NPORT-P false 0000810893 XXXXXXXX S000025820 C000077188 PIMCO Funds 811-05028 0000810893 5493003B5Y5GR0Y25Y76 650 Newport Center Drive Newport Beach 92660 (888) 877-4626 PIMCO Emerging Markets Corporate Bond Fund S000025820 7QI077YR4PK6NX1N1I12 2026-03-31 2026-03-31 N 62722287.090000 3433562.270000 59288724.820000 0.000000 0.000000 723039.570000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 578620.118139 0.000000 0.000000 1184378.060000 BRL PEN GBP CZK HUF NGN THB UZS COP EUR USD ZAR EGP DOP MXN AUD N JP Morgan Corporate EMBI Diversified Composite Index JCMDCOMP NIGERIA GOVT 549300GSBZD84TNEQ285 990ACHUB3 170400000.000000 PA 106774.730000 0.180093 Long DBT NUSS US N 2 2027-01-28 None 0 N N N N N N NIGERIA GOVT 549300GSBZD84TNEQ285 955PDJII7 162077000.000000 PA 112597.870000 0.189915 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 -681.720000 -0.0011498 N/A DFE N/A N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 397457280.000000 UZS 30294.000000 USD 2026-11-18 -681.720000 N N N N/A N/A 000000000 1.000000 NC -1204.590000 -0.0020317 N/A DFE PL N 2 UBS AG BFM8T61CT2L1QCEMIK50 44342.000000 USD 160139.800000 PLN 2026-04-22 -1204.590000 N N N FRESNILLO PLC 549300JXWH1UV5J0XV81 G371E72B2 400000.000000 PA USD 303888.080000 0.512556 Long DBT CORP GB N 2 2050-10-02 Fixed 4.25 N N N N N N N/A N/A 000000000 42.000000 NC USD -57506.120000 -0.0969933 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2026-06-30 4543382.800000 USD -57506.120000 N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AF4 400000.000000 PA USD 385660.880000 0.650479 Long DBT CORP US N 2 2029-08-08 Fixed 3.9 N N N N N N N/A N/A 000000000 1.000000 NC USD -33964.930000 -0.0572873 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2055-12-17 0.000000 USD -20816.750000 USD 500000.000000 USD -13148.180000 N N N N/A N/A 000000000 1.000000 NC -13236.340000 -0.0223252 N/A DFE NG N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 252945000.000000 NGN 165000.000000 USD 2026-05-29 -13236.340000 N N N ABU DHABI FUTURE ENERGY CO PJSC MASDAR 213800BBECR1I9FTPZ70 ACI2HHBJ2 400000.000000 PA USD 390046.530000 0.657876 Long DBT CORP AE N 2 2033-07-25 Fixed 4.875 N N N N N N N/A N/A 000000000 1.000000 NC -52.610000 -0.0000887 N/A DFE TR N 2 Nomura Holdings, Inc. 549300B3CEAHYG7K8164 23752.820000 USD 1096727.080000 TRY 2026-05-04 -52.610000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 ACI1QL1T4 4320.000000 PA USD 3518.950000 0.0059353 Long DBT NUSS AR N 3 2030-07-09 Variable 0.75 N N N N N N BBVA BANCOMER SA/TAXAS BRANCH 549300WIWQK5Q9MCUN92 P1S81BAC2 600000.000000 PA USD 604020.000000 1.01878 Long DBT CORP MX N 2 2029-09-10 Fixed 5.25 N N N N N N BANK LEUMI LE-ISRAEL BM 7JDSZWRGUQY2DSTWCR57 ACI2C9XL6 200000.000000 PA USD 206049.000000 0.347535 Long DBT CORP IL N 2 2033-07-18 Floating 7.129 N N N N Y BANK LEUMI LE-ISRAEL BM ILS XXXX N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 ACI30CNK3 1985.000000 PA USD 170.710000 0.0002879 Long DBT CORP KY N 2 2027-11-30 Fixed 5 N N N N N N KOOKMIN BANK 549300XXMOJSIW8P4769 50050HAN6 500000.000000 PA USD 453628.500000 0.765118 Long DBT CORP KR N 2 2030-11-04 Fixed 2.5 N N N N N N ALFA BANK AO VIA ALFA BOND ISSUANCE PLC 54930015QM0G7XTNYR27 01538RAF6 500000.000000 PA USD 30000.000000 0.0505998 Long DBT CORP IE N 3 2030-04-15 Floating 8.526 Y Y N N N N N/A N/A 000000000 1.000000 NC 3897.450000 0.0065737 N/A DFE KZ N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 45953.000000 USD 24745690.500000 KZT 2026-07-16 3897.450000 N N N N/A N/A 000000000 1.000000 NC 128076.300000 0.216021 N/A DCR N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A ITRAXX EUROPE CROSSOVER SERIES 44 Y Single Leg Swap 2030-12-20 128838.750000 EUR 0.000000 EUR 640000.000000 EUR -762.450000 N N N N/A N/A 000000000 1.000000 NC 244.070000 0.0004117 N/A DFE AU N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 13013.000000 AUD 9222.390000 USD 2026-04-02 244.070000 N N N N/A N/A 000000000 1.000000 NC 339.670000 0.0005729 N/A DFE IN N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 713998.920000 INR 7880.000000 USD 2026-04-07 339.670000 N N N N/A N/A 000000000 1.000000 NC -1231.090000 -0.0020764 N/A DFE CO N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 697555610.730000 COP 185559.590000 USD 2026-06-17 -1231.090000 N N N SASOL FINANCING USA LLC 549300XRB1PFMESFEL85 80386WAD7 200000.000000 PA USD 180602.060000 0.304615 Long DBT CORP US N 2 2031-03-18 Fixed 5.5 N N N N N N AKBANK TURK AS 789000TUMN63Z28TJ497 00971YAL4 300000.000000 PA USD 305844.190000 0.515856 Long DBT CORP TR N 2 2030-01-20 Fixed 7.498 N N N N N N UNIGEL NETHERLANDS HOLDING CORPORATION BV 213800UOXJTQ82DWTJ78 90475UAA8 394208.000000 PA USD 7884.160000 0.0132979 Long DBT CORP NL N 2 2044-12-31 Fixed 15 Y Y Y N N N N/A N/A 000000000 1.000000 NC 1796.930000 0.0030308 N/A DIR TH N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Thailand Overnight Repo Rate ON Y 2031-09-16 1116.560000 THB 0.000000 THB 3670000.000000 THB 680.370000 N N N ANTOFAGASTA PLC 213800MY6QVH4FVLD628 G0398NZ62 200000.000000 PA USD 179469.000000 0.302703 Long DBT CORP GB N 2 2030-10-14 Fixed 2.375 N N N N N N RAIZEN FUELS FINANCE LTD (AKA: CCL FINANCE LTD) 52990010NH26VC32Q522 75102XAF3 300000.000000 PA USD 166500.000000 0.280829 Long DBT CORP LU N 2 2032-07-08 Fixed 6.25 N N N N N N SUZANO NETHERLANDS BV 9845009ZB9F5D6DB3602 86960YAA0 200000.000000 PA USD 193625.000000 0.32658 Long DBT CORP NL N 2 2036-01-15 Fixed 5.5 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AK3 300000.000000 PA USD 308416.700000 0.520195 Long DBT CORP US N 2 2029-08-15 Fixed 6 N N N N N N N/A N/A 000000000 1.000000 NC 5.300000 0.0000089 N/A DFE PH N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 90278.450000 PHP 1488.000000 USD 2026-06-17 5.300000 N N N N/A N/A 000000000 1.000000 NC USD 6787.200000 0.0114477 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2028-06-17 5362.000000 USD 0.000000 USD 600000.000000 USD 1425.200000 N N N N/A N/A 000000000 1.000000 NC USD -839.630000 -0.0014162 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 NIGERIA GOVT REPUBLIC OF NIGERIA REGS Y Single Leg Swap 2027-06-20 0.000000 USD -1101.720000 USD 100000.000000 USD 262.090000 N N N N/A N/A 000000000 1.000000 NC 246.490000 0.0004157 N/A DFE IN N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 28490.000000 USD 2707866.980000 INR 2026-05-06 246.490000 N N N N/A N/A 000000000 1.000000 NC 3842.200000 0.0064805 N/A DFE IN N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 28990270.000000 INR 310000.000000 USD 2026-04-07 3842.200000 N N N ANGLO AMERICAN CAPITAL PLC TINT358G1SSHR3L3PW36 034863BH2 300000.000000 PA USD 295523.240000 0.498448 Long DBT CORP GB N 2 2033-03-21 Fixed 5 N N N N N N INVERSIONES CMPC SA 549300G475ACIABB4385 46128MAU5 200000.000000 PA USD 195470.000000 0.329692 Long DBT CORP CL N 2 2057-12-09 Floating 6.7 N N N N N N VENEZUELAN GOVT 529900XM8PJTJK5OJI77 922646AS3 20000.000000 PA USD 9600.000000 0.0161919 Long DBT NUSS VE N 2 2027-09-15 Fixed 9.25 Y Y N N N N SIGMA FOODS SAB DE CV 549300ZCGJ6T8YDJ4M34 P0156PAC3 200000.000000 PA USD 211194.600000 0.356214 Long DBT CORP MX N 2 2044-03-25 Fixed 6.875 N N N N N N IVANHOE MINES LTD 5299006XZISURYIA4G32 46579RAE4 200000.000000 PA USD 202324.200000 0.341252 Long DBT CORP CA N 2 2030-01-23 Fixed 7.875 N N N N N N N/A N/A 000000000 1.000000 NC 279.860000 0.000472 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 169210.770000 USD 7532248.220000 TRY 2026-04-01 279.860000 N N N GREENTOWN CHINA HOLDINGS LIMITED 529900BLBC6YDNWS8530 ACI2TX9C2 200000.000000 PA USD 201726.730000 0.340245 Long DBT CORP KY N 2 2028-02-24 Fixed 8.45 N N N N N N CORPORACION INMOBILIARIA VESTA SAB DE CV 4469000001BIRIFZJ959 21989DAB8 200000.000000 PA USD 193750.000000 0.326791 Long DBT CORP MX N 2 2033-01-30 Fixed 5.5 N N N N N N EAGLE FUNDING LUXCO SA RL 894500VDP08MVIZ6OA60 26951TAA8 250000.000000 PA USD 251625.000000 0.424406 Long DBT NUSS LU N 2 2030-08-17 Fixed 5.5 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAE5 350000.000000 PA USD 352841.300000 0.595124 Long DBT CORP KY N 2 2028-08-08 Variable 5.4 N N N N N N N/A N/A 000000000 1.000000 NC 111.960000 0.0001888 N/A DFE CZ N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 512000.000000 CZK 24228.080000 USD 2026-04-15 111.960000 N N N N/A N/A 000000000 1.000000 NC 425.200000 0.0007172 N/A DFE IN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 3310652.170000 INR 35654.000000 USD 2026-04-24 425.200000 N N N BANCO DE CREDITO DEL PERU SA 549300EQYQ8SCQZ4BY14 05971U2J5 300000.000000 PA USD 302734.500000 0.510611 Long DBT CORP PE N 2 2035-07-30 Floating 6.45 N N N N N N N/A N/A 000000000 1.000000 NC 3006.400000 0.0050708 N/A DFE N/A N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 95500.000000 USD 170849.500000 AZN 2026-10-29 3006.400000 N N N N/A N/A 000000000 1.000000 NC USD -17352.680000 -0.0292681 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2056-03-18 1885.170000 USD 0.000000 USD 700000.000000 USD -19237.850000 N N N MELCO RESORTS FINANCE LIMITED 5493000FQDBWKDBZEF60 G5975LAF3 600000.000000 PA USD 587640.160000 0.99115 Long DBT CORP KY N 2 2028-07-21 Fixed 5.75 N N N N N N SRC SUKUK LIMITED 254900F2OG3526JLAV10 ACI2V27J4 300000.000000 PA USD 300492.040000 0.506828 Long DBT CORP KY N 2 2028-02-27 Fixed 5 N N N N N N VENEZUELAN GOVT 529900XM8PJTJK5OJI77 P17625AD9 25000.000000 PA USD 12875.000000 0.0217158 Long DBT NUSS VE N 2 2031-08-05 Fixed 11.95 Y Y N N N N BANCO DE CREDITO DEL PERU SA 549300EQYQ8SCQZ4BY14 05971V2H7 300000.000000 PA USD 296820.000000 0.500635 Long DBT CORP PE N 2 2035-03-10 Floating 5.8 N N N N N N N/A N/A 000000000 1.000000 NC -302.910000 -0.0005109 N/A DFE IN N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 29024886.470000 INR 308552.180000 USD 2026-04-24 -302.910000 N N N N/A N/A 000000000 1.000000 NC -132.030000 -0.0002227 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 1117060.570000 TRY 24324.190000 USD 2026-04-24 -132.030000 N N N N/A N/A 000000000 1.000000 NC 168.690000 0.0002845 N/A DFE IN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 19132.000000 USD 1818722.360000 INR 2026-05-06 168.690000 N N N N/A N/A 000000000 1.000000 NC 1431.560000 0.0024146 N/A DIR MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Mexico Interbank TIIE 1 Day Y 2028-06-19 361.620000 MXN 0.000000 MXN 3700000.000000 MXN 1069.940000 N N N YAPI VE KREDI BANKASI ANONIM SIRKETI B85ZYWEZ5IZCZ2WNIO12 984848AQ4 200000.000000 PA USD 213749.130000 0.360522 Long DBT CORP TR N 2 2028-10-16 Fixed 9.25 N N N N N N AKBANK TURK AS 789000TUMN63Z28TJ497 ACI2PKPF9 200000.000000 PA USD 203896.120000 0.343904 Long DBT CORP TR N 2 2030-01-20 Fixed 7.498 N N N N N N VEDANTA RESOURCES FINANCE II PLC 8945002DGA3BBXO3N634 G9T27HAG9 400000.000000 PA USD 418556.510000 0.705963 Long DBT CORP GB N 2 2029-09-17 Fixed 10.875 N N N N N N N/A N/A 000000000 1.000000 NC 85.980000 0.000145 N/A DFE BR N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 7000.000000 USD 36928.430000 BRL 2026-05-05 85.980000 N N N N/A N/A 000000000 734475.000000 NC USD 