NPORT-P false 0000918706 XXXXXXXX S000005247 C000014299 Global Macro Portfolio 811-08342 0000918706 XY6HWOQF1NBIQHYB7D92 One Post Office Square BOSTON 02109 617-482-8260 Global Macro Portfolio S000005247 XY6HWOQF1NBIQHYB7D92 2026-10-31 2026-07-31 N 4621451432.32 444161571.80 4177289860.52 0.00000000 21244388.75000000 14316760.06000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 19289596.16000000 0.00000000 0.00000000 383681485.53000000 AMD BRL CNY COP EGP EUR HUF INR KRW KZT MXN MYR NGN NZD PEN PLN TRY TWD USD UZS ZAR N Argentina Republic Government International Bonds 549300KPBYGYF7HCHO27 040114HT0 11284000.00000000 PA USD 8948212.00000000 0.214210942950 Long DBT NUSS AR N 2 2035-07-09 Variable 4.12500000 N N N N N N Argentina Republic Government International Bonds 549300KPBYGYF7HCHO27 040114HU7 2977936.00000000 PA USD 2461264.10000000 0.058920117640 Long DBT NUSS AR N 2 2038-01-09 Fixed 5.00000000 N N N N N N Argentina Republic Government International Bonds 549300KPBYGYF7HCHO27 040114HV5 11485000.00000000 PA USD 8516127.50000000 0.203867286790 Long DBT NUSS AR N 2 2041-07-09 Variable 3.50000000 N N N N N N BONO GAR PROV DEL CHUBUT 529900V5CYYSD8ADKQ03 17127LAB1 11927000.00000000 PA USD 12722769.44000000 0.304569945223 Long DBT NUSS AR N 2 2036-04-29 Fixed 9.45000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 133033.71000000 0.003184689462 N/A DFE UZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 396745.09000000 USD 6387596000.00000000 UZS 2026-10-05 133033.71000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 73203.96000000 0.001752427110 N/A DFE UZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 218553.59000000 USD 3518712735.00000000 UZS 2026-10-07 73203.96000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 48943.98000000 0.001171668273 N/A DFE UZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 118169.56000000 USD 2119371000.00000000 UZS 2027-10-25 48943.98000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 50650.56000000 0.001212522034 N/A DFE UZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 124351.88000000 USD 2223163000.00000000 UZS 2027-11-08 50650.56000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 52577.85000000 0.001258659364 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 91126520.00000000 JPY 632591.81000000 USD 2027-01-07 52577.85000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 105623.15000000 0.002528508998 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 1508004.00000000 KWD 4993350.72000000 USD 2027-03-03 105623.15000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC N/A -287799.90000000 -0.00688963202 N/A DFE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 96665570.00000000 PLN 22163377.28000000 EUR 2026-09-02 -287799.90000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC N/A -357988.60000000 -0.00856987692 N/A DFE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 99361390.00000000 PLN 22725719.32000000 EUR 2026-09-04 -357988.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC N/A -498524.58000000 -0.01193416297 N/A DFE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 197921277.00000000 PLN 45446906.31000000 EUR 2026-09-08 -498524.58000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC N/A -355386.86000000 -0.00850759396 N/A DFE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 145197458.00000000 PLN 33348061.09000000 EUR 2026-09-09 -355386.86000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 23933.09000000 0.000572933428 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 3430934000.00000000 UGX 929792.41000000 USD 2026-10-20 23933.09000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 1312597.45000000 0.031422225745 N/A DFE KZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 5142323.37000000 USD 3140674000.00000000 KZT 2026-10-15 1312597.45000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 18219.47000000 0.000436155273 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 3454179000.00000000 UGX 929792.46000000 USD 2026-10-23 18219.47000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 16709.83000000 0.000400016052 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 3458828000.00000000 UGX 929792.47000000 USD 2026-10-21 16709.83000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 1273074.58000000 0.030476089103 N/A DFE KZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 5102497.13000000 USD 3109972000.00000000 KZT 2026-10-23 1273074.58000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -2468.26000000 -0.00005908759 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 2044528.09000000 OMR 5308408.15000000 USD 2026-10-29 -2468.26000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -1869.22000000 -0.00004474719 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 1548324.82000000 OMR 4020067.09000000 USD 2026-10-29 -1869.22000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -2056.14000000 -0.00004922186 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 1703157.30000000 OMR 4422073.79000000 USD 2026-10-29 -2056.14000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -2243.06000000 -0.00005369653 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 1857989.79000000 OMR 4824080.52000000 USD 2026-10-29 -2243.06000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 1877281.51000000 0.044940178265 N/A DFE KZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 7857843.33000000 USD 4754781000.00000000 KZT 2026-10-27 1877281.51000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 23764.33000000 0.000568893488 N/A DFE MN N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 459752.64000000 USD 1760852600.00000000 MNT 2026-09-28 23764.33000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 24732.78000000 0.000592077179 N/A DFE MN N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 472837.11000000 USD 1814276000.00000000 MNT 2026-10-05 24732.78000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 34639.77000000 0.000829240276 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 6926954000.00000000 UGX 1859584.97000000 USD 2026-11-03 34639.77000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 536694.95000000 0.012847922167 N/A DFE KZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 2587481.57000000 USD 1529284407.00000000 KZT 2026-11-03 536694.95000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 8932.70000000 0.000213839601 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 1731738000.00000000 UGX 464896.11000000 USD 2026-11-06 8932.70000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 546068.17000000 0.013072307362 N/A DFE KZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 2587482.02000000 USD 1489572000.00000000 KZT 2026-08-10 546068.17000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 15738.16000000 0.000376755277 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 3474635000.00000000 UGX 929792.61000000 USD 2026-11-10 15738.16000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 16227.35000000 0.000388465980 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 3472775000.00000000 UGX 929792.50000000 USD 2026-11-10 16227.35000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 127704.21000000 0.003057106742 N/A DFE ZM N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 451256.70000000 USD 10952000.00000000 ZMW 2026-11-06 127704.21000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 548126.05000000 0.013121570882 N/A DFE KZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 2588390.28000000 USD 1489308000.00000000 KZT 2026-08-07 548126.05000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 11742.11000000 0.000281093972 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 3491371000.00000000 UGX 929792.54000000 USD 2026-11-12 11742.11000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -749.26000000 -0.00001793650 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 1771255000.00000000 UGX 464896.33000000 USD 2026-11-13 -749.26000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -22864.94000000 -0.00054736302 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 3626190000.00000000 UGX 929792.31000000 USD 2026-11-16 -22864.94000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 640238.53000000 0.015326648410 N/A DFE TR N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 10254748.21000000 USD 566724126.00000000 TRY 2026-11-19 640238.53000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -33902.36000000 -0.00081158744 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 94257000.00000000 UAH 2005468.09000000 USD 2026-12-07 -33902.36000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -37546.08000000 -0.00089881433 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 47501000.00000000 UAH 989604.17000000 USD 2026-12-09 -37546.08000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 111684.00000000 0.002673599480 N/A DFE NG N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 1012652.34000000 USD 1625307000.00000000 NGN 2027-01-21 111684.00000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -253263.30000000 -0.00606286153 N/A DFE XX N 2 Bank of America NA B4TYDEB6GKMZO031MB27 9636208.00000000 USD 8080000.00000000 EUR 2027-01-26 -253263.30000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -205337.14000000 -0.00491555881 N/A DFE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 7800258.00000000 USD 6540000.00000000 EUR 2027-01-27 -205337.14000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 98806.25000000 0.002365319460 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 1842629.62000000 EUR 2238482.85000000 USD 2027-01-25 98806.25000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -9298.43000000 -0.00022259479 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 23700000.00000000 UAH 503184.70000000 USD 2026-12-09 -9298.43000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -27183.67000000 -0.00065074895 N/A DFE UG N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 1072562.39000000 USD 3973843666.00000000 UGX 2026-11-10 -27183.67000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 793737.18000000 0.019001247375 N/A DFE KZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 7696715.05000000 USD 4030000000.00000000 KZT 2026-08-06 793737.18000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 53496.71000000 0.001280655922 N/A DFE KE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 2186597.33000000 USD 294316000.00000000 KES 2027-02-03 53496.71000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 320365.89000000 0.007669228152 N/A DFE KZ N 2 Bank of America NA B4TYDEB6GKMZO031MB27 2754932.72000000 USD 1504882000.00000000 KZT 2026-11-02 320365.89000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 14532.50000000 0.000347893023 N/A DFE KE N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 874641.51000000 USD 115890000.00000000 KES 2026-11-12 14532.50000000 N N N ICBC Standard Bank PLC F01VVKN4DRF2NWKGQ283 000000000 1.00000000 NC 1121340.45000000 0.026843730922 N/A DFE KZ N 2 ICBC Standard Bank PLC F01VVKN4DRF2NWKGQ283 9510584.83000000 USD 5042669000.00000000 KZT 2026-08-03 1121340.45000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 16637.87000000 0.000398293404 N/A DFE KE N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 874636.87000000 USD 117420000.00000000 KES 2027-02-18 16637.87000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC N/A -806260.37000000 -0.01930103959 N/A DFE PL N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 46576835.75000000 EUR 197921277.00000000 PLN 2026-09-08 -806260.37000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC N/A -398012.23000000 -0.00952800124 N/A DFE PL N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 22757423.52000000 EUR 96665570.00000000 PLN 2026-09-02 -398012.23000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC N/A -405336.79000000 -0.00970334363 N/A DFE PL N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 23386854.49000000 EUR 99361390.00000000 PLN 2026-09-04 -405336.79000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC N/A -596264.37000000 -0.01427395248 N/A DFE PL N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 34172148.27000000 EUR 145197458.00000000 PLN 2026-09-09 -596264.37000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 397912.37000000 0.009525610701 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 10831996.00000000 KWD 35456615.38000000 USD 2026-11-23 397912.37000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 14011.27000000 0.000335415316 N/A DFE KE N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 874634.33000000 USD 117201000.00000000 KES 2027-02-24 14011.27000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -53827.37000000 -0.00128857158 N/A DFE UG N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 1845557.39000000 USD 6800879000.00000000 UGX 2026-11-03 -53827.37000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 15377.37000000 0.000368118337 N/A DFE KE N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 895040.67000000 USD 120203000.00000000 KES 2027-03-02 15377.37000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -568463.56000000 -0.01360842984 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 566724126.00000000 TRY 10326523.18000000 USD 2026-11-19 -568463.56000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 389543.85000000 0.009325276985 N/A DFE KZ N 2 Bank of America NA B4TYDEB6GKMZO031MB27 3455482.21000000 USD 1844881952.00000000 KZT 2026-09-04 389543.85000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 384862.70000000 0.009213215095 N/A DFE KZ N 2 Bank of America NA B4TYDEB6GKMZO031MB27 3455482.21000000 USD 1842635889.00000000 KZT 2026-09-04 384862.70000000 N N N Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC 2809916.07000000 0.067266485300 N/A DFE US N 2 Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 795536600000.00000000 IDR 46752268.45000000 USD 2026-09-17 2809916.07000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 2610057.04000000 0.062482066774 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 738953000000.00000000 IDR 43426951.10000000 USD 2026-09-17 2610057.04000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 375877.23000000 0.008998112234 N/A DFE KZ N 2 Bank of America NA B4TYDEB6GKMZO031MB27 3445301.86000000 USD 1836001363.00000000 KZT 2026-09-08 375877.23000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 20823.27000000 0.000498487552 N/A DFE KE N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 895045.98000000 USD 121054000.00000000 KES 2027-03-08 20823.27000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 104052.36000000 0.002490905909 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 8080000.00000000 EUR 9486997.06000000 USD 2027-01-26 104052.36000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -158476.43000000 -0.00379376187 N/A DFE XX N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 14449123.91000000 USD 12306204.00000000 EUR 2027-01-26 -158476.43000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 144529.81000000 0.003459894209 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 12306204.00000000 EUR 14435177.29000000 USD 2027-01-26 144529.81000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 2478.23000000 0.000059326263 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 165888000.00000000 AED 45187299.79000000 USD 2027-03-15 2478.23000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 80329.52000000 0.001923005649 N/A DFE UZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 1396090.10000000 USD 18253878000.00000000 UZS 2027-03-11 80329.52000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 162917.43000000 0.003900074819 N/A DFE UZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 2792180.21000000 USD 36535678000.00000000 UZS 2027-03-11 162917.43000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 202133.54000000 0.004838867944 N/A DFE KZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 2355540.69000000 USD 1302614000.00000000 KZT 2027-03-11 202133.54000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 1625.67000000 0.000038916858 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 98986000.00000000 AED 26963580.40000000 USD 2027-03-15 1625.67000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 64513.28000000 0.001544381217 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 6540000.00000000 EUR 7659434.14000000 USD 2027-01-27 64513.28000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 255622.92000000 0.006119348394 N/A DFE KZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 2890420.54000000 USD 1560104484.00000000 KZT 2026-12-14 255622.92000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 215077.49000000 0.005148732723 N/A DFE KZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 2524043.76000000 USD 1358314149.00000000 KZT 2026-12-14 215077.49000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 259281.59000000 0.006206933170 N/A DFE KZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 3000200.93000000 USD 1616358251.00000000 KZT 2026-12-14 259281.59000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 82933.85000000 0.001985350616 N/A DFE UZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 1396090.08000000 USD 18288780000.00000000 UZS 2027-03-12 82933.85000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 80111.28000000 0.001917781209 N/A DFE UZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 1396090.10000000 USD 18253878000.00000000 UZS 2027-03-12 80111.28000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 204721.90000000 0.004900830606 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 230790000.00000000 HKD 29813977.52000000 USD 2027-03-16 204721.90000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -18303.30000000 -0.00043816207 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 165964000.00000000 AED 45187323.02000000 USD 2027-03-16 -18303.30000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 90477.18000000 0.002165930137 N/A DFE NG N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 2682647.37000000 USD 4077624000.00000000 NGN 2027-03-15 90477.18000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 440205.29000000 0.010538059476 N/A DFE KZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 5130261.07000000 USD 2682100486.00000000 KZT 2026-09-14 440205.29000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 539169.68000000 0.012907164645 N/A DFE KZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 6000401.86000000 USD 3148710876.00000000 KZT 2026-09-14 539169.68000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 79044.09000000 0.001892233784 N/A DFE NG N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 2119905.61000000 USD 3145234000.00000000 NGN 2026-12-16 79044.09000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 31295.91000000 0.000749191725 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 35000000.00000000 HKD 4521732.48000000 USD 2027-03-17 31295.91000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 204609.96000000 0.004898150878 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 231000000.00000000 HKD 29841491.30000000 USD 2027-03-17 204609.96000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 79372.72000000 0.001900100846 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 89610000.00000000 HKD 11576173.31000000 USD 2027-03-17 79372.72000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 507222.76000000 0.012142388412 N/A DFE KZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 6000401.86000000 USD 3135509992.00000000 KZT 2026-09-16 507222.76000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 248318.60000000 0.005944490525 N/A DFE KZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 3000200.93000000 USD 1565204825.00000000 KZT 2026-09-16 248318.60000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -9203.53000000 -0.00022032299 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 82982000.00000000 AED 22593661.51000000 USD 2027-03-17 -9203.53000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 108989.80000000 0.002609103118 N/A DFE UZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 2042182.52000000 USD 26619849175.00000000 UZS 2027-03-17 108989.80000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 53669.75000000 0.001284798321 N/A DFE UZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 1021091.26000000 USD 13299713675.00000000 UZS 2027-03-17 53669.75000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 307187.17000000 0.007353743222 N/A DFE KZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 4339357.41000000 USD 2306368463.00000000 KZT 2026-12-17 307187.17000000 N N N HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC -6614.89000000 -0.00015835362 N/A DFE US N 2 HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 99586500.00000000 AED 27119029.46000000 USD 2027-03-17 -6614.89000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 112797.26000000 0.002700249773 N/A DFE UZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 2042182.52000000 USD 26670903738.00000000 UZS 2027-03-18 112797.26000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 56398.63000000 0.001350124886 N/A DFE UZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 1021091.26000000 USD 13335451869.00000000 UZS 2027-03-18 56398.63000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 49233.18000000 0.001178591422 N/A DFE UZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 891361.56000000 USD 11641182000.00000000 UZS 2027-03-18 49233.18000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 24616.59000000 0.000589295711 N/A DFE UZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 445680.78000000 USD 5820591000.00000000 UZS 2027-03-18 24616.59000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 83121.89000000 0.001989852099 N/A DFE UZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 1406052.22000000 USD 18433344596.00000000 UZS 2027-03-19 83121.89000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 9019.08000000 0.000215907449 N/A DFE UZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 171592.25000000 USD 2234989000.00000000 UZS 2027-03-17 9019.08000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 40312.45000000 0.000965038370 N/A DFE UZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 755349.44000000 USD 9845980000.00000000 UZS 2027-03-17 40312.45000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 10831.93000000 0.000259305204 N/A DFE UZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 206082.46000000 USD 2684224000.00000000 UZS 2027-03-17 10831.93000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -13081.60000000 -0.00031315997 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 99584000.00000000 AED 27112442.15000000 USD 2027-03-26 -13081.60000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 54879.93000000 0.001313768779 N/A DFE UZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 866421.20000000 USD 11412500000.00000000 UZS 2027-03-24 54879.93000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -9527.43000000 -0.00022807682 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 98427398.00000000 AED 26801197.55000000 USD 2027-03-30 -9527.43000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -26076.50000000 -0.00062424444 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 98487700.00000000 AED 26801197.36000000 USD 2027-04-01 -26076.50000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -51197.82000000 -0.00122562287 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 121054000.00000000 KES 864671.43000000 USD 2027-03-08 -51197.82000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -86076.54000000 -0.00206058336 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 74883641.00000000 SAR 19826063.50000000 USD 2027-04-01 -86076.54000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -88712.49000000 -0.00212368528 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 74893554.00000000 SAR 19826063.50000000 USD 2027-04-01 -88712.49000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -182379.71000000 -0.00436598167 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 149806933.00000000 SAR 39652443.89000000 USD 2027-04-01 -182379.71000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -23156.32000000 -0.00055433835 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 98476980.00000000 AED 26801197.49000000 USD 2027-04-01 -23156.32000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -95407.41000000 -0.00228395474 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 74919328.00000000 SAR 19826222.08000000 USD 2027-04-01 -95407.41000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -95407.41000000 -0.00228395474 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 74919328.00000000 SAR 19826222.08000000 USD 2027-04-01 -95407.41000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -108972.68000000 -0.00260869328 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 43229000.00000000 EGP 721084.24000000 USD 2026-09-15 -108972.68000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -199802.94000000 -0.00478307579 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 7384389.00000000 BHD 19333237.14000000 USD 2027-04-01 -199802.94000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -52423.11000000 -0.00125495504 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 115890000.00000000 KES 836750.90000000 USD 2026-11-12 -52423.11000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -26868.12000000 -0.00064319501 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 98490380.00000000 AED 26801197.33000000 USD 2027-04-02 -26868.12000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -93314.00000000 -0.00223384067 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 74913380.00000000 SAR 19826222.05000000 USD 2027-04-05 -93314.00000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -1643725.48000000 -0.03934908840 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 150432000.00000000 BRL 27637699.80000000 USD 2026-10-01 -1643725.48000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -1743895.37000000 -0.04174705199 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 150431710.00000000 BRL 27537473.46000000 USD 2026-10-01 -1743895.37000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -93216.57000000 -0.00223150830 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 74913380.00000000 SAR 19826063.58000000 USD 2027-04-07 -93216.57000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -95852.41000000 -0.00229460758 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 74923293.00000000 SAR 19826063.58000000 USD 2027-04-07 -95852.41000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -54880.67000000 -0.00131378649 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 120203000.00000000 KES 855537.37000000 USD 2027-03-02 -54880.67000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -3248.78000000 -0.00007777243 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 12127042.00000000 AED 3300099.87000000 USD 2027-04-06 -3248.78000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -64003.70000000 -0.00153218239 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 123324000.00000000 KES 874638.30000000 USD 2027-02-03 -64003.70000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -891878.35000000 -0.02135064550 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 82336290.00000000 BRL 15134791.00000000 USD 2026-10-01 -891878.35000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -82122.43000000 -0.00196592606 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 60236027.00000000 SAR 15934486.31000000 USD 2027-04-07 -82122.43000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -100597.15000000 -0.00240819175 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 74941136.00000000 SAR 19826063.25000000 USD 2027-04-07 -100597.15000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -89120.38000000 -0.00213344974 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 3688811.00000000 BHD 9666695.49000000 USD 2027-04-12 -89120.38000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -31606.75000000 -0.00075663291 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 117201000.00000000 KES 857038.85000000 USD 2027-02-24 -31606.75000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -34747.59000000 -0.00083182137 N/A DFE RU N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 2023779.80000000 USD 162125000.00000000 RUB 2026-10-14 -34747.59000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -10494.67000000 -0.00025123154 N/A DFE TW N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 973330.41000000 USD 31058000.00000000 TWD 2026-10-08 -10494.67000000 N N N ICBC Standard Bank PLC F01VVKN4DRF2NWKGQ283 000000000 1.00000000 NC -7706.01000000 -0.00018447391 N/A DFE RU N 2 ICBC Standard Bank PLC F01VVKN4DRF2NWKGQ283 5278413.08000000 USD 454199000.00000000 RUB 2027-04-13 -7706.01000000 N N N ICBC Standard Bank PLC F01VVKN4DRF2NWKGQ283 000000000 1.00000000 NC -39331.42000000 -0.00094155352 N/A DFE RU N 2 ICBC Standard Bank PLC F01VVKN4DRF2NWKGQ283 2639207.19000000 USD 218112000.00000000 RUB 2027-01-13 -39331.42000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -11692.19000000 -0.00027989893 N/A DFE TW N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 975116.96000000 USD 31077000.00000000 TWD 2026-10-08 -11692.19000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -18742.59000000 -0.00044867822 N/A DFE TW N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 1543072.34000000 USD 49170000.00000000 TWD 2026-10-08 -18742.59000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -13701.80000000 -0.00032800692 N/A DFE TW N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 1312280.70000000 USD 41888000.00000000 TWD 2026-10-08 -13701.80000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -35711.36000000 -0.00085489303 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 119607000.00000000 KES 874639.85000000 USD 2027-02-03 -35711.36000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -57092.63000000 -0.00136673852 N/A DFE TW N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 2568501.08000000 USD 81010000.00000000 TWD 2026-10-08 -57092.63000000 N N N Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC -45733.21000000 -0.00109480575 N/A DFE TW N 2 Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 2087163.23000000 USD 65850000.00000000 TWD 2026-10-08 -45733.21000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -31109.36000000 -0.00074472591 N/A DFE TW N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 1457165.26000000 USD 46000000.00000000 TWD 2026-10-08 -31109.36000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -34369.37000000 -0.00082276718 N/A DFE TW N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 1520567.63000000 USD 47940000.00000000 TWD 2026-10-08 -34369.37000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -52870.55000000 -0.00126566629 N/A DFE TW N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 2427509.28000000 USD 76607112.00000000 TWD 2026-10-22 -52870.55000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -94193.19000000 -0.00225488757 N/A DFE TW N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 4458655.69000000 USD 140799888.00000000 TWD 2026-10-22 -94193.19000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -1105.73000000 -0.00002647003 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 973791964.00000000 UGX 256001.67000000 USD 2026-10-20 -1105.73000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -20213.46000000 -0.00048388933 