NPORT-P false 0000810893 XXXXXXXX S000009713 C000026669 C000064159 C000026668 PIMCO Funds 811-05028 0000810893 5493003B5Y5GR0Y25Y76 650 Newport Center Drive Newport Beach 92660 (888) 877-4626 PIMCO Emerging Markets Currency and Short-Term Investments Fund S000009713 Y52315K7L96R2YWLTM72 2026-03-31 2025-12-31 N 718511996.480000 59781729.360000 658730267.120000 0.000000 0.000000 3500325.830000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 2835034.271578 0.000000 0.000000 10548705.020000 CLP UZS KRW CNY UGX EUR PLN USD JPY MYR SEK GHS ZAR DKK HUF CZK KZT THB RSD BRL COP RUB SGD TRY PYG DOP ILS IDR GBP EGP PEN PHP ZMW MXN NGN INR RON N JP Morgan ELMI+ Composite Unhedged Index JPPUELM UZBEKISTAN GOVT 213800L6VDKUM3TCM927 ACI2P7QD2 4110000000.000000 PA 360070.550000 0.0546613 Long DBT NUSS UZ N 2 2027-05-29 Fixed 16.625 N N N N N N N/A N/A 000000000 1.000000 NC 4113.570000 0.0006245 N/A DFE AR N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 160000.000000 USD 239200000.000000 ARS 2026-01-08 4113.570000 N N N N/A N/A 000000000 1.000000 NC 78442.320000 0.0119081 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2027-01-04 0.000000 BRL 0.000000 BRL 11400000.000000 BRL 78442.320000 N N N N/A N/A 000000000 1.000000 NC 67345.350000 0.0102235 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 496823.040000 KWD 1708000.000000 USD 2029-05-08 67345.350000 N N N N/A N/A 000000000 1.000000 NC -13660.420000 -0.0020738 N/A DIR PL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 WIBOR PLN 6M N/A N/A Y 2035-12-12 0.000000 PLN 0.000000 PLN 3500000.000000 PLN -13660.420000 N N N CHILEAN GOVT 549300FLZTJM5YJF8D34 ACI13NCW6 1915000000.000000 PA 2123412.810000 0.322349 Long DBT NUSS CL N 2 2030-09-01 Fixed 4.7 N N N N N N TRANSNET 378900B07CD6F01EA796 565692II3 15000000.000000 PA 899588.930000 0.136564 Long DBT CORP ZA N 2 2029-03-30 Fixed 10 N N N N N N N/A N/A 000000000 1.000000 NC -89946.080000 -0.0136545 N/A DIR ZA N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2030-09-22 0.000000 ZAR 0.000000 ZAR 79574000.000000 ZAR -89946.080000 N N N UGANDA GOVT 549300NF1DEFHG8XLQ11 ACI2HCL52 594400000.000000 PA 140619.930000 0.0213471 Long DBT NUSS UG N 2 2043-06-18 Fixed 15 N N N N N N N/A N/A 000000000 1.000000 NC USD -26368.520000 -0.0040029 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 CHILEAN GOVT CHILE GOVT Y Single Leg Swap 2028-12-20 0.000000 USD -23508.820000 USD 1200000.000000 USD -2859.700000 N N N N/A N/A 000000000 1.000000 NC -18436.560000 -0.0027988 N/A DIR CL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Sinacofi Chile Interbank Rate N/A N/A Y 2028-10-03 0.000000 CLP -146.070000 CLP 469000000.000000 CLP -18290.490000 N N N HARBORVIEW MORTGAGE LOAN TRUST 2005-12 N/A 41161PVF7 223668.580000 PA USD 104602.230000 0.0158794 Long ABS-MBS CORP US N 2 2035-10-19 Floating 6.02927 N N N N N N N/A N/A 000000000 1.000000 NC 201735.950000 0.030625 N/A DIR ZA N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2026-12-21 147666.980000 ZAR 0.000000 ZAR 207300000.000000 ZAR 54068.970000 N N N N/A N/A 000000000 1.000000 NC 58863.040000 0.0089358 N/A DIR MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Mexico Interbank TIIE 1 Day Y 2029-03-01 0.000000 MXN 0.000000 MXN 118700000.000000 MXN 58863.040000 N N N N/A N/A 000000000 1.000000 NC 685.860000 0.0001041 N/A DFE CN N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 87390.970000 USD 613449.650000 CNY 2026-03-26 685.860000 N N N N/A N/A 000000000 1.000000 NC 6284.200000 0.000954 N/A DIR CZ N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 CZK-PRIBOR-Reference Banks 6M N/A N/A Y 2030-12-04 0.000000 CZK -3802.460000 CZK 17550000.000000 CZK 10086.660000 N N N N/A N/A 000000000 1.000000 NC -113505.590000 -0.017231 N/A DFE IN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 8843149.110000 USD 786491995.550000 INR 2026-01-30 -113505.590000 N N N N/A N/A 000000000 1.000000 NC -13566.110000 -0.0020594 N/A DIR ZA N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2030-10-02 0.000000 ZAR -2054.810000 ZAR 7400000.000000 ZAR -11511.300000 N N N PARAGUAY GOVT 529900UXKJTJPCU0HK83 699149BX7 11818000000.000000 PA 1716922.910000 0.260641 Long DBT NUSS PY N 2 2035-03-04 Fixed 8.5 N N N N N N N/A N/A 000000000 1.000000 NC 12477.710000 0.0018942 N/A DFE N/A N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 1120850.260000 CZK 962640.000000 EUR 2026-02-12 12477.710000 N N N N/A N/A 000000000 1.000000 NC 90159.330000 0.0136868 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2029-01-02 6985.020000 BRL 0.000000 BRL 11400000.000000 BRL 83174.310000 N N N POLAND GOVT 259400R9L8QEP0TPXS31 ACI2NPT74 6950000.000000 PA 1932506.550000 0.293368 Long DBT NUSS PL N 2 2034-10-25 Fixed 5 N N N N N N N/A N/A 000000000 1.000000 NC -3260.360000 -0.0004949 N/A DIR CZ N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 CZK-PRIBOR-Reference Banks 6M N/A N/A Y 2030-05-14 0.000000 CZK 0.000000 CZK 44400000.000000 CZK -3260.360000 N N N N/A N/A 000000000 1.000000 NC 71527.650000 0.0108584 N/A DIR CO N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Colombia IBR Overnight Nominal Interbank Reference Rate Y 2035-06-18 639.160000 COP 0.000000 COP 3410000000.000000 COP 70888.490000 N N N N/A N/A 000000000 1.000000 NC 52684.360000 0.0079979 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2029-01-02 0.000000 BRL 0.000000 BRL 11100000.000000 BRL 52684.360000 N N N N/A N/A 000000000 1.000000 NC 4904.430000 0.0007445 N/A DIR CL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Sinacofi Chile Interbank Rate N/A N/A Y 2029-10-01 0.000000 CLP 0.000000 CLP 451200000.000000 CLP 4904.430000 N N N N/A N/A 000000000 1.000000 NC 82158.160000 0.0124722 N/A DIR ZA N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2030-06-20 0.000000 ZAR 0.000000 ZAR 27615650.000000 ZAR 82158.160000 N N N N/A N/A 000000000 -22014958.000000 NC USD -832231.460000 -0.126339 N/A DFE LU N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 Put Written BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC 0.000000 0.000000 DFE US 0.000000 N/A 0.000000 N/A 2026-08-21 N/A 17.000000 USD 2026-08-19 XXXX -285820.200000 N N N N/A N/A 000000000 -31250000.000000 NC -510.160000 -0.0000774 N/A DIR US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 Put Written BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DIR CZ IRS CZK 4.17000 02/09/26-5Y CME N/A N/A 2031-02-09 0.000000 CZK 0.000000 CZK N/A CZK N/A 4.170000 CZK 2026-02-05 XXXX 2431.270000 N N N N/A N/A 000000000 1.000000 NC 457239.640000 0.0694123 N/A DFE TH N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 17153157.000000 USD 554745104.590000 THB 2026-01-08 457239.640000 N N N N/A N/A 000000000 1.000000 NC USD -575143.080000 -0.0873109 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A CDX.NA.IG.44 Y Single Leg Swap 2030-06-20 0.000000 USD -536785.100000 USD 25300000.000000 USD -38357.980000 N N N N/A N/A 000000000 1.000000 NC 75304.500000 0.0114318 N/A DFE HU N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 4951372.570000 USD 1648661000.000000 HUF 2026-02-17 75304.500000 N N N N/A N/A 000000000 1.000000 NC -82453.740000 -0.0125171 N/A DFE MY N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 53297036.000000 MYR 13062432.340000 USD 2026-01-14 -82453.740000 N N N N/A N/A 000000000 1.000000 NC 55650.670000 0.0084482 N/A DFE PL N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 3158087.000000 USD 11538576.150000 PLN 2026-01-23 55650.670000 N N N TURKEY GOVT 5493000PCHOG3B6S3Q85 ACI2P59J2 5300000.000000 PA 124673.850000 0.0189264 Long DBT NUSS TR N 2 2026-08-19 Floating 42.56 N N N N N N PARAGUAY GOVT 529900UXKJTJPCU0HK83 699149AP5 8858000000.000000 PA 1284927.390000 0.195061 Long DBT NUSS PY N 2 2031-02-09 Fixed 7.9 N N N N N N N/A N/A 000000000 1.000000 NC 2457.890000 0.0003731 N/A DFE PE N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 1064351.280000 USD 3587928.160000 PEN 2026-01-21 2457.890000 N N N BOGOTA DISTRITO CAPITAL (AKA: SANTA FE DE BOGOTA DC) 529900L83GNDA0PLHT11 097230AC0 13046000000.000000 PA 3460335.100000 0.525304 Long DBT NUSS CO N 2 2035-11-05 Fixed 13.1404 N N N N N N N/A N/A 000000000 1.000000 NC -23272.970000 -0.003533 N/A DIR CL N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Sinacofi Chile Interbank Rate N/A N/A Y 2029-06-14 0.000000 CLP 0.000000 CLP 473800000.000000 CLP -23272.970000 N N N N/A N/A 000000000 1.000000 NC -29003.830000 -0.004403 N/A DFE ZA N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 53523771.430000 ZAR 3198420.230000 USD 2026-01-26 -29003.830000 N N N N/A N/A 000000000 1.000000 NC -48229.720000 -0.0073216 N/A DIR CO N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Colombia IBR Overnight Nominal Interbank Reference Rate Y 2030-06-10 0.000000 COP 0.000000 COP 2624000000.000000 COP -48229.720000 N N N N/A N/A 000000000 1.000000 NC 73870.310000 0.011214 N/A DIR PL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 WIBOR PLN 6M N/A N/A Y 2029-02-19 0.000000 PLN 0.000000 PLN 5100000.000000 PLN 73870.310000 N N N N/A N/A 000000000 1.000000 NC 46467.530000 0.0070541 N/A DFE TR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1094029.000000 USD 49063590.350000 TRY 2026-01-08 46467.530000 N N N N/A N/A 000000000 1.000000 NC -15299.790000 -0.0023226 N/A DFE N/A N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 4193725000.000000 PYG 619000.000000 USD 2026-01-20 -15299.790000 N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912797SQ1 3000.000000 PA USD 2988.520000 0.0004537 Long DBT UST US N 2 2026-02-10 None 0 N N N N N N N/A N/A 000000000 1.000000 NC 165031.620000 0.025053 N/A DFE CN N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 14802402.000000 USD 104311786.770000 CNY 2026-01-21 165031.620000 N N N N/A N/A 000000000 1.000000 NC -530181.070000 -0.0804853 N/A DIR BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 N/A Brazil Cetip DI Interbank Deposit Rate Y 2027-01-04 0.000000 BRL 0.000000 BRL 21000000.000000 BRL -530181.070000 N N N TIB DIVERSIFIED PAYMENT RIGHTS FINANCE CO 549300L0OOCR1ME5E729 954VMHII9 800000.000000 PA USD 804442.560000 0.12212 Long DBT CORP US Y 3 2034-11-15 Floating 7.11138 N N N N N N N/A N/A 000000000 1.000000 NC 2268.110000 0.0003443 N/A DIR SG N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Singapore Domestic Interbank Overnight Rate Average Y 2026-11-26 0.000000 SGD 0.000000 SGD 4110000.000000 SGD 2268.110000 N N N N/A N/A 000000000 1.000000 NC 2419.270000 0.0003673 N/A DIR ZA N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2026-02-11 0.000000 ZAR 0.000000 ZAR 154200000.000000 ZAR 2419.270000 N N N N/A N/A 000000000 1.000000 NC 20030.550000 0.0030408 N/A DIR CN N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 CHINA FIXING REPO RATES 7 DAY N/A N/A Y 2030-06-18 23326.850000 CNY 0.000000 CNY 51360000.000000 CNY -3296.300000 N N N N/A N/A 000000000 1.000000 NC -24345.410000 -0.0036958 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2029-01-02 0.000000 BRL 0.000000 BRL 15200000.000000 BRL -24345.410000 N N N N/A N/A 000000000 1.000000 NC -51290.500000 -0.0077863 N/A DFE MX N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 45087000.000000 MXN 2434785.900000 USD 2026-03-18 -51290.500000 N N N N/A N/A 000000000 1.000000 NC -6632.690000 -0.0010069 N/A DFE CO N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1000273.270000 USD 3795646953.070000 COP 2026-01-26 -6632.690000 N N N SOUTH AFRICA GOVT 378900AAFB4F17004C49 ACI08MN29 8700000.000000 PA 538979.710000 0.081821 Long DBT NUSS ZA N 2 2032-03-31 Fixed 8.25 N N N N N N INDYMAC INDX MORTGAGE LOAN TR 2005-16IP N/A 45660LUD9 131877.160000 PA USD 101047.460000 0.0153397 Long ABS-MBS CORP US N 2 2045-07-25 Floating 4.48621 N N N N N N N/A N/A 000000000 1.000000 NC 17534.060000 0.0026618 N/A DFE TH N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 36451653.010000 THB 1174692.660000 USD 2026-01-08 17534.060000 N N N N/A N/A 000000000 1.000000 NC USD 7172.670000 0.0010889 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2036-12-18 13848.150000 USD 0.000000 USD 800000.000000 USD -6675.480000 N N N N/A N/A 000000000 1.000000 NC 78509.580000 0.0119183 N/A DIR CL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Sinacofi Chile Interbank Rate N/A N/A Y 2029-07-19 0.000000 CLP 0.000000 CLP 5091600000.000000 CLP 78509.580000 N N N N/A N/A 000000000 1.000000 NC 58717.620000 0.0089138 N/A DIR CO N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Colombia IBR Overnight Nominal Interbank Reference Rate Y 2027-12-30 0.000000 COP 0.000000 COP 5366000000.000000 COP 58717.620000 N N N N/A N/A 000000000 1.000000 NC 51502.810000 0.0078185 N/A DIR ZA N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2030-09-02 30236.240000 ZAR 0.000000 ZAR 28400000.000000 ZAR 21266.570000 N N N RED DORSAL FINANCE LIMITED 549300H17HKT8TQIAQ77 ACI2M4PD3 457155.790000 PA USD 453875.240000 0.0689015 Long DBT CORP KY N 2 2031-10-12 Fixed 5.875 N N N N N N N/A N/A 000000000 1.000000 NC 235465.210000 0.0357453 N/A DIR CO N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Colombia IBR Overnight Nominal Interbank Reference Rate Y 2028-09-01 75442.590000 COP 0.000000 COP 13156900000.000000 COP 160022.620000 N N N N/A N/A 000000000 1.000000 NC 30023.460000 0.0045578 N/A DFE BR N 2 BANCO SANTANDER S.A. 5493006QMFDDMYWIAM13 35300000.000000 BRL 6339608.710000 USD 2026-04-02 30023.460000 N N N N/A N/A 000000000 1.000000 NC -56036.630000 -0.0085068 N/A DIR CZ N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 CZK-PRIBOR-Reference Banks 6M N/A N/A Y 2029-10-25 109987.970000 CZK 0.000000 CZK 204900000.000000 CZK -166024.600000 N N N N/A N/A 000000000 1.000000 NC 17076.830000 0.0025924 N/A DFE CN N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 2249971.000000 USD 15789846.480000 CNY 2026-03-26 17076.830000 N N N N/A N/A 000000000 1.000000 NC 61176.170000 0.009287 N/A DFE AR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1759222880.000000 ARS 1061000.000000 USD 2026-06-18 61176.170000 N N N N/A N/A 000000000 1.000000 NC -18199.820000 -0.0027629 N/A DFE ZA N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 10774000.000000 ZAR 631460.430000 USD 2026-01-26 -18199.820000 N N N N/A N/A 000000000 1.000000 NC -71998.360000 -0.0109299 N/A DFE CO N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 10418517000.000000 COP 2649000.000000 USD 2026-01-30 -71998.360000 N N N N/A N/A 000000000 1.000000 NC -336.500000 -0.0000511 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2029-01-02 0.000000 BRL 0.000000 BRL 100000.000000 BRL -336.500000 N N N N/A N/A 000000000 1.000000 NC 3184.470000 0.0004834 N/A DFE CN N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 329031.390000 USD 2323488.060000 CNY 2026-02-09 3184.470000 N N N N/A N/A 000000000 1.000000 NC 88880.740000 0.0134927 N/A DIR SE N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A SEK-STIBOR-Bloomberg 3M Y 2029-10-07 0.000000 SEK -1690.480000 SEK 57400000.000000 SEK 90571.220000 N N N STEPSTONE GROUP MIDCO 2 GMBH 894500DB5T5ENCFFQU61 BA000BNR8 1900000.000000 PA 2115664.950000 0.321173 Long LON CORP US N 2 2032-04-26 Floating 6.599 N N N N N N N/A N/A 000000000 1.000000 NC -23129.790000 -0.0035113 N/A DFE PL N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 4203000.000000 PLN 1147557.620000 USD 2026-01-16 -23129.790000 N N N COLOMBIAN GOVT 549300MHDRBVRF6B9117 ACI2Z7LJ3 60235100000.000000 PA 14851885.370000 2.25462 Long DBT NUSS CO N 2 2035-01-24 Fixed 11.75 N N N N N N N/A N/A 000000000 1.000000 NC 18960.380000 0.0028783 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2027-01-04 0.000000 BRL 0.000000 BRL 44500000.000000 BRL 18960.380000 N N N N/A N/A 000000000 1.000000 NC -76072.800000 -0.0115484 N/A DIR MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Mexico Interbank TIIE 1 Day Y 2029-12-11 0.000000 MXN 0.000000 MXN 36300000.000000 MXN -76072.800000 N N N N/A N/A 000000000 1.000000 NC -77883.680000 -0.0118233 N/A DIR CO N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Colombia IBR Overnight Nominal Interbank Reference Rate Y 2030-09-17 0.000000 COP 0.000000 COP 3765300000.000000 COP -77883.680000 N N N N/A N/A 000000000 1.000000 NC 4909.430000 0.0007453 N/A DFE KR N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 299274.400000 USD 438589626.000000 KRW 2026-01-08 4909.430000 N N N N/A N/A 000000000 1.000000 NC 559.510000 0.0000849 N/A DFE EG N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 12946.000000 USD 666071.700000 EGP 2026-04-16 559.510000 N N N N/A N/A 000000000 1.000000 NC -242.380000 -0.0000368 N/A DIR CL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Sinacofi Chile Interbank Rate N/A N/A Y 2034-05-13 0.000000 CLP 0.000000 CLP 642200000.000000 CLP -242.380000 N N N N/A N/A 000000000 1.000000 NC 86666.030000 0.0131565 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2029-01-02 0.000000 BRL 0.000000 BRL 27200000.000000 BRL 86666.030000 N N N N/A N/A 000000000 1.000000 NC -25502.950000 -0.0038715 N/A DFE EG N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 22121735.760000 EGP 426402.000000 USD 2026-03-24 -25502.950000 N N N CHINA GOVT 300300CHN201808MOF68 60367QAE3 1400000.000000 PA USD 1411749.630000 0.214314 Long DBT NUSS CN N 2 2028-11-13 Fixed 3.625 N N N N N N NORDEA KREDIT REALKREDITAKTIESELSKAB 52990080NNXXLC14OC65 BL6K5DII1 1.350000 PA 0.170000 0 Long DBT CORP DK N 2 2053-10-01 Fixed 1.5 N N N N N N N/A N/A 000000000 1.000000 NC 287376.600000 0.0436258 N/A DIR CO N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Colombia IBR Overnight Nominal Interbank Reference Rate Y 2031-08-09 0.000000 COP 0.000000 COP 8000000000.000000 COP 287376.600000 N N N N/A N/A 000000000 1.000000 NC 5577.400000 0.0008467 N/A DIR MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Mexico Interbank TIIE 1 Day Y 2030-04-01 0.000000 MXN 0.000000 MXN 17900000.000000 MXN 5577.400000 N N N N/A N/A 000000000 1.000000 NC -232795.300000 -0.03534 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2027-01-04 0.000000 BRL 0.000000 BRL 16600000.000000 BRL -232795.300000 N N N N/A N/A 000000000 1.000000 NC -166558.380000 -0.0252848 N/A DIR CO N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Colombia IBR Overnight Nominal Interbank Reference Rate Y 2028-11-14 34532.000000 COP 0.000000 COP 9635600000.000000 COP -201090.380000 N N N N/A N/A 000000000 1.000000 NC 25471.250000 0.0038667 N/A DFE GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 3298545.520000 USD 2466000.000000 GBP 2026-01-14 25471.250000 N N N N/A N/A 000000000 1.000000 NC -2681.560000 -0.0004071 N/A DFE PE N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 5638454.300000 PEN 1664193.590000 USD 2026-06-24 -2681.560000 N N N EGYPTIAN GOVT 529900GFIVH4086NMH82 ACI2VM0V0 564900000.000000 PA 11859584.030000 1.80037 Long DBT NUSS EG N 2 2028-03-04 Fixed 21.954 N N N N N N VALE SA 254900SMTWBX7RU2SR20 B011X9II2 27540000.000000 PA 2085697.340000 0.316624 Long DBT CORP BR N 2 2049-12-29 Variable 1.95545 N N N N N N N/A N/A 000000000 1.000000 NC USD -16918.880000 -0.0025684 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 SAUDI ARABIA GOVT SAUDI INTERNATIONAL BOND SR UNSEC REGS Y Single Leg Swap 2033-12-20 0.000000 USD -10086.140000 USD 4100000.000000 USD -6832.740000 N N N N/A N/A 000000000 1.000000 NC -89296.720000 -0.0135559 N/A DFE BR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 21700000.000000 BRL 3789400.160000 USD 2026-04-02 -89296.720000 N N N N/A N/A 000000000 1.000000 NC 50179.620000 0.0076176 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2029-01-02 0.000000 BRL 0.000000 BRL 36600000.000000 BRL 50179.620000 N N N N/A N/A 000000000 1.000000 NC 8523.720000 0.001294 N/A DFE NG N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 196231.000000 USD 297289965.000000 NGN 2026-02-25 8523.720000 N N N N/A N/A 000000000 -13100000.000000 NC -3441.440000 -0.0005224 N/A DIR US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 Put Written DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DIR ZA N/A IRS ZAR 6.71500 02/26/26-5Y CME 2031-02-26 0.000000 ZAR 0.000000 ZAR N/A ZAR N/A 6.710000 ZAR 2026-02-26 XXXX 980.680000 N N N N/A N/A 000000000 1.000000 NC -118473.140000 -0.0179851 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2027-01-04 0.000000 BRL 0.000000 BRL 11300000.000000 BRL -118473.140000 N N N N/A N/A 000000000 1.000000 NC -17582.770000 -0.0026692 N/A DIR PL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 WIBOR PLN 6M N/A N/A Y 2030-04-18 0.000000 PLN 0.000000 PLN 1900000.000000 PLN -17582.770000 N N N N/A N/A 000000000 698000.000000 NC USD 4609.590000 0.0006998 N/A DFE US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Put Purchased BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC 0.000000 0.000000 DFE US 0.000000 N/A 0.000000 N/A 2026-02-19 N/A 1423.000000 USD 2026-02-12 XXXX 275.010000 N N N N/A N/A 000000000 1.000000 NC USD -901907.080000 -0.136916 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A CDX.NA.IG.45 Y Single Leg Swap 2030-12-20 0.000000 USD -867124.440000 USD 39300000.000000 USD -34782.640000 N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 ACI30CNK3 5814.000000 PA USD 500.000000 0.0000759 Long DBT CORP KY N 2 2027-11-30 Fixed 5 N N N N N N N/A N/A 000000000 1.000000 NC 6198.970000 0.000941 N/A DFE MX N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 274290.100000 USD 5075656.000000 MXN 2026-02-24 6198.970000 N N N N/A N/A 000000000 1.000000 NC -195741.820000 -0.029715 N/A DIR HU N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 BUBOR HKK 6M N/A N/A Y 2028-04-28 0.000000 HUF -50160.820000 HUF 606700000.000000 HUF -145581.000000 N N N N/A N/A 000000000 1.000000 NC -379295.950000 -0.0575799 N/A DFE ZA N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 130471486.560000 ZAR 7487990.000000 USD 2026-01-26 -379295.950000 N N N N/A N/A 000000000 1.000000 NC -26737.380000 -0.0040589 N/A DFE EG N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 23614900.190000 EGP 456503.000000 USD 2026-03-18 -26737.380000 N N N N/A N/A 000000000 1.000000 NC 2689.630000 0.0004083 N/A DFE JP N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 63271172.000000 JPY 406915.000000 USD 2026-01-14 2689.630000 N N N N/A N/A 000000000 1.000000 NC 96442.890000 0.0146407 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 710910.720000 KWD 2444000.000000 USD 2029-05-07 96442.890000 N N N N/A N/A 000000000 1.000000 NC -1457.200000 -0.0002212 N/A DIR CZ N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 CZK-PRIBOR-Reference Banks 6M N/A N/A Y 2030-05-29 164.380000 CZK 0.000000 CZK 30700000.000000 CZK -1621.580000 N N N N/A N/A 000000000 1.000000 NC 410.650000 0.0000623 N/A DFE CN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 53549.000000 USD 376449.470000 CNY 2026-03-06 410.650000 N N N N/A N/A 000000000 1.000000 NC USD -1991.140000 -0.0003023 N/A DCR US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 ARGENTINA GOVT REPUBLIC OF ARGENTINA Y Single Leg Swap 2027-06-20 0.000000 USD -28000.000000 USD 350000.000000 USD 26008.860000 N N N N/A N/A 000000000 1.000000 NC 151.540000 0.000023 N/A DFE MY N 2 CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 1VUV7VQFKUOQSJ21A208 5973385.000000 MYR 1474000.000000 USD 2026-01-22 151.540000 N N N N/A N/A 000000000 1.000000 NC -8722.640000 -0.0013242 N/A DFE TH N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 28090154.940000 THB 883000.000000 USD 2026-01-08 -8722.640000 N N N N/A N/A 000000000 1.000000 NC 31306.150000 0.0047525 N/A DIR PL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 WIBOR PLN 6M N/A N/A Y 2029-08-02 0.000000 PLN 0.000000 PLN 3100000.000000 PLN 31306.150000 N N N N/A N/A 000000000 1.000000 NC 61568.040000 0.0093465 N/A DFE CL N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 3016750.300000 USD 2768924261.000000 CLP 2026-03-18 61568.040000 N N N UZBEK INDUSTRIAL AND CONSTRUCTION BANK ATB 213800C2NIFPFTXYIU69 917935AB4 15540000000.000000 PA 1384276.490000 0.210143 Long DBT CORP UZ N 2 2027-07-24 Fixed 21 N N N N N N N/A N/A 000000000 1.000000 NC 64767.110000 0.0098321 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 2903129.330000 USD 16263330.510000 BRL 2026-01-05 64767.110000 N N N N/A N/A 000000000 1.000000 NC 114780.230000 0.0174245 N/A DIR PL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 WIBOR PLN 6M N/A N/A Y 2026-03-20 0.000000 PLN 0.000000 PLN 13100000.000000 PLN 114780.230000 N N N N/A N/A 000000000 1.000000 NC -8219.800000 -0.0012478 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2029-01-02 0.000000 BRL 0.000000 BRL 16200000.000000 BRL -8219.800000 N N N N/A N/A 000000000 1.000000 NC -8232.930000 -0.0012498 N/A DFE N/A N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 4114968000.000000 UZS 327000.000000 USD 2026-04-14 -8232.930000 N N N FHLMC STRUCTURED PASS THRU SEC T-35 N/A 313398VT3 15680.630000 PA USD 15667.870000 0.0023785 Long ABS-MBS USGSE US N 2 2031-09-25 Floating 4.26867 N N N N N N N/A N/A 000000000 1.000000 NC 31521.880000 0.0047852 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2029-01-02 0.000000 BRL 0.000000 BRL 51900000.000000 BRL 31521.880000 N N N N/A N/A 000000000 1.000000 NC -102.380000 -0.0000155 N/A DFE N/A N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 160280.000000 UYU 4000.000000 USD 2026-01-07 -102.380000 N N N N/A N/A 000000000 1.000000 NC -737371.680000 -0.111938 N/A DFE TR N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 321763058.640000 TRY 6512104.000000 USD 2026-02-18 -737371.680000 N N N N/A N/A 000000000 1.000000 NC -43834.420000 -0.0066544 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2029-01-02 0.000000 BRL 0.000000 BRL 48300000.000000 BRL -43834.420000 N N N TURKEY GOVT 5493000PCHOG3B6S3Q85 ACI2YZ1J4 67500000.000000 PA 1684669.280000 0.255745 Long DBT NUSS TR N 2 2030-07-10 Fixed 34.1 N N N N N N N/A N/A 000000000 1.000000 NC USD 1666.790000 0.000253 N/A DCR US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 PERU GOVT PERU (REP OF) GLBL SR UNSECURED Y Single Leg Swap 2029-12-20 642.460000 USD 0.000000 USD 100000.000000 USD 1024.330000 N N N N/A N/A 000000000 1.000000 NC 16314.810000 0.0024767 N/A DFE CN N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 2249683.000000 USD 15800873.520000 CNY 2026-03-12 16314.810000 N N N HSI ASSET LOAN OBLIGATION 2007-WF1 N/A 40431KAA8 30970.740000 PA USD 8794.310000 0.001335 Long ABS-MBS CORP US N 2 2036-12-25 Floating 3.96621 N N N N N N N/A N/A 000000000 1.000000 NC 117180.870000 0.0177889 N/A DFE TR N 2 Nomura Holdings, Inc. 549300B3CEAHYG7K8164 3566464.830000 USD 160920676.360000 TRY 2026-01-28 117180.870000 N N N N/A N/A 000000000 1.000000 NC -9489.900000 -0.0014406 N/A DFE PE N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 2882936.450000 PEN 847523.650000 USD 2026-01-27 -9489.900000 N N N N/A N/A 000000000 1.000000 NC 6178.480000 0.0009379 N/A DFE CN N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 875436.580000 USD 6137335.690000 CNY 2026-04-01 6178.480000 N N N N/A N/A 000000000 1.000000 NC 22000.840000 0.0033399 N/A DFE PL N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 861351.510000 USD 3171410.120000 PLN 2026-01-16 22000.840000 N N N UKRAINE GOVT 6354001WLTJXOMEXPY07 903724CE0 364757.000000 PA USD 174171.470000 0.0264405 Long DBT NUSS UA N 2 2034-02-01 Variable 0 N N N N N N N/A N/A 000000000 1.000000 NC 10120.080000 0.0015363 N/A DIR HU N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 BUBOR HKK 6M N/A N/A Y 2029-10-21 0.000000 HUF -35506.020000 HUF 828800000.000000 HUF 45626.100000 N N N N/A N/A 000000000 1.000000 NC -91905.210000 -0.0139519 N/A DFE IN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 8162603.000000 USD 727124675.240000 INR 2026-01-30 -91905.210000 N N N N/A N/A 000000000 1.000000 NC -54598.820000 -0.0082885 N/A DFE IN N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 1455110944.000000 INR 16096360.000000 USD 2026-01-30 -54598.820000 N N N N/A N/A 000000000 1.000000 NC -11116.340000 -0.0016875 N/A DIR PL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 WIBOR PLN 6M N/A N/A Y 2030-09-29 0.000000 PLN 0.000000 PLN 2200000.000000 PLN -11116.340000 N N N N/A N/A 000000000 1.000000 NC -23872.860000 -0.0036241 N/A DFE BR N 2 BANCO SANTANDER S.A. 5493006QMFDDMYWIAM13 10090556.120000 BRL 1803672.590000 USD 2026-02-03 -23872.860000 N N N N/A N/A 000000000 1.000000 NC 86115.780000 0.013073 N/A DIR HU N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 BUBOR HKK 6M N/A N/A Y 2030-06-16 593.370000 HUF 0.000000 HUF 719900000.000000 HUF 85522.410000 N N N COLOMBIAN GOVT 549300MHDRBVRF6B9117 ACI2WZRP4 42360900000.000000 PA 10601831.130000 1.60943 Long DBT NUSS CO N 2 2029-08-22 Fixed 11 N N N N N N N/A N/A 000000000 1.000000 NC -184331.060000 -0.0279828 N/A DIR ZA N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2030-03-18 0.000000 ZAR 0.000000 ZAR 65000000.000000 ZAR -184331.060000 N N N N/A N/A 000000000 1.000000 NC -62941.110000 -0.0095549 N/A DIR HU N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 BUBOR HKK 6M N/A N/A Y 2030-11-21 0.000000 HUF 0.000000 HUF 1357400000.000000 HUF -62941.110000 N N N N/A N/A 000000000 1.000000 NC USD 72217.980000 0.0109632 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-06-18 75755.740000 USD 0.000000 USD 1900000.000000 USD -3537.760000 N N N N/A N/A 000000000 1.000000 NC -7647.710000 -0.001161 N/A DFE KR N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 796839050.000000 KRW 545000.000000 USD 2026-01-08 -7647.710000 N N N N/A N/A 000000000 1.000000 NC -517.010000 -0.0000785 N/A DFE N/A N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 148394.620000 USD 975800000.000000 PYG 2026-01-05 -517.010000 N N N N/A N/A 000000000 1.000000 NC -9140.510000 -0.0013876 N/A DFE N/A N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 753375000.000000 PYG 105000.000000 USD 2026-01-07 -9140.510000 N N N N/A N/A 000000000 39300000.000000 NC 3332.900000 0.000506 N/A DIR US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 Call Purchased DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DIR CZ IRS CZK 3.72000 02/12/26-5Y CME N/A N/A 2031-02-12 0.000000 CZK 0.000000 CZK N/A CZK N/A 3.720000 CZK 2026-02-10 XXXX 321.150000 N N N N/A N/A 000000000 1.000000 NC -22500.730000 -0.0034158 N/A DIR SE N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A SEK-STIBOR-Bloomberg 3M Y 2029-10-07 115.300000 SEK 0.000000 SEK 57100000.000000 SEK -22616.030000 N N N N/A N/A 000000000 1.000000 NC -585.280000 -0.0000888 N/A DIR HU N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 BUBOR HKK 6M N/A N/A Y 2030-12-30 0.000000 HUF -3079.060000 HUF 125950000.000000 HUF 2493.780000 N N N N/A N/A 000000000 