2189.470000 0.0036929 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 2026-07-13 N/A 1400.000000 USD 2026-07-09 XXXX -5259.850000 N N N N/A N/A 000000000 1.000000 NC -58.150000 -0.0000981 N/A DFE N/A N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 174340620.000000 UZS 13473.000000 USD 2026-12-07 -58.150000 N N N N/A N/A 000000000 1.000000 NC USD 22199.830000 0.0374436 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2054-12-18 0.000000 USD -11107.200000 USD 200000.000000 USD 33307.030000 N N N N/A N/A 000000000 1.000000 NC 134.710000 0.0002272 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 32000.000000 EUR 37121.920000 USD 2026-04-02 134.710000 N N N N/A N/A 000000000 1.000000 NC -593.600000 -0.0010012 N/A DFE N/A N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 403000000.000000 UZS 31000.000000 USD 2026-10-22 -593.600000 N N N WIPRO IT SERVICES LLC 549300S6XZZ65F0EJS98 U9841MAA0 700000.000000 PA USD 695372.060000 1.17286 Long DBT CORP US N 2 2026-06-23 Fixed 1.5 N N N N N N ORLEN SA 259400VVMM70CQREJT74 68666UAA3 200000.000000 PA USD 204143.010000 0.34432 Long DBT CORP PL N 2 2035-01-30 Fixed 6 N N N N N N N/A N/A 000000000 -286582.500000 PA USD -289910.040000 -0.48898 Short RA US N 2 Reverse repurchase N 3.800000 2027-12-12 300000.000000 USD 298969.500000 USD CDS N N N MUTHOOT FINANCE LIMITED 335800HAMJMBFL4RRF02 62828M2C4 200000.000000 PA USD 201277.760000 0.339487 Long DBT CORP IN N 2 2028-02-14 Fixed 7.125 N N N N N N N/A N/A 000000000 1.000000 NC -402.500000 -0.0006789 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 884194.900000 TRY 19344.000000 USD 2026-04-09 -402.500000 N N N N/A N/A 000000000 1.000000 NC 290.040000 0.0004892 N/A DFE IN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 684514.720000 INR 7519.000000 USD 2026-04-07 290.040000 N N N INDIA CLEANTECH ENERGY 254900DGTS4HHR3Q6F66 V4606AAA1 185375.000000 PA USD 183992.050000 0.310332 Long DBT CORP MU N 2 2026-08-10 Fixed 4.7 N N N N N N ORLEN SA 259400VVMM70CQREJT74 ACI2TG8V8 200000.000000 PA USD 204143.010000 0.34432 Long DBT CORP PL N 2 2035-01-30 Fixed 6 N N N N N N N/A N/A 000000000 1.000000 NC 819.100000 0.0013815 N/A DFE PL N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 96106.600000 PLN 26708.000000 USD 2026-04-15 819.100000 N N N N/A N/A 000000000 1.000000 NC USD 3658.660000 0.0061709 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2029-06-20 0.000000 USD -13776.550000 USD 1400000.000000 USD 17435.210000 N N N N/A N/A 000000000 1.000000 NC USD -10556.560000 -0.0178053 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A CDX.NA.IG.46 Y Single Leg Swap 2031-06-20 0.000000 USD -10797.840000 USD 600000.000000 USD 241.280000 N N N N/A N/A 000000000 1.000000 NC 6134.610000 0.010347 N/A DFE KR N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 334474077.000000 KRW 228558.010000 USD 2026-04-15 6134.610000 N N N N/A N/A 000000000 1.000000 NC 2706.640000 0.0045652 N/A DFE N/A N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 99000.000000 EUR 117135.810000 USD 2026-04-02 2706.640000 N N N N/A N/A 000000000 1.000000 NC USD 6764.390000 0.0114092 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2031-03-18 0.000000 USD -4496.920000 USD 1200000.000000 USD 11261.310000 N N N GLP PTE LTD 254900PC2NNG9BLIJO15 ACI2X0ZD8 400000.000000 PA USD 328509.040000 0.554083 Long DBT CORP SG N 2 2028-05-20 Fixed 9.75 N N N N N N N/A N/A 000000000 1.000000 NC -131.900000 -0.0002225 N/A DFE EG N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 2038.000000 USD 108115.900000 EGP 2026-05-12 -131.900000 N N N N/A N/A 000000000 1.000000 NC -7.570000 -0.0000128 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 133902.720000 TRY 2880.000000 USD 2026-05-06 -7.570000 N N N JOINT STOCK COMPANY KASPIKZ 2549003YU6FARG8OAZ13 466281AA0 300000.000000 PA USD 302522.700000 0.510253 Long DBT CORP KZ N 2 2030-03-26 Fixed 6.25 N N N N N N MHP LUX SA 222100RHC7R1WZ1J3M44 59318YAC2 200000.000000 PA USD 201666.000000 0.340142 Long DBT CORP LU N 2 2029-07-28 Fixed 10.5 N N N N N N N/A N/A 000000000 1.000000 NC -43.210000 -0.0000729 N/A DFE HU N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 1535509.000000 HUF 4570.000000 USD 2026-04-15 -43.210000 N N N ENFRAGEN ENERGIA SUR SA / ENFRAGEN SPAIN SA / PRIME ENERGIA SPA 2549002TO75PYMY3VY07 E4181LAA9 400000.000000 PA USD 364627.260000 0.615003 Long DBT CORP ES N 2 2030-12-30 Fixed 5.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810ST6 200000.000000 PA USD 128894.530000 0.217401 Long DBT UST US N 2 2040-11-15 Fixed 1.375 N N N N N N GRUPO TELEVISA SAB 549300O4AF0C816ILN62 40049JBE6 200000.000000 PA USD 123231.070000 0.207849 Long DBT CORP MX N 2 2049-05-24 Fixed 5.25 N N N N N N N/A N/A 000000000 1.000000 NC 313.430000 0.0005287 N/A DFE IN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 710234.000000 INR 7814.000000 USD 2026-04-07 313.430000 N N N SOUTH AFRICA GOVT 378900AAFB4F17004C49 BYY9RYII7 11400000.000000 PA 662121.300000 1.11677 Long DBT NUSS ZA N 2 2035-02-28 Fixed 8.875 N N N N N N DHAFRAH PV2 ENERGY CO LLC 529900AHXZA1YRZN9C67 25241MAA5 300000.000000 PA USD 291666.070000 0.491942 Long DBT CORP AE N 2 2053-06-30 Fixed 5.794 N N N N N N N/A N/A 000000000 1.000000 NC -12578.160000 -0.0212151 N/A DFE IN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 572443.480000 USD 53013990.680000 INR 2026-04-07 -12578.160000 N N N N/A N/A 000000000 1.000000 NC 4763.200000 0.0080339 N/A DFE EG N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 3887280.000000 EGP 72000.000000 USD 2026-06-25 4763.200000 N N N N/A N/A 000000000 1.000000 NC 190.080000 0.0003206 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 19343.000000 USD 879319.240000 TRY 2026-04-13 190.080000 N N N N/A N/A 000000000 1.000000 NC -5938.280000 -0.0100159 N/A DFE EG N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 50259.000000 USD 2452639.200000 EGP 2026-04-15 -5938.280000 N N N AZULE ENERGY FINANCE PLC 2138006X6O82RJSQDB63 05501YAB4 300000.000000 PA USD 303300.020000 0.511564 Long DBT CORP GB N 2 2031-01-22 Fixed 8.25 N N N N N N BANCO DE CHILE 8B4EZFY8IHJC44TT2K84 059520AC0 300000.000000 PA USD 272226.510000 0.459154 Long DBT CORP CL N 2 2031-12-09 Fixed 2.99 N N N N N N N/A N/A 000000000 1.000000 NC USD 17932.890000 0.0302467 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2034-06-18 12707.880000 USD 0.000000 USD 400000.000000 USD 5225.010000 N N N ORBIA ADVANCE CORPORATION SAB DE CV 549300MVHZ20SBIOEQ79 P7S81YAC9 200000.000000 PA USD 162690.000000 0.274403 Long DBT CORP MX N 2 2031-05-11 Fixed 2.875 N N N N N N SOBHA SUKUK I HOLDING LIMITED 254900VZENPT8NAXW686 ACI2X3GF8 200000.000000 PA USD 183543.930000 0.309576 Long DBT CORP KY N 2 2029-02-19 Fixed 7.9955 N N N N N N ALROSA FINANCE SA 254900MMZQESKBV0DI36 ACI1N5L86 400000.000000 PA USD 24000.000000 0.0404799 Long DBT CORP LU N 3 2027-06-25 Fixed 3.1 Y Y N N N N VEON MIDCO BV 213800GOFSH7EPKBRE50 ACI2P9LY7 500000.000000 PA USD 474672.650000 0.800612 Long DBT CORP NL N 2 2027-11-25 Fixed 3.375 N N N N N N LENOVO GROUP LIMITED 254900VUZRGD5U73RE46 Y5257YAJ6 200000.000000 PA USD 189062.540000 0.318885 Long DBT CORP HK N 2 2030-11-02 Fixed 3.421 N N N N N N CHINA MODERN DAIRY HOLDINGS LTD 549300TAELI2JXTKK009 ACI1Z3KM8 300000.000000 PA USD 297819.090000 0.50232 Long DBT CORP KY N 2 2026-07-14 Fixed 2.125 N N N N N N FOXCONN (FAR EAST) LIMITED 254900NAQSPFDWVY8H73 ACI34TDV9 300000.000000 PA USD 276935.450000 0.467096 Long DBT CORP KY N 2 2028-08-25 Fixed 1.875 N N N N N N ENERGEAN ISRAEL FINANCE LTD 98450044QACBL3F8EB03 ACI1WD801 200000.000000 PA USD 192762.920000 0.325126 Long DBT CORP IL N 2 2028-03-30 Fixed 5.375 N N N N N N N/A N/A 000000000 1.000000 NC 518.670000 0.0008748 N/A DFE N/A N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 99000.000000 EUR 114947.840000 USD 2026-04-02 518.670000 N N N LI & FUNG LIMITED 254900B5ACVOJC6VNM71 ACI2Z5GN4 200000.000000 PA USD 201488.900000 0.339844 Long DBT CORP BM N 2 2029-02-05 Fixed 8.375 N N N N N N QATARENERGY LNG S3 N/A M8222MAA0 74200.000000 PA USD 74145.970000 0.125059 Long DBT CORP QA N 2 2027-09-30 Fixed 5.838 N N N N N N N/A N/A 000000000 1.000000 NC 516.590000 0.0008713 N/A DFE EG N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 1519905.000000 EGP 26665.000000 USD 2026-07-08 516.590000 N N N N/A N/A 000000000 1.000000 NC -54.020000 -0.0000911 N/A DFE N/A N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 824432990.000000 UZS 64763.000000 USD 2026-10-09 -54.020000 N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 ACI30FSS4 224061.000000 PA USD 3640.990000 0.0061411 Long DBT CORP KY N 2 2032-12-28 Fixed 7.25 N N Y N N N N/A N/A 000000000 1.000000 NC 1329.140000 0.0022418 N/A DFE N/A N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 2632564.000000 DOP 44000.000000 USD 2026-09-17 1329.140000 N N N N/A N/A 000000000 1.000000 NC -10357.010000 -0.0174688 N/A DIR HU N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 BUBOR HKK 6M N/A N/A Y 2030-05-09 0.000000 HUF -5751.790000 HUF 184600000.000000 HUF -4605.220000 N N N TELECOMUNICACIONES DIGITALES SA 5299008Q5GONPYNF9J32 P1926LAA3 400000.000000 PA USD 377050.000000 0.635956 Long DBT CORP PA N 2 2030-01-30 Fixed 4.5 N N N N N N BANCO DAVIVIENDA SA 549300P161V4IPKAQS70 059501AG1 300000.000000 PA USD 304350.000000 0.513335 Long DBT CORP CO N 2 2035-07-02 Floating 8.125 N N N N N N N/A N/A 000000000 1.000000 NC 116.700000 0.0001968 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 14492.630000 USD 661168.270000 TRY 2026-04-17 116.700000 N N N N/A N/A 000000000 1.000000 NC 374.680000 0.000632 N/A DFE NG N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 3750.000000 USD 5835000.000000 NGN 2026-05-20 374.680000 N N N CONSOLIDATED ENERGY FINANCE SA 549300PUNIS0USNSL750 L1957QAJ9 200000.000000 PA USD 197250.000000 0.332694 Long DBT CORP LU N 2 2031-02-15 Fixed 12 N N N N N N BEIGNET INVESTOR LLC N/A 076912AA2 330000.000000 PA USD 339547.050000 0.572701 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 -4.920000 -0.0000083 N/A DFE PH N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1488.000000 USD 89912.400000 PHP 2026-04-17 -4.920000 N N N ALPEK SAB DE CV 549300PWKJTP62D4IQ66 P01703AD2 200000.000000 PA USD 167986.620000 0.283336 Long DBT CORP MX N 2 2031-02-25 Fixed 3.25 N N N N N N N/A N/A 000000000 1.000000 NC -438.720000 -0.00074 N/A DFE N/A N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 865448.000000 DOP 13804.630000 USD 2026-05-08 -438.720000 N N N SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO) 5586006WD91QHB7J4X50 80414L2X2 200000.000000 PA USD 198319.030000 0.334497 Long DBT CORP SA N 2 2030-06-02 Fixed 4.75 N N N N N N PETROBRAS GLOBAL FINANCE BV 549300FNENFFSMO3GT38 71647NBN8 200000.000000 PA USD 195618.000000 0.329941 Long DBT CORP NL N 2 2036-01-10 Fixed 6.25 N N N N N N ECUADOR GOVT 5299003Y2U5XK0A35H71 ACI389068 200000.000000 PA USD 196650.000000 0.331682 Long DBT NUSS EC N 2 2039-01-29 Fixed 9.25 N N N N N N EGYPTIAN GOVT 529900GFIVH4086NMH82 ACI350557 6800000.000000 PA 122491.030000 0.206601 Long DBT NUSS EG N 2 2030-10-14 Fixed 19.698 N N N N N N