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 117420000.00000000 KES 871061.28000000 USD 2027-02-18 -20213.46000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -10471.20000000 -0.00025066970 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 51385000.00000000 KES 380629.63000000 USD 2027-02-03 -10471.20000000 N N N Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC 304117.85000000 0.007280266875 N/A DFE US N 2 Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 114718010000.00000000 IDR 6640695.22000000 USD 2026-09-17 304117.85000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -3417.71000000 -0.00008181644 N/A DFE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 583431.67000000 USD 91126520.00000000 JPY 2027-01-07 -3417.71000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 34958.06000000 0.000836859810 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 303000000.00000000 UYU 7557994.51000000 USD 2026-08-24 34958.06000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 13638.82000000 0.000326499248 N/A DFE VN N 2 Citibank NA E57ODZWZ7FF32TWEFA76 842073.47000000 USD 22517044700.00000000 VND 2026-08-12 13638.82000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -45574.03000000 -0.00109099515 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 157000000.00000000 UYU 3858441.88000000 USD 2026-08-04 -45574.03000000 N N N HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC -10845.95000000 -0.00025964082 N/A DFE US N 2 HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 156000000.00000000 UYU 3867417.01000000 USD 2026-08-07 -10845.95000000 N N N HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC 3783.53000000 0.000090573796 N/A DFE US N 2 HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 39000000.00000000 UYU 973053.89000000 USD 2026-08-11 3783.53000000 N N N HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC 2572.58000000 0.000061584905 N/A DFE US N 2 HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 105000000.00000000 UYU 2611550.51000000 USD 2026-08-14 2572.58000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -357764.90000000 -0.00856452178 N/A DFE BR N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 23044014.07000000 USD 115000000.00000000 BRL 2026-08-04 -357764.90000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 9486.46000000 0.000227096043 N/A DFE VN N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 591569.39000000 USD 15830396800.00000000 VND 2026-08-26 9486.46000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 233259.79000000 0.005583998185 N/A DFE BR N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 16331890.75000000 USD 83971232.88000000 BRL 2026-08-04 233259.79000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -206605.68000000 -0.00494592635 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 1666839786.00000000 KZT 3267352.32000000 USD 2026-09-04 -206605.68000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -608550.78000000 -0.01456807643 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 4851105313.00000000 KZT 9619483.07000000 USD 2026-08-03 -608550.78000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 281.19000000 0.000006731397 N/A DFE GH N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 499473.56000000 USD 5968709.00000000 GHS 2026-12-07 281.19000000 N N N HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC -53919.79000000 -0.00129078402 N/A DFE US N 2 HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 231825000.00000000 UYU 5695386.20000000 USD 2026-09-08 -53919.79000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 66838.03000000 0.001600033328 N/A DFE BR N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 8951439.20000000 USD 45715000.00000000 BRL 2026-08-04 66838.03000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -234669.59000000 -0.00561774733 N/A DFE MY N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 14201006.53000000 USD 57000000.00000000 MYR 2026-09-17 -234669.59000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -36329.03000000 -0.00086967941 N/A DFE MY N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2344449.98000000 USD 9420000.00000000 MYR 2026-09-17 -36329.03000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -57377.47000000 -0.00137355730 N/A DFE MY N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 3487705.84000000 USD 14000000.00000000 MYR 2026-09-17 -57377.47000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -24289.49000000 -0.00058146527 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 135595000000.00000000 IDR 7465451.74000000 USD 2026-09-17 -24289.49000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -39266.43000000 -0.00093999773 N/A DFE MY N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 3714618.26000000 USD 15000000.00000000 MYR 2026-09-17 -39266.43000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -175529.50000000 -0.00420199473 N/A DFE MY N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 15196202.37000000 USD 61303000.00000000 MYR 2026-09-17 -175529.50000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC N/A 556087.93000000 0.013312170056 N/A DFE XX N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 6807244250.98000000 HUF 19071917.77000000 EUR 2026-09-16 556087.93000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC N/A 892174.86000000 0.021357743651 N/A DFE XX N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 10921388273.16000000 HUF 30598552.28000000 EUR 2026-09-16 892174.86000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC N/A -2786672.06000000 -0.06671004773 N/A DFE HU N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 95573338.62000000 EUR 34112513886.00000000 HUF 2026-09-16 -2786672.06000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 9066.80000000 0.000217049817 N/A DFE VN N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 852003.62000000 USD 22710156370.00000000 VND 2026-09-16 9066.80000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC N/A 884444.12000000 0.021172677729 N/A DFE XX N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 261829329.00000000 PLN 61439496.38000000 EUR 2026-09-16 884444.12000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 48078.53000000 0.001150950295 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 8000000.00000000 CAD 5765462.43000000 USD 2026-09-16 48078.53000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -13617.31000000 -0.00032598432 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 896000000.00000000 JPY 5636858.01000000 USD 2026-09-16 -13617.31000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -3943.83000000 -0.00009441121 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 259498513.00000000 JPY 1632540.48000000 USD 2026-09-16 -3943.83000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -294633.96000000 -0.00705323235 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 41969116.00000000 NZD 24459281.84000000 USD 2026-09-16 -294633.96000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -137528.72000000 -0.00329229535 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 19590270.00000000 NZD 11417060.47000000 USD 2026-09-16 -137528.72000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -27277.10000000 -0.00065298556 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 3885485.58000000 NZD 2264431.47000000 USD 2026-09-16 -27277.10000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 102425.54000000 0.002451961520 N/A DFE NZ N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 8502941.12000000 USD 14590000.00000000 NZD 2026-09-16 102425.54000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 2813.20000000 0.000067345099 N/A DFE SG N 2 Citibank NA E57ODZWZ7FF32TWEFA76 8946309.13000000 USD 11441560.00000000 SGD 2026-09-16 2813.20000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -8660.12000000 -0.00020731431 N/A DFE GH N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 199829.18000000 USD 2318000.00000000 GHS 2027-03-11 -8660.12000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -3399.35000000 -0.00008137692 N/A DFE SG N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 4133763.50000000 USD 5280720.00000000 SGD 2026-09-16 -3399.35000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -65168.68000000 -0.00156007081 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 12236740.00000000 NZD 7152215.45000000 USD 2026-09-16 -65168.68000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -104287.98000000 -0.00249654640 N/A DFE SE N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 8528790.83000000 USD 80038000.00000000 SEK 2026-09-16 -104287.98000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -139613.73000000 -0.00334220833 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 26215310.00000000 NZD 15322507.90000000 USD 2026-09-16 -139613.73000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -12925.43000000 -0.00030942142 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 2427010.00000000 NZD 1418555.79000000 USD 2026-09-16 -12925.43000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 2556.02000000 0.000061188475 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 25500000.00000000 SAR 6790856.79000000 USD 2026-09-16 2556.02000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -1554.40000000 -0.00003721072 N/A DFE SG N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 4131918.55000000 USD 5280720.00000000 SGD 2026-09-16 -1554.40000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -58780.42000000 -0.00140714247 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 9818080.00000000 NZD 5732047.43000000 USD 2026-09-16 -58780.42000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -125927.84000000 -0.00301458228 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 21033700.00000000 NZD 12280014.63000000 USD 2026-09-16 -125927.84000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -11658.34000000 -0.00027908860 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 1947290.00000000 NZD 1136877.95000000 USD 2026-09-16 -11658.34000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 143921.60000000 0.003445334291 N/A DFE KZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 2932288.21000000 USD 1462314537.00000000 KZT 2026-08-10 143921.60000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -38282.34000000 -0.00091643963 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 67000000.00000000 MXN 3815924.36000000 USD 2026-09-17 -38282.34000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -104618.99000000 -0.00250447044 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 15704650.00000000 NZD 9158182.35000000 USD 2026-09-16 -104618.99000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -48833.87000000 -0.00116903235 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 7330590.00000000 NZD 4274840.89000000 USD 2026-09-16 -48833.87000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -9685.59000000 -0.00023186300 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 1453930.00000000 NZD 847860.73000000 USD 2026-09-16 -9685.59000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -83170.57000000 -0.00199101744 N/A DFE TW N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 4953498.39000000 USD 157082369.00000000 TWD 2026-09-16 -83170.57000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 364628.67000000 0.008728833338 N/A DFE KR N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 6719931.61000000 USD 10219000000.00000000 KRW 2026-09-16 364628.67000000 N N N Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC 428413.59000000 0.010255778370 N/A DFE KR N 2 Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 8365758.75000000 USD 12685000000.00000000 KRW 2026-09-16 428413.59000000 N N N Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC 350816.44000000 0.008398182834 N/A DFE KR N 2 Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 6519522.38000000 USD 9910000000.00000000 KRW 2026-09-16 350816.44000000 N N N Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC -139513.51000000 -0.00333980917 N/A DFE TW N 2 Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 8077977.56000000 USD 256038769.00000000 TWD 2026-09-16 -139513.51000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -58269.28000000 -0.00139490631 N/A DFE PE N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 15355086.37000000 USD 52000000.00000000 PEN 2026-08-11 -58269.28000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -115777.01000000 -0.00277158190 N/A DFE PE N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 10117542.03000000 USD 34000000.00000000 PEN 2026-08-11 -115777.01000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -35190.91000000 -0.00084243399 N/A DFE TW N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 2034303.39000000 USD 64477246.00000000 TWD 2026-09-16 -35190.91000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -67508.33000000 -0.00161607961 N/A DFE TW N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 3899003.27000000 USD 123576959.00000000 TWD 2026-09-16 -67508.33000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 684455.60000000 0.016385159346 N/A DFE KR N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 13530421.01000000 USD 20504000000.00000000 KRW 2026-09-16 684455.60000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -11360.57000000 -0.00027196029 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 815069.27000000 GBP 1087124.48000000 USD 2026-09-16 -11360.57000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -58819.06000000 -0.00140806747 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 4220000.00000000 GBP 5628558.77000000 USD 2026-09-16 -58819.06000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -593208.33000000 -0.01420079405 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 42560000.00000000 GBP 56765749.15000000 USD 2026-09-16 -593208.33000000 N N N HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC -138876.89000000 -0.00332456914 N/A DFE US N 2 HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 371282617.00000000 UYU 9063410.64000000 USD 2026-09-16 -138876.89000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -210.02000000 -0.00000502766 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 10978600.00000000 CNY 1630505.33000000 USD 2026-09-16 -210.02000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 1308.70000000 0.000031328924 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 7343447.00000000 CNY 1092073.62000000 USD 2026-09-16 1308.70000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 119181.01000000 0.002853070147 N/A DFE KR N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 2118012.06000000 USD 3227000000.00000000 KRW 2026-09-16 119181.01000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -8119729.96000000 -0.19437793955 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 211755394102.00000000 COP 58335622.83000000 USD 2026-09-16 -8119729.96000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -2471.01000000 -0.00005915342 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 64441748.80000000 COP 17752.79000000 USD 2026-09-16 -2471.01000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -755613.24000000 -0.01808859967 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 19782116000.00000000 COP 5452622.93000000 USD 2026-09-16 -755613.24000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -445180.67000000 -0.01065716492 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 10931093000.00000000 COP 2985332.37000000 USD 2026-09-16 -445180.67000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -720018.02000000 -0.01723648690 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 18180000000.00000000 COP 4985424.90000000 USD 2026-09-16 -720018.02000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -21655.51000000 -0.00051841051 N/A DFE TW N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 1120869.94000000 USD 35452892.00000000 TWD 2026-09-16 -21655.51000000 N N N Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC -182225.68000000 -0.00436229436 N/A DFE US N 2 Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 5503763000.00000000 COP 1545024.35000000 USD 2026-09-16 -182225.68000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -1286064.15000000 -0.03078704597 N/A DFE IL N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 27576798.17000000 USD 80245725.00000000 ILS 2026-09-16 -1286064.15000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -827.09000000 -0.00001979967 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 24000000.00000000 COP 6704.85000000 USD 2026-09-16 -827.09000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -1740270.65000000 -0.04166027994 N/A DFE IL N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 36792830.85000000 USD 106988953.00000000 ILS 2026-09-16 -1740270.65000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -121274.73000000 -0.00290319163 N/A DFE IL N 2 UBS AG BFM8T61CT2L1QCEMIK50 2750347.97000000 USD 8024572.00000000 ILS 2026-09-16 -121274.73000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 3360774.36000000 0.080453463183 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 236384014.85000000 ILS 80806759.94000000 USD 2026-09-16 3360774.36000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -33136.35000000 -0.00079324995 N/A DFE TW N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 1724475.61000000 USD 54550656.00000000 TWD 2026-09-16 -33136.35000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -1318.86000000 -0.00003157214 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 13084111.09000000 PHP 212129.94000000 USD 2026-09-16 -1318.86000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -25491.23000000 -0.00061023368 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 252893418.29000000 PHP 4100107.79000000 USD 2026-09-16 -25491.23000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -40694.32000000 -0.00097417994 N/A DFE TW N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 2594226.23000000 USD 82358900.00000000 TWD 2026-09-16 -40694.32000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -24578.37000000 -0.00058838076 N/A DFE TW N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 1566849.28000000 USD 49742764.00000000 TWD 2026-09-16 -24578.37000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -98396.01000000 -0.00235549873 N/A DFE TW N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 5699277.83000000 USD 180644880.00000000 TWD 2026-09-16 -98396.01000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -27818.87000000 -0.00066595498 N/A DFE TW N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 1651261.49000000 USD 52360790.00000000 TWD 2026-09-16 -27818.87000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -4529.82000000 -0.00010843920 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 52745498.77000000 PHP 855938.51000000 USD 2026-09-16 -4529.82000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -23252.60000000 -0.00055664320 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 270754491.21000000 PHP 4393724.60000000 USD 2026-09-16 -23252.60000000 N N N Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC -25092.74000000 -0.00060069425 N/A DFE ID N 2 Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 7956339.56000000 USD 143588060000.00000000 IDR 2026-09-17 -25092.74000000 N N N Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC -25759.97000000 -0.00061666704 N/A DFE ID N 2 Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 7055728.74000000 USD 127271235000.00000000 IDR 2026-09-17 -25759.97000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -3006.09000000 -0.00007196268 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 52866660.00000000 PHP 859438.82000000 USD 2026-09-16 -3006.09000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -2844903.34000000 -0.06810404436 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 77061000000.00000000 COP 21339207.59000000 USD 2026-09-16 -2844903.34000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -849.11000000 -0.00002032681 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 23000000.00000000 COP 6369.00000000 USD 2026-09-16 -849.11000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 11731.74000000 0.000280845725 N/A DFE PE N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 15851582.22000000 USD 54000000.00000000 PEN 2026-09-16 11731.74000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -14996.67000000 -0.00035900477 N/A DFE PE N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 23410447.10000000 USD 79640000.00000000 PEN 2026-09-16 -14996.67000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -2700658.23000000 -0.06465096558 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 78366000000.00000000 COP 21893001.82000000 USD 2026-09-16 -2700658.23000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -15430.93000000 -0.00036940050 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 271376430.00000000 PHP 4411692.33000000 USD 2026-09-16 -15430.93000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -58102.55000000 -0.00139091496 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 1021821800.00000000 PHP 16611477.25000000 USD 2026-09-16 -58102.55000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -55124.89000000 -0.00131963286 N/A DFE TW N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 2855561.43000000 USD 90322299.00000000 TWD 2026-09-16 -55124.89000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -87553.71000000 -0.00209594528 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 1019479980.46000000 PHP 16543822.61000000 USD 2026-09-16 -87553.71000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -18124.39000000 -0.00043387915 N/A DFE TW N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 1062970.00000000 USD 33699338.00000000 TWD 2026-09-16 -18124.39000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -12508.03000000 -0.00029942930 N/A DFE ID N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 3076853.39000000 USD 55477205000.00000000 IDR 2026-09-17 -12508.03000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -43.36000000 -0.00000103799 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 1532875.00000000 INR 15962.13000000 USD 2026-09-16 -43.36000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -54670.49000000 -0.00130875500 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 1932818594.00000000 INR 20126818.08000000 USD 2026-09-16 -54670.49000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -14538.68000000 -0.00034804096 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 514000000.00000000 INR 5352382.54000000 USD 2026-09-16 -14538.68000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -68457.62000000 -0.00163880463 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 2420248113.00000000 INR 25202517.00000000 USD 2026-09-16 -68457.62000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -122.49000000 -0.00000293228 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 7677953.00000000 CNY 1140328.55000000 USD 2026-09-16 -122.49000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -26652.09000000 -0.00063802347 N/A DFE TW N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 1261929.51000000 USD 39841323.00000000 TWD 2026-09-16 -26652.09000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 392.61000000 0.000009398677 N/A DFE KZ N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 8838.55000000 USD 4383222.00000000 KZT 2026-08-07 392.61000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -657646.83000000 -0.01574338511 N/A DFE IL N 2 UBS AG BFM8T61CT2L1QCEMIK50 14131265.00000000 USD 41124765.00000000 ILS 2026-09-16 -657646.83000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 1922.59000000 0.000046024816 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 36870512.07000000 AED 10040989.13000000 USD 2026-09-16 1922.59000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -11436.68000000 -0.00027378229 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 6766439.00000000 BHD 17924883.03000000 USD 2026-09-16 -11436.68000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 4243.87000000 0.000101593859 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 4567623.06000000 EUR 5280358.62000000 USD 2026-09-16 4243.87000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -5788.45000000 -0.00013856950 N/A DFE XX N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 7202190.74000000 USD 6230048.92000000 EUR 2026-09-16 -5788.45000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -3993.35000000 -0.00009559666 N/A DFE XX N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 4968663.36000000 USD 4298000.00000000 EUR 2026-09-16 -3993.35000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 102.09000000 0.000002443929 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 109877.68000000 EUR 127023.08000000 USD 2026-09-16 102.09000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -512.98000000 -0.00001228021 N/A DFE XX N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 638272.53000000 USD 552119.38000000 EUR 2026-09-16 -512.98000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -1059.96000000 -0.00002537434 N/A DFE XX N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 1318833.02000000 USD 1140818.75000000 EUR 2026-09-16 -1059.96000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -20.35000000 -0.00000048715 N/A DFE XX N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 25323.89000000 USD 21905.71000000 EUR 2026-09-16 -20.35000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -456.50000000 -0.00001092813 N/A DFE XX N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 567992.64000000 USD 491325.77000000 EUR 2026-09-16 -456.50000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 3765.22000000 0.000090135473 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 4052465.60000000 EUR 4684815.57000000 USD 2026-09-16 3765.22000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -1566.26000000 -0.00003749464 N/A DFE XX N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 1948792.60000000 USD 1685747.25000000 EUR 2026-09-16 -1566.26000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 3334.91000000 0.000079834297 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 3589333.07000000 EUR 4149415.47000000 USD 2026-09-16 3334.91000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 2055.51000000 0.000049206784 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 2212329.49000000 EUR 2557543.15000000 USD 2026-09-16 2055.51000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -6894.06000000 -0.00016503666 N/A DFE XX N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 8577822.74000000 USD 7420000.00000000 EUR 2026-09-16 -6894.06000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 5175.19000000 0.000123888697 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 5570000.00000000 EUR 6439147.26000000 USD 2026-09-16 5175.19000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -1944.26000000 -0.00004654357 N/A DFE XX N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 2419119.76000000 USD 2092590.30000000 EUR 2026-09-16 -1944.26000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 142.99000000 0.000003423032 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 153893.14000000 EUR 177906.75000000 USD 2026-09-16 142.99000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -1887.97000000 -0.00004519604 N/A DFE XX N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 2349074.91000000 USD 2032000.00000000 EUR 2026-09-16 -1887.97000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 512.98000000 0.000012280210 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 552119.38000000 EUR 638272.53000000 USD 2026-09-16 512.98000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -4522.66000000 -0.00010826780 N/A DFE XX N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 5627250.23000000 USD 4867691.72000000 EUR 2026-09-16 -4522.66000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 1944.26000000 0.000046543574 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 2092590.30000000 EUR 2419119.76000000 USD 2026-09-16 1944.26000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 681.45000000 0.000016313208 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 11703610.61000000 AED 3187328.97000000 USD 2026-09-16 681.45000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 12464.54000000 0.000298388199 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 13415447.11000000 EUR 15508804.21000000 USD 2026-09-16 12464.54000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 14967.53000000 0.000358307191 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 16109394.11000000 EUR 18623116.85000000 USD 2026-09-16 14967.53000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 22205.93000000 0.000531587003 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 23900000.00000000 EUR 27629375.12000000 USD 2026-09-16 22205.93000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 54911.77000000 0.001314530995 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 59100952.46000000 EUR 68323112.36000000 USD 2026-09-16 54911.77000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -20005.54000000 -0.00047891194 N/A DFE XX N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 24891583.83000000 USD 21531752.02000000 EUR 2026-09-16 -20005.54000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -12905.45000000 -0.00030894312 N/A DFE XX N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 16057406.06000000 USD 13889999.44000000 EUR 2026-09-16 -12905.45000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 32594.93000000 0.000780288921 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 35081566.92000000 EUR 40555722.69000000 USD 2026-09-16 32594.93000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 12905.45000000 0.000308943128 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 13890000.00000000 EUR 16057406.71000000 USD 2026-09-16 12905.45000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 12831.43000000 0.000307171166 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 13810331.45000000 EUR 15965306.62000000 USD 2026-09-16 12831.43000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 9489.64000000 0.000227172169 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 10213599.80000000 EUR 11807338.08000000 USD 2026-09-16 9489.64000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 41147.96000000 0.000985039615 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 44287106.94000000 EUR 51197702.54000000 USD 2026-09-16 41147.96000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 15071.10000000 0.000360786550 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 16220861.14000000 EUR 18751977.29000000 USD 2026-09-16 15071.10000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -217998.55000000 -0.00521865987 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 2417700951.00000000 KZT 4868017.62000000 USD 2026-08-10 -217998.55000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -388094.01000000 -0.00929056931 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 4304135300.00000000 KZT 8666335.04000000 USD 2026-08-10 -388094.01000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 7442.24000000 0.000178159530 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 8010000.00000000 EUR 9259886.81000000 USD 2026-09-16 7442.24000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 10684.86000000 0.000255784500 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 11500000.00000000 EUR 