1.000000 NC USD 37033.620000 0.005622 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2033-12-20 203081.470000 USD 0.000000 USD 3100000.000000 USD -166047.850000 N N N N/A N/A 000000000 1.000000 NC 247402.810000 0.0375575 N/A DFE MY N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 43914000.000000 USD 178982485.500000 MYR 2026-01-22 247402.810000 N N N N/A N/A 000000000 1.000000 NC -2315.230000 -0.0003515 N/A DIR CZ N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 CZK-PRIBOR-Reference Banks 6M N/A N/A Y 2031-02-09 0.000000 CZK 0.000000 CZK 12500000.000000 CZK -2315.230000 N N N N/A N/A 000000000 1.000000 NC -91511.760000 -0.0138921 N/A DFE IN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 8253776.000000 USD 735374299.610000 INR 2026-01-30 -91511.760000 N N N N/A N/A 000000000 1.000000 NC 39719.730000 0.0060297 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 295080.800000 KWD 1015000.000000 USD 2029-07-02 39719.730000 N N N N/A N/A 000000000 1.000000 NC 6201.340000 0.0009414 N/A DIR ZA N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2030-10-15 0.000000 ZAR 0.000000 ZAR 9500000.000000 ZAR 6201.340000 N N N N/A N/A 000000000 1.000000 NC -26654.890000 -0.0040464 N/A DIR CL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Sinacofi Chile Interbank Rate N/A N/A Y 2033-10-06 0.000000 CLP 0.000000 CLP 447000000.000000 CLP -26654.890000 N N N N/A N/A 000000000 1.000000 NC 99298.400000 0.0150742 N/A DFE TH N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 237789097.550000 THB 7647919.000000 USD 2026-01-08 99298.400000 N N N N/A N/A 000000000 1.000000 NC -34666.150000 -0.0052626 N/A DIR CZ N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 CZK-PRIBOR-Reference Banks 6M N/A N/A Y 2030-06-11 9762.560000 CZK 0.000000 CZK 90300000.000000 CZK -44428.710000 N N N N/A N/A 000000000 1.000000 NC 2995.750000 0.0004548 N/A DFE N/A N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 670153.970000 CZK 571000.000000 EUR 2026-03-13 2995.750000 N N N N/A N/A 000000000 1.000000 NC 48586.280000 0.0073757 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2029-01-02 0.000000 BRL 0.000000 BRL 14700000.000000 BRL 48586.280000 N N N N/A N/A 000000000 1.000000 NC 30178.570000 0.0045813 N/A DFE AR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 365645376.000000 ARS 247392.000000 USD 2026-04-07 30178.570000 N N N N/A N/A 000000000 1.000000 NC -53885.640000 -0.0081802 N/A DFE ZA N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 26607680.350000 ZAR 1550527.980000 USD 2026-01-26 -53885.640000 N N N N/A N/A 000000000 1.000000 NC 32422.330000 0.0049219 N/A DIR CO N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Colombia IBR Overnight Nominal Interbank Reference Rate Y 2028-04-28 0.000000 COP 0.000000 COP 1954400000.000000 COP 32422.330000 N N N N/A N/A 000000000 1.000000 NC 121029.050000 0.0183731 N/A DFE TH N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 265467052.790000 THB 8548287.000000 USD 2026-01-08 121029.050000 N N N N/A N/A 000000000 1.000000 NC -259274.650000 -0.0393598 N/A DIR MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Mexico Interbank TIIE 1 Day Y 2030-01-08 0.000000 MXN -38925.280000 MXN 83000000.000000 MXN -220349.370000 N N N N/A N/A 000000000 1.000000 NC 3377.570000 0.0005127 N/A DIR IL N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Shekel O/N Risk Free Rate Y 2035-10-13 4873.410000 ILS 0.000000 ILS 2000000.000000 ILS -1495.840000 N N N N/A N/A 000000000 1.000000 NC -41965.820000 -0.0063707 N/A DFE N/A N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1828941.400000 GHS 127898.000000 USD 2026-02-17 -41965.820000 N N N N/A N/A 000000000 1.000000 NC -10453.770000 -0.001587 N/A DIR CO N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Colombia IBR Overnight Nominal Interbank Reference Rate Y 2026-06-21 0.000000 COP 0.000000 COP 6139610000.000000 COP -10453.770000 N N N BRAZIL GOVT 254900ZFY40OYEADAP90 ACI2QBY01 3000000.000000 PA 403011.550000 0.0611801 Long DBT NUSS BR N 2 2028-07-01 None 0 N N N N N N ICBC STANDARD BANK PLC F01VVKN4DRF2NWKGQ283 ACI37D938 14618000000.000000 PA 1216120.920000 0.184616 Long DBT CORP GB N 3 2029-12-13 Fixed 20 N N N N N N N/A N/A 000000000 -2072000.000000 NC USD -3360.780000 -0.0005102 N/A DFE US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 Put Written BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC 0.000000 0.000000 DFE US 0.000000 N/A 0.000000 N/A 2026-02-19 N/A 1383.000000 USD 2026-02-12 XXXX 990.420000 N N N N/A N/A 000000000 1.000000 NC USD 2112.690000 0.0003207 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-01-03 0.000000 USD -1830.000000 USD 400000.000000 USD 3942.690000 N N N N/A N/A 000000000 1.000000 NC -12339.290000 -0.0018732 N/A DFE BR N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 1095000.000000 USD 5932710.000000 BRL 2026-01-05 -12339.290000 N N N N/A N/A 000000000 1.000000 NC -11877.610000 -0.0018031 N/A DFE N/A N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 975800000.000000 PYG 136000.000000 USD 2026-01-05 -11877.610000 N N N N/A N/A 000000000 1.000000 NC 3125.600000 0.0004745 N/A DFE JP N 2 BANCO SANTANDER S.A. 5493006QMFDDMYWIAM13 86580177.000000 JPY 556267.000000 USD 2026-01-14 3125.600000 N N N N/A N/A 000000000 1.000000 NC USD -2330.410000 -0.0003538 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 SAUDI ARABIA GOVT SAUDI INTERNATIONAL BOND Y Single Leg Swap 2034-06-20 0.000000 USD -10508.580000 USD 1200000.000000 USD 8178.170000 N N N N/A N/A 000000000 1.000000 NC 7216.680000 0.0010955 N/A DFE AR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 500599596.750000 ARS 352101.000000 USD 2026-01-05 7216.680000 N N N N/A N/A 000000000 1.000000 NC 8873.900000 0.0013471 N/A DFE KZ N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 86574.000000 USD 49347180.000000 KZT 2026-03-11 8873.900000 N N N CHILEAN GOVT 549300FLZTJM5YJF8D34 BZ8VHWII9 730000000.000000 PA 805022.650000 0.122208 Long DBT NUSS CL N 2 2035-03-01 Fixed 5 N N N N N N HUNGARY GOVT 5299003F3UFKGCCMAP43 ACI239370 127400000.000000 PA 351417.030000 0.0533476 Long DBT NUSS HU N 2 2032-11-24 Fixed 4.75 N N N N N N N/A N/A 000000000 1.000000 NC 6324.420000 0.0009601 N/A DFE MX N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 274011.740000 USD 5072889.000000 MXN 2026-02-24 6324.420000 N N N N/A N/A 000000000 1.000000 NC -29588.140000 -0.0044917 N/A DFE N/A N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 2927000.000000 EUR 3411689.540000 USD 2026-01-14 -29588.140000 N N N N/A N/A 000000000 1.000000 NC USD 2814.750000 0.0004273 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 BRAZIL GOVT FED REPUBLIC OF BRAZIL Y Single Leg Swap 2029-12-20 22962.970000 USD 0.000000 USD 700000.000000 USD -20148.220000 N N N TURKEY GOVT 5493000PCHOG3B6S3Q85 ACI2PJ5W7 190000000.000000 PA 4422960.250000 0.671437 Long DBT NUSS TR N 2 2028-05-17 Floating 42.56 N N N N N N N/A N/A 000000000 1.000000 NC -50130.570000 -0.0076102 N/A DIR MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Mexico Interbank TIIE 1 Day Y 2028-03-02 0.000000 MXN 0.000000 MXN 121200000.000000 MXN -50130.570000 N N N N/A N/A 000000000 1.000000 NC -49656.520000 -0.0075382 N/A DIR ZA N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2030-01-31 0.000000 ZAR 0.000000 ZAR 9900000.000000 ZAR -49656.520000 N N N N/A N/A 000000000 1.000000 NC -449285.220000 -0.0682047 N/A DFE MY N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 163474371.000000 MYR 39885709.160000 USD 2026-01-22 -449285.220000 N N N N/A N/A 000000000 1.000000 NC 41406.260000 0.0062858 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 342648.400000 KWD 1180000.000000 USD 2030-05-16 41406.260000 N N N N/A N/A 000000000 1.000000 NC 6124.140000 0.0009297 N/A DFE NG N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 143260.000000 USD 216895640.000000 NGN 2026-02-25 6124.140000 N N N N/A N/A 000000000 1.000000 NC 23431.580000 0.0035571 N/A DIR CL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Sinacofi Chile Interbank Rate N/A N/A Y 2029-07-19 608.360000 CLP 0.000000 CLP 1338400000.000000 CLP 22823.220000 N N N N/A N/A 000000000 1.000000 NC 150261.700000 0.0228108 N/A DIR HU N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 BUBOR HKK 6M N/A N/A Y 2030-01-31 0.000000 HUF 0.000000 HUF 1208000000.000000 HUF 150261.700000 N N N N/A N/A 000000000 1.000000 NC 120403.980000 0.0182782 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 98600000.000000 BRL 17744344.660000 USD 2026-04-02 120403.980000 N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912797SG3 1553000.000000 PA USD 1550259.500000 0.235341 Long DBT UST US N 2 2026-01-20 None 0 N N N N N N POLAND GOVT 259400R9L8QEP0TPXS31 BV5DRXII8 9650000.000000 PA 2656679.940000 0.403303 Long DBT NUSS PL N 2 2035-10-25 Fixed 5 N N N N N N N/A N/A 000000000 1.000000 NC -36203.360000 -0.0054959 N/A DIR CO N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Colombia IBR Overnight Nominal Interbank Reference Rate Y 2031-12-30 0.000000 COP 0.000000 COP 1787200000.000000 COP -36203.360000 N N N N/A N/A 000000000 1.000000 NC 51449.780000 0.0078104 N/A DIR CZ N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 CZK-PRIBOR-Reference Banks 6M N/A N/A Y 2030-04-09 26760.340000 CZK 0.000000 CZK 95500000.000000 CZK 24689.440000 N N N N/A N/A 000000000 1.000000 NC -666.940000 -0.0001012 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 150000.000000 USD 45807.000000 KWD 2026-06-02 -666.940000 N N N N/A N/A 000000000 1.000000 NC -527.360000 -0.0000801 N/A DIR CZ N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 CZK-PRIBOR-Reference Banks 6M N/A N/A Y 2030-10-15 0.000000 CZK 0.000000 CZK 11670000.000000 CZK -527.360000 N N N N/A N/A 000000000 1.000000 NC 17244.350000 0.0026178 N/A DFE N/A N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 9759000.000000 USD 36699695.400000 SAR 2026-01-28 17244.350000 N N N VB DPR FINANCE COMPANY 549300Y3LKKHCL3AQW08 BA0008CR7 1000000.000000 PA 1181316.110000 0.179332 Long LON CORP TR N 3 2028-12-15 Floating 5.1 N N N N N N BEIGNET INVESTOR LLC N/A 076912AA2 7170000.000000 PA USD 7581619.950000 1.15094 Long DBT CORP US N 2 2049-05-30 Fixed 6.581 N N N N N N N/A N/A 000000000 1.000000 NC USD 145205.770000 0.0220433 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2027-09-17 232277.250000 USD 0.000000 USD 24100000.000000 USD -87071.480000 N N N N/A N/A 000000000 1.000000 NC -17016.920000 -0.0025833 N/A DFE TH N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1176094.990000 USD 36451653.010000 THB 2026-02-04 -17016.920000 N N N N/A N/A 000000000 1.000000 NC 27372.180000 0.0041553 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 71348085.330000 BRL 12949540.870000 USD 2026-02-03 27372.180000 N N N N/A N/A 000000000 3900000.000000 PA USD 3900000.000000 0.592048 Long RA US N 2 Repurchase N 3.870000 2026-01-02 3861400.000000 USD 3910647.950000 USD UST N N N N/A N/A 000000000 1.000000 NC -13.330000 -0.000002 N/A DFE RO N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 22000.000000 RON 5058.320000 USD 2026-01-23 -13.330000 N N N JOINT STOCK COMPANY DEVELOPMENT BANK OF KAZAKHSTAN 213800LCDPGJ1BI7KX98 ACI2RQX40 190000000.000000 PA 353570.750000 0.0536746 Long DBT CORP KZ N 2 2028-05-23 Fixed 13.4892 N N N N N N N/A N/A 000000000 1.000000 NC 321.250000 0.0000488 N/A DFE EG N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 8040.000000 USD 400794.000000 EGP 2026-01-20 321.250000 N N N N/A N/A 000000000 1.000000 NC 43069.780000 0.0065383 N/A DFE TH N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 6869875.000000 USD 217682294.190000 THB 2026-01-14 43069.780000 N N N N/A N/A 000000000 1.000000 NC 36228.700000 0.0054998 N/A DFE EG N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 838264.000000 USD 43128682.800000 EGP 2026-04-16 36228.700000 N N N N/A N/A 000000000 1.000000 NC -87048.020000 -0.0132145 N/A DIR PL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 WIBOR PLN 6M N/A N/A Y 2029-08-09 0.000000 PLN 0.000000 PLN 13600000.000000 PLN -87048.020000 N N N N/A N/A 000000000 1.000000 NC -62969.420000 -0.0095592 N/A DFE N/A N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 34188383450.000000 UZS 2781805.000000 USD 2026-01-09 -62969.420000 N N N N/A N/A 000000000 1.000000 NC 299451.530000 0.0454589 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 4026001.640000 USD 191982303.800000 TRY 2026-02-18 299451.530000 N N N N/A N/A 000000000 1.000000 NC -5535.070000 -0.0008403 N/A DFE ZA N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 12651000.000000 ZAR 757306.200000 USD 2026-01-26 -5535.070000 N N N N/A N/A 000000000 1.000000 NC 4893.480000 0.0007429 N/A DFE CN N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 781390.950000 USD 5482785.880000 CNY 2026-03-12 4893.480000 N N N N/A N/A 000000000 1.000000 NC 533.290000 0.000081 N/A DFE N/A N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 2190366.500000 DOP 35000.000000 USD 2026-02-06 533.290000 N N N N/A N/A 000000000 1.000000 NC -10545.510000 -0.0016009 N/A DIR HU N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 BUBOR HKK 6M N/A N/A Y 2035-05-16 0.000000 HUF 0.000000 HUF 86700000.000000 HUF -10545.510000 N N N N/A N/A 000000000 1.000000 NC 26818.610000 0.0040713 N/A DFE CN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 3475736.000000 USD 24427472.610000 CNY 2026-03-10 26818.610000 N N N DOMINICAN REPUBLIC GOVT 254900EHU7Q8FGVPI369 P3579ECD7 34000.000000 PA 541.730000 0.0000822 Long DBT NUSS DO N 2 2026-06-05 Fixed 9.75 N N N N N N N/A N/A 000000000 1.000000 NC 34432.540000 0.0052271 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2026-01-02 0.000000 BRL 0.000000 BRL 3390000.000000 BRL 34432.540000 N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912797SF5 191000.000000 PA USD 190795.810000 0.0289642 Long DBT UST US N 2 2026-01-13 None 0 N N N N N N N/A N/A 000000000 1.000000 NC 255.860000 0.0000388 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2029-01-02 0.000000 BRL 0.000000 BRL 37800000.000000 BRL 255.860000 N N N N/A N/A 000000000 1.000000 NC 21235.720000 0.0032237 N/A DFE MX N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 895032.430000 USD 16617261.600000 MXN 2026-03-18 21235.720000 N N N N/A N/A 000000000 1.000000 NC 67156.390000 0.0101948 N/A DIR CO N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Colombia IBR Overnight Nominal Interbank Reference Rate Y 2033-03-21 0.000000 COP 0.000000 COP 3613140000.000000 COP 67156.390000 N N N CHINA GOVT 300300CHN201808MOF68 60367QAF0 300000.000000 PA USD 303334.780000 0.0460484 Long DBT NUSS CN N 2 2030-11-13 Fixed 3.75 N N N N N N N/A N/A 000000000 1.000000 NC 2694.890000 0.0004091 N/A DIR SG N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Singapore Domestic Interbank Overnight Rate Average Y 2026-11-26 0.000000 SGD 0.000000 SGD 4750000.000000 SGD 2694.890000 N N N N/A N/A 000000000 1.000000 NC 12430.120000 0.001887 N/A DIR MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Mexico Interbank TIIE 1 Day Y 2030-04-01 1997.610000 MXN 0.000000 MXN 47800000.000000 MXN 10432.510000 N N N N/A N/A 000000000 1.000000 NC -11876.580000 -0.001803 N/A DIR CZ N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 CZK-PRIBOR-Reference Banks 6M N/A N/A Y 2030-08-13 0.000000 CZK 0.000000 CZK 78700000.000000 CZK -11876.580000 N N N N/A N/A 000000000 1.000000 NC -47122.310000 -0.0071535 N/A DFE EG N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 38927008.050000 EGP 699497.000000 USD 2026-09-21 -47122.310000 N N N N/A N/A 000000000 1.000000 NC 479.620000 0.0000728 N/A DFE IN N 2 STATE STREET CORPORATION 549300ZFEEJ2IP5VME73 682000.000000 USD 61487592.320000 INR 2026-01-30 479.620000 N N N DOMINICAN REPUBLIC GOVT 254900EHU7Q8FGVPI369 25714PFD5 655300000.000000 PA 11175639.580000 1.69654 Long DBT NUSS DO N 2 2037-03-15 Fixed 10.5 N N N N N N N/A N/A 000000000 1.000000 NC 12072.990000 0.0018328 N/A DFE AU N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 422937.370000 USD 651803.000000 AUD 2026-01-14 12072.990000 N N N N/A N/A 000000000 1.000000 NC -459874.030000 -0.0698122 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 86400000.000000 BRL 14983416.790000 USD 2026-04-02 -459874.030000 N N N N/A N/A 000000000 1.000000 NC USD 17.410000 0.0000026 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-01-02 0.000000 USD -1730.000000 USD 400000.000000 USD 1747.410000 N N N N/A N/A 000000000 1.000000 NC 52577.460000 0.0079816 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2028-01-03 0.000000 BRL 0.000000 BRL 7200000.000000 BRL 52577.460000 N N N N/A N/A 000000000 -39300000.000000 NC -563.580000 -0.0000856 N/A DIR US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 Put Written DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DIR CZ IRS CZK 4.22000 02/12/26-5Y CME N/A N/A 2031-02-12 0.000000 CZK 0.000000 CZK N/A CZK N/A 4.220000 CZK 2026-02-10 XXXX 2803.600000 N N N N/A N/A 000000000 1.000000 NC 2536.740000 0.0003851 N/A DIR MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Mexico Interbank TIIE 1 Day Y 2030-04-01 0.000000 MXN 0.000000 MXN 12800000.000000 MXN 2536.740000 N N N N/A N/A 000000000 1.000000 NC 97218.680000 0.0147585 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2027-01-04 0.000000 BRL 0.000000 BRL 13800000.000000 BRL 97218.680000 N N N N/A N/A 000000000 1.000000 NC -24831.030000 -0.0037695 N/A DFE EG N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 20030290.000000 EGP 371000.000000 USD 2026-06-25 -24831.030000 N N N N/A N/A 000000000 1.000000 NC -203135.100000 -0.0308374 N/A DFE EG N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 162227419.700000 EGP 2912521.000000 USD 2026-09-17 -203135.100000 N N N N/A N/A 000000000 1.000000 NC -139217.970000 -0.0211343 N/A DIR ZA N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2030-01-31 0.000000 ZAR 0.000000 ZAR 28200000.000000 ZAR -139217.970000 N N N N/A N/A 000000000 1.000000 NC -67429.740000 -0.0102363 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2029-01-02 0.000000 BRL 0.000000 BRL 39100000.000000 BRL -67429.740000 N N N N/A N/A 000000000 1.000000 NC 9587.120000 0.0014554 N/A DFE EG N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 339728.000000 USD 16782563.200000 EGP 2026-01-27 9587.120000 N N N N/A N/A 000000000 1.000000 NC 78403.050000 0.0119021 N/A DFE IN N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 16096360.000000 USD 1472977903.600000 INR 2026-06-17 78403.050000 N N N N/A N/A 000000000 1.000000 NC 1280.290000 0.0001944 N/A DFE CN N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 139376.470000 USD 984137.250000 CNY 2026-02-05 1280.290000 N N N N/A N/A 000000000 1.000000 NC -164.050000 -0.0000249 N/A DFE N/A N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 563220990.000000 UZS 41751.000000 USD 2027-06-18 -164.050000 N N N N/A N/A 000000000 1.000000 NC -21658.210000 -0.0032879 N/A DIR PL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 WIBOR PLN 6M N/A N/A Y 2029-07-25 0.000000 PLN 0.000000 PLN 1700000.000000 PLN -21658.210000 N N N N/A N/A 000000000 -15000000.000000 NC -171.260000 -0.000026 N/A DIR US N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 Call Written JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DIR MX N/A OIS MXN TIIE1/7.35000 02/06/26-5Y* CME 2031-01-31 0.000000 MXN 0.000000 MXN N/A MXN N/A 7.350000 MXN 2026-02-04 XXXX 4643.380000 N N N N/A N/A 000000000 1.000000 NC -58783.570000 -0.0089238 N/A DIR MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Mexico Interbank TIIE 1 Day Y 2035-03-07 0.000000 MXN 0.000000 MXN 30500000.000000 MXN -58783.570000 N N N N/A N/A 000000000 1.000000 NC -228.410000 -0.0000347 N/A DFE ID N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 1153987584.000000 IDR 68878.330000 USD 2026-01-22 -228.410000 N N N N/A N/A 000000000 1.000000 NC -4893.280000 -0.0007428 N/A DIR ZA N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2030-12-08 0.000000 ZAR 0.000000 ZAR 9500000.000000 ZAR -4893.280000 N N N N/A N/A 000000000 1.000000 NC -244761.920000 -0.0371566 N/A DFE PE N 2 BANCO SANTANDER S.A. 5493006QMFDDMYWIAM13 16653278.680000 PEN 4685784.660000 USD 2026-05-13 -244761.920000 N N N WARWICK FINANCE RESIDENTIAL MORTGAGES 3A N/A ACI0YB0Q6 132.000000 PA 1452698.990000 0.22053 Long ABS-MBS CORP GB N 2 2049-12-21 Variable 0 N N N N N N N/A N/A 000000000 1.000000 NC 19551.260000 0.002968 N/A DFE AR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 311321125.000000 ARS 204145.000000 USD 2026-04-10 19551.260000 N N N N/A N/A 000000000 1.000000 NC 96597.920000 0.0146643 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 710910.720000 KWD 2444000.000000 USD 2029-05-02 96597.920000 N N N N/A N/A 000000000 1.000000 NC -1638.370000 -0.0002487 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 850494.700000 USD 722000.000000 EUR 2026-01-14 -1638.370000 N N N N/A N/A 000000000 4258000.000000 NC 25670.530000 0.003897 N/A DFE KY N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 Put Purchased BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DFE 0.000000 N/A 0.000000 N/A 2026-03-13 N/A 24.200000 EUR 2026-03-11 XXXX 6340.080000 N N N N/A N/A 000000000 1.000000 NC 2066.370000 0.0003137 N/A DIR CL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Sinacofi Chile Interbank Rate N/A N/A Y 2028-10-01 0.000000 CLP 0.000000 CLP 165000000.000000 CLP 2066.370000 N N N N/A N/A 000000000 1.000000 NC 42123.060000 0.0063946 N/A DIR CL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Sinacofi Chile Interbank Rate N/A N/A Y 2031-06-24 0.000000 CLP 0.000000 CLP 3104700000.000000 CLP 42123.060000 N N N N/A N/A 000000000 1.000000 NC 25749.660000 0.003909 N/A DFE EG N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 1939350.000000 USD 95144511.000000 EGP 2026-02-18 25749.660000 N N N N/A N/A 000000000 1.000000 NC -39635.620000 -0.006017 N/A DFE ID N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 21471756.000000 USD 358470966420.000000 IDR 2026-03-11 -39635.620000 N N N N/A N/A 000000000 1.000000 NC 330954.790000 0.0502413 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 7685148.780000 USD 345109291.110000 TRY 2026-01-09 330954.790000 N N N N/A N/A 000000000 1.000000 NC -25598.560000 -0.003886 N/A DIR MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Mexico Interbank TIIE 1 Day Y 2029-12-17 0.000000 MXN 0.000000 MXN 9700000.000000 MXN -25598.560000 N N N CHILEAN GOVT 549300FLZTJM5YJF8D34 ACI2KT0J4 25000000.000000 PA 29063.980000 0.0044121 Long DBT NUSS CL N 2 2034-10-01 Fixed 5.8 N N N N N N STRUCTURED ASSET SEC CORP 2006-RF3 N/A 863592AA9 3962.010000 PA USD 4030.160000 0.0006118 Long ABS-MBS CORP US N 2 2036-10-25 Fixed 6 N N N N N N N/A N/A 000000000 1.000000 NC 85068.360000 0.012914 N/A DIR HU N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 BUBOR HKK 6M N/A N/A Y 2030-03-11 0.000000 HUF 0.000000 HUF 635800000.000000 HUF 85068.360000 N N N COLOMBIAN GOVT 549300MHDRBVRF6B9117 ACI2Q1VT3 509100000.000000 PA 120236.770000 0.0182528 Long DBT NUSS CO N 2 2046-07-25 Fixed 11.5 N N N N N N N/A N/A 000000000 1.000000 NC -221207.340000 -0.0335809 N/A DIR ZA N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2030-01-31 0.000000 ZAR -66078.750000 ZAR 53200000.000000 ZAR -155128.590000 N N N N/A N/A 000000000 1.000000 NC -17111.460000 -0.0025976 N/A DFE PL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 3837000.000000 PLN 1051631.720000 USD 2026-01-16 -17111.460000 N N N N/A N/A 000000000 1.000000 NC -12876.580000 -0.0019548 N/A DFE N/A N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 9307290235.000000 UZS 746195.000000 USD 2026-04-09 -12876.580000 N N N N/A N/A 000000000 1.000000 NC -4482.690000 -0.0006805 N/A DFE BR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 5065934.000000 BRL 920000.000000 USD 2026-01-05 -4482.690000 N N N N/A N/A 000000000 1.000000 NC 719397.270000 0.10921 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2027-01-04 0.000000 BRL 0.000000 BRL 49800000.000000 BRL 719397.270000 N N N WEST AFRICAN DEVELOPMENT BANK (AKA: BANQUE OUEST AFRICAINE DE DEVELOPPEMENT) 529900LIZJABE4JJS826 ACI310304 1200000.000000 PA 1382246.000000 0.209835 Long DBT CORP N/A N 2 2040-10-14 Fixed 6.25 N N N N N N N/A N/A 000000000 1.000000 NC -98634.140000 -0.0149734 N/A DIR CO N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Colombia IBR Overnight Nominal Interbank Reference Rate Y 2035-01-24 0.000000 COP 0.000000 COP 6290800000.000000 COP -98634.140000 N N N N/A N/A 000000000 -1400000.000000 NC -4775.680000 -0.000725 N/A DIR US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 Call Written DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DIR PL IRS PLN 4.27500 03/02/26-10Y CME N/A N/A 2036-03-02 0.000000 PLN 0.000000 PLN N/A PLN N/A 4.280000 PLN 2026-02-26 XXXX -1068.210000 N N N N/A N/A 000000000 1.000000 NC 54054.000000 0.0082058 N/A DIR PL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 WIBOR PLN 6M N/A N/A Y 2026-12-13 0.000000 PLN 0.000000 PLN 27100000.000000 PLN 54054.000000 N N N N/A N/A 000000000 1.000000 NC -45260.420000 -0.0068709 N/A DIR PL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 WIBOR PLN 6M N/A N/A Y 2029-07-25 0.000000 PLN 0.000000 PLN 3800000.000000 PLN -45260.420000 N N N N/A N/A 000000000 1.000000 NC 2064.810000 0.0003135 N/A DFE MX N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 13966000.000000 MXN 772143.610000 USD 2026-03-18 2064.810000 N N N N/A N/A 000000000 1.000000 NC 28335.530000 0.0043015 N/A DFE PL N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 1374701.000000 USD 5037179.400000 PLN 2026-01-16 28335.530000 N N N N/A N/A 000000000 1.000000 NC USD -34695.950000 -0.0052671 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 -280658000.000000 PHP 4913480.000000 USD 2031-03-18 -2731.400000 N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 ACI30FSP0 415756.000000 PA USD 6859.970000 0.0010414 Long DBT CORP KY N 2 2030-12-28 Fixed 6.75 N N Y N N N N/A N/A 000000000 1.000000 NC -9062.310000 -0.0013757 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 4285000.000000 EUR 5028817.720000 USD 2026-01-14 -9062.310000 N N N HUNGARY GOVT 5299003F3UFKGCCMAP43 ACI2JQNJ7 298700000.000000 PA 926626.450000 0.140669 Long DBT NUSS HU N 2 2035-10-24 Fixed 7 N N N N N N N/A N/A 000000000 1.000000 NC -2377.650000 -0.0003609 N/A DIR HU N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 BUBOR HKK 6M N/A N/A Y 2030-11-14 0.000000 HUF 0.000000 HUF 66900000.000000 HUF -2377.650000 N N N N/A N/A 000000000 1.000000 NC -9557.930000 -0.001451 N/A DFE PH N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 363556252.780000 PHP 6153522.330000 USD 2026-01-21 -9557.930000 N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 ACI30FSS4 584330.000000 PA USD 9325.920000 0.0014157 Long DBT CORP KY N 2 2032-12-28 Fixed 7.25 N N Y N N N NYKREDIT REALKREDIT A/S LIU16F6VZJSD6UKHD557 BK9CXBII1 1.000000 PA 0.120000 0 Long DBT CORP DK N 2 2050-10-01 Fixed 1 N N N N N N NIGERIA GOVT 549300GSBZD84TNEQ285 958ZIBII4 5236406000.000000 PA 3285419.970000 0.49875 Long DBT NUSS NG N 2 2026-06-29 None 0 N N N N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 ACI30FV27 138585.000000 PA USD 1732.310000 0.000263 Long DBT CORP KY N 2 2026-12-31 None 0 N N N Y N KAISA GROUP HOLDINGS LTD HKD XXXX N N N N/A N/A 000000000 1.000000 NC -415.410000 -0.0000631 N/A DFE MX N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 16894000.000000 MXN 927961.330000 USD 2026-04-20 -415.410000 N N N N/A N/A 000000000 1.000000 NC 8724.710000 0.0013245 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 13700000.000000 BRL 2457487.260000 USD 2026-04-02 8724.710000 N N N N/A N/A 000000000 1.000000 NC -18059.090000 -0.0027415 N/A DIR PL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 WIBOR PLN 6M N/A N/A Y 2030-04-18 0.000000 PLN 0.000000 PLN 2000000.000000 PLN -18059.090000 N N N N/A N/A 000000000 1.000000 NC 19771.600000 0.0030015 N/A DFE AR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 264179955.000000 ARS 176709.000000 USD 2026-04-07 19771.600000 N N N N/A N/A 000000000 1.000000 NC 0.010000 0 N/A DFE AR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 6.920000 USD 10062.250000 ARS 2026-01-05 0.010000 N N N N/A N/A 000000000 1.000000 NC -608.630000 -0.0000924 N/A DIR CZ N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 CZK-PRIBOR-Reference Banks 6M N/A N/A Y 2030-08-12 0.000000 CZK -12.690000 CZK 3910000.000000 CZK -595.940000 N N N N/A N/A 000000000 1.000000 NC -160395.290000 -0.0243492 N/A DFE CL N 2 STATE STREET CORPORATION 549300ZFEEJ2IP5VME73 2806981898.000000 CLP 2960233.170000 USD 2026-03-18 -160395.290000 N N N N/A N/A 000000000 1.000000 NC USD 152744.120000 0.0231877 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 SAUDI ARABIA GOVT SAUDI INTERNATIONAL BOND SR UNSEC REGS Y Single Leg Swap 2030-06-20 135392.360000 USD 0.000000 USD 9600000.000000 USD 17351.760000 N N N N/A N/A 000000000 1.000000 NC 1745.590000 0.000265 N/A DFE N/A N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 861219.160000 USD 734000.000000 EUR 2026-01-14 1745.590000 N N N N/A N/A 000000000 1.000000 NC 1180.990000 0.0001793 N/A DIR CO N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Colombia IBR Overnight Nominal Interbank Reference Rate Y 2026-04-09 0.000000 COP 0.000000 COP 1568000000.000000 COP 1180.990000 N N N SOCAR TURKEY ENERJI AS VIA STEAS FUNDING 1 DAC 213800EHE74BZ15ING86 ACI25FN49 700000.000000 PA USD 701140.820000 0.106438 Long DBT CORP IE N 2 2026-03-17 Fixed 7.23 N N N N N N N/A N/A 000000000 1.000000 NC 54843.960000 0.0083257 N/A DIR HU N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 BUBOR HKK 6M N/A N/A Y 2030-05-09 0.000000 HUF 0.000000 HUF 789200000.000000 HUF 54843.960000 N N N N/A N/A 000000000 1.000000 NC 59340.850000 0.0090084 N/A DIR CL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Sinacofi Chile Interbank Rate N/A N/A Y 2026-06-14 0.000000 CLP 0.000000 CLP 7364000000.000000 CLP 59340.850000 N N N N/A N/A 000000000 1.000000 NC -2017.190000 -0.0003062 N/A DFE MX N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 2588105.000000 MXN 140356.570000 USD 2026-04-10 -2017.190000 N N N N/A N/A 000000000 1.000000 NC -37665.860000 -0.0057179 N/A DIR ZA N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2030-09-22 0.000000 ZAR -19710.100000 ZAR 15620000.000000 ZAR -17955.760000 N N N N/A N/A 000000000 1.000000 NC -171115.550000 -0.0259766 N/A DFE IL N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 4221000.000000 ILS 1154477.330000 USD 2026-02-27 -171115.550000 N N N N/A N/A 000000000 1.000000 NC 292960.080000 0.0444735 N/A DIR CO N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Colombia