N/A N/A 000000000 1.000000 NC 2816.450000 0.0047504 N/A DFE KZ N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 33335.000000 USD 17939230.250000 KZT 2026-07-15 2816.450000 N N N N/A N/A 000000000 1.000000 NC -749.530000 -0.0012642 N/A DFE IN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 35654.000000 USD 3305125.800000 INR 2026-04-07 -749.530000 N N N OAS RESTRUCTURING (BVI) LIMITED N/A 67097YAB4 356358.000000 PA 3429.590000 0.0057846 Long DBT CORP VG Y 3 2035-03-31 Fixed 5 N N Y N N N N/A N/A 000000000 1.000000 NC 12.020000 0.0000203 N/A DFE ZA N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 371000.000000 ZAR 21907.680000 USD 2026-04-20 12.020000 N N N N/A N/A 000000000 131712.000000 NC USD 0.130000 0.0000002 N/A DE BR Y 3 BM&FBOVESPA S.A. - BOLSA DE VALORES, MERCADORIAS E FUTUROS 4GTK5S46E6H318LMDS44 Call Purchased OAS SA OAS SA N/A 0.000000 USD 2039-01-21 XXXX 0.130000 N N N N/A N/A 000000000 1.000000 NC USD 57645.620000 0.0972286 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2035-06-18 45393.310000 USD 0.000000 USD 1100000.000000 USD 12252.310000 N N N CHILE ELECTRICITY PEC SPA N/A P2550MAA2 611459.490000 PA USD 555816.680000 0.937474 Long DBT CORP CL N 2 2028-01-25 None 0 N N N N N N N/A N/A 000000000 1.000000 NC USD -13479.280000 -0.022735 N/A DCR US N 2 MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 SOUTH KOREA GOVT KOREA GOVT Y Single Leg Swap 2034-12-20 0.000000 USD -16882.280000 USD 350000.000000 USD 3403.000000 N N N N/A N/A 000000000 1.000000 NC -3270.550000 -0.0055163 N/A DFE N/A N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 4215116.400000 DOP 66000.000000 USD 2026-05-21 -3270.550000 N N N THAILAND GOVT 254900PHJ6MSKT6C7026 ACI16S3F9 30000.000000 PA 966.530000 0.0016302 Long DBT NUSS TH N 2 2038-06-17 Fixed 3.3 N N N N N N PERU LNG SRL 254900F70J1LOALV5K70 715604AA2 133360.000000 PA USD 129543.540000 0.218496 Long DBT CORP PE N 2 2030-03-22 Fixed 5.375 N N N N N N BANCO INTERNACIONAL DEL PERU SAA (INTERBANK) 5493001TRCGXJLRLHN14 P13435AH8 200000.000000 PA USD 197120.000000 0.332475 Long DBT CORP PE N 2 2031-07-15 Fixed 4.8 N N N N N N IIFL FINANCE LIMITED 335800CZ46UJRS34JR78 Y3R78RET8 200000.000000 PA USD 202642.270000 0.341789 Long DBT CORP IN N 2 2028-07-24 Fixed 8.75 N N N N N N FIBRA UNO (TRUST F/1401) N/A P9401JAB3 200000.000000 PA USD 211116.000000 0.356081 Long DBT CORP MX N 2 2032-01-23 Variable 7.7 N N N N N N N/A N/A 000000000 1.000000 NC 19698.710000 0.0332251 N/A DIR HU N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 BUBOR HKK 6M N/A N/A Y 2030-11-18 4496.540000 HUF 0.000000 HUF 165000000.000000 HUF 15202.170000 N N N NAKILAT INC 2549006RMTDJWLLWF072 Y62014AA6 210996.000000 PA USD 211174.290000 0.356179 Long DBT CORP MH N 2 2033-12-31 Fixed 6.067 N N N N N N INDUSTRIAL SUBORDINATED TRUST 2.0 254900WSJBB5525DL518 456349AA7 300000.000000 PA USD 300375.000000 0.506631 Long DBT CORP KY N 2 2036-04-15 Floating 6.55 N N N N N N N/A N/A 000000000 1.000000 NC -895.450000 -0.0015103 N/A DFE N/A N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 2274678.000000 DOP 36000.000000 USD 2026-09-11 -895.450000 N N N N/A N/A 000000000 1.000000 NC -353.740000 -0.0005966 N/A DFE N/A N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 338520000.000000 UZS 26000.000000 USD 2026-11-23 -353.740000 N N N DOMINICAN REPUBLIC GOVT 254900EHU7Q8FGVPI369 25714PEW4 24000000.000000 PA 428715.160000 0.723097 Long DBT NUSS DO N 2 2035-09-15 Fixed 11.25 N N N N N N QATARENERGY LNG S3 N/A M8222MAD4 111925.000000 PA USD 111824.770000 0.18861 Long DBT CORP QA N 2 2027-09-30 Fixed 6.332 N N N N N N SOUTH AFRICA GOVT 378900AAFB4F17004C49 ACI06HB74 300000.000000 PA 16571.120000 0.0279499 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 -289.120000 -0.0004876 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 669621.360000 TRY 14507.000000 USD 2026-04-17 -289.120000 N N N N/A N/A 000000000 1.000000 NC 19050.560000 0.0321318 N/A DCR N/A N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A ITRAXX EUROPE SERIES 44 Y Single Leg Swap 2030-12-20 28487.990000 EUR 0.000000 EUR 1100000.000000 EUR -9437.430000 N N N PANAMA INFRASTRUCTURE RECEIVABLE PURCHASER PLC 213800QSH7EDGMUDJW25 69828QAD9 200000.000000 PA USD 156608.000000 0.264145 Long DBT CORP GB N 2 2032-04-05 None 0 N N N N N N N/A N/A 000000000 1.000000 NC 9.960000 0.0000168 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 2304.000000 USD 105276.440000 TRY 2026-04-21 9.960000 N N N ENERGUATE TRUST 2 2549000ZL9MU01FZK194 29277RAB1 400000.000000 PA USD 392342.400000 0.661749 Long DBT CORP KY N 2 2035-09-15 Fixed 6.35 N N N N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 ACI30FTT1 58214.000000 PA USD 116.430000 0.0001964 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 0.380000 0.0000006 N/A DFE TH N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 213.410000 THB 6.860000 USD 2026-04-20 0.380000 N N N N/A N/A 000000000 1.000000 NC -861.540000 -0.0014531 N/A DFE N/A N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 377520000.000000 UZS 30000.000000 USD 2026-04-14 -861.540000 N N N N/A N/A 000000000 1.000000 NC 3.400000 0.0000057 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 2304.000000 USD 106887.170000 TRY 2026-05-05 3.400000 N N N FWD GROUP HOLDINGS LIMITED 254900HEGGDS8WU5QZ97 30332TAD4 300000.000000 PA USD 298138.740000 0.502859 Long DBT CORP KY N 2 2035-09-22 Fixed 5.836 N N N N N N N/A N/A 000000000 1.000000 NC -134.510000 -0.0002269 N/A DFE AU N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 34000.000000 AUD 23314.990000 USD 2026-05-04 -134.510000 N N N N/A N/A 000000000 1.000000 NC -15.620000 -0.0000263 N/A DFE N/A N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 613926.000000 DOP 10000.000000 USD 2026-07-23 -15.620000 N N N ADANI ELECTRICITY MUMBAI LIMITED 335800AIC1B5EBFVUC38 00654GAA1 262000.000000 PA USD 239812.020000 0.404482 Long DBT CORP IN N 2 2030-02-12 Fixed 3.949 N N N N N N N/A N/A 000000000 1.000000 NC -37.520000 -0.0000633 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 133913.810000 TRY 2879.000000 USD 2026-04-28 -37.520000 N N N N/A N/A 000000000 1.000000 NC -3.730000 -0.0000063 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 106790.400000 TRY 2304.000000 USD 2026-05-04 -3.730000 N N N THAILAND GOVT 254900PHJ6MSKT6C7026 ACI27N3Q3 20000.000000 PA 623.000000 0.0010508 Long DBT NUSS TH N 2 2043-06-17 Fixed 3.45 N N N N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 ACI30G0R4 116423.000000 PA USD 151.350000 0.0002553 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 65.710000 0.0001108 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 4354.380000 USD 197919.630000 TRY 2026-04-09 65.710000 N N N N/A N/A 000000000 1.000000 NC -43.960000 -0.0000741 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 129897.600000 TRY 2879.000000 USD 2026-04-02 -43.960000 N N N N/A N/A 000000000 1.000000 NC 16.420000 0.0000277 N/A DFE CN N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 3527.000000 USD 24405.820000 CNY 2026-04-02 16.420000 N N N N/A N/A 000000000 1.000000 NC -45.480000 -0.0000767 N/A DFE EG N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 935850.000000 EGP 17000.000000 USD 2026-04-08 -45.480000 N N N N/A N/A 000000000 1.000000 NC 106.510000 0.0001796 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 12434.000000 USD 569794.270000 TRY 2026-04-20 106.510000 N N N TRANSPORTADORA DE GAS SUR-B 5299002TRC7IFQYSW596 893870AZ8 100000.000000 PA USD 101672.000000 0.171486 Long DBT CORP AR N 2 2035-11-20 Fixed 7.75 N N N N N N N/A N/A 000000000 1.000000 NC -916.440000 -0.0015457 N/A DFE PL N 2 BANCO SANTANDER S.A. 5493006QMFDDMYWIAM13 35045.000000 USD 126696.090000 PLN 2026-04-22 -916.440000 N N N CATHAYLIFE SINGAPORE PTE LTD 254900XS5E0JG85JTY26 ACI2PT9W1 200000.000000 PA USD 207533.000000 0.350038 Long DBT CORP SG N 2 2034-07-05 Fixed 5.95 N N N N N N N/A N/A 000000000 1.000000 NC -3665.220000 -0.006182 N/A DFE CO N 2 STATE STREET CORPORATION 549300ZFEEJ2IP5VME73 2069846220.200000 COP 542654.280000 USD 2026-08-18 -3665.220000 N N N UKRAINE GOVT 6354001WLTJXOMEXPY07 903724CD2 44949.000000 PA USD 26474.960000 0.0446543 Long DBT NUSS UA N 2 2030-02-01 Variable 0 N N N N N N QNB FINANCE LTD 549300MY0DXTHQEX5O57 ACI2MLXV6 300000.000000 PA USD 299040.990000 0.504381 Long DBT CORP KY N 2 2029-01-30 Fixed 4.875 N N N N N N N/A N/A 000000000 1.000000 NC 0.200000 0.0000003 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 16.360000 USD 736.130000 TRY 2026-04-02 0.200000 N N N N/A N/A 000000000 1.000000 NC 72043.250000 0.121513 N/A DCR N/A N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A ITRAXX EUROPE CROSSOVER SERIES 44 Y Single Leg Swap 2030-12-20 73702.250000 EUR 0.000000 EUR 360000.000000 EUR -1659.000000 N N N FONDO MIVIVIENDA SA 549300X41PNOK11PZ670 344593AG3 200000.000000 PA USD 200250.000000 0.337754 Long DBT CORP PE N 2 2031-03-31 Fixed 5.4 N N N N N N N/A N/A 000000000 1.000000 NC -559.720000 -0.0009441 N/A DFE JP N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 32838.000000 USD 5122724.000000 JPY 2026-04-02 -559.720000 N N N N/A N/A 000000000 465525.000000 NC USD 1485.490000 0.0025055 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 2026-07-15 N/A 1400.000000 USD 2026-07-13 XXXX -1697.770000 N N N DAE SUKUK (DIFC) LTD 635400AMGMPG1J5EQD94 23302JAC9 300000.000000 PA USD 286878.790000 0.483867 Long DBT CORP AE N 2 2030-10-16 Fixed 4.5 N N N N N N N/A N/A 000000000 1.000000 NC 11402.180000 0.0192316 N/A DFE EG N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 9322564.700000 EGP 167371.000000 USD 2026-09-17 11402.180000 N N N N/A N/A 000000000 1.000000 NC 14531.320000 0.0245094 N/A DFE GB N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 523000.000000 GBP 706774.360000 USD 2026-04-02 14531.320000 N N N CS TREASURY MANAGEMENT SERVICES P LTD 254900MLBK4TUEESYL96 ACI3582M6 200000.000000 PA USD 200494.620000 0.338166 Long DBT CORP VG N 2 2026-06-05 Variable 9 N N N N N N COLOMBIAN GOVT 549300MHDRBVRF6B9117 ACI2Z7LJ3 1517900000.000000 PA 376342.020000 0.634761 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 -646.150000 -0.0010898 N/A DFE JP N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 41689.000000 USD 6513706.000000 JPY 2026-04-02 -646.150000 N N N CREDICORP CAPITAL SOCIEDAD TITULIZADORA SA N/A 224939AA6 500000.000000 PA 155895.280000 0.262943 Long DBT CORP PE N 2 2043-12-15 Fixed 10.1 N N N N N N ANGLOGOLD ASHANTI HOLDINGS PLC 213800745ZIXC4L6A131 03512TAE1 400000.000000 PA USD 386916.630000 0.652597 Long DBT CORP IM N 2 2030-10-01 Fixed 3.75 N N N N N N N/A N/A 000000000 1.000000 NC 18755.220000 0.0316337 N/A DFE CO N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 537720.250000 USD 2045353400.940000 COP 2026-04-08 18755.220000 N N N UZBEK INDUSTRIAL AND CONSTRUCTION BANK ATB 213800C2NIFPFTXYIU69 917935AC2 200000.000000 PA USD 200954.170000 0.338942 Long DBT CORP UZ N 2 2030-10-23 Floating 9.45 N N N N N N N/A N/A 000000000 1.000000 NC USD 881.910000 0.0014875 N/A DCR US N 2 MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 ARGENTINA GOVT REPUBLIC OF