13294469.20000000 USD 2026-09-16 10684.86000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 24390.61000000 0.000583885983 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 26251361.34000000 EUR 30347644.76000000 USD 2026-09-16 24390.61000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 22814.39000000 0.000546152906 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 24554890.79000000 EUR 28386455.59000000 USD 2026-09-16 22814.39000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -32594.92000000 -0.00078028868 N/A DFE XX N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 40555721.96000000 USD 35081566.29000000 EUR 2026-09-16 -32594.92000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 10717.73000000 0.000256571374 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 11535378.78000000 EUR 13335368.51000000 USD 2026-09-16 10717.73000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 487.27000000 0.000011664739 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 524443.31000000 EUR 606277.86000000 USD 2026-09-16 487.27000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 65699.73000000 0.001572783603 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 70711918.63000000 EUR 81745862.98000000 USD 2026-09-16 65699.73000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -11428.15000000 -0.00027357809 N/A DFE XX N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 14219301.84000000 USD 12300000.00000000 EUR 2026-09-16 -11428.15000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 10131.08000000 0.000242527579 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 10903973.41000000 EUR 12605438.14000000 USD 2026-09-16 10131.08000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 8634.73000000 0.000206706508 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 9293472.69000000 EUR 10743633.60000000 USD 2026-09-16 8634.73000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 7696.93000000 0.000184256545 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 54449732.14000000 PHP 895967.42000000 USD 2026-09-16 7696.93000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 148768.41000000 0.003561361910 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 1052419961.54000000 PHP 17317514.01000000 USD 2026-09-16 148768.41000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 33718.41000000 0.000807183871 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 305754840.00000000 PHP 5021676.88000000 USD 2026-09-16 33718.41000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 46866.87000000 0.001121944408 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 331546388.79000000 PHP 5455578.04000000 USD 2026-09-16 46866.87000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 10622.40000000 0.000254289272 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 96322690.00000000 PHP 1581991.07000000 USD 2026-09-16 10622.40000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 1744.51000000 0.000041761765 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 15819040.00000000 PHP 259809.81000000 USD 2026-09-16 1744.51000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -10353.34000000 -0.00024784825 N/A DFE IN N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 2811698.27000000 USD 268290000.00000000 INR 2026-09-16 -10353.34000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -18295.02000000 -0.00043796386 N/A DFE IN N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 2179681.58000000 USD 207000000.00000000 INR 2026-09-16 -18295.02000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -9743.24000000 -0.00023324309 N/A DFE IN N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 1085215.78000000 USD 103000000.00000000 INR 2026-09-16 -9743.24000000 N N N Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC -46554.93000000 -0.00111447688 N/A DFE IN N 2 Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 5173322.09000000 USD 491000000.00000000 INR 2026-09-16 -46554.93000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -16169.70000000 -0.00038708589 N/A DFE IN N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 1906077.76000000 USD 181000000.00000000 INR 2026-09-16 -16169.70000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -924748.30000000 -0.02213751812 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 31479523000.00000000 COP 8954493.81000000 USD 2026-09-16 -924748.30000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 4296.35000000 0.000102850176 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 145004000.00000000 UYU 3596329.37000000 USD 2026-09-23 4296.35000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 486.20000000 0.000011639125 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 43672744.23000000 AED 11891683.89000000 USD 2026-09-17 486.20000000 N N N Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC -205879.26000000 -0.00492853660 N/A DFE US N 2 Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 7259201000.00000000 COP 2072281.19000000 USD 2026-09-16 -205879.26000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -9776.58000000 -0.00023404121 N/A DFE GH N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 198745.98000000 USD 2216000.00000000 GHS 2026-08-24 -9776.58000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 180.85000000 0.000004329362 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 15521134.32000000 AED 4226269.22000000 USD 2026-09-17 180.85000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC N/A -62959.95000000 -0.00150719610 N/A DFE HU N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 2159423.55000000 EUR 770753288.00000000 HUF 2026-09-16 -62959.95000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -220328.19000000 -0.00527442905 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 7916801000.00000000 COP 2264207.35000000 USD 2026-09-16 -220328.19000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 59164.88000000 0.001416346051 N/A DFE MY N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 4116222.76000000 USD 17000000.00000000 MYR 2026-12-16 59164.88000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 76342.03000000 0.001827549261 N/A DFE MY N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 5818322.87000000 USD 24000000.00000000 MYR 2026-12-16 76342.03000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -80546.79000000 -0.00192820686 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1041944000.00000000 KZT 2083471.31000000 USD 2026-09-14 -80546.79000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -32038.97000000 -0.00076697981 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 409164344.00000000 KZT 817756.26000000 USD 2026-09-14 -32038.97000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -5622.63000000 -0.00013459994 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 162659383.00000000 UYU 4022239.94000000 USD 2026-09-28 -5622.63000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -112852.76000000 -0.00270157838 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 4030000.00000000 GBP 5318458.30000000 USD 2026-09-16 -112852.76000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 9866.76000000 0.000236200032 N/A DFE SG N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 1225944.90000000 USD 1580000.00000000 SGD 2026-09-16 9866.76000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 51284.14000000 0.001227689284 N/A DFE NZ N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 1222711.20000000 USD 2160000.00000000 NZD 2026-09-16 51284.14000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 24019.54000000 0.000575002951 N/A DFE SE N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1228530.30000000 USD 11900000.00000000 SEK 2026-09-16 24019.54000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 10191.58000000 0.000243975887 N/A DFE MY N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1802417.88000000 USD 7380000.00000000 MYR 2026-12-16 10191.58000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -54888.70000000 -0.00131397872 N/A DFE TW N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 2810322.08000000 USD 88870815.00000000 TWD 2026-09-16 -54888.70000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -213729.46000000 -0.00511646227 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 7691000000.00000000 COP 2199942.79000000 USD 2026-09-16 -213729.46000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -1041286.41000000 -0.02492731997 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 35869000000.00000000 COP 10215508.53000000 USD 2026-09-16 -1041286.41000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -50866.05000000 -0.00121768064 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 26464000.00000000 PEN 7723332.85000000 USD 2026-09-16 -50866.05000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -10280.45000000 -0.00024610334 N/A DFE UG N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 603482.47000000 USD 2246747280.00000000 UGX 2026-10-20 -10280.45000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -14689.11000000 -0.00035164210 N/A DFE GH N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 496820.24000000 USD 5713387.00000000 GHS 2026-10-23 -14689.11000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -6318.11000000 -0.00015124902 N/A DFE GH N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 198728.15000000 USD 2259521.00000000 GHS 2026-09-01 -6318.11000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -877013.51000000 -0.02099479660 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 175000000.00000000 BRL 31930227.89000000 USD 2027-04-02 -877013.51000000 N N N HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC 44.87000000 0.000001074141 N/A DFE US N 2 HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 4231398.64000000 AED 1152165.90000000 USD 2026-09-16 44.87000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -8443.90000000 -0.00020213823 N/A DFE HK N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 29617699.52000000 USD 230790000.00000000 HKD 2027-03-16 -8443.90000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -7.62000000 -0.00000018241 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 1452.05000000 BRL 278.83000000 USD 2026-08-04 -7.62000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -127005.71000000 -0.00304038537 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 9510000.00000000 EUR 10840740.96000000 USD 2026-08-07 -127005.71000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -71582.61000000 -0.00171361366 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 5360000.00000000 EUR 6110028.55000000 USD 2026-08-07 -71582.61000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -14207.01000000 -0.00034010112 N/A DFE TW N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 1775406.25000000 USD 56813000.00000000 TWD 2026-10-13 -14207.01000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 820048.52000000 0.019631113649 N/A DFE BR N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 30016239.05000000 USD 156313767.12000000 BRL 2026-08-04 820048.52000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -2310.67000000 -0.00005531505 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 187996.08000000 EUR 214502.51000000 USD 2026-08-07 -2310.67000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -28858.32000000 -0.00069083834 N/A DFE TW N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 3551306.41000000 USD 113627600.00000000 TWD 2026-10-13 -28858.32000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -77318.01000000 -0.00185091321 N/A DFE TW N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 9371748.69000000 USD 299820984.00000000 TWD 2026-10-13 -77318.01000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -40298.10000000 -0.00096469484 N/A DFE TW N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 4759365.33000000 USD 152228300.00000000 TWD 2026-10-13 -40298.10000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -59490.00000000 -0.00142412908 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 46408000.00000000 PEN 13573559.52000000 USD 2026-09-16 -59490.00000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 29949.72000000 0.000716965329 N/A DFE PH N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 3609295.13000000 USD 222794570.00000000 PHP 2026-08-03 29949.72000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 24757.98000000 0.000592680441 N/A DFE PH N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 3557942.67000000 USD 219332934.00000000 PHP 2026-08-03 24757.98000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 23776.54000000 0.000569185782 N/A DFE PH N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 3558924.11000000 USD 219332934.00000000 PHP 2026-08-03 23776.54000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 3011.98000000 0.000072103686 N/A DFE VN N 2 Citibank NA E57ODZWZ7FF32TWEFA76 421383.27000000 USD 11211744750.00000000 VND 2026-10-09 3011.98000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 49741.04000000 0.001190749066 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 10891415505.00000000 UGX 2957213.01000000 USD 2026-08-06 49741.04000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 684470.73000000 0.016385521542 N/A DFE GB N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 62105797.81000000 USD 46590000.00000000 GBP 2026-09-16 684470.73000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -114745.04000000 -0.00274687761 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 23583000.00000000 SGD 18330917.25000000 USD 2026-09-16 -114745.04000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -139199.07000000 -0.00333228180 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 13550000.00000000 EUR 15487821.68000000 USD 2026-08-07 -139199.07000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -321175.50000000 -0.00768860937 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 16750000.00000000 NZD 9558186.50000000 USD 2026-09-16 -321175.50000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -169636.69000000 -0.00406092695 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 91938000.00000000 SEK 9507416.00000000 USD 2026-09-16 -169636.69000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 11125.22000000 0.000266326263 N/A DFE PH N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 1787626.82000000 USD 110119600.00000000 PHP 2026-08-03 11125.22000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 23302.18000000 0.000557830095 N/A DFE PH N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 3557504.75000000 USD 219217000.00000000 PHP 2026-08-03 23302.18000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 41141.36000000 0.000984881618 N/A DFE PH N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 5381782.52000000 USD 331991400.00000000 PHP 2026-08-03 41141.36000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -44455.93000000 -0.00106422899 N/A DFE TW N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 6361371.35000000 USD 203771900.00000000 TWD 2026-10-13 -44455.93000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 27326.49000000 0.000654167915 N/A DFE PH N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 3636799.61000000 USD 224317800.00000000 PHP 2026-08-03 27326.49000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -31327.10000000 -0.00074993838 N/A DFE TW N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 5314974.43000000 USD 170440600.00000000 TWD 2026-10-13 -31327.10000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 72443.75000000 0.001734228469 N/A DFE PH N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 9855569.97000000 USD 607793000.00000000 PHP 2026-08-03 72443.75000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -37617.84000000 -0.00090053219 N/A DFE TW N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 6042231.13000000 USD 193697616.00000000 TWD 2026-10-13 -37617.84000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -80545.46000000 -0.00192817502 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 43247000.00000000 PEN 12623912.66000000 USD 2026-09-16 -80545.46000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 9002.34000000 0.000215506711 N/A DFE PH N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 1794549.09000000 USD 110420400.00000000 PHP 2026-08-06 9002.34000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 7372.95000000 0.000176500799 N/A DFE PH N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 1790355.59000000 USD 110063900.00000000 PHP 2026-08-06 7372.95000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 12.54000000 0.000000300194 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 3009294.17000000 AED 819380.18000000 USD 2026-09-16 12.54000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 15888.58000000 0.000380356176 N/A DFE PH N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 3655220.36000000 USD 224759500.00000000 PHP 2026-08-06 15888.58000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 15263.25000000 0.000365386423 N/A DFE PH N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 3592354.11000000 USD 220872300.00000000 PHP 2026-08-06 15263.25000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 14996.70000000 0.000359005491 N/A DFE PH N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 3656112.24000000 USD 224759500.00000000 PHP 2026-08-06 14996.70000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 11138.54000000 0.000266645130 N/A DFE VN N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1764714.56000000 USD 46932583639.00000000 VND 2026-10-13 11138.54000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 15155.13000000 0.000362798142 N/A DFE PH N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 2659897.03000000 USD 163780500.00000000 PHP 2026-08-07 15155.13000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 31822.51000000 0.000761797985 N/A DFE PH N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 5130844.17000000 USD 316085100.00000000 PHP 2026-08-07 31822.51000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -427.22000000 -0.00001022720 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 1351318690.00000000 KZT 2845480.50000000 USD 2026-08-07 -427.22000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 2681.60000000 0.000064194731 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 2949567000.00000000 KZT 6124389.03000000 USD 2026-09-16 2681.60000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 10924.15000000 0.000261512855 N/A DFE PH N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 2058969.33000000 USD 126729562.00000000 PHP 2026-08-07 10924.15000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 7330.13000000 0.000175475732 N/A DFE VN N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1080786.46000000 USD 28765131636.00000000 VND 2026-10-16 7330.13000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -109294.82000000 -0.00261640498 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 29000000.00000000 BRL 5611585.41000000 USD 2026-08-04 -109294.82000000 N N N Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC 37320.75000000 0.000893420165 N/A DFE PH N 2 Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 9243373.39000000 USD 568893500.00000000 PHP 2026-09-16 37320.75000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 43173.29000000 0.001033523922 N/A DFE PH N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 9852570.23000000 USD 606595162.00000000 PHP 2026-09-16 43173.29000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -24331.24000000 -0.00058246472 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 31000000.00000000 PEN 9082386.03000000 USD 2026-09-16 -24331.24000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -39494.73000000 -0.00094546299 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 606595162.00000000 PHP 9868117.59000000 USD 2026-08-07 -39494.73000000 N N N Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC -33212.67000000 -0.00079507697 N/A DFE US N 2 Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 568893500.00000000 PHP 9259395.95000000 USD 2026-08-03 -33212.67000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 35423.60000000 0.000848004356 N/A DFE PH N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 6995403.89000000 USD 430979838.00000000 PHP 2026-09-16 35423.60000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 91282.93000000 0.002185218958 N/A DFE PH N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 18751333.67000000 USD 1155025900.00000000 PHP 2026-09-16 91282.93000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -85592.27000000 -0.00204899044 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 1155025900.00000000 PHP 18781214.33000000 USD 2026-08-03 -85592.27000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -33076.75000000 -0.00079182319 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 430979838.00000000 PHP 7006776.86000000 USD 2026-08-03 -33076.75000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -126882.54000000 -0.00303743681 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 31120000.00000000 BRL 6012213.76000000 USD 2026-08-04 -126882.54000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -4636.82000000 -0.00011100067 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 142000000.00000000 UYU 3514851.49000000 USD 2026-09-16 -4636.82000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -51079.16000000 -0.00122278227 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 4077624000.00000000 NGN 2722045.39000000 USD 2027-03-15 -51079.16000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -185610.78000000 -0.00444333015 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 46000000.00000000 BRL 8888888.89000000 USD 2026-08-04 -185610.78000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -381552.77000000 -0.00913397879 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 95000000.00000000 BRL 18359261.76000000 USD 2026-08-04 -381552.77000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 6860.73000000 0.000164238782 N/A DFE XX N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 674747.92000000 USD 591014.59000000 EUR 2026-08-07 6860.73000000 N N N Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC 50226.29000000 0.001202365449 N/A DFE PE N 2 Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 14344262.30000000 USD 49000000.00000000 PEN 2026-09-16 50226.29000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 1739.06000000 0.000041631298 N/A DFE XX N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 165387.74000000 USD 144913.62000000 EUR 2026-08-07 1739.06000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 15000.83000000 0.000359104359 N/A DFE XX N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 1426606.25000000 USD 1250000.00000000 EUR 2026-08-07 15000.83000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -223212.36000000 -0.00534347309 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 18600000.00000000 EUR 21227901.00000000 USD 2026-08-07 -223212.36000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -1324822.24000000 -0.03171487457 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 110395739.66000000 EUR 125993001.74000000 USD 2026-08-07 -1324822.24000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -1401.37000000 -0.00003354734 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 116775.14000000 EUR 133273.72000000 USD 2026-08-07 -1401.37000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -41914.97000000 -0.00100340104 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 3492720.40000000 EUR 3986189.40000000 USD 2026-08-07 -41914.97000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -100578.31000000 -0.00240774074 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 890875600.00000000 PHP 14450536.90000000 USD 2026-08-06 -100578.31000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 104372.88000000 0.002498578827 N/A DFE PH N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 14429004.57000000 USD 890875600.00000000 PHP 2026-09-16 104372.88000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 41050.49000000 0.000982706284 N/A DFE XX N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 4225880.41000000 USD 3693955.28000000 EUR 2026-09-16 41050.49000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -243.44000000 -0.00000582770 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 21906.00000000 EUR 25060.44000000 USD 2026-09-16 -243.44000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 45034.58000000 0.001078081280 N/A DFE XX N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 4636016.24000000 USD 4052466.00000000 EUR 2026-09-16 45034.58000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -20153.50000000 -0.00048245395 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 67334960000.00000000 IDR 3699168.20000000 USD 2026-09-17 -20153.50000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -38335.42000000 -0.00091771031 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 123994855000.00000000 IDR 6810658.85000000 USD 2026-09-17 -38335.42000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -16110.70000000 -0.00038567349 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 67129665000.00000000 IDR 3691871.30000000 USD 2026-09-17 -16110.70000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -38761.61000000 -0.00092791286 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 152119520000.00000000 IDR 8363729.93000000 USD 2026-09-17 -38761.61000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 5.05000000 0.000000120891 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 618203.15000000 AED 168329.16000000 USD 2026-09-17 5.05000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC N/A -30800.24000000 -0.00073732589 N/A DFE XX N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 308626699.00000000 ISK 2142645.79000000 EUR 2026-08-17 -30800.24000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC N/A 99847.87000000 0.002390254766 N/A DFE IS N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 6946004.25000000 EUR 1000502452.00000000 ISK 2026-08-17 99847.87000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 7012.82000000 0.000167879659 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 666541748.00000000 KZT 1396191.34000000 USD 2026-09-04 7012.82000000 N N N Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC -20037.83000000 -0.00047968493 N/A DFE US N 2 Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 22569000.00000000 PEN 6609946.11000000 USD 2026-09-16 -20037.83000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -7527.88000000 -0.00018020966 N/A DFE GH N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 298113.97000000 USD 3473000.00000000 GHS 2026-12-11 -7527.88000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 2712.66000000 0.000064938275 N/A DFE VN N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 1210823.92000000 USD 32098942105.00000000 VND 2026-10-22 2712.66000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC N/A 315102.20000000 0.007543220856 N/A DFE IS N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 24775594.16000000 EUR 3565208000.00000000 ISK 2026-08-20 315102.20000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC N/A -1230.71000000 -0.00002946192 N/A DFE XX N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 13924754.00000000 ISK 96766.88000000 EUR 2026-08-20 -1230.71000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -2646.10000000 -0.00006334489 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 107629000.00000000 UYU 2670230.98000000 USD 2026-08-21 -2646.10000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -10214.98000000 -0.00024453605 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 286000000.00000000 UYU 7078331.89000000 USD 2026-09-16 -10214.98000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -34177.80000000 -0.00081818119 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 3987253.79000000 EUR 4564264.84000000 USD 2026-08-07 -34177.80000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -21749.51000000 -0.00052066078 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 2537343.36000000 EUR 2904532.21000000 USD 2026-08-07 -21749.51000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC N/A -17167.55000000 -0.00041097339 N/A DFE XX N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 7470005.82000000 PLN 1716165.28000000 EUR 2026-09-16 -17167.55000000 N N N HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC -12580.49000000 -0.00030116392 N/A DFE US N 2 HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 1368684.48000000 EUR 1565903.70000000 USD 2026-08-07 -12580.49000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -39363.16000000 -0.00094231334 N/A DFE UG N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 2946835.13000000 USD 10891415505.00000000 UGX 2026-08-06 -39363.16000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -15668.54000000 -0.00037508864 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 1625307000.00000000 NGN 1108667.80000000 USD 2027-01-21 -15668.54000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -31317.72000000 -0.00074971383 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 3145234000.00000000 NGN 2167631.98000000 USD 2026-12-16 -31317.72000000 N N N HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC 478.89000000 0.000011464131 N/A DFE US N 2 HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 272115920.00000000 ZAR 16415962.55000000 USD 2026-09-16 478.89000000 N N N HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC 10388.14000000 0.000248681330 N/A DFE US N 2 HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 272115921.00000000 ZAR 16425871.86000000 USD 2026-09-16 10388.14000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -65807.90000000 -0.00157537308 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 1518605192.00000000 ZAR 91544556.96000000 USD 2026-09-16 -65807.90000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 43069.49000000 0.001031039057 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 87790894.00000000 ILS 28805810.98000000 USD 2026-09-16 43069.49000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 3914.77000000 0.000093715545 N/A DFE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 404884.38000000 USD 354464.78000000 EUR 2026-08-07 3914.77000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC N/A -245146.98000000 -0.00586856522 N/A DFE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 148326729.00000000 PLN 34159585.88000000 EUR 2026-09-16 -245146.98000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 37204.45000000 0.000890636064 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 29654160.00000000 ILS 9752733.01000000 USD 2026-09-16 37204.45000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC N/A -111017.64000000 -0.00265764751 N/A DFE XX N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 56909511.00000000 PLN 13091554.48000000 EUR 2026-09-16 -111017.64000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC N/A -75543.73000000 -0.00180843878 N/A DFE XX N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 40635624.00000000 PLN 9351110.33000000 EUR 2026-09-16 -75543.73000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 132593.79000000 0.003174158232 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 147644950.00000000 ILS 48505190.71000000 USD 2026-09-16 132593.79000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC N/A -115914.14000000 -0.00277486465 N/A DFE XX N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 