/05/2026 00:00:00	BNP	SW22/SWP-WATERSCHAPSBDISA	EUR	EU000A4EG781	10000000.00	3.50	99.011332	9554593.54	1.00	04/02/2031 00:00:00	EUROCLEAR BANK A/C 91205	EIB	#EMPTY
26/05/2026 00:00:00	BNP	SW22/SWP-WATERSCHAPSBDISA	EUR	FI4000591862	20000000.00	2.50	98.790555	19264158.23	1.00	09/04/2032 00:00:00	EUROCLEAR BANK A/C 91205	FIC	#EMPTY
26/05/2026 00:00:00	BNP	SW22/SWP-WATERSCHAPSBDISA	EUR	FR001400ZPR8	30000000.00	5.00	100.569678	28662358.23	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	NL0009446418	55000000.00	8.75	105.932164	53164704.81	1.00	01/01/2042 00:00:00	EUROCLEAR BANK A/C 91205	NLC	#EMPTY
26/05/2026 00:00:00	BNP	SW22/SWP-WATERSCHAPSBDISA	EUR	NL0010721999	10000000.00	8.75	90.577021	8265153.17	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	NL0013552060	25000000.00	8.75	69.624322	15883048.46	1.00	02/01/2040 00:00:00	EUROCLEAR BANK A/C 91205	NLC	#EMPTY
26/05/2026 00:00:00	BNP	SW22/SWP-WATERSCHAPSBDISA	EUR	NL00150012X2	20000000.00	8.75	74.073788	13518466.31	1.00	31/12/2053 00:00:00	EUROCLEAR BANK A/C 91205	NLC	#EMPTY
26/05/2026 00:00:00	BNP	SW22/SWP-WATERSCHAPSBDISA	EUR	XS3075492044	15000000.00	8.00	100.137342	13818953.20	1.00	04/10/2030 00:00:00	EUROCLEAR BANK A/C 91205	KFW	#EMPTY
26/05/2026 00:00:00	BNP	SW41/SWP-APGABPXXXXXXDISA	EUR	FR0010773192	61534000.00	7.25	106.225771	60626005.90	1.00	17/04/2041 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	SW41/SWP-APGABPXXXXXXDISA	EUR	FR0013234333	41335000.00	7.25	79.938959	30647167.97	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	FR0013404969	102150000.00	7.25	58.249719	55188186.58	1.00	19/05/2050 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	63.00524	54985465.24	1.00	21/05/2040 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	SW41/SWP-APGABPXXXXXXDISA	EUR	NL0013552060	151600000.00	8.75	69.624322	96314805.84	1.00	02/01/2040 00:00:00	EUROCLEAR BANK A/C 91205	NLC	#EMPTY
26/05/2026 00:00:00	BNP	SW41/SWP-APGABPXXXXXXDISA	EUR	NL00150012X2	159050000.00	8.75	74.073788	107505603.33	1.00	31/12/2053 00:00:00	EUROCLEAR BANK A/C 91205	NLC	#EMPTY
26/05/2026 00:00:00	BNP	SW42/SWP-APGBPFXXXXXXDISA	EUR	NL0015002P70	48950000.00	8.75	100.643753	44954419.35	1.00	03/01/2056 00:00:00	EUROCLEAR BANK A/C 91205	NLC	#EMPTY
26/05/2026 00:00:00	BNP	SW43/SWP-APGSPWXXXXXXDISA	EUR	DE0001102572	4520000.00	7.75	40.3765	1683578.92	1.00	12/08/2052 00:00:00	EUROCLEAR BANK A/C 91205	DEC	#EMPTY
26/05/2026 00:00:00	BNP	SW43/SWP-APGSPWXXXXXXDISA	EUR	DE0001135432	3000000.00	7.75	101.822144	2817927.84	1.00	01/07/2042 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	90.577021	1033144.15	1.00	01/01/2047 00:00:00	EUROCLEAR BANK A/C 91205	NLC	#EMPTY