IBR Overnight Nominal Interbank Reference Rate Y 2030-05-16 0.000000 COP 0.000000 COP 14012000000.000000 COP 292960.080000 N N N N/A N/A 000000000 1.000000 NC -166621.190000 -0.0252943 N/A DFE ZA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 72591470.740000 ZAR 4210564.000000 USD 2026-01-26 -166621.190000 N N N N/A N/A 000000000 1.000000 NC 4235.380000 0.000643 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 2063118.770000 USD 6948584.020000 PEN 2026-01-05 4235.380000 N N N N/A N/A 000000000 1.000000 NC USD -5365.550000 -0.0008145 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-06-20 155922.550000 USD 0.000000 USD 4400000.000000 USD -161288.100000 N N N TRANSNET 378900B07CD6F01EA796 BA000FR04 18500000.000000 PA 1120320.320000 0.170073 Long LON CORP ZA N 3 2028-03-02 Floating 11.125 N N N N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 ACI30FV35 277170.000000 PA USD 1732.310000 0.000263 Long DBT CORP KY N 2 2029-12-31 None 0 N N N Y N KAISA GROUP HOLDINGS LTD HKD XXXX N N N N/A N/A 000000000 1.000000 NC -2029.180000 -0.000308 N/A DIR CZ N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 CZK-PRIBOR-Reference Banks 6M N/A N/A Y 2030-10-20 0.000000 CZK 0.000000 CZK 24600000.000000 CZK -2029.180000 N N N N/A N/A 000000000 1.000000 NC 47049.850000 0.0071425 N/A DIR HU N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 BUBOR HKK 6M N/A N/A Y 2030-03-13 0.000000 HUF 0.000000 HUF 277400000.000000 HUF 47049.850000 N N N N/A N/A 000000000 1.000000 NC -157579.680000 -0.0239217 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 41100000.000000 BRL 7188707.960000 USD 2026-04-02 -157579.680000 N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912797TH0 1124000.000000 PA USD 1112802.540000 0.168931 Long DBT UST US N 2 2026-04-14 None 0 N N N N N N N/A N/A 000000000 1.000000 NC -20922.590000 -0.0031762 N/A DIR CZ N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 CZK-PRIBOR-Reference Banks 6M N/A N/A Y 2028-11-23 0.000000 CZK 0.000000 CZK 36900000.000000 CZK -20922.590000 N N N N/A N/A 000000000 1.000000 NC 3548.280000 0.0005387 N/A DFE N/A N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 432000.000000 USD 17127936.000000 UYU 2026-03-19 3548.280000 N N N N/A N/A 000000000 1.000000 NC 167372.570000 0.0254084 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2027-01-04 0.000000 BRL 0.000000 BRL 18700000.000000 BRL 167372.570000 N N N N/A N/A 000000000 1.000000 NC -19733.430000 -0.0029957 N/A DIR CZ N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 CZK-PRIBOR-Reference Banks 6M N/A N/A Y 2030-07-29 0.000000 CZK -19049.420000 CZK 3200000.000000 CZK -684.010000 N N N N/A N/A 000000000 1.000000 NC 2159.580000 0.0003278 N/A DFE AR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 160000.000000 USD 236352000.000000 ARS 2026-01-08 2159.580000 N N N N/A N/A 000000000 1.000000 NC 29811.260000 0.0045256 N/A DIR PL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 WIBOR PLN 6M N/A N/A Y 2028-03-16 12794.510000 PLN 0.000000 PLN 1600000.000000 PLN 17016.750000 N N N N/A N/A 000000000 1.000000 NC 55808.860000 0.0084722 N/A DIR CL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Sinacofi Chile Interbank Rate N/A N/A Y 2035-02-28 0.000000 CLP 0.000000 CLP 1786000000.000000 CLP 55808.860000 N N N N/A N/A 000000000 1.000000 NC 4999.230000 0.0007589 N/A DFE ID N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 2952442.470000 USD 49385209951.000000 IDR 2026-01-22 4999.230000 N N N N/A N/A 000000000 1.000000 NC 223406.030000 0.0339146 N/A DIR CZ N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 CZK-PRIBOR-Reference Banks 6M N/A N/A Y 2028-11-15 300115.870000 CZK 0.000000 CZK 220000000.000000 CZK -76709.840000 N N N SOUTH AFRICA GOVT 378900AAFB4F17004C49 ACI0725J7 61900000.000000 PA 3822773.550000 0.580325 Long DBT NUSS ZA N 2 2030-01-31 Fixed 8 N N N N N N N/A N/A 000000000 1.000000 NC -2821.280000 -0.0004283 N/A DIR CL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Sinacofi Chile Interbank Rate N/A N/A Y 2030-09-01 0.000000 CLP 0.000000 CLP 58400000.000000 CLP -2821.280000 N N N N/A N/A 000000000 1.000000 NC -31763.300000 -0.0048219 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 10693700.160000 PEN 3143726.530000 USD 2026-02-27 -31763.300000 N N N N/A N/A 000000000 1.000000 NC -138157.480000 -0.0209733 N/A DFE PE N 2 BANCO SANTANDER S.A. 5493006QMFDDMYWIAM13 12501761.930000 PEN 3575405.230000 USD 2026-02-18 -138157.480000 N N N N/A N/A 000000000 1.000000 NC -431383.460000 -0.0654871 N/A DIR ZA N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2034-02-09 0.000000 ZAR -152259.780000 ZAR 51400000.000000 ZAR -279123.680000 N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 ACI30G0P8 346463.000000 PA USD 1299.240000 0.0001972 Long DBT CORP KY N 2 2031-12-31 None 0 N N N Y N KAISA GROUP HOLDINGS LTD HKD XXXX N N N N/A N/A 000000000 1.000000 NC -2707.760000 -0.0004111 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 297000.000000 USD 90332.550000 KWD 2026-05-04 -2707.760000 N N N N/A N/A 000000000 1.000000 NC 82734.950000 0.0125598 N/A DFE MY N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 13067556.650000 USD 53297036.000000 MYR 2026-01-22 82734.950000 N N N N/A N/A 000000000 1.000000 NC 439.720000 0.0000668 N/A DFE AR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 82746.630000 USD 120744984.750000 ARS 2026-01-05 439.720000 N N N FISH POND RE LTD N/A 33774EAA2 250000.000000 PA USD 254675.000000 0.0386615 Long DBT CORP KY N 2 2027-01-08 Floating 7.81 N N N N N N N/A N/A 000000000 1.000000 NC 2167.260000 0.000329 N/A DIR SG N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Singapore Domestic Interbank Overnight Rate Average Y 2026-11-26 0.000000 SGD 0.000000 SGD 4130000.000000 SGD 2167.260000 N N N N/A N/A 000000000 1.000000 NC 5206.020000 0.0007903 N/A DFE EG N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 182316.000000 USD 9006410.400000 EGP 2026-01-26 5206.020000 N N N N/A N/A 000000000 1.000000 NC -147691.790000 -0.0224207 N/A DIR MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Mexico Interbank TIIE 1 Day Y 2030-03-13 0.000000 MXN 0.000000 MXN 74700000.000000 MXN -147691.790000 N N N MASTR ASSET BACKED SEC TR 2007-WMC1 N/A 55275TAB4 161654.640000 PA USD 45859.030000 0.0069617 Long ABS-MBS CORP US N 2 2037-01-25 Floating 3.94621 N N N N N N N/A N/A 000000000 1.000000 NC -961.030000 -0.0001459 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 180000.000000 USD 54909.000000 KWD 2026-06-10 -961.030000 N N N N/A N/A 000000000 1.000000 NC -42862.250000 -0.0065068 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2029-01-02 0.000000 BRL 0.000000 BRL 13400000.000000 BRL -42862.250000 N N N N/A N/A 000000000 11007479.000000 NC USD 887863.260000 0.134784 N/A DFE LU N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 Put Purchased BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC 0.000000 0.000000 DFE US 0.000000 N/A 0.000000 N/A 2026-08-21 N/A 18.000000 USD 2026-08-19 XXXX 347396.040000 N N N N/A N/A 000000000 1.000000 NC -790.320000 -0.00012 N/A DFE MY N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 1445000.000000 USD 5853261.500000 MYR 2026-01-22 -790.320000 N N N N/A N/A 000000000 1.000000 NC -169314.580000 -0.0257032 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2027-01-04 0.000000 BRL 0.000000 BRL 12300000.000000 BRL -169314.580000 N N N N/A N/A 000000000 1.000000 NC 27.610000 0.0000042 N/A DFE CN N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 3012.120000 USD 21251.110000 CNY 2026-02-13 27.610000 N N N DOMINICAN REPUBLIC GOVT 254900EHU7Q8FGVPI369 P3579ECV7 230400000.000000 PA 3978948.810000 0.604033 Long DBT NUSS DO N 2 2036-06-01 Fixed 10.75 N N N N N N N/A N/A 000000000 1.000000 NC -23414.860000 -0.0035545 N/A DFE BR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 20300000.000000 BRL 3605043.510000 USD 2026-04-02 -23414.860000 N N N N/A N/A 000000000 1.000000 NC -34286.490000 -0.0052049 N/A DIR PL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 WIBOR PLN 6M N/A N/A Y 2030-04-17 0.000000 PLN 0.000000 PLN 4000000.000000 PLN -34286.490000 N N N N/A N/A 000000000 1.000000 NC 96597.920000 0.0146643 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 710910.720000 KWD 2444000.000000 USD 2029-05-03 96597.920000 N N N N/A N/A 000000000 1.000000 NC 355646.490000 0.0539897 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2027-01-04 0.000000 BRL 0.000000 BRL 25500000.000000 BRL 355646.490000 N N N N/A N/A 000000000 1.000000 NC -2794.900000 -0.0004243 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2029-01-02 0.000000 BRL 0.000000 BRL 3700000.000000 BRL -2794.900000 N N N N/A N/A 000000000 1.000000 NC 2133.060000 0.0003238 N/A DIR CL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Sinacofi Chile Interbank Rate N/A N/A Y 2033-05-13 0.000000 CLP 0.000000 CLP 627300000.000000 CLP 2133.060000 N N N N/A N/A 000000000 1.000000 NC 5974.780000 0.000907 N/A DFE N/A N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 765050000.000000 UGX 214000.000000 USD 2026-04-23 5974.780000 N N N N/A N/A 000000000 1.000000 NC -44598.510000 -0.0067704 N/A DFE ZA N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 53406581.280000 ZAR 3176713.000000 USD 2026-01-22 -44598.510000 N N N JP MORGAN MTGE ACQUIS CORP 2006-FRE2 N/A 46626LHB9 169800.830000 PA USD 168827.160000 0.0256292 Long ABS-MBS CORP US N 2 2036-02-25 Floating 4.35621 N N N N N N N/A N/A 000000000 -2009500.000000 NC USD -2815.310000 -0.0004274 N/A DFE US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 Put Written BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC 0.000000 0.000000 DFE US 0.000000 N/A 0.000000 N/A 2026-02-13 N/A 1380.000000 USD 2026-02-11 XXXX 966.570000 N N N N/A N/A 000000000 1.000000 NC 6220.670000 0.0009443 N/A DFE CZ N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 2608383.660000 USD 53695142.670000 CZK 2026-03-11 6220.670000 N N N N/A N/A 000000000 -7586000.000000 NC USD -53890.940000 -0.008181 N/A DFE LU N 2 MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Call Written MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC 0.000000 0.000000 DFE US 0.000000 N/A 0.000000 N/A 2026-02-06 N/A 5.700000 USD 2026-02-04 XXXX 44196.040000 N N N N/A N/A 000000000 1.000000 NC -25908.810000 -0.0039331 N/A DIR CL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Sinacofi Chile Interbank Rate N/A N/A Y 2033-10-11 0.000000 CLP 0.000000 CLP 395800000.000000 CLP -25908.810000 N N N N/A N/A 000000000 1.000000 NC -552066.120000 -0.0838076 N/A DIR ZA N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2030-05-27 0.000000 ZAR -46613.770000 ZAR 226900000.000000 ZAR -505452.350000 N N N N/A N/A 000000000 1.000000 NC 930.130000 0.0001412 N/A DFE HU N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 244831.240000 USD 80605373.000000 HUF 2026-02-17 930.130000 N N N UKRAINE GOVT 6354001WLTJXOMEXPY07 903724CH3 53600.000000 PA USD 40870.000000 0.0062044 Long DBT NUSS UA N 2 2032-02-01 Variable 4 N N N N N N ZIRAAT DPR FINANCE CO 254900UKNMJNBW90F636 BA0005QX5 1400000.000000 PA USD 1400862.780000 0.212661 Long LON CORP US N 3 2034-06-15 Floating 6.8051 N N N N N N MORGAN STANLEY ABS CAPITAL I 2005-NC1 N/A 61744CMM5 185285.010000 PA USD 181896.000000 0.0276131 Long ABS-MBS CORP US N 2 2035-01-25 Floating 4.61121 N N N N N N N/A N/A 000000000 1.000000 NC 384104.940000 0.0583099 N/A DFE KR N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 25159135.000000 USD 36829702952.000000 KRW 2026-01-08 384104.940000 N N N N/A N/A 000000000 1.000000 NC 173819.770000 0.0263871 N/A DIR CO N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Colombia IBR Overnight Nominal Interbank Reference Rate Y 2028-08-09 0.000000 COP 0.000000 COP 8215400000.000000 COP 173819.770000 N N N N/A N/A 000000000 1.000000 NC -8826.130000 -0.0013399 N/A DIR CL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Sinacofi Chile Interbank Rate N/A N/A Y 2028-11-17 0.000000 CLP 0.000000 CLP 391900000.000000 CLP -8826.130000 N N N N/A N/A 000000000 1.000000 NC -9214.170000 -0.0013988 N/A DIR MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Mexico Interbank TIIE 1 Day Y 2030-06-12 0.000000 MXN 0.000000 MXN 36200000.000000 MXN -9214.170000 N N N N/A N/A 000000000 1.000000 NC 12870.620000 0.0019539 N/A DIR MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Mexico Interbank TIIE 1 Day Y 2032-02-27 0.000000 MXN 0.000000 MXN 10600000.000000 MXN 12870.620000 N N N N/A N/A 000000000 1.000000 NC -186423.640000 -0.0283005 N/A DIR PL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 WIBOR PLN 6M N/A N/A Y 2030-05-06 65347.910000 PLN 0.000000 PLN 23100000.000000 PLN -251771.550000 N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 ACI30CT68 138585.000000 PA USD 3464.630000 0.000526 Long DBT CORP KY N 2 2027-12-28 Fixed 7.721 N N Y N N N COLOMBIAN GOVT 549300MHDRBVRF6B9117 ACI0RXZM7 1629100000.000000 PA 322325.150000 0.0489313 Long DBT NUSS CO N 2 2032-06-30 Fixed 7 N N N N N N N/A N/A 000000000 1.000000 NC 44505.650000 0.0067563 N/A DFE PL N 2 UBS AG BFM8T61CT2L1QCEMIK50 2159986.000000 USD 7914987.900000 PLN 2026-01-23 44505.650000 N N N PHILIPPINES GOVT 529900RAHBALMYIJ3T08 944NPX901 54490000.000000 PA 954261.540000 0.144864 Long DBT NUSS PH N 2 2029-05-19 Fixed 6.5 N N N N N N N/A N/A 000000000 1.000000 NC 3515.220000 0.0005336 N/A DIR PL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 WIBOR PLN 6M N/A N/A Y 2035-11-26 0.000000 PLN 0.000000 PLN 1200000.000000 PLN 3515.220000 N N N N/A N/A 000000000 1.000000 NC 59584.460000 0.0090454 N/A DFE TR N 2 Nomura Holdings, Inc. 549300B3CEAHYG7K8164 1385985.560000 USD 62569209.320000 TRY 2026-01-16 59584.460000 N N N N/A N/A 000000000 1.000000 NC -8370.370000 -0.0012707 N/A DFE CN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 3865680.000000 CNY 546000.000000 USD 2026-01-12 -8370.370000 N N N N/A N/A 000000000 1.000000 NC -32048.380000 -0.0048652 N/A DFE KR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 -3705735.000000 USD 5114470000.000000 KRW 2029-03-18 -3936.160000 N N N CANADA SQUARE FUNDING 6 N/A ACI23B4N9 344383.880000 PA 464885.540000 0.070573 Long ABS-MBS CORP GB N 2 2059-01-17 Floating 4.80802 N N N N N N N/A N/A 000000000 1.000000 NC 1288.990000 0.0001957 N/A DFE JP N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 251243415.000000 JPY 1606427.000000 USD 2026-01-14 1288.990000 N N N N/A N/A 000000000 1.000000 NC 1792.210000 0.0002721 N/A DFE AR N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 337259.240000 USD 492133172.500000 ARS 2026-01-05 1792.210000 N N N N/A N/A 000000000 1.000000 NC -5610.460000 -0.0008517 N/A DFE SG N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1308000.000000 SGD 1012607.040000 USD 2026-01-14 -5610.460000 N N N N/A N/A 000000000 1.000000 NC -969.100000 -0.0001471 N/A DIR CL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Sinacofi Chile Interbank Rate N/A N/A Y 2030-06-18 0.000000 CLP 0.000000 CLP 879600000.000000 CLP -969.100000 N N N WAMU MTGE P/T CERT 2007-HY3 N/A 933634AJ6 40595.300000 PA USD 37507.860000 0.005694 Long ABS-MBS CORP US N 2 2037-03-25 Floating 4.95275 N N N N N N HUNGARY GOVT 5299003F3UFKGCCMAP43 ACI232XN7 117100000.000000 PA 320746.330000 0.0486916 Long DBT NUSS HU N 2 2032-05-27 Fixed 4.5 N N N N N N N/A N/A 000000000 1.000000 NC 64991.860000 0.0098662 N/A DFE PL N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 2276580.000000 USD 8407159.520000 PLN 2026-01-23 64991.860000 N N N PIMCO FUNDS LWVQWTQCFH3YG7CVH718 000000000 162593.800000 PA USD 1583826.170000 0.240436 Long STIV RF US N 1 N N N N/A N/A 000000000 1.000000 NC 14177.760000 0.0021523 N/A DFE CN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1477970.000000 USD 10447769.930000 CNY 2026-01-29 14177.760000 N N N N/A N/A 000000000 1.000000 NC 7200.750000 0.0010931 N/A DFE CN N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 876000.000000 USD 6191130.000000 CNY 2026-01-12 7200.750000 N N N N/A N/A 000000000 1.000000 NC -10887.650000 -0.0016528 N/A DFE MX N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 9133719.000000 MXN 494765.580000 USD 2026-02-06 -10887.650000 N N N N/A N/A 000000000 4600000.000000 NC USD 2562.200000 0.000389 N/A DFE US N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 Call Purchased HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC 0.000000 0.000000 DFE US 0.000000 N/A 0.000000 N/A 2026-08-26 N/A 7.800000 USD 2026-08-24 XXXX -4199.800000 N N N N/A N/A 000000000 1.000000 NC 70858.100000 0.0107568 N/A DFE CN N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 7387456.670000 USD 51978860.240000 CNY 2026-01-21 70858.100000 N N N N/A N/A 000000000 1.000000 NC -83679.060000 -0.0127031 N/A DIR MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Mexico Interbank TIIE 1 Day Y 2028-03-02 0.000000 MXN 0.000000 MXN 230800000.000000 MXN -83679.060000 N N N GHANA GOVT 213800PP4399SNNXZ126 ACI2DBNY3 3499000.000000 PA 281232.960000 0.0426932 Long DBT NUSS GH N 2 2029-02-13 Fixed 8.65 N N Y N N N N/A N/A 000000000 1.000000 NC 132332.540000 0.020089 N/A DFE IL N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 5647338.000000 USD 18406852.720000 ILS 2026-01-15 132332.540000 N N N N/A N/A 000000000 1.000000 NC -791.430000 -0.0001201 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 151000.000000 USD 46067.080000 KWD 2026-06-10 -791.430000 N N N GE-WMC MORTGAGE SECURITIES LLC 2006-1 N/A 36829JAA9 20982.940000 PA USD 8922.150000 0.0013544 Long ABS-MBS CORP US N 2 2036-08-25 Floating 3.92621 N N N N N N N/A N/A 000000000 1.000000 NC -1550.470000 -0.0002354 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 468000.000000 USD 142952.140000 KWD 2026-07-13 -1550.470000 N N N N/A N/A 000000000 2009500.000000 NC USD 11327.550000 0.0017196 N/A DFE US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 Put Purchased BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC 0.000000 0.000000 DFE US 0.000000 N/A 0.000000 N/A 2026-02-13 N/A 1419.000000 USD 2026-02-11 XXXX -562.660000 N N N CHINA GOVT 300300CHN201808MOF68 ACI2ZW3B5 8500000.000000 PA 1182858.840000 0.179566 Long DBT NUSS CN N 2 2055-08-25 Fixed 2.15 N N N N N N N/A N/A 000000000 1.000000 NC 6180.610000 0.0009383 N/A DFE IL N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 939874.000000 USD 3012672.120000 ILS 2026-02-19 6180.610000 N N N N/A N/A 000000000 1.000000 NC -6080.230000 -0.000923 N/A DFE N/A N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 27291283.200000 DOP 423000.000000 USD 2026-02-11 -6080.230000 N N N SECURITIZED ASSET BACKED RECEIVABLES LLC 2007-HE1 N/A 81377JAB9 231884.300000 PA USD 48664.190000 0.0073876 Long ABS-MBS CORP US N 2 2036-12-25 Floating 3.96621 N N N N N N N/A N/A 000000000 1.000000 NC -13238.340000 -0.0020097 N/A DFE TW N 2 STATE STREET CORPORATION 549300ZFEEJ2IP5VME73 907000.000000 USD 28071378.000000 TWD 2026-01-22 -13238.340000 N N N N/A N/A 000000000 6560000.000000 NC USD 7747.360000 0.0011761 N/A DFE LU N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 Put Purchased BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC 0.000000 0.000000 DFE US 0.000000 N/A 0.000000 N/A 2026-01-16 N/A 17.850000 USD 2026-01-14 XXXX -8495.200000 N N N N/A N/A 000000000 -7586000.000000 NC USD -2541.310000 -0.0003858 N/A DFE US N 2 MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Put Written MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC 0.000000 0.000000 DFE US 0.000000 N/A 0.000000 N/A 2026-02-06 N/A 5.160000 USD 2026-02-04 XXXX 17015.400000 N N N N/A N/A 000000000 1.000000 NC -43674.010000 -0.00663 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2029-01-02 0.000000 BRL 0.000000 BRL 82800000.000000 BRL -43674.010000 N N N MALAYSIA GOVT 254900GSIL471JOBYY43 ACI0LQGX5 212580000.000000 PA 52846927.010000 8.02254 Long DBT NUSS MY N 2 2026-09-30 Fixed 4.07 N N N N N N N/A N/A 000000000 1.000000 NC 32957.980000 0.0050033 N/A DIR MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Mexico Interbank TIIE 1 Day Y 2028-10-30 7056.280000 MXN 0.000000 MXN 13800000.000000 MXN 25901.700000 N N N N/A N/A 000000000 1.000000 NC 10823.980000 0.0016432 N/A DIR ZA N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2030-10-02 0.000000 ZAR 0.000000 ZAR 5170000.000000 ZAR 10823.980000 N N N N/A N/A 000000000 1.000000 NC -676.720000 -0.0001027 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 155000.000000 USD 47354.050000 KWD 2026-05-18 -676.720000 N N N OI SA (AKA: BRASIL TELECOM S/A) 254900YEMWCRRAGD4978 BA0006862 206638.000000 PA USD 2066.380000 0.0003137 Long LON CORP BR N 3 2050-12-30 Floating 0 N N N N N N N/A N/A 000000000 1.000000 NC -251722.150000 -0.0382132 N/A DIR CL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Sinacofi Chile Interbank Rate N/A N/A Y 2032-10-30 0.000000 CLP 0.000000 CLP 3056500000.000000 CLP -251722.150000 N N N N/A N/A 000000000 1.000000 NC -48.920000 -0.0000074 N/A DIR CL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Sinacofi Chile Interbank Rate N/A N/A Y 2030-06-18 0.000000 CLP 0.000000 CLP 1070200000.000000 CLP -48.920000 N N N N/A N/A 000000000 1.000000 NC 11502.190000 0.0017461 N/A DFE RO N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 5302052.150000 USD 23049346.210000 RON 2026-01-23 11502.190000 N N N N/A N/A 000000000 1.000000 NC -59521.900000 -0.0090359 N/A DIR CO N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Colombia IBR Overnight Nominal Interbank Reference Rate Y 2030-12-17 0.000000 COP 0.000000 COP 4033000000.000000 COP -59521.900000 N N N N/A N/A 000000000 -6950000.000000 NC -0.040000 0 N/A DIR US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 Put Written MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DIR ZA N/A IRS ZAR R 7.08000 12/31/25-5Y CME 2030-12-31 0.000000 ZAR 0.000000 ZAR N/A ZAR N/A 7.080000 ZAR 2025-12-31 XXXX 2636.270000 N N N N/A N/A 000000000 1.000000 NC 275.410000 0.0000418 N/A DFE CN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 33415.250000 USD 235042.870000 CNY 2026-03-06 275.410000 N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-43 N/A 12667G5V1 5939.480000 PA USD 4731.850000 0.0007183 Long ABS-MBS CORP US N 2 2035-10-25 Floating 4.62045 N N N N N N PANAMA INFRASTRUCTURE RECEIVABLE PURCHASER PLC 213800QSH7EDGMUDJW25 69828QAD9 6700000.000000 PA USD 5173706.500000 0.785406 Long DBT CORP GB N 2 2032-04-05 None 0 N N N N N N WASHINGTON MUTUAL 2004-RP1 N/A 92922FYJ1 121612.620000 PA USD 114030.860000 0.0173107 Long ABS-MBS CORP US N 2 2034-05-25 Floating 4.21621 N N N N N N N/A N/A 000000000 1.000000 NC -103943.450000 -0.0157794 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2027-01-04 0.000000 BRL 0.000000 BRL 8700000.000000 BRL -103943.450000 N N N SOUTH AFRICA GOVT 378900AAFB4F17004C49 836205BJ2 500000.000000 PA USD 496496.130000 0.0753717 Long DBT NUSS ZA N 2 2055-12-11 Fixed 7.25 N N N N N N N/A N/A 000000000 1.000000 NC 85265.900000 0.012944 N/A DIR ZA N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2028-05-26 37709.600000 ZAR 0.000000 ZAR 20900000.000000 ZAR 47556.300000 N N N N/A N/A 000000000 1.000000 NC 2484.760000 0.0003772 N/A DIR MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Mexico Interbank TIIE 1 Day Y 2030-04-02 0.000000 MXN 0.000000 MXN 9800000.000000 MXN 2484.760000 N N N N/A N/A 000000000 1.000000 NC -71701.840000 -0.0108849 N/A DIR HU N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 BUBOR HKK 6M N/A N/A Y 2033-02-07 0.000000 HUF 0.000000 HUF 183000000.000000 HUF -71701.840000 N N N N/A N/A 000000000 1.000000 NC -460719.550000 -0.0699405 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2027-01-04 0.000000 BRL 0.000000 BRL 36500000.000000 BRL -460719.550000 N N N N/A N/A 000000000 1.000000 NC 5159.630000 0.0007833 N/A DIR CZ N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 CZK-PRIBOR-Reference Banks 6M N/A N/A Y 2030-05-05 0.000000 CZK 0.000000 CZK 19800000.000000 CZK 5159.630000 N N N N/A N/A 000000000 1.000000 NC -96601.190000 -0.0146648 N/A DIR PL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 WIBOR PLN 6M N/A N/A Y 2027-03-07 0.000000 PLN 0.000000 PLN 15600000.000000 PLN -96601.190000 N N N N/A N/A 000000000 -6950000.000000 NC -8196.720000 -0.0012443 N/A DIR US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 Call Written MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DIR ZA N/A IRS ZAR R 7.08000 12/31/25-5Y CME 2030-12-31 0.000000 ZAR 0.000000 ZAR N/A ZAR N/A 7.080000 ZAR 2025-12-31 XXXX -5560.410000 N N N CZECH REPUBLIC GOVT 3157007EFDLQABN47912 ACI27J804 27900000.000000 PA 1415048.920000 0.214815 Long DBT NUSS CZ N 2 2030-09-30 Fixed 5 N N N N N N N/A N/A 000000000 1.000000 NC USD -25433.930000 -0.0038611 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 -34566950000.000000 IDR 2068886.000000 USD 2031-03-18 -18850.100000 N N N N/A N/A 000000000 1.000000 NC -12568.010000 -0.0019079 N/A DIR KR N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 SOUTH KOREAN WON 3 MONTH N/A N/A Y 2026-11-04 0.000000 KRW 0.000000 KRW 14188020000.000000 KRW -12568.010000 N N N N/A N/A 000000000 1.000000 NC 276101.480000 0.0419142 N/A DIR PL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 WIBOR PLN 6M N/A N/A Y 2029-04-25 0.000000 PLN 0.000000 PLN 17800000.000000 PLN 276101.480000 N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912797RH2 117000.000000 PA USD 116932.370000 0.0177512 Long DBT UST US N 2 2026-01-08 None 0 N N N N N N N/A N/A 000000000 8100000.000000 NC USD 4527.900000 0.0006874 N/A DFE US N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 Call Purchased HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC 0.000000 0.000000 DFE US 0.000000 N/A 0.000000 N/A 2026-08-18 N/A 7.800000 USD 2026-08-14 XXXX -6088.500000 N N N N/A N/A 000000000 1.000000 NC USD 77589.560000 0.0117787 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2053-12-20 62244.790000 USD 0.000000 USD 500000.000000 USD 15344.770000 N N N N/A N/A 000000000 1.000000 NC -132848.180000 -0.0201673 N/A DFE CO N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 24022792632.000000 COP 6130140.000000 USD 2026-02-02 -132848.180000 N N N N/A N/A 000000000 1.000000 NC 23130.150000 0.0035113 N/A DFE AR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 551379.000000 USD 837362745.930000 ARS 2026-01-08 23130.150000 N N N N/A N/A 000000000 1.000000 NC -32539.030000 -0.0049397 N/A DIR ZA N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2026-06-05 0.000000 ZAR 0.000000 ZAR 77900000.000000 ZAR -32539.030000 N N N CHILEAN GOVT 549300FLZTJM5YJF8D34 ACI2QBM79 7735000000.000000 PA 8938216.500000 1.35689 Long DBT NUSS CL N 2 2029-10-01 Fixed 5.8 N N N N N N N/A N/A 000000000 1.000000 NC 537.000000 0.0000815 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 19953.000000 USD 910794.590000 TRY 2026-02-20 537.000000 N N N N/A N/A 000000000 1.000000 NC -93162.900000 -0.0141428 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2028-01-03 0.000000 BRL 0.000000 BRL 13700000.000000 BRL -93162.900000 N N N N/A N/A 000000000 -13700000.000000 NC -10008.450000 -0.0015194 N/A DIR US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 Call Written DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DIR ZA N/A IRS ZAR 6.88500 02/04/26-5Y CME 2031-02-04 0.000000 ZAR 0.000000 ZAR N/A ZAR N/A 6.880000 ZAR 2026-02-04 XXXX -5062.600000 N N N N/A N/A 000000000 1.000000 NC -33169.500000 -0.0050354 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2029-01-02 0.000000 BRL 0.000000 BRL 16500000.000000 BRL -33169.500000 N N N N/A N/A 000000000 1.000000 NC 405484.430000 0.0615555 N/A DIR CO N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Colombia IBR Overnight Nominal Interbank Reference Rate Y 2030-12-17 0.000000 COP 0.000000 COP 22575700000.000000 COP 405484.430000 N N N N/A N/A 000000000 1.000000 NC 117774.760000 0.0178791 N/A DIR CO N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Colombia IBR Overnight Nominal Interbank Reference Rate Y 2030-12-04 0.000000 COP 0.000000 COP 4283300000.000000 COP 117774.760000 N N N N/A N/A 000000000 1.000000 NC USD 6057.490000 0.0009196 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 SAUDI ARABIA GOVT SAUDI INTERNATIONAL BOND SR UNSEC REGS Y Single Leg Swap 2030-12-20 6075.340000 USD 0.000000 USD 400000.000000 USD -17.850000 N N N N/A N/A 000000000 1.000000 NC -34214.570000 -0.005194 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2027-01-04 0.000000 BRL 0.000000 BRL 97700000.000000 BRL -34214.570000 N N N N/A N/A 000000000 1.000000 NC USD 5327.950000 0.0008088 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2035-12-17 0.000000 USD -10702.400000 USD 1300000.000000 USD 16030.350000 N N N N/A N/A 000000000 1.000000 NC 550.540000 0.0000836 N/A DIR CO N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Colombia IBR Overnight Nominal Interbank Reference Rate Y 2026-04-09 0.000000 COP 0.000000 COP 750730000.000000 COP 550.540000 N N N N/A N/A 000000000 1.000000 NC -209249.620000 -0.0317656 N/A DFE ZA N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 97622137.290000 ZAR 5677257.000000 USD 2026-01-26 -209249.620000 N N N PERU GOVT 254900STKLK2DBJJZ530 715638BY7 17800000.000000 PA 5714895.720000 0.867562 Long DBT NUSS PE N 2 2032-08-12 Fixed 6.15 N N N N N N N/A N/A 000000000 1.000000 NC -35.860000 -0.0000054 N/A DIR CL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Sinacofi Chile Interbank Rate N/A N/A Y 2035-06-18 0.000000 CLP 0.000000 CLP 400700000.000000 CLP -35.860000 N N N N/A N/A 000000000 1.000000 NC -5737.270000 -0.000871 N/A DFE BR N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 492000.000000 USD 2664598.200000 BRL 2026-01-05 -5737.270000 N N N N/A N/A 000000000 1.000000 NC 14365.550000 0.0021808 N/A DFE AR N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 492133172.500000 ARS 353417.000000 USD 2026-01-05 14365.550000 N N N PERU GOVT 254900STKLK2DBJJZ530 715638BE1 28180000.000000 PA 9321173.660000 1.41502 Long DBT NUSS PE N 2 2031-08-12 Fixed 6.95 N N N N N N N/A N/A 000000000 1.000000 NC 164529.400000 0.0249767 N/A DIR CO N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Colombia IBR Overnight Nominal Interbank Reference Rate Y 2028-04-28 0.000000 COP 0.000000 COP 10167400000.000000 COP 164529.400000 N N N N/A N/A 000000000 -12.000000 NC USD 5890.540000 0.0008942 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2026-03-20 -1377093.740000 USD 5890.540000 N N N DOMINICAN REPUBLIC GOVT 254900EHU7Q8FGVPI369 25714PEW4 16300000.000000 PA 287586.700000 0.0436577 Long DBT NUSS DO N 2 2035-09-15 Fixed 11.25 N N N N N N ROCHESTER FINANCING NO 3 PLC N/A ACI1YJ4X8 268324.070000 PA 361573.660000 0.0548895 Long ABS-MBS CORP GB N 2 2044-12-18 Floating 4.55935 N N N