ARGENTINA Y Single Leg Swap 2026-12-20 1142.190000 USD 0.000000 USD 50000.000000 USD -260.280000 N N N N/A N/A 000000000 1.000000 NC USD -3885.280000 -0.0065532 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A CDX.EM.44 Y Single Leg Swap 2030-12-20 0.000000 USD -2400.000000 USD 200000.000000 USD -1485.280000 N N N N/A N/A 000000000 1.000000 NC -1133.140000 -0.0019112 N/A DFE N/A N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 919513.000000 DOP 14000.000000 USD 2026-05-08 -1133.140000 N N N UNIGEL LUXEMBOURG SA 213800Y16R77O7LH7X62 904752AC6 222480.000000 PA USD 13348.800000 0.0225149 Long DBT CORP LU N 2 2027-12-31 Fixed 13.5 Y Y Y N N N N/A N/A 000000000 -2.000000 NC USD 5358.420000 0.0090378 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2026-06-18 -226859.380000 USD 5358.420000 N N N ENGIE ENERGIA CHILE SA 5493000FIKCC3ZDWTO77 29287TAB5 200000.000000 PA USD 207897.600000 0.350653 Long DBT CORP CL N 2 2034-04-17 Fixed 6.375 N N N N N N N/A N/A 000000000 1.000000 NC -517.620000 -0.000873 N/A DFE ZA N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 1102268.560000 ZAR 64536.000000 USD 2026-04-20 -517.620000 N N N N/A N/A 000000000 1.000000 NC -62.080000 -0.0001047 N/A DFE N/A N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 103920000.000000 UZS 8000.000000 USD 2026-12-09 -62.080000 N N N N/A N/A 000000000 1.000000 NC 316.100000 0.0005332 N/A DFE IN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 716892.810000 INR 7887.000000 USD 2026-04-07 316.100000 N N N NIGERIA GOVT 549300GSBZD84TNEQ285 955PDHII1 162225000.000000 PA 112759.800000 0.190188 Long DBT NUSS NG N 2 2026-06-11 None 0 N N N N N N N/A N/A 000000000 1.000000 NC USD -2036.610000 -0.0034351 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-12-18 12769.230000 USD 0.000000 USD 500000.000000 USD -14805.840000 N N N DIGICEL INTERNATIONAL FINANCE LTD / DIFL US LLC N/A 25381MAA5 200000.000000 PA USD 203655.200000 0.343497 Long DBT CORP BM N 2 2032-08-01 Fixed 8.625 N N N N N N N/A N/A 000000000 1.000000 NC -99.280000 -0.0001675 N/A DFE KZ N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 537100.000000 KZT 1000.000000 USD 2026-06-04 -99.280000 N N N N/A N/A 000000000 1.000000 NC -3974.560000 -0.0067037 N/A DFE GB N 2 BANCO SANTANDER S.A. 5493006QMFDDMYWIAM13 696217.600000 USD 523000.000000 GBP 2026-04-02 -3974.560000 N N N N/A N/A 000000000 -428287.500000 PA USD -433129.530000 -0.730543 Short RA US N 2 Reverse repurchase N 3.700000 2027-12-12 500000.000000 USD 453628.500000 USD CDS N N N N/A N/A 000000000 1.000000 NC -20420.490000 -0.0344425 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2027-01-04 27449.240000 BRL 0.000000 BRL 3500000.000000 BRL -47869.730000 N N N ESIC SUKUK LIMITED 549300TSWFEC4DLPPH77 ACI2MTHY1 300000.000000 PA USD 300034.920000 0.506057 Long DBT CORP KY N 2 2029-02-14 Fixed 5.831 N N N N N N SHINHAN FINANCIAL GROUP CO LTD 988400EB8A6G49E5KO54 Y7749XBA8 200000.000000 PA USD 202593.100000 0.341706 Long DBT CORP KR N 2 2028-07-24 Fixed 5 N N N N N N EPH FINANCING INTERNATIONAL AS 3157003E5A4ZV0JCSM65 ACI2L2292 200000.000000 PA 244685.520000 0.412702 Long DBT CORP CZ N 2 2028-11-13 Fixed 6.651 N N N N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 ACI30G0P8 116423.000000 PA USD 128.070000 0.000216 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 USD -1031.830000 -0.0017403 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2030-09-17 0.000000 USD -3867.400000 USD 200000.000000 USD 2835.570000 N N N ALFA BANK AO VIA ALFA BOND ISSUANCE PLC 54930015QM0G7XTNYR27 ACI1G2134 400000.000000 PA USD 24000.000000 0.0404799 Long DBT CORP IE N 3 2030-04-15 Floating 5.95 Y Y N N N N THAILAND GOVT 254900PHJ6MSKT6C7026 ACI29CBT0 40000.000000 PA 1316.660000 0.0022208 Long DBT NUSS TH N 2 2033-06-17 Fixed 3.35 N N N N N N N/A N/A 000000000 1.000000 NC -343.500000 -0.0005794 N/A DFE NG N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 6127500.000000 NGN 3750.000000 USD 2026-11-20 -343.500000 N N N N/A N/A 000000000 1.000000 NC 11330.650000 0.019111 N/A DIR CZ N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 CZK-PRIBOR-Reference Banks 6M N/A N/A Y 2028-06-06 2862.520000 CZK 0.000000 CZK 6800000.000000 CZK 8468.130000 N N N TENGIZCHEVROIL FINANCE COMPANY INTERNATIONAL LTD 5493001VEV2XTJIBZH31 ACI1P5K28 300000.000000 PA USD 277393.900000 0.46787 Long DBT CORP BM N 2 2030-08-15 Fixed 3.25 N N N N N N N/A N/A 000000000 1.000000 NC USD 187.980000 0.0003171 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 ISRAEL GOVT ISRAEL GOVT GLBL SR UNSEC Y Single Leg Swap 2026-06-20 0.000000 USD 0.000000 USD 100000.000000 USD 187.980000 N N N PETROBRAS GLOBAL FINANCE BV 549300FNENFFSMO3GT38 71647NBM0 200000.000000 PA USD 196220.000000 0.330957 Long DBT CORP NL N 2 2030-09-10 Fixed 5.125 N N N N N N N/A N/A 000000000 1.000000 NC -1907.840000 -0.0032179 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 400000.000000 BRL -1907.840000 N N N N/A N/A 000000000 1.000000 NC USD 2675.770000 0.0045131 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2035-09-17 0.000000 USD -1659.000000 USD 300000.000000 USD 4334.770000 N N N N/A N/A 000000000 1.000000 NC -118.710000 -0.0002002 N/A DFE EG N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 1001.000000 USD 49099.050000 EGP 2026-04-20 -118.710000 N N N TT VARLIK KIRALAMA ANONIM SIRKETI 789000JWDAT89FS8JB90 898916AA9 200000.000000 PA USD 194326.370000 0.327763 Long DBT CORP TR N 2 2030-10-30 Fixed 6.5 N N N N N N N/A N/A 000000000 1.000000 NC -1046.750000 -0.0017655 N/A DFE PL N 2 BANCO SANTANDER S.A. 5493006QMFDDMYWIAM13 41480.960000 USD 150104.660000 PLN 2026-04-22 -1046.750000 N N N BAIDU INC 254900AL64IANZYI1E02 ACI2VJ9J5 200000.000000 PA USD 182900.000000 0.30849 Long DBT CORP KY N 2 2032-03-12 None 0 N N N Y N BAIDU INC USD XXXX N N N N/A N/A 000000000 1.000000 NC -38.160000 -0.0000644 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 143993.780000 TRY 3089.730000 USD 2026-04-30 -38.160000 N N N N/A N/A 000000000 1.000000 NC 163.560000 0.0002759 N/A DFE N/A N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 658439.100000 DOP 11000.000000 USD 2026-05-08 163.560000 N N N BANCO SANTANDER CHILE SA 3YJP8HORPAEXJ80D6368 05973N2A8 300000.000000 PA USD 296439.000000 0.499992 Long DBT CORP CL N 2 2030-11-20 Fixed 4.55 N N N N N N N/A N/A 000000000 1.000000 NC 803.970000 0.001356 N/A DFE PL N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 97970.640000 PLN 27195.000000 USD 2026-04-15 803.970000 N N N N/A N/A 000000000 1.000000 NC 335.530000 0.0005659 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 14733.000000 USD 669653.160000 TRY 2026-04-01 335.530000 N N N N/A N/A 000000000 1.000000 NC 2350.750000 0.0039649 N/A DIR N/A N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Euribor 6 Month ACT/360 Y 2031-09-16 1384.220000 EUR 0.000000 EUR 100000.000000 EUR 966.530000 N N N CREDICORP CAPITAL SOCIEDAD TITULIZADORA SA N/A 224939AB4 500000.000000 PA 152877.960000 0.257853 Long DBT CORP PE N 2 2045-03-05 Fixed 9.7 N N N N N N GRUPO TELEVISA SAB 549300O4AF0C816ILN62 40049JBA4 200000.000000 PA USD 124381.800000 0.20979 Long DBT CORP MX N 2 2045-05-13 Fixed 5 N N N N N N N/A N/A 000000000 1.000000 NC 173.380000 0.0002924 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 24324.190000 USD 1113078.700000 TRY 2026-04-20 173.380000 N N N N/A N/A 000000000 1.000000 NC -572.900000 -0.0009663 N/A DFE KZ N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 5667750.000000 KZT 11000.000000 USD 2026-06-10 -572.900000 N N N N/A N/A 000000000 1.000000 NC 180.240000 0.000304 N/A DFE N/A N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 41000.000000 EUR 47570.100000 USD 2026-04-02 180.240000 N N N N/A N/A 000000000 1.000000 NC 311.970000 0.0005262 N/A DFE IN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 717757.670000 INR 7892.000000 USD 2026-04-07 311.970000 N N N COLOMBIAN GOVT 549300MHDRBVRF6B9117 990ADDTM9 2305900000.000000 PA 581197.120000 0.980283 Long DBT NUSS US N 2 2029-08-22 Fixed 1 N N N N N N N/A N/A 000000000 1.000000 NC -1986.560000 -0.0033507 N/A DFE MY N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 293000.000000 USD 1177481.120000 MYR 2026-04-15 -1986.560000 N N N N/A N/A 000000000 1.000000 NC 1542.470000 0.0026016 N/A DFE KZ N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 18322.000000 USD 9857236.000000 KZT 2026-07-15 1542.470000 N N N N/A N/A 000000000 1.000000 NC 15551.880000 0.0262308 N/A DFE PE N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 1526442.880000 PEN 451490.100000 USD 2026-08-04 15551.880000 N N N N/A N/A 000000000 1.000000 NC USD 5643.470000 0.0095186 N/A DCR US N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 ALIBABA GROUP HOLDING LIMITED ALIBABA GROUP HOLDING SR UNSEC Y Single Leg Swap 2029-06-20 3180.760000 USD 0.000000 USD 600000.000000 USD 2462.710000 N N N GRUPO NUTRESA SA 254900KKAX7B7RJUE255 P4R21KAB2 200000.000000 PA USD 222820.000000 0.375822 Long DBT CORP CO N 2 2035-05-12 Fixed 9 N N N N N N POWER FINANCE CORPORATION LIMITED 3358003Q6D9LIJJZ1614 ACI0Z6CY6 300000.000000 PA USD 295750.200000 0.49883 Long DBT CORP IN N 2 2027-12-06 Fixed 3.75 N N N N N N N/A N/A 000000000 1.000000 NC -155.070000 -0.0002616 N/A DFE N/A N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 2286725.800000 DOP 37000.000000 USD 2026-08-27 -155.070000 N N N N/A N/A 000000000 1.000000 NC 2687.350000 0.0045326 N/A DFE KZ N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 37238.000000 USD 19909296.700000 KZT 2026-07-29 2687.350000 N N N INRETAIL SHOPPING MALLS 254900340JT2D5SHMA49 45780UAC8 400000.000000 PA USD 389400.000000 0.656786 Long DBT CORP PE N 2 2032-10-16 Fixed 5.65 N N N N N N N/A N/A 000000000 1.000000 NC 330.790000 0.0005579 N/A DFE TR N 2 Nomura Holdings, Inc. 549300B3CEAHYG7K8164 27668.390000 USD 1265469.150000 TRY 2026-04-16 330.790000 N N N N/A N/A 000000000 1.000000 NC -437.490000 -0.0007379 N/A DFE N/A N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 339300000.000000 UZS 26000.000000 USD 2026-11-19 -437.490000 N N N VEON AMSTERDAM BV 549300EPG4HR574L4660 BA000HL48 200000.000000 PA USD 198909.920000 0.335494 Long LON CORP NL N 3 2027-03-25 Floating 7.9017 N N N N N N N/A N/A 000000000 1.000000 NC 36.590000 0.0000617 N/A DFE CN N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 47618.230000 CNY 6950.160000 USD 2026-04-02 36.590000 N N N FAR EAST HORIZON LIMITED 549300S9XRGO1ZPUHE62 ACI2QXT90 400000.000000 PA USD 400164.400000 0.674942 Long DBT CORP HK N 2 2028-03-05 Fixed 5.875 N N N N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 ACI30FSP0 158027.000000 PA USD 3160.540000 0.0053308 Long DBT CORP KY N 2 2030-12-28 Fixed 6.75 N N Y N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114DG0 300000.000000 PA USD 283495.050000 0.47816 Long DBT CORP US N 2 2056-08-15 Floating 7.125 N N N N N N N/A N/A 000000000 1.000000 NC 252.260000 0.0004255 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 33980.190000 USD 1563598.440000 TRY 2026-04-24 252.260000 N N N N/A N/A 000000000 1.000000 NC 13858.260000 0.0233742 N/A DIR N/A N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Euribor 