26/05/2026 00:00:00	BNP	SW44/SWP-APGSPAPGXXXXDISA	EUR	DE0001135275	105000.00	3.50	110.318123	111779.84	1.00	30/12/2036 00:00:00	EUROCLEAR BANK A/C 91205	DEC	#EMPTY
26/05/2026 00:00:00	BNP	SW44/SWP-APGSPAPGXXXXDISA	EUR	DE000BU3Z005	400000.00	2.50	97.736938	381174.06	1.00	10/02/2033 00:00:00	EUROCLEAR BANK A/C 91205	DEC	#EMPTY
26/05/2026 00:00:00	BNP	SW44/SWP-APGSPAPGXXXXDISA	EUR	FR0010070060	300000.00	3.25	109.955938	319147.11	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	FR0013154028	80000.00	11.00	50.748089	36132.64	1.00	19/05/2066 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	79.938959	212050.08	1.00	21/06/2039 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	SW44/SWP-APGSPAPGXXXXDISA	EUR	FR0014004J31	189000.00	7.25	42.97961	75342.18	1.00	20/05/2053 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	SW44/SWP-APGSPAPGXXXXDISA	EUR	FR001400L834	256000.00	3.25	102.766295	254531.56	1.00	21/11/2033 00:00:00	EUROCLEAR BANK A/C 91205	FRC	#EMPTY
26/05/2026 00:00:00	BNP	SW44/SWP-APGSPAPGXXXXDISA	EUR	NL0013552060	1181000.00	8.75	69.624322	750315.21	1.00	02/01/2040 00:00:00	EUROCLEAR BANK A/C 91205	NLC	#EMPTY
26/05/2026 00:00:00	BNP	SX05/SWP-ACHMEAPFVXXXDISA	EUR	DE0001102572	41460000.00	7.75	40.3765	15442739.39	1.00	12/08/2052 00:00:00	EUROCLEAR BANK A/C 91205	DEC	#EMPTY
26/05/2026 00:00:00	BNP	SX05/SWP-ACHMEAPFVXXXDISA	EUR	NL0015000B11	128820000.00	8.75	68.9165	81010139.71	1.00	31/12/2037 00:00:00	EUROCLEAR BANK A/C 91205	NLC	#EMPTY
26/05/2026 00:00:00	BNP	SX05/SWP-ACHMEAPFVXXXDISA	EUR	NL0015614579	3190000.00	8.75	41.0815	1195831.11	1.00	29/12/2051 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	53.068541	1398621398.06	1.00	12/06/2046 00:00:00	EUROCLEAR BANK A/C 91205	JPC	#EMPTY
26/05/2026 00:00:00	BNP	SX62/SWP-AXAIGCSICAVXDISA	JPY	JP1300621K47	3780400000.00	12.15	50.443281	1675262422.84	1.00	12/03/2049 00:00:00	EUROCLEAR BANK A/C 91205	JPC	#EMPTY
26/05/2026 00:00:00	BNP	SX62/SWP-AXAIGCSICAVXDISA	JPY	JP1300631K78	5648150000.00	12.15	48.468055	2404936311.99	1.00	11/06/2049 00:00:00	EUROCLEAR BANK A/C 91205	JPC	#EMPTY
26/05/2026 00:00:00	BNP	SX62/SWP-AXAIGCSICAVXDISA	JPY	JP1300821Q49	167600000.00	12.15	64.384411	94797417.69	1.00	12/03/2054 00:00:00	EUROCLEAR BANK A/C 91205	JPC	#EMPTY
26/05/2026 00:00:00	BNP	SX65/SWP-AXAIEAGSXXXXDISA	JPY	JP1201731L76	1953500000.00	14.05	68.793555	1155066662.31	1.00	12/06/2040 00:00:00	EUROCLEAR BANK A/C 91205	JPC	#EMPTY
26/05/2026 00:00:00	BNP	SZ74/SWP-AXAICRIDXXXXDISA	USD	US912810SK51	20000000.00	7.50	61.953804	11461453.83	1.00	09/11/2049 00:00:00	BONY MELLON N/YORK A/C 735137	USC	#EMPTY