N N N N/A N/A 000000000 1.000000 NC 2979.980000 0.0004524 N/A DFE PE N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 12865254.700000 USD 43368773.590000 PEN 2026-03-18 2979.980000 N N N N/A N/A 000000000 1.000000 NC -1935.070000 -0.0002938 N/A DIR CZ N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 CZK-PRIBOR-Reference Banks 6M N/A N/A Y 2030-10-17 0.000000 CZK 0.000000 CZK 29100000.000000 CZK -1935.070000 N N N N/A N/A 000000000 1.000000 NC -24885.880000 -0.0037779 N/A DIR CO N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Colombia IBR Overnight Nominal Interbank Reference Rate Y 2030-06-10 0.000000 COP 0.000000 COP 1311000000.000000 COP -24885.880000 N N N N/A N/A 000000000 1.000000 NC -5833.330000 -0.0008855 N/A DFE N/A N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 4459000000.000000 UZS 343000.000000 USD 2026-10-22 -5833.330000 N N N CREDICORP CAPITAL SOCIEDAD TITULIZADORA SA N/A 224939AB4 5800000.000000 PA 1829163.070000 0.27768 Long DBT CORP PE N 2 2045-03-05 Fixed 9.7 N N N N N N N/A N/A 000000000 1.000000 NC -186001.530000 -0.0282364 N/A DFE TR N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 81164522.340000 TRY 1642674.000000 USD 2026-02-18 -186001.530000 N N N N/A N/A 000000000 1.000000 NC 13521.760000 0.0020527 N/A DIR PL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 WIBOR PLN 6M N/A N/A Y 2026-03-21 0.000000 PLN 0.000000 PLN 1500000.000000 PLN 13521.760000 N N N N/A N/A 000000000 1.000000 NC -21226.510000 -0.0032223 N/A DFE CZ N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 24612411.390000 CZK 1177271.500000 EUR 2026-03-13 -21226.510000 N N N N/A N/A 000000000 1.000000 NC 1675.010000 0.0002543 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 116917.260000 USD 5322658.260000 TRY 2026-03-05 1675.010000 N N N N/A N/A 000000000 1.000000 NC -660.430000 -0.0001003 N/A DFE N/A N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 1809459750.000000 UZS 139350.000000 USD 2026-12-14 -660.430000 N N N N/A N/A 000000000 1.000000 NC USD 397.130000 0.0000603 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 BOEING CO/THE BOEING CO SR UNSEC Y Single Leg Swap 2026-06-20 852.280000 USD 0.000000 USD 100000.000000 USD -455.150000 N N N N/A N/A 000000000 1.000000 NC -45127.960000 -0.0068507 N/A DFE N/A N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 176785420.800000 DOP 2724000.000000 USD 2026-03-05 -45127.960000 N N N POLAND GOVT 259400R9L8QEP0TPXS31 ACI2NGJ67 29600000.000000 PA 8389744.850000 1.27362 Long DBT NUSS PL N 2 2029-07-25 Fixed 4.75 N N N N N N N/A N/A 000000000 1.000000 NC 13313.710000 0.0020211 N/A DFE AR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1005600456.000000 ARS 704202.000000 USD 2026-01-07 13313.710000 N N N PARAGUAY GOVT 529900UXKJTJPCU0HK83 P75744AP0 3190000000.000000 PA 462736.330000 0.0702467 Long DBT NUSS PY N 2 2031-02-09 Fixed 7.9 N N N N N N N/A N/A 000000000 1.000000 NC USD -6376.470000 -0.000968 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2035-09-17 0.000000 USD -6294.560000 USD 1700000.000000 USD -81.910000 N N N N/A N/A 000000000 1.000000 NC -2432.590000 -0.0003693 N/A DFE MX N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 3513314.060000 MXN 190858.000000 USD 2026-04-09 -2432.590000 N N N N/A N/A 000000000 1.000000 NC -108487.260000 -0.0164691 N/A DIR CL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Sinacofi Chile Interbank Rate N/A N/A Y 2030-02-28 0.000000 CLP -19268.590000 CLP 3912400000.000000 CLP -89218.670000 N N N N/A N/A 000000000 1.000000 NC -95288.420000 -0.0144655 N/A DFE TH N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 7647919.000000 USD 237521420.380000 THB 2026-02-04 -95288.420000 N N N N/A N/A 000000000 1.000000 NC 281.730000 0.0000428 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 9000.000000 USD 362637.000000 UYU 2026-01-07 281.730000 N N N N/A N/A 000000000 1.000000 NC 4483.750000 0.0006807 N/A DFE PE N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 208000.000000 USD 716934.400000 PEN 2026-04-14 4483.750000 N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 B58RBK905 2034556.000000 NS 25215.040000 0.0038278 Long EC CORP KY N 2 N N N N/A N/A 000000000 1.000000 NC 5582.940000 0.0008475 N/A DFE EG N 2 CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 1VUV7VQFKUOQSJ21A208 159378.000000 USD 7909930.140000 EGP 2026-01-21 5582.940000 N N N STRUCTURED ASSET MTG INV INC 2004-AR7 N/A 86359LFP9 285188.350000 PA USD 277971.800000 0.0421981 Long ABS-MBS CORP US N 2 2035-04-19 Floating 4.24552 N N N N N N N/A N/A 000000000 1.000000 NC 3980.960000 0.0006043 N/A DFE AR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 148116925.000000 ARS 106025.000000 USD 2026-01-05 3980.960000 N N N N/A N/A 000000000 1.000000 NC USD -5058.900000 -0.000768 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 CHILEAN GOVT CHILE GOVT Y Single Leg Swap 2029-12-20 0.000000 USD -3868.600000 USD 200000.000000 USD -1190.300000 N N N N/A N/A 000000000 1.000000 NC 82347.690000 0.012501 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2029-01-02 0.000000 BRL 0.000000 BRL 30900000.000000 BRL 82347.690000 N N N N/A N/A 000000000 1.000000 NC -338.190000 -0.0000513 N/A DFE CH N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 20812.510000 CHF 25959.730000 USD 2026-01-14 -338.190000 N N N MEXICO GOVT 254900EGTWEU67VP6075 ACI2BPJ03 58000000.000000 PA 2997447.730000 0.455034 Long DBT NUSS MX N 2 2033-05-26 Fixed 7.5 N N N N N N N/A N/A 000000000 1.000000 NC 173817.490000 0.0263867 N/A DIR ZA N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2030-01-31 0.000000 ZAR -346.220000 ZAR 65700000.000000 ZAR 174163.710000 N N N N/A N/A 000000000 1.000000 NC 14762.880000 0.0022411 N/A DFE KZ N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 134788.000000 USD 77691803.200000 KZT 2026-03-26 14762.880000 N N N N/A N/A 000000000 1.000000 NC 1048.280000 0.0001591 N/A DIR PL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 WIBOR PLN 6M N/A N/A Y 2035-12-19 0.000000 PLN 0.000000 PLN 400000.000000 PLN 1048.280000 N N N UGANDA GOVT 549300NF1DEFHG8XLQ11 ACI2QJDV9 847900000.000000 PA 213661.430000 0.0324353 Long DBT NUSS UG N 2 2039-06-23 Fixed 15.8 N N N N N N N/A N/A 000000000 1.000000 NC -2145.370000 -0.0003257 N/A DFE N/A N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 3626583750.000000 UZS 278700.000000 USD 2026-12-10 -2145.370000 N N N N/A N/A 000000000 1.000000 NC -1955.330000 -0.0002968 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 300000.000000 USD 90999.000000 KWD 2027-06-10 -1955.330000 N N N N/A N/A 000000000 1.000000 NC -150798.320000 -0.0228923 N/A DIR TH N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Thailand Overnight Repo Rate ON Y 2031-03-18 0.000000 THB -87464.310000 THB 376930000.000000 THB -63334.010000 N N N N/A N/A 000000000 1.000000 NC -240203.760000 -0.0364647 N/A DIR CO N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Colombia IBR Overnight Nominal Interbank Reference Rate Y 2030-09-17 0.000000 COP 0.000000 COP 12062100000.000000 COP -240203.760000 N N N N/A N/A 000000000 1.000000 NC 8438.810000 0.0012811 N/A DFE MY N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 768867.820000 USD 3150359.000000 MYR 2026-01-22 8438.810000 N N N N/A N/A 000000000 1.000000 NC 92922.840000 0.0141064 N/A DFE TR N 2 Nomura Holdings, Inc. 549300B3CEAHYG7K8164 3723498.500000 USD 170022388.510000 TRY 2026-02-23 92922.840000 N N N N/A N/A 000000000 1.000000 NC 28875.910000 0.0043836 N/A DFE BR N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 5858532.720000 BRL 1098000.000000 USD 2026-01-05 28875.910000 N N N N/A N/A 000000000 1.000000 NC 479.710000 0.0000728 N/A DFE AU N 2 BANCO SANTANDER S.A. 5493006QMFDDMYWIAM13 16986.030000 USD 26170.000000 AUD 2026-01-14 479.710000 N N N N/A N/A 000000000 1.000000 NC -116427.730000 -0.0176746 N/A DFE TH N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 8548287.000000 USD 265172136.880000 THB 2026-02-04 -116427.730000 N N N CZECH REPUBLIC GOVT 3157007EFDLQABN47912 ACI11VHC9 42000000.000000 PA 1721241.310000 0.261297 Long DBT NUSS CZ N 2 2033-10-13 Fixed 2 N N N N N N ECUADOR GOVT 5299003Y2U5XK0A35H71 ACI1Q6JR2 683032.000000 PA USD 603800.290000 0.0916612 Long DBT NUSS EC N 2 2035-07-31 Variable 6.9 N N N N N N N/A N/A 000000000 1.000000 NC 67252.730000 0.0102094 N/A DFE AR N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 989897235.090000 ARS 623153.000000 USD 2026-07-08 67252.730000 N N N N/A N/A 000000000 1.000000 NC -6386.870000 -0.0009696 N/A DFE IL N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 3013611.990000 ILS 939874.000000 USD 2026-01-15 -6386.870000 N N N N/A N/A 000000000 1.000000 NC 2555.680000 0.000388 N/A DIR CL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Sinacofi Chile Interbank Rate N/A N/A Y 2029-10-08 0.000000 CLP 0.000000 CLP 630000000.000000 CLP 2555.680000 N N N N/A N/A 000000000 1.000000 NC 76429.170000 0.0116025 N/A DIR CO N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Colombia IBR Overnight Nominal Interbank Reference Rate Y 2031-03-26 0.000000 COP 0.000000 COP 5352000000.000000 COP 76429.170000 N N N N/A N/A 000000000 1.000000 NC -135782.980000 -0.0206128 N/A DIR ZA N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2028-11-02 0.000000 ZAR -46555.250000 ZAR 40300000.000000 ZAR -89227.730000 N N N N/A N/A 000000000 1.000000 NC -13145.310000 -0.0019956 N/A DFE AR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 508888800.000000 ARS 336000.000000 USD 2026-01-08 -13145.310000 N N N NIGERIA GOVT 549300GSBZD84TNEQ285 ACI307771 815700000.000000 PA 533426.240000 0.0809779 Long DBT NUSS NG N 2 2026-04-14 None 0 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-61 N/A 12668AVP7 28552.950000 PA USD 27216.230000 0.0041316 Long ABS-MBS CORP US N 2 2035-12-25 Floating 4.40621 N N N N N N MEXICO GOVT 254900EGTWEU67VP6075 ACI2JBZ32 200000000.000000 PA 11214660.560000 1.70247 Long DBT NUSS MX N 2 2029-03-01 Fixed 8.5 N N N N N N DOMINICAN REPUBLIC GOVT 254900EHU7Q8FGVPI369 P3579ECQ8 15250000.000000 PA 292833.370000 0.0444542 Long DBT NUSS DO N 2 2033-02-03 Fixed 13.625 N N N N N N N/A N/A 000000000 1.000000 NC -6944.180000 -0.0010542 N/A DFE N/A N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 4411272000.000000 UZS 336225.000000 USD 2026-11-18 -6944.180000 N N N N/A N/A 000000000 1.000000 NC -71214.090000 -0.0108108 N/A DIR CL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Sinacofi Chile Interbank Rate N/A N/A Y 2033-10-05 0.000000 CLP 0.000000 CLP 1103000000.000000 CLP -71214.090000 N N N N/A N/A 000000000 1.000000 NC 79075.640000 0.0120043 N/A DIR CL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Sinacofi Chile Interbank Rate N/A N/A Y 2028-03-20 0.000000 CLP 0.000000 CLP 3048850000.000000 CLP 79075.640000 N N N N/A N/A 000000000 1.000000 NC 4852.190000 0.0007366 N/A DFE N/A N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 26052655.200000 DOP 412000.000000 USD 2026-03-20 4852.190000 N N N N/A N/A 000000000 1.000000 NC 5946.460000 0.0009027 N/A DFE N/A N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 406000000.000000 UGX 112000.000000 USD 2026-10-16 5946.460000 N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912797TA5 221000.000000 PA USD 219254.020000 0.0332843 Long DBT UST US N 2 2026-03-24 None 0 N N N N N N N/A N/A 000000000 1.000000 NC 2901.700000 0.0004405 N/A DFE MX N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 160248.780000 USD 2958865.520000 MXN 2026-03-18 2901.700000 N N N N/A N/A 000000000 1.000000 NC 4271.370000 0.0006484 N/A DFE NG N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 120000.000000 USD 186720000.000000 NGN 2026-05-20 4271.370000 N N N N/A N/A 000000000 1.000000 NC USD -187119.330000 -0.0284061 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-03-19 0.000000 USD -311672.530000 USD 4800000.000000 USD 124553.200000 N N N N/A N/A 000000000 1.000000 NC -2231.880000 -0.0003388 N/A DFE AR N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 612868095.000000 ARS 419998.980000 USD 2026-01-05 -2231.880000 N N N N/A N/A 000000000 1.000000 NC -7140.240000 -0.0010839 N/A DFE CO N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 1204376250.000000 COP 301000.000000 USD 2026-04-30 -7140.240000 N N N N/A N/A 000000000 -15000000.000000 NC -13953.520000 -0.0021182 N/A DIR US N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 Put Written JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DIR MX N/A OIS MXN TIIE1/7.35000 02/06/26-5Y* CME 2031-01-31 0.000000 MXN 0.000000 MXN N/A MXN N/A 7.350000 MXN 2026-02-04 XXXX -9138.880000 N N N N/A N/A 000000000 -8600000.000000 NC USD -2855.200000 -0.0004334 N/A DFE US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 Call Written BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC 0.000000 0.000000 DFE US 0.000000 N/A 0.000000 N/A 2026-08-18 N/A 7.850000 USD 2026-08-14 XXXX 1844.700000 N N N N/A N/A 000000000 1.000000 NC USD 387174.980000 0.058776 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2030-12-17 557224.850000 USD 0.000000 USD 29500000.000000 USD -170049.870000 N N N N/A N/A 000000000 1.000000 NC -361498.760000 -0.0548781 N/A DIR CO N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Colombia IBR Overnight Nominal Interbank Reference Rate Y 2029-09-09 0.000000 COP 0.000000 COP 13247000000.000000 COP -361498.760000 N N N N/A N/A 000000000 1.000000 NC -203077.470000 -0.0308286 N/A DIR MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Mexico Interbank TIIE 1 Day Y 2035-03-07 0.000000 MXN 0.000000 MXN 90800000.000000 MXN -203077.470000 N N N N/A N/A 000000000 1.000000 NC -139436.930000 -0.0211675 N/A DFE CL N 2 BANCO SANTANDER S.A. 5493006QMFDDMYWIAM13 3066609231.000000 CLP 3269829.110000 USD 2026-03-18 -139436.930000 N N N N/A N/A 000000000 1.000000 NC 172573.370000 0.0261979 N/A DIR ZA N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2027-10-17 18308.030000 ZAR 0.000000 ZAR 73400000.000000 ZAR 154265.340000 N N N N/A N/A 000000000 1.000000 NC 30011.180000 0.0045559 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 1286906.840000 USD 58800060.430000 TRY 2026-02-26 30011.180000 N N N N/A N/A 000000000 1.000000 NC 102135.840000 0.015505 N/A DFE TR N 2 UBS AG BFM8T61CT2L1QCEMIK50 944000.000000 USD 45038240.000000 TRY 2026-01-09 102135.840000 N N N N/A N/A 000000000 -1500000.000000 NC -9597.740000 -0.001457 N/A DIR US N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 Call Written JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DIR PL IRS PLN 4.45000 02/24/26-10Y CME N/A N/A 2036-02-24 0.000000 PLN 0.000000 PLN N/A PLN N/A 4.450000 PLN 2026-02-20 XXXX -5611.800000 N N N N/A N/A 000000000 2009500.000000 NC USD 10584.040000 0.0016067 N/A DFE US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 Put Purchased BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC 0.000000 0.000000 DFE US 0.000000 N/A 0.000000 N/A 2026-02-13 N/A 1417.000000 USD 2026-02-11 XXXX -1868.830000 N N N N/A N/A 000000000 1.000000 NC 186894.020000 0.0283719 N/A DFE MX N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 5605273.250000 USD 105045623.340000 MXN 2026-03-18 186894.020000 N N N N/A N/A 000000000 1.000000 NC 53724.790000 0.0081558 N/A DFE IN N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 15562881.000000 USD 1422148516.080000 INR 2026-06-17 53724.790000 N N N N/A N/A 000000000 1.000000 NC 3954.180000 0.0006003 N/A DFE CN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 415310.000000 USD 2932296.260000 CNY 2026-02-09 3954.180000 N N N N/A N/A 000000000 1.000000 NC -128660.520000 -0.0195316 N/A DFE BR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 21800000.000000 BRL 3767910.540000 USD 2026-04-02 -128660.520000 N N N N/A N/A 000000000 1.000000 NC 59170.260000 0.0089825 N/A DFE TR N 2 Nomura Holdings, Inc. 549300B3CEAHYG7K8164 1708536.340000 USD 77104194.780000 TRY 2026-01-26 59170.260000 N N N ROMANIA GOVT 315700IASY927EDWBK92 ACI1HV6Q3 200000.000000 PA 40214.090000 0.0061048 Long DBT NUSS RO N 2 2034-10-11 Fixed 4.75 N N N N N N N/A N/A 000000000 1.000000 NC 4167.990000 0.0006327 N/A DFE AR N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 111523.000000 USD 168622776.000000 ARS 2026-01-08 4167.990000 N N N N/A N/A 000000000 4011000.000000 NC 20137.040000 0.0030569 N/A DFE US N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 Put Purchased MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DFE 0.000000 N/A 0.000000 N/A 2026-02-12 N/A 24.200000 EUR 2026-02-10 XXXX 2993.730000 N N N N/A N/A 000000000 1.000000 NC 477.900000 0.0000725 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 288396.430000 BRL 52422.370000 USD 2026-03-03 477.900000 N N N N/A N/A 000000000 1.000000 NC -4884.890000 -0.0007416 N/A DFE BR N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 448000.000000 USD 2428160.000000 BRL 2026-01-05 -4884.890000 N N N N/A N/A 000000000 1.000000 NC 9034.440000 0.0013715 N/A DFE CN N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 1243617.000000 USD 8726087.400000 CNY 2026-03-24 9034.440000 N N N N/A N/A 000000000 -698000.000000 NC USD -1218.010000 -0.0001849 N/A DFE US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Put Written BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC 0.000000 0.000000 DFE US 0.000000 N/A 0.000000 N/A 2026-02-19 N/A 1385.000000 USD 2026-02-12 XXXX 157.050000 N N N NIGERIA GOVT 549300GSBZD84TNEQ285 955PDHII1 5047293000.000000 PA 3197693.770000 0.485433 Long DBT NUSS NG N 2 2026-06-11 None 0 N N N N N N N/A N/A 000000000 7.000000 NC USD -640.720000 -0.0000973 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2026-03-20 785914.070000 USD -640.720000 N N N N/A N/A 000000000 1.000000 NC 13635.790000 0.00207 N/A DFE TW N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 30414504.000000 TWD 982000.000000 USD 2026-01-22 13635.790000 N N N N/A N/A 000000000 1.000000 NC 121706.860000 0.018476 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2029-01-02 0.000000 BRL -10313.230000 BRL 19500000.000000 BRL 132020.090000 N N N N/A N/A 000000000 1.000000 NC 27356.610000 0.0041529 N/A DFE HU N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 2683302.040000 USD 889048000.000000 HUF 2026-02-17 27356.610000 N N N N/A N/A 000000000 1.000000 NC USD 7640.050000 0.0011598 N/A DCR US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 BRAZIL GOVT FED REPUBLIC OF BRAZIL Y Single Leg Swap 2029-12-20 57353.830000 USD 0.000000 USD 1900000.000000 USD -49713.780000 N N N N/A N/A 000000000 1.000000 NC 30779.300000 0.0046725 N/A DFE N/A N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 132516192.800000 DOP 2116000.000000 USD 2026-02-06 30779.300000 N N N N/A N/A 000000000 1.000000 NC 12482.280000 0.0018949 N/A DIR CL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Sinacofi Chile Interbank Rate N/A N/A Y 2034-04-26 0.000000 CLP 0.000000 CLP 493900000.000000 CLP 12482.280000 N N N N/A N/A 000000000 1.000000 NC 19187.060000 0.0029127 N/A DFE AR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 528804.000000 USD 797610937.320000 ARS 2026-01-07 19187.060000 N N N N/A N/A 000000000 1.000000 NC 91.840000 0.0000139 N/A DFE CN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 9807.070000 USD 69218.300000 CNY 2026-02-11 91.840000 N N N COUNTRYWIDE ALTERNATIVE LN TR 2006-12CB N/A 12668BXF5 1165379.730000 PA USD 430263.910000 0.0653172 Long ABS-MBS CORP US N 2 2036-05-25 Floating 4.19621 N N N N N N N/A N/A 000000000 1.000000 NC -48725.110000 -0.0073968 N/A DIR CO N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Colombia IBR Overnight Nominal Interbank Reference Rate Y 2035-01-24 0.000000 COP 0.000000 COP 2688000000.000000 COP -48725.110000 N N N N/A N/A 000000000 1.000000 NC USD -21620.420000 -0.0032821 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-06-05 0.000000 USD -3230.000000 USD 800000.000000 USD -18390.420000 N N N N/A N/A 000000000 1.000000 NC 235142.160000 0.0356963 N/A DIR PL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 WIBOR PLN 6M N/A N/A Y 2029-07-12 0.000000 PLN 0.000000 PLN 17200000.000000 PLN 235142.160000 N N N N/A N/A 000000000 1.000000 NC 4975.630000 0.0007553 N/A DFE ZA N 2 UBS AG BFM8T61CT2L1QCEMIK50 164464.250000 USD 2810000.000000 ZAR 2026-01-26 4975.630000 N N N FHLMC PASS THRU POOLS N/A 3128NC6C3 360.200000 PA USD 370.310000 0.0000562 Long ABS-MBS USGSE US N 2 2035-08-01 Floating 6.481 N N N N N N N/A N/A 000000000 1.000000 NC 173644.670000 0.0263605 N/A DFE N/A N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 11205372.550000 USD 9678493.430000 EUR 2026-01-14 173644.670000 N N N N/A N/A 000000000 1.000000 NC 61716.350000 0.009369 N/A DIR PL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 WIBOR PLN 6M N/A N/A Y 2033-10-25 0.000000 PLN 0.000000 PLN 3100000.000000 PLN 61716.350000 N N N N/A N/A 000000000 1.000000 NC 358895.300000 0.0544829 N/A DFE SG N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 35669645.430000 USD 46282185.350000 SGD 2026-01-14 358895.300000 N N N N/A N/A 000000000 1.000000 NC USD -1380.750000 -0.0002096 N/A DCR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 PETROLEOS MEXICANOS (PEMEX) PEMEX SR UNSEC Y Single Leg Swap 2026-12-20 0.000000 USD -1948.280000 USD 200000.000000 USD 567.530000 N N N ECOPETROL SA 254900IDGKCJICKBPA66 BA000PGK0 10000000.000000 PA USD 10039570.000000 1.52408 Long LON CORP US N 3 2029-04-12 Floating 7.4824 N N N N N N N/A N/A 000000000 1.000000 NC 9846.510000 0.0014948 N/A DFE NG N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 193777.000000 USD 295509925.000000 NGN 2026-02-23 9846.510000 N N N N/A N/A 000000000 1.000000 NC -9368.410000 -0.0014222 N/A DIR PL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 WIBOR PLN 6M N/A N/A Y 2035-11-03 0.000000 PLN 0.000000 PLN 1600000.000000 PLN -9368.410000 N N N N/A N/A 000000000 1.000000 NC 220626.650000 0.0334927 N/A DIR N/A N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Euribor 6 Month ACT/360 Y 2056-03-18 101118.770000 EUR 0.000000 EUR 3700000.000000 EUR 119507.880000 N N N N/A N/A 000000000 1.000000 NC 64201.180000 0.0097462 N/A DIR CO N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Colombia IBR Overnight Nominal Interbank Reference Rate Y 2030-09-17 0.000000 COP 0.000000 COP 3133000000.000000 COP 64201.180000 N N N N/A N/A 000000000 1.000000 NC -3514.730000 -0.0005336 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 14044619.040000 TRY 311738.950000 USD 2026-02-23 -3514.730000 N N N WAMU ASSET-BACKED CERTIFICATES 2007-HE3 N/A 93364EAD6 1215248.760000 PA USD 1097748.670000 0.166646 Long ABS-MBS CORP US N 2 2037-05-25 Floating 4.08621 N N N N N N N/A N/A 000000000 1.000000 NC -7479.600000 -0.0011355 N/A DFE MY N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 4956000.000000 USD 20055940.800000 MYR 2026-01-22 -7479.600000 N N N UKRAINE GOVT 6354001WLTJXOMEXPY07 903724CC4 563704.000000 PA USD 332585.360000 0.0504889 Long DBT NUSS UA N 2 2036-02-01 Variable 4.5 N N N N N N N/A N/A 000000000 1.000000 NC 6017.050000 0.0009134 N/A DIR CZ N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 CZK-PRIBOR-Reference Banks 6M N/A N/A Y 2030-05-06 0.000000 CZK 0.000000 CZK 55900000.000000 CZK 6017.050000 N N N N/A N/A 000000000 1.000000 NC 825166.640000 0.125266 N/A DFE MX N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 27170591.000000 USD 505345822.010000 MXN 2026-01-30 825166.640000 N N N MEXICO GOVT 254900EGTWEU67VP6075 ACI24R197 259988.640000 PA 14366.480000 0.0021809 Long DBT NUSS MX N 2 2026-12-03 Fixed 3 N N N N N N N/A N/A 000000000 1.000000 NC 188046.820000 0.0285469 N/A DIR CO N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Colombia IBR Overnight Nominal Interbank Reference Rate Y 2028-04-28 0.000000 COP 0.000000 COP 12425000000.000000 COP 188046.820000 N N N N/A N/A 000000000 1.000000 NC 6574.580000 0.0009981 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 638084.000000 USD 29317726.510000 TRY 2026-03-23 6574.580000 N N N SOUTH AFRICA GOVT 378900AAFB4F17004C49 ACI34G249 16600000.000000 PA 966283.960000 0.146689 Long DBT NUSS ZA N 2 2026-08-05 None 0 N N N N N N N/A N/A 000000000 1.000000 NC 50560.380000 0.0076754 N/A DFE IL N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 3489727.570000 USD 11274960.810000 ILS 2026-01-15 50560.380000 N N N N/A N/A 000000000 1.000000 NC -391818.870000 -0.0594809 N/A DIR ZA N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2030-06-18 0.000000 ZAR -43170.010000 ZAR 143960000.000000 ZAR -348648.860000 N N N N/A N/A 000000000 1.000000 NC 99586.300000 0.0151179 N/A DIR MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Mexico Interbank TIIE 1 Day Y 2029-12-12 26413.430000 MXN 0.000000 MXN 42200000.000000 MXN 73172.870000 N N N N/A N/A 000000000 1.000000 NC 67661.180000 0.0102715 N/A DIR CO N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Colombia IBR Overnight Nominal Interbank Reference Rate Y 2031-08-12 0.000000 COP 0.000000 COP 1950700000.000000 COP 67661.180000 N N N N/A N/A 000000000 1.000000 NC 607.230000 0.0000922 N/A DFE EG N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 36206.000000 USD 1755991.000000 EGP 2026-01-05 607.230000 N N N N/A N/A 000000000 1.000000 NC -3098.040000 -0.0004703 N/A DFE AR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 936940400.000000 ARS 642400.000000 USD 2026-01-05 -3098.040000 N N N N/A N/A 000000000 1.000000 NC 12541.290000 0.0019039 N/A DFE RO N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 6386101.000000 USD 27746012.320000 RON 2026-01-16 12541.290000 N N N TOWER BRIDGE FUNDING PLC 2022-1X N/A ACI22Y5B5 70987.480000 PA 95721.590000 0.0145312 Long ABS-MBS CORP GB N 2 2063-12-20 Floating 4.55052 N N N N N N N/A N/A 000000000 1.000000 NC 2475.160000 0.0003757 N/A DIR MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Mexico Interbank TIIE 1 Day Y 2030-09-20 0.000000 MXN 0.000000 MXN 19800000.000000 MXN 2475.160000 N N N N/A N/A 000000000 1.000000 NC -162835.160000 -0.0247196 N/A DIR MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Mexico Interbank TIIE 1 Day Y 2030-02-28 0.000000 MXN 0.000000 MXN 122200000.000000 MXN -162835.160000 N N N N/A N/A 000000000 1.000000 NC 3997.670000 0.0006069 N/A DFE N/A N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 157469638.400000 DOP 2476000.000000 USD 2026-02-20 3997.670000 N N N N/A N/A 000000000 1.000000 NC -46426.220000 -0.0070478 N/A DFE ZA N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 15713588.720000 ZAR 887648.000000 USD 2026-08-05 -46426.220000 N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 ACI30FVM3 653622.000000 PA USD 6536.220000 0.0009922 Long DBT CORP KY N 2 2032-12-31 None 0 N N N Y N KAISA GROUP HOLDINGS LTD HKD XXXX N N N N/A N/A 000000000 1.000000 NC -5720.490000 -0.0008684 N/A DFE N/A N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 44883320.300000 DOP 689000.000000 USD 2026-05-21 -5720.490000 N N N N/A N/A 000000000 1.000000 NC 13433.500000 0.0020393 N/A DFE CN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1783262.000000 USD 12520104.180000 CNY 2026-03-20 13433.500000 N N N N/A N/A 000000000 1.000000 NC -11512.620000 -0.0017477 N/A DFE PE N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 6361847.990000 PEN 1876153.230000 USD 2026-03-18 -11512.620000 N N N COLOMBIAN GOVT 549300MHDRBVRF6B9117 ACI302XY4 5099171028.000000 PA 1344464.590000 0.204099 Long DBT NUSS CO N 2 2031-01-22 Fixed 6.5 N N N N N N N/A N/A 000000000 1.000000 NC -72046.440000 -0.0109372 N/A DIR PL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 WIBOR PLN 6M N/A N/A Y 2030-10-16 0.000000 PLN -81059.640000 PLN 2000000.000000 PLN 9013.200000 N N N N/A N/A 000000000 1.000000 NC -267724.550000 -0.0406425 N/A DIR CO N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Colombia IBR Overnight Nominal Interbank Reference Rate Y 2029-06-13 0.000000 COP 0.000000 COP 13489500000.000000 COP -267724.550000 N N N N/A N/A 000000000 1.000000 NC -9369.020000 -0.0014223 N/A DFE N/A N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 92928618.000000 PKR 311841.000000 USD 2026-09-30 -9369.020000 N N N N/A N/A 000000000 1.000000 NC -166602.340000 -0.0252914 N/A DIR ZA N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2033-08-13 0.000000 ZAR 0.000000 ZAR 70300000.000000 ZAR -166602.340000 N N N N/A N/A 000000000 1.000000 NC -790.810000 -0.0001201 N/A DIR PL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 WIBOR PLN 6M N/A N/A Y 2035-12-31 0.000000 PLN 0.000000 PLN 3400000.000000 PLN -790.810000 N N N N/A N/A 000000000 1.000000 NC -136268.080000 -0.0206865 N/A DIR CL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Sinacofi Chile Interbank Rate N/A N/A Y 2033-10-20 0.000000 CLP 0.000000 CLP 1831830000.000000 CLP -136268.080000 N N N CHILEAN GOVT 549300FLZTJM5YJF8D34 ACI2FK1C3 150000000.000000 PA 175706.010000 0.0266734 Long DBT NUSS CL N 2 2033-04-01 Fixed 6 N N N N N N N/A N/A 000000000 1.000000 NC 12636.560000 0.0019183 N/A DIR CL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Sinacofi Chile Interbank Rate N/A N/A Y 2033-11-16 0.000000 CLP 0.000000 CLP 435200000.000000 CLP 12636.560000 N N N N/A N/A 000000000 1.000000 NC -34320.270000 -0.0052101 N/A DIR CL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Sinacofi Chile Interbank Rate N/A N/A Y 2028-10-02 0.000000 CLP 0.000000 CLP 784000000.000000 CLP -34320.270000 N N N N/A N/A 000000000 1.000000 NC 65712.190000 0.0099756 N/A DIR CO N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Colombia IBR Overnight Nominal Interbank Reference Rate Y 2028-06-05 0.000000 COP -41717.440000 COP 5639500000.000000 COP 107429.630000 N N N N/A N/A 000000000 1.000000 NC -24547.440000 -0.0037265 N/A DIR ZA N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2026-12-21 0.000000 ZAR -17864.670000 ZAR 25000000.000000 ZAR -6682.770000 N N N CHINA DEVELOPMENT BANK 300300C1020111000029 ACI2MPQS2 3000000.000000 PA 449582.510000 0.0682499 Long DBT CORP CN N 2 2034-01-08 Fixed 2.63 N N N N N N CITIMORTGAGE ALTERNATIVE LOAN TRUST 2006-A5 N/A 18974BAE9 598512.110000 PA USD 474479.570000 0.0720294 Long ABS-MBS CORP US N 2 2036-10-25 Floating 4.49621 N N N N N N N/A N/A 000000000 -1400000.000000 NC -2043.610000 -0.0003102 N/A DIR US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 Put Written DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DIR PL IRS PLN 4.27500 03/02/26-10Y CME N/A N/A 2036-03-02 0.000000 PLN 0.000000 PLN N/A PLN N/A 4.280000 PLN 2026-02-26 XXXX 1663.860000 N N N N/A N/A 000000000 -3085000.000000 NC USD -397.970000 -0.0000604 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Written UBS AG BFM8T61CT2L1QCEMIK50 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC 0.000000 0.000000 DFE US 0.000000 N/A 