70477136.00000000 PLN 16231346.81000000 EUR 2026-09-16 -115914.14000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 296.37000000 0.000007094791 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 68656529.74000000 AED 18694028.35000000 USD 2026-09-16 296.37000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -207.88000000 -0.00000497643 N/A DFE AE N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 5523387.61000000 USD 20285000.00000000 AED 2026-09-16 -207.88000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 35913.94000000 0.000859742589 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 129663988.00000000 ZAR 7857937.28000000 USD 2026-09-16 35913.94000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 7833.30000000 0.000187521102 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 17558179.00000000 ILS 5760381.66000000 USD 2026-09-16 7833.30000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 4660.81000000 0.000111574972 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 4579731308.00000000 UGX 1213646.39000000 USD 2026-10-21 4660.81000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -5192.50000000 -0.00012430308 N/A DFE UG N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 1346503.61000000 USD 5080990717.00000000 UGX 2026-10-21 -5192.50000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -5136.05000000 -0.00012295172 N/A DFE UG N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 923186.48000000 USD 3491371000.00000000 UGX 2026-11-12 -5136.05000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC N/A 4936366.78000000 0.118171516577 N/A DFE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 38558725881.00000000 HUF 109576918.18000000 EUR 2026-09-16 4936366.78000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC N/A -317201.38000000 -0.00759347305 N/A DFE HU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 12417158.64000000 EUR 4446211995.00000000 HUF 2026-09-16 -317201.38000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -5793.90000000 -0.00013869997 N/A DFE UY N 2 Citibank NA E57ODZWZ7FF32TWEFA76 2678670.98000000 USD 107629000.00000000 UYU 2026-08-21 -5793.90000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 28.81000000 0.000000689681 N/A DFE UG N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 33186.36000000 USD 126075000.00000000 UGX 2026-11-03 28.81000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -77897.87000000 -0.00186479446 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 79485495.00000000 ZAR 4717091.13000000 USD 2026-09-16 -77897.87000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 827.54000000 0.000019810451 N/A DFE UG N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 568937.17000000 USD 2157978684.00000000 UGX 2026-10-20 827.54000000 N N N Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC -10465.35000000 -0.00025052965 N/A DFE US N 2 Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 43049000.00000000 PEN 12635827.29000000 USD 2026-09-16 -10465.35000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -7977.20000000 -0.00019096591 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 693979.22000000 EUR 792379.09000000 USD 2026-08-07 -7977.20000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 1218.74000000 0.000029175375 N/A DFE UG N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 779538.37000000 USD 2957568591.00000000 UGX 2026-10-21 1218.74000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -718.55000000 -0.00001720134 N/A DFE UG N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 456681.96000000 USD 1731738000.00000000 UGX 2026-11-06 -718.55000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -965.32000000 -0.00002310876 N/A DFE UG N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 466610.91000000 USD 1771255000.00000000 UGX 2026-11-13 -965.32000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 1140.99000000 0.000027314120 N/A DFE UG N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 910432.00000000 USD 3454179000.00000000 UGX 2026-10-23 1140.99000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 58405.40000000 0.001398164885 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 2367443556.00000000 KZT 4905602.06000000 USD 2026-10-27 58405.40000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -2860.54000000 -0.00006847836 N/A DFE UG N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 955517.79000000 USD 3626190000.00000000 UGX 2026-11-16 -2860.54000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -1514.08000000 -0.00003624550 N/A DFE UG N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 783754.96000000 USD 2973566334.00000000 UGX 2026-11-10 -1514.08000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 24180.74000000 0.000578861913 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 1186174579.00000000 KZT 2452801.03000000 USD 2026-10-27 24180.74000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -28041.23000000 -0.00067127805 N/A DFE KZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 1921981.34000000 USD 900307954.00000000 KZT 2026-08-10 -28041.23000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 19158.78000000 0.000458641383 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 1188627380.00000000 KZT 2452801.03000000 USD 2026-10-27 19158.78000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -478267.15000000 -0.01144922104 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 367383850.00000000 ZAR 21684286.17000000 USD 2026-09-16 -478267.15000000 N N N HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC -162634.30000000 -0.00389329698 N/A DFE US N 2 HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 127279714.00000000 ZAR 7515556.91000000 USD 2026-09-16 -162634.30000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -7072.79000000 -0.00016931527 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 29766904.00000000 ILS 9745393.85000000 USD 2026-09-16 -7072.79000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -8891.29000000 -0.00021284828 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 1233638934.00000000 KZT 2551476.60000000 USD 2026-09-16 -8891.29000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 9437.32000000 0.000225919682 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 14713913.00000000 ILS 4830124.94000000 USD 2026-09-16 9437.32000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -8811.23000000 -0.00021093173 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 16261233.00000000 ILS 5318821.51000000 USD 2026-09-16 -8811.23000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -12521.89000000 -0.00029976109 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 17830995.00000000 ILS 5829408.59000000 USD 2026-09-16 -12521.89000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -9951.38000000 -0.00023822574 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 17667772.00000000 ILS 5778502.70000000 USD 2026-09-16 -9951.38000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -7945.94000000 -0.00019021758 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 1221399771.00000000 KZT 2502355.61000000 USD 2026-10-15 -7945.94000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -12060.36000000 -0.00028871254 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 1223401655.00000000 KZT 2502355.60000000 USD 2026-10-15 -12060.36000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 27351.18000000 0.000654758968 N/A DFE TR N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 13937733.53000000 USD 663603369.00000000 TRY 2026-08-03 27351.18000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -14946.25000000 -0.00035779777 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 1255763183.00000000 KZT 2591339.63000000 USD 2026-09-16 -14946.25000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -12333.24000000 -0.00029524501 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 1151759870.00000000 KZT 2395258.13000000 USD 2026-08-27 -12333.24000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -13084.28000000 -0.00031322413 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 1152119159.00000000 KZT 2395258.13000000 USD 2026-08-27 -13084.28000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -56048.30000000 -0.00134173834 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 5641728298.00000000 KZT 11661282.14000000 USD 2026-09-14 -56048.30000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 26453.61000000 0.000633272070 N/A DFE TR N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 25408320.99000000 USD 1209566148.45000000 TRY 2026-08-04 26453.61000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 13804.82000000 0.000330473116 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 2319328445.00000000 KZT 4780641.96000000 USD 2026-10-15 13804.82000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 14251.80000000 0.000341173355 N/A DFE TR N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 18070202.79000000 USD 860683759.00000000 TRY 2026-08-05 14251.80000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC N/A -33048.32000000 -0.00079114260 N/A DFE XX N 2 Bank of America NA B4TYDEB6GKMZO031MB27 1675475861.00000000 ISK 11670097.24000000 EUR 2026-09-30 -33048.32000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -12574.65000000 -0.00030102411 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 1223651891.00000000 KZT 2502355.61000000 USD 2026-10-15 -12574.65000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC N/A 37411.75000000 0.000895598611 N/A DFE IS N 2 Bank of America NA B4TYDEB6GKMZO031MB27 13210922.80000000 EUR 1896692187.00000000 ISK 2026-09-30 37411.75000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -22421.52000000 -0.00053674800 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 1215644353.00000000 KZT 2502355.61000000 USD 2026-09-14 -22421.52000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -23980.67000000 -0.00057407244 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 1216395060.00000000 KZT 2502355.61000000 USD 2026-09-14 -23980.67000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -24500.39000000 -0.00058651400 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 1216645295.00000000 KZT 2502355.60000000 USD 2026-09-14 -24500.39000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -25539.81000000 -0.00061139664 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 1217145767.00000000 KZT 2502355.61000000 USD 2026-09-14 -25539.81000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -5350.27000000 -0.00012807993 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 520640122.00000000 KZT 1064703.73000000 USD 2026-10-15 -5350.27000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -60177.75000000 -0.00144059311 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 9138870535.00000000 CLP 9776807.21000000 USD 2026-10-28 -60177.75000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -5982.44000000 -0.00014321342 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 520313.02000000 EUR 594087.11000000 USD 2026-08-07 -5982.44000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -1275.15000000 -0.00003052577 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 157000000.00000000 UYU 3889990.09000000 USD 2026-09-16 -1275.15000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 0.00000000 0.000000 N/A DFE UY N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 3904015.91000000 USD 157000000.00000000 UYU 2026-08-04 0.00000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 124410.75000000 0.002978264715 N/A DFE BR N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 10968393.71000000 USD 57000000.00000000 BRL 2026-10-02 124410.75000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -125032.60000000 -0.00299315116 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 57000000.00000000 BRL 11119456.12000000 USD 2026-08-04 -125032.60000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 42294.89000000 0.001012495934 N/A DFE CL N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 7767785.95000000 USD 7255630184.00000000 CLP 2026-10-30 42294.89000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 31989.72000000 0.000765800819 N/A DFE CL N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 9799201.49000000 USD 9138870535.00000000 CLP 2026-08-31 31989.72000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -3.15000000 -0.00000007540 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 1452.05000000 BRL 279.43000000 USD 2026-10-02 -3.15000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 3.17000000 0.000000075886 N/A DFE BR N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 283.28000000 USD 1452.05000000 BRL 2026-08-04 3.17000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 310623.51000000 0.007436005648 N/A DFE BR N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 27495339.67000000 USD 142880000.00000000 BRL 2026-10-02 310623.51000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -311332.38000000 -0.00745297526 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 142880000.00000000 BRL 27874852.68000000 USD 2026-08-04 -311332.38000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -26724.91000000 -0.00063976671 N/A DFE TR N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 13916396.54000000 USD 663603369.00000000 TRY 2026-08-10 -26724.91000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 26019.25000000 0.000622873941 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 663603369.00000000 TRY 13991103.96000000 USD 2026-08-03 26019.25000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 1796.70000000 0.000043011140 N/A DFE TR N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 25784677.08000000 USD 1229142664.00000000 TRY 2026-08-07 1796.70000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -972.69000000 -0.00002328519 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 191563687.00000000 KZT 402918.74000000 USD 2026-08-03 -972.69000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 962.07000000 0.000023030961 N/A DFE KZ N 2 Citibank NA E57ODZWZ7FF32TWEFA76 402022.43000000 USD 191563687.00000000 KZT 2026-08-10 962.07000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -12639.32000000 -0.00030257225 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 1214063472.00000000 KZT 2521419.46000000 USD 2026-08-31 -12639.32000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -25278.62000000 -0.00060514402 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 2428126944.00000000 KZT 5042838.93000000 USD 2026-08-31 -25278.62000000 N N N EDEN RE II LTD 549300LKX8PCP3SC3F42 27954JAA5 18604.65000000 PA USD 456790.67000000 0.010935096324 Long DBT CORP BM N 3 2030-03-19 None 0.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128C6R76 49576.27000000 PA USD 48500.78000000 0.001161058524 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128HDZJ1 2001.32000000 PA USD 1982.47000000 0.000047458281 Long ABS-MBS USGSE US N 2 2029-06-01 Floating 4.22800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MAE96 333492.02000000 PA USD 346440.05000000 0.008293416582 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 7.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128SGAA8 39876.09000000 PA USD 39149.94000000 0.000937209083 Long ABS-MBS USGSE US N 2 2035-01-01 Floating 4.23000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31300LA96 208242.53000000 PA USD 214161.79000000 0.005126811812 Long ABS-MBS USGSE US N 2 2036-02-01 Floating 6.14400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335PK53 2241.55000000 PA USD 2292.85000000 0.000054888458 Long ABS-MBS USGSE US N 2 2030-04-17 Fixed 8.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335PK95 7737.76000000 PA USD 7814.32000000 0.000187066740 Long ABS-MBS USGSE US N 2 2027-09-17 Fixed 7.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335PL45 78138.63000000 PA USD 78435.03000000 0.001877653517 Long ABS-MBS USGSE US N 2 2031-08-17 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335PL78 126659.84000000 PA USD 129502.31000000 0.003100151397 Long ABS-MBS USGSE US N 2 2030-02-17 Fixed 6.60000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335PL86 25908.37000000 PA USD 26649.27000000 0.000637955968 Long ABS-MBS USGSE US N 2 2035-06-17 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335PLG8 22382.68000000 PA USD 22933.13000000 0.000548995419 Long ABS-MBS USGSE US N 2 2030-10-17 Fixed 8.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335PMQ5 47281.23000000 PA USD 48976.12000000 0.001172437672 Long ABS-MBS USGSE US N 2 2032-03-25 Fixed 7.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335PMR3 72421.89000000 PA USD 73016.08000000 0.001747929457 Long ABS-MBS USGSE US N 2 2029-08-17 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 313399C47 65588.83000000 PA USD 67081.63000000 0.001605864860 Long ABS-MBS USGSE US N 2 2031-08-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31346AF83 30860.39000000 PA USD 30507.07000000 0.000730307711 Long ABS-MBS USGSE US N 2 2030-06-01 Floating 4.63700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31359R3U4 11773.80000000 PA USD 11952.86000000 0.000286139109 Long ABS-MBS USGSE US N 2 2028-04-18 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31359UNJ0 23990.05000000 PA USD 24310.68000000 0.000581972542 Long ABS-MBS USGSE US N 2 2028-07-20 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31359VU27 30866.27000000 PA USD 31114.68000000 0.000744853267 Long ABS-MBS USGSE US N 2 2029-06-25 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31359XSV2 5729.89000000 PA USD 5909.27000000 0.000141461813 Long ABS-MBS USGSE US N 2 2030-02-25 Fixed 7.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371Y2S9 215453.35000000 PA USD 212512.39000000 0.005087326881 Long ABS-MBS USGSE US N 2 2033-12-01 Floating 4.02800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31373HXY7 59656.84000000 PA USD 58726.87000000 0.001405860545 Long ABS-MBS USGSE US N 2 2034-07-01 Floating 3.98800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385HJZ6 377493.49000000 PA USD 375367.03000000 0.008985898573 Long ABS-MBS USGSE US N 2 2035-08-01 Floating 4.98400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385W2S7 22643.24000000 PA USD 23106.93000000 0.000553156011 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31387CV57 1815.44000000 PA USD 1814.05000000 0.000043426481 Long ABS-MBS USGSE US N 2 2028-05-01 Floating 5.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31389AZU0 14274.34000000 PA USD 14104.17000000 0.000337639246 Long ABS-MBS USGSE US N 2 2035-03-01 Floating 3.98800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ET6N1 25529.17000000 PA USD 26413.07000000 0.000632301585 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 8.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ET6P6 2776.03000000 PA USD 2835.30000000 0.000067874150 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 9.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 313920CC2 254921.94000000 PA USD 257021.02000000 0.006152817462 Long ABS-MBS USGSE US N 2 2031-07-25 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31392ASN9 120376.82000000 PA USD 122921.91000000 0.002942623425 Long ABS-MBS USGSE US N 2 2031-12-25 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31392PAB1 163125.59000000 PA USD 169594.03000000 0.004059905720 Long ABS-MBS USGSE US N 2 2032-06-15 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396QCX5 415818.34000000 PA USD 422005.38000000 0.010102372449 Long ABS-MBS USGSE US N 2 2039-07-25 Variable 5.76600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31397UBN8 647929.30000000 PA USD 439788.62000000 0.010528084827 Long ABS-MBS USGSE US N 2 2041-05-25 Floating 2.30800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406C7A0 70340.55000000 PA USD 71601.20000000 0.001714058693 Long ABS-MBS USGSE US N 2 2032-07-01 Floating 6.35100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410FSQ9 22575.62000000 PA USD 22893.62000000 0.000548049591 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410GLW1 127936.11000000 PA USD 128966.10000000 0.003087315084 Long ABS-MBS USGSE US N 2 2030-02-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410KU69 118480.48000000 PA USD 119979.26000000 0.002872179427 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412BLZ3 32352.11000000 PA USD 34437.24000000 0.000824391917 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 11.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416BUU0 240166.65000000 PA USD 249901.83000000 0.005982391415 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 8.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419AZP5 3102.90000000 PA USD 3094.15000000 0.000074070751 Long ABS-MBS USGSE US N 2 2027-07-01 Floating 4.08400000 N N N N N N FORTEBANK JSC 529900TH5WJ6KE8N8Z35 34955XAB7 4690000.00000000 PA USD 4811682.43000000 0.115186702160 Long DBT CORP KZ N 2 2030-02-04 Fixed 7.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36201VYZ9 63747.60000000 PA USD 65940.81000000 0.001578554809 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202DQC8 74763.50000000 PA USD 77277.14000000 0.001849934828 Long ABS-MBS USGA US N 2 2031-10-20 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225BTN8 1432.65000000 PA USD 1448.18000000 0.000034667931 Long ABS-MBS USGA US N 2 2028-11-20 Fixed 7.50000000 N N N N N N Budimex SA 25940093SDJZW2C1V355 000000000 4170.00000000 NS 808772.43000000 0.019361175714 Long EC CORP PL N 2 N N N LAMDA Development SA 213800C7PQZVF38FYL54 000000000 30988.00000000 NS 226705.35000000 0.005427091668 Long EC CORP GR N 2 N N N Hampidjan HF 25490002T5TRM5T6US82 000000000 356548.00000000 NS 253767.79000000 0.006074938500 Long EC CORP IS N 2 N N N GEK TERNA SA 2138003TO2MTRHWVP686 000000000 46322.00000000 NS 2424729.71000000 0.058045522119 Long EC CORP GR N 2 N N N Hungary Government International Bonds 5299003F3UFKGCCMAP43 445545AF3 -600000.00000000 PA USD -691852.07000000 -0.01656222319 Short DBT NUSS HU N 2 2041-03-29 Fixed 7.62500000 N N N N N N ICICI BANK LTD/IFSC R7RX8ER1V4666J8D1I38 4492WPAA2 17335000.00000000 PA USD 17424650.38000000 0.417128113245 Long DBT CORP IN N 2 2031-07-30 Fixed 5.45900000 N N N N N N Indonesia Government International Bonds 529900FWX0GRR7WG5W79 455780CE4 -5400000.00000000 PA USD -4164846.01000000 -0.09970210708 Short DBT NUSS ID N 2 2048-01-11 Fixed 4.35000000 N N N N N N Indonesia Government International Bonds 529900FWX0GRR7WG5W79 455780CN4 -2800000.00000000 PA USD -1914849.02000000 -0.04583950561 Short DBT NUSS ID N 2 2049-10-30 Fixed 3.70000000 N N N N N N Indonesia Government International Bonds 529900FWX0GRR7WG5W79 455780CS3 -8600000.00000000 PA USD -8222875.81000000 -0.19684714454 Short DBT NUSS ID N 2 2030-10-15 Fixed 3.85000000 N N N N N N Indonesia Government International Bonds 529900FWX0GRR7WG5W79 455780CT1 -15700000.00000000 PA USD -11637654.52000000 -0.27859341603 Short DBT NUSS ID N 2 2050-10-15 Fixed 4.20000000 N N N N N N Indonesia Government International Bonds 529900FWX0GRR7WG5W79 455780CW4 -5200000.00000000 PA USD -3113868.89000000 -0.07454280152 Short DBT NUSS ID N 2 2051-03-12 Fixed 3.05000000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780DK9 -8900000.00000000 PA USD -6644771.42000000 -0.15906895719 Short DBT NUSS ID N 2 2052-03-31 Fixed 4.30000000 N N N N N N Indonesia Government International Bonds 529900FWX0GRR7WG5W79 455780DN3 -9546000.00000000 PA USD -9253451.28000000 -0.22151805570 Short DBT NUSS ID N 2 2032-09-20 Fixed 4.65000000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780DP8 -5800000.00000000 PA USD -5225921.34000000 -0.12510315334 Short DBT NUSS ID N 2 2052-09-20 Fixed 5.45000000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780DS2 -13290000.00000000 PA USD -12296346.44000000 -0.29436181951 Short DBT NUSS ID N 2 2053-01-11 Fixed 5.65000000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780ED4 -10000000.00000000 PA USD -9426705.00000000 -0.22566557061 Short DBT NUSS ID N 2 2036-04-16 Fixed 4.90000000 N N N N N N Magyar Telekom Telecommunications PLC 529900CA1YDA41X76751 000000000 300825.00000000 NS 2607789.92000000 0.062427794265 Long EC CORP HU N 2 N N N iShares J.P. Morgan USD Emerging Markets Bond ETF 54930070R8WH6MNUJG74 464288281 -595063.00000000 NS USD -56328663.58000000 -1.34844996303 Short EC RF US N 1 N N N iShares Broad USD High Yield Corporate Bond ETF 549300X7H67ZLUE3IZ46 46435U853 -802332.00000000 NS USD -29509770.96000000 -0.70643340408 Short EC RF US N 1 N N N JBT Marel Corp 5493007CT6ATBZ2L6826 477839104 1771.00000000 NS USD 245230.37000000 0.005870561492 Long EC CORP US N 1 N N N DEVELOPMENT BANK OF KAZA 213800LCDPGJ1BI7KX98 48129VAC0 3466500000.00000000 PA 7140965.95000000 0.170947341181 Long DBT NUSS KZ N 2 2027-04-15 Fixed 13.00000000 N N N N N N Hellenic Telecommunications Organization SA ELPUFM0XZRZO4LFXW404 000000000 74862.00000000 NS 1727750.11000000 0.041360551163 Long EC CORP GR N 2 N N N Grupa Kety SA 2594007JKYYF3WGI0129 000000000 2041.00000000 NS 683878.97000000 0.016371355420 Long EC CORP PL N 2 N N N HELLENiQ ENERGY Holdings S.A. 213800YUBJMZYR1SNG35 000000000 34400.00000000 NS 514606.18000000 0.012319139853 Long EC CORP GR N 2 N N N Morgan Stanley & Co. LLC 549300BI6Y5SI6BYPB26 61747C707 86474474.62000000 NS USD 86474474.62000000 2.070109508973 Long STIV RF US N 1 N N N MHP LUX SA 222100RHC7R1WZ1J3M44 59318YAB4 723000.00000000 PA USD 676589.66000000 0.016196856875 Long DBT CORP LU N 2 2029-09-19 Fixed 6.25000000 N N N N N N Motor Oil Hellas Corinth Refineries SA 213800U3Y9UL7Y4QVM11 000000000 28366.00000000 NS 1666409.71000000 0.039892125412 Long EC CORP GR N 2 N N N Ayala Land Inc 254900EWT10TQ6DKTV34 000000000 756412.00000000 NS 208350.44000000 0.004987694102 Long EC CORP PH N 2 N N N Bank of the Philippine Islands 549300UW4UH6XT2X8C50 000000000 138259.00000000 NS 230955.71000000 0.005528840892 Long EC CORP PH N 2 N N N MONGOLIA INTL BOND N/A 60937LAJ4 600000.00000000 PA USD 615067.37000000 0.014724076866 Long DBT NUSS MN N 2 2030-02-25 Fixed 6.62500000 N N N N N N MONGOLIA INTL BOND N/A 60937LAL9 200000.00000000 PA USD 198696.15000000 0.004756580381 Long DBT NUSS MN N 2 2032-03-09 Fixed 5.95000000 N N N N N N Reliance Industries Ltd 5493003UOETFYRONLG31 000000000 35300.00000000 NS 483308.02000000 0.011569894264 Long EC CORP IN N 2 N N N Infosys Ltd 335800TYLGG93MM7PR89 000000000 127131.00000000 NS 1510195.36000000 0.036152515396 Long EC CORP IN N 2 N N N Wipro Ltd 335800IFS1IJHESG8362 000000000 848362.00000000 NS 1636341.39000000 0.039172320921 Long EC CORP IN N 2 N N N Access Holdings PLC 0292005048H3P6V8I753 000000000 2840529.00000000 NS 54348.34000000 0.001301043064 Long EC CORP NG N 2 N N N Hindustan Unilever Ltd 5493007IW5N37IKRPM32 000000000 19500.00000000 NS 429248.52000000 0.010275765731 Long EC CORP IN N 2 N N N Apollo Hospitals Enterprise Ltd 3358005YT7JQCWYLTG43 000000000 7200.00000000 NS 675484.81000000 0.016170407909 Long EC CORP IN N 2 N N N Dabur India Ltd 335800MJPUA2E1FSFL38 000000000 99500.00000000 NS 439440.79000000 0.010519758136 Long EC CORP IN N 2 N N N Hero MotoCorp Ltd 335800Q49FBMZJTRLK49 000000000 9000.00000000 NS 508053.14000000 0.012162266851 Long EC CORP IN N 2 N N N National Investment Fund of the Republic of Uzbekistan JSC 254900QS7VSE8KIDBL52 63654D108 220385.00000000 NS USD 7217608.75000000 0.172782090565 Long EC CORP UZ N 1 N N N Fubon Financial Holding Co Ltd 549300G7Y2TS2XNIB476 000000000 540000.00000000 NS 2152424.23000000 0.051526810488 Long EC CORP TW N 2 N N N Yuanta Financial Holding Co Ltd 21380045JG57LJEFFE13 000000000 1073000.00000000 NS 2238479.19000000 0.053586877251 Long EC CORP TW N 2 N N N Cathay Financial Holding Co Ltd 5299009XR1QLFAMQ3X77 000000000 710000.00000000 NS 2209719.06000000 0.052898389476 Long EC CORP TW N 2 N N N KGI Financial Holding Co Ltd 213800CVM61O866CGD19 000000000 2717000.00000000 NS 2566969.63000000 0.061450598730 Long EC CORP TW N 2 N N N E.Sun Financial Holding Co Ltd 549300X6CNQE512OPC90 000000000 1894000.00000000 NS 2258994.76000000 0.054077998784 Long EC CORP TW N 2 N N N Bharti Airtel Ltd 335800KQ1FPKOQ84OR26 000000000 25200.00000000 NS 520614.92000000 0.012462982876 Long EC CORP IN N 2 N N N SinoPac Financial Holdings Co Ltd N/A 000000000 1983900.00000000 NS 2474199.90000000 0.059229787316 Long EC CORP TW N 2 N N N CTBC Financial Holding Co Ltd 549300IWDYIFW6JXM387 000000000 1103000.00000000 NS 2201514.69000000 0.052701985342 Long EC CORP TW N 2 N N N Maruti Suzuki India Ltd 335800D27PBEESKKD357 000000000 3300.00000000 NS 492112.01000000 0.011780652682 Long EC CORP IN N 2 N N N Nigerian Breweries PLC 0292002213B5D1F3B525 000000000 542654.00000000 NS 29027.73000000 0.000694893841 Long EC CORP NG N 2 N N N TVS Motor Co Ltd 335800URVL13UQEWM152 000000000 13900.00000000 NS 627990.52000000 0.015033443715 Long EC CORP IN N 2 N N N Jindal Steel Ltd 335800UIKQBF6QO2NP15 000000000 39700.00000000 NS 459076.53000000 0.010989817449 Long EC CORP IN N 2 N N N SM Prime Holdings Inc 254900SZK83MIAB8CU32 000000000 2177701.00000000 NS 650928.70000000 0.015582560026 Long EC CORP PH N 2 N N N United Bank for Africa PLC 0292002067E3RH4D8768 000000000 13107185.00000000 NS 426485.23000000 0.010209615426 Long EC CORP NG N 2 N N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 718286BM8 1024000000.00000000 PA 15304198.86000000 0.366366696375 Long DBT NUSS PH N 2 2036-01-14 Fixed 6.25000000 N N N N N N JUMBO SA 549300TGIVUUMY40MZ05 000000000 48994.00000000 NS 1369068.31000000 0.032774079743 Long EC CORP GR N 2 N N N Public Power Corp SA 213800T9Y5XCOVRZ4Y57 000000000 189273.00000000 NS 4877202.83000000 0.116755192788 Long EC CORP GR N 2 N N N OTP Bank Nyrt 529900W3MOO00A18X956 000000000 105229.00000000 NS 15588813.46000000 0.373180075611 Long EC CORP HU N 2 N N N Skagi Hf 213800QFQIHO7KG2P786 000000000 2290750.00000000 NS 350007.61000000 0.008378820280 Long EC CORP IS N 2 N N N PROVINCIA DE CORDOBA 5299006CLM2Z97AATT29 74408DAF1 5382000.00000000 PA USD 5760085.77000000 0.137890497483 Long DBT NUSS AR N 2 2032-07-02 Fixed 9.75000000 N N N N N N PROVINCIA DE CORDOBA 5299006CLM2Z97AATT29 74408DAG9 2973000.00000000 PA USD 2957393.09000000 0.070796932670 Long DBT NUSS AR N 2 2035-02-03 Fixed 8.60000000 N N N N N N Uruguay Government International Bonds 549300RDR012H2V82H43 760942BH4 -19282000.00000000 PA USD -19214513.00000000 -0.45997557367 Short DBT NUSS UY N 2 2037-02-14 Fixed 5.44200000 N N N N N N SBA IO Trust N/A 78414CAA7 43714142.68000000 PA USD 2239646.01000000 0.053614809715 Long ABS-O USGA US N 2 2044-07-25 Variable 3.77600000 N N N N N N REPUBLIC OF SURINAME INT 254900SYU4G5JM13TN77 86886PAE2 5364000.00000000 PA USD 5511510.00000000 0.131939850573 Long DBT NUSS SR N 2 2030-11-06 Fixed 7.70000000 N N N N N N REPUBLIC OF SURINAME INT 254900SYU4G5JM13TN77 86886PAF9 20325000.00000000 PA USD 21849375.00000000 0.523051445543 Long DBT NUSS SR N 2 2035-11-06 Fixed 8.50000000 N N N N N N Nomura International PLC DGQCSV2PHVF7I2743539 000000000 5880646.80000000 PA USD 5880646.80000000 0.140776603883 Long RA CORP US N 2 Repurchase N 3.15000000 2027-01-05 5880646.80000000 USD 5880646.80000000 USD N N N Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 000000000 2886555.00000000 PA USD 2886555.00000000 0.069101142041 Long RA CORP US N 2 Repurchase N 3.20000000 2027-01-12 2886555.00000000 USD 2886555.00000000 USD N N N EDEN REII LTD 0.000 17MAR2028 549300LKX8PCP3SC3F42 000000000 31578.95000000 NS USD 87454.74000000 0.002093576048 Long STIV CORP US Y 3 N N N PARTNERRE ILS FUND SAC LTD. N/A 000000000 5700000.00000000 NS USD 8322000.00000000 0.199220075165 Long STIV CORP US N 3 N N N Unison Trust N/A 90919VAA0 19470352.95000000 PA USD 16749927.98000000 0.400975956643 Long ABS-MBS CORP US N 2 2050-04-25 Variable 6.