6 Month ACT/360 Y 2056-09-16 10716.180000 EUR 0.000000 EUR 550000.000000 EUR 3142.080000 N N N N/A N/A 000000000 1.000000 NC -776.160000 -0.0013091 N/A DFE CO N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 307225100.000000 COP 82810.000000 USD 2026-04-08 -776.160000 N N N N/A N/A 000000000 1.000000 NC USD -8366.170000 -0.0141109 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A CDX.EM.45 Y Single Leg Swap 2031-06-20 0.000000 USD -8610.000000 USD 200000.000000 USD 243.830000 N N N REC LIMITED (AKA: RURAL ELECTRIFICATION CORP LTD) 335800B4YRYWAMIJZ374 74947MAD4 300000.000000 PA USD 304988.250000 0.514412 Long DBT CORP IN N 2 2028-04-11 Fixed 5.625 N N N N N N VB DPR FINANCE COMPANY 549300Y3LKKHCL3AQW08 234A219D5 300000.000000 PA USD 281068.460000 0.474067 Long DBT CORP KY Y 3 2035-09-15 Fixed 6.239 N N N N N N NIGERIA GOVT 549300GSBZD84TNEQ285 ACI307771 198500000.000000 PA 142332.840000 0.240067 Long DBT NUSS NG N 2 2026-04-14 None 0 N N N N N N N/A N/A 000000000 1.000000 NC 1280.300000 0.0021594 N/A DFE SE N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 279605.560000 SEK 30816.150000 USD 2026-04-02 1280.300000 N N N VENEZUELAN GOVT 529900XM8PJTJK5OJI77 P97475AJ9 20000.000000 PA USD 8250.000000 0.013915 Long DBT NUSS VE N 2 2038-03-31 Fixed 7 Y Y N N N N N/A N/A 000000000 -465525.000000 NC USD -411.060000 -0.0006933 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 2026-07-15 N/A 1350.000000 USD 2026-07-13 XXXX 605.180000 N N N TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 5493004T21MOAFINJP35 88167AAF8 500000.000000 PA USD 371248.050000 0.62617 Long DBT CORP NL N 2 2046-10-01 Fixed 4.1 N N N N N N CENTRAL AMERICAN BOTTLING CORP / CBC BOTTLING HOLDCO SL / BELIV HOLDCO SL N/A G20038AA6 300000.000000 PA USD 292147.200000 0.492753 Long DBT CORP VG N 2 2029-04-27 Fixed 5.25 N N N N N N N/A N/A 000000000 55.000000 NC USD -65097.250000 -0.109797 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2026-06-18 6104570.340000 USD -65097.250000 N N N WOODSIDE FINANCE LIMITED 254900AIZKU6TGRRNZ98 980236AV5 300000.000000 PA USD 312776.230000 0.527548 Long DBT CORP AU N 2 2035-05-19 Fixed 6 N N N N N N EGYPTIAN GOVT 529900GFIVH4086NMH82 ACI2VM0V0 30200000.000000 PA 540974.880000 0.912441 Long DBT NUSS EG N 2 2028-03-04 Fixed 21.954 N N N N N N TURKISH AIRLINES 2015-1 CLASS A PASS THROUGH TRUST N/A 10010YAA0 149986.080000 PA USD 148153.060000 0.249884 Long DBT CORP TR N 2 2028-09-15 Fixed 4.2 N N N N N N N/A N/A 000000000 1.000000 NC 16.110000 0.0000272 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 2879.000000 USD 130502.480000 TRY 2026-04-14 16.110000 N N N N/A N/A 000000000 1.000000 NC -34.330000 -0.0000579 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 106384.900000 TRY 2304.000000 USD 2026-04-21 -34.330000 N N N YINSON PRODUCTION FINANCIAL SERVICES PTE LTD 254900TYMSC94RS33U73 ACI2NT341 200000.000000 PA USD 209228.640000 0.352898 Long DBT CORP SG N 2 2029-05-03 Fixed 9.625 N N N N N N GOLAR LNG LIMITED 213800C2VSFZG3EZLO34 38046YAE1 200000.000000 PA USD 202463.600000 0.341488 Long DBT CORP BM N 2 2030-10-02 Fixed 7.5 N N N N N N OCP SA (AKA: GROUPE OFFICE CHERIFIEN DES PHOSPHATES SA) 213800D26TAPVTCVWG40 V6560AAD4 500000.000000 PA USD 499531.650000 0.842541 Long DBT CORP MA N 2 2044-04-25 Fixed 6.875 N N N N N N N/A N/A 000000000 1.000000 NC -174.860000 -0.0002949 N/A DFE N/A N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 1814648355.000000 UZS 142493.000000 USD 2026-10-09 -174.860000 N N N CAS CAPITAL NO 2 LIMITED 2549007CLL9JS1Z83O04 ACI37TM61 300000.000000 PA USD 295675.700000 0.498705 Long DBT CORP VG N 2 2031-01-13 Floating 6.25 N N N N N N N/A N/A 000000000 1.000000 NC USD 298.300000 0.0005031 N/A DCR US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 PING AN INSURANCE (GROUP) COMPANY OF CHINA LTD PING AN INSURANCE GROUP Y Single Leg Swap 2028-06-20 0.000000 USD -843.500000 USD 300000.000000 USD 1141.800000 N N N KFH SUKUK CO 5493008FLJYWGCMZDN21 ACI2T0G02 200000.000000 PA USD 200616.540000 0.338372 Long DBT CORP KY N 2 2030-01-14 Fixed 5.376 N N N N N N MILLICOM INTERNATIONAL CELLULAR SA 549300CTHC1CP86P2G96 L6388GHX1 500000.000000 PA USD 456152.350000 0.769374 Long DBT CORP LU N 2 2031-04-27 Fixed 4.5 N N N N N N N/A N/A 000000000 1.000000 NC USD 386.630000 0.0006521 N/A DCR US N 3 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 N/A PETROLEOS MEXICANOS (PEMEX) Y Single Leg Swap 2026-07-06 0.000000 USD 0.000000 USD 70590.000000 USD 386.630000 N N N N/A N/A 000000000 1.000000 NC -314.230000 -0.00053 N/A DFE N/A N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 144100000.000000 UZS 11000.000000 USD 2026-10-15 -314.230000 N N N TT VARLIK KIRALAMA ANONIM SIRKETI 789000JWDAT89FS8JB90 ACI34JG89 300000.000000 PA USD 291489.560000 0.491644 Long DBT CORP TR N 2 2030-10-30 Fixed 6.5 N N N N N N N/A N/A 000000000 1.000000 NC 2359.700000 0.00398 N/A DFE N/A N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 1471762.770000 USD 1275357.690000 EUR 2026-04-02 2359.700000 N N N FIRST QUANTUM MINERALS LTD 549300I7UVBGWRYMYZ18 335934AY1 200000.000000 PA USD 192557.360000 0.324779 Long DBT CORP CA N 2 2036-02-15 Fixed 6.375 N N N N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 ACI30FSH8 131108.000000 PA USD 2622.160000 0.0044227 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 USD 816.820000 0.0013777 N/A DCR US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2027-12-20 201.910000 USD 0.000000 USD 100000.000000 USD 614.910000 N N N COLOMBIAN GOVT 549300MHDRBVRF6B9117 ACI2WZRP4 170000000.000000 PA 42862.220000 0.072294 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 -58.930000 -0.0000994 N/A DFE HU N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 912000.000000 HUF 2681.040000 USD 2026-04-15 -58.930000 N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 ACI30CT68 53572.000000 PA USD 1339.300000 0.0022589 Long DBT CORP KY N 2 2027-12-28 Fixed 7.721 N N Y N N N WE SODA INVESTMENTS HOLDING PLC 984500SE38C07DB47A90 G95448AA7 200000.000000 PA USD 199889.610000 0.337146 Long DBT CORP GB N 2 2028-10-06 Fixed 9.5 N N N N N N N/A N/A 000000000 1.000000 NC -43127.320000 -0.0727412 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 -6706.470000 BRL 5400000.000000 BRL -36420.850000 N N N N/A N/A 000000000 1.000000 NC 11904.730000 0.0200792 N/A DCR N/A N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A ITRAXX EUROPE CROSSOVER SERIES 45 Y Single Leg Swap 2031-06-20 13441.890000 EUR 0.000000 EUR 160000.000000 EUR -1537.160000 N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AS8 300000.000000 PA USD 316017.650000 0.533015 Long DBT CORP CO N 2 2033-01-13 Fixed 8.875 N N N N N N N/A N/A 000000000 1.000000 NC 4995.180000 0.0084252 N/A DFE ZA N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 2390744.450000 ZAR 146092.000000 USD 2026-04-20 4995.180000 N N N FIRST ABU DHABI BANK PJSC 2138002Y3WMK6RZS8H90 ACI2GF5W5 300000.000000 PA USD 298969.500000 0.50426 Long DBT CORP AE N 2 2028-06-06 Fixed 4.774 N N N N N N N/A N/A 000000000 1.000000 NC 6378.590000 0.0107585 N/A DFE EG N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 3125640.000000 EGP 61000.000000 USD 2026-06-01 6378.590000 N N N N/A N/A 000000000 1.000000 NC -919.660000 -0.0015512 N/A DFE JP N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 45354.000000 USD 7051952.000000 JPY 2026-04-02 -919.660000 N N N BANK HAPOALIM LTD B6ARUI4946ST4S7WOU88 ACI37Y6L5 300000.000000 PA USD 296536.390000 0.500157 Long DBT CORP IL N 2 2033-01-14 Fixed 5.252 N N N N N N N/A N/A 000000000 1.000000 NC -274.240000 -0.0004626 N/A DFE SE N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 279642.210000 SEK 29314.600000 USD 2026-05-04 -274.240000 N N N NBK SPC LIMITED 549300P1ANDK86KWB419 ACI20D7D7 700000.000000 PA USD 689983.530000 1.16377 Long DBT CORP AE N 2 2027-09-15 Floating 1.625 N N N N N N PERU LNG SRL 254900F70J1LOALV5K70 P7721BAE1 133360.000000 PA USD 129543.540000 0.218496 Long DBT CORP PE N 2 2030-03-22 Fixed 5.375 N N N N N N N/A N/A 000000000 5900000.000000 NC USD 3520.000000 0.005937 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCR US N/A SWOP CDX IG45 (V1 ONLY) 5Y SP Single Leg Swap 2030-12-20 0.000000 USD 0.000000 USD N/A USD N/A 0.680000 USD 2026-04-15 XXXX -5330.000000 N N N MARCOBRE SAC 254900BORIUZFCM1XB72 56625AAA2 300000.000000 PA USD 290028.000000 0.489179 Long DBT CORP PE N 2 2036-01-22 Fixed 5.75 N N N N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 ACI30FVM3 219641.000000 PA USD 241.610000 0.0004075 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 KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 B58RBK905 694727.000000 NS 7885.360000 0.0132999 Long EC CORP KY N 1 N N N N/A N/A 000000000 1.000000 NC -7896.900000 -0.0133194 N/A DIR CZ N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 CZK-PRIBOR-Reference Banks 6M N/A N/A Y 2035-10-01 3878.910000 CZK 0.000000 CZK 6300000.000000 CZK -11775.810000 N N N N/A N/A 000000000 1.000000 NC 97.050000 0.0001637 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 14989.620000 USD 675540.200000 TRY 2026-04-09 97.050000 N N N PETROLEOS DEL PERU SA - PETROPERU SA 549300ZMGDLC9JT2OR80 P7808BAB3 200000.000000 PA USD 140520.000000 0.23701 Long DBT CORP PE N 2 2047-06-19 Fixed 5.625 N N N N N N N/A N/A 000000000 1.000000 NC 124073.740000 0.20927 N/A DCR N/A N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 N/A ITRAXX EUROPE CROSSOVER SERIES 44 Y Single Leg Swap 2030-12-20 123642.990000 EUR 0.000000 EUR 620000.000000 EUR 430.750000 N N N VISTA ENERGY ARGENTINA SAU 549300FE4UJNCG1DB123 P9659RAA6 200000.000000 PA USD 202650.000000 0.341802 Long DBT CORP AR N 2 2035-12-10 Fixed 7.625 N N N N N N N/A N/A 000000000 1.000000 NC USD 10207.110000 0.0172159 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2029-12-18 44283.500000 USD 0.000000 USD 1700000.000000 USD -34076.390000 N N N N/A N/A 000000000 1.000000 NC 134.310000 0.0002265 N/A DFE AU N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 23324.000000 USD 34000.000000 AUD 2026-04-02 134.310000 N N N N/A N/A 000000000 1.000000 NC -1664.140000 -0.0028068 N/A DFE N/A N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 109158.210000 USD 93000.000000 EUR 2026-04-02 -1664.140000 N N N FIEMEX ENERGIA - BANCO ACTINVER SA INSTITUCION DE BANCA MULTIPLE N/A P0R12RAA8 297152.210000 PA USD 297969.380000 0.502573 Long DBT CORP MX N 2 2041-01-31 Fixed 7.25 N N N N N N N/A N/A 000000000 -5900000.000000 NC USD -1563.320000 -0.0026368 N/A DCR BM N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Written GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCR US N/A SWOP CDX IG45 (V1 ONLY) 5Y SP Single Leg Swap 2030-12-20 0.000000 USD 0.000000 USD N/A USD N/A 0.780000 USD 2026-04-15 XXXX 2655.180000 N N N UKRAINE GOVT 6354001WLTJXOMEXPY07 903724CE0 167973.000000 PA USD 72396.360000 0.122108 Long DBT NUSS UA N 2 2034-02-01 Variable 0 N N N N N N TRUST 2401 N/A 89834MAE6 300000.000000 PA USD 274018.500000 0.462176 Long DBT CORP MX N 2 2050-01-15 Fixed 6.39 N N N N N N N/A N/A 000000000 1.000000 NC 5540.050000 