0.000000 N/A 2026-01-08 N/A 56.750000 USD 2026-01-07 XXXX 69569.830000 N N N N/A N/A 000000000 1.000000 NC USD 7100.510000 0.0010779 N/A DCR US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2027-12-20 1211.430000 USD 0.000000 USD 600000.000000 USD 5889.080000 N N N N/A N/A 000000000 1.000000 NC 103118.390000 0.0156541 N/A DIR MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Mexico Interbank TIIE 1 Day Y 2034-12-21 0.000000 MXN 0.000000 MXN 22500000.000000 MXN 103118.390000 N N N N/A N/A 000000000 1.000000 NC -328502.170000 -0.049869 N/A DFE BR N 2 BANCO SANTANDER S.A. 5493006QMFDDMYWIAM13 93400000.000000 BRL 16365981.190000 USD 2026-04-02 -328502.170000 N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 ACI30FTT1 173240.000000 PA USD 1299.300000 0.0001972 Long DBT CORP KY N 2 2027-12-31 None 0 N N N Y N KAISA GROUP HOLDINGS LTD HKD XXXX N N N N/A N/A 000000000 1.000000 NC 2564.370000 0.0003893 N/A DFE PE N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 1664193.590000 USD 5606668.200000 PEN 2026-01-26 2564.370000 N N N N/A N/A 000000000 1.000000 NC USD -10169.720000 -0.0015438 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-12-18 0.000000 USD -77265.580000 USD 6100000.000000 USD 67095.860000 N N N N/A N/A 000000000 1.000000 NC USD -2413.530000 -0.0003664 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2034-06-20 155572.920000 USD 0.000000 USD 3800000.000000 USD -157986.450000 N N N SUNAC CHINA HOLDINGS LIMITED 549300OLARYHDXP3WK18 ACI37LP99 19869.690000 PA USD 4271.980000 0.0006485 Long DBT CORP KY N 3 2028-06-23 None 0 N N N Y N SUNAC CHINA HOLDINGS LIMITED HKD XXXX N N N N/A N/A 000000000 1.000000 NC 1813.150000 0.0002752 N/A DFE EG N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 96266.000000 USD 4689116.860000 EGP 2026-01-12 1813.150000 N N N ECUADOR GOVT 5299003Y2U5XK0A35H71 ACI1Q6J27 250000.000000 PA USD 248000.000000 0.0376482 Long DBT NUSS EC N 2 2030-07-31 Variable 6.9 N N N N N N COUNTRYWIDE HOME LOANS 2006-OA4 N/A 126694F29 369396.390000 PA USD 105798.340000 0.016061 Long ABS-MBS CORP US N 2 2046-04-25 Floating 4.38621 N N N N N N N/A N/A 000000000 1.000000 NC 616406.810000 0.093575 N/A DFE KR N 2 Nomura Holdings, Inc. 549300B3CEAHYG7K8164 41255927.810000 USD 60373924757.000000 KRW 2026-01-08 616406.810000 N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 ACI30FSQ8 623635.000000 PA USD 10913.610000 0.0016568 Long DBT CORP KY N 2 2031-12-28 Fixed 7 N N Y N N N N/A N/A 000000000 1.000000 NC -25336.840000 -0.0038463 N/A DIR PL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 WIBOR PLN 6M N/A N/A Y 2030-04-18 0.000000 PLN 0.000000 PLN 2800000.000000 PLN -25336.840000 N N N N/A N/A 000000000 1.000000 NC -71914.220000 -0.0109171 N/A DIR MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Mexico Interbank TIIE 1 Day Y 2035-03-07 0.000000 MXN 0.000000 MXN 38400000.000000 MXN -71914.220000 N N N N/A N/A 000000000 1.000000 NC 200.960000 0.0000305 N/A DFE N/A N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 18425000.000000 UGX 5000.000000 USD 2026-10-28 200.960000 N N N N/A N/A 000000000 1.000000 NC 59622.840000 0.0090512 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2029-01-02 0.000000 BRL 0.000000 BRL 53800000.000000 BRL 59622.840000 N N N N/A N/A 000000000 1.000000 NC USD -711.120000 -0.000108 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 ARGENTINA GOVT REPUBLIC OF ARGENTINA Y Single Leg Swap 2027-06-20 0.000000 USD -16874.990000 USD 125000.000000 USD 16163.870000 N N N TELECOMMUNICATIONS COMPANY TELEKOM SRBIJA AKCIONARSKO DRUSTVO BELGRADE 254900OVY0XI1DFYC092 BA000M1W7 1000000.000000 PA 1162454.220000 0.176469 Long LON CORP RS N 3 2028-05-21 Floating 7.897 N N N N N N N/A N/A 000000000 1.000000 NC -2589.880000 -0.0003932 N/A DFE N/A N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 2851380000.000000 UZS 219000.000000 USD 2026-11-23 -2589.880000 N N N N/A N/A 000000000 1.000000 NC 284963.400000 0.0432595 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2026-01-02 0.000000 BRL 0.000000 BRL 37800000.000000 BRL 284963.400000 N N N N/A N/A 000000000 1.000000 NC -152595.160000 -0.023165 N/A DFE MY N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 178598238.000000 MYR 43914000.000000 USD 2026-01-22 -152595.160000 N N N N/A N/A 000000000 1.000000 NC 37969.270000 0.005764 N/A DIR CZ N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 CZK-PRIBOR-Reference Banks 6M N/A N/A Y 2029-01-09 10316.170000 CZK 0.000000 CZK 36800000.000000 CZK 27653.100000 N N N N/A N/A 000000000 1.000000 NC 112366.790000 0.0170581 N/A DIR PL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 WIBOR PLN 6M N/A N/A Y 2027-06-30 19692.050000 PLN 0.000000 PLN 4500000.000000 PLN 92674.740000 N N N N/A N/A 000000000 1.000000 NC -15993.440000 -0.0024279 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2029-01-02 0.000000 BRL 0.000000 BRL 9500000.000000 BRL -15993.440000 N N N N/A N/A 000000000 1.000000 NC -352077.800000 -0.0534479 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 50464954.950000 USD 276691778.250000 BRL 2026-02-03 -352077.800000 N N N N/A N/A 000000000 1.000000 NC 1238.080000 0.0001879 N/A DIR N/A N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Euribor 6 Month ACT/360 Y 2031-03-18 0.000000 EUR -484.770000 EUR 200000.000000 EUR 1722.850000 N N N N/A N/A 000000000 1.000000 NC 8223.940000 0.0012485 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 322017.430000 USD 14723280.930000 TRY 2026-02-24 8223.940000 N N N N/A N/A 000000000 1.000000 NC -131941.320000 -0.0200296 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2027-01-04 0.000000 BRL -27586.300000 BRL 2720000.000000 BRL -104355.020000 N N N ICBC STANDARD BANK PLC F01VVKN4DRF2NWKGQ283 85312EER0 48493000000.000000 PA 4081318.940000 0.619574 Long DBT CORP GB N 3 2029-09-18 Fixed 20 N N N N N N N/A N/A 000000000 1.000000 NC 106701.500000 0.0161981 N/A DFE EG N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 3373764.000000 USD 166562728.680000 EGP 2026-01-15 106701.500000 N N N N/A N/A 000000000 1.000000 NC 7905.910000 0.0012002 N/A DFE CN N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 905000.000000 USD 6392015.000000 CNY 2026-01-29 7905.910000 N N N N/A N/A 000000000 1.000000 NC 2860.370000 0.0004342 N/A DFE IL N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 1775237.000000 USD 5662278.180000 ILS 2026-02-19 2860.370000 N N N N/A N/A 000000000 1.000000 NC -37304.270000 -0.0056631 N/A DIR MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Mexico Interbank TIIE 1 Day Y 2034-11-23 0.000000 MXN 0.000000 MXN 13400000.000000 MXN -37304.270000 N N N NIGERIA GOVT 549300GSBZD84TNEQ285 ACI30ND79 5000000.000000 PA 3336.260000 0.0005065 Long DBT NUSS NG N 2 2026-03-10 None 0 N N N N N N N/A N/A 000000000 1.000000 NC -7516.730000 -0.0011411 N/A DIR ZA N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2026-03-22 0.000000 ZAR 0.000000 ZAR 62800000.000000 ZAR -7516.730000 N N N N/A N/A 000000000 1.000000 NC -19899.210000 -0.0030208 N/A DIR ZA N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2027-04-22 0.000000 ZAR 0.000000 ZAR 33300000.000000 ZAR -19899.210000 N N N N/A N/A 000000000 1.000000 NC 5161.360000 0.0007835 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1177271.500000 CZK 1003000.000000 EUR 2026-03-13 5161.360000 N N N N/A N/A 000000000 1.000000 NC 21167.830000 0.0032134 N/A DFE TR N 2 Nomura Holdings, Inc. 549300B3CEAHYG7K8164 1833550.980000 USD 84041725.940000 TRY 2026-03-18 21167.830000 N N N N/A N/A 000000000 1.000000 NC 3546.290000 0.0005384 N/A DIR ZA N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2026-12-21 10978.060000 ZAR 0.000000 ZAR 13320000.000000 ZAR -7431.770000 N N N N/A N/A 000000000 1.000000 NC -25930.900000 -0.0039365 N/A DIR MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Mexico Interbank TIIE 1 Day Y 2030-06-12 0.000000 MXN 0.000000 MXN 90300000.000000 MXN -25930.900000 N N N N/A N/A 000000000 1.000000 NC 177807.730000 0.0269925 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2027-01-04 0.000000 BRL 0.000000 BRL 21600000.000000 BRL 177807.730000 N N N N/A N/A 000000000 1.000000 NC 3267.710000 0.0004961 N/A DFE MY N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 9896137.500000 MYR 2445000.000000 USD 2026-01-22 3267.710000 N N N N/A N/A 000000000 1.000000 NC 81326.310000 0.0123459 N/A DFE N/A N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 182622250.500000 DOP 2955000.000000 USD 2026-01-15 81326.310000 N N N N/A N/A 000000000 1.000000 NC -486370.830000 -0.0738346 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2026-01-02 0.000000 BRL 0.000000 BRL 51600000.000000 BRL -486370.830000 N N N N/A N/A 000000000 1.000000 NC -20692.190000 -0.0031412 N/A DIR MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Mexico Interbank TIIE 1 Day Y 2030-09-11 0.000000 MXN 0.000000 MXN 51600000.000000 MXN -20692.190000 N N N N/A N/A 000000000 1.000000 NC 183.530000 0.0000279 N/A DIR PL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 WIBOR PLN 6M N/A N/A Y 2035-12-02 0.000000 PLN 0.000000 PLN 2900000.000000 PLN 183.530000 N N N N/A N/A 000000000 1.000000 NC -806.620000 -0.0001225 N/A DIR CZ N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 CZK-PRIBOR-Reference Banks 6M N/A N/A Y 2030-05-16 0.000000 CZK 0.000000 CZK 3200000.000000 CZK -806.620000 N N N N/A N/A 000000000 1.000000 NC 3764.360000 0.0005715 N/A DFE CN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 387195.000000 USD 2733790.300000 CNY 2026-02-11 3764.360000 N N N N/A N/A 000000000 1.000000 NC 18327.640000 0.0027823 N/A DFE CA N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 3231434.890000 USD 4458000.000000 CAD 2026-01-14 18327.640000 N N N N/A N/A 000000000 1.000000 NC 3852.930000 0.0005849 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2029-01-02 0.000000 BRL 0.000000 BRL 17800000.000000 BRL 3852.930000 N N N N/A N/A 000000000 -8100000.000000 NC USD -2689.200000 -0.0004082 N/A DFE US N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 Call Written HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC 0.000000 0.000000 DFE US 0.000000 N/A 0.000000 N/A 2026-08-18 N/A 7.850000 USD 2026-08-14 XXXX 920.700000 N N N N/A N/A 000000000 1.000000 NC 73367.220000 0.0111377 N/A DIR IN N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 Financial Benchmarks India Overnight Mumbai Interbank Outright Rate N/A N/A Y 2031-03-18 13497.410000 INR 0.000000 INR 835640000.000000 INR 59869.810000 N N N MEXICO GOVT 254900EGTWEU67VP6075 ACI2TM3P3 98000000.000000 PA 5460625.850000 0.828962 Long DBT NUSS MX N 2 2030-02-28 Fixed 8.5 N N N N N N N/A N/A 000000000 1.000000 NC 61564.790000 0.009346 N/A DIR CL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Sinacofi Chile Interbank Rate N/A N/A Y 2028-11-13 49352.150000 CLP 0.000000 CLP 2040800000.000000 CLP 12212.640000 N N N N/A N/A 000000000 1.000000 NC 38588.860000 0.0058581 N/A DFE AR N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 383642.000000 USD 612868095.000000 ARS 2026-01-05 38588.860000 N N N N/A N/A 000000000 -4600000.000000 NC USD -1508.800000 -0.000229 N/A DFE US N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 Call Written HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC 0.000000 0.000000 DFE US 0.000000 N/A 0.000000 N/A 2026-08-26 N/A 7.850000 USD 2026-08-24 XXXX 883.200000 N N N SOUTH AFRICA GOVT 378900AAFB4F17004C49 ACI30CS02 152100000.000000 PA 8927149.460000 1.35521 Long DBT NUSS ZA N 2 2026-06-17 None 0 N N N N N N N/A N/A 000000000 1.000000 NC 1286.300000 0.0001953 N/A DFE PH N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 299174.590000 USD 17724000.000000 PHP 2026-01-21 1286.300000 N N N N/A N/A 000000000 1.000000 NC 6208.620000 0.0009425 N/A DFE N/A N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 37929579.000000 DOP 600329.200000 USD 2026-03-05 6208.620000 N N N N/A N/A 000000000 1.000000 NC -94288.830000 -0.0143137 N/A DIR ZA N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2030-06-20 0.000000 ZAR -10484.280000 ZAR 36274110.000000 ZAR -83804.550000 N N N N/A N/A 000000000 1.000000 NC -5288.300000 -0.0008028 N/A DIR PL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 WIBOR PLN 6M N/A N/A Y 2035-12-22 0.000000 PLN -2974.640000 PLN 850000.000000 PLN -2313.660000 N N N N/A N/A 000000000 1.000000 NC -45410.150000 -0.0068936 N/A DIR MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Mexico Interbank TIIE 1 Day Y 2035-02-22 0.000000 MXN 0.000000 MXN 28800000.000000 MXN -45410.150000 N N N N/A N/A 000000000 1.000000 NC 3174.290000 0.0004819 N/A DFE N/A N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 431000.000000 USD 17036999.000000 UYU 2026-02-19 3174.290000 N N N N/A N/A 000000000 1.000000 NC -31806.320000 -0.0048284 N/A DIR CZ N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 CZK-PRIBOR-Reference Banks 6M N/A N/A Y 2029-03-21 0.000000 CZK 0.000000 CZK 50300000.000000 CZK -31806.320000 N N N N/A N/A 000000000 1.000000 NC -0.030000 0 N/A DFE AR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 10062.250000 ARS 6.900000 USD 2026-01-05 -0.030000 N N N N/A N/A 000000000 1.000000 NC -33931.790000 -0.0051511 N/A DIR PL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 WIBOR PLN 6M N/A N/A Y 2029-04-25 0.000000 PLN 0.000000 PLN 1800000.000000 PLN -33931.790000 N N N N/A N/A 000000000 1.000000 NC -39110.920000 -0.0059373 N/A DIR MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Mexico Interbank TIIE 1 Day Y 2029-03-01 0.000000 MXN -22729.400000 MXN 30400000.000000 MXN -16381.520000 N N N N/A N/A 000000000 -2100000.000000 NC USD -697.200000 -0.0001058 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Call Written Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC 0.000000 0.000000 DFE US 0.000000 N/A 0.000000 N/A 2026-08-18 N/A 7.850000 USD 2026-08-14 XXXX 247.800000 N N N DOMINICAN REPUBLIC GOVT 254900EHU7Q8FGVPI369 25714PFA1 38600000.000000 PA 666612.080000 0.101196 Long DBT NUSS DO N 2 2036-06-01 Fixed 10.75 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 ACI2PXCZ1 325000000.000000 PA 3696091.950000 0.561093 Long DBT CORP DE N 3 2034-07-18 Fixed 8.01 N N N N N N N/A N/A 000000000 1.000000 NC 42879.130000 0.0065094 N/A DFE AR N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 551330520.000000 ARS 353417.000000 USD 2026-07-03 42879.130000 N N N N/A N/A 000000000 1.000000 NC -81413.710000 -0.0123592 N/A DIR CL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Sinacofi Chile Interbank Rate N/A N/A Y 2033-10-26 0.000000 CLP 0.000000 CLP 878100000.000000 CLP -81413.710000 N N N N/A N/A 000000000 1.000000 NC -27208.080000 -0.0041304 N/A DFE IN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 2481320.000000 USD 221101740.580000 INR 2026-01-30 -27208.080000 N N N JYSKE REALKREDIT A/S 529900R9HQNZRT2OXB26 ACI1X8QV3 1.090000 PA 0.140000 0 Long DBT CORP DK N 2 2053-10-01 Fixed 1.5 N N N N N N NIGERIA GOVT 549300GSBZD84TNEQ285 958ZIAII6 3621020000.000000 PA 2275571.010000 0.345448 Long DBT NUSS NG N 2 2026-06-26 None 0 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2007-OA3 N/A 02150TAA8 794692.730000 PA USD 727906.750000 0.110502 Long ABS-MBS CORP US N 2 2047-04-25 Floating 4.12621 N N N N N N N/A N/A 000000000 1.000000 NC 57069.580000 0.0086636 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 59100000.000000 BRL 10620709.480000 USD 2026-04-02 57069.580000 N N N N/A N/A 000000000 1.000000 NC 55468.520000 0.0084205 N/A DFE TR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 2035195.690000 USD 92792712.290000 TRY 2026-02-18 55468.520000 N N N N/A N/A 000000000 1.000000 NC -26372.160000 -0.0040035 N/A DFE KR N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 2657879309.000000 KRW 1817000.000000 USD 2026-01-08 -26372.160000 N N N N/A N/A 000000000 1.000000 NC -17811.070000 -0.0027038 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 5599179.320000 PEN 1646720.580000 USD 2026-01-26 -17811.070000 N N N N/A N/A 000000000 1.000000 NC 13399.980000 0.0020342 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 925743.980000 USD 42119499.600000 TRY 2026-03-04 13399.980000 N N N N/A N/A 000000000 1.000000 NC USD 227888.720000 0.0345951 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2030-09-17 170312.330000 USD 0.000000 USD 18300000.000000 USD 57576.390000 N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912797TG2 532000.000000 PA USD 527074.180000 0.0800137 Long DBT UST US N 2 2026-04-07 None 0 N N N N N N N/A N/A 000000000 1.000000 NC 744605.010000 0.113036 N/A DIR CO N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Colombia IBR Overnight Nominal Interbank Reference Rate Y 2035-12-17 0.000000 COP 0.000000 COP 30024400000.000000 COP 744605.010000 N N N N/A N/A 000000000 1.000000 NC 1.940000 0.0000003 N/A DFE EG N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 101.000000 USD 4943.950000 EGP 2026-01-26 1.940000 N N N N/A N/A 000000000 1.000000 NC -4506.680000 -0.0006841 N/A DIR CL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Sinacofi Chile Interbank Rate N/A N/A Y 2029-02-14 0.000000 CLP 0.000000 CLP 1113400000.000000 CLP -4506.680000 N N N N/A N/A 000000000 1.000000 NC 70827.840000 0.0107522 N/A DIR ZA N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2030-08-26 0.000000 ZAR 0.000000 ZAR 36000000.000000 ZAR 70827.840000 N N N N/A N/A 000000000 1.000000 NC 204344.630000 0.031021 N/A DIR CO N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Colombia IBR Overnight Nominal Interbank Reference Rate Y 2030-09-18 0.000000 COP 0.000000 COP 6926100000.000000 COP 204344.630000 N N N POLAND GOVT 259400R9L8QEP0TPXS31 ACI2WT2K6 20400000.000000 PA 5706374.370000 0.866269 Long DBT NUSS PL N 2 2030-07-25 Fixed 4.5 N N N N N N N/A N/A 000000000 1.000000 NC 170.610000 0.0000259 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 165000.000000 USD 911968.200000 BRL 2026-02-03 170.610000 N N N OI SA (AKA: BRASIL TELECOM S/A) 254900YEMWCRRAGD4978 BA0006870 2376345.000000 PA USD 23763.450000 0.0036075 Long LON CORP BR N 3 2050-12-30 Floating 0 N N N N N N N/A N/A 000000000 1.000000 NC USD -162689.100000 -0.0246974 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2030-06-18 0.000000 USD -5210.190000 USD 12700000.000000 USD -157478.910000 N N N N/A N/A 000000000 1.000000 NC -221553.100000 -0.0336334 N/A DIR HU N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 BUBOR HKK 6M N/A N/A Y 2030-06-26 0.000000 HUF -3057.990000 HUF 1941900000.000000 HUF -218495.110000 N N N N/A N/A 000000000 1.000000 NC 115.950000 0.0000176 N/A DFE CN N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 16457.770000 USD 115492.400000 CNY 2026-03-20 115.950000 N N N N/A N/A 000000000 1.000000 NC -105691.610000 -0.0160447 N/A DIR N/A N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Euribor 6 Month ACT/360 Y 2036-03-18 0.000000 EUR -29413.000000 EUR 5000000.000000 EUR -76278.610000 N N N N/A N/A 000000000 1.000000 NC 7787.840000 0.0011823 N/A DFE N/A N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 873988.130000 USD 750000.000000 EUR 2026-01-14 7787.840000 N N N N/A N/A 000000000 1.000000 NC 225776.290000 0.0342745 N/A DIR ZA N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2030-03-12 0.000000 ZAR -10289.030000 ZAR 82400000.000000 ZAR 236065.320000 N N N N/A N/A 000000000 1.000000 NC 6516.420000 0.0009892 N/A DFE CN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 891821.260000 USD 6254788.410000 CNY 2026-03-30 6516.420000 N N N N/A N/A 000000000 1.000000 NC 0.380000 0.0000001 N/A DFE AR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 9894.000000 ARS 6.000000 USD 2026-06-18 0.380000 N N N N/A N/A 000000000 1.000000 NC -13920.880000 -0.0021133 N/A DFE CN N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 6401065.000000 CNY 905000.000000 USD 2026-01-29 -13920.880000 N N N N/A N/A 000000000 1.000000 NC -188096.470000 -0.0285544 N/A DFE ZA N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 73212929.620000 ZAR 4226562.000000 USD 2026-01-26 -188096.470000 N N N N/A N/A 000000000 1.000000 NC -226995.030000 -0.0344595 N/A DFE MY N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 53241264.000000 MYR 12904135.750000 USD 2026-01-14 -226995.030000 N N N WARWICK FINANCE RESIDENTIAL MORTGAGES 3A N/A ACI0YB0R4 132.000000 PA 20818.760000 0.0031604 Long ABS-MBS CORP GB N 2 2049-12-21 Fixed 0 N N N N N N N/A N/A 000000000 1.000000 NC 56169.250000 0.0085269 N/A DFE TW N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 127825753.000000 TWD 4126000.000000 USD 2026-01-22 56169.250000 N N N N/A N/A 000000000 1.000000 NC 1560.730000 0.0002369 N/A DFE EG N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 90507.000000 USD 4434843.000000 EGP 2026-02-04 1560.730000 N N N N/A N/A 000000000 1.000000 NC 2082.250000 0.0003161 N/A DFE PE N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 620390.030000 USD 2095708.540000 PEN 2026-02-20 2082.250000 N N N N/A N/A 000000000 1.000000 NC USD -568.890000 -0.0000864 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 ARGENTINA GOVT REPUBLIC OF ARGENTINA Y Single Leg Swap 2027-06-20 0.000000 USD -12000.010000 USD 100000.000000 USD 11431.120000 N N N N/A N/A 000000000 1.000000 NC 19230.160000 0.0029193 N/A DFE CN N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1748566.380000 USD 12376527.690000 CNY 2026-01-30 19230.160000 N N N N/A N/A 000000000 1.000000 NC 201375.450000 0.0305702 N/A DIR ZA N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2030-06-18 0.000000 ZAR 0.000000 ZAR 65000000.000000 ZAR 201375.450000 N N N N/A N/A 000000000 1.000000 NC 349938.510000 0.0531232 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2027-01-04 0.000000 BRL 0.000000 BRL 59000000.000000 BRL 349938.510000 N N N N/A N/A 000000000 1.000000 NC 127118.160000 0.0192975 N/A DIR CO N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Colombia IBR Overnight Nominal Interbank Reference Rate Y 2031-01-13 0.000000 COP 0.000000 COP 1806700000.000000 COP 127118.160000 N N N N/A N/A 000000000 -3313000.000000 NC USD -20570.420000 -0.0031227 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Call Written Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC 0.000000 0.000000 DFE US 0.000000 N/A 0.000000 N/A 2026-02-10 N/A 47.700000 USD 2026-02-09 XXXX 39477.710000 N N N N/A N/A 000000000 1.000000 NC 117574.970000 0.0178487 N/A DIR JP N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A BOJ Overnight Call Rate TONAR Y 2028-03-18 109671.410000 JPY 0.000000 JPY 3870000000.000000 JPY 7903.560000 N N N N/A N/A 000000000 1.000000 NC 25729.260000 0.0039059 N/A DFE N/A N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 150261617.800000 DOP 2374000.000000 USD 2026-03-20 25729.260000 N N N N/A N/A 000000000 1.000000 NC 24110.410000 0.0036601 N/A DFE BR N 2 BANCO SANTANDER S.A. 5493006QMFDDMYWIAM13 1803672.590000 USD 10015793.890000 BRL 2026-01-05 24110.410000 N N N N/A N/A 000000000 1.000000 NC -492846.130000 -0.0748176 N/A DFE ZA N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 152100000.000000 ZAR 8582702.890000 USD 2026-06-17 -492846.130000 N N N N/A N/A 000000000 1.000000 NC 968.880000 0.0001471 N/A DFE PH N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 326150300.000000 PHP 5511064.360000 USD 2026-03-18 968.880000 N N N N/A N/A 000000000 1.000000 NC 5497.930000 0.0008346 N/A DFE PE N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 452561.380000 USD 1540880.990000 PEN 2026-01-27 5497.930000 N N N N/A N/A 000000000 1.000000 NC 8078.260000 0.0012263 N/A DFE CN N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 993000.000000 USD 7011573.000000 CNY 2026-01-26 8078.260000 N N N N/A N/A 000000000 1.000000 NC 1700.180000 0.0002581 N/A DFE EG N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 39339.000000 USD 2023991.550000 EGP 2026-04-16 1700.180000 N N N N/A N/A 000000000 1.000000 NC 13102.670000 0.0019891 N/A DIR MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Mexico Interbank TIIE 1 Day Y 2030-11-21 7468.360000 MXN 0.000000 MXN 17200000.000000 MXN 5634.310000 N N N N/A N/A 000000000 1.000000 NC 71.860000 0.0000109 N/A DFE SG N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 10992.190000 USD 14212.850000 SGD 2026-01-14 71.860000 N N N N/A N/A 000000000 1.000000 NC 27882.620000 0.0042328 N/A DFE CZ N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 1851853.540000 EUR 38602350.000000 CZK 2026-03-13 27882.620000 N N N N/A N/A 000000000 1.000000 NC 146128.080000 0.0221833 N/A DIR MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Mexico Interbank TIIE 1 Day Y 2030-01-31 0.000000 MXN 0.000000 MXN 69600000.000000 MXN 146128.080000 N N N IFC EMERGING MARKETS SECURITIZATION 2025-1 LTD N/A 45174DAA4 400000.000000 PA USD 399983.980000 0.0607204 Long ABS-CBDO CORP KY N 2 2035-12-31 Floating 5.45408 N N N N N N EGYPTIAN GOVT 529900GFIVH4086NMH82 ACI120PP8 900000.000000 PA 1060028.040000 0.16092 Long DBT NUSS EG N 2 2026-04-16 Fixed 4.75 N N N N N N N/A N/A 000000000 1.000000 NC 41444.090000 0.0062915 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 342648.400000 KWD 1180000.000000 USD 2030-05-14 41444.090000 N N N N/A N/A 000000000 13400000.000000 NC USD 7463.800000 0.0011331 N/A DFE US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 Call Purchased BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC 0.000000 0.000000 DFE US 0.000000 N/A 0.000000 N/A 2026-08-26 N/A 7.800000 USD 2026-08-24 XXXX -11109.300000 N N N N/A N/A 000000000 1.000000 NC 85748.220000 0.0130172 N/A DIR JP N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A BOJ Overnight Call Rate TONAR Y 2027-12-17 2272.800000 JPY 0.000000 JPY 5330000000.000000 JPY 83475.420000 N N N N/A N/A 000000000 1.000000 NC -10952.310000 -0.0016626 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 6421186.250000 PEN 1897681.900000 USD 2026-01-30 -10952.310000 N N N N/A N/A 000000000 1.000000 NC 46308.390000 0.0070299 N/A DFE IN N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 -4512266.000000 USD 404660000.000000 INR 2031-03-18 -3673.700000 N N N N/A N/A 000000000 1.000000 NC 2230.650000 0.0003386 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2031-01-02 0.000000 BRL 0.000000 BRL 3100000.000000 BRL 2230.650000 N N N ZAMBIA GOVT 213800DMLAZ6LGMMD849 ACI2NDJF4 900000.000000 PA 46925.690000 0.0071237 Long DBT NUSS ZM N 2 2029-01-22 Fixed 22 N N N N N N N/A N/A 000000000 1.000000 NC -16672.910000 -0.0025311 N/A DFE ZA N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 59295000.000000 ZAR 3558749.830000 USD 2026-01-26 -16672.910000 N N N N/A N/A 000000000 1.000000 NC -11735.750000 -0.0017816 N/A DFE PL N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 4161000.000000 PLN 1147253.150000 USD 2026-01-16 -11735.750000 N N N N/A N/A 000000000 -4768000.000000 NC USD -815.330000 -0.0001238 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Written UBS AG BFM8T61CT2L1QCEMIK50 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC 0.000000 0.000000 DFE US 0.000000 N/A 0.000000 N/A 2026-01-09 N/A 42.800000 USD 2026-01-08 XXXX 162584.030000 N N N COSTA RICA GOVT 549300S1EK2VN6XVJP58 ACI3721X4 1500000.000000 PA 1807557.480000 0.2744 Long DBT NUSS CR N 2 2030-11-21 Fixed 5.4995 N N N N N N N/A N/A 000000000 1.000000 NC 6750.370000 0.0010248 N/A DIR CZ N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 CZK-PRIBOR-Reference Banks 6M N/A N/A Y 2029-05-10 0.000000 CZK 0.000000 CZK 5800000.000000 CZK 6750.370000 N N N N/A N/A 000000000 1.000000 NC -11376.770000 -0.0017271 N/A DFE ZA N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 3844857.620000 ZAR 216070.000000 USD 2026-10-07 -11376.770000 N N N N/A N/A 000000000 1.000000 NC 133268.510000 0.0202311 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 3068063.000000 USD 138457387.900000 TRY 2026-01-15 133268.510000 N N N N/A N/A 000000000 1.000000 NC -24642.710000 -0.0037409 N/A DFE PL N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 3149000.000000 PLN 852467.610000 USD 2026-01-16 -24642.710000 N N N CITIGROUP MTGE LOAN TR INC 2007-AHL3 N/A 17312GAA9 63290.940000 PA USD 44984.240000 0.0068289 Long ABS-MBS CORP US N 2 2045-07-25 Floating 3.90621 N N N N N N N/A N/A 000000000 1.000000 NC -173.470000 -0.0000263 N/A DIR CL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Sinacofi Chile Interbank Rate N/A N/A Y 2028-10-01 0.000000 CLP 0.000000 CLP 708500000.000000 CLP -173.470000 N N N N/A N/A 000000000 1.000000 NC -48856.980000 -0.0074168 N/A DIR CO N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Colombia IBR Overnight Nominal Interbank Reference Rate Y 2030-09-17 0.000000 COP 0.000000 COP 2508000000.000000 COP -48856.980000 N N N ROMANIA GOVT 315700IASY927EDWBK92 ACI1Z08B2 2600000.000000 PA 492864.250000 0.0748203 Long DBT NUSS RO N 2 2036-04-28 Fixed 4.25 N N N N N N N/A N/A 000000000 1.000000 NC -5258.830000 -0.0007983 N/A DFE AR N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 106213.000000 USD 169940800.000000 ARS 2026-04-07 -5258.830000 N N N N/A N/A 000000000 1.000000 NC -32861.860000 -0.0049887 N/A DIR IN N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 Financial Benchmarks India Overnight Mumbai Interbank Outright Rate N/A N/A Y 2028-03-18 0.000000 INR -36447.640000 INR 1517548000.000000 INR 3585.780000 N N N N/A N/A 000000000 2100000.000000 NC USD 1173.900000 0.0001782 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Call Purchased Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC 0.000000 0.000000 DFE US 0.000000 N/A 0.000000 N/A 2026-08-18 N/A 7.800000 USD 2026-08-14 XXXX -1598.100000 N N N N/A N/A 000000000 1.000000 NC 84758.540000 0.012867 N/A DIR CZ N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 CZK-PRIBOR-Reference Banks 6M N/A N/A Y 2029-02-01 0.000000 CZK 0.000000 CZK 105100000.000000 CZK 84758.540000 N N N N/A N/A 000000000 1.000000 NC 27480.540000 0.0041717 N/A DFE IL N 2 UBS AG BFM8T61CT2L1QCEMIK50 1282409.980000 USD 4171000.000000 ILS 2026-02-27 27480.540000 N N N N/A N/A 000000000 1.000000 NC 260702.210000 0.0395765 N/A DIR PL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 WIBOR PLN 6M N/A N/A Y 2030-02-10 12606.820000 PLN 0.000000 PLN 13900000.000000 PLN 248095.390000 N N N N/A N/A 000000000 1.000000 NC -151971.780000 -0.0230704 N/A DFE SG N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 14797000.000000 SGD 11463433.530000 USD 2026-05-26 -151971.780000 N N N N/A N/A 000000000 1.000000 NC 19991.030000 0.0030348 N/A DFE TR N 2 Nomura Holdings, Inc. 549300B3CEAHYG7K8164 1959953.040000 USD 89781528.860000 TRY 2026-03-19 19991.030000 N N N N/A N/A 000000000 1.000000 NC -68759.910000 -0.0104382 N/A DIR CZ N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 CZK-PRIBOR-Reference Banks 6M N/A N/A Y 2028-06-06 