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797RG4 109171800.00000000 PA USD 109139094.31000000 2.612677069443 Long STIV UST US N 2 2026-08-06 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797RS8 106139000.00000000 PA USD 105807063.02000000 2.532911685636 Long STIV UST US N 2 2026-09-03 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797SK4 196100000.00000000 PA USD 194359949.79000000 4.652776232430 Long STIV UST US N 2 2026-10-29 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797TW7 105500000.00000000 PA USD 105394500.00000000 2.523035353521 Long STIV UST US N 2 2026-08-13 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797UF2 120503200.00000000 PA USD 120042107.76000000 2.873683937869 Long STIV UST US N 2 2026-09-10 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797UG0 96000000.00000000 PA USD 95561987.52000000 2.287655171434 Long STIV UST US N 2 2026-09-17 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797UH8 104000000.00000000 PA USD 103445395.04000000 2.476375796127 Long STIV UST US N 2 2026-09-24 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797UJ4 147440000.00000000 PA USD 146447749.44000000 3.505807696614 Long STIV UST US N 2 2026-10-08 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797UK1 132560000.00000000 PA USD 131571561.06000000 3.149687128573 Long STIV UST US N 2 2026-10-15 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797UM7 75600000.00000000 PA USD 74869738.78000000 1.792304132102 Long STIV UST US N 2 2026-11-05 None 0.00000000 N N N N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 58857000.00000000 PA 48691679.07000000 1.165628450402 Long DBT NUSS BR N 2 2035-05-15 Fixed 6.00000000 N N N N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 922646AS3 5921000.00000000 PA USD 2950552.72000000 0.070633181285 Long DBT NUSS VE N 2 2027-09-15 None 0.00000000 Y N N N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 922646AT1 711000.00000000 PA USD 422113.59000000 0.010104962884 Long DBT NUSS VE N 2 2018-08-15 None 0.00000000 Y N N N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 922646BL7 1638000.00000000 PA USD 805093.38000000 0.019273103061 Long DBT NUSS VE N 2 2034-01-13 None 0.00000000 Y N N N N N Lebanon Government International Bonds 529900QPC4K9S1KHL354 000000000 3280000.00000000 PA USD 902692.15000000 0.021609516699 Long DBT NUSS LB Y 2 2027-03-23 None 0.00000000 Y N N N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 4254000.00000000 PA USD 1207613.99000000 0.028909030264 Long DBT NUSS LB Y 2 2037-03-23 None 0.00000000 Y N N N N N Tanzania N/A 000000000 27186440.71000000 PA USD 27186440.71000000 0.650815280187 Long LON CORP TZ N 2 2031-04-28 Floating 10.40900000 N N N N N N Ivory Coast N/A 000000000 799500.00000000 PA 921943.29000000 0.022070369085 Long LON CORP TZ N 2 2028-01-06 Floating 8.30400000 N N N N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 1795000.00000000 PA USD 485368.00000000 0.011619208056 Long DBT NUSS LB Y 2 2024-12-03 None 0.00000000 Y N N N N N MT LOGAN RE DIVERSIFED OPTI N/A 000000000 4400.00000000 NS USD 7039295.56000000 0.168513457170 Long STIV CORP US Y 3 N N N Nomura International PLC DGQCSV2PHVF7I2743539 000000000 1572648.00000000 PA USD 1572648.00000000 0.037647567023 Long RA CORP US N 2 Repurchase N 3.20000000 2027-04-15 1572648.00000000 USD 1572648.00000000 USD CDS N N N Nomura International PLC DGQCSV2PHVF7I2743539 000000000 2205757.93000000 PA USD 2205757.93000000 0.052803564120 Long RA CORP US N 2 Repurchase N 1.65000000 2026-12-11 2205757.93000000 USD 2205757.93000000 USD N N N EDEN RE II LTD 549300LKX8PCP3SC3F42 000000000 7394.37000000 NS USD 112141.54000000 0.002684552514 Long STIV CORP US Y 3 N N N EDEN RE II LTD SERIES 2024 549300LKX8PCP3SC3F42 000000000 6666.67000000 NS USD 99429.38000000 0.002380236548 Long STIV CORP US Y 3 N N N JPM Lending Facility 6354009QIELPOGEAFS09 000000000 7012500.00000000 PA USD 6995761.16000000 0.167471288648 Long ABS-MBS CORP US N 2 2029-07-15 Variable 9.98100000 N N N N N N Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 000000000 4388820.00000000 PA USD 4388820.00000000 0.105063812819 Long RA CORP US N 2 Repurchase N 3.20000000 2027-01-12 4388820.00000000 USD 4388820.00000000 USD N N N Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 000000000 1501727.50000000 PA USD 1501727.50000000 0.035949803584 Long RA CORP US N 2 Repurchase N 3.25000000 2027-01-12 1501727.50000000 USD 1501727.50000000 USD N N N Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 000000000 660547.13000000 PA USD 660547.13000000 0.015812815295 Long RA CORP US N 2 Repurchase N 3.20000000 2026-12-11 660547.13000000 USD 660547.13000000 USD N N N Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 000000000 1768478.76000000 PA USD 1768478.76000000 0.042335552931 Long RA CORP US N 2 Repurchase N 3.00000000 2026-10-31 1768478.76000000 USD 1768478.76000000 USD N N N Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 000000000 2347987.50000000 PA USD 2347987.50000000 0.056208392962 Long RA CORP US N 2 Repurchase N 3.25000000 2027-04-15 2347987.50000000 USD 2347987.50000000 USD CDS N N N PETROLEOS DE VENEZUELA SA TSA 549300YWR8TN1OFD4P06 000000000 100000.00000000 PA USD 117000.00000000 0.002800859023 Long DBT CORP US N 2 2027-10-20 None 0.00000000 N N N N N N PETROLEOS DE VENEZUELA SA TSA 549300YWR8TN1OFD4P06 000000000 8673500.00000000 PA USD 10147995.00000000 0.242932507411 Long DBT CORP US N 2 2027-10-20 None 0.00000000 N N N N N N Nomura International PLC DGQCSV2PHVF7I2743539 000000000 7770367.50000000 PA USD 7770367.50000000 0.186014563495 Long RA CORP US N 2 Repurchase N 3.25000000 2027-01-27 7770367.50000000 USD 7770367.50000000 USD N N N VOUSSOIR RE SEGREGATED ACC N/A 000000000 815.00000000 NS 1172281.49000000 0.028063206747 Long EC CORP GB N 3 N N N Nomura International PLC DGQCSV2PHVF7I2743539 000000000 10485300.00000000 PA USD 10485300.00000000 0.251007240342 Long RA CORP US N 2 Repurchase N 3.25000000 2026-08-03 10485300.00000000 USD 10650953.18000000 USD N N N BB INDONESIA (REPUBLIC OF) N/A 000000000 10030333.49000000 PA USD 10030333.49000000 0.240115812522 Long STIV NUSS US N 2 2026-08-03 Variable 3.25000000 N N N N N N Nomura International PLC DGQCSV2PHVF7I2743539 000000000 1017495.68000000 PA USD 1017495.68000000 0.024357794502 Long RA CORP US N 2 Repurchase N 3.20000000 2027-04-15 1017495.68000000 USD 1017495.68000000 USD N N N VOUSSOIR RE SEGREGATED ACC N/A 000000000 4531.00000000 NS 6106658.29000000 0.146187085261 Long EC CORP GB N 3 N N N Nomura International PLC DGQCSV2PHVF7I2743539 000000000 1344021.00000000 PA USD 1344021.00000000 0.032174473040 Long RA CORP US N 2 Repurchase N 3.20000000 2027-05-19 1344021.00000000 USD 1352622.73000000 USD CDS N N N Nomura International PLC DGQCSV2PHVF7I2743539 000000000 13968454.50000000 PA USD 13968454.50000000 0.334390357538 Long RA CORP US N 2 Repurchase N 3.25000000 2027-01-13 13968454.50000000 USD 13968454.50000000 USD N N N Nomura International PLC DGQCSV2PHVF7I2743539 000000000 5893895.24000000 PA USD 5893895.24000000 0.141093757838 Long RA CORP US N 2 Repurchase N 2.50000000 2027-06-30 5893895.24000000 USD 5893895.24000000 USD N N N Nomura International PLC DGQCSV2PHVF7I2743539 000000000 7921200.00000000 PA USD 7921200.00000000 0.189625337587 Long RA CORP US N 2 Repurchase N 3.25000000 2027-01-13 7921200.00000000 USD 7921200.00000000 USD N N N Nomura International PLC DGQCSV2PHVF7I2743539 000000000 5599912.50000000 PA USD 5599912.50000000 0.134056115016 Long RA CORP US N 2 Repurchase N 3.25000000 2027-01-27 5599912.50000000 USD 5599912.50000000 USD N N N Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 000000000 2967750.00000000 PA USD 2967750.00000000 0.071044866386 Long RA CORP US N 2 Repurchase N 2.76000000 2027-01-12 2967750.00000000 USD 2967750.00000000 USD N N N PARTNER RE 2026 EQUITY 7LLHQS68KCIGNZBR7918 000000000 11.00000000 NS USD 11898822.03000000 0.284845496178 Long EC CORP US N 3 N N N LOGAN RE 2027 N/A 000000000 4000000.00000000 NS USD 4415600.00000000 0.105704898329 Long EC CORP US N 3 N N N BEACON RE COMMITTED N/A 000000000 2963783.00000000 NS USD 3020391.26000000 0.072305043720 Long EC CORP US N 3 N N N BEACON RE UNCOMMITTED N/A 000000000 3536217.00000000 NS USD 3536217.00000000 0.084653378579 Long EC CORP US N 3 N N N Nomura International PLC DGQCSV2PHVF7I2743539 000000000 10235793.96000000 PA USD 10235793.96000000 0.245034323730 Long RA CORP US N 2 Repurchase N 3.25000000 2027-02-05 10235793.96000000 USD 10235793.96000000 USD N N N Nomura International PLC DGQCSV2PHVF7I2743539 000000000 6677031.69000000 PA USD 6677031.69000000 0.159841234698 Long RA CORP US N 2 Repurchase N 3.20000000 2027-02-19 6677031.69000000 USD 6677031.69000000 USD N N N Nomura International PLC DGQCSV2PHVF7I2743539 000000000 2232175.58000000 PA USD 2232175.58000000 0.053435975346 Long RA CORP US N 2 Repurchase N 3.20000000 2027-02-19 2232175.58000000 USD 2232175.58000000 USD N N N Nomura International PLC DGQCSV2PHVF7I2743539 000000000 4467595.55000000 PA USD 4467595.55000000 0.106949618034 Long RA CORP US N 2 Repurchase N 3.20000000 2027-02-24 4467595.55000000 USD 4467595.55000000 USD N N N Nomura International PLC DGQCSV2PHVF7I2743539 000000000 4487098.88000000 PA USD 4487098.88000000 0.107416507588 Long RA CORP US N 2 Repurchase N 3.20000000 2027-02-25 4487098.88000000 USD 4487098.88000000 USD N N N Nomura International PLC DGQCSV2PHVF7I2743539 000000000 3243602.25000000 PA USD 3243602.25000000 0.077648484024 Long RA CORP US N 2 Repurchase N 3.20000000 2027-03-26 3243602.25000000 USD 3243602.25000000 USD N N N Nomura International PLC DGQCSV2PHVF7I2743539 000000000 7618703.40000000 PA USD 7618703.40000000 0.182383881760 Long RA CORP US N 2 Repurchase N 2.65000000 2027-05-27 7618703.40000000 USD 7618703.40000000 USD UST N N N Nomura International PLC DGQCSV2PHVF7I2743539 000000000 9012082.98000000 PA USD 9012082.98000000 0.215739948170 Long RA CORP US N 2 Repurchase N 3.25000000 2027-02-23 9012082.98000000 USD 9012082.98000000 USD N N N Nomura International PLC DGQCSV2PHVF7I2743539 000000000 739494.00000000 PA USD 739494.00000000 0.017702721733 Long RA CORP US N 2 Repurchase N 3.20000000 2027-03-26 739494.00000000 USD 739494.00000000 USD N N N Nomura International PLC DGQCSV2PHVF7I2743539 000000000 657181.88000000 PA USD 657181.88000000 0.015732254690 Long RA CORP US N 2 Repurchase N 3.20000000 2027-06-15 657181.88000000 USD 657181.88000000 USD N N N Nomura International PLC DGQCSV2PHVF7I2743539 000000000 706249.70000000 PA USD 706249.70000000 0.016906887565 Long RA CORP US N 2 Repurchase N 3.20000000 2027-02-24 706249.70000000 USD 706249.70000000 USD N N N Nomura International PLC DGQCSV2PHVF7I2743539 000000000 271132.24000000 PA USD 271132.24000000 0.006490625478 Long RA CORP US N 2 Repurchase N 3.20000000 2027-03-26 271132.24000000 USD 271132.24000000 USD N N N Nomura International PLC DGQCSV2PHVF7I2743539 000000000 3581620.98000000 PA USD 3581620.98000000 0.085740302913 Long RA CORP US N 2 Repurchase N 3.20000000 2027-02-26 3581620.98000000 USD 3581620.98000000 USD N N N Nomura International PLC DGQCSV2PHVF7I2743539 000000000 2158445.21000000 PA USD 2158445.21000000 0.051670946524 Long RA CORP US N 2 Repurchase N 3.20000000 2027-03-30 2158445.21000000 USD 2158445.21000000 USD N N N Nomura International PLC DGQCSV2PHVF7I2743539 000000000 1137780.00000000 PA USD 1137780.00000000 0.027237276750 Long RA CORP US N 2 Repurchase N 3.20000000 2027-06-15 1137780.00000000 USD 1137780.00000000 USD N N N Nomura International PLC DGQCSV2PHVF7I2743539 000000000 5805810.94000000 PA USD 5805810.94000000 0.138985110774 Long RA CORP US N 2 Repurchase N 3.05000000 2027-03-05 5805810.94000000 USD 5805810.94000000 USD N N N JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 000000000 8612175.92000000 PA USD 8612175.92000000 0.206166586652 Long RA CORP US N 2 Repurchase N 2.85000000 2027-07-24 8612175.92000000 USD 8612175.92000000 USD N N N JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 000000000 4444360.56000000 PA USD 4444360.56000000 0.106393396398 Long RA CORP US N 2 Repurchase N 3.15000000 2027-07-24 4444360.56000000 USD 4444360.56000000 USD N N N JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 000000000 3986072.50000000 PA USD 3986072.50000000 0.095422454105 Long RA CORP US N 2 Repurchase N 3.00000000 2027-04-15 3986072.50000000 USD 3986072.50000000 USD N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2066343.75000000 PA USD 2066343.75000000 0.049466132803 Long RA CORP US N 2 Repurchase N 2.25000000 2027-06-11 2066343.75000000 USD 2066343.75000000 USD N N N Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 000000000 5400675.00000000 PA USD 5400675.00000000 0.129286575275 Long RA CORP US N 2 Repurchase N 3.35000000 2027-04-15 5400675.00000000 USD 5400675.00000000 USD N N N Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 000000000 3316000.00000000 PA USD 3316000.00000000 0.079381611301 Long RA CORP US N 2 Repurchase N 3.00000000 2027-06-15 3316000.00000000 USD 3316000.00000000 USD N N N Nomura International PLC DGQCSV2PHVF7I2743539 000000000 10741463.46000000 PA USD 10741463.46000000 0.257139528705 Long RA CORP US N 2 Repurchase N 3.20000000 2027-03-30 10741463.46000000 USD 10741463.46000000 USD N N N Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 000000000 2481600.00000000 PA USD 2481600.00000000 0.059406938059 Long RA CORP US N 2 Repurchase N 3.35000000 2027-05-04 2481600.00000000 USD 2481600.00000000 USD N N N Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 000000000 733562.50000000 PA USD 733562.50000000 0.017560727756 Long RA CORP US N 2 Repurchase N 3.00000000 2027-06-15 733562.50000000 USD 733562.50000000 USD N N N Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 000000000 1698640.00000000 PA USD 1698640.00000000 0.040663685229 Long RA CORP US N 2 Repurchase N 3.00000000 2027-04-15 1698640.00000000 USD 1698640.00000000 USD N N N Nomura International PLC DGQCSV2PHVF7I2743539 000000000 4231303.13000000 PA USD 4231303.13000000 0.101293021822 Long RA CORP US N 2 Repurchase N 3.20000000 2027-06-15 4231303.13000000 USD 4231303.13000000 USD N N N Nomura International PLC DGQCSV2PHVF7I2743539 000000000 5717242.65000000 PA USD 5717242.65000000 0.136864877489 Long RA CORP US N 2 Repurchase N 2.80000000 2027-04-02 5717242.65000000 USD 5717242.65000000 USD N N N Nomura International PLC DGQCSV2PHVF7I2743539 000000000 2188286.10000000 PA USD 2188286.10000000 0.052385306575 Long RA CORP US N 2 Repurchase N 3.20000000 2027-04-02 2188286.10000000 USD 2188286.10000000 USD N N N JAFFA CAPITAL FUND N/A 000000000 70000.00000000 NS USD 7028700.00000000 0.168259810419 Long EC CORP US N 2 N N N Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 000000000 5325993.75000000 PA USD 5325993.75000000 0.127498783369 Long RA CORP US N 2 Repurchase N 3.30000000 2027-06-16 5325993.75000000 USD 5325993.75000000 USD N N N Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 000000000 5243650.00000000 PA USD 5243650.00000000 0.125527559137 Long RA CORP US N 2 Repurchase N 3.30000000 2027-06-24 5243650.00000000 USD 5243650.00000000 USD N N N Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 000000000 4956000.00000000 PA USD 4956000.00000000 0.118641515563 Long RA CORP US N 2 Repurchase N 3.30000000 2027-06-25 4956000.00000000 USD 4956000.00000000 USD N N N Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 000000000 4958625.00000000 PA USD 4958625.00000000 0.118704355349 Long RA CORP US N 2 Repurchase N 3.30000000 2027-06-29 4958625.00000000 USD 4958625.00000000 USD N N N Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 000000000 5438670.00000000 PA USD 5438670.00000000 0.130196136289 Long RA CORP US N 2 Repurchase N 3.30000000 2027-07-02 5438670.00000000 USD 5438670.00000000 USD N N N Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 000000000 4961250.00000000 PA USD 4961250.00000000 0.118767195135 Long RA CORP US N 2 Repurchase N 3.30000000 2027-07-09 4961250.00000000 USD 4961250.00000000 USD N N N Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 000000000 5329287.50000000 PA USD 5329287.50000000 0.127577632339 Long RA CORP US N 2 Repurchase N 3.40000000 2027-06-16 5329287.50000000 USD 5329287.50000000 USD N N N Nomura International PLC DGQCSV2PHVF7I2743539 000000000 4511415.83000000 PA USD 4511415.83000000 0.107998630227 Long RA CORP US N 2 Repurchase N 3.25000000 2027-07-15 4511415.83000000 USD 4511415.83000000 USD N N N Nomura International PLC DGQCSV2PHVF7I2743539 000000000 3412366.53000000 PA USD 3412366.53000000 0.081688526387 Long RA CORP US N 2 Repurchase N 3.25000000 2027-07-15 3412366.53000000 USD 3412366.53000000 USD CDS N N N Nomura International PLC DGQCSV2PHVF7I2743539 000000000 2075809.87000000 PA USD 2075809.87000000 0.049692741928 Long RA CORP US N 2 Repurchase N 3.25000000 2027-07-21 2075809.87000000 USD 2077496.47000000 USD N N N Nomura International PLC DGQCSV2PHVF7I2743539 000000000 3120670.92000000 PA USD 3120670.92000000 0.074705635093 Long RA CORP US N 2 Repurchase N 3.25000000 2027-07-21 3120670.92000000 USD 3123206.47000000 USD N N N Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 000000000 11047646.24000000 PA USD 11047646.24000000 0.264469227869 Long RA CORP US N 2 Repurchase N 3.25000000 2027-07-29 11047646.24000000 USD 11047646.24000000 USD N N N Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 000000000 11555570.00000000 PA USD 11555570.00000000 0.276628397497 Long RA CORP US N 2 Repurchase N 3.40000000 2027-07-30 11555570.00000000 USD 11555570.00000000 USD N N N Nomura International PLC DGQCSV2PHVF7I2743539 000000000 -14316760.06000000 PA USD -14316760.06000000 -0.34272843250 Short RA CORP US N 2 Reverse repurchase N 3.93000000 2027-07-30 14316760.06000000 USD 14316760.06000000 USD CDS N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 54737000.00000000 OU Notional Amount USD -870790.13000000 -0.02084581532 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Saudi Government International Bonds Saudi Government International Bonds Y buy protection 2030-12-20 0.00000000 USD -496580.28000000 USD 54737000.00000000 USD -374209.85000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 200746000.00000000 OU Notional Amount USD 1278541.24000000 0.030606955291 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Republic of South Africa Government International Bonds Republic of South Africa Government International Bonds Y buy protection 2030-12-20 3787895.47000000 USD 0.00000000 USD 200746000.00000000 USD -2509354.23000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3628800.00000000 OU Notional Amount -4428.93000000 -0.00010602400 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-10-10 0.00000000 EUR 0.00000000 EUR 3628800.00000000 EUR -4428.93000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1199881.00000000 OU Notional Amount 4822.41000000 0.000115443509 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-10-17 0.00000000 EUR 0.00000000 EUR 1199881.00000000 EUR 4822.41000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1780576.00000000 OU Notional Amount -2654.87000000 -0.00006355484 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-10-27 0.00000000 EUR 0.00000000 EUR 1780576.00000000 EUR -2654.87000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2000000.00000000 OU Notional Amount 2960.37000000 0.000070868196 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-01-24 0.00000000 EUR -19.48000000 EUR 2000000.00000000 EUR 2981.21000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 13120000.00000000 OU Notional Amount 36685.63000000 0.000878216049 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2029-11-06 0.00000000 MXN 0.00000000 MXN 13120000.00000000 MXN 36685.63000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 50000.00000000 OU Notional Amount USD 75.02000000 0.000001795901 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.EM.S43 2I65BZFH0 Y buy protection 2030-06-20 832.39000000 USD 0.00000000 USD 50000.00000000 USD -757.37000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 28800000.00000000 OU Notional Amount USD -150011.14000000 -0.00359111158 N/A DCR GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Saudi Government International Bonds Saudi Government International Bonds Y buy protection 2035-06-20 269012.89000000 USD 0.00000000 USD 28800000.00000000 USD -419024.03000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 60295989.00000000 OU Notional Amount 372993.72000000 0.008929083986 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-06-18 0.00000000 PLN 0.00000000 PLN 60295989.00000000 PLN 372993.72000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 11653072.00000000 OU Notional Amount 87865.10000000 0.002103399642 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-06-18 0.00000000 PLN 0.00000000 PLN 11653072.00000000 PLN 87865.10000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 45540939.00000000 OU Notional Amount 304094.70000000 0.007279712688 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-06-18 0.00000000 PLN 0.00000000 PLN 45540939.00000000 PLN 304094.70000000 N N N Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 000000000 3075000.00000000 OU Notional Amount USD -4651.34000000 -0.00011134827 N/A DCR GB N 2 Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 Petroleos Mexicanos Petroleos Mexicanos Y sell protection 2027-06-20 0.00000000 USD -45348.60000000 USD 3075000.00000000 USD 40697.26000000 N N N Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 000000000 2469000.00000000 OU Notional Amount USD 277.32000000 0.000006638754 N/A DCR GB N 2 Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 Petroleos Mexicanos Petroleos Mexicanos Y sell protection 2026-12-20 0.00000000 USD -14309.27000000 USD 2469000.00000000 USD 14586.59000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 5789000.00000000 OU Notional Amount USD -8756.62000000 -0.00020962442 N/A DCR GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Petroleos Mexicanos Petroleos Mexicanos Y sell protection 2027-06-20 0.00000000 USD -71102.98000000 USD 5789000.00000000 USD 62346.36000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1146000.00000000 OU Notional Amount USD -1733.47000000 -0.00004149747 N/A DCR GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Petroleos Mexicanos Petroleos Mexicanos Y sell protection 2027-06-20 0.00000000 USD -13980.92000000 USD 1146000.00000000 USD 12247.45000000 N N N JPMorgan Securities LLC ZBUT11V806EZRVTWT807 000000000 2193000.00000000 OU Notional Amount USD -2834.65000000 -0.00006785859 N/A DCR US N 2 JPMorgan Securities LLC ZBUT11V806EZRVTWT807 Petroleos Mexicanos Petroleos Mexicanos Y sell protection 2027-06-20 0.00000000 USD -30000.34000000 USD 2193000.00000000 USD 27165.69000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 90904000.00000000 OU Notional Amount -72481.80000000 -0.00173513934 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2032-08-12 0.00000000 PLN 0.00000000 PLN 90904000.00000000 PLN -72481.80000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 90904000.00000000 OU Notional Amount 80852.76000000 0.001935531473 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2032-08-12 0.00000000 PLN 0.00000000 PLN 90904000.00000000 PLN 80852.76000000 N N N Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 000000000 5717000.00000000 OU Notional Amount USD -8647.71000000 -0.00020701723 N/A DCR GB N 2 Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 Petroleos Mexicanos Petroleos Mexicanos Y sell protection 2027-06-20 0.00000000 USD -72257.37000000 USD 5717000.00000000 USD 63609.66000000 N N N Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 000000000 3209000.00000000 OU Notional Amount USD 360.43000000 0.000008628321 N/A DCR GB N 2 Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 Petroleos Mexicanos Petroleos Mexicanos Y sell protection 2026-12-20 0.00000000 USD -15695.45000000 USD 3209000.00000000 USD 16055.88000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 390150000.00000000 OU Notional Amount -130507.79000000 -0.00312422154 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2032-09-09 0.00000000 PLN 0.00000000 PLN 390150000.00000000 PLN -130507.79000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 390150000.00000000 OU Notional Amount 157223.46000000 0.003763767065 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2032-09-09 0.00000000 PLN 0.00000000 PLN 390150000.00000000 PLN 157223.46000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 567000000.00000000 OU Notional Amount 26887.44000000 0.000643657512 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2027-12-15 0.00000000 MXN 0.00000000 MXN 567000000.00000000 MXN 26887.44000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 884900000.00000000 OU Notional Amount 40337.69000000 0.000965642589 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2027-12-15 0.00000000 MXN 0.00000000 MXN 884900000.00000000 MXN 40337.69000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 38470000.00000000 OU Notional Amount 196039.28000000 0.004692977661 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-12-17 0.00000000 PLN 0.00000000 PLN 38470000.00000000 PLN 196039.28000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 164400000.00000000 OU Notional Amount 137310.44000000 0.003287069956 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-12-17 0.00000000 CNY 0.00000000 CNY 164400000.00000000 CNY 137310.44000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 34255000.00000000 OU Notional Amount USD 159499.16000000 0.003818244970 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.EM.S44 2I65BZFI8 Y buy protection 2030-12-20 679242.93000000 USD 0.00000000 USD 34255000.00000000 USD -519743.77000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 197000000.00000000 OU Notional Amount 174085.69000000 0.004167431416 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-12-17 0.00000000 CNY 0.00000000 CNY 197000000.00000000 CNY 174085.69000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 140000000.00000000 OU Notional Amount 121001.85000000 0.002896659174 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-12-17 0.00000000 CNY 0.00000000 CNY 140000000.00000000 CNY 121001.85000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 65400000.00000000 OU Notional Amount 57159.03000000 0.001368328076 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-12-17 0.00000000 CNY 0.00000000 CNY 65400000.00000000 CNY 57159.03000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 110000000.00000000 OU Notional Amount 98271.37000000 0.002352514986 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-12-17 0.00000000 CNY 0.00000000 CNY 110000000.00000000 CNY 98271.37000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 8500000.00000000 OU Notional Amount USD 1235291.57000000 0.029571602911 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Bahrain Government International Bonds Bahrain Government International Bonds Y buy protection 2035-12-20 834187.26000000 USD 0.00000000 USD 8500000.00000000 USD 401104.31000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 558000000.00000000 OU Notional Amount 169872.73000000 0.004066577510 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2027-12-09 0.00000000 MXN 0.00000000 MXN 558000000.00000000 MXN 169872.73000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 504100000.00000000 OU Notional Amount 164899.60000000 0.003947525920 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2027-12-09 0.00000000 MXN 0.00000000 MXN 504100000.00000000 MXN 164899.60000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 641000000.00000000 OU Notional Amount 208923.18000000 0.005001404905 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2027-12-15 0.00000000 MXN 0.00000000 MXN 641000000.00000000 MXN 208923.18000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 122116000.00000000 OU Notional Amount 135136.48000000 0.003235027601 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-03-18 0.00000000 CNY 0.00000000 CNY 122116000.00000000 CNY 135136.48000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 59757000.00000000 OU Notional Amount 68973.99000000 0.001651166002 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-03-18 0.00000000 CNY 0.00000000 CNY 59757000.00000000 CNY 68973.99000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 74900000.00000000 OU Notional Amount 85943.16000000 0.002057390386 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-03-18 0.00000000 CNY 0.00000000 CNY 74900000.00000000 CNY 85943.16000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 149413000.00000000 OU Notional Amount 171238.54000000 0.004099273589 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-03-18 0.00000000 CNY 0.00000000 CNY 149413000.00000000 CNY 171238.54000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 45014000.00000000 OU Notional Amount 45220.47000000 0.001082531294 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-03-18 0.00000000 CNY 0.00000000 CNY 45014000.00000000 CNY 45220.47000000 N N N Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 000000000 540000.00000000 OU Notional Amount USD -8397.05000000 -0.00020101669 N/A DCR GB N 2 Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 Ecuador Government International Bonds Ecuador Government International Bonds Y buy protection 2026-12-20 0.00000000 USD -3168.16000000 USD 540000.00000000 USD -5228.89000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 963000.00000000 OU Notional Amount USD -14974.75000000 -0.00035848003 N/A DCR US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Ecuador Government International Bonds Ecuador Government International Bonds Y buy protection 2026-12-20 0.00000000 USD -6798.84000000 USD 963000.00000000 USD -8175.91000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 887000000.00000000 OU Notional Amount 149462.79000000 0.003577984650 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-01-12 0.00000000 MXN 0.00000000 MXN 887000000.00000000 MXN 149462.79000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 882000000.00000000 OU Notional Amount 112152.69000000 0.002684819434 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-01-13 0.00000000 MXN 0.00000000 MXN 882000000.00000000 MXN 112152.69000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 136100000.00000000 OU Notional Amount 13962.44000000 0.000334246376 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-01-14 0.00000000 MXN 0.00000000 MXN 136100000.00000000 MXN 13962.44000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 46290000.00000000 OU Notional Amount USD -177812.39000000 -0.00425664476 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Saudi Government International Bonds Saudi Government International Bonds Y buy protection 2035-12-20 378098.09000000 USD 0.00000000 USD 46290000.00000000 USD -555910.48000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 51000000.00000000 OU Notional Amount USD -488922.72000000 -0.01170430437 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Saudi Government International Bonds Saudi Government International Bonds Y buy protection 2033-12-20 0.00000000 USD -43036.37000000 USD 51000000.00000000 USD -445886.35000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 123900000.00000000 OU Notional Amount 135002.72000000 0.003231825525 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-03-18 0.00000000 CNY 0.00000000 CNY 123900000.00000000 CNY 135002.72000000 N N N Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 000000000 38049000.00000000 OU Notional Amount 216447.42000000 0.005181527431 N/A DCR GB N 2 Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 U.S. Treasury Notes U.S. Treasury Notes Y buy protection 2030-12-20 138483.29000000 EUR 0.00000000 