0.0093442 N/A DFE ZA N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 6383086.250000 ZAR 382256.670000 USD 2026-04-20 5540.050000 N N N N/A N/A 000000000 1.000000 NC -1064.670000 -0.0017957 N/A DIR TH N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Thailand Overnight Repo Rate ON Y 2028-09-16 0.000000 THB -549.640000 THB 6190000.000000 THB -515.030000 N N N BANCO DO BRASIL SA/LONDON BRANCH QE0Q0253K88YAGNPE356 ACI2J3525 7000000.000000 PA 394786.640000 0.665871 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 -1012.450000 -0.0017077 N/A DFE EG N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 15433.000000 USD 817949.000000 EGP 2026-05-12 -1012.450000 N N N VALE SA 254900SMTWBX7RU2SR20 B011X9II2 2910000.000000 PA 246205.490000 0.415265 Long DBT CORP BR N 2 2049-12-29 Variable 1.95545 N N N N N N STILLWATER MINING COMPANY INC 6354007DPCY4ZN2MRR73 86074QAP7 300000.000000 PA USD 297752.510000 0.502208 Long DBT CORP US N 2 2026-11-16 Fixed 4 N N N N N N ALIBABA GROUP HOLDING LIMITED 5493001NTNQJDH60PM02 G01719AP1 100000.000000 PA USD 96500.000000 0.162763 Long DBT CORP KY N 2 2032-09-15 None 0 N N N Y N ALIBABA GROUP HOLDING LIMITED USD XXXX N N N HIPOTECARIA SU CASITA SA N/A ACI012L97 172487.000000 NS 0.010000 0 Long EC CORP MX N 3 N N N N/A N/A 000000000 1.000000 NC USD 33940.900000 0.0572468 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2054-06-20 18538.000000 USD 0.000000 USD 300000.000000 USD 15402.900000 N N N N/A N/A 000000000 1.000000 NC 549.120000 0.0009262 N/A DFE SG N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 34948.290000 SGD 27731.430000 USD 2026-04-02 549.120000 N N N AVIANCA MIDCO 2 PLC 213800AMPX5VKH9AMX10 05369YAC3 148932.000000 PA USD 144464.040000 0.243662 Long DBT CORP GB N 2 2028-12-01 Fixed 9 N N N N N N SOUTH AFRICA GOVT 378900AAFB4F17004C49 ACI0GYHC9 500000.000000 PA 27808.820000 0.0469041 Long DBT NUSS ZA N 2 2040-01-31 Fixed 9 N N N N N N ARDSHINBANK CJSC VIA DILIJAN FINANCE BV 549300DCGXFXAP2FEV07 254032AD7 300000.000000 PA USD 295946.830000 0.499162 Long DBT CORP NL N 2 2031-01-22 Fixed 6.6 N N N N N N N/A N/A 000000000 1.000000 NC -34.280000 -0.0000578 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 161512.700000 TRY 3456.000000 USD 2026-05-04 -34.280000 N N N N/A N/A 000000000 1.000000 NC -847.460000 -0.0014294 N/A DFE KR N 2 STATE STREET CORPORATION 549300ZFEEJ2IP5VME73 92000.000000 USD 137072640.000000 KRW 2026-04-15 -847.460000 N N N N/A N/A 000000000 1.000000 NC -194.560000 -0.0003282 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 453757.500000 TRY 9675.000000 USD 2026-04-29 -194.560000 N N N PT FREEPORT INDONESIA 549300T4HTQHRKLNE619 Y7141BAC7 200000.000000 PA USD 193993.940000 0.327202 Long DBT CORP ID N 2 2052-04-14 Fixed 6.2 N N N N N N SIERRACOL ENERGY ANDINA LLC/SIERRACOL ENERGY ARAUCA/COLOMBIA ENERGY DEVELOPMENT N/A 82653NAA5 200000.000000 PA USD 199241.000000 0.336052 Long DBT CORP US N 2 2030-11-14 Fixed 9 N N N N N N TURKIYE IS BANKASI (ISBANK) 789000FIRX9MDN0KTM91 90016BAH1 200000.000000 PA USD 205178.010000 0.346066 Long DBT CORP TR N 2 2029-06-12 Fixed 7.75 N N N N N N BANK HAPOALIM LTD B6ARUI4946ST4S7WOU88 ACI2155Q6 200000.000000 PA USD 197578.100000 0.333247 Long DBT CORP IL N 2 2032-01-21 Floating 3.255 N N N N Y BANK HAPOALIM LTD ILS XXXX N N N GOL FINANCE INC 549300FRXVB8W0960Y03 L4441RAL0 100000.000000 PA USD 88875.000000 0.149902 Long DBT CORP KY N 2 2030-06-06 Fixed 14.375 N N N N N N N/A N/A 000000000 1.000000 NC -147.690000 -0.0002491 N/A DFE ZA N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 599000.000000 ZAR 35204.060000 USD 2026-04-20 -147.690000 N N N N/A N/A 000000000 1.000000 NC 1703.810000 0.0028738 N/A DFE PE N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 161746.500000 PEN 48007.390000 USD 2026-06-17 1703.810000 N N N N/A N/A 000000000 1.000000 NC -316.240000 -0.0005334 N/A DFE EG N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 4517.000000 USD 238271.750000 EGP 2026-05-12 -316.240000 N N N N/A N/A 000000000 1.000000 NC USD 29751.340000 0.0501804 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2029-06-18 33554.830000 USD 0.000000 USD 1800000.000000 USD -3803.490000 N N N N/A N/A 000000000 1.000000 NC 273.460000 0.0004612 N/A DFE SE N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 29314.600000 USD 280099.810000 SEK 2026-04-02 273.460000 N N N LATAM AIRLINES GROUP SA 549300HX3UUDPEFTG707 51817RAE6 300000.000000 PA USD 303750.000000 0.512323 Long DBT CORP CL N 2 2031-01-07 Fixed 7.625 N N N N N N SK HYNIX INC 988400XAIK6XISWQV045 78392BAE7 200000.000000 PA USD 206523.250000 0.348335 Long DBT CORP KR N 2 2028-01-17 Fixed 6.375 N N N N N N N/A N/A 000000000 -734475.000000 NC USD -586.850000 -0.0009898 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 2026-07-13 N/A 1350.000000 USD 2026-07-09 XXXX 2029.200000 N N N YPF SA 5493003N7447U18U5U53 P989MJBU4 100000.000000 PA USD 105325.000000 0.177648 Long DBT CORP AR N 2 2031-01-17 Fixed 9.5 N N N N N N ALROSA FINANCE SA 254900MMZQESKBV0DI36 02109TAE2 400000.000000 PA USD 24000.000000 0.0404799 Long DBT CORP LU N 3 2027-06-25 Fixed 3.1 Y Y N N N N N/A N/A 000000000 1.000000 NC USD 9915.480000 0.0167241 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A CDX.NA.HY.46 Y Single Leg Swap 2031-06-20 7420.000000 USD 0.000000 USD 200000.000000 USD 2495.480000 N N N N/A N/A 000000000 1.000000 NC -16.500000 -0.0000278 N/A DFE CN N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 24346.210000 CNY 3527.000000 USD 2026-05-07 -16.500000 N N N N/A N/A 000000000 1.000000 NC 36.070000 0.0000608 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 2862.640000 USD 128820.230000 TRY 2026-04-02 36.070000 N N N PETRON CORPORATION 549300R3PFXOFQSZ7G25 ACI1X2YH8 200000.000000 PA USD 200000.570000 0.337333 Long DBT CORP PH N 2 2026-04-19 Floating 5.95 N N N N N N N/A N/A 000000000 1.000000 NC 244.550000 0.0004125 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 19843.010000 USD 893667.660000 TRY 2026-04-03 244.550000 N N N INDIKA ENERGY TBK PT 254900YVKE6BJ1I4V036 Y71247AA1 250000.000000 PA USD 247211.760000 0.416963 Long DBT CORP ID N 2 2029-05-07 Fixed 8.75 N N N N N N ISRAEL ELECTRIC CORPORATION LIMITED 254900JW7GE35YNJGJ55 465077AL9 200000.000000 PA USD 196320.810000 0.331127 Long DBT CORP IL N 2 2028-08-14 Fixed 4.25 N N N N N N N/A N/A 000000000 1.000000 NC 454.810000 0.0007671 N/A DFE AU N 2 STATE STREET CORPORATION 549300ZFEEJ2IP5VME73 20987.000000 AUD 14934.790000 USD 2026-04-02 454.810000 N N N N/A N/A 000000000 1.000000 NC -2480.230000 -0.0041833 N/A DFE N/A N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1912787.800000 DOP 29000.000000 USD 2026-05-08 -2480.230000 N N N TURKIYE VAKIFLAR BANKASI TAO 789000KAIHOLSQKQ9858 90015WAR4 300000.000000 PA USD 299204.700000 0.504657 Long DBT CORP TR N 2 2030-07-31 Fixed 7.25 N N N N N N RIO OIL FINANCE TRUST SERIES 2018-1 N/A 76716XAC6 173800.000000 PA USD 179248.630000 0.302332 Long DBT CORP US N 2 2028-04-06 Fixed 8.2 N N N N N N N/A N/A 000000000 1.000000 NC 556.900000 0.0009393 N/A DFE CO N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 111162.720000 USD 420484104.670000 COP 2026-07-21 556.900000 N N N CAJA DE COMPENSACION DE ASIGNACION FAMILIAR DE LOS ANDES 549300VGDEQ1WZPVLL10 12803AAD3 200000.000000 PA USD 207439.600000 0.34988 Long DBT CORP CL N 2 2029-07-30 Fixed 7 N N N N N N NIGERIA GOVT 549300GSBZD84TNEQ285 990ACHTR0 169900000.000000 PA 106784.770000 0.18011 Long DBT NUSS NG N 2 2027-01-21 None 0 N N N N N N FIBRA PROLOGIS N/A 31575KAA3 200000.000000 PA USD 193434.390000 0.326258 Long DBT CORP MX N 2 2035-11-26 Fixed 5.5 N N N N N N CORP QUIPORT SA 9845008C1QFC4A49E084 ACI34VGH2 300000.000000 PA USD 322950.000000 0.544707 Long DBT CORP EC N 2 2037-12-15 Fixed 9 N N N N N N N/A N/A 000000000 1.000000 NC -2065.060000 -0.0034831 N/A DFE CL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 33171.500000 USD 28797838.000000 CLP 2026-09-16 -2065.060000 N N N RENEW TREASURY IFSC PRIVATE LIMITED 335800IK4XWJ5637BW61 759963AA9 300000.000000 PA USD 291594.770000 0.491822 Long DBT CORP IN N 2 2031-02-02 Fixed 6.5 N N N N N N N/A N/A 000000000 1.000000 NC -1143.710000 -0.0019291 N/A DFE N/A N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 680651610.000000 UZS 54570.000000 USD 2026-04-09 -1143.710000 N N N DELEK DRILLIN (LEVIATHAN BOND LTD) 254900D9T8VKYVQNZ220 ACI1PZ1S6 150000.000000 PA USD 150095.360000 0.25316 Long DBT CORP IL N 2 2027-06-30 Fixed 6.5 N N N N N N N/A N/A 000000000 1.000000 NC -1679.030000 -0.002832 N/A DFE KZ N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 9126450.000000 KZT 17000.000000 USD 2026-06-04 -1679.030000 N N N PAMPA ENERGIA SA 254900QNIK0CVURGML24 697660AG3 100000.000000 PA USD 100640.000000 0.169746 Long DBT CORP AR N 2 2037-11-14 Fixed 7.75 N N N N N N N/A N/A 000000000 1.000000 NC -15.440000 -0.000026 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 107444.740000 TRY 2304.000000 USD 2026-05-05 -15.440000 N N N N/A N/A 000000000 1.000000 NC -175.670000 -0.0002963 N/A DFE SG N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 27211.940000 USD 34760.530000 SGD 2026-04-02 -175.670000 N N N N/A N/A 000000000 1.000000 NC USD 16983.720000 0.0286458 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2033-01-31 11839.200000 USD 0.000000 USD 1200000.000000 USD 5144.520000 N N N AVILEASE CAPITAL LIMITED 635400SXOPVAVBWNE366 05370HAA1 300000.000000 PA USD 292242.020000 0.492913 Long DBT CORP KY N 2 2030-11-12 Fixed 4.75 N N N N N N IHS HOLDING LIMITED 213800CLGMKL63VKTD94 44963HAD7 200000.000000 PA USD 205351.480000 0.346358 Long DBT CORP KY N 2 2031-11-29 Fixed 8.25 N N N N N N UZBEK INDUSTRIAL AND CONSTRUCTION BANK ATB 213800C2NIFPFTXYIU69 917935AB4 2500000000.000000 PA 218848.250000 0.369123 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 -35.670000 -0.0000602 N/A DFE EG N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 734091.750000 EGP 13335.000000 USD 2026-04-08 -35.670000 N N N AZULE ENERGY FINANCE PLC 2138006X6O82RJSQDB63 05501YAA6 250000.000000 PA USD 253444.220000 0.427475 Long DBT CORP GB N 2 2030-01-23 Fixed 8.125 N N N N N N N/A N/A 000000000 1.000000 NC -572.180000 -0.0009651 N/A DFE N/A N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 505280720.000000 UZS 38704.000000 USD 2026-11-30 -572.180000 N N N PIMCO FUNDS LWVQWTQCFH3YG7CVH718 000000000 331018.470000 PA USD 3223788.910000 5.43744 Long STIV RF US N 1 N N N PERU GOVT 254900STKLK2DBJJZ530 ACI2GGZ75 400000.000000 PA 125948.450000 0.212432 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 -4309.140000 -0.0072681 N/A DFE EG N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 35688.000000 USD 1746213.840000 EGP 2026-04-20 -4309.140000 N N N JSC UZAUTO MOTORS 25490082QA3E2MKBZI88 46653NAB8 200000.000000 PA USD 200818.160000 0.338712 Long DBT CORP UZ N 2 2030-11-19 Fixed 7.375 N N N N N N N/A N/A 000000000 1.000000 NC USD 56473.080000 0.095251 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2055-09-17 47041.000000 USD 0.000000 USD 500000.000000 USD 9432.080000 N N N N/A N/A 000000000 1.000000 NC -3556.380000 -0.0059984 N/A DFE