0.000000 CZK -25153.960000 CZK 30160000.000000 CZK -43605.950000 N N N N/A N/A 000000000 1.000000 NC 1601.730000 0.0002432 N/A DFE EG N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 100195.000000 USD 4939613.500000 EGP 2026-02-24 1601.730000 N N N N/A N/A 000000000 1.000000 NC 8556.160000 0.0012989 N/A DFE N/A N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 161420048.000000 DOP 2540000.000000 USD 2026-02-26 8556.160000 N N N PHILIPPINES GOVT 529900RAHBALMYIJ3T08 718286BM8 40000000.000000 PA 676075.300000 0.102633 Long DBT NUSS PH N 2 2036-01-14 Fixed 6.25 N N N N N N N/A N/A 000000000 1.000000 NC -20346.550000 -0.0030888 N/A DFE AR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 872700637.500000 ARS 476235.000000 USD 2026-06-16 -20346.550000 N N N N/A N/A 000000000 -1500000.000000 NC -690.380000 -0.0001048 N/A DIR US N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 Put Written JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DIR PL IRS PLN 4.45000 02/24/26-10Y CME N/A N/A 2036-02-24 0.000000 PLN 0.000000 PLN N/A PLN N/A 4.450000 PLN 2026-02-20 XXXX 3295.560000 N N N N/A N/A 000000000 1.000000 NC 4905.080000 0.0007446 N/A DFE EG N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 216880.000000 USD 10765923.200000 EGP 2026-02-25 4905.080000 N N N N/A N/A 000000000 1.000000 NC -62039.080000 -0.009418 N/A DIR MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Mexico Interbank TIIE 1 Day Y 2029-09-17 0.000000 MXN 0.000000 MXN 50000000.000000 MXN -62039.080000 N N N N/A N/A 000000000 -4768000.000000 NC USD -1110.940000 -0.0001686 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Written UBS AG BFM8T61CT2L1QCEMIK50 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC 0.000000 0.000000 DFE US 0.000000 N/A 0.000000 N/A 2026-01-09 N/A 56.750000 USD 2026-01-08 XXXX 108266.980000 N N N N/A N/A 000000000 1.000000 NC -99660.090000 -0.0151291 N/A DIR ZA N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2030-12-10 0.000000 ZAR -37130.720000 ZAR 92200000.000000 ZAR -62529.370000 N N N N/A N/A 000000000 1.000000 NC -30382.710000 -0.0046123 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2029-01-02 0.000000 BRL 0.000000 BRL 41900000.000000 BRL -30382.710000 N N N N/A N/A 000000000 1.000000 NC 47569.480000 0.0072214 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2029-01-02 0.000000 BRL 0.000000 BRL 9200000.000000 BRL 47569.480000 N N N N/A N/A 000000000 1.000000 NC USD 143133.820000 0.0217287 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2035-03-19 217887.770000 USD 0.000000 USD 3000000.000000 USD -74753.950000 N N N UKRAINE GOVT 6354001WLTJXOMEXPY07 903724BZ4 187486.000000 PA USD 141083.220000 0.0214174 Long DBT NUSS UA N 2 2029-02-01 Variable 4.5 N N N N N N N/A N/A 000000000 1.100000 NC USD 0.000000 0 N/A DE US Y 3 None N/A Call Purchased CONSTELLATION OIL SERVICES HOLDING SA CONSTELLATION CLASS D EQUITY PLACEHOLDER N/A 0.010000 USD 2071-06-10 XXXX 0.000000 N N N UKRAINE GOVT 6354001WLTJXOMEXPY07 903724CF7 308245.000000 PA USD 175699.650000 0.0266725 Long DBT NUSS UA N 2 2035-02-01 Variable 0 N N N N N N N/A N/A 000000000 -13700000.000000 NC -1218.270000 -0.0001849 N/A DIR US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 Put Written DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DIR ZA N/A IRS ZAR 6.88500 02/04/26-5Y CME 2031-02-04 0.000000 ZAR 0.000000 ZAR N/A ZAR N/A 6.880000 ZAR 2026-02-04 XXXX 3727.580000 N N N IVORY COAST GOVT (AKA: COTE D'IVOIRE) 254900ICW11T82O6H590 ACI1T3QV9 497000.000000 PA 566966.860000 0.0860697 Long DBT NUSS CI N 2 2032-01-30 Fixed 4.875 N N N N N N N/A N/A 000000000 4.000000 NC -8313.180000 -0.001262 N/A DIR DE N 1 EUREX DEUTSCHLAND 529900UT4DG0LG5R9O07 Long N/A GERMANY GOVT 2026-03-06 599681.050000 EUR -8313.180000 N N N N/A N/A 000000000 1.000000 NC 1103.190000 0.0001675 N/A DFE MY N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 1474000.000000 USD 5978470.300000 MYR 2026-01-22 1103.190000 N N N N/A N/A 000000000 1.000000 NC 17873.830000 0.0027134 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2029-01-02 0.000000 BRL 0.000000 BRL 7700000.000000 BRL 17873.830000 N N N N/A N/A 000000000 -3085000.000000 NC USD -222.120000 -0.0000337 N/A DFE LU N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Written UBS AG BFM8T61CT2L1QCEMIK50 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC 0.000000 0.000000 DFE US 0.000000 N/A 0.000000 N/A 2026-01-08 N/A 42.630000 USD 2026-01-07 XXXX 104390.230000 N N N N/A N/A 000000000 1.000000 NC -43108.060000 -0.0065441 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2029-01-02 0.000000 BRL 0.000000 BRL 40800000.000000 BRL -43108.060000 N N N N/A N/A 000000000 1.000000 NC 12106.670000 0.0018379 N/A DFE CN N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 2908219.380000 USD 20475318.540000 CNY 2026-01-16 12106.670000 N N N N/A N/A 000000000 1.000000 NC 1782.690000 0.0002706 N/A DIR PL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 WIBOR PLN 6M N/A N/A Y 2035-11-25 0.000000 PLN 0.000000 PLN 400000.000000 PLN 1782.690000 N N N N/A N/A 000000000 1.000000 NC 1718.140000 0.0002608 N/A DIR ZA N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2030-11-12 0.000000 ZAR 0.000000 ZAR 4300000.000000 ZAR 1718.140000 N N N N/A N/A 000000000 1.000000 NC 31.420000 0.0000048 N/A DFE EG N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 1000.000000 USD 49360.000000 EGP 2026-01-15 31.420000 N N N N/A N/A 000000000 1.000000 NC -9430.370000 -0.0014316 N/A DFE MY N 2 CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 1VUV7VQFKUOQSJ21A208 37974000.000000 MYR 9360118.310000 USD 2026-01-22 -9430.370000 N N N N/A N/A 000000000 1.000000 NC -109403.900000 -0.0166083 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2031-01-02 0.000000 BRL 0.000000 BRL 28400000.000000 BRL -109403.900000 N N N N/A N/A 000000000 1.000000 NC 82265.730000 0.0124885 N/A DFE BR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 79600000.000000 BRL 14310112.360000 USD 2026-04-02 82265.730000 N N N N/A N/A 000000000 1.000000 NC -8799.370000 -0.0013358 N/A DFE IN N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 150529666.800000 INR 1662000.000000 USD 2026-01-30 -8799.370000 N N N N/A N/A 000000000 1.000000 NC -4158.560000 -0.0006313 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 445000.000000 USD 135312.490000 KWD 2026-05-05 -4158.560000 N N N N/A N/A 000000000 1.000000 NC 2373.440000 0.0003603 N/A DFE BR N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 5059512.190000 BRL 925684.210000 USD 2026-01-05 2373.440000 N N N N/A N/A 000000000 1.000000 NC -24835.290000 -0.0037702 N/A DIR CL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Sinacofi Chile Interbank Rate N/A N/A Y 2030-09-01 0.000000 CLP 0.000000 CLP 801600000.000000 CLP -24835.290000 N N N N/A N/A 000000000 1.000000 NC -14443.630000 -0.0021926 N/A DIR MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Mexico Interbank TIIE 1 Day Y 2030-06-12 0.000000 MXN -8949.070000 MXN 66400000.000000 MXN -5494.560000 N N N PERU GOVT 254900STKLK2DBJJZ530 ACI2GGZ75 9100000.000000 PA 3089494.810000 0.469008 Long DBT NUSS PE N 2 2033-08-12 Fixed 7.3 N N N N N N N/A N/A 000000000 1.000000 NC -84132.310000 -0.0127719 N/A DFE PE N 2 BANCO SANTANDER S.A. 5493006QMFDDMYWIAM13 10213006.340000 PEN 2953528.540000 USD 2026-01-12 -84132.310000 N N N N/A N/A 000000000 1.000000 NC 42729.370000 0.0064866 N/A DIR CL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Sinacofi Chile Interbank Rate N/A N/A Y 2026-06-28 0.000000 CLP 0.000000 CLP 8260000000.000000 CLP 42729.370000 N N N N/A N/A 000000000 1.000000 NC -7187.620000 -0.0010911 N/A DFE MX N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 5896281.000000 MXN 319237.300000 USD 2026-02-06 -7187.620000 N N N N/A N/A 000000000 1.000000 NC 400544.990000 0.0608056 N/A DFE KR N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 94187498976.000000 KRW 65724283.510000 USD 2026-01-08 400544.990000 N N N N/A N/A 000000000 1.000000 NC 16346.710000 0.0024815 N/A DFE MY N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 9353201.970000 USD 37974000.000000 MYR 2026-01-22 16346.710000 N N N N/A N/A 000000000 1.000000 NC -202562.480000 -0.0307504 N/A DFE BR N 2 BANCO SANTANDER S.A. 5493006QMFDDMYWIAM13 58700000.000000 BRL 10289580.700000 USD 2026-04-02 -202562.480000 N N N N/A N/A 000000000 1.000000 NC -105374.610000 -0.0159966 N/A DIR CO N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Colombia IBR Overnight Nominal Interbank Reference Rate Y 2030-03-19 0.000000 COP -718.290000 COP 4977260000.000000 COP -104656.320000 N N N N/A N/A 000000000 1.000000 NC 2167.920000 0.0003291 N/A DFE AR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 296010250.000000 ARS 204145.000000 USD 2026-01-12 2167.920000 N N N N/A N/A 000000000 1.000000 NC -729.670000 -0.0001108 N/A DFE CZ N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 13948000.000000 CZK 678447.240000 USD 2026-03-11 -729.670000 N N N N/A N/A 000000000 1.000000 NC -143347.730000 -0.0217612 N/A DIR CO N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Colombia IBR Overnight Nominal Interbank Reference Rate Y 2027-09-17 0.000000 COP 0.000000 COP 13980000000.000000 COP -143347.730000 N N N N/A N/A 000000000 1.000000 NC USD 3443.180000 0.0005227 N/A DCR US N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 THE STATE OIL COMPANY OF AZERBAIJAN REPUBLIC STATE OIL CO OF THE AZER REGS UNSEC Y Single Leg Swap 2026-06-20 1706.010000 USD 0.000000 USD 200000.000000 USD 1737.170000 N N N N/A N/A 000000000 1.000000 NC -61224.520000 -0.0092943 N/A DFE CO N 2 UBS AG BFM8T61CT2L1QCEMIK50 7660973119.910000 COP 1949029.710000 USD 2026-01-22 -61224.520000 N N N NIGERIA GOVT 549300GSBZD84TNEQ285 ACI30ZZH6 2827000000.000000 PA 1844784.910000 0.280052 Long DBT NUSS NG N 2 2026-04-21 None 0 N N N N N N JOINT STOCK COMPANY DEVELOPMENT BANK OF KAZAKHSTAN 213800LCDPGJ1BI7KX98 ACI1XHM39 244000000.000000 PA 471943.320000 0.0716444 Long DBT CORP KZ N 2 2026-05-06 Fixed 10.95 N N N N N N N/A N/A 000000000 1.000000 NC 160729.190000 0.0243998 N/A DIR PL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 WIBOR PLN 6M N/A N/A Y 2030-06-09 0.000000 PLN 0.000000 PLN 5400000.000000 PLN 160729.190000 N N N N/A N/A 000000000 1.000000 NC 32946.990000 0.0050016 N/A DFE PL N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 1401800.000000 USD 5151026.240000 PLN 2026-01-16 32946.990000 N N N N/A N/A 000000000 1044000.000000 NC USD 569455.020000 0.0864474 N/A DFE LU N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 Put Purchased JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC 0.000000 0.000000 DFE US 0.000000 N/A 0.000000 N/A 2026-02-13 N/A 16.600000 USD 2026-02-11 XXXX 360404.460000 N N N VENEZUELAN GOVT 529900XM8PJTJK5OJI77 922646AS3 1700000.000000 PA USD 567375.000000 0.0861316 Long DBT NUSS VE N 2 2027-09-15 Fixed 9.25 Y Y N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912797SH1 778000.000000 PA USD 776095.860000 0.117817 Long DBT UST US N 2 2026-01-27 None 0 N N N N N N N/A N/A 000000000 1.000000 NC 37332.840000 0.0056674 N/A DFE PL N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 1469948.000000 USD 5411437.170000 PLN 2026-01-16 37332.840000 N N N N/A N/A 000000000 1.000000 NC 13903.640000 0.0021107 N/A DFE MY N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 953742.950000 USD 3921791.000000 MYR 2026-01-22 13903.640000 N N N TURKEY GOVT 5493000PCHOG3B6S3Q85 ACI2QWYR6 184400000.000000 PA 4321469.550000 0.65603 Long DBT NUSS TR N 2 2026-08-12 Fixed 36 N N N N N N N/A N/A 000000000 1.000000 NC -91483.050000 -0.0138878 N/A DFE NG N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 939343836.840000 NGN 542659.640000 USD 2026-04-16 -91483.050000 N N N N/A N/A 000000000 1.000000 NC 11763.710000 0.0017858 N/A DFE N/A N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 685100.000000 USD 1225643.900000 AZN 2026-10-29 11763.710000 N N N N/A N/A 000000000 1.000000 NC -3973.660000 -0.0006032 N/A DIR MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Mexico Interbank TIIE 1 Day Y 2030-04-02 0.000000 MXN 0.000000 MXN 45800000.000000 MXN -3973.660000 N N N N/A N/A 000000000 1.000000 NC -40368.370000 -0.0061282 N/A DFE N/A N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 1370320.000000 USD 2521388.800000 AZN 2027-10-29 -40368.370000 N N N N/A N/A 000000000 1.000000 NC 8313.920000 0.0012621 N/A DFE TW N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 38622134.000000 TWD 1238000.000000 USD 2026-01-22 8313.920000 N N N N/A N/A 000000000 1.000000 NC -795.620000 -0.0001208 N/A DFE IL N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 119000.000000 ILS 36569.850000 USD 2026-01-15 -795.620000 N N N THAILAND GOVT 254900PHJ6MSKT6C7026 ACI2S0HH5 48700000.000000 PA 1719563.690000 0.261042 Long DBT NUSS TH N 2 2045-06-17 Fixed 2.98 N N N N N N N/A N/A 000000000 31250000.000000 NC 1426.190000 0.0002165 N/A DIR US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 Call Purchased BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DIR CZ IRS CZK 3.67000 02/09/26-5Y CME N/A N/A 2031-02-09 0.000000 CZK 0.000000 CZK N/A CZK N/A 3.670000 CZK 2026-02-05 XXXX -1221.090000 N N N N/A N/A 000000000 1.000000 NC -33919.890000 -0.0051493 N/A DFE PE N 2 BANCO SANTANDER S.A. 5493006QMFDDMYWIAM13 12122234.140000 PEN 3553448.480000 USD 2026-05-26 -33919.890000 N N N N/A N/A 000000000 -1500000.000000 NC -522.870000 -0.0000794 N/A DIR US N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 Put Written JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DIR PL IRS PLN 4.38500 02/06/26-10Y CME N/A N/A 2036-02-06 0.000000 PLN 0.000000 PLN N/A PLN N/A 4.380000 PLN 2026-02-04 XXXX 3639.680000 N N N KONA SPC LTD 254900UKS4SVVOMZWX26 ACI3000D0 1200000.000000 PA 1415389.430000 0.214866 Long DBT CORP KY N 3 2026-09-15 Floating 5.718 N N N N N N N/A N/A 000000000 1.000000 NC 17473.000000 0.0026525 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 403132.000000 USD 18094217.000000 TRY 2026-01-08 17473.000000 N N N N/A N/A 000000000 1.000000 NC -4259.130000 -0.0006466 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 6971278.320000 PEN 2063118.770000 USD 2026-03-30 -4259.130000 N N N N/A N/A 000000000 1.000000 NC -29118.690000 -0.0044204 N/A DIR PL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 WIBOR PLN 6M N/A N/A Y 2030-11-24 0.000000 PLN -17669.470000 PLN 7550000.000000 PLN -11449.220000 N N N N/A N/A 000000000 1.000000 NC -20754.770000 -0.0031507 N/A DIR CL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Sinacofi Chile Interbank Rate N/A N/A Y 2033-03-20 0.000000 CLP 0.000000 CLP 3796610000.000000 CLP -20754.770000 N N N CREDIT BASED ASSET SRVC & SEC 2007-CB6 N/A 1248RHAA5 19666.970000 PA USD 13223.060000 0.0020074 Long ABS-MBS CORP US N 2 2037-07-25 Floating 4.22551 N N N N N N N/A N/A 000000000 2788000.000000 NC 8833.330000 0.001341 N/A DFE US N 2 MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Put Purchased MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DFE 0.000000 N/A 0.000000 N/A 2026-06-04 N/A 23.900000 EUR 2026-06-02 XXXX -2477.940000 N N N REALKREDIT DANMARK A/S 549300NLOMBOWE943Y30 BMXQXJII2 1.440000 PA 0.180000 0 Long DBT CORP DK N 2 2053-10-01 Fixed 1.5 N N N N N N ESKOM HOLDINGS 3789001900ED06F65111 99YQVZII9 90000000.000000 PA 5082955.760000 0.771629 Long DBT CORP ZA N 2 2033-09-15 Fixed 7.5 N N N N N N N/A N/A 000000000 1.000000 NC -5578.450000 -0.0008468 N/A DIR CZ N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 CZK-PRIBOR-Reference Banks 6M N/A N/A Y 2030-12-12 0.000000 CZK 0.000000 CZK 11000000.000000 CZK -5578.450000 N N N N/A N/A 000000000 1.000000 NC 2596.950000 0.0003942 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2029-01-02 0.000000 BRL 0.000000 BRL 21700000.000000 BRL 2596.950000 N N N N/A N/A 000000000 1.000000 NC -66272.070000 -0.0100606 N/A DFE PL N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 12732000.000000 PLN 3480050.120000 USD 2026-01-16 -66272.070000 N N N N/A N/A 000000000 1.000000 NC -200993.460000 -0.0305123 N/A DFE PE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 12658426.210000 PEN 3559236.950000 USD 2026-02-17 -200993.460000 N N N N/A N/A 000000000 1.000000 NC -103569.130000 -0.0157225 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2027-01-04 0.000000 BRL 0.000000 BRL 8700000.000000 BRL -103569.130000 N N N N/A N/A 000000000 1.000000 NC -72824.310000 -0.0110553 N/A DIR N/A N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Euribor 6 Month ACT/360 Y 2030-09-20 0.000000 EUR -97824.050000 EUR 2300000.000000 EUR 24999.740000 N N N N/A N/A 000000000 1.000000 NC 265.340000 0.0000403 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 165000.000000 USD 912491.250000 BRL 2026-02-03 265.340000 N N N IVORY COAST GOVT (AKA: COTE D'IVOIRE) 254900ICW11T82O6H590 BD35RTII6 100000.000000 PA 117997.130000 0.0179128 Long DBT NUSS CI N 2 2030-03-22 Fixed 5.25 N N N N N N N/A N/A 000000000 1.000000 NC -5.130000 -0.0000008 N/A DFE PE N 2 BANCO SANTANDER S.A. 5493006QMFDDMYWIAM13 36180.780000 PEN 10759.440000 USD 2026-01-05 -5.130000 N N N N/A N/A 000000000 1.000000 NC 36562.930000 0.0055505 N/A DFE CN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 3978608.000000 USD 28098919.000000 CNY 2026-02-03 36562.930000 N N N ZAMBIA GOVT 213800DMLAZ6LGMMD849 ACI2MJ732 850000.000000 PA 36477.200000 0.0055375 Long DBT NUSS ZM N 2 2028-05-03 Fixed 12 N N N N N N N/A N/A 000000000 1.000000 NC 48198.510000 0.0073169 N/A DFE VN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 6565000.000000 USD 175679400000.000000 VND 2026-04-15 48198.510000 N N N N/A N/A 000000000 1.000000 NC 213801.780000 0.0324567 N/A DIR CO N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Colombia IBR Overnight Nominal Interbank Reference Rate Y 2029-08-22 0.000000 COP 0.000000 COP 14468300000.000000 COP 213801.780000 N N N N/A N/A 000000000 1.000000 NC 4728.270000 0.0007178 N/A DFE AR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 221390.000000 USD 328210675.000000 ARS 2026-01-05 4728.270000 N N N N/A N/A 000000000 1.000000 NC -2908.370000 -0.0004415 N/A DFE KR N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 438874800.000000 KRW 301425.000000 USD 2026-02-13 -2908.370000 N N N N/A N/A 000000000 1.000000 NC 47692.340000 0.00724 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 1600985.000000 USD 72683118.020000 TRY 2026-02-09 47692.340000 N N N N/A N/A 000000000 1.000000 NC 21068.050000 0.0031983 N/A DFE NG N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 385563.000000 USD 587983575.000000 NGN 2026-01-20 21068.050000 N N N N/A N/A 000000000 1.000000 NC -1178.480000 -0.0001789 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 309000.000000 USD 94346.970000 KWD 2026-07-07 -1178.480000 N N N ONEMAIN FINANCIAL ISSUANCE TRUST 2022-S1 N/A 68267HAA5 824650.330000 PA USD 824652.140000 0.125188 Long ABS-O CORP US N 2 2035-05-14 Fixed 4.13 N N N N N N N/A N/A 000000000 1.000000 NC 109328.990000 0.0165969 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2029-01-02 0.000000 BRL 0.000000 BRL 15800000.000000 BRL 109328.990000 N N N N/A N/A 000000000 1.000000 NC 116.450000 0.0000177 N/A DFE JP N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 3711125.000000 JPY 23826.000000 USD 2026-01-14 116.450000 N N N N/A N/A 000000000 1.000000 NC -1698.460000 -0.0002578 N/A DIR CL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Sinacofi Chile Interbank Rate N/A N/A Y 2026-02-13 408.370000 CLP 0.000000 CLP 1530400000.000000 CLP -2106.830000 N N N N/A N/A 000000000 1.000000 NC 7544.640000 0.0011453 N/A DIR MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Mexico Interbank TIIE 1 Day Y 2029-03-01 0.000000 MXN 0.000000 MXN 2900000.000000 MXN 7544.640000 N N N N/A N/A 000000000 1.000000 NC 26773.030000 0.0040643 N/A DIR CL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Sinacofi Chile Interbank Rate N/A N/A Y 2034-07-03 0.000000 CLP 0.000000 CLP 893400000.000000 CLP 26773.030000 N N N N/A N/A 000000000 1.000000 NC -967.350000 -0.0001469 N/A DFE N/A N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 965626130.000000 UZS 73966.000000 USD 2026-11-30 -967.350000 N N N N/A N/A 000000000 1.000000 NC -37471.640000 -0.0056885 N/A DIR PL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 WIBOR PLN 6M N/A N/A Y 2029-08-12 0.000000 PLN 0.000000 PLN 5600000.000000 PLN -37471.640000 N N N N/A N/A 000000000 1.000000 NC 1696.750000 0.0002576 N/A DFE CN N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 181527.530000 USD 1282237.860000 CNY 2026-02-03 1696.750000 N N N IVORY COAST GOVT (AKA: COTE D'IVOIRE) 254900ICW11T82O6H590 BA0003TP4 2700000.000000 PA 3167923.670000 0.480914 Long LON NUSS CI N 3 2026-03-09 Floating 5.153 N N N N N N N/A N/A 000000000 1.000000 NC 62588.080000 0.0095013 N/A DFE TH N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 5973755.000000 USD 190078910.350000 THB 2026-01-14 62588.080000 N N N N/A N/A 000000000 1.000000 NC 2637.290000 0.0004004 N/A DIR MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Mexico Interbank TIIE 1 Day Y 2030-04-01 0.000000 MXN 0.000000 MXN 7700000.000000 MXN 2637.290000 N N N TRANSNET 378900B07CD6F01EA796 546493II0 400000.000000 PA 26393.750000 0.0040068 Long DBT CORP ZA N 2 2028-04-18 Fixed 13.5 N N N N N N N/A N/A 000000000 1.000000 NC -4610.870000 -0.0007 N/A DIR CZ N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 CZK-PRIBOR-Reference Banks 6M N/A N/A Y 2031-02-12 0.000000 CZK 0.000000 CZK 15700000.000000 CZK -4610.870000 N N N N/A N/A 000000000 1.000000 NC USD 81716.520000 0.0124052 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2028-06-21 0.000000 USD -28643.200000 USD 11800000.000000 USD 110359.720000 N N N N/A N/A 000000000 1.000000 NC 4230.020000 0.0006421 N/A DFE AR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 259891040.000000 ARS 183280.000000 USD 2026-01-05 4230.020000 N N N N/A N/A 000000000 1.000000 NC USD 843.770000 0.0001281 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 SAUDI ARABIA GOVT SAUDI INTERNATIONAL BOND SR UNSEC REGS Y Single Leg Swap 2035-12-20 489.260000 USD 0.000000 USD 200000.000000 USD 354.510000 N N N N/A N/A 000000000 1.000000 NC 3081.520000 0.0004678 N/A DIR CZ N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 CZK-PRIBOR-Reference Banks 6M N/A N/A Y 2030-12-01 0.000000 CZK 0.000000 CZK 8500000.000000 CZK 3081.520000 N N N N/A N/A 000000000 1.000000 NC 20501.630000 0.0031123 N/A DIR MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Mexico Interbank TIIE 1 Day Y 2034-11-23 0.000000 MXN 0.000000 MXN 12700000.000000 MXN 20501.630000 N N N N/A N/A 000000000 1.000000 NC 40855.150000 0.0062021 N/A DFE NG N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 828587.000000 USD 1260902267.250000 NGN 2026-02-20 40855.150000 N N N N/A N/A 000000000 1.000000 NC -19249.300000 -0.0029222 N/A DIR HU N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 BUBOR HKK 6M N/A N/A Y 2030-11-24 0.000000 HUF 0.000000 HUF 411800000.000000 HUF -19249.300000 N N N N/A N/A 000000000 1.000000 NC 188834.930000 0.0286665 N/A DIR ZA N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2034-07-24 21919.700000 ZAR 0.000000 ZAR 28300000.000000 ZAR 166915.230000 N N N N/A N/A 000000000 1.000000 NC -6657.680000 -0.0010107 N/A DFE CN N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 12457000.000000 CNY 1780765.640000 USD 2026-01-21 -6657.680000 N N N COLOMBIAN GOVT 549300MHDRBVRF6B9117 990ABUUY5 11370900000.000000 PA 2799949.710000 0.425053 Long DBT NUSS US N 2 2035-01-24 Fixed 1 N N N N N N N/A N/A 000000000 1.000000 NC 274736.000000 0.0417069 N/A DFE CZ N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 20616069.360000 USD 429026588.200000 CZK 2026-03-11 274736.000000 N N N GHANA GOVT 213800PP4399SNNXZ126 ACI2DBP54 9692662.000000 PA 719564.760000 0.109235 Long DBT NUSS GH N 2 2031-02-11 Fixed 8.95 N N Y N N N NEW YORK MORTGAGE TRUST 2005-1 N/A 649603AA5 931024.070000 PA USD 912635.040000 0.138545 Long ABS-MBS CORP US N 2 2035-04-25 Floating 4.38621 N N N N N N N/A N/A 000000000 1.000000 NC -28625.320000 -0.0043455 N/A DIR SG N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Singapore Domestic Interbank Overnight Rate Average Y 2026-12-30 0.000000 SGD -2484.790000 SGD 51330000.000000 SGD -26140.530000 N N N N/A N/A 000000000 1.000000 NC USD 203.690000 0.0000309 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 SAUDI ARABIA GOVT SAUDI INTERNATIONAL BOND SR UNSEC REGS Y Single Leg Swap 2034-12-20 0.000000 USD -4000.830000 USD 1110000.000000 USD 4204.520000 N N N COLOMBIAN GOVT 549300MHDRBVRF6B9117 ACI2WQVJ3 7721600000.000000 PA 2004772.330000 0.304339 Long DBT NUSS CO N 2 2040-11-28 Fixed 12.75 N N N N N N N/A N/A 000000000 1.000000 NC USD -42598.250000 -0.0064667 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2031-06-20 89881.070000 USD 0.000000 USD 4200000.000000 USD -132479.320000 N N N N/A N/A 000000000 1.000000 NC 84998.950000 0.0129035 N/A DFE MY N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 13046131.830000 USD 53241264.000000 MYR 2026-01-14 84998.950000 N N N N/A N/A 000000000 1.000000 NC 9700.870000 0.0014727 N/A DFE TH N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 382318.200000 USD 12348992.700000 THB 2026-01-08 9700.870000 N N N N/A N/A 000000000 1.000000 NC -17657.090000 -0.0026805 N/A DFE TR N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 61744923.560000 TRY 1365215.680000 USD 2026-02-26 -17657.090000 N N N N/A N/A 000000000 1.000000 NC -28807.280000 -0.0043732 N/A DIR PL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 WIBOR PLN 6M N/A N/A Y 2035-11-26 0.000000 PLN -16026.610000 PLN 4200000.000000 PLN -12780.670000 N N N N/A N/A 000000000 1.000000 NC -69959.790000 -0.0106204 N/A DFE IN N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 6058233.000000 USD 539509881.580000 INR 2026-01-30 -69959.790000 N N N N/A N/A 000000000 1.000000 NC -39128.850000 -0.00594 N/A DIR PL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 WIBOR PLN 6M N/A N/A Y 2035-10-16 864.550000 PLN 0.000000 PLN 7830000.000000 PLN -39993.400000 N N N N/A N/A 000000000 1.000000 NC -11718.370000 -0.0017789 N/A DFE BR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1093000.000000 USD 5925153.000000 BRL 2026-01-05 -11718.370000 N N N N/A N/A 000000000 1.000000 NC -47.870000 -0.0000073 N/A DFE EG N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 1755991.000000 EGP 36765.360000 USD 2026-01-05 -47.870000 N N N MALAYSIA GOVT 254900GSIL471JOBYY43 ACI1LDCL2 76040000.000000 PA 18875459.040000 2.86543 Long DBT NUSS MY N 2 2027-09-30 Fixed 3.422 N N N N N N N/A N/A 000000000 1.000000 NC -736.040000 -0.0001117 N/A DIR MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Mexico Interbank TIIE 1 Day Y 2030-12-24 0.000000 MXN 0.000000 MXN 15650000.000000 MXN -736.040000 N N N N/A N/A 000000000 1.000000 NC USD 37811.700000 0.0057401 N/A DCR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 ISRAEL GOVT ISRAEL GOVT GLBL SR UNSEC Y Single Leg Swap 2027-06-20 0.000000 USD -21283.810000 USD 3700000.000000 USD 59095.510000 N N N N/A N/A 000000000 1.000000 NC -13576.090000 -0.0020609 N/A DFE CN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 5993910.000000 CNY 846000.000000 USD 2026-01-12 -13576.090000 N N N COLOMBIAN GOVT 549300MHDRBVRF6B9117 ACI2C9W52 6684100000.000000 PA 1793334.390000 0.272241 Long DBT NUSS CO N 2 2033-02-09 Fixed 13.25 N N N N N N N/A N/A 000000000 1.000000 NC 23728.670000 0.0036022 N/A DIR MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Mexico Interbank TIIE 1 Day Y 2027-03-17 0.000000 MXN 0.000000 MXN 33500000.000000 MXN 23728.670000 N N N PANAMA GOVT 549300SHS4T08CL0LP14 BA000GRH5 2600000.000000 PA 3061833.960000 0.464809 Long LON CORP IE N 3 2027-03-05 Floating 3.837 N N N N N N N/A N/A 000000000 1.000000 NC -9866.200000 -0.0014978 N/A DFE AR N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 274566.000000 USD 445581355.060000 ARS 2026-04-07 -9866.200000 N N N N/A N/A 000000000 1.000000 NC -436346.830000 -0.0662406 N/A DIR CO N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Colombia IBR Overnight Nominal Interbank Reference Rate Y 2029-10-22 0.000000 COP -77319.560000 COP 17490700000.000000 COP -359027.270000 N N N N/A N/A 000000000 1.000000 NC -1415.900000 -0.0002149 N/A DFE NG N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 196080000.000000 NGN 120000.000000 USD 2026-11-20 -1415.900000 N N N N/A N/A 000000000 1.000000 NC -11002.930000 -0.0016703 N/A DIR MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Mexico Interbank TIIE 1 Day Y 2035-06-06 0.000000 MXN 0.000000 MXN 21600000.000000 MXN -11002.930000 N N N N/A N/A 000000000 1.000000 NC USD -2529.450000 -0.000384 N/A DCR US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 CHILEAN GOVT CHILE GOVT Y Single Leg Swap 2029-12-20 0.000000 USD -1901.460000 USD 100000.000000 USD -627.990000 N N N N/A N/A 000000000 1.000000 NC -3729.040000 -0.0005661 N/A DFE N/A N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 1574000.000000 EUR 1851853.540000 CZK 2026-03-13 -3729.040000 N N N N/A N/A 000000000 1.000000 NC 14906.530000 0.0022629 N/A DFE MX N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 596036.020000 USD 11055455.000000 MXN 2026-02-24 14906.530000 N N N ZAMBIA GOVT 213800DMLAZ6LGMMD849 ACI2NDJB3 9300000.000000 PA 517815.590000 0.0786081 Long DBT NUSS ZM N 2 2031-01-22 Fixed 23 N N N N N N N/A N/A 000000000 1.000000 NC -197137.830000 -0.0299269 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2029-01-02 0.000000 BRL 0.000000 BRL 22000000.000000 BRL -197137.830000 N N N N/A N/A 000000000 1.000000 NC -6012.250000 -0.0009127 N/A DIR CL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Sinacofi Chile Interbank Rate N/A N/A Y 2030-04-10 0.000000 CLP 0.000000 CLP 2650200000.000000 CLP -6012.250000 N N N N/A N/A 000000000 1.000000 NC -153993.960000 -0.0233774 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2027-01-04 0.000000 BRL 0.000000 BRL 17600000.000000 BRL -153993.960000 N N N N/A N/A 000000000 1.000000 NC 986.900000 0.0001498 N/A DIR PL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 WIBOR PLN 6M N/A N/A Y 2035-11-27 0.000000 PLN 0.000000 PLN 700000.000000 PLN 986.900000 N N N N/A N/A 000000000 1.000000 NC -16780.510000 -0.0025474 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2029-01-02 0.000000 BRL 0.000000 BRL 44500000.000000 BRL -16780.510000 N N N N/A N/A 000000000 -13100000.000000 NC -5885.030000 -0.0008934 N/A DIR US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 Call Written DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DIR ZA N/A IRS ZAR 6.71500 02/26/26-5Y CME 2031-02-26 0.000000 ZAR 0.000000 