EUR 38049000.00000000 EUR 51474.86000000 N N N ICBC Standard Bank PLC F01VVKN4DRF2NWKGQ283 000000000 8652690773.33000000 OU Notional Amount 732936.00000000 0.017545729994 N/A DIR UZ N 2 ICBC Standard Bank PLC F01VVKN4DRF2NWKGQ283 Uzbekistan Treasury Bonds Uzbekistan Treasury Bonds Y equity-performance leg equity-performance leg 2029-01-07 8652690773.33000000 UZS 0.00000000 UZS 8652690773.33000000 UZS 23699.05000000 N N N ICBC Standard Bank PLC F01VVKN4DRF2NWKGQ283 000000000 6225560103.38000000 OU Notional Amount 532331.60000000 0.012743468080 N/A DIR UZ N 2 ICBC Standard Bank PLC F01VVKN4DRF2NWKGQ283 Uzbekistan Treasury Bonds Uzbekistan Treasury Bonds Y equity-performance leg equity-performance leg 2029-01-07 6225560103.38000000 UZS 0.00000000 UZS 6225560103.38000000 UZS 20781.88000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 21593000000.00000000 OU Notional Amount -306497.31000000 -0.00733722868 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-03-18 0.00000000 KRW 0.00000000 KRW 21593000000.00000000 KRW -306497.31000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 19572000000.00000000 OU Notional Amount -283820.77000000 -0.00679437576 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-03-18 0.00000000 KRW 0.00000000 KRW 19572000000.00000000 KRW -283820.77000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 8997000000.00000000 OU Notional Amount -129778.42000000 -0.00310676118 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-03-18 0.00000000 KRW 0.00000000 KRW 8997000000.00000000 KRW -129778.42000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 8997300000.00000000 OU Notional Amount -122295.00000000 -0.00292761584 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-03-18 0.00000000 KRW 0.00000000 KRW 8997300000.00000000 KRW -122295.00000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 14708700000.00000000 OU Notional Amount -198617.48000000 -0.00475469710 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-03-18 0.00000000 KRW 0.00000000 KRW 14708700000.00000000 KRW -198617.48000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 17995000000.00000000 OU Notional Amount -279381.31000000 -0.00668809968 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-03-18 0.00000000 KRW 0.00000000 KRW 17995000000.00000000 KRW -279381.31000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 21593000000.00000000 OU Notional Amount -316111.71000000 -0.00756738748 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-03-18 0.00000000 KRW 0.00000000 KRW 21593000000.00000000 KRW -316111.71000000 N N N ICBC Standard Bank PLC F01VVKN4DRF2NWKGQ283 000000000 13440332094.00000000 OU Notional Amount 1193134.91000000 0.028562416060 N/A DIR UZ N 2 ICBC Standard Bank PLC F01VVKN4DRF2NWKGQ283 Uzbekistan Treasury Bonds Uzbekistan Treasury Bonds Y equity-performance leg equity-performance leg 2029-02-06 13440332094.00000000 UZS 0.00000000 UZS 13440332094.00000000 UZS 95964.94000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 103000000.00000000 OU Notional Amount -10865.86000000 -0.00026011745 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-02-18 0.00000000 MXN 0.00000000 MXN 103000000.00000000 MXN -10865.86000000 N N N ICBC Standard Bank PLC F01VVKN4DRF2NWKGQ283 000000000 17096759570.00000000 OU Notional Amount 1511279.44000000 0.036178467151 N/A DIR UZ N 2 ICBC Standard Bank PLC F01VVKN4DRF2NWKGQ283 Uzbekistan Treasury Bonds Uzbekistan Treasury Bonds Y equity-performance leg equity-performance leg 2029-02-06 17096759570.00000000 UZS 0.00000000 UZS 17096759570.00000000 UZS 98324.10000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 119000000.00000000 OU Notional Amount -11945.01000000 -0.00028595118 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-02-21 0.00000000 MXN 0.00000000 MXN 119000000.00000000 MXN -11945.01000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 31500000.00000000 OU Notional Amount USD -501121.53000000 -0.01199633127 N/A DCR FR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 Saudi Government International Bonds Saudi Government International Bonds Y buy protection 2030-12-20 0.00000000 USD -315929.81000000 USD 31500000.00000000 USD -185191.72000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 110000000.00000000 OU Notional Amount -11453.79000000 -0.00027419188 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-02-22 0.00000000 MXN 0.00000000 MXN 110000000.00000000 MXN -11453.79000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 72000000.00000000 OU Notional Amount -10220.80000000 -0.00024467538 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-02-24 0.00000000 MXN 0.00000000 MXN 72000000.00000000 MXN -10220.80000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1984000.00000000 OU Notional Amount 11286.28000000 0.000270181873 N/A DCR GB N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 U.S. Treasury Notes U.S. Treasury Notes Y buy protection 2030-12-20 8283.28000000 EUR 0.00000000 EUR 1984000.00000000 EUR 1515.42000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 45000000.00000000 OU Notional Amount -7848.98000000 -0.00018789646 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-02-25 0.00000000 MXN 0.00000000 MXN 45000000.00000000 MXN -7848.98000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 40642000.00000000 OU Notional Amount USD -646558.13000000 -0.01547793309 N/A DCR FR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 Saudi Government International Bonds Saudi Government International Bonds Y buy protection 2030-12-20 0.00000000 USD -391441.60000000 USD 40642000.00000000 USD -255116.53000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 15445000000.00000000 OU Notional Amount -256225.37000000 -0.00613377042 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-03-18 0.00000000 KRW 0.00000000 KRW 15445000000.00000000 KRW -256225.37000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 23197000000.00000000 OU Notional Amount -384114.79000000 -0.00919531090 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-03-18 0.00000000 KRW 0.00000000 KRW 23197000000.00000000 KRW -384114.79000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 12139000000.00000000 OU Notional Amount -198808.16000000 -0.00475926178 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-03-18 0.00000000 KRW 0.00000000 KRW 12139000000.00000000 KRW -198808.16000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 11584000000.00000000 OU Notional Amount -188260.11000000 -0.00450675237 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-03-18 0.00000000 KRW 0.00000000 KRW 11584000000.00000000 KRW -188260.11000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 2976000.00000000 OU Notional Amount 16929.42000000 0.000405272810 N/A DCR FR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 U.S. Treasury Notes U.S. Treasury Notes Y buy protection 2030-12-20 14862.81000000 EUR 0.00000000 EUR 2976000.00000000 EUR -326.91000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1061946000.00000000 OU Notional Amount 49849.14000000 0.001193336868 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-03-09 0.00000000 MXN 0.00000000 MXN 1061946000.00000000 MXN 49849.14000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1052000000.00000000 OU Notional Amount 85480.50000000 0.002046314784 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-03-07 0.00000000 MXN 0.00000000 MXN 1052000000.00000000 MXN 85480.50000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 860000000.00000000 OU Notional Amount 79125.26000000 0.001894176909 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-03-10 0.00000000 MXN 0.00000000 MXN 860000000.00000000 MXN 79125.26000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 147330000.00000000 OU Notional Amount USD -5006544.49000000 -0.11985149839 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Korea International Bonds Korea International Bonds Y buy protection 2031-06-20 0.00000000 USD -4460435.64000000 USD 147330000.00000000 USD -546108.85000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 979500000.00000000 OU Notional Amount 487733.82000000 0.011675843340 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-06-14 0.00000000 MXN 0.00000000 MXN 979500000.00000000 MXN 487733.82000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 40962000.00000000 OU Notional Amount USD -1125658.70000000 -0.02694710536 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Qatar Government International Bonds Qatar Government International Bonds Y buy protection 2031-06-20 0.00000000 USD -871304.44000000 USD 40962000.00000000 USD -254354.26000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 27220000.00000000 OU Notional Amount USD -580224.24000000 -0.01388996836 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Republic of Poland Government International Bonds Republic of Poland Government International Bonds Y buy protection 2031-06-20 0.00000000 USD -408176.03000000 USD 27220000.00000000 USD -172048.21000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 3009000.00000000 OU Notional Amount USD 46669.71000000 0.001117224601 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Saudi Government International Bonds Saudi Government International Bonds Y sell protection 2031-06-20 22351.97000000 USD 0.00000000 USD 3009000.00000000 USD 24317.74000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 202782000.00000000 OU Notional Amount USD 3941404.79000000 0.094353155313 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.EM.S45 2I65BZFJ6 Y buy protection 2031-06-20 8752702.52000000 USD 0.00000000 USD 202782000.00000000 USD -4811297.73000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 18184320.00000000 OU Notional Amount USD -1363314.11000000 -0.03263633014 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.HY.S46 2I65BRAE1 Y buy protection 2031-06-20 0.00000000 USD -709255.46000000 USD 18184320.00000000 USD -654058.65000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 175401605.00000000 OU Notional Amount -643947.60000000 -0.01541543971 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-06-17 0.00000000 PLN 0.00000000 PLN 175401605.00000000 PLN -643947.60000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 405572277.00000000 OU Notional Amount 19243.08000000 0.000460659438 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-06-17 0.00000000 CZK 0.00000000 CZK 405572277.00000000 CZK 19243.08000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 74513703.00000000 OU Notional Amount -303035.49000000 -0.00725435629 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-06-17 0.00000000 PLN 0.00000000 PLN 74513703.00000000 PLN -303035.49000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 849000000.00000000 OU Notional Amount -406767.06000000 -0.00973758282 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-04-06 0.00000000 MXN 0.00000000 MXN 849000000.00000000 MXN -406767.06000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 2352070000.00000000 OU Notional Amount -1146952.42000000 -0.02745685500 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-04-06 0.00000000 MXN 0.00000000 MXN 2352070000.00000000 MXN -1146952.42000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 83578000.00000000 OU Notional Amount -134310.08000000 -0.00321524444 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-06-17 0.00000000 PLN 0.00000000 PLN 83578000.00000000 PLN -134310.08000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 26714000.00000000 OU Notional Amount -40846.36000000 -0.00097781962 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-06-17 0.00000000 PLN 0.00000000 PLN 26714000.00000000 PLN -40846.36000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 23717000.00000000 OU Notional Amount -58347.00000000 -0.00139676684 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-06-17 0.00000000 PLN 0.00000000 PLN 23717000.00000000 PLN -58347.00000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 43591000.00000000 OU Notional Amount -102166.06000000 -0.00244574983 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-06-17 0.00000000 PLN 0.00000000 PLN 43591000.00000000 PLN -102166.06000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 695000000.00000000 OU Notional Amount 183871.04000000 0.004401682577 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-06-17 0.00000000 TWD 0.00000000 TWD 695000000.00000000 TWD 183871.04000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 198000000.00000000 OU Notional Amount 44529.32000000 0.001065985878 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-06-17 0.00000000 TWD 0.00000000 TWD 198000000.00000000 TWD 44529.32000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 357000000.00000000 OU Notional Amount 77803.44000000 0.001862533905 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-06-17 0.00000000 TWD 0.00000000 TWD 357000000.00000000 TWD 77803.44000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 909000000.00000000 OU Notional Amount 248711.44000000 0.005953894709 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-06-17 0.00000000 TWD 0.00000000 TWD 909000000.00000000 TWD 248711.44000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 417000000.00000000 OU Notional Amount 117287.46000000 0.002807740518 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-06-17 0.00000000 TWD 0.00000000 TWD 417000000.00000000 TWD 117287.46000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 199000000.00000000 OU Notional Amount 52093.80000000 0.001247071707 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-06-17 0.00000000 TWD 0.00000000 TWD 199000000.00000000 TWD 52093.80000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 357000000.00000000 OU Notional Amount 86747.50000000 0.002076645454 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-06-17 0.00000000 TWD 0.00000000 TWD 357000000.00000000 TWD 86747.50000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 645000000.00000000 OU Notional Amount 163011.23000000 0.003902320294 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-06-17 0.00000000 TWD 0.00000000 TWD 645000000.00000000 TWD 163011.23000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 38000000.00000000 OU Notional Amount USD -95685.14000000 -0.00229060331 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Saudi Government International Bonds Saudi Government International Bonds Y buy protection 2036-06-20 0.00000000 USD -14860.31000000 USD 38000000.00000000 USD -80824.83000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 11494755.96000000 OU Notional Amount USD -471137.04000000 -0.01127853358 N/A DE GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 iShares Semiconductor ETF iShares Semiconductor ETF Y equity-performance leg 2026-08-05 5747.30000000 USD 0.00000000 USD 11494755.96000000 USD -476884.34000000 N N N JPMorgan Securities LLC ZBUT11V806EZRVTWT807 000000000 4000000.00000000 OU Notional Amount USD 21062.15000000 0.000504206093 N/A DE US N 2 JPMorgan Securities LLC ZBUT11V806EZRVTWT807 JPMorgan Emerging Markets Bond Index Global Core Diversified Index JPGCCOMP Index Y equity-performance leg 2026-08-14 0.00000000 USD 0.00000000 USD 4000000.00000000 USD 21062.15000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 10790000.00000000 OU Notional Amount 4586.11000000 0.000109786731 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-06-18 0.00000000 MYR 0.00000000 MYR 10790000.00000000 MYR 4586.11000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 15280000.00000000 OU Notional Amount 7096.51000000 0.000169883111 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-06-18 0.00000000 MYR 0.00000000 MYR 15280000.00000000 MYR 7096.51000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 13130000.00000000 OU Notional Amount 8832.59000000 0.000211443071 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-06-18 0.00000000 MYR 0.00000000 MYR 13130000.00000000 MYR 8832.59000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 13490000.00000000 OU Notional Amount 11808.41000000 0.000282681125 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-06-18 0.00000000 MYR 0.00000000 MYR 13490000.00000000 MYR 11808.41000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 23420000.00000000 OU Notional Amount 14041.11000000 0.000336129655 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-06-18 0.00000000 MYR 0.00000000 MYR 23420000.00000000 MYR 14041.11000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 14850000.00000000 OU Notional Amount 11494.44000000 0.000275165008 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-06-18 0.00000000 MYR 0.00000000 MYR 14850000.00000000 MYR 11494.44000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 6910000.00000000 OU Notional Amount 3909.44000000 0.000093587951 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-06-18 0.00000000 MYR 0.00000000 MYR 6910000.00000000 MYR 3909.44000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 16300000.00000000 OU Notional Amount 10414.61000000 0.000249314994 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-06-18 0.00000000 MYR 0.00000000 MYR 16300000.00000000 MYR 10414.61000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 10110000.00000000 OU Notional Amount 5207.53000000 0.000124662883 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-06-18 0.00000000 MYR 0.00000000 MYR 10110000.00000000 MYR 5207.53000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 19700000.00000000 OU Notional Amount 12254.35000000 0.000293356468 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-06-18 0.00000000 MYR 0.00000000 MYR 19700000.00000000 MYR 12254.35000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 10890000.00000000 OU Notional Amount 7141.86000000 0.000170968743 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-06-18 0.00000000 MYR 0.00000000 MYR 10890000.00000000 MYR 7141.86000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 63000000.00000000 OU Notional Amount 72524.39000000 0.001736158907 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-06-18 0.00000000 MYR 0.00000000 MYR 63000000.00000000 MYR 72524.39000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 25000000.00000000 OU Notional Amount 26105.47000000 0.000624937959 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-06-18 0.00000000 MYR 0.00000000 MYR 25000000.00000000 MYR 26105.47000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 39000000.00000000 OU Notional Amount 44017.08000000 0.001053723382 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-06-18 0.00000000 MYR 0.00000000 MYR 39000000.00000000 MYR 44017.08000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 42000000.00000000 OU Notional Amount 37946.46000000 0.000908399016 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-06-18 0.00000000 MYR 0.00000000 MYR 42000000.00000000 MYR 37946.46000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 39000000.00000000 OU Notional Amount 36114.01000000 0.000864532058 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-06-18 0.00000000 MYR 0.00000000 MYR 39000000.00000000 MYR 36114.01000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 23360000.00000000 OU Notional Amount 19527.73000000 0.000467473664 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-06-18 0.00000000 MYR 0.00000000 MYR 23360000.00000000 MYR 19527.73000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 69000000.00000000 OU Notional Amount 54961.92000000 0.001315731534 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-06-18 0.00000000 MYR 0.00000000 MYR 69000000.00000000 MYR 54961.92000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 23000000.00000000 OU Notional Amount 20262.40000000 0.000485060904 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-06-18 0.00000000 MYR 0.00000000 MYR 23000000.00000000 MYR 20262.40000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 34820000.00000000 OU Notional Amount 37143.61000000 0.000889179617 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-06-18 0.00000000 MYR 0.00000000 MYR 34820000.00000000 MYR 37143.61000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 13946000000.00000000 OU Notional Amount 57686.57000000 0.001380956838 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-06-17 0.00000000 KRW 0.00000000 KRW 13946000000.00000000 KRW 57686.57000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 10669000000.00000000 OU Notional Amount 34858.15000000 0.000834468068 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-06-17 0.00000000 KRW 0.00000000 KRW 10669000000.00000000 KRW 34858.15000000 N N N JPMorgan Securities LLC ZBUT11V806EZRVTWT807 000000000 6929472.11000000 OU Notional Amount -428712.23000000 -0.01026292750 N/A DE AU N 2 JPMorgan Securities LLC ZBUT11V806EZRVTWT807 S&P/ASX 200 Banks Total Return Index AA51BANX Index Y equity-performance leg 2026-11-30 0.00000000 AUD 0.00000000 AUD 6929472.11000000 AUD -428712.23000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 6990000000.00000000 OU Notional Amount 14400.17000000 0.000344725180 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-06-17 0.00000000 KRW 0.00000000 KRW 6990000000.00000000 KRW 14400.17000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 374000000.00000000 OU Notional Amount 8894.35000000 0.000212921542 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-06-17 0.00000000 TWD 0.00000000 TWD 374000000.00000000 TWD 8894.35000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 374000000.00000000 OU Notional Amount 15140.99000000 0.000362459645 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-06-17 0.00000000 TWD 0.00000000 TWD 374000000.00000000 TWD 15140.99000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 430000000.00000000 OU Notional Amount 1249.20000000 0.000029904556 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-06-17 0.00000000 TWD 0.00000000 TWD 430000000.00000000 TWD 1249.20000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 318000000.00000000 OU Notional Amount 11545.57000000 0.000276389007 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-06-17 0.00000000 TWD 0.00000000 TWD 318000000.00000000 TWD 11545.57000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 193890000.00000000 OU Notional Amount 50837.74000000 0.001217002930 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-06-17 0.00000000 CNY 0.00000000 CNY 193890000.00000000 CNY 50837.74000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 5388449.11000000 OU Notional Amount -17022.23000000 -0.00040749458 N/A DIR US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Republic of Ghana Government Bonds Republic of Ghana Government Bonds Y equity-performance leg equity-performance leg 2027-02-16 4903003.29000000 GHS 0.00000000 GHS 5388449.11000000 GHS -17022.23000000 N N N JPMorgan Securities LLC ZBUT11V806EZRVTWT807 000000000 12231090.00000000 OU Notional Amount -633925.43000000 -0.01517551932 N/A DE AU N 2 JPMorgan Securities LLC ZBUT11V806EZRVTWT807 S&P/ASX 200 Banks Total Return Index AA51BANX Index Y equity-performance leg 2026-11-30 0.00000000 AUD 0.00000000 AUD 12231090.00000000 AUD -633925.43000000 N N N JPMorgan Securities LLC ZBUT11V806EZRVTWT807 000000000 9078006.19000000 OU Notional Amount -799185.78000000 -0.01913168122 N/A DE AU N 2 JPMorgan Securities LLC ZBUT11V806EZRVTWT807 S&P/ASX 200 Banks Total Return Index AA51BANX Index Y equity-performance leg 2026-11-30 0.00000000 AUD 0.00000000 AUD 9078006.19000000 AUD -799185.78000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 265000000.00000000 OU Notional Amount 55589.40000000 0.001330752757 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-09-16 0.00000000 TWD 0.00000000 TWD 265000000.00000000 TWD 55589.40000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 105000000.00000000 OU Notional Amount 22315.14000000 0.000534201378 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-09-16 0.00000000 TWD 0.00000000 TWD 105000000.00000000 TWD 22315.14000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 333000000.00000000 OU Notional Amount 67332.58000000 0.001611872344 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-09-16 0.00000000 TWD 0.00000000 TWD 333000000.00000000 TWD 67332.58000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 360500000.00000000 OU Notional Amount 71651.59000000 0.001715264977 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-09-16 0.00000000 TWD 0.00000000 TWD 360500000.00000000 TWD 71651.59000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 248500000.00000000 OU Notional Amount 52641.04000000 0.001260172067 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-09-16 0.00000000 TWD 0.00000000 TWD 248500000.00000000 TWD 52641.04000000 N N N JPMorgan Securities LLC ZBUT11V806EZRVTWT807 000000000 538176000.00000000 OU Notional Amount 52553.95000000 0.001258087222 N/A DIR US N 2 JPMorgan Securities LLC ZBUT11V806EZRVTWT807 N/A N/A Y 2028-06-03 0.00000000 TRY 0.00000000 TRY 538176000.00000000 TRY 52553.95000000 N N N JPMorgan Securities LLC ZBUT11V806EZRVTWT807 000000000 918065000.00000000 OU Notional Amount -110234.46000000 -0.00263889899 N/A DIR US N 2 JPMorgan Securities LLC ZBUT11V806EZRVTWT807 N/A N/A Y 2027-06-04 0.00000000 TRY 0.00000000 TRY 918065000.00000000 TRY -110234.46000000 N N N JPMorgan Securities LLC ZBUT11V806EZRVTWT807 000000000 918065000.00000000 OU Notional Amount -106737.53000000 -0.00255518610 N/A DIR US N 2 JPMorgan Securities LLC ZBUT11V806EZRVTWT807 N/A N/A Y 2027-06-03 0.00000000 TRY 0.00000000 TRY 918065000.00000000 TRY -106737.53000000 N N N JPMorgan Securities LLC ZBUT11V806EZRVTWT807 000000000 918066000.00000000 OU Notional Amount -115089.71000000 -0.00275512865 N/A DIR US N 2 JPMorgan Securities LLC ZBUT11V806EZRVTWT807 N/A N/A Y 2027-06-12 0.00000000 TRY 0.00000000 TRY 918066000.00000000 TRY -115089.71000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 107753940.00000000 OU Notional Amount USD -8128083.35000000 -0.19457791107 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.HY.S45 2I65BRAG2 Y buy protection 2030-12-20 0.00000000 USD -8194950.71000000 USD 107753940.00000000 USD 66867.36000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 980688700.00000000 OU Notional Amount -480349.43000000 -0.01149906867 N/A DIR EG N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 Egypt Treasury Bills Egypt Treasury Bills Y equity-performance leg 2026-09-15 960727602.91000000 EGP 0.00000000 EGP 980688700.00000000 EGP -480349.43000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 5121200000.00000000 OU Notional Amount -30029.03000000 -0.00071886392 N/A DIR CO N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Colombia TES Colombia TES Y 2026-08-11 0.00000000 COP 0.00000000 COP 5121200000.00000000 COP -30029.03000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 7212100000.00000000 OU Notional Amount -31662.18000000 -0.00075795985 N/A DIR CO N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Colombia TES Colombia TES Y 2026-09-03 0.00000000 COP 0.00000000 COP 7212100000.00000000 COP -31662.18000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 600145195.00000000 OU Notional Amount -258130.05000000 -0.00617936649 N/A DIR EG N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 Egypt Treasury Bills Egypt Treasury Bills Y equity-performance leg 2026-10-14 588045493.49000000 EGP 0.00000000 EGP 600145195.00000000 EGP -258130.05000000 N N N JPMorgan Securities LLC ZBUT11V806EZRVTWT807 000000000 381287250.01000000 OU Notional Amount -23409.17000000 -0.00056039132 N/A DIR EG N 2 JPMorgan Securities LLC ZBUT11V806EZRVTWT807 Egypt Treasury Bills Egypt Treasury Bills Y equity-performance leg 2027-03-16 373734434.99000000 EGP 0.00000000 EGP 381287250.01000000 EGP -23409.17000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 45844000.00000000 OU Notional Amount 179989.47000000 0.004308761805 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-09-16 0.00000000 EUR 0.00000000 EUR 45844000.00000000 EUR 179989.47000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 62810000.00000000 OU Notional Amount 475223.38000000 0.011376356342 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 0.00000000 EUR 0.00000000 EUR 62810000.00000000 EUR 475223.38000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 70783000.00000000 OU Notional Amount 231443.17000000 0.005540510180 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-09-16 0.00000000 EUR 0.00000000 EUR 70783000.00000000 EUR 231443.17000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 7581228.00000000 OU Notional Amount 22685.37000000 0.000543064301 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 0.00000000 EUR 0.00000000 EUR 7581228.00000000 EUR 22685.37000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 4200000.00000000 OU Notional Amount 8436.90000000 0.000201970662 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 0.00000000 EUR 0.00000000 EUR 4200000.00000000 EUR 8436.90000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1895307.00000000 OU Notional Amount 6230.63000000 0.000149154839 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 0.00000000 EUR 0.00000000 EUR 1895307.00000000 EUR 6230.63000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 6313207476.00000000 OU Notional Amount -260743.75000000 -0.00624193576 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 0.00000000 HUF 0.00000000 HUF 6313207476.00000000 HUF -260743.75000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1895307.00000000 OU Notional Amount 4925.84000000 0.000117919516 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 0.00000000 EUR 0.00000000 EUR 1895307.00000000 EUR 4925.84000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1895307.00000000 OU Notional Amount 4273.22000000 0.000102296468 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 0.00000000 EUR 0.00000000 EUR 1895307.00000000 EUR 4273.22000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1895307.00000000 OU Notional Amount 4552.98000000 0.000108993633 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 0.00000000 EUR 0.00000000 EUR 1895307.00000000 EUR 4552.98000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 5217401.00000000 OU Notional Amount 14842.57000000 0.000355315778 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 0.00000000 EUR 0.00000000 EUR 5217401.00000000 EUR 14842.57000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2084837.00000000 OU Notional Amount 4905.63000000 0.000117435709 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 0.00000000 EUR 0.00000000 EUR 2084837.00000000 EUR 4905.63000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2147572.00000000 OU Notional Amount 5792.72000000 0.000138671727 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 0.00000000 EUR 0.00000000 EUR 2147572.00000000 EUR 5792.72000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 789151408.00000000 OU Notional Amount -24522.74000000 -0.00058704903 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 0.00000000 HUF 0.00000000 HUF 789151408.00000000 HUF -24522.74000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 5129481310.00000000 OU Notional Amount -164087.99000000 -0.00392809681 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 0.00000000 HUF 0.00000000 HUF 5129481310.00000000 HUF -164087.99000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 593607000.00000000 OU Notional Amount -94835.91000000 -0.00227027362 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-09-11 0.00000000 MXN 0.00000000 MXN 593607000.00000000 MXN -94835.91000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 367293000.00000000 OU Notional Amount -74024.83000000 -0.00177207788 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-09-11 0.00000000 MXN 0.00000000 MXN 367293000.00000000 MXN -74024.83000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1895307.00000000 