JP N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 181589.000000 USD 28254667.000000 JPY 2026-04-02 -3556.380000 N N N N/A N/A 000000000 1.000000 NC -150.510000 -0.0002539 N/A DFE N/A N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 191140.000000 USD 351697.600000 AZN 2027-10-29 -150.510000 N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 ACI30FV27 46569.000000 PA USD 162.990000 0.0002749 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 1437.630000 0.0024248 N/A DFE IN N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 438558.900000 USD 41349000.000000 INR 2026-04-24 1437.630000 N N N MUTHOOT FINANCE LIMITED 335800HAMJMBFL4RRF02 62828L2F9 300000.000000 PA USD 288116.660000 0.485955 Long DBT CORP IN N 2 2030-08-04 Fixed 5.75 N N N N N N N/A N/A 000000000 1.000000 NC USD 3527.670000 0.00595 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 ARGENTINA GOVT REPUBLIC OF ARGENTINA Y Single Leg Swap 2026-12-20 4467.110000 USD 0.000000 USD 200000.000000 USD -939.440000 N N N BANCO INTERNACIONAL DEL PERU SAA (INTERBANK) 5493001TRCGXJLRLHN14 05968DAH3 300000.000000 PA USD 295680.000000 0.498712 Long DBT CORP PE N 2 2031-07-15 Fixed 4.8 N N N N N N N/A N/A 000000000 1.000000 NC -43657.150000 -0.0736348 N/A DIR N/A N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Euribor 6 Month ACT/360 Y 2036-09-16 0.000000 EUR -22473.610000 EUR 1200000.000000 EUR -21183.540000 N N N UKRAINE GOVT 6354001WLTJXOMEXPY07 903724CC4 51528.000000 PA USD 26588.450000 0.0448457 Long DBT NUSS UA N 2 2036-02-01 Variable 4.5 N N N N N N SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO) 5586006WD91QHB7J4X50 80415RAD3 400000.000000 PA USD 377626.000000 0.636927 Long DBT CORP SA N 2 2056-02-02 Fixed 6 N N N N N N N/A N/A 000000000 1.000000 NC -724.590000 -0.0012221 N/A DFE EG N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 6046.000000 USD 296133.080000 EGP 2026-04-20 -724.590000 N N N BANCO SANTANDER CHILE SA 3YJP8HORPAEXJ80D6368 05973P2A3 400000.000000 PA USD 395252.000000 0.666656 Long DBT CORP CL N 2 2030-11-20 Fixed 4.55 N N N N N N N/A N/A 000000000 1.000000 NC -194.940000 -0.0003288 N/A DFE EG N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 3012.000000 USD 159786.600000 EGP 2026-05-12 -194.940000 N N N BRASKEM NETHERLANDS FINANCE BV 2549000TLMHFQ74DS330 N15516AD4 200000.000000 PA USD 93219.720000 0.15723 Long DBT CORP NL N 2 2030-01-31 Fixed 4.5 N N N N N N MEDCO CYPRESS TREE PTE LTD 254900NKZ2Y3YZK4WC46 Y56616AA6 250000.000000 PA USD 257870.380000 0.43494 Long DBT CORP SG N 2 2030-05-19 Fixed 8.625 N N N N N N N/A N/A 000000000 1.000000 NC -3470.430000 -0.0058534 N/A DFE CO N 2 STATE STREET CORPORATION 549300ZFEEJ2IP5VME73 805578253.300000 COP 207714.270000 USD 2026-09-16 -3470.430000 N N N N/A N/A 000000000 1.000000 NC -33.460000 -0.0000564 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 128704.290000 TRY 2862.640000 USD 2026-04-01 -33.460000 N N N BBVA BANCOMER SA/TAXAS BRANCH 549300WIWQK5Q9MCUN92 P16259AM8 200000.000000 PA USD 194513.000000 0.328078 Long DBT CORP MX N 2 2033-01-18 Floating 5.125 N N N N N N IVORY COAST GOVT (AKA: COTE D'IVOIRE) 254900ICW11T82O6H590 BA0003TP4 500000.000000 PA 580897.550000 0.979777 Long LON NUSS CI N 3 2027-03-05 Floating 5.185 N N N N N N STEPSTONE GROUP MIDCO 2 GMBH 894500DB5T5ENCFFQU61 BA000BVC2 297750.000000 PA USD 262020.000000 0.441939 Long LON CORP US N 2 2031-12-19 Floating 8.1994 N N N N N N N/A N/A 000000000 1.000000 NC 4.170000 0.000007 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 24175.680000 USD 1121270.460000 TRY 2026-05-06 4.170000 N N N N/A N/A 000000000 1.000000 NC -122.920000 -0.0002073 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 660574.080000 TRY 14492.630000 USD 2026-04-16 -122.920000 N N N RELIANCE INDUSTRIES LIMITED 5493003UOETFYRONLG31 759470BB2 300000.000000 PA USD 270322.890000 0.455943 Long DBT CORP IN N 2 2032-01-12 Fixed 2.875 N N N N N N FORTUNE STAR (BVI) LIMITED 2549008CU8NYQQRSNU62 ACI3018R9 300000.000000 PA USD 283635.480000 0.478397 Long DBT CORP VG N 2 2029-09-09 Fixed 6.8 N N N N N N PAMPA ENERGIA SA 254900QNIK0CVURGML24 697660AF5 100000.000000 PA USD 103465.000000 0.17451 Long DBT CORP AR N 2 2034-12-16 Fixed 7.875 N N N N N N N/A N/A 000000000 1.000000 NC -4726.500000 -0.007972 N/A DFE N/A N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 4364560.900000 DOP 67000.000000 USD 2026-05-21 -4726.500000 N N N NIAGARA ENERGY SAC 254900V9UGCG42YQ6848 65345YAA0 300000.000000 PA USD 299393.280000 0.504975 Long DBT CORP PE N 2 2034-10-03 Fixed 5.746 N N N N N N N/A N/A 000000000 1.000000 NC -28.560000 -0.0000482 N/A DFE HU N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 4513977.000000 HUF 13533.000000 USD 2026-04-15 -28.560000 N N N N/A N/A 000000000 15260000.000000 NC USD 21943.880000 0.0370119 N/A DFE BM N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 Call Purchased BNP PARIBAS R0MUWSFPU8MPRO8K5P83 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 7184.290000 N N N N/A N/A 000000000 1.000000 NC -34.230000 -0.0000577 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 131668.190000 TRY 2879.000000 USD 2026-04-16 -34.230000 N N N FIBRA PROLOGIS N/A 31575KAB1 200000.000000 PA USD 190747.980000 0.321727 Long DBT CORP MX N 2 2038-01-14 Fixed 5.625 N N N N N N N/A N/A 000000000 1.000000 NC 1915.700000 0.0032311 N/A DFE KZ N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 20637.000000 USD 10818947.250000 KZT 2026-04-16 1915.700000 N N N CANADA SQUARE FUNDING 6 N/A ACI23B4N9 67524.200000 PA 89416.500000 0.150815 Long ABS-MBS CORP GB N 2 2059-01-17 Floating 4.59202 N N N N N N GC TREASURY CENTER CO LTD 549300LUFQBC2EQNAR40 36830AAD9 200000.000000 PA USD 194668.090000 0.328339 Long DBT CORP TH N 2 2035-03-10 Floating 7.125 N N N N N N N/A N/A 000000000 1.000000 NC -235.110000 -0.0003966 N/A DFE ZA N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 1401965.380000 ZAR 82506.000000 USD 2026-04-20 -235.110000 N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 ACI30C5Q0 8057.000000 PA USD 692.900000 0.0011687 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 3975.610000 0.0067055 N/A DFE GB N 2 BANCO SANTANDER S.A. 5493006QMFDDMYWIAM13 523000.000000 GBP 696190.930000 USD 2026-05-05 3975.610000 N N N N/A N/A 000000000 1.000000 NC -402.640000 -0.0006791 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 888888.220000 TRY 19343.000000 USD 2026-04-13 -402.640000 N N N N/A N/A 000000000 1.000000 NC 998.710000 0.0016845 N/A DFE JP N 2 STATE STREET CORPORATION 549300ZFEEJ2IP5VME73 47135589.000000 JPY 298000.000000 USD 2026-04-02 998.710000 N N N N/A N/A 000000000 1.000000 NC -17615.050000 -0.0297106 N/A DIR AU N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 AUD-BBR-BBSW-Bloomberg 6M N/A N/A Y 2030-03-19 15920.290000 AUD 0.000000 AUD 1100000.000000 AUD -33535.340000 N N N GLOBAL SPORTS GROUP (GSG BIDCO LIMITED) 984500F49D98F3GDZ668 ACI38RGT1 100000.000000 PA 114660.920000 0.193394 Long DBT CORP JE N 2 2031-06-15 Fixed 4.7 N N N N N N N/A N/A 000000000 1.000000 NC -863.840000 -0.001457 N/A DFE PH N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 17815572.000000 PHP 293000.000000 USD 2026-04-17 -863.840000 N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AJ8 350000.000000 PA USD 257967.680000 0.435104 Long DBT CORP CO N 2 2045-05-28 Fixed 5.875 N N N N N N N/A N/A 000000000 1.000000 NC 826.730000 0.0013944 N/A DFE PL N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 107040.620000 PLN 29661.000000 USD 2026-04-15 826.730000 N N N SASOL FINANCING USA LLC 549300XRB1PFMESFEL85 80386WAB1 400000.000000 PA USD 405186.000000 0.683412 Long DBT CORP US N 2 2028-09-27 Fixed 6.5 N N N N N N ANGOLA GOVT 549300QHR2R3J8JSGK83 035198AK6 200000.000000 PA USD 198106.020000 0.334138 Long DBT NUSS AO N 2 2033-03-31 Fixed 9.375 N N N N N N INDUSTRIAS PENOLES SAB DE CV 549300WA2HB7776CB324 P55409AC3 300000.000000 PA USD 242679.730000 0.409318 Long DBT CORP MX N 2 2050-08-06 Fixed 4.75 N N N N N N TELECOM ARGENTINA SA 549300MKPIRSJD8SB782 879273AW0 300000.000000 PA USD 298725.000000 0.503848 Long DBT CORP AR N 2 2036-01-20 Fixed 8.5 N N N N N N N/A N/A 000000000 1.000000 NC -4762.340000 -0.0080325 N/A DFE KZ N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 26267920.000000 KZT 49000.000000 USD 2026-06-04 -4762.340000 N N N N/A N/A 000000000 1.000000 NC 12.240000 0.0000206 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 13000.000000 USD 45454.030000 PEN 2026-06-17 12.240000 N N N N/A N/A 000000000 1.000000 NC 414.430000 0.000699 N/A DFE IN N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 1590092.400000 INR 17206.930000 USD 2026-04-07 414.430000 N N N N/A N/A 000000000 1.000000 NC -625.070000 -0.0010543 N/A DFE EG N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 4698.000000 USD 230202.000000 EGP 2026-05-04 -625.070000 N N N UNIGEL (STICHTING ADMINISTRATIEKANTOOR UNIGEL CREDITORS) N/A 000000000 1831.000000 NS USD 0.000000 0 Long EC CORP NL N 3 N N N N/A N/A 000000000 1.000000 NC 705.290000 0.0011896 N/A DFE CO N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 82810.000000 USD 314330198.000000 COP 2026-07-21 705.290000 N N N N/A N/A 000000000 1.000000 NC 5802.470000 0.0097868 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 205692.280000 USD 9449811.880000 TRY 2026-04-07 5802.470000 N N N N/A N/A 000000000 1.000000 NC -92.430000 -0.0001559 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 61000.000000 EUR 70414.430000 USD 2026-04-02 -92.430000 N N N SAMMAAN CAPITAL LIMITED 335800A2A3G53ZQZTQ21 ACI2NJGP2 200000.000000 PA USD 204375.000000 0.344711 Long DBT CORP IN N 2 2027-07-03 Fixed 9.7 N N N N N N N/A N/A 000000000 13.000000 NC USD -18957.150000 -0.0319743 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2026-06-30 2697246.080000 USD -18957.150000 N N N EGYPTIAN GOVT 529900GFIVH4086NMH82 ACI3187G8 50000.000000 PA 803.970000 0.001356 Long DBT NUSS EG N 2 2026-10-20 None 0 N N N N N N N/A N/A 000000000 1.000000 NC -294.510000 -0.0004967 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 681346.820000 TRY 14506.000000 USD 2026-04-30 -294.510000 N N N BANCO MERCANTIL DEL NORTE SA/ GRAND CAYMAN BRANCH 549300QTVYRPFHS0J362 05973KAA5 200000.000000 PA USD 197686.700000 0.333431 Long DBT CORP MX N 2 2027-01-24 Floating 5.875 N N N N N N SAN MIGUEL GLOBAL POWER HOLDINGS CORP 549300HBCE80QXKII590 ACI2R22H8 200000.000000 PA USD 197492.680000 0.333103 Long DBT CORP PH N 2 2029-06-12 Floating 8.75 N N N N N N N/A N/A 000000000 1.000000 NC -4125.000000 -0.0069575 N/A DFE CO N 2 UBS AG BFM8T61CT2L1QCEMIK50 1327939470.000000 COP 357165.000000 USD 2026-04-08 -4125.000000 N N N N/A N/A 000000000 1.000000 NC -1572.090000 -0.0026516 N/A DFE EG N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 11220.000000 USD 566610.000000 EGP 2026-08-03 -1572.090000 N N N N/A N/A 000000000 1.000000 NC 883.480000 0.0014901 N/A DFE PL N 2 UBS AG BFM8T61CT2L1QCEMIK50 131833.620000 PLN 36396.410000 USD 2026-04-15 883.480000 N N N N/A N/A 000000000 1.000000 NC 11437.390000 0.019291 N/A DFE IN N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 49481775.000000 