ZAR N/A ZAR N/A 6.710000 ZAR 2026-02-26 XXXX -1462.910000 N N N GSMPS MORTGAGE LOAN TRUST 2006-RP1 N/A 3623413V9 123064.220000 PA USD 99645.950000 0.015127 Long ABS-MBS CORP US N 2 2036-01-25 Floating 4.19621 N N N N N N N/A N/A 000000000 1.000000 NC 4078.120000 0.0006191 N/A DIR PL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 WIBOR PLN 6M N/A N/A Y 2035-10-23 0.000000 PLN 0.000000 PLN 1000000.000000 PLN 4078.120000 N N N N/A N/A 000000000 1.000000 NC 20703.460000 0.0031429 N/A DIR CL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Sinacofi Chile Interbank Rate N/A N/A Y 2029-06-29 0.000000 CLP 0.000000 CLP 323000000.000000 CLP 20703.460000 N N N N/A N/A 000000000 1.000000 NC -66995.880000 -0.0101705 N/A DIR PL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 WIBOR PLN 6M N/A N/A Y 2029-08-08 0.000000 PLN 0.000000 PLN 13300000.000000 PLN -66995.880000 N N N N/A N/A 000000000 1.000000 NC -62706.450000 -0.0095193 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 3584202.950000 PEN 1002995.090000 USD 2026-01-21 -62706.450000 N N N N/A N/A 000000000 1.000000 NC -41876.080000 -0.0063571 N/A DIR HU N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 BUBOR HKK 6M N/A N/A Y 2030-04-09 2815.530000 HUF 0.000000 HUF 360200000.000000 HUF -44691.610000 N N N N/A N/A 000000000 1.000000 NC -317673.340000 -0.0482251 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2027-01-04 139136.640000 BRL 0.000000 BRL 64500000.000000 BRL -456809.980000 N N N N/A N/A 000000000 1.000000 NC 52350.930000 0.0079472 N/A DIR CO N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Colombia IBR Overnight Nominal Interbank Reference Rate Y 2030-05-15 0.000000 COP 0.000000 COP 2431900000.000000 COP 52350.930000 N N N QATARENERGY 254900QTESJKJ3P87J26 ACI1YZ073 7600000.000000 PA USD 7458142.200000 1.1322 Long DBT CORP QA N 2 2026-09-12 Fixed 1.375 N N N N N N N/A N/A 000000000 1.000000 NC -357880.900000 -0.0543289 N/A DFE ZA N 2 UBS AG BFM8T61CT2L1QCEMIK50 127805516.210000 ZAR 7348650.000000 USD 2026-01-26 -357880.900000 N N N N/A N/A 000000000 1.000000 NC -261521.580000 -0.0397009 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 184140265.880000 TRY 3377289.000000 USD 2026-08-12 -261521.580000 N N N N/A N/A 000000000 1.000000 NC -80723.540000 -0.0122544 N/A DFE CO N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 14508123099.400000 COP 3708355.000000 USD 2026-01-30 -80723.540000 N N N N/A N/A 000000000 1.000000 NC -14448.620000 -0.0021934 N/A DFE CN N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 7019020.500000 CNY 993000.000000 USD 2026-01-26 -14448.620000 N N N N/A N/A 000000000 1.000000 NC -5369.410000 -0.0008151 N/A DIR CL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Sinacofi Chile Interbank Rate N/A N/A Y 2026-02-23 42967.260000 CLP 0.000000 CLP 8263200000.000000 CLP -48336.670000 N N N N/A N/A 000000000 1.000000 NC -2893.080000 -0.0004392 N/A DIR CL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Sinacofi Chile Interbank Rate N/A N/A Y 2034-02-13 0.000000 CLP -765.830000 CLP 365400000.000000 CLP -2127.250000 N N N N/A N/A 000000000 1.000000 NC -77659.230000 -0.0117892 N/A DIR MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Mexico Interbank TIIE 1 Day Y 2030-06-12 0.000000 MXN 0.000000 MXN 130700000.000000 MXN -77659.230000 N N N N/A N/A 000000000 1.000000 NC -96335.540000 -0.0146244 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2027-01-04 0.000000 BRL 0.000000 BRL 114700000.000000 BRL -96335.540000 N N N N/A N/A 000000000 1.000000 NC -102894.620000 -0.0156201 N/A DFE IN N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 8416769.000000 USD 749033523.620000 INR 2026-01-30 -102894.620000 N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 ACI30FSH8 346463.000000 PA USD 6761.390000 0.0010264 Long DBT CORP KY N 2 2029-12-28 Fixed 6.5 N N Y N N N N/A N/A 000000000 1.000000 NC -29310.120000 -0.0044495 N/A DFE EG N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 23767926.180000 EGP 426407.000000 USD 2026-09-22 -29310.120000 N N N N/A N/A 000000000 1.000000 NC 2054.390000 0.0003119 N/A DFE MY N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 166248.600000 USD 682118.000000 MYR 2026-01-22 2054.390000 N N N N/A N/A 000000000 1.000000 NC USD 26091.140000 0.0039608 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2055-01-13 2160.580000 USD 0.000000 USD 1600000.000000 USD 23930.560000 N N N ECUADOR GOVT 5299003Y2U5XK0A35H71 ACI1Q6M72 20000.000000 PA USD 15642.190000 0.0023746 Long DBT NUSS EC N 2 2040-07-31 Variable 5 N N N N N N N/A N/A 000000000 1.000000 NC -26897.240000 -0.0040832 N/A DFE EG N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 21991200.000000 EGP 408000.000000 USD 2026-06-23 -26897.240000 N N N N/A N/A 000000000 1.000000 NC -26172.450000 -0.0039732 N/A DFE N/A N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 2114894510.000000 PYG 293000.000000 USD 2026-02-06 -26172.450000 N N N N/A N/A 000000000 1.000000 NC 95778.040000 0.0145398 N/A DFE ZA N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 1300884.000000 USD 23524535.810000 ZAR 2026-08-21 95778.040000 N N N N/A N/A 000000000 1.000000 NC -13048.960000 -0.0019809 N/A DFE N/A N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1070565000.000000 PYG 149000.000000 USD 2026-01-14 -13048.960000 N N N N/A N/A 000000000 1.000000 NC 5094.690000 0.0007734 N/A DIR CZ N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 CZK-PRIBOR-Reference Banks 6M N/A N/A Y 2030-11-27 0.000000 CZK 0.000000 CZK 15800000.000000 CZK 5094.690000 N N N N/A N/A 000000000 1.000000 NC 3590.630000 0.0005451 N/A DIR CL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Sinacofi Chile Interbank Rate N/A N/A Y 2033-11-17 0.000000 CLP 0.000000 CLP 221600000.000000 CLP 3590.630000 N N N N/A N/A 000000000 1.000000 NC 20561.950000 0.0031215 N/A DIR CL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Sinacofi Chile Interbank Rate N/A N/A Y 2034-04-25 0.000000 CLP 0.000000 CLP 954600000.000000 CLP 20561.950000 N N N N/A N/A 000000000 1.000000 NC -4384.180000 -0.0006656 N/A DIR CL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Sinacofi Chile Interbank Rate N/A N/A Y 2029-10-16 0.000000 CLP 0.000000 CLP 1380800000.000000 CLP -4384.180000 N N N SUNAC CHINA HOLDINGS LIMITED 549300OLARYHDXP3WK18 ACI37LQK3 167170.080000 PA USD 26747.210000 0.0040604 Long DBT CORP KY N 3 2026-06-23 None 0 N N N Y N SUNAC CHINA HOLDINGS LIMITED HKD XXXX N N N SOUTH AFRICA GOVT 378900AAFB4F17004C49 S69124NF8 423000000.000000 PA 24990206.520000 3.79369 Long DBT NUSS ZA N 2 2031-02-28 Fixed 7 N N N N N N N/A N/A 000000000 1.000000 NC -62301.250000 -0.0094578 N/A DIR CL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Sinacofi Chile Interbank Rate N/A N/A Y 2034-06-28 0.000000 CLP 0.000000 CLP 2020000000.000000 CLP -62301.250000 N N N MORGAN STANLEY MORTGAGE TRUST-2006-15XS N/A 61750YAD1 1030087.740000 PA USD 218730.680000 0.0332049 Long ABS-MBS CORP US N 2 2036-11-25 Variable 6.48766 N N N N N N GSAMP TRUST 2007-FM1 N/A 3622MAAB7 73043.460000 PA USD 36278.500000 0.0055073 Long ABS-MBS CORP US N 2 2036-12-25 Floating 3.91621 N N N N N N N/A N/A 000000000 1.000000 NC -3496.440000 -0.0005308 N/A DFE CN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 6734340.670000 CNY 957000.000000 USD 2026-01-16 -3496.440000 N N N N/A N/A 000000000 1.000000 NC 38.990000 0.0000059 N/A DFE PE N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 11446.630000 USD 38709.070000 PEN 2026-03-18 38.990000 N N N N/A N/A 000000000 1.000000 NC 29411.030000 0.0044648 N/A DIR CO N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Colombia IBR Overnight Nominal Interbank Reference Rate Y 2032-06-30 0.000000 COP 0.000000 COP 806250000.000000 COP 29411.030000 N N N N/A N/A 000000000 1.000000 NC USD 3646.790000 0.0005536 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2033-12-20 16531.350000 USD 0.000000 USD 320000.000000 USD -12884.560000 N N N N/A N/A 000000000 1.000000 NC 230694.000000 0.035021 N/A DFE MY N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 12914192.080000 USD 53297036.000000 MYR 2026-01-14 230694.000000 N N N N/A N/A 000000000 1.000000 NC -73073.910000 -0.0110931 N/A DIR CO N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Colombia IBR Overnight Nominal Interbank Reference Rate Y 2030-06-10 0.000000 COP 0.000000 COP 3936000000.000000 COP -73073.910000 N N N N/A N/A 000000000 1.000000 NC 12506.880000 0.0018986 N/A DFE ID N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 -1250291.000000 USD 20979880000.000000 IDR 2031-03-18 7645.020000 N N N N/A N/A 000000000 1.000000 NC -28282.390000 -0.0042935 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2029-01-02 0.000000 BRL 0.000000 BRL 11600000.000000 BRL -28282.390000 N N N COLOMBIAN GOVT 549300MHDRBVRF6B9117 ACI1N5XG5 9054602760.000000 PA 2119584.610000 0.321768 Long DBT NUSS CO N 2 2029-04-18 Fixed 2.25 N N N N N N N/A N/A 000000000 1.000000 NC -71436.780000 -0.0108446 N/A DIR CL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Sinacofi Chile Interbank Rate N/A N/A Y 2028-10-02 0.000000 CLP -1235.390000 CLP 1542000000.000000 CLP -70201.390000 N N N N/A N/A 000000000 1.000000 NC 112353.960000 0.0170561 N/A DIR PL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 WIBOR PLN 6M N/A N/A Y 2029-03-22 0.000000 PLN 0.000000 PLN 6400000.000000 PLN 112353.960000 N N N N/A N/A 000000000 1.000000 NC 8747.560000 0.0013279 N/A DFE N/A N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 1025393250.000000 UGX 287225.000000 USD 2026-04-30 8747.560000 N N N TURKEY GOVT 5493000PCHOG3B6S3Q85 ACI2Q1SN0 5900000.000000 PA 138206.420000 0.0209807 Long DBT NUSS TR N 2 2026-05-20 Floating 42.56 N N N N N N N/A N/A 000000000 1.000000 NC 2259.270000 0.000343 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 4106634.040000 BRL 746030.000000 USD 2026-02-03 2259.270000 N N N N/A N/A 000000000 1.000000 NC 11561.510000 0.0017551 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 264837.010000 KWD 893000.000000 USD 2030-08-12 11561.510000 N N N N/A N/A 000000000 1.000000 NC 169040.490000 0.0256616 N/A DFE CN N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 15369673.000000 USD 108293178.990000 CNY 2026-01-21 169040.490000 N N N N/A N/A 000000000 1.000000 NC -22843.430000 -0.0034678 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 1517000.000000 EUR 1760695.430000 USD 2026-01-14 -22843.430000 N N N N/A N/A 000000000 1.000000 NC -5061.660000 -0.0007684 N/A DFE AR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 236684000.000000 ARS 158000.000000 USD 2026-01-05 -5061.660000 N N N N/A N/A 000000000 1.000000 NC -127090.320000 -0.0192932 N/A DIR PL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 WIBOR PLN 6M N/A N/A Y 2029-07-25 0.000000 PLN 0.000000 PLN 11800000.000000 PLN -127090.320000 N N N N/A N/A 000000000 1.000000 NC 41444.090000 0.0062915 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 342648.400000 KWD 1180000.000000 USD 2030-05-15 41444.090000 N N N SOUTH AFRICA GOVT 378900AAFB4F17004C49 B1W32LII9 55400000.000000 PA 2860359.540000 0.434223 Long DBT NUSS ZA N 2 2036-03-31 Fixed 6.25 N N N N N N N/A N/A 000000000 1.000000 NC USD -31479.720000 -0.0047788 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2028-12-17 0.000000 USD -42888.490000 USD 7100000.000000 USD 11408.770000 N N N N/A N/A 000000000 1.000000 NC 51909.490000 0.0078802 N/A DFE AR N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 554386560.000000 ARS 364728.000000 USD 2026-06-30 51909.490000 N N N N/A N/A 000000000 1.000000 NC USD -1024.010000 -0.0001555 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 ARGENTINA GOVT REPUBLIC OF ARGENTINA Y Single Leg Swap 2027-06-20 0.000000 USD -20924.990000 USD 180000.000000 USD 19900.980000 N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 ACI30C5Q0 23598.000000 PA USD 2029.430000 0.0003081 Long DBT CORP KY N 2 2027-11-30 Fixed 5 N N N N N N N/A N/A 000000000 1.000000 NC 2232.290000 0.0003389 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2031-01-02 0.000000 BRL 0.000000 BRL 3000000.000000 BRL 2232.290000 N N N N/A N/A 000000000 1.000000 NC -13968.460000 -0.0021205 N/A DFE CN N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 6785760.000000 CNY 960000.000000 USD 2026-01-26 -13968.460000 N N N N/A N/A 000000000 1.000000 NC -503.560000 -0.0000764 N/A DFE MX N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 286006.360000 MXN 15266.700000 USD 2026-03-18 -503.560000 N N N N/A N/A 000000000 1.000000 NC 10655.620000 0.0016176 N/A DFE MY N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 15990152.000000 MYR 3956000.000000 USD 2026-01-22 10655.620000 N N N NORDEA KREDIT REALKREDITAKTIESELSKAB 52990080NNXXLC14OC65 ACI1Z8QZ2 1.000000 PA 0.110000 0 Long DBT CORP DK N 2 2053-10-01 Fixed 1.5 N N N N N N SOUTH AFRICA GOVT 378900AAFB4F17004C49 ACI30Y657 4100000.000000 PA 236286.830000 0.03587 Long DBT NUSS ZA N 2 2026-10-07 None 0 N N N N N N BANC OF AMERICA MTGE SEC 2004-F N/A 05949AHR4 20379.640000 PA USD 19667.800000 0.0029857 Long ABS-MBS CORP US N 2 2034-07-25 Floating 5.8218 N N N N N N N/A N/A 000000000 1.000000 NC 31928.410000 0.004847 N/A DFE PE N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 1457000.000000 USD 5006397.700000 PEN 2026-01-14 31928.410000 N N N N/A N/A 000000000 1.000000 NC 15630.160000 0.0023728 N/A DIR CL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Sinacofi Chile Interbank Rate N/A N/A Y 2028-10-01 0.000000 CLP 0.000000 CLP 659600000.000000 CLP 15630.160000 N N N N/A N/A 000000000 1.000000 NC -31028.730000 -0.0047104 N/A DFE CZ N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 23665252.970000 CZK 1120850.260000 EUR 2026-02-12 -31028.730000 N N N N/A N/A 000000000 1.000000 NC -64320.510000 -0.0097643 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 16384391.000000 BRL 2903129.330000 USD 2026-02-03 -64320.510000 N N N N/A N/A 000000000 1.000000 NC -205969.870000 -0.0312677 N/A DFE CN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 184267000.000000 CNY 26234034.430000 USD 2026-01-21 -205969.870000 N N N N/A N/A 000000000 1.000000 NC 550.850000 0.0000836 N/A DFE CN N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 63226.790000 USD 446513.910000 CNY 2026-01-30 550.850000 N N N N/A N/A 000000000 1.000000 NC 4293.410000 0.0006518 N/A DFE CN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 546000.000000 USD 3857490.000000 CNY 2026-01-12 4293.410000 N N N N/A N/A 000000000 1.000000 NC 8005.810000 0.0012153 N/A DIR PL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 WIBOR PLN 6M N/A N/A Y 2035-10-17 0.000000 PLN 0.000000 PLN 1920000.000000 PLN 8005.810000 N N N N/A N/A 000000000 1.000000 NC -32198.680000 -0.004888 N/A DFE IN N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1405029346.980000 INR 15562881.000000 USD 2026-01-30 -32198.680000 N N N N/A N/A 000000000 -12.000000 NC USD 11795.940000 0.0017907 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2026-03-20 -1382437.500000 USD 11795.940000 N N N BRAZIL GOVT 254900ZFY40OYEADAP90 ACI2MFC91 668300000.000000 PA 117975294.440000 17.9095 Long DBT NUSS BR N 2 2026-04-01 None 0 N N N N N N N/A N/A 000000000 1.000000 NC USD -2843.300000 -0.0004316 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-01-02 0.000000 USD -2595.000000 USD 600000.000000 USD -248.300000 N N N N/A N/A 000000000 1.000000 NC -104899.700000 -0.0159245 N/A DFE NG N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 4051322973.000000 NGN 2695491.000000 USD 2026-01-06 -104899.700000 N N N N/A N/A 000000000 1.000000 NC 450.400000 0.0000684 N/A DFE PE N 2 BANCO SANTANDER S.A. 5493006QMFDDMYWIAM13 175279.000000 USD 593687.500000 PEN 2026-05-20 450.400000 N N N N/A N/A 000000000 1.000000 NC 69348.900000 0.0105277 N/A DIR MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Mexico Interbank TIIE 1 Day Y 2035-03-28 0.000000 MXN 0.000000 MXN 79500000.000000 MXN 69348.900000 N N N N/A N/A 000000000 1.000000 NC 5906.840000 0.0008967 N/A DIR CL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Sinacofi Chile Interbank Rate N/A N/A Y 2028-10-01 0.000000 CLP 0.000000 CLP 870100000.000000 CLP 5906.840000 N N N N/A N/A 000000000 1.000000 NC 15582.970000 0.0023656 N/A DIR MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Mexico Interbank TIIE 1 Day Y 2030-04-16 0.000000 MXN 0.000000 MXN 64100000.000000 MXN 15582.970000 N N N N/A N/A 000000000 1.000000 NC -301544.410000 -0.0457766 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2027-01-04 0.000000 BRL 0.000000 BRL 21200000.000000 BRL -301544.410000 N N N N/A N/A 000000000 1.000000 NC -4962.430000 -0.0007533 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2029-01-02 0.000000 BRL 0.000000 BRL 3800000.000000 BRL -4962.430000 N N N N/A N/A 000000000 1.000000 NC 75055.510000 0.011394 N/A DFE TR N 2 Nomura Holdings, Inc. 549300B3CEAHYG7K8164 2465556.630000 USD 111667525.330000 TRY 2026-02-05 75055.510000 N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 ACI30G0R4 346463.000000 PA USD 1290.570000 0.0001959 Long DBT CORP KY N 2 2030-12-31 None 0 N N N Y N KAISA GROUP HOLDINGS LTD HKD XXXX N N N N/A N/A 000000000 1.000000 NC -1168.980000 -0.0001775 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 328000.000000 USD 100281.080000 KWD 2026-05-21 -1168.980000 N N N N/A N/A 000000000 1.000000 NC 37832.420000 0.0057432 N/A DFE AR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1087401.000000 USD 1633276302.000000 ARS 2026-01-05 37832.420000 N N N N/A N/A 000000000 1.000000 NC -66060.950000 -0.0100285 N/A DIR MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Mexico Interbank TIIE 1 Day Y 2034-12-11 0.000000 MXN 0.000000 MXN 18000000.000000 MXN -66060.950000 N N N N/A N/A 000000000 1.000000 NC 2276.750000 0.0003456 N/A DFE KZ N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 62340.410000 USD 33461217.000000 KZT 2026-03-16 2276.750000 N N N N/A N/A 000000000 1.000000 NC 1906.100000 0.0002894 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 85513.000000 USD 3903240.890000 TRY 2026-02-26 1906.100000 N N N N/A N/A 000000000 1.000000 NC -3217.010000 -0.0004884 N/A DFE N/A N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 6780780000.000000 UZS 522000.000000 USD 2026-12-09 -3217.010000 N N N N/A N/A 000000000 1.000000 NC 284502.110000 0.0431895 N/A DIR CO N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Colombia IBR Overnight Nominal Interbank Reference Rate Y 2031-08-09 0.000000 COP 0.000000 COP 8020000000.000000 COP 284502.110000 N N N N/A N/A 000000000 1.000000 NC USD 98321.580000 0.0149259 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2045-12-17 52184.930000 USD 0.000000 USD 1700000.000000 USD 46136.650000 N N N N/A N/A 000000000 1.000000 NC -36065.170000 -0.005475 N/A DFE MX N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 36504071.190000 MXN 1978583.340000 USD 2026-03-09 -36065.170000 N N N N/A N/A 000000000 1.000000 NC -96794.020000 -0.014694 N/A DIR MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Mexico Interbank TIIE 1 Day Y 2030-03-13 0.000000 MXN 0.000000 MXN 55500000.000000 MXN -96794.020000 N N N N/A N/A 000000000 1.000000 NC 25545.690000 0.003878 N/A DFE AR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 270877680.000000 ARS 178209.000000 USD 2026-07-02 25545.690000 N N N N/A N/A 000000000 1.000000 NC -44261.960000 -0.0067193 N/A DFE IN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 4235983.000000 USD 377650592.400000 INR 2026-01-30 -44261.960000 N N N N/A N/A 000000000 1.000000 NC -329973.710000 -0.0500924 N/A DFE GB N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 9500109.470000 GBP 12475591.260000 USD 2026-01-14 -329973.710000 N N N N/A N/A 000000000 1.000000 NC -50710.350000 -0.0076982 N/A DIR PL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 WIBOR PLN 6M N/A N/A Y 2028-10-09 0.000000 PLN 0.000000 PLN 6200000.000000 PLN -50710.350000 N N N N/A N/A 000000000 1.000000 NC USD 585137.720000 0.0888281 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2055-12-17 272469.980000 USD 0.000000 USD 8100000.000000 USD 312667.740000 N N N RESIDENTIAL ASSET SECURITIES 2005-KS8 N/A 76110W3V6 74336.450000 PA USD 74086.640000 0.0112469 Long ABS-MBS CORP US N 2 2035-08-25 Floating 4.80621 N N N N N N N/A N/A 000000000 1.000000 NC 8330.480000 0.0012646 N/A DFE N/A N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 1088320000.000000 UGX 304000.000000 USD 2026-04-28 8330.480000 N N N N/A N/A 000000000 1.000000 NC 27250.040000 0.0041368 N/A DFE AR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 277134830.000000 ARS 183533.000000 USD 2026-07-01 27250.040000 N N N CREDICORP CAPITAL SOCIEDAD TITULIZADORA SA N/A 224939AA6 17500000.000000 PA 5662208.800000 0.859564 Long DBT CORP PE N 2 2043-12-15 Fixed 10.1 N N N N N N N/A N/A 000000000 1.000000 NC USD -425919.440000 -0.0646576 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2030-09-17 0.000000 USD -827926.640000 USD 34700000.000000 USD 402007.200000 N N N CHILEAN GOVT 549300FLZTJM5YJF8D34 ACI1YYXQ8 840000000.000000 PA 951765.020000 0.144485 Long DBT NUSS CL N 2 2028-10-01 Fixed 5 N N N N N N KUWAIT GOVT 549300FSC1YD0D9XX589 501499AD9 6900000.000000 PA USD 6917866.450000 1.05018 Long DBT NUSS KW N 2 2028-10-09 Fixed 4.016 N N N N N N COUNTRYWIDE ASSET-BACKED CERTIFICATES 2007-8 N/A 12669WAA4 860557.530000 PA USD 830092.240000 0.126014 Long ABS-MBS CORP US N 2 2037-11-25 Floating 4.03621 N N N N N N HUNGARY GOVT 5299003F3UFKGCCMAP43 ACI1SGR08 118100000.000000 PA 271836.660000 0.0412668 Long DBT NUSS HU N 2 2033-04-20 Fixed 2.25 N N N N N N N/A N/A 000000000 1.000000 NC 104479.060000 0.0158607 N/A DFE CL N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 1348565.090000 USD 1307002314.000000 CLP 2026-03-18 104479.060000 N N N N/A N/A 000000000 1.000000 NC USD -20443.020000 -0.0031034 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-07-02 0.000000 USD -2610.000000 USD 800000.000000 USD -17833.020000 N N N N/A N/A 000000000 1.000000 NC 16537.300000 0.0025105 N/A DFE CO N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1382799.720000 USD 5380128010.590000 COP 2026-02-09 16537.300000 N N N N/A N/A 000000000 1.000000 NC 10915.190000 0.001657 N/A DFE KZ N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 98191.000000 USD 56680754.750000 KZT 2026-03-26 10915.190000 N N N POLAND GOVT 259400R9L8QEP0TPXS31 ACI2CJZC2 10800000.000000 PA 3216715.320000 0.488321 Long DBT NUSS PL N 2 2033-10-25 Fixed 6 N N N N N N UZBEK INDUSTRIAL AND CONSTRUCTION BANK ATB 213800C2NIFPFTXYIU69 917935AA6 500000.000000 PA USD 537395.620000 0.0815805 Long DBT CORP UZ N 2 2029-07-24 Fixed 8.95 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912797TK3 83000.000000 PA USD 82060.530000 0.0124574 Long DBT UST US N 2 2026-04-28 None 0 N N N N N N N/A N/A 000000000 1.000000 NC USD 13412.050000 0.002036 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2034-12-18 236880.990000 USD 0.000000 USD 12700000.000000 USD -223468.940000 N N N INDONESIA GOVT 529900FWX0GRR7WG5W79 ACI2QKC54 5063000000.000000 PA 319687.080000 0.0485308 Long DBT NUSS ID N 2 2035-07-15 Fixed 6.75 N N N N N N NIGERIA GOVT 549300GSBZD84TNEQ285 ACI358PQ2 769795000.000000 PA 497078.650000 0.0754601 Long DBT NUSS NG N 2 2026-05-19 None 0 N N N N N N N/A N/A 000000000 1.000000 NC -288060.140000 -0.0437296 N/A DFE SG N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 28719000.000000 SGD 22255889.650000 USD 2026-05-26 -288060.140000 N N N N/A N/A 000000000 1.000000 NC 43465.240000 0.0065983 N/A DIR CZ N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 CZK-PRIBOR-Reference Banks 6M N/A N/A Y 2029-07-15 9092.810000 CZK 0.000000 CZK 112400000.000000 CZK 34372.430000 N N N N/A N/A 000000000 1.000000 NC -363741.780000 -0.0552186 N/A DFE BR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 15145687.970000 USD 82700000.000000 BRL 2026-04-02 -363741.780000 N N N N/A N/A 000000000 1.000000 NC 7449.650000 0.0011309 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2029-01-02 0.000000 BRL 0.000000 BRL 15100000.000000 BRL 7449.650000 N N N N/A N/A 000000000 1.000000 NC -3980.230000 -0.0006042 N/A DIR KR N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 SOUTH KOREAN WON 3 MONTH N/A N/A Y 2026-11-17 0.000000 KRW 0.000000 KRW 14077800000.000000 KRW -3980.230000 N N N N/A N/A 000000000 1.000000 NC -2612.800000 -0.0003966 N/A DFE TW N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 409056.340000 USD 12766976.000000 TWD 2026-01-23 -2612.800000 N N N N/A N/A 000000000 -1500000.000000 NC -7416.810000 -0.0011259 N/A DIR US N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 Call Written JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DIR PL IRS PLN 4.38500 02/06/26-10Y CME N/A N/A 2036-02-06 0.000000 PLN 0.000000 PLN N/A PLN N/A 4.380000 PLN 2026-02-04 XXXX -3254.260000 N N N JYSKE REALKREDIT A/S 529900R9HQNZRT2OXB26 ACI1W77N5 1.510000 PA 0.190000 0 Long DBT CORP DK N 2 2053-10-01 Fixed 1.5 N N N N N N N/A N/A 000000000 1.000000 NC USD -13838.360000 -0.0021008 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-07-10 0.000000 USD -3660.000000 USD 1200000.000000 USD -10178.360000 N N N N/A N/A 000000000 1.000000 NC -6162.220000 -0.0009355 N/A DFE N/A N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 647000.000000 EUR 754516.520000 USD 2026-01-14 -6162.220000 N N N N/A N/A 000000000 1.000000 NC -6954.940000 -0.0010558 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 2314000.000000 EUR 2713617.850000 USD 2026-01-14 -6954.940000 N N N N/A N/A 000000000 1.000000 NC 45014.270000 0.0068335 N/A DIR HU N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 BUBOR HKK 6M N/A N/A Y 2028-11-03 0.000000 HUF 0.000000 HUF 327880000.000000 HUF 45014.270000 N N N DOMINICAN REPUBLIC GOVT 254900EHU7Q8FGVPI369 25714PEU8 7080000.000000 PA 112564.810000 0.0170881 Long DBT MUN DO N 2 2026-01-30 Fixed 13 N N N N N N N/A N/A 000000000 1.000000 NC -13680.630000 -0.0020768 N/A DFE CN N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 6203832.000000 CNY 876000.000000 USD 2026-01-12 -13680.630000 N N N N/A N/A 000000000 1.000000 NC 4.980000 0.0000008 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 10452.680000 USD 35149.230000 PEN 2026-01-05 4.980000 N N N N/A N/A 000000000 1.000000 NC 125127.410000 0.0189952 N/A DFE CO N 2 UBS AG BFM8T61CT2L1QCEMIK50 17114675940.230000 COP 4570434.070000 USD 2026-02-18 125127.410000 N N N N/A N/A 000000000 1.000000 NC 8003.060000 0.0012149 N/A DIR MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Mexico Interbank TIIE 1 Day Y 2030-09-20 0.000000 MXN -13861.850000 MXN 48200000.000000 MXN 21864.910000 N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810UN6 232000.000000 PA USD 234320.000000 0.0355715 Long DBT UST US N 2 2045-08-15 Fixed 4.875 N N N N N N N/A N/A 000000000 1.000000 NC 6794.850000 0.0010315 N/A DFE CN N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 669367.000000 USD 4728073.800000 CNY 2026-02-11 6794.850000 N N N SERBIA GOVT 254900W94OCY91V32O78 ACI2TGGG2 185500000.000000 PA 1877080.460000 0.284954 Long DBT NUSS RS N 2 2035-07-27 Fixed 5.25 N N N N N N N/A N/A 000000000 1.000000 NC -100370.550000 -0.015237 N/A DFE BR N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 26102079.760000 BRL 4663000.000000 USD 2026-01-05 -100370.550000 N N N N/A N/A 000000000 1.000000 NC USD 3333.570000 0.0005061 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 PERU GOVT PERU (REP OF) GLBL SR UNSECURED Y Single Leg Swap 2029-12-20 1263.390000 USD 0.000000 USD 200000.000000 USD 2070.180000 N N N N/A N/A 000000000 1.000000 NC 87282.960000 0.0132502 N/A DIR CO N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Colombia IBR Overnight Nominal Interbank Reference Rate Y 2031-08-13 0.000000 COP 0.000000 COP 2414800000.000000 COP 87282.960000 N N N N/A N/A 000000000 -3496440.900000 PA USD -3500325.830000 -0.531375 Short RA US N 2 Reverse repurchase N 4.000000 2027-12-23 3450000.000000 USD 3658575.960000 USD CDS N N N N/A N/A 000000000 1.000000 NC -89039.180000 -0.0135168 N/A DIR CO N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Colombia IBR Overnight Nominal Interbank Reference Rate Y 2029-01-02 0.000000 COP -15077.770000 COP 3858500000.000000 COP -73961.410000 N N N N/A N/A 000000000 1.000000 NC -82882.850000 -0.0125822 N/A DFE CA N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 4490523.460000 CAD 3190588.410000 USD 2026-01-14 -82882.850000 N N N N/A N/A 000000000 1.000000 NC -1212.090000 -0.000184 N/A DFE N/A N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 1849180930.000000 UZS 141754.000000 USD 2026-12-18 -1212.090000 N N N N/A N/A 000000000 1.000000 NC -340426.770000 -0.0516792 N/A DIR PL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 WIBOR PLN 6M N/A N/A Y 2028-11-06 0.000000 PLN -7124.460000 PLN 47500000.000000 PLN -333302.310000 N N N PHILIPPINES GOVT 529900RAHBALMYIJ3T08 BSHRBXII8 1250460000.000000 PA 21724092.320000 3.29787 Long DBT NUSS PH N 2 2029-02-28 Fixed 6.25 N N N N N N N/A N/A 000000000 1.000000 NC 2818.170000 0.0004278 N/A DFE EG N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 217801.000000 USD 10596018.650000 EGP 2026-01-26 2818.170000 N N N N/A N/A 000000000 1.000000 NC -13407.550000 -0.0020354 N/A DIR CL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Sinacofi Chile Interbank Rate N/A N/A Y 2033-10-20 0.000000 CLP 0.000000 CLP 189900000.000000 CLP -13407.550000 N N N N/A N/A 000000000 1.000000 NC 41481.920000 0.0062973 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 342648.400000 KWD 1180000.000000 USD 2030-05-13 41481.920000 N N N N/A N/A 000000000 1.000000 NC -14616.790000 -0.0022189 N/A DIR GB N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 SONIA O/N Deposit Rates Swap N/A N/A Y 2035-09-17 0.000000 GBP -502.530000 GBP 6000000.000000 GBP -14114.260000 N N N N/A N/A 000000000 1.000000 NC 1102.940000 0.0001674 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2029-01-02 0.000000 BRL 0.000000 BRL 11100000.000000 BRL 1102.940000 N N N N/A N/A 000000000 1.000000 NC -355601.540000 -0.0539829 N/A DIR PL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 WIBOR PLN 6M N/A N/A Y 2032-04-25 0.000000 PLN -192613.580000 PLN 13870000.000000 PLN -162987.960000 N N N N/A N/A 000000000 1.000000 NC -4910.220000 -0.0007454 N/A DIR PL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 WIBOR PLN 6M N/A N/A Y 2035-12-01 0.000000 PLN -51.280000 PLN 15270000.000000 PLN -4858.940000 N N N N/A N/A 000000000 1.000000 NC -18963.120000 -0.0028787 N/A DIR CL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Sinacofi Chile Interbank Rate N/A N/A Y 2033-04-01 0.000000 CLP 0.000000 CLP 601500000.000000 CLP -18963.120000 N N N N/A N/A 