OU Notional Amount 3341.09000000 0.000079982239 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 0.00000000 EUR 0.00000000 EUR 1895307.00000000 EUR 3341.09000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1895307.00000000 OU Notional Amount 1290.58000000 0.000030895150 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 0.00000000 EUR 0.00000000 EUR 1895307.00000000 EUR 1290.58000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1895307.00000000 OU Notional Amount 2595.59000000 0.000062135740 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 0.00000000 EUR 0.00000000 EUR 1895307.00000000 EUR 2595.59000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3790613.00000000 OU Notional Amount 7055.03000000 0.000168890123 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 0.00000000 EUR 0.00000000 EUR 3790613.00000000 EUR 7055.03000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 4498159806.00000000 OU Notional Amount -84579.43000000 -0.00202474410 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 0.00000000 HUF 0.00000000 HUF 4498159806.00000000 HUF -84579.43000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3711200.00000000 OU Notional Amount 3257.17000000 0.000077973281 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 0.00000000 EUR 0.00000000 EUR 3711200.00000000 EUR 3257.17000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 95000000.00000000 OU Notional Amount -369705.68000000 -0.00885037170 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-01-02 0.00000000 BRL 0.00000000 BRL 95000000.00000000 BRL -369705.68000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 146000000.00000000 OU Notional Amount -574169.99000000 -0.01374503587 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-01-02 0.00000000 BRL 0.00000000 BRL 146000000.00000000 BRL -574169.99000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 789000000.00000000 OU Notional Amount 157148.56000000 0.003761974036 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-09-14 0.00000000 MXN 0.00000000 MXN 789000000.00000000 MXN 157148.56000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 99050000.00000000 OU Notional Amount -401723.89000000 -0.00961685454 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-01-02 0.00000000 BRL 0.00000000 BRL 99050000.00000000 BRL -401723.89000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 3761000.00000000 OU Notional Amount 25941.97000000 0.000621023938 N/A DCR FR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 U.S. Treasury Notes U.S. Treasury Notes Y buy protection 2031-06-20 29509.26000000 EUR 0.00000000 EUR 3761000.00000000 EUR -7634.78000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 406000000.00000000 OU Notional Amount 52973.75000000 0.001268136800 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-09-14 0.00000000 MXN 0.00000000 MXN 406000000.00000000 MXN 52973.75000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 905000000.00000000 OU Notional Amount 66278.01000000 0.001586627028 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-07-26 0.00000000 MXN 0.00000000 MXN 905000000.00000000 MXN 66278.01000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 67200000.00000000 OU Notional Amount 4404.21000000 0.000105432233 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-09-14 0.00000000 MXN 0.00000000 MXN 67200000.00000000 MXN 4404.21000000 N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 3002000.00000000 PA USD 809939.60000000 0.019389116557 Long DBT NUSS LB Y 2 2025-06-12 None 0.00000000 Y N N N N N Nam Long Investment Corp N/A 000000000 799974.00000000 NS 675005.27000000 0.016158928217 Long EC CORP VN N 2 N N N Richter Gedeon Nyrt 549300J6ZJW5IH4WEE46 000000000 52467.00000000 NS 1954876.94000000 0.046797732627 Long EC CORP HU N 2 N N N Asian Paints Ltd 335800HEHXGYRUNERD75 000000000 16400.00000000 NS 471748.00000000 0.011293159338 Long EC CORP IN N 2 N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 2969000.00000000 PA USD 796879.60000000 0.019076473661 Long DBT NUSS LB Y 2 2020-06-19 None 0.00000000 Y N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 7672314726.50000000 PA 2011282.17000000 0.048148015511 Long DBT NUSS CO N 2 2033-03-25 Fixed 3.00000000 N N N N N N Mobile World Investment Corp 254900ZRFNB8CRAHHO95 000000000 929098.00000000 NS 2465124.24000000 0.059012525400 Long EC CORP VN N 2 N N N State Bank of India 5493001JZ37UBBZF6L49 000000000 44600.00000000 NS 480004.06000000 0.011490800878 Long EC CORP IN N 2 N N N RELIANCE COMMUNICATION 3358004XUDHE13A1HZ26 000000000 1800000.00000000 PA USD 27000.00000000 0.000646352082 Long DBT CORP IN Y 2 2020-11-06 None 0.00000000 Y N N N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 1253000.00000000 PA USD 355827.00000000 0.008518130459 Long DBT NUSS LB Y 2 2035-11-02 None 0.00000000 Y N N N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 10295000.00000000 PA USD 2847180.67000000 0.068158561293 Long DBT NUSS LB Y 2 2031-04-22 None 0.00000000 Y N N N N N SRI LANKA GOVT BOND 254900IG6Y30I2QE2R92 000000000 94000000.00000000 PA 277281.75000000 0.006637838389 Long DBT NUSS LK N 2 2030-05-15 Fixed 11.00000000 N N N N N N New Zealand Government Bonds 549300237GPHG2AI7C34 000000000 17910000.00000000 PA 8782100.80000000 0.210234412579 Long DBT NUSS NZ Y 2 2037-04-15 Fixed 2.75000000 N N N N N N ICICI Prudential Life Insurance Co Ltd 2138006W2MGOSH69C607 000000000 67400.00000000 NS 363903.39000000 0.008711470885 Long EC CORP IN Y 2 N N N Cenergy Holdings SA 549300P50MFNOHG4U221 000000000 30003.00000000 NS 749349.83000000 0.017938660112 Long EC CORP BE N 2 N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 3102000000.00000000 PA 774861.39000000 0.018549380480 Long DBT NUSS CO N 2 2032-06-30 Fixed 7.00000000 N N N N N N NEW ZEALAND GVT ILB 549300237GPHG2AI7C34 000000000 23758607.85000000 PA 13304383.19000000 0.318493177017 Long DBT NUSS NZ Y 2 2040-09-20 Fixed 2.50000000 N N N N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 1983000.00000000 PA USD 550641.90000000 0.013181797729 Long DBT NUSS LB Y 2 2032-03-23 None 0.00000000 Y N N N N N SRI LANKA GOVT BOND 254900IG6Y30I2QE2R92 000000000 40000000.00000000 PA 103040.91000000 0.002466692842 Long DBT NUSS LK N 2 2033-06-01 Fixed 9.00000000 N N N N N N PETROLEOS DE VENEZUELA S 549300YWR8TN1OFD4P06 000000000 14447663.00000000 PA USD 5273397.00000000 0.126239671559 Long DBT CORP VE Y 2 2022-10-28 None 0.00000000 Y N N N N N HDFC Life Insurance Co Ltd 335800RQI8GAFHIRGZ37 000000000 67100.00000000 NS 385535.16000000 0.009229313092 Long EC CORP IN Y 2 N N N Nippon Life India Asset Management Ltd 335800ZQXV958RZSRU89 000000000 62500.00000000 NS 760284.74000000 0.018200430551 Long EC CORP IN Y 2 N N N Saudi Government International Bonds 635400FMICXSM3SI3H65 000000000 -9367000.00000000 PA USD -7818938.02000000 -0.18717729152 Short DBT NUSS SA Y 2 2049-04-17 Fixed 5.00000000 N N N N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 1832000.00000000 PA USD 523511.11000000 0.012532314670 Long DBT NUSS LB Y 2 2033-05-17 None 0.00000000 Y N N N N N HDFC Asset Management Co Ltd 3358002FLK8AK8WSEP31 000000000 19700.00000000 NS 539722.37000000 0.012920395472 Long EC CORP IN Y 2 N N N National Bank of Greece SA 5UMCZOEYKCVFAW8ZLO05 000000000 232955.00000000 NS 4358831.19000000 0.104345911716 Long EC CORP GR N 2 N N N Titan SA 213800H2CDP9I374WH83 000000000 16242.00000000 NS 977520.29000000 0.023400824999 Long EC CORP BE N 2 N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 4290000000.00000000 PA 1024861.44000000 0.024534123180 Long DBT NUSS CO N 2 2034-10-18 Fixed 7.25000000 N N N N N N REPUBLIC OF POLAND 259400R9L8QEP0TPXS31 000000000 -7156000.00000000 PA -7868208.20000000 -0.18835676868 Short DBT NUSS PL Y 2 2029-03-07 Fixed 1.00000000 N N N N N N HUNGARY GOVERNMENT BOND 5299003F3UFKGCCMAP43 000000000 6385380000.00000000 PA 15658031.41000000 0.374837081764 Long DBT NUSS HU N 2 2038-10-27 Fixed 3.00000000 N N N N N N MHP LUX SA 222100RHC7R1WZ1J3M44 000000000 1552000.00000000 PA USD 1452375.04000000 0.034768356721 Long DBT CORP LU Y 2 2029-09-19 Fixed 6.25000000 N N N N N N SRI LANKA GOVT BOND 254900IG6Y30I2QE2R92 000000000 836000000.00000000 PA 2256432.52000000 0.054016661408 Long DBT NUSS LK N 2 2034-09-15 Fixed 10.25000000 N N N N N N REPUBLIC OF MOZAMBIQUE 213800759WLKYIKPER73 000000000 5246000.00000000 PA USD 4767748.93000000 0.114134979596 Long DBT NUSS MZ Y 2 2031-09-15 Fixed 9.00000000 N N N N N N Angola Government International Bonds 549300QHR2R3J8JSGK83 000000000 2306000.00000000 PA USD 2169665.36000000 0.051939545313 Long DBT NUSS AO Y 2 2049-11-26 Fixed 9.12500000 N N N N N N SERBIA TREASURY BONDS 254900W94OCY91V32O78 000000000 211870000.00000000 PA 1988314.16000000 0.047598185100 Long DBT NUSS RS N 2 2032-08-20 Fixed 4.50000000 N N N N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 5080000.00000000 PA USD 1398008.79000000 0.033466884910 Long DBT NUSS LB Y 2 2028-03-20 None 0.00000000 Y N N N N N HUNGARY GOVERNMENT BOND 5299003F3UFKGCCMAP43 000000000 4003140000.00000000 PA 9466635.08000000 0.226621455443 Long DBT NUSS HU N 2 2041-04-25 Fixed 3.00000000 N N N N N N Ecuador Government International Bonds 5299003Y2U5XK0A35H71 000000000 -16580916.00000000 PA USD -14947695.77000000 -0.35783238101 Short DBT NUSS EC Y 2 2035-07-31 Fixed 6.90000000 N N N N N N Argentina Bonar Bonds 549300KPBYGYF7HCHO27 000000000 290000.00000000 PA USD 154404.70000000 0.003696288865 Long DBT NUSS AR N 2 2029-07-09 Fixed 1.00000000 N N N N N N Argentina Bonar Bonds 549300KPBYGYF7HCHO27 000000000 62725000.00000000 PA USD 34240950.25000000 0.819692944308 Long DBT NUSS AR N 2 2030-07-09 Variable 0.75000000 N N N N N N KERNEL HOLDING SA 5493003GR6L4DZOS2U12 000000000 2011000.00000000 PA USD 1965829.84000000 0.047059933728 Long DBT CORP LU Y 2 2027-10-27 Fixed 6.75000000 N N N N N N HUNGARY 5299003F3UFKGCCMAP43 000000000 -1529000.00000000 PA -896092.77000000 -0.02145153436 Short DBT NUSS HU Y 2 2050-11-17 Fixed 1.50000000 N N N N N N REPUBLIC OF ARMENIA 5299000H77JSW90G7935 000000000 -2972000.00000000 PA USD -2720902.62000000 -0.06513559534 Short DBT NUSS AM Y 2 2031-02-02 Fixed 3.60000000 N N N N N N Saudi Government International Bonds 635400FMICXSM3SI3H65 000000000 -2498000.00000000 PA USD -1480061.03000000 -0.03543113069 Short DBT NUSS SA Y 2 2061-02-02 Fixed 3.45000000 N N N N N N Lodha Developers Ltd 254900B5QCN52ETNU557 000000000 55000.00000000 NS 716925.87000000 0.017162464036 Long EC CORP IN Y 2 N N N HUNGARY GOVERNMENT BOND 5299003F3UFKGCCMAP43 000000000 164600000.00000000 PA 405405.03000000 0.009704977234 Long DBT NUSS HU N 2 2051-04-28 Fixed 4.00000000 N N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 51522100000.00000000 PA 13378129.64000000 0.320258590777 Long DBT NUSS CO N 2 2031-03-26 Fixed 7.00000000 N N N N N N Guaranty Trust Holding Co PLC 0292004488G9K8Y1I649 000000000 3866699.00000000 NS 367955.50000000 0.008808474209 Long EC CORP NG N 2 N N N Abu Dhabi Government International Bonds 213800FER4348CINTA77 000000000 -4907000.00000000 PA USD -2995833.02000000 -0.07171714484 Short DBT NUSS AE Y 2 2051-09-15 Fixed 3.00000000 N N N N N N WOW AIR EHF 549300LW49V05P8Z2H93 000000000 3679200.00000000 PA 0.00000000 0.000000 Long DBT CORP IS N 3 2099-12-31 None 0.00000000 N N N N N N One 97 Communications Ltd 335800ZRHU5J6GSTMI23 000000000 44100.00000000 NS 620492.87000000 0.014853957726 Long EC CORP IN N 2 N N N Bahrain Government International Bonds 549300RODM1WN85LFQ95 000000000 -2319000.00000000 PA USD -2036027.92000000 -0.04874040317 Short DBT NUSS BH Y 2 2034-05-18 Fixed 5.62500000 N N N N N N REPUBLIC OF ALBANIA 254900EDM43U3SGRND29 000000000 3050000.00000000 PA 3482290.29000000 0.083362428901 Long DBT NUSS AL Y 2 2031-11-23 Fixed 3.50000000 N N N N N N ZAMBIA GOVERNMENT BOND 213800DMLAZ6LGMMD849 000000000 4455000.00000000 PA 222293.73000000 0.005321482047 Long DBT NUSS ZM Y 2 2031-09-20 Fixed 13.00000000 N N N N N N Hungary Government International Bonds 5299003F3UFKGCCMAP43 000000000 -3075000.00000000 PA USD -3073352.69000000 -0.07357288559 Short DBT NUSS HU Y 2 2034-06-16 Fixed 5.50000000 N N N N N N KWG GROUP HOLDINGS 549300LK82ZOM9ZE7H90 000000000 1571000.00000000 PA USD 49093.75000000 0.001175253612 Long DBT CORP KY N 2 2024-08-30 None 0.00000000 Y N N N N N New Zealand Government Bonds 549300237GPHG2AI7C34 000000000 26957000.00000000 PA 15630741.86000000 0.374183798154 Long DBT NUSS NZ N 2 2034-05-15 Fixed 4.25000000 N N N N N N Saudi Government International Bonds 635400FMICXSM3SI3H65 000000000 -2082000.00000000 PA USD -2035906.83000000 -0.04873750441 Short DBT NUSS SA Y 2 2033-07-18 Fixed 4.87500000 N N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 110182200000.00000000 PA 36468167.08000000 0.873010212306 Long DBT NUSS CO N 2 2033-02-09 Fixed 13.25000000 N N N N N N GHANA GOVERNMENT BOND 213800PP4399SNNXZ126 000000000 4529000.00000000 PA 368031.40000000 0.008810291176 Long DBT NUSS GH N 2 2028-02-15 Fixed 8.50000000 N N N N N N GHANA GOVERNMENT BOND 213800PP4399SNNXZ126 000000000 17107500.00000000 PA 1367793.63000000 0.032743565222 Long DBT NUSS GH N 2 2029-02-13 Fixed 8.65000000 N N N N N N GHANA GOVERNMENT BOND 213800PP4399SNNXZ126 000000000 6692000.00000000 PA 464847.80000000 0.011127975685 Long DBT NUSS GH N 2 2032-02-10 Fixed 9.10000000 N N N N N N ARMENIAN TREASURY BONDS 5299000H77JSW90G7935 000000000 673150000.00000000 PA 1983307.09000000 0.047478321022 Long DBT NUSS AM N 2 2052-10-29 Fixed 9.75000000 N N N N N N ARMENIAN TREASURY BONDS 5299000H77JSW90G7935 000000000 618877000.00000000 PA 1836377.56000000 0.043960979997 Long DBT NUSS AM N 2 2050-10-29 Fixed 9.75000000 N N N N N N ARMENIAN TREASURY BONDS 5299000H77JSW90G7935 000000000 4241233000.00000000 PA 12591381.20000000 0.301424646611 Long DBT NUSS AM N 2 2033-10-29 Fixed 9.60000000 N N N N N N ARMENIAN TREASURY BONDS 5299000H77JSW90G7935 000000000 1439030000.00000000 PA 4060277.86000000 0.097198853696 Long DBT NUSS AM N 2 2028-04-29 Fixed 9.25000000 N N N N N N REPUBLIC OF ALBANIA 254900EDM43U3SGRND29 000000000 6602000.00000000 PA 7930424.43000000 0.189846160903 Long DBT NUSS AL Y 2 2028-06-09 Fixed 5.90000000 N N N N N N ZAMBIA GOVERNMENT BOND 213800DMLAZ6LGMMD849 000000000 12254000.00000000 PA 587168.75000000 0.014056212750 Long DBT NUSS ZM N 2 2033-06-26 Fixed 13.00000000 N N N N N N KAZAKH GOV BOND - MEUKAM 5493007OEK8EF02UO833 000000000 3879974000.00000000 PA 7921732.51000000 0.189638085325 Long DBT NUSS KZ N 2 2031-05-12 Fixed 14.00000000 N N N N N N HUNGARY GOVERNMENT BOND 5299003F3UFKGCCMAP43 000000000 2353900000.00000000 PA 8199481.78000000 0.196287115660 Long DBT NUSS HU N 2 2035-10-24 Fixed 7.00000000 N N N N N N Hindustan Aeronautics Ltd 335800AKDC7T933T3I86 000000000 5200.00000000 NS 253295.38000000 0.006063629493 Long EC CORP IN Y 2 N N N UZBEKISTAN INTL BOND 213800L6VDKUM3TCM927 000000000 112430000000.00000000 PA 9548885.89000000 0.228590454788 Long DBT NUSS UZ Y 2 2026-10-12 Fixed 16.25000000 N N N N N N SERBIA TREASURY BONDS 254900W94OCY91V32O78 000000000 624960000.00000000 PA 6610085.15000000 0.158238603752 Long DBT NUSS RS N 2 2031-10-26 Fixed 7.00000000 N N N N N N Hungary Government International Bonds 5299003F3UFKGCCMAP43 000000000 -10275000.00000000 PA USD -10104989.64000000 -0.24190300355 Short DBT NUSS HU Y 2 2036-03-26 Fixed 5.50000000 N N N N N N Saudi Government International Bonds 635400FMICXSM3SI3H65 000000000 -9367000.00000000 PA USD -8607080.21000000 -0.20604460062 Short DBT NUSS SA Y 2 2054-01-16 Fixed 5.75000000 N N N N N N KAZAKH GOV BOND - MEUKAM 5493007OEK8EF02UO833 000000000 4275318000.00000000 PA 7513780.05000000 0.179872125250 Long DBT NUSS KZ N 2 2029-08-13 Fixed 7.68000000 N N N N N N Athens International Airport SA 213800BC45UCMQYR4995 000000000 30454.00000000 NS 371140.78000000 0.008884726518 Long EC CORP GR N 2 N N N KAZAKH GOV BOND - MEUKAM 5493007OEK8EF02UO833 000000000 34476000.00000000 PA 71476.40000000 0.001711071110 Long DBT NUSS KZ N 2 2032-05-19 Fixed 14.00000000 N N N N N N New Zealand Government Bonds 549300237GPHG2AI7C34 000000000 1360000.00000000 PA 769397.24000000 0.018418574379 Long DBT NUSS NZ N 2 2054-05-15 Fixed 5.00000000 N N N N N N EUROPEAN BK RECON & DEV 549300HTGDOVDU6OGK19 000000000 400516.00000000 PA USD 416165.76000000 0.009962577984 Long DBT NUSS XX Y 2 2027-03-01 Fixed 17.35000000 N N N N N N GEORGIA T-BOND 2138007T8RLEVDMLQ257 000000000 586000.00000000 PA 225898.92000000 0.005407786568 Long DBT NUSS GE N 2 2027-01-27 Fixed 9.75000000 N N N N N N CORP ANDINA DE FOMENTO UKZ46SXGNYCZK0UOZE76 000000000 559000000.00000000 PA 5613317.30000000 0.134377012068 Long DBT NUSS XX Y 2 2034-04-04 Fixed 7.50000000 N N N N N N New Zealand Government Bonds 549300237GPHG2AI7C34 000000000 41020000.00000000 PA 24006569.18000000 0.574692443703 Long DBT NUSS NZ N 2 2035-05-15 Fixed 4.50000000 N N N N N N BANK OF GEORGIA JSC 549300RPLD8RXL49Z691 000000000 3777000.00000000 PA USD 3981116.29000000 0.095303807562 Long DBT CORP GE Y 2 2029-07-16 Fixed 9.50000000 N N N N N N IPOTEKA-BANK ATIB 213800UWVX5JSNXJS434 000000000 42080000000.00000000 PA 3652171.89000000 0.087429218750 Long DBT CORP UZ Y 2 2027-04-25 Fixed 20.50000000 N N N N N N Abu Dhabi Government International Bonds 213800FER4348CINTA77 000000000 -8534000.00000000 PA USD -7947899.22000000 -0.19026448930 Short DBT NUSS AE Y 2 2054-04-30 Fixed 5.50000000 N N N N N N CORP ANDINA DE FOMENTO UKZ46SXGNYCZK0UOZE76 000000000 452000000.00000000 PA 4739882.38000000 0.113467883203 Long DBT NUSS XX N 2 2034-04-26 Fixed 8.25000000 N N N N N N ALBANIA GOVT BOND 254900EDM43U3SGRND29 000000000 487600000.00000000 PA 6247589.06000000 0.149560822174 Long DBT NUSS AL N 2 2029-01-26 Fixed 5.25000000 N N N N N N ALBANIA GOVT BOND 254900EDM43U3SGRND29 000000000 78200000.00000000 PA 971928.85000000 0.023266971707 Long DBT NUSS AL N 2 2027-02-23 Fixed 4.70000000 N N N N N N UZBEKISTAN INTL BOND 213800L6VDKUM3TCM927 000000000 12500000000.00000000 PA 1098927.61000000 0.026307190707 Long DBT NUSS UZ Y 2 2027-05-29 Fixed 16.62500000 N N N N N N BONOS DE TESORERIA 254900STKLK2DBJJZ530 000000000 105114000.00000000 PA 33182767.95000000 0.794361154192 Long DBT NUSS PE Y 2 2039-08-12 Fixed 7.60000000 N N N N N N UAE International Government Bonds N/A 000000000 -5333000.00000000 PA USD -5277239.27000000 -0.12633165153 Short DBT NUSS AE Y 2 2034-07-02 Fixed 4.85700000 N N N N N N NATIONAL BANK OF UZBEKIS 253400TZJ7T1YULTGN68 000000000 90660000000.00000000 PA 8023633.69000000 0.192077494210 Long DBT NUSS UZ Y 2 2027-07-05 Fixed 19.87500000 N N N N N N POLAND GOVERNMENT BOND 259400R9L8QEP0TPXS31 000000000 286462392.72000000 PA 69151285.44000000 1.655410271945 Long DBT NUSS PL N 2 2036-08-25 Fixed 2.00000000 N N N N N N ALBANIA GOVT BOND 254900EDM43U3SGRND29 000000000 293600000.00000000 PA 3648825.64000000 0.087349112985 Long DBT NUSS AL N 2 2027-07-10 Fixed 4.30000000 N N N N N N UZBEK INDUSTRIAL AND CON 213800C2NIFPFTXYIU69 000000000 232110000000.00000000 PA 20363301.76000000 0.487476388757 Long DBT CORP UZ Y 2 2027-07-24 Fixed 21.00000000 N N N N N N ALBANIA GOVT BOND 254900EDM43U3SGRND29 000000000 876300000.00000000 PA 11204943.72000000 0.268234766897 Long DBT NUSS AL N 2 2029-07-22 Fixed 4.95000000 N N N N N N LETRA TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 383200000.00000000 PA 73945410.38000000 1.770176665949 Long DBT NUSS BR N 2 2026-10-01 None 0.00000000 N N N N N N New Zealand Government Bonds 549300237GPHG2AI7C34 000000000 37000000.00000000 PA 21068903.02000000 0.504367753339 Long DBT NUSS NZ N 2 2036-05-15 Fixed 4.25000000 N N N N N N GEORGIA T-BOND 2138007T8RLEVDMLQ257 000000000 351000.00000000 PA 134719.93000000 0.003225055825 Long DBT NUSS GE N 2 2029-08-28 Fixed 8.25000000 N N N N N N Ukraine Government International Bonds 6354001WLTJXOMEXPY07 000000000 0.00000000 PA USD 0.00000000 0.000000 Long DBT NUSS UA Y 2 2036-02-01 Variable 4.50000000 N N N N N N JSCB AGROBANK 254900JPMU0LFCP18673 000000000 7973000.00000000 PA USD 8620409.19000000 0.206363682622 Long DBT CORP UZ Y 2 2029-10-02 Fixed 9.25000000 N N N N N N Ghana Government International Bonds 213800PP4399SNNXZ126 000000000 2917500.00000000 PA USD 2861487.94000000 0.068501062544 Long DBT NUSS GH Y 2 2029-07-03 Variable 5.00000000 N N N N N N EGYPT GOVERNMENT BOND 529900GFIVH4086NMH82 000000000 135767000.00000000 PA 2605592.41000000 0.062375188148 Long DBT NUSS EG N 2 2027-10-01 Fixed 24.45800000 N N N N N N KAZAKH GOV BOND - MEUKAM 5493007OEK8EF02UO833 000000000 1514496000.00000000 PA 2880974.88000000 0.068967559738 Long DBT NUSS KZ N 2 2029-07-28 Fixed 10.55000000 N N N N N N ALBANIA GOVT BOND 254900EDM43U3SGRND29 000000000 36300000.00000000 PA 479978.36000000 0.011490185647 Long DBT NUSS AL N 2 2034-07-25 Fixed 6.13000000 N N N N N N SRI LANKA GOVT BOND 254900IG6Y30I2QE2R92 000000000 571000000.00000000 PA 1700595.07000000 0.040710487583 Long DBT NUSS LK N 2 2029-09-15 Fixed 11.00000000 N N N N N N SRI LANKA GOVT BOND 254900IG6Y30I2QE2R92 000000000 85000000.00000000 PA 258247.65000000 0.006182181716 Long DBT NUSS LK N 2 2029-06-15 Fixed 11.75000000 N N N N N N SRI LANKA GOVT BOND 254900IG6Y30I2QE2R92 000000000 249000000.00000000 PA 651597.07000000 0.015598560113 Long DBT NUSS LK N 2 2032-10-01 Fixed 9.00000000 N N N N N N SRI LANKA GOVT BOND 254900IG6Y30I2QE2R92 000000000 2231000000.00000000 PA 5694535.00000000 0.136321279828 Long DBT NUSS LK N 2 2033-11-01 Fixed 9.00000000 N N N N N N REPUBLIC OF SRI LANKA 254900IG6Y30I2QE2R92 000000000 4347630.00000000 PA USD 2949845.22000000 0.070616244466 Long DBT NUSS LK N 2 2038-06-15 Variable 1.50000000 N N N N N N HUNGARY 5299003F3UFKGCCMAP43 000000000 -5100000.00000000 PA -6010515.53000000 -0.14388552699 Short DBT NUSS HU Y 2 2034-06-16 Fixed 4.50000000 N N N N N N SRI LANKA GOVT BOND 254900IG6Y30I2QE2R92 000000000 414000000.00000000 PA 1240922.74000000 0.029706407298 Long DBT NUSS LK N 2 2028-10-15 Fixed 11.00000000 N N N N N N SRI LANKA GOVT BOND 254900IG6Y30I2QE2R92 000000000 75128495.00000000 PA 168127.38000000 0.004024795635 Long DBT NUSS LK N 2 2043-09-15 Variable 8.75000000 N N N N N N SRI LANKA GOVT BOND 254900IG6Y30I2QE2R92 000000000 75128495.00000000 PA 168991.53000000 0.004045482493 Long DBT NUSS LK N 2 2042-09-15 Variable 8.75000000 N N N N N N SRI LANKA GOVT BOND 254900IG6Y30I2QE2R92 000000000 75128495.00000000 PA 169967.19000000 0.004068838784 Long DBT NUSS LK N 2 2041-09-15 Variable 8.75000000 N N N N N N SRI LANKA GOVT BOND 254900IG6Y30I2QE2R92 000000000 75128495.00000000 PA 172313.31000000 0.004125002471 Long DBT NUSS LK N 2 2039-09-15 Variable 8.75000000 N N N N N N SRI LANKA GOVT BOND 254900IG6Y30I2QE2R92 000000000 75128495.00000000 PA 175305.46000000 0.004196631448 Long DBT NUSS LK N 2 2037-09-15 Variable 8.75000000 N N N N N N SRI LANKA GOVT BOND 254900IG6Y30I2QE2R92 000000000 75128495.00000000 PA 178078.83000000 0.004263023059 Long DBT NUSS LK N 2 2036-03-15 Variable 8.75000000 N N N N N N SRI LANKA GOVT BOND 254900IG6Y30I2QE2R92 000000000 75128495.00000000 PA 171069.04000000 0.004095215934 Long DBT NUSS LK N 2 2040-09-15 Variable 8.75000000 N N N N N N SRI LANKA GOVT BOND 254900IG6Y30I2QE2R92 000000000 75128495.00000000 PA 173718.58000000 0.004158643182 Long DBT NUSS LK N 2 2038-09-15 Variable 8.75000000 N N N N N N KAZAKH GOV BOND - MEUKAM 5493007OEK8EF02UO833 000000000 4933059000.00000000 PA 6981981.26000000 0.167141412090 Long DBT NUSS KZ N 2 2032-04-24 Fixed 5.50000000 N N N N N N ALBANIA GOVT BOND 254900EDM43U3SGRND29 000000000 90600000.00000000 PA 1121411.64000000 0.026845435137 Long DBT NUSS AL N 2 2030-01-22 Fixed 3.90000000 N N N N N N ALBANIA GOVT BOND 254900EDM43U3SGRND29 000000000 107600000.00000000 PA 1367520.32000000 0.032737022463 Long DBT NUSS AL N 2 2035-01-23 Fixed 5.25000000 N N N N N N MBH BANK NYRT 3H0Q3U74FVFED2SHZT16 000000000 3369000.00000000 PA 3901291.35000000 0.093392881036 Long DBT CORP HU Y 2 2030-01-29 Fixed 5.25000000 N N N N N N SRI LANKA GOVT BOND 254900IG6Y30I2QE2R92 000000000 329000000.00000000 PA 963623.40000000 0.023068147822 Long DBT NUSS LK N 2 2030-10-15 Fixed 11.00000000 N N N N N N LETRA TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 175000000.00000000 PA 31763810.65000000 0.760392783613 Long DBT NUSS BR N 2 2027-04-01 None 0.00000000 N N N N N N ALBANIA GOVT BOND 254900EDM43U3SGRND29 000000000 247000000.00000000 PA 2996994.49000000 0.071744949239 Long DBT NUSS AL N 2 2032-02-07 Fixed 4.05000000 N N N N N N REPUBLIC OF ALBANIA 254900EDM43U3SGRND29 000000000 6476000.00000000 PA 7475489.90000000 0.178955498651 Long DBT NUSS AL Y 2 2035-02-14 Fixed 4.75000000 N N N N N N ALBANIA GOVT BOND 254900EDM43U3SGRND29 000000000 81000000.00000000 PA 991889.93000000 0.023744819323 Long DBT NUSS AL N 2 2040-02-19 Fixed 5.59000000 N N N N N N UZBEKISTAN INTL BOND 213800L6VDKUM3TCM927 000000000 78000000000.00000000 PA 6955688.47000000 0.166511989884 Long DBT NUSS UZ Y 2 2028-02-25 Fixed 15.50000000 N N N N N N ALBANIA GOVT BOND 254900EDM43U3SGRND29 000000000 31600000.00000000 PA 390603.57000000 0.009350645587 Long DBT NUSS AL N 2 2028-01-10 Fixed 3.70000000 N N N N N N Republic of Kenya Government International Bonds 549300VVURQQYU45PR87 000000000 357000.00000000 PA USD 368786.66000000 0.008828371320 Long DBT NUSS KE Y 2 2036-03-05 Fixed 9.50000000 N N N N N N KAZAKH GOV BOND - MEUKAM 5493007OEK8EF02UO833 000000000 2945627000.00000000 PA 4782140.33000000 0.114479494832 Long DBT NUSS KZ N 2 2033-04-04 Fixed 8.66000000 N N N N N N KAZAKH GOV BOND - MEUKAM 5493007OEK8EF02UO833 000000000 965228000.00000000 PA 1333931.46000000 0.031932939885 Long DBT NUSS KZ N 2 2038-12-20 Fixed 7.90000000 N N N N N N SRI LANKA GOVT BOND 254900IG6Y30I2QE2R92 000000000 77000000.00000000 PA 226130.07000000 0.005413320060 Long DBT NUSS LK N 2 2031-03-15 Fixed 11.25000000 N N N N N N KAZAKH GOV BOND - MEUKAM 5493007OEK8EF02UO833 000000000 1808788000.00000000 PA 3051089.28000000 0.073039922578 Long DBT NUSS KZ N 2 2031-05-10 Fixed 8.44000000 N N N N N N KAZAKH GOV BOND - MEUKAM 5493007OEK8EF02UO833 000000000 979231000.00000000 PA 1744180.03000000 0.041753866459 Long DBT NUSS KZ N 2 2033-08-23 Fixed 10.69000000 N N N N N N KAZAKH GOV BOND - MEUKAM 5493007OEK8EF02UO833 000000000 143864000.00000000 PA 254825.18000000 0.006100251323 Long DBT NUSS KZ N 2 2037-01-28 Fixed 11.05000000 N N N N N N SRI LANKA GOVT BOND 254900IG6Y30I2QE2R92 000000000 374000000.00000000 PA 1094063.72000000 0.026190754209 Long DBT NUSS LK N 2 2032-12-15 Fixed 11.50000000 N N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 16420977857.00000000 PA 4623868.23000000 0.110690624409 Long DBT NUSS CO N 2 2041-03-20 Fixed 5.00000000 N N N N N N REPUBLIC OF MONTENEGRO 747800V014106FYLL014 000000000 11663000.00000000 PA 13525332.12000000 0.323782465943 Long DBT NUSS ME Y 2 2032-04-01 Fixed 4.87500000 N N N N N N KAZAKH GOV BOND - MEUKAM 5493007OEK8EF02UO833 000000000 87910000.00000000 PA 185318.27000000 0.004436327767 Long DBT NUSS KZ N 2 2032-03-06 Fixed 14.60000000 N N N N N N SRI LANKA GOVT BOND 254900IG6Y30I2QE2R92 000000000 1043000000.00000000 PA 3100107.35000000 0.074213364490 Long DBT NUSS LK N 2 2029-12-15 Fixed 11.00000000 N N N N N N UZBEK INDUSTRIAL AND CON 213800C2NIFPFTXYIU69 000000000 43950000000.00000000 PA 3871092.10000000 0.092669942217 Long DBT CORP UZ Y 2 2028-04-25 Fixed 19.95000000 N N N N N N KINGDOM OF BAHRAIN 549300RODM1WN85LFQ95 000000000 -2638000.00000000 PA USD -2566425.10000000 -0.06143756324 Short DBT NUSS BH Y 2 2037-07-07 Fixed 7.50000000 N N N N N N EGYPT GOVERNMENT BOND 529900GFIVH4086NMH82 000000000 1722389000.00000000 PA 31959547.82000000 0.765078529073 Long DBT NUSS EG N 2 2030-05-20 Fixed 19.98000000 N N N N N N ARMENIAN TREASURY BONDS 5299000H77JSW90G7935 000000000 7364174000.00000000 PA 21169659.38000000 0.506779756417 Long DBT NUSS AM N 2 2035-10-29 Fixed 9.00000000 N N N N N N ZAMBIA GOVERNMENT BOND 213800DMLAZ6LGMMD849 000000000 4455000.00000000 PA 266368.82000000 0.006376594129 Long DBT NUSS ZM N 2 2032-05-27 Fixed 18.49000000 N N N N N N PORTEAST INVESTMENT PVT 335800QCR33GHNFNA954 000000000 510000000.00000000 PA 6694648.64000000 0.160262966266 Long DBT CORP IN N 2 2028-05-29 None 0.00000000 N N N N N N TBC BANK GROUP PLC 213800T6NS9N2WQ3B328 000000000 41540000000.00000000 PA 3490557.83000000 0.083560345260 Long DBT CORP GB N 2 2028-06-05 Fixed 22.00000000 N N N N N N KAZAKH GOV BOND - MEUKAM 5493007OEK8EF02UO833 000000000 7248348000.00000000 PA 15224396.09000000 0.364456300576 Long DBT NUSS KZ N 2 2035-02-13 Fixed 14.00000000 N N N N N N ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 000000000 17111900000.00000000 PA 1467857.41000000 0.035138988650 Long DBT NUSS XX N 2 2028-06-26 Fixed 14.50000000 N N N N N N KAZAKH GOV BOND - MEUKAM 5493007OEK8EF02UO833 000000000 3288706000.00000000 PA 5862132.26000000 0.140333384939 Long DBT NUSS KZ N 2 2028-12-10 Fixed 7.22000000 N N N N N N KAZAKH GOV BOND - MEUKAM 5493007OEK8EF02UO833 000000000 657741000.00000000 PA 1396504.20000000 0.033430866581 Long DBT NUSS KZ N 2 2034-03-06 Fixed 14.50000000 N N N N N N SRI LANKA GOVT BOND 254900IG6Y30I2QE2R92 000000000 184000000.00000000 PA 537633.19000000 0.012870382663 Long DBT NUSS LK N 2 2029-10-15 Fixed 10.35000000 N N N N N N ZAMBIA GOVERNMENT BOND 213800DMLAZ6LGMMD849 000000000 8815000.00000000 PA 509530.47000000 0.012197632604 Long DBT NUSS ZM N 2 2035-06-23 Fixed 19.00000000 N N N N N N KAZAKH GOV BOND - MEUKAM 5493007OEK8EF02UO833 000000000 1550694000.00000000 PA 3347987.50000000 0.080147358976 Long DBT NUSS KZ N 2 2033-06-05 Fixed 14.45000000 N N N N N N ZAMBIA GOVERNMENT BOND 213800DMLAZ6LGMMD849 000000000 4548000.00000000 PA 209934.79000000 0.005025621802 Long DBT NUSS ZM N 2 2038-07-24 Fixed 14.00000000 N N N N N N KAZAKH GOV BOND - MEUKAM 5493007OEK8EF02UO833 000000000 12965773000.00000000 PA 27483231.88000000 0.657920153919 Long DBT NUSS KZ N 2 2038-05-22 Fixed 14.10000000 N N N N N N SHIMAO GROUP HOLDINGS LT 254900WTJ6B5CU69ZD26 000000000 854632.00000000 PA USD 10682.90000000 0.000255737580 Long DBT CORP KY N 2 2033-07-21 Fixed 2.00000000 N N Y N N N SHIMAO GROUP HOLDINGS LT 254900WTJ6B5CU69ZD26 000000000 854632.00000000 PA USD 10682.90000000 0.000255737580 Long DBT CORP KY N 2 2034-01-21 Fixed 2.00000000 N N Y N N N SHIMAO GROUP HOLDINGS LT 254900WTJ6B5CU69ZD26 000000000 3205483.00000000 PA USD 44075.39000000 0.001055119263 Long DBT CORP KY N 2 2031-07-21 Fixed 5.95000000 N N Y N N N SHIMAO GROUP HOLDINGS LT 254900WTJ6B5CU69ZD26 000000000 569754.00000000 PA USD 12179.36000000 0.000291561285 Long DBT CORP KY N 2 2032-07-21 Fixed 2.00000000 N N Y N N N SRI LANKA GOVT BOND 254900IG6Y30I2QE2R92 000000000 1668000000.00000000 PA 4713798.03000000 0.112843450835 Long DBT NUSS LK N 2 2030-07-01 Fixed 9.75000000 N N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 136382200000.00000000 PA 42263971.54000000 1.011755778296 Long DBT NUSS CO N 2 2035-01-24 Fixed 11.75000000 N N N N N N INDIA GOVERNMENT BOND 335800IV7VCDQGIOI391 000000000 2288850000.00000000 PA 23502602.19000000 0.562627995057 Long DBT NUSS IN N 2 2055-08-18 Fixed 7.24000000 N N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 48775161132.50000000 PA 15602485.20000000 0.373507362930 Long DBT NUSS CO N 2 2031-01-22 Fixed 6.50000000 N N N N N N NEW ZEALAND GVT ILB 549300237GPHG2AI7C34 000000000 28022918.62000000 PA 16629111.61000000 0.398083737668 Long DBT NUSS NZ N 2 2050-09-20 Fixed 3.25000000 N N N N N N JSCB AGROBANK 254900JPMU0LFCP18673 000000000 127710000000.00000000 PA 11329575.15000000 0.271218314464 Long DBT CORP UZ N 2 2028-09-15 Fixed 20.75000000 N N N N N N EGYPT TREASURY BILL 529900GFIVH4086NMH82 000000000 2049750000.00000000 PA 39172600.34000000 0.937751548204 Long STIV NUSS EG N 2 2026-09-15 None 0.00000000 N N N N N N STATE BANK JSC N/A 000000000 2510000.00000000 PA USD 2520871.79000000 0.060347064105 Long DBT CORP MN Y 2 2028-09-25 Fixed 8.90000000 N