INR 534000.000000 USD 2026-04-07 11437.390000 N N N PROSUS NV 635400Z5LQ5F9OLVT688 74365PAJ7 300000.000000 PA USD 228780.570000 0.385875 Long DBT CORP NL N 2 2052-01-19 Fixed 4.987 N N N N N N ICBC STANDARD BANK PLC F01VVKN4DRF2NWKGQ283 85312EER0 2883000000.000000 PA 236423.680000 0.398767 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 -2576.240000 -0.0043452 N/A DFE IN N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 308552.180000 USD 28973049.700000 INR 2026-04-07 -2576.240000 N N N SAN MIGUEL GLOBAL POWER HOLDINGS CORP 549300HBCE80QXKII590 ACI3818H3 300000.000000 PA USD 294708.550000 0.497074 Long DBT CORP PH N 2 2030-10-20 Floating 8.375 N N N N N N N/A N/A 000000000 1.000000 NC -307.090000 -0.000518 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 675191.280000 TRY 14514.000000 USD 2026-04-22 -307.090000 N N N MOMENTIVE PERFORMANCE MATERIALS INC H2OFQI2FJX0T8IHKL414 ACI3176N6 500000.000000 PA USD 496616.440000 0.837624 Long DBT CORP US N 2 2028-10-22 Fixed 4.125 N N N N N N YPF SA 5493003N7447U18U5U53 984245BB5 200000.000000 PA USD 204228.040000 0.344463 Long DBT CORP AR N 2 2034-01-17 Fixed 8.25 N N N N N N N/A N/A 000000000 1.000000 NC -740.100000 -0.0012483 N/A DFE TH N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 14236.370000 USD 444495.060000 THB 2026-04-20 -740.100000 N N N N/A N/A 000000000 1.000000 NC 11576.390000 0.0195254 N/A DFE IN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 57215992.210000 INR 610378.790000 USD 2026-08-18 11576.390000 N N N N/A N/A 000000000 1.000000 NC -78.390000 -0.0001322 N/A DFE KZ N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 3219581.850000 KZT 6622.610000 USD 2026-04-20 -78.390000 N N N N/A N/A 000000000 1.000000 NC 174.270000 0.0002939 N/A DFE SG N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 34682.710000 SGD 27211.940000 USD 2026-05-04 174.270000 N N N N/A N/A 000000000 1.000000 NC -2303.580000 -0.0038854 N/A DFE N/A N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 1275357.690000 EUR 1474064.790000 USD 2026-05-04 -2303.580000 N N N N/A N/A 000000000 1.000000 NC 2300.440000 0.0038801 N/A DFE EG N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 1818363.750000 EGP 32675.000000 USD 2026-09-21 2300.440000 N N N N/A N/A 000000000 1.000000 NC -121.200000 -0.0002044 N/A DFE N/A N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1411477.800000 DOP 23000.000000 USD 2026-06-18 -121.200000 N N N N/A N/A 000000000 1.000000 NC 8.710000 0.0000147 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 1928.810000 USD 88033.590000 TRY 2026-04-20 8.710000 N N N N/A N/A 000000000 1.000000 NC -203.810000 -0.0003438 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 450355.840000 TRY 9656.000000 USD 2026-04-24 -203.810000 N N N QNB FINANSBANK AS (AKA FINANSBANK AS) 789000Q21SW842S9IJ58 ACI387SN5 300000.000000 PA USD 286319.560000 0.482924 Long DBT CORP TR N 2 2031-02-11 Fixed 5.875 N N N N N N AZUL SECURED FINANCE LLP N/A 05501WAJ1 200000.000000 PA USD 183125.000000 0.30887 Long DBT CORP US N 2 2031-02-15 Fixed 9.875 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAL9 200000.000000 PA USD 193115.820000 0.325721 Long DBT CORP KY N 2 2030-06-18 Variable 4.375 N N N N N N ANTOFAGASTA PLC 213800MY6QVH4FVLD628 03718NAD8 200000.000000 PA USD 197839.650000 0.333689 Long DBT CORP GB N 2 2035-09-09 Fixed 5.625 N N N N N N N/A N/A 000000000 1.000000 NC -7506.620000 -0.0126611 N/A DFE IN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 610378.790000 USD 56655359.290000 INR 2026-04-24 -7506.620000 N N N NIGERIA GOVT 549300GSBZD84TNEQ285 958ZIBII4 312270000.000000 PA 215029.140000 0.362681 Long DBT NUSS NG N 2 2026-06-29 None 0 N N N N N N N/A N/A 000000000 1.000000 NC -379.290000 -0.0006397 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 899662.230000 TRY 19843.010000 USD 2026-04-03 -379.290000 N N N EMPRESA ELECTRICA COCHRANE SPA 5493000S11JF8TJHYT07 29246XAB6 23200.000000 PA USD 23217.210000 0.0391596 Long DBT CORP CL N 2 2027-05-14 Fixed 5.5 N N N N N N UNIGEL LUXEMBOURG SA 213800Y16R77O7LH7X62 904752AD4 484494.000000 PA USD 14534.820000 0.0245153 Long DBT CORP LU N 2 2028-12-31 Fixed 11 Y Y Y N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 ACI30FSQ8 238087.000000 PA USD 5356.960000 0.0090354 Long DBT CORP KY N 2 2031-12-28 Fixed 7 N N Y N N N HANWHA Q CELLS AMERICAS HOLDINGS CORP 988400471QDZGCLXRM35 U3822UAA8 200000.000000 PA USD 203133.530000 0.342618 Long DBT CORP US N 2 2028-07-27 Fixed 5 N N N N N N CZECHOSLOVAK GROUP AS 315700SWFD7G70AVG768 ACI2Y9LD3 200000.000000 PA USD 204630.120000 0.345142 Long DBT CORP CZ N 2 2031-01-10 Fixed 6.5 N N N N N N VENEZUELAN GOVT 529900XM8PJTJK5OJI77 P17625AB3 80000.000000 PA USD 36800.000000 0.0620691 Long DBT NUSS VE N 2 2028-05-07 Fixed 9.25 Y Y N N N N N/A N/A 000000000 1.000000 NC USD 8006.530000 0.0135043 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2030-06-18 9566.240000 USD 0.000000 USD 400000.000000 USD -1559.710000 N N N N/A N/A 000000000 1.000000 NC -760.100000 -0.001282 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 1792330.020000 TRY 38687.000000 USD 2026-04-20 -760.100000 N N N GRUPO NUTRESA SA 254900KKAX7B7RJUE255 40055CAB9 500000.000000 PA USD 557050.000000 0.939555 Long DBT CORP CO N 2 2035-05-12 Fixed 9 N N N N N N N/A N/A 000000000 1.000000 NC -35.590000 -0.00006 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 131380.290000 TRY 2879.000000 USD 2026-04-14 -35.590000 N N N N/A N/A 000000000 1.000000 NC USD 375.250000 0.0006329 N/A DCR US N 2 MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 ARGENTINA GOVT REPUBLIC OF ARGENTINA Y Single Leg Swap 2026-06-20 628.330000 USD 0.000000 USD 50000.000000 USD -253.080000 N N N N/A N/A 000000000 1.000000 NC -272.040000 -0.0004588 N/A DFE N/A N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 259576.000000 DOP 4000.000000 USD 2026-05-08 -272.040000 N N N THE BIDVEST GROUP (UK) PLC 984500A80C777F496830 088932AA6 200000.000000 PA USD 199950.770000 0.337249 Long DBT CORP GB N 2 2032-09-17 Fixed 6.2 N N N N N N N/A N/A 000000000 1.000000 NC -648.730000 -0.0010942 N/A DFE CO N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 410968575.840000 COP 111162.720000 USD 2026-04-08 -648.730000 N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 ACI30FTR5 93139.000000 PA USD 139.710000 0.0002356 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 USD 47880.090000 0.0807575 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2055-06-18 33949.500000 USD 0.000000 USD 300000.000000 USD 13930.590000 N N N N/A N/A 000000000 1.000000 NC 152.600000 0.0002574 N/A DFE PH N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 450378.410000 PHP 7581.490000 USD 2026-04-17 152.600000 N N N N/A N/A 000000000 -15260000.000000 NC USD -6180.300000 -0.0104241 N/A DFE US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 Call Written BNP PARIBAS R0MUWSFPU8MPRO8K5P83 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 2933.090000 N N N SABESP (NOVA SECURITISATION SARL) 636700QG9R13IDZO4Y16 66984FAA5 200000.000000 PA USD 193746.120000 0.326784 Long DBT CORP LU N 2 2031-02-03 Fixed 5.75 N N N N N N N/A N/A 000000000 1.000000 NC 7390.330000 0.012465 N/A DFE IN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 53101288.310000 INR 572443.480000 USD 2026-04-24 7390.330000 N N N N/A N/A 000000000 1.000000 NC -2205.890000 -0.0037206 N/A DFE EG N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 17077.000000 USD 868536.220000 EGP 2026-07-20 -2205.890000 N N N N/A N/A 000000000 1.000000 NC 344.140000 0.0005804 N/A DFE IN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 799554.210000 INR 8788.000000 USD 2026-04-07 344.140000 N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 ACI30FV35 93139.000000 PA USD 111.770000 0.0001885 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 AZULE ENERGY FINANCE PLC 2138006X6O82RJSQDB63 ACI3830W4 200000.000000 PA USD 202200.020000 0.341043 Long DBT CORP GB N 2 2031-01-22 Fixed 8.25 N N N N N N AES ANDES SA 549300IF4IFG0FS0RM26 00111VAA5 200000.000000 PA USD 204757.960000 0.345357 Long DBT CORP CL N 2 2029-03-15 Fixed 6.3 N N N N N N ALPHA STAR HOLDING IX LIMITED 254900IL2SBV9ANGBE89 ACI2V0LL7 500000.000000 PA USD 476778.750000 0.804164 Long DBT CORP AE N 2 2028-08-26 Fixed 7 N N N N N N N/A N/A 000000000 1.000000 NC 24445.000000 0.0412304 N/A DFE N/A N 2 CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 1VUV7VQFKUOQSJ21A208 980357.690000 EUR 1157591.650000 USD 2026-04-02 24445.000000 N N N CSN INOVA VENTURES 222100R8R68DM7VM3661 G2583XAB7 200000.000000 PA USD 146975.990000 0.247899 Long DBT CORP KY N 2 2028-01-28 Fixed 6.75 N N N N N N RENEW WIND ENERGY AP2 / RENEW POWER PVT LTD OTHER 9 SUBSIDIARIES N/A Y7280PAA1 250000.000000 PA USD 236021.950000 0.398089 Long DBT CORP IN N 2 2028-07-14 Fixed 4.5 N N N N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 ACI30CR45 78317.000000 PA USD 1957.930000 0.0033024 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 -382.930000 -0.0006459 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 56000.000000 EUR 64344.680000 USD 2026-04-02 -382.930000 N N N N/A N/A 000000000 1.000000 NC 3675.100000 0.0061986 N/A DFE CO N 2 UBS AG BFM8T61CT2L1QCEMIK50 357165.000000 USD 1347529970.250000 COP 2026-06-17 3675.100000 N N N BANK MIZRAHI TEFAHOT LTD YZO9YEGEO4VYDZMDWF93 ACI387RP1 200000.000000 PA USD 197783.880000 0.333594 Long DBT CORP IL N 2 2031-01-28 Fixed 5.049 N N N N N N EMAAR SUKUK LIMITED 549300NZHOOO6634T541 ACI0PQ4Q9 450000.000000 PA USD 445903.650000 0.752088 Long DBT CORP KY N 2 2026-09-15 Fixed 3.635 N N N N N N N/A N/A 000000000 1.000000 NC 908.630000 0.0015326 N/A DFE MX N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 7758461.890000 MXN 433278.710000 USD 2026-04-20 908.630000 N N N CIMA FINANCE DESIGNATED ACTIVITY COMPANY 213800AALTMFR1SJLJ51 ACI1SB354 126638.960000 PA USD 118495.060000 0.199861 Long DBT CORP IE N 2 2029-09-05 Fixed 2.95 N N N N N N N/A N/A 000000000 2.000000 NC USD -2027.260000 -0.0034193 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2026-06-18 232531.250000 USD -2027.260000 N N N OTP BANK PLC (AKA: OTP BANK NYRT) 529900W3MOO00A18X956 ACI2CYC83 200000.000000 PA USD 208639.430000 0.351904 Long DBT CORP HU N 2 2033-05-15 Floating 8.75 N N N N N N WYNN MACAU LIMITED 254900NMDQ8ENTHU1I31 98313RAL0 250000.000000 PA USD 244205.890000 0.411893 Long DBT CORP KY N 2 2034-02-15 Fixed 6.75 N N N N N N PANAMA GOVT 549300SHS4T08CL0LP14 BA000GRH5 200000.000000 PA 231417.280000 0.390323 Long LON CORP IE N 3 2027-03-05 Floating 3.886 N N N N N N NIGERIA GOVT 549300GSBZD84TNEQ285 990ACHTT6 176700000.000000 PA 111397.300000 0.187889 Long DBT NUSS NG N 2 2027-01-14 None 0 N N N N N N INVEPAR HOLDINGS LLC/INVEPAR HOLDINGS 2 LLC/ INVEPAR HOLDINGS 3 LLC N/A 935RLYII6 157856.100000 PA USD 0.000000 0 Long DBT CORP US Y 3 2049-12-31 None 0 N N N N N N N/A N/A 000000000 1.000000 NC 339.520000 0.0005727 N/A DFE IN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 799139.200000 INR 8779.000000 USD 2026-04-07 339.520000 N N N 2026-05-26 PIMCO Funds /s/ Bijal Parikh Bijal Parikh Treasurer