000000000 1.000000 NC -508888.110000 -0.0772529 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 86400000.000000 BRL 14934402.710000 USD 2026-04-02 -508888.110000 N N N N/A N/A 000000000 1.000000 NC -102135.820000 -0.015505 N/A DFE PE N 2 BANCO SANTANDER S.A. 5493006QMFDDMYWIAM13 5874709.910000 PEN 1636819.790000 USD 2026-05-19 -102135.820000 N N N N/A N/A 000000000 1.000000 NC -131718.700000 -0.0199958 N/A DIR PL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 WIBOR PLN 6M N/A N/A Y 2029-10-25 0.000000 PLN 0.000000 PLN 11800000.000000 PLN -131718.700000 N N N N/A N/A 000000000 1.000000 NC -343081.470000 -0.0520822 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2029-01-02 0.000000 BRL -41409.920000 BRL 19400000.000000 BRL -301671.550000 N N N FREMONT HOME LOAN TRUST 2006-C N/A 35729TAD4 2710838.950000 PA USD 1087111.480000 0.165031 Long ABS-MBS CORP US N 2 2036-10-25 Floating 4.14621 N N N N N N N/A N/A 000000000 1.000000 NC -4346.290000 -0.0006598 N/A DFE PL N 2 BANCO SANTANDER S.A. 5493006QMFDDMYWIAM13 832000.000000 PLN 227395.780000 USD 2026-01-16 -4346.290000 N N N N/A N/A 000000000 1.000000 NC -286.490000 -0.0000435 N/A DIR CZ N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 CZK-PRIBOR-Reference Banks 6M N/A N/A Y 2030-08-05 0.000000 CZK 0.000000 CZK 3300000.000000 CZK -286.490000 N N N N/A N/A 000000000 1.000000 NC 29103.260000 0.0044181 N/A DFE ZA N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 3198420.230000 USD 53509570.450000 ZAR 2026-01-22 29103.260000 N N N N/A N/A 000000000 1.000000 NC -122.290000 -0.0000186 N/A DFE PL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1043000.000000 PLN 290390.910000 USD 2026-01-16 -122.290000 N N N N/A N/A 000000000 1.000000 NC -217759.100000 -0.0330574 N/A DFE TW N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 48533048.490000 USD 1517652693.000000 TWD 2026-01-23 -217759.100000 N N N N/A N/A 000000000 1.000000 NC -70729.160000 -0.0107372 N/A DIR MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Mexico Interbank TIIE 1 Day Y 2028-03-02 0.000000 MXN 0.000000 MXN 171900000.000000 MXN -70729.160000 N N N N/A N/A 000000000 1.000000 NC 2096.270000 0.0003182 N/A DIR CZ N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 CZK-PRIBOR-Reference Banks 6M N/A N/A Y 2035-12-31 0.000000 CZK 0.000000 CZK 19700000.000000 CZK 2096.270000 N N N N/A N/A 000000000 1.000000 NC 41557.580000 0.0063087 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 342648.400000 KWD 1180000.000000 USD 2030-05-09 41557.580000 N N N SOUTH AFRICA GOVT 378900AAFB4F17004C49 ACI06HB74 20500000.000000 PA 1230656.100000 0.186823 Long DBT NUSS ZA N 2 2037-01-31 Fixed 8.5 N N N N N N N/A N/A 000000000 1.000000 NC -121773.400000 -0.0184861 N/A DFE BR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 34900000.000000 BRL 6116315.140000 USD 2026-04-02 -121773.400000 N N N N/A N/A 000000000 1.000000 NC 294332.770000 0.0446818 N/A DIR CO N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Colombia IBR Overnight Nominal Interbank Reference Rate Y 2031-03-26 0.000000 COP 0.000000 COP 9224540000.000000 COP 294332.770000 N N N N/A N/A 000000000 1.000000 NC -8821.730000 -0.0013392 N/A DFE AR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 183280.000000 USD 310659600.000000 ARS 2026-07-08 -8821.730000 N N N N/A N/A 000000000 1.000000 NC 3545.650000 0.0005383 N/A DIR SG N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Singapore Domestic Interbank Overnight Rate Average Y 2026-11-26 0.000000 SGD 0.000000 SGD 6140000.000000 SGD 3545.650000 N N N N/A N/A 000000000 1.000000 NC -117917.960000 -0.0179008 N/A DIR CO N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Colombia IBR Overnight Nominal Interbank Reference Rate Y 2031-12-26 0.000000 COP 0.000000 COP 4861000000.000000 COP -117917.960000 N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912797TB3 517000.000000 PA USD 512574.210000 0.0778125 Long DBT UST US N 2 2026-03-31 None 0 N N N N N N N/A N/A 000000000 1.000000 NC 84.770000 0.0000129 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 123000.000000 EUR 144696.030000 USD 2026-01-14 84.770000 N N N N/A N/A 000000000 1.000000 NC -87201.240000 -0.0132378 N/A DFE MY N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 53241264.000000 MYR 13049329.410000 USD 2026-01-22 -87201.240000 N N N N/A N/A 000000000 1.000000 NC USD -14272.530000 -0.0021667 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-07-02 0.000000 USD -2148.750000 USD 700000.000000 USD -12123.780000 N N N N/A N/A 000000000 1.000000 NC -19243.020000 -0.0029212 N/A DFE N/A N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 1538286000.000000 PYG 213000.000000 USD 2026-02-03 -19243.020000 N N N N/A N/A 000000000 1.000000 NC 9562.350000 0.0014516 N/A DFE PL N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 651984.860000 USD 2375213.440000 PLN 2026-01-23 9562.350000 N N N N/A N/A 000000000 1.000000 NC -3144.870000 -0.0004774 N/A DFE IL N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 5663716.120000 ILS 1775237.000000 USD 2026-01-15 -3144.870000 N N N N/A N/A 000000000 1.000000 NC 39172.200000 0.0059466 N/A DIR PL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 WIBOR PLN 6M N/A N/A Y 2029-07-18 0.000000 PLN 0.000000 PLN 3500000.000000 PLN 39172.200000 N N N N/A N/A 000000000 1.000000 NC -63084.770000 -0.0095767 N/A DFE IN N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 5917935.000000 USD 527489218.290000 INR 2026-01-30 -63084.770000 N N N N/A N/A 000000000 1.000000 NC 3096.280000 0.00047 N/A DFE N/A N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 431000.000000 USD 16979676.000000 UYU 2026-01-20 3096.280000 N N N N/A N/A 000000000 1.000000 NC -11717.340000 -0.0017788 N/A DIR PL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 WIBOR PLN 6M N/A N/A Y 2035-11-10 0.000000 PLN 0.000000 PLN 2000000.000000 PLN -11717.340000 N N N N/A N/A 000000000 1.000000 NC 3001.590000 0.0004557 N/A DIR MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Mexico Interbank TIIE 1 Day Y 2030-03-13 0.000000 MXN 0.000000 MXN 2000000.000000 MXN 3001.590000 N N N N/A N/A 000000000 1.000000 NC 68553.920000 0.010407 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2029-01-02 0.000000 BRL 0.000000 BRL 29600000.000000 BRL 68553.920000 N N N N/A N/A 000000000 1.000000 NC -34463.320000 -0.0052318 N/A DIR CZ N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 CZK-PRIBOR-Reference Banks 6M N/A N/A Y 2029-06-03 156.280000 CZK 0.000000 CZK 20700000.000000 CZK -34619.600000 N N N N/A N/A 000000000 1.000000 NC -663242.590000 -0.100685 N/A DIR CO N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Colombia IBR Overnight Nominal Interbank Reference Rate Y 2029-07-18 0.000000 COP 0.000000 COP 27700600000.000000 COP -663242.590000 N N N N/A N/A 000000000 1.000000 NC USD -9402.650000 -0.0014274 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A CDX.EM.44 Y Single Leg Swap 2030-12-20 0.000000 USD -14625.000000 USD 900000.000000 USD 5222.350000 N N N N/A N/A 000000000 1.000000 NC 1.060000 0.0000002 N/A DFE TH N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 22343.020000 USD 703861.000000 THB 2026-01-08 1.060000 N N N N/A N/A 000000000 1.000000 NC -76697.650000 -0.0116433 N/A DIR ZA N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2030-03-27 0.000000 ZAR -5004.690000 ZAR 26400000.000000 ZAR -71692.960000 N N N N/A N/A 000000000 1.000000 NC -6015.340000 -0.0009132 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2029-01-02 0.000000 BRL 0.000000 BRL 16400000.000000 BRL -6015.340000 N N N N/A N/A 000000000 1.000000 NC USD 1613.900000 0.000245 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 ISRAEL GOVT ISRAEL GOVT GLBL SR UNSEC Y Single Leg Swap 2026-06-20 0.010000 USD 0.000000 USD 400000.000000 USD 1613.890000 N N N N/A N/A 000000000 1.000000 NC 162097.510000 0.0246076 N/A DFE CN N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 14713442.000000 USD 103671353.740000 CNY 2026-01-21 162097.510000 N N N N/A N/A 000000000 1.000000 NC -115262.060000 -0.0174976 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 6983733.250000 PEN 1962549.740000 USD 2026-01-05 -115262.060000 N N N CZECH REPUBLIC GOVT 3157007EFDLQABN47912 ACI2Q7TW6 1900000.000000 PA 84782.720000 0.0128706 Long DBT NUSS CZ N 2 2036-06-03 Fixed 3.6 N N N N N N N/A N/A 000000000 1.000000 NC 1343.720000 0.000204 N/A DIR CL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Sinacofi Chile Interbank Rate N/A N/A Y 2034-02-23 0.000000 CLP -18090.680000 CLP 1946800000.000000 CLP 19434.400000 N N N N/A N/A 000000000 1.000000 NC 21850.500000 0.0033171 N/A DIR SG N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Singapore Domestic Interbank Overnight Rate Average Y 2031-03-18 0.000000 SGD -20619.180000 SGD 14300000.000000 SGD 42469.680000 N N N N/A N/A 000000000 1.000000 NC -17334.530000 -0.0026315 N/A DFE TW N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 721000.000000 USD 22100813.000000 TWD 2026-01-22 -17334.530000 N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CNT4 360000.000000 PA USD 362643.750000 0.0550519 Long DBT UST US N 2 2035-08-15 Fixed 4.25 N N N N N N N/A N/A 000000000 1.000000 NC 41772.060000 0.0063413 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 1383086.560000 USD 62483701.520000 TRY 2026-02-02 41772.060000 N N N N/A N/A 000000000 1.000000 NC USD 2448.570000 0.0003717 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-01-08 0.000000 USD -1365.000000 USD 300000.000000 USD 3813.570000 N N N SOUTHERN GAS CORRIDOR CLOSED JOINT-STOCK COMPANY 213800DG58KG59XY6318 Y8T6JPAA4 3700000.000000 PA USD 3732036.670000 0.56655 Long DBT CORP AZ N 2 2026-03-24 Fixed 6.875 N N N N N N NIGERIA GOVT 549300GSBZD84TNEQ285 955PDJII7 5042687000.000000 PA 3193046.770000 0.484727 Long DBT NUSS NG N 2 2026-06-12 None 0 N N N N N N N/A N/A 000000000 1.000000 NC 3548.320000 0.0005387 N/A DFE CN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 417798.000000 USD 2945684.800000 CNY 2026-02-13 3548.320000 N N N N/A N/A 000000000 1.000000 NC 26514.780000 0.0040251 N/A DFE N/A N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 2351520000.000000 UGX 639000.000000 USD 2026-10-28 26514.780000 N N N N/A N/A 000000000 1.000000 NC -33789.770000 -0.0051295 N/A DIR PL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 WIBOR PLN 6M N/A N/A Y 2030-04-18 0.000000 PLN 0.000000 PLN 3900000.000000 PLN -33789.770000 N N N N/A N/A 000000000 1.000000 NC 170457.350000 0.0258767 N/A DIR CO N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Colombia IBR Overnight Nominal Interbank Reference Rate Y 2030-06-18 1212.550000 COP 0.000000 COP 9290000000.000000 COP 169244.800000 N N N NYKREDIT REALKREDIT A/S LIU16F6VZJSD6UKHD557 ACI1P1CP5 1.300000 PA 0.170000 0 Long DBT CORP DK N 2 2053-10-01 Fixed 1.5 N N N N N N N/A N/A 000000000 2072000.000000 NC USD 11986.520000 0.0018196 N/A DFE US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 Put Purchased BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC 0.000000 0.000000 DFE US 0.000000 N/A 0.000000 N/A 2026-02-19 N/A 1419.000000 USD 2026-02-12 XXXX -911.680000 N N N N/A N/A 000000000 1.000000 NC 2412.070000 0.0003662 N/A DFE NO N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 163539.590000 USD 1672616.820000 NOK 2026-01-14 2412.070000 N N N N/A N/A 000000000 1.000000 NC 7255.860000 0.0011015 N/A DFE CN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 846000.000000 USD 5981220.000000 CNY 2026-01-12 7255.860000 N N N N/A N/A 000000000 1.000000 NC 250241.920000 0.0379885 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 3377289.000000 USD 161005498.500000 TRY 2026-02-18 250241.920000 N N N MORTGAGE EQUITY CONVER ASSET TR 2007-FF3 N/A 61911GAA2 233461.030000 PA USD 216744.750000 0.0329034 Long ABS-MBS CORP US N 2 2042-05-25 Floating 4.02 N N N N N N N/A N/A 000000000 1.000000 NC -3794.830000 -0.0005761 N/A DFE MX N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 4432895.000000 MXN 240062.330000 USD 2026-04-10 -3794.830000 N N N N/A N/A 000000000 7586000.000000 NC USD 49688.300000 0.007543 N/A DFE US N 2 MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Put Purchased MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC 0.000000 0.000000 DFE US 0.000000 N/A 0.000000 N/A 2026-02-06 N/A 5.410000 USD 2026-02-04 XXXX -65884.410000 N N N SOUTH AFRICA GOVT 378900AAFB4F17004C49 BYY9RYII7 69900000.000000 PA 4405050.720000 0.668718 Long DBT NUSS ZA N 2 2035-02-28 Fixed 8.875 N N N N N N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-SD3 N/A 073888AN9 436.710000 PA USD 435.220000 0.0000661 Long ABS-MBS CORP US N 2 2036-07-25 Floating 4.90088 N N N N N N N/A N/A 000000000 1.000000 NC -1926.860000 -0.0002925 N/A DFE KZ N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 752946090.700000 KZT 1457221.000000 USD 2026-03-05 -1926.860000 N N N N/A N/A 000000000 1.000000 NC 20503.910000 0.0031126 N/A DFE N/A N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1051000.000000 USD 68371754.000000 DOP 2026-03-02 20503.910000 N N N N/A N/A 000000000 1.000000 NC 6528.960000 0.0009911 N/A DIR PL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 WIBOR PLN 6M N/A N/A Y 2035-11-04 0.000000 PLN 0.000000 PLN 1600000.000000 PLN 6528.960000 N N N N/A N/A 000000000 1.000000 NC 601.740000 0.0000913 N/A DFE TH N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 97260.990000 USD 3081607.560000 THB 2026-01-14 601.740000 N N N N/A N/A 000000000 1.000000 NC -32369.870000 -0.004914 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2029-01-02 0.000000 BRL 0.000000 BRL 34300000.000000 BRL -32369.870000 N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 ACI30CR45 207877.000000 PA USD 4365.420000 0.0006627 Long DBT CORP KY N 2 2028-12-28 Fixed 6.25 N N Y N N N N/A N/A 000000000 1.000000 NC 51979.250000 0.0078908 N/A DFE PL N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 3524662.000000 USD 12841542.050000 PLN 2026-01-23 51979.250000 N N N N/A N/A 000000000 1.000000 NC 9274.320000 0.0014079 N/A DIR CZ N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 CZK-PRIBOR-Reference Banks 6M N/A N/A Y 2035-12-01 39.550000 CZK 0.000000 CZK 85400000.000000 CZK 9234.770000 N N N N/A N/A 000000000 1.000000 NC -1916.320000 -0.0002909 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 297000.000000 USD 90094.950000 KWD 2027-06-10 -1916.320000 N N N CIMA FINANCE DESIGNATED ACTIVITY COMPANY 213800AALTMFR1SJLJ51 ACI1SB354 633194.820000 PA USD 597626.370000 0.090724 Long DBT CORP IE N 2 2029-09-05 Fixed 2.95 N N N N N N MILL CITY MORTGAGE LOAN TRUST 2019-GS1 N/A 59981BAC8 90921.680000 PA USD 89474.930000 0.0135829 Long ABS-MBS CORP US N 2 2059-07-25 Fixed 2.75 N N N N N N N/A N/A 000000000 1.000000 NC 4073.890000 0.0006184 N/A DFE EG N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 213920.000000 USD 10422182.400000 EGP 2026-01-12 4073.890000 N N N N/A N/A 000000000 1.000000 NC -2469.900000 -0.0003749 N/A DFE PE N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 3596230.100000 PEN 1064351.280000 USD 2026-03-23 -2469.900000 N N N PIMCO FUNDS 549300F9QJIJF2GM8419 000000000 5783243.330000 PA USD 56774099.780000 8.61872 Long STIV RF US N 1 N N N N/A N/A 000000000 1.000000 NC 5191.440000 0.0007881 N/A DFE ID N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 3708657.000000 USD 62016162354.000000 IDR 2026-01-22 5191.440000 N N N N/A N/A 000000000 1.000000 NC -36107.670000 -0.0054814 N/A DIR CO N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Colombia IBR Overnight Nominal Interbank Reference Rate Y 2030-09-17 0.000000 COP 0.000000 COP 1720000000.000000 COP -36107.670000 N N N N/A N/A 000000000 1.000000 NC -9665.630000 -0.0014673 N/A DFE CZ N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 13960807.250000 CZK 670153.970000 EUR 2026-03-13 -9665.630000 N N N N/A N/A 000000000 -2009500.000000 NC USD -3030.330000 -0.00046 N/A DFE US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 Put Written BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC 0.000000 0.000000 DFE US 0.000000 N/A 0.000000 N/A 2026-02-13 N/A 1382.000000 USD 2026-02-11 XXXX 771.640000 N N N N/A N/A 000000000 1.000000 NC USD 150.320000 0.0000228 N/A DCR US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 BRAZIL GOVT FED REPUBLIC OF BRAZIL Y Single Leg Swap 2029-06-20 79512.110000 USD 0.000000 USD 3500000.000000 USD -79361.790000 N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 ACI30FTR5 277170.000000 PA USD 1732.310000 0.000263 Long DBT CORP KY N 2 2028-12-31 None 0 N N N Y N KAISA GROUP HOLDINGS LTD HKD XXXX N N N N/A N/A 000000000 1.000000 NC -7088.090000 -0.001076 N/A DFE CL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 184602119.000000 CLP 198141.100000 USD 2026-03-18 -7088.090000 N N N N/A N/A 000000000 1.000000 NC -3163.390000 -0.0004802 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 511000.000000 USD 155793.680000 KWD 2026-05-28 -3163.390000 N N N N/A N/A 000000000 1.000000 NC 110284.350000 0.016742 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2027-01-04 0.000000 BRL 0.000000 BRL 10900000.000000 BRL 110284.350000 N N N N/A N/A 000000000 1.000000 NC 3023.520000 0.000459 N/A DIR CZ N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 CZK-PRIBOR-Reference Banks 6M N/A N/A Y 2030-04-30 0.000000 CZK 0.000000 CZK 16300000.000000 CZK 3023.520000 N N N N/A N/A 000000000 1.000000 NC 7878.330000 0.001196 N/A DFE CN N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 960000.000000 USD 6779040.000000 CNY 2026-01-26 7878.330000 N N N N/A N/A 000000000 1.000000 NC 15698.300000 0.0023831 N/A DFE CN N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1561857.000000 USD 11031083.620000 CNY 2026-02-11 15698.300000 N N N N/A N/A 000000000 1.000000 NC -69591.740000 -0.0105645 N/A DFE IN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 6084847.000000 USD 541940813.210000 INR 2026-01-30 -69591.740000 N N N N/A N/A 000000000 1.000000 NC -8553.750000 -0.0012985 N/A DIR HU N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 BUBOR HKK 6M N/A N/A Y 2030-11-18 17199.170000 HUF 0.000000 HUF 585140000.000000 HUF -25752.920000 N N N N/A N/A 000000000 1.000000 NC -3290.830000 -0.0004996 N/A DFE N/A N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1637500000.000000 UZS 125000.000000 USD 2026-10-15 -3290.830000 N N N N/A N/A 000000000 1.000000 NC 83946.920000 0.0127437 N/A DFE SG N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 34075408.170000 USD 43516000.000000 SGD 2026-05-26 83946.920000 N N N N/A N/A 000000000 8600000.000000 NC USD 4807.400000 0.0007298 N/A DFE US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 Call Purchased BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC 0.000000 0.000000 DFE US 0.000000 N/A 0.000000 N/A 2026-08-18 N/A 7.800000 USD 2026-08-14 XXXX -7989.400000 N N N N/A N/A 000000000 1.000000 NC 1642.050000 0.0002493 N/A DIR CO N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Colombia IBR Overnight Nominal Interbank Reference Rate Y 2026-04-10 0.000000 COP 0.000000 COP 2714600000.000000 COP 1642.050000 N N N N/A N/A 000000000 1.000000 NC USD -15805.740000 -0.0023994 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2035-09-17 0.000000 USD -54975.270000 USD 5100000.000000 USD 39169.530000 N N N N/A N/A 000000000 1.000000 NC -51557.970000 -0.0078269 N/A DIR GB N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 SONIA O/N Deposit Rates Swap N/A N/A Y 2027-09-17 0.000000 GBP -9728.550000 GBP 29000000.000000 GBP -41829.420000 N N N N/A N/A 000000000 1.000000 NC 1238.350000 0.000188 N/A DFE PH N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 60687450.190000 PHP 1026513.030000 USD 2026-03-18 1238.350000 N N N N/A N/A 000000000 1.000000 NC 4728.070000 0.0007178 N/A DIR CZ N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 CZK-PRIBOR-Reference Banks 6M N/A N/A Y 2030-11-25 0.000000 CZK 0.000000 CZK 10600000.000000 CZK 4728.070000 N N N N/A N/A 000000000 1.000000 NC 90595.840000 0.0137531 N/A DIR CZ N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 CZK-PRIBOR-Reference Banks 6M N/A N/A Y 2030-07-03 157548.500000 CZK 0.000000 CZK 215200000.000000 CZK -66952.660000 N N N N/A N/A 000000000 1.000000 NC 11.390000 0.0000017 N/A DFE KZ N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 101.000000 USD 58388.100000 KZT 2026-03-26 11.390000 N N N N/A N/A 000000000 1.000000 NC 210865.450000 0.0320109 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2027-01-04 0.000000 BRL 0.000000 BRL 21000000.000000 BRL 210865.450000 N N N N/A N/A 000000000 1.000000 NC 151966.830000 0.0230697 N/A DIR HU N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 BUBOR HKK 6M N/A N/A Y 2028-11-06 132473.430000 HUF 0.000000 HUF 1333600000.000000 HUF 19493.400000 N N N ECUADOR GOVT 5299003Y2U5XK0A35H71 ACI1Q6J43 999758.000000 PA USD 991759.940000 0.150556 Long DBT NUSS EC N 2 2030-07-31 Variable 6.9 N N N N N N N/A N/A 000000000 1.000000 NC 176536.190000 0.0267995 N/A DIR CO N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Colombia IBR Overnight Nominal Interbank Reference Rate Y 2030-06-18 5648.650000 COP 0.000000 COP 7843600000.000000 COP 170887.540000 N N N PARAGUAY GOVT 529900UXKJTJPCU0HK83 P75744AS4 3700000000.000000 PA 537537.210000 0.081602 Long DBT NUSS PY N 2 2035-03-04 Fixed 8.5 N N N N N N N/A N/A 000000000 1.000000 NC -11576.840000 -0.0017574 N/A DFE N/A N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 972000000.000000 PYG 135000.000000 USD 2026-02-12 -11576.840000 N N N N/A N/A 000000000 1.000000 NC -26728.240000 -0.0040575 N/A DIR HU N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 BUBOR HKK 6M N/A N/A Y 2030-11-03 0.000000 HUF 0.000000 HUF 841200000.000000 HUF -26728.240000 N N N MEXICO GOVT 254900EGTWEU67VP6075 ACI2STC46 293300000.000000 PA 16483435.570000 2.5023 Long DBT NUSS MX N 2 2028-03-02 Fixed 8.5 N N N N N N N/A N/A 000000000 1.000000 NC -13368.980000 -0.0020295 N/A DFE CO N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 2334555775.520000 COP 594561.030000 USD 2026-02-04 -13368.980000 N N N N/A N/A 000000000 1.000000 NC -55623.050000 -0.008444 N/A DFE EG N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 49359437.600000 EGP 954728.000000 USD 2026-03-17 -55623.050000 N N N N/A N/A 000000000 1.000000 NC 171053.560000 0.0259672 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2027-01-04 0.000000 BRL 0.000000 BRL 17800000.000000 BRL 171053.560000 N N N N/A N/A 000000000 1.000000 NC -1183.380000 -0.0001796 N/A DFE N/A N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 5663747420.000000 UZS 437693.000000 USD 2026-12-07 -1183.380000 N N N N/A N/A 000000000 1.000000 NC -145152.110000 -0.0220351 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2027-01-04 0.000000 BRL 0.000000 BRL 16600000.000000 BRL -145152.110000 N N N N/A N/A 000000000 1.000000 NC -159691.010000 -0.0242422 N/A DFE CO N 2 UBS AG BFM8T61CT2L1QCEMIK50 34981904009.920000 COP 8905644.010000 USD 2026-03-05 -159691.010000 N N N EUROPEAN INVESTMENT BANK (EIB) 5493006YXS1U5GIHE750 ACI1D6FQ2 18800000.000000 PA 4987969.920000 0.75721 Long DBT CORP N/A N 2 2029-11-15 Fixed 2.875 N N N N N N N/A N/A 000000000 1.000000 NC -585.190000 -0.0000888 N/A DFE N/A N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 1807369500.000000 UZS 139350.000000 USD 2026-12-11 -585.190000 N N N DOMINICAN REPUBLIC GOVT 254900EHU7Q8FGVPI369 P3579ECY1 98850000.000000 PA 1685811.040000 0.255918 Long DBT NUSS DO N 2 2037-03-15 Fixed 10.5 N N N N N N N/A N/A 000000000 1.000000 NC -4716.250000 -0.000716 N/A DFE BR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1132753.380000 BRL 202000.000000 USD 2026-01-05 -4716.250000 N N N N/A N/A 000000000 1.000000 NC 63205.200000 0.009595 N/A DFE TR N 2 UBS AG BFM8T61CT2L1QCEMIK50 592000.000000 USD 28186600.000000 TRY 2026-01-08 63205.200000 N N N POLAND GOVT 259400R9L8QEP0TPXS31 ACI1893B8 13100000.000000 PA 3460406.960000 0.525315 Long DBT NUSS PL N 2 2029-10-25 Fixed 2.75 N N N N N N N/A N/A 000000000 1.000000 NC -13838.200000 -0.0021007 N/A DIR IL N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Shekel O/N Risk Free Rate Y 2035-12-05 0.000000 ILS -8933.680000 ILS 2100000.000000 ILS -4904.520000 N N N N/A N/A 000000000 1.000000 NC 257653.070000 0.0391136 N/A DIR CO N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Colombia IBR Overnight Nominal Interbank Reference Rate Y 2034-11-25 15539.290000 COP 0.000000 COP 6032900000.000000 COP 242113.780000 N N N N/A N/A 000000000 1.000000 NC 96.570000 0.0000147 N/A DFE JP N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 3891109.000000 JPY 24956.000000 USD 2026-01-14 96.570000 N N N BANCO DO BRASIL SA/LONDON BRANCH QE0Q0253K88YAGNPE356 ACI2J3525 42000000.000000 PA 2355095.040000 0.35752 Long DBT CORP BR N 2 2026-07-29 Fixed 8.5 N N N N N N N/A N/A 000000000 1.000000 NC 45480.760000 0.0069043 N/A DFE KZ N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 403546.000000 USD 233269765.300000 KZT 2026-03-26 45480.760000 N N N N/A N/A 000000000 -13400000.000000 NC USD -4395.200000 -0.0006672 N/A DFE US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 Call Written BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC 0.000000 0.000000 DFE US 0.000000 N/A 0.000000 N/A 2026-08-26 N/A 7.850000 USD 2026-08-24 XXXX 1783.400000 N N N NIGERIA GOVT 549300GSBZD84TNEQ285 ACI2Z9PN6 1987000000.000000 PA 1338561.730000 0.203203 Long DBT NUSS NG N 2 2026-02-17 None 0 N N N N N N N/A N/A 000000000 1.000000 NC -499992.860000 -0.0759025 N/A DFE KR N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 65813377.520000 USD 94187498976.000000 KRW 2026-02-13 -499992.860000 N N N FANNIE MAE REMICS 2024-104 N/A 3136BUEQ9 2126187.080000 PA USD 2132281.580000 0.323696 Long ABS-MBS USGSE US N 2 2055-01-25 Floating 4.92419 N N N N N N N/A N/A 000000000 1.000000 NC 1539.740000 0.0002337 N/A DFE CN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 194915.000000 USD 1374540.580000 CNY 2026-02-05 1539.740000 N N N N/A N/A 000000000 1.000000 NC 651.840000 0.000099 N/A DIR CZ N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 CZK-PRIBOR-Reference Banks 6M N/A N/A Y 2035-12-02 0.000000 CZK 0.000000 CZK 16000000.000000 CZK 651.840000 N N N N/A N/A 000000000 1.000000 NC -299681.550000 -0.0454938 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2029-01-02 0.000000 BRL 0.000000 BRL 34800000.000000 BRL -299681.550000 N N N ECUADOR GOVT 5299003Y2U5XK0A35H71 ACI1Q6QQ6 90000.000000 PA USD 77130.000000 0.0117089 Long DBT NUSS EC N 2 2030-07-31 None 0 N N N N N N N/A N/A 000000000 1.000000 NC USD -56518.550000 -0.0085799 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2035-03-19 0.000000 USD -78555.790000 USD 1200000.000000 USD 22037.240000 N N N N/A N/A 000000000 1.000000 NC 155301.020000 0.0235758 N/A DFE CN N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 15363118.000000 USD 108151741.780000 CNY 2026-01-21 155301.020000 N N N N/A N/A 000000000 1.000000 NC -89994.700000 -0.0136618 N/A DFE NG N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 4029785955.000000 NGN 2695509.000000 USD 2026-01-06 -89994.700000 N N N N/A N/A 000000000 1.000000 NC 13845.940000 0.0021019 N/A DFE AR N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 1048364460.000000 ARS 733122.000000 USD 2026-01-08 13845.940000 N N N N/A N/A 000000000 1.000000 NC 13460.460000 0.0020434 N/A DIR CZ N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 CZK-PRIBOR-Reference Banks 6M N/A N/A Y 2029-07-12 0.000000 CZK 0.000000 CZK 86800000.000000 CZK 13460.460000 N N N GHANA GOVT 213800PP4399SNNXZ126 ACI2DBP47 6520000.000000 PA 502300.800000 0.0762529 Long DBT NUSS GH N 2 2030-02-12 Fixed 8.8 N N Y N N N N/A N/A 000000000 1.000000 NC -2208.060000 -0.0003352 N/A DIR MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Mexico Interbank TIIE 1 Day Y 2030-09-11 0.000000 MXN 0.000000 MXN 6200000.000000 MXN -2208.060000 N N N VEON AMSTERDAM BV 549300EPG4HR574L4660 BA000HL48 1400000.000000 PA USD 1400000.010000 0.21253 Long LON CORP NL N 3 2027-03-25 Floating 7.9017 N N N N N N JOINT STOCK COMPANY DEVELOPMENT BANK OF KAZAKHSTAN 213800LCDPGJ1BI7KX98 48129VAF3 1700500000.000000 PA 3484047.670000 0.528903 Long DBT CORP KZ N 2 2028-10-16 Fixed 18.4 N N N N N N N/A N/A 000000000 1.000000 NC 157770.800000 0.0239507 N/A DFE NG N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 3828931.000000 USD 5781685810.000000 NGN 2026-02-20 157770.800000 N N N N/A N/A 000000000 1.000000 NC 561.880000 0.0000853 N/A DFE PE N 2 BANCO SANTANDER S.A. 5493006QMFDDMYWIAM13 10202.690000 USD 36180.780000 PEN 2026-01-05 561.880000 N N N N/A N/A 000000000 1.000000 NC -137622.260000 -0.0208921 N/A DIR ZA N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2030-08-26 0.000000 ZAR -19051.670000 ZAR 80000000.000000 ZAR -118570.590000 N N N N/A N/A 000000000 1.000000 NC USD -10186.210000 -0.0015463 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2053-10-17 0.000000 USD -1050.000000 USD 200000.000000 USD -9136.210000 N N N N/A N/A 000000000 1.000000 NC 53080.670000 0.008058 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2028-01-03 0.000000 BRL 0.000000 BRL 7200000.000000 BRL 53080.670000 N N N N/A N/A 000000000 1.000000 NC 580.090000 0.0000881 N/A DFE EG N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 27923.000000 USD 1423514.540000 EGP 2026-05-20 580.090000 N N N SOCAR TURKIYE ENERJI AS 789000J4L7UFTRMDR776 941WJKII0 2500000.000000 PA 2945344.970000 0.447125 Long LON CORP TR N 3 2026-08-11 Floating 5.535 N N N N N N N/A N/A 000000000 1.000000 NC 40731.020000 0.0061833 N/A DFE TR N 2 Nomura Holdings, Inc. 549300B3CEAHYG7K8164 2388133.590000 USD 108851129.030000 TRY 2026-03-03 40731.020000 N N N DOMINICAN REPUBLIC GOVT 254900EHU7Q8FGVPI369 P3579ECS4 9850000.000000 PA 173787.050000 0.0263821 Long DBT NUSS DO N 2 2035-09-15 Fixed 11.25 N N N N N N N/A N/A 000000000 1.000000 NC -186888.630000 -0.028371 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2027-01-04 0.000000 BRL 0.000000 BRL 13500000.000000 BRL -186888.630000 N N N N/A N/A 000000000 1.000000 NC -9553.640000 -0.0014503 N/A DIR CZ N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 CZK-PRIBOR-Reference Banks 6M N/A N/A Y 2030-08-12 0.000000 CZK 0.000000 CZK 111000000.000000 CZK -9553.640000 N N N N/A N/A 000000000 1.000000 NC 3354.280000 0.0005092 N/A DIR CL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Sinacofi Chile Interbank Rate N/A N/A Y 2032-06-18 0.000000 CLP 0.000000 CLP 805000000.000000 CLP 3354.280000 N N N TURKEY GOVT 5493000PCHOG3B6S3Q85 ACI2RLVR2 21500000.000000 PA 509368.970000 0.0773259 Long DBT NUSS TR N 2 2034-09-27 Fixed 27.7 N N N N N N 2026-02-27 PIMCO Funds /s/ Bijal Parikh Bijal Parikh Treasurer XXXX