N N N N N EGYPT TREASURY BILL 529900GFIVH4086NMH82 000000000 78300000.00000000 PA 1489418.99000000 0.035655150581 Long STIV NUSS EG N 2 2026-09-22 None 0.00000000 N N N N N N IPOTEKA-BANK ATIB 213800UWVX5JSNXJS434 000000000 41010000000.00000000 PA 3537640.12000000 0.084687446601 Long DBT CORP UZ Y 2 2028-10-09 Fixed 17.50000000 N N N N N N REPUBLIC OF KENYA 549300VVURQQYU45PR87 000000000 1373000.00000000 PA USD 1347665.03000000 0.032261707350 Long DBT NUSS KE Y 2 2033-10-09 Fixed 7.87500000 N N N N N N REPUBLIC OF KENYA 549300VVURQQYU45PR87 000000000 2777000.00000000 PA USD 2709976.49000000 0.064874035091 Long DBT NUSS KE Y 2 2038-10-09 Fixed 8.80000000 N N N N N N ABSA BANK LTD SLI1CVYMJ21DST0Q8K25 000000000 3449568000.00000000 PA 1544522.14000000 0.036974263016 Long SN CORP ZA N 2 2035-08-02 Fixed 13.50000000 N N N N N N REPUBLIC OF ANGOLA 549300QHR2R3J8JSGK83 000000000 1048000.00000000 PA USD 1099029.51000000 0.026309630087 Long DBT NUSS AO Y 2 2031-01-15 Fixed 9.24400000 N N N N N N Techcom Securities JSC 254900HZTWFQ8DNFXG27 000000000 801285.00000000 NS 1248385.79000000 0.029885064998 Long EC CORP VN N 2 N N N UZBEK INDUSTRIAL AND CON 213800C2NIFPFTXYIU69 000000000 7110000.00000000 PA USD 7388874.68000000 0.176882019843 Long DBT CORP UZ Y 2 2030-10-23 Fixed 9.45000000 N N N N N N EGYPT TREASURY BILL 529900GFIVH4086NMH82 000000000 104400000.00000000 PA 1949539.31000000 0.046669955284 Long STIV NUSS EG N 2 2026-10-20 None 0.00000000 N N N N N N ZAMBIA GOVERNMENT BOND 213800DMLAZ6LGMMD849 000000000 14104000.00000000 PA 777038.38000000 0.018601495370 Long DBT NUSS ZM N 2 2028-10-27 Fixed 16.00000000 N N N N N N ZAMBIA GOVERNMENT BOND 213800DMLAZ6LGMMD849 000000000 8815000.00000000 PA 514420.47000000 0.012314694148 Long DBT NUSS ZM N 2 2035-08-18 Fixed 19.00000000 N N N N N N ZAMBIA GOVERNMENT BOND 213800DMLAZ6LGMMD849 000000000 3085000.00000000 PA 179751.10000000 0.004303055473 Long DBT NUSS ZM N 2 2035-09-29 Fixed 19.00000000 N N N N N N ZAMBIA GOVERNMENT BOND 213800DMLAZ6LGMMD849 000000000 17392000.00000000 PA 994274.09000000 0.023801893648 Long DBT NUSS ZM N 2 2040-10-27 Fixed 18.99000000 N N N N N N FORTEBANK JSC 529900TH5WJ6KE8N8Z35 000000000 4550000.00000000 PA USD 4705227.12000000 0.112638272112 Long DBT CORP KZ Y 2 2030-11-03 Fixed 9.75000000 N N N N N N GLOBAL SUKUK VENTURES 529900O7Y19DFQY7AW02 000000000 -5495000.00000000 PA USD -5233349.75000000 -0.12528098180 Short DBT NUSS QA Y 2 2035-11-10 Fixed 4.25000000 N N N N N N KAZAKH GOV BOND - MEOKAM 5493007OEK8EF02UO833 000000000 3524867000.00000000 PA 8006651.84000000 0.191670966280 Long DBT NUSS KZ N 2 2030-10-09 Fixed 16.95000000 N N N N N N ARMENIAN TREASURY BONDS 5299000H77JSW90G7935 000000000 2822575000.00000000 PA 7979356.11000000 0.191017534727 Long DBT NUSS AM N 2 2030-04-29 Fixed 8.60000000 N N N N N N Kwality Wall's India Ltd 3358004HTUS7E8UHI349 000000000 9800.00000000 NS 3174.01000000 0.000075982517 Long EC CORP IN N 2 N N N ZAMBIA GOVERNMENT BOND 213800DMLAZ6LGMMD849 000000000 26445000.00000000 PA 1510598.79000000 0.036162173094 Long DBT NUSS ZM N 2 2040-11-24 Fixed 18.99000000 N N N N N N ZAMBIA GOVERNMENT BOND 213800DMLAZ6LGMMD849 000000000 23801000.00000000 PA 1318233.09000000 0.031557137139 Long DBT NUSS ZM N 2 2032-11-24 Fixed 17.00000000 N N N N N N ZAMBIA GOVERNMENT BOND 213800DMLAZ6LGMMD849 000000000 20274000.00000000 PA 1134823.06000000 0.027166490664 Long DBT NUSS ZM N 2 2030-11-24 Fixed 16.49000000 N N N N N N ZAMBIA GOVERNMENT BOND 213800DMLAZ6LGMMD849 000000000 19393000.00000000 PA 1076892.32000000 0.025779688648 Long DBT NUSS ZM N 2 2035-11-24 Fixed 17.50000000 N N N N N N ZAMBIA GOVERNMENT BOND 213800DMLAZ6LGMMD849 000000000 8815000.00000000 PA 485710.72000000 0.011627412418 Long DBT NUSS ZM N 2 2028-11-24 Fixed 16.00000000 N N N N N N TIMES CHINA HLDG LTD 2549000KTINB9ZPZP710 000000000 601674.00000000 PA USD 17298.13000000 0.000414099346 Long DBT CORP KY N 2 2029-03-30 Fixed 4.00000000 N N Y N N N TIMES CHINA HLDG LTD 2549000KTINB9ZPZP710 000000000 2244441.00000000 PA USD 53305.47000000 0.001276077834 Long DBT CORP KY N 2 2032-09-30 Fixed 4.20000000 N N Y N N N TIMES CHINA HLDG LTD 2549000KTINB9ZPZP710 000000000 2686783.00000000 PA USD 18780.61000000 0.000449588384 Long DBT CORP KY N 2 2027-03-30 None 0.00000000 N N N Y N Times China Holdings Ltd. USD XXXX N N N TIMES CHINA HLDG LTD 2549000KTINB9ZPZP710 000000000 557875.00000000 PA USD 3375.14000000 0.000080797361 Long DBT CORP KY N 2 2027-03-30 None 0.00000000 N N N Y N Times China Holdings Ltd. USD XXXX N N N Piraeus Bank SA 213800OYHR1MPQ5VJL60 000000000 352537.00000000 NS 4112014.26000000 0.098437369617 Long EC CORP GR N 2 N N N Eurobank SA 213800KGF4EFNUQKAT69 000000000 1005367.00000000 NS 5195278.81000000 0.124369602863 Long EC CORP GR N 2 N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 2205476.00000000 PA USD 297959.81000000 0.007132849765 Long DBT CORP KY N 2 2028-06-23 None 0.00000000 N N N Y N Sunac China Holdings Ltd. USD XXXX N N N ZAMBIA GOVERNMENT BOND 213800DMLAZ6LGMMD849 000000000 19824000.00000000 PA 1101251.13000000 0.026362813373 Long DBT NUSS ZM N 2 2035-12-22 Fixed 17.50000000 N N N N N N ZAMBIA GOVERNMENT BOND 213800DMLAZ6LGMMD849 000000000 17975000.00000000 PA 1003454.29000000 0.024021658144 Long DBT NUSS ZM N 2 2032-12-22 Fixed 16.95000000 N N N N N N ZAMBIA GOVERNMENT BOND 213800DMLAZ6LGMMD849 000000000 7934000.00000000 PA 548955.66000000 0.013141430887 Long DBT NUSS ZM N 2 2034-11-25 Fixed 22.50000000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 000000000 -10409000.00000000 PA USD -9980437.63000000 -0.23892135722 Short DBT NUSS SA Y 2 2036-01-12 Fixed 4.87500000 N N N N N N The Federal Republic of Nigeria 549300G1JG004Y3K8S97 000000000 3424706000.00000000 PA 2508721.58000000 0.060056200641 Long STIV NUSS NG N 2 2026-08-04 None 0.00000000 N N N N N N ARDSHININVESTBK (DILIJAN 549300DCGXFXAP2FEV07 000000000 1362000.00000000 PA USD 1363802.23000000 0.032648015233 Long DBT CORP NL Y 2 2031-01-22 Fixed 6.60000000 N N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 115271500000.00000000 PA 36434018.23000000 0.872192724147 Long DBT NUSS CO N 2 2030-02-27 Fixed 12.50000000 N N N N N N The Federal Republic of Nigeria 549300G1JG004Y3K8S97 000000000 4011186000.00000000 PA 2871941.33000000 0.068751305891 Long STIV NUSS NG N 2 2026-09-22 None 0.00000000 N N N N N N The Federal Republic of Nigeria 549300G1JG004Y3K8S97 000000000 30354528000.00000000 PA 22254234.58000000 0.532743365269 Long STIV NUSS NG N 2 2026-08-11 None 0.00000000 N N N N N N EGYPT TREASURY BILL 529900GFIVH4086NMH82 000000000 208800000.00000000 PA 3674094.11000000 0.087954014030 Long STIV NUSS EG N 2 2027-01-19 None 0.00000000 N N N N N N MHP LUX SA 222100RHC7R1WZ1J3M44 000000000 5309000.00000000 PA USD 5526583.05000000 0.132300683805 Long DBT CORP LU Y 2 2029-07-28 Fixed 10.50000000 N N N N N N REPUBLIC OF GEORGIA 2138007T8RLEVDMLQ257 000000000 9430000.00000000 PA USD 9154430.60000000 0.219147603007 Long DBT NUSS GE Y 2 2031-01-28 Fixed 5.12500000 N N N N N N SONANGOL FINANCE LTD N/A 000000000 2925000.00000000 PA USD 2993925.08000000 0.071671470737 Long DBT CORP AO Y 2 2031-01-29 Fixed 10.00000000 N N N N N N ZAMBIA GOVERNMENT BOND 213800DMLAZ6LGMMD849 000000000 48349000.00000000 PA 2656800.65000000 0.063601060465 Long DBT NUSS ZM N 2 2036-01-26 Fixed 17.19000000 N N N N N N ZAMBIA GOVERNMENT BOND 213800DMLAZ6LGMMD849 000000000 10081000.00000000 PA 571108.11000000 0.013671737635 Long DBT NUSS ZM N 2 2041-01-26 Fixed 18.79000000 N N N N N N ZAMBIA GOVERNMENT BOND 213800DMLAZ6LGMMD849 000000000 25612000.00000000 PA 1413574.02000000 0.033839500422 Long DBT NUSS ZM N 2 2033-01-26 Fixed 16.85000000 N N N N N N ALBANIA TREASURY BILL 254900EDM43U3SGRND29 000000000 267980000.00000000 PA 3254695.01000000 0.077914033229 Long STIV NUSS AL N 2 2027-01-28 None 0.00000000 N N N N N N The Federal Republic of Nigeria 549300G1JG004Y3K8S97 000000000 28555407000.00000000 PA 19323790.44000000 0.462591562597 Long STIV NUSS NG N 2 2027-01-12 None 0.00000000 N N N N N N The Federal Republic of Nigeria 549300G1JG004Y3K8S97 000000000 14641344000.00000000 PA 9874942.15000000 0.236395904515 Long STIV NUSS NG N 2 2027-01-19 None 0.00000000 N N N N N N KAZAKH GOV BOND - MEUKAM 5493007OEK8EF02UO833 000000000 5886712000.00000000 PA 12821586.90000000 0.306935533039 Long DBT NUSS KZ N 2 2032-02-05 Fixed 15.18000000 N N N N N N ZAMBIA GOVERNMENT BOND 213800DMLAZ6LGMMD849 000000000 24421000.00000000 PA 1327167.58000000 0.031771019591 Long DBT NUSS ZM N 2 2028-02-16 Fixed 14.50000000 N N N N N N ZAMBIA GOVERNMENT BOND 213800DMLAZ6LGMMD849 000000000 280667000.00000000 PA 15135300.42000000 0.362323442360 Long DBT NUSS ZM N 2 2041-02-16 Fixed 17.59000000 N N N N N N ZAMBIA GOVERNMENT BOND 213800DMLAZ6LGMMD849 000000000 2000000.00000000 PA 106923.82000000 0.002559645693 Long DBT NUSS ZM N 2 2031-02-16 Fixed 14.98000000 N N N N N N ZAMBIA GOVERNMENT BOND 213800DMLAZ6LGMMD849 000000000 9514000.00000000 PA 512728.56000000 0.012274191572 Long DBT NUSS ZM N 2 2036-02-16 Fixed 16.60000000 N N N N N N ZAMBIA GOVERNMENT BOND 213800DMLAZ6LGMMD849 000000000 45500000.00000000 PA 2459904.07000000 0.058887559928 Long DBT NUSS ZM N 2 2029-02-16 Fixed 14.90000000 N N N N N N REPUBLIC OF KENYA 549300VVURQQYU45PR87 000000000 5124000.00000000 PA USD 4937813.93000000 0.118206159851 Long DBT NUSS KE Y 2 2039-02-26 Fixed 8.70000000 N N N N N N ZAMBIA GOVERNMENT BOND 213800DMLAZ6LGMMD849 000000000 1891000.00000000 PA 150798.75000000 0.003609966151 Long DBT NUSS ZM N 2 2039-04-30 Fixed 26.50000000 N N N N N N ZAMBIA GOVERNMENT BOND 213800DMLAZ6LGMMD849 000000000 732000.00000000 PA 48176.38000000 0.001153292723 Long DBT NUSS ZM N 2 2040-02-17 Fixed 22.80000000 N N N N N N EGYPT TREASURY BILL 529900GFIVH4086NMH82 000000000 6326450000.00000000 PA 107439272.93000000 2.571985103198 Long STIV NUSS EG N 2 2027-03-16 None 0.00000000 N N N N N N REPUBLIC OF ANGOLA 549300QHR2R3J8JSGK83 000000000 2323000.00000000 PA USD 2399510.49000000 0.057441800069 Long DBT NUSS AO Y 2 2033-03-31 Fixed 9.37500000 N N N N N N REP SRPSKA INTL BOND N/A 000000000 2848000.00000000 PA 3299254.12000000 0.078980732248 Long DBT NUSS BA Y 2 2031-04-02 Fixed 6.25000000 N N N N N N UZBEKISTAN INTL BOND 213800L6VDKUM3TCM927 000000000 598440000000.00000000 PA 51140572.24000000 1.224252420770 Long DBT NUSS UZ Y 2 2029-04-13 Fixed 12.25000000 N N N N N N The Federal Republic of Nigeria 549300G1JG004Y3K8S97 000000000 4757113000.00000000 PA 3473376.69000000 0.083149046534 Long STIV NUSS NG N 2 2026-08-18 None 0.00000000 N N N N N N KAZAKH GOV BOND - MEUKAM 5493007OEK8EF02UO833 000000000 6447597000.00000000 PA 14266043.43000000 0.341514328819 Long DBT NUSS KZ N 2 2034-03-12 Fixed 15.10000000 N N N N N N The Federal Republic of Nigeria 549300G1JG004Y3K8S97 000000000 9981080000.00000000 PA 7258221.31000000 0.173754313259 Long STIV NUSS NG N 2 2026-08-25 None 0.00000000 N N N N N N DRC INTERNATIONAL BOND N/A 000000000 7346000.00000000 PA USD 7684184.94000000 0.183951442120 Long DBT NUSS CD Y 2 2037-04-16 Fixed 9.50000000 N N N N N N The Federal Republic of Nigeria 549300G1JG004Y3K8S97 000000000 3073731000.00000000 PA 2226323.43000000 0.053295880926 Long STIV NUSS NG N 2 2026-09-01 None 0.00000000 N N N N N N ELDIK BANK OAO 529900MRXI5QEMS86V46 000000000 3750000.00000000 PA USD 3743704.20000000 0.089620407608 Long DBT CORP KG Y 2 2031-04-23 Fixed 8.50000000 N N N N N N EGYPT TREASURY BILL 529900GFIVH4086NMH82 000000000 156600000.00000000 PA 2602893.85000000 0.062310587412 Long STIV NUSS EG N 2 2027-04-20 None 0.00000000 N N N N N N NIGERIA OMO BILL 549300G1JG004Y3K8S97 000000000 23212369000.00000000 PA 16747192.18000000 0.400910464420 Long STIV NUSS NG N 2 2026-09-08 None 0.00000000 N N N N N N NIGERIA OMO BILL 549300G1JG004Y3K8S97 000000000 7788689000.00000000 PA 5597753.70000000 0.134004435576 Long STIV NUSS NG N 2 2026-09-15 None 0.00000000 N N N N N N REP SRPSKA INTL BOND N/A 000000000 7180000.00000000 PA 8244963.26000000 0.197375895264 Long DBT NUSS BA Y 2 2033-05-08 Fixed 6.37500000 N N N N N N HERITAGE LENDING GROUP B.V. 724500JRT86VP7VDLH38 000000000 221552000000.00000000 PA 18547920.91000000 0.444018048287 Long DBT CORP NL N 2 2029-05-05 Fixed 19.50000000 N N N N N N ALOQABANK JSC 254900B2WJGJ0SR7JC84 000000000 3010000.00000000 PA USD 2999904.79000000 0.071814618811 Long DBT CORP UZ Y 2 2031-05-18 Fixed 7.70000000 N N N N N N NIGERIA OMO BILL 549300G1JG004Y3K8S97 000000000 7560980000.00000000 PA 5410610.19000000 0.129524413451 Long STIV NUSS NG N 2 2026-09-29 None 0.00000000 N N N N N N NIGERIA OMO BILL 549300G1JG004Y3K8S97 000000000 32486995000.00000000 PA 23088581.74000000 0.552716773576 Long STIV NUSS NG N 2 2026-10-06 None 0.00000000 N N N N N N FED OF BOSNIA&HERZ N/A 000000000 18600000.00000000 PA 21087129.65000000 0.504804080016 Long DBT NUSS BA Y 2 2031-06-04 Fixed 5.00000000 N N N N N N The Federal Republic of Nigeria 549300G1JG004Y3K8S97 000000000 3634336000.00000000 PA 2573616.71000000 0.061609722952 Long STIV NUSS NG N 2 2026-10-13 None 0.00000000 N N N N N N ARMENIAN TREASURY BONDS 5299000H77JSW90G7935 000000000 1394490000.00000000 PA 3813410.45000000 0.091289103158 Long DBT NUSS AM N 2 2029-04-29 Fixed 7.40000000 N N N N N N The Federal Republic of Nigeria 549300G1JG004Y3K8S97 000000000 1797119000.00000000 PA 1268095.86000000 0.030356903694 Long STIV NUSS NG N 2 2026-10-20 None 0.00000000 N N N N N N The Federal Republic of Nigeria 549300G1JG004Y3K8S97 000000000 16612271000.00000000 PA 11681156.77000000 0.279634814916 Long STIV NUSS NG N 2 2026-10-27 None 0.00000000 N N N N N N The Federal Republic of Nigeria 549300G1JG004Y3K8S97 000000000 4708825000.00000000 PA 3311077.88000000 0.079263780837 Long STIV NUSS NG N 2 2026-10-27 None 0.00000000 N N N N N N KAZAKH GOV BOND - MEOKAM 5493007OEK8EF02UO833 000000000 2413069000.00000000 PA 5208112.38000000 0.124676825259 Long DBT NUSS KZ N 2 2031-06-18 Fixed 14.94000000 N N N N N N The Federal Republic of Nigeria 549300G1JG004Y3K8S97 000000000 7808536000.00000000 PA 5471367.48000000 0.130978880151 Long STIV NUSS NG N 2 2026-11-03 None 0.00000000 N N N N N N The Federal Republic of Nigeria 549300G1JG004Y3K8S97 000000000 30899022000.00000000 PA 21572805.49000000 0.516430657443 Long STIV NUSS NG N 2 2026-11-10 None 0.00000000 N N N N N N ALBANIA GOVT BOND 254900EDM43U3SGRND29 000000000 91700000.00000000 PA 1134022.01000000 0.027147314356 Long DBT NUSS AL N 2 2026-10-07 Fixed 3.85000000 N N N N N N NATIONAL BK HUNGARY BILL SS58IXU92ZSUMORZFG95 000000000 63908000000.00000000 PA 201935106.87000000 4.834117660316 Long STIV NUSS HU N 2 2026-08-06 None 0.00000000 N N N N N N REPUBLIC OF GABON N/A 000000000 5578000.00000000 PA USD 5133597.06000000 0.122893005546 Long DBT NUSS GA Y 2 2033-08-05 Fixed 9.37500000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -1421.00000000 NC -900053.96000000 -0.02154636115 N/A DE DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Eurex STOXX Europe 600 Futures SXOU6 Index 2026-09-18 -45423297.21000000 EUR -900053.96000000 N N N Commodities Exchange Center N/A 000000000 79.00000000 NC USD -296176.06000000 -0.00709014863 N/A DCO US N 1 Commodities Exchange Center N/A Long COMEX Gold 100 Troy Ounces Futures GCZ6 Comdty 2026-12-29 32741476.06000000 USD -296176.06000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -457.00000000 NC 477805.09000000 0.011438159810 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Eurex 5 Year Euro BOBL Futures OEU6 Comdty 2026-09-08 -52439227.80000000 EUR 477805.09000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 72.00000000 NC USD -38765.63000000 -0.00092800909 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 10 Year U.S. Treasury Notes TYU6 Comdty 2026-09-21 7814765.63000000 USD -38765.63000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -10.00000000 NC 14529.69000000 0.000347825755 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Eurex 10 Year Euro BUND Futures RXU6 Comdty 2026-09-08 -1256200.00000000 EUR 14529.69000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -52.00000000 NC USD 38654.23000000 0.000925342298 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 2 Year U.S. Treasury Notes Futures TUU6 Comdty 2026-09-30 -10730341.78000000 USD 38654.23000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 440.00000000 NC USD -1192984.56000000 -0.02855881683 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT Ultra Long-Term U.S. Treasury Bond Futures WNU6 Comdty 2026-09-21 49455484.56000000 USD -1192984.56000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -14.00000000 NC USD 19271.39000000 0.000461337150 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short Ultra 10 Year U.S. Treasury Notes Futures UXYU6 Comdty 2026-09-21 -1555115.14000000 USD 19271.39000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 397.00000000 NC USD -729886.96000000 -0.01747273912 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT U.S. Long Bond Futures USU6 Comdty 2026-09-21 43729949.46000000 USD -729886.96000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -1166.00000000 NC USD 633511.24000000 0.015165604043 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 5 Year U.S. Treasury Notes FVU6 Comdty 2026-09-30 -124202183.70000000 USD 633511.24000000 N N N New York Mercantile Exchange 5493008GFNDTXFPHWI47 000000000 274.00000000 NC USD 16440.00000000 0.000393556601 N/A DCO US N 1 New York Mercantile Exchange 5493008GFNDTXFPHWI47 Put Purchased New York Mercantile Exchange 5493008GFNDTXFPHWI47 New York Mercantile Exchange 5493008GFNDTXFPHWI47 N/A 274.00000000 NC N/A 16440.00000000 0.00000000 DCO US Long NYMEX WTI Light Sweet Crude Oil CLU5 Comdty 2026-09-21 274.00000000 USD 1000.00000000 60.00000000 USD 2026-08-17 XXXX -1068810.98000000 N N N New York Mercantile Exchange 5493008GFNDTXFPHWI47 000000000 305.00000000 NC USD 356850.00000000 0.008542620021 N/A DCO US N 1 New York Mercantile Exchange 5493008GFNDTXFPHWI47 Put Purchased New York Mercantile Exchange 5493008GFNDTXFPHWI47 New York Mercantile Exchange 5493008GFNDTXFPHWI47 N/A 305.00000000 NC N/A 356850.00000000 0.01000000 DCO US Long NYMEX WTI Light Sweet Crude Oil CLZ5 Comdty 2026-12-20 305.00000000 USD 1000.00000000 60.00000000 USD 2026-11-17 XXXX -509284.85000000 N N N London Metal Exchange 213800NB8G5VRT1DXC91 000000000 451.00000000 NC USD 255829.75000000 0.006124299690 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Call Purchased London Metal Exchange 213800NB8G5VRT1DXC91 London Metal Exchange 213800NB8G5VRT1DXC91 N/A 451.00000000 NC N/A 255829.75000000 0.01000000 DCO US Long LME Primary Aluminum LAZ26 Comdty 2026-12-02 451.00000000 USD 25.00000000 3700.00000000 USD 2026-12-02 XXXX -1379054.27000000 N N N New York Mercantile Exchange 5493008GFNDTXFPHWI47 000000000 224.00000000 NC USD 132160.00000000 0.003163773748 N/A DCO US N 1 New York Mercantile Exchange 5493008GFNDTXFPHWI47 Put Purchased New York Mercantile Exchange 5493008GFNDTXFPHWI47 New York Mercantile Exchange 5493008GFNDTXFPHWI47 N/A 224.00000000 NC N/A 132160.00000000 0.00000000 DCO US Long NYMEX WTI Light Sweet Crude Oil CLZ5 Comdty 2026-12-20 224.00000000 USD 1000.00000000 55.00000000 USD 2026-11-17 XXXX -243057.92000000 N N N New York Mercantile Exchange 5493008GFNDTXFPHWI47 000000000 58.00000000 NC USD 51620.00000000 0.001235729425 N/A DCO US N 1 New York Mercantile Exchange 5493008GFNDTXFPHWI47 Put Purchased New York Mercantile Exchange 5493008GFNDTXFPHWI47 New York Mercantile Exchange 5493008GFNDTXFPHWI47 N/A 58.00000000 NC N/A 51620.00000000 0.00000000 DCO US Long NYMEX WTI Light Sweet Crude Oil CLZ5 Comdty 2026-12-20 58.00000000 USD 1000.00000000 58.00000000 USD 2026-11-17 XXXX -77955.48000000 N N N New York Mercantile Exchange 5493008GFNDTXFPHWI47 000000000 234.00000000 NC USD 74880.00000000 0.001792549775 N/A DCO US N 1 New York Mercantile Exchange 5493008GFNDTXFPHWI47 Put Purchased New York Mercantile Exchange 5493008GFNDTXFPHWI47 New York Mercantile Exchange 5493008GFNDTXFPHWI47 N/A 234.00000000 NC N/A 74880.00000000 0.00000000 DCO US Long NYMEX WTI Light Sweet Crude Oil CLZ5 Comdty 2026-12-20 234.00000000 USD 1000.00000000 50.00000000 USD 2026-11-17 XXXX -157765.14000000 N N N ICE Endex Derivatives N/A 000000000 217.00000000 NC 112064.58000000 0.002682710171 N/A DCO NL N 1 ICE Endex Derivatives N/A Call Purchased ICE Endex Derivatives 549300CZW488L20NT866 ICE Endex Derivatives 549300CZW488L20NT866 N/A 217.00000000 NC N/A 112064.58000000 0.00000000 DCO US Long TTF Natural Gas Base Load Monthly FJSU6 Comdty 2026-09-26 217.00000000 EUR 720.00000000 85.00000000 EUR 2026-08-26 XXXX -1513090.18000000 N N N Osaka Exchange 3538001249AILNPRUX57 000000000 -1.00000000 NC 314.26000000 0.000007523059 N/A DIR JP N 1 Osaka Exchange 3538001249AILNPRUX57 Short TSE Japanese 10 Year Bond Futures JBU6 Comdty 2026-09-14 -127120000.00000000 JPY 314.26000000 N N N Nasdaq Stockholm AB 549300KBQIVNEJEZVL96 000000000 657.00000000 NC 608378.05000000 0.014563941462 N/A DE SE N 1 Nasdaq Stockholm AB 549300KBQIVNEJEZVL96 Long OML Stockholm OMXS30 Index Futures QCQ6 Index 2026-08-21 208257502.50000000 SEK 608378.05000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 555.00000000 NC USD 294843.75000000 0.007058254510 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Put Purchased Chicago Board of Trade 549300EX04Q2QBFQTQ27 Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 555.00000000 NC N/A 294843.75000000 0.01000000 DIR US Long CBOT 5 Year U.S. Treasury Notes FVU6 Comdty 2026-09-30 555.00000000 USD 1000.00000000 106.25000000 USD 2026-08-21 XXXX 66483.45000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 463.00000000 NC USD 260437.50000000 0.006234604461 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Put Purchased Chicago Board of Trade 549300EX04Q2QBFQTQ27 Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 463.00000000 NC N/A 260437.50000000 0.01000000 DIR US Long CBOT 2 Year U.S. Treasury Notes TUU6 Comdty 2026-09-30 463.00000000 USD 2000.00000000 103.00000000 USD 2026-08-21 XXXX 65107.06000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 2220.00000000 NC USD 659064.72000000 0.015777327932 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Put Purchased Chicago Board of Trade 549300EX04Q2QBFQTQ27 Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 2220.00000000 NC N/A 659064.72000000 0.02000000 DIR US Long CBOT 2 Year U.S. Treasury Notes TUU6 Comdty 2026-09-30 2220.00000000 USD 2000.00000000 102.75000000 USD 2026-08-21 XXXX 27559.82000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 833.00000000 NC USD 338406.25000000 0.008101095717 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Put Purchased Chicago Board of Trade 549300EX04Q2QBFQTQ27 Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 833.00000000 NC N/A 338406.25000000 0.01000000 DIR US Long CBOT 5 Year U.S. Treasury Notes FVU6 Comdty 2026-09-30 833.00000000 USD 1000.00000000 106.00000000 USD 2026-08-21 XXXX -54979.34000000 N N N ICE Futures Europe 549300UF4R84F48NCH34 000000000 1703.00000000 NC USD 6999330.00000000 0.167556722988 N/A DCO GB N 1 ICE Futures Europe 549300UF4R84F48NCH34 Call Purchased ICE Futures Europe 549300UF4R84F48NCH34 ICE Futures Europe 549300UF4R84F48NCH34 N/A 1703.00000000 NC N/A 6999330.00000000 0.17000000 DCO US Long ICE Brent Crude Oil COZ6 Comdty 2026-12-30 1703.00000000 USD 1000.00000000 100.00000000 USD 2026-10-27 XXXX 1073310.00000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 447.00000000 NC USD 366679.91000000 0.008777937903 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Put Purchased Chicago Board of Trade 549300EX04Q2QBFQTQ27 Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 447.00000000 NC N/A 366679.91000000 0.01000000 DIR US Long CBOT 5 Year U.S. Treasury Notes FVU6 Comdty 2026-09-30 447.00000000 USD 1000.00000000 106.00000000 USD 2026-10-23 XXXX 108255.80000000 N N N National Stock Exchange Of India N/A 000000000 -384.00000000 NC USD -475019.81000000 -0.01137148308 N/A DE IN N 2 National Stock Exchange Of India N/A Short IFSC NIFTY 50 Index Futures JGSQ6 Index 2026-08-25 -18294228.48000000 USD -475019.81000000 N N N Singapore Exchange Derivatives Clearing Ltd. 549300ZLWT3FK3F0FW61 000000000 140.00000000 NC USD -630725.62000000 -0.01509891918 N/A DE SG N 2 Singapore Exchange Derivatives Clearing Ltd. 549300ZLWT3FK3F0FW61 Long SGX FTSE Taiwan Index Futures TWTQ6 Index 2026-08-28 21061732.80000000 USD -630725.62000000 N N N JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 000000000 60632000.00000000 NC USD 799129.76000000 0.019130340165 N/A DIR US N 2 JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 Put Purchased JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 N/A 60632000.00000000 OU Notional Amount N/A 799129.76000000 0.02000000 DIR US N/A N/A 2037-01-29 0.00000000 N/A 0.00000000 N/A 60632000.00000000 USD 1.00000000 4.50000000 USD 2027-01-27 XXXX 245104.86000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 660535000.00000000 NC 614686.86000000 0.014714967850 N/A DIR ZA N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Put Purchased JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 N/A 660535000.00000000 OU Notional Amount N/A 614686.86000000 0.01000000 DIR ZA N/A N/A 2027-06-09 0.00000000 N/A 0.00000000 N/A 660535000.00000000 ZAR 1.00000000 8.09000000 ZAR 2027-06-09 XXXX -21009.98000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 127224000.00000000 NC 367352.85000000 0.008794047391 N/A DIR PL N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Put Purchased JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 N/A 127224000.00000000 OU Notional Amount N/A 367352.85000000 0.01000000 DIR PL N/A N/A 2027-06-09 0.00000000 N/A 0.00000000 N/A 127224000.00000000 PLN 1.00000000 4.87500000 PLN 2027-06-09 XXXX -138780.53000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 662850000.00000000 NC 670832.08000000 0.016059026363 N/A DIR ZA N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Put Purchased JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 N/A 662850000.00000000 OU Notional Amount N/A 670832.08000000 0.02000000 DIR ZA N/A N/A 2027-06-11 0.00000000 N/A 0.00000000 N/A 662850000.00000000 ZAR 1.00000000 8.01500000 ZAR 2027-06-11 XXXX -116066.58000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 462992000.00000000 NC 553687.57000000 0.013254707920 N/A DIR ZA N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Put Purchased JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 N/A 462992000.00000000 OU Notional Amount N/A 553687.57000000 0.01000000 DIR ZA N/A N/A 2027-06-14 0.00000000 N/A 0.00000000 N/A 462992000.00000000 ZAR 1.00000000 7.86000000 ZAR 2027-06-14 XXXX 8185.54000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 10635000.00000000 OU Notional Amount 12263748.43000000 0.293581456865 N/A DFE DE N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 Call Purchased BNP Paribas SA R0MUWSFPU8MPRO8K5P83 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC USD 12263748.43000000 0.29000000 DFE XX 82953000.00000000 HUF 10635000.00000000 EUR 2028-06-16 1.00000000 7.80000000 EUR 2028-06-16 XXXX 12263748.43000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 -10635000.00000000 OU Notional Amount -12263748.43000000 -0.29358145686 N/A DFE DE N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 Put Purchased BNP Paribas SA R0MUWSFPU8MPRO8K5P83 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC USD -12263748.43000000 -0.29000000 DFE XX -82953000.00000000 HUF -10635000.00000000 EUR 2028-06-16 1.00000000 7.80000000 EUR 2028-06-16 XXXX -12263748.43000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 4969000.00000000 OU Notional Amount 5730001.50000000 0.137170311166 N/A DFE DE N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Call Purchased JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC USD 5730001.50000000 0.14000000 DFE XX 40298590.00000000 HUF 4969000.00000000 EUR 2028-06-13 1.00000000 8.11000000 EUR 2028-06-13 XXXX 5730001.50000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 -4969000.00000000 OU Notional Amount -5730001.50000000 -0.13717031116 N/A DFE DE N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Put Purchased JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC USD -5730001.50000000 -0.14000000 DFE XX -40298590.00000000 HUF -4969000.00000000 EUR 2028-06-13 1.00000000 8.11000000 EUR 2028-06-13 XXXX -5730001.50000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 64562000.00000000 NC 412244.70000000 0.009868711862 N/A DIR PL N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Put Purchased JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 N/A 64562000.00000000 OU Notional Amount N/A 412244.70000000 0.01000000 DIR PL N/A N/A 2027-06-21 0.00000000 N/A 0.00000000 N/A 64562000.00000000 PLN 1.00000000 4.47250000 PLN 2027-06-21 XXXX 97829.25000000 N N N Zenith Bank PLC 029200268F8M5YI5I629 000000000 11224146.00000000 NS 1014997.68000000 0.024297994965 Long EC CORP NG N 2 N N N UltraTech Cement Ltd 335800PC9O9B4BQHG814 000000000 3900.00000000 NS 486359.69000000 0.011642948089 Long EC CORP IN N 2 N N N Tata Consultancy Services Ltd 335800ZJKU9GPQRE2U66 000000000 66800.00000000 NS 1657278.40000000 0.039673531292 Long EC CORP IN N 2 N N N Emaar Properties PJSC 254900YWYEXYXK1BMP81 000000000 8687800.00000000 NS 25929345.80000000 0.620721727861 Long EC CORP AE N 2 N N N Fidelity Bank PLC 029200298A5K5WI0F567 000000000 1331659.00000000 NS 20957.39000000 0.000501698246 Long EC CORP NG N 2 N N N SM Investments Corp 254900YB8UATFP21AF80 000000000 53244.00000000 NS 515706.88000000 0.012345489473 Long EC CORP PH N 2 N N N Ayala Corp 254900QJ68UH8GKNGI69 000000000 38281.00000000 NS 319767.87000000 0.007654912172 Long EC CORP PH N 2 N N N Ambuja Cements Ltd 335800NT6LQHR1428E20 000000000 98100.00000000 NS 444000.94000000 0.010628923412 Long EC CORP IN N 2 N N N ITC Ltd 335800WLOU3OFWFTMP43 000000000 158600.00000000 NS 466911.68000000 0.011177382838 Long EC CORP IN N 2 N N N Aldar Properties PJSC 98450048CD8AEF13B480 000000000 8883100.00000000 NS 17921517.61000000 0.429022600978 Long EC CORP AE N 2 N N N Gemadept Group Corp N/A 000000000 768500.00000000 NS 2248086.51000000 0.053816866558 Long EC CORP VN N 2 N N N KIDO Group Corp N/A 000000000 13562.00000000 NS 25848.32000000 0.000618782053 Long EC CORP VN N 2 N N N Refrigeration Electrical Engineering Corp N/A 000000000 437688.00000000 NS 773112.24000000 0.018507507638 Long EC CORP VN N 2 N N N Vietnam Dairy Products JSC 549300148GRJ07D21X63 000000000 737081.00000000 NS 1705264.72000000 0.040822274176 Long EC CORP VN N 2 N N N Shimao Group Holdings Ltd 254900WTJ6B5CU69ZD26 000000000 582390.00000000 NS 4748.52000000 0.000113674658 Long EC CORP KY N 2 N N N Saigon Treasure Commercial JSB 549300Y3VZJ8PV4GR334 000000000 456800.00000000 NS 1237354.23000000 0.029620980858 Long EC CORP VN N 2 N N N Binh Minh Plastics JSC N/A 000000000 37000.00000000 NS 215319.39000000 0.005154523559 Long EC CORP VN N 2 N N N Asia Commercial Bank JSC 5493001VSLUXY7LJS086 000000000 2336388.00000000 NS 1943386.87000000 0.046522672232 Long EC CORP VN N 2 N N N FPT Corp N/A 000000000 713377.00000000 NS 1815294.04000000 0.043456262328 Long EC CORP VN N 2 N N N Icelandair Group HF 549300UMI5MBLZSXGL15 000000000 54957023.00000000 NS 318416.48000000 0.007622561292 Long EC CORP IS N 2 N N N Transnational Corp of Nigeria PLC 029200663B7M4CD1H644 000000000 213337.00000000 NS 6543.76000000 0.000156650848 Long EC CORP NG N 2 N N N SSI Securities Corp 213800IF2RICE613K743 000000000 1604400.00000000 NS 1433328.14000000 0.034312393629 Long EC CORP VN N 2 N N N Marico Ltd 3358003SFDQFGJPC5O84 000000000 67900.00000000 NS 619421.68000000 0.014828314545 Long EC CORP IN N 2 N N N Ideal Holdings SA 2138005HALN2BC9VUD41 000000000 22813.00000000 NS 158653.31000000 0.003797996196 Long EC CORP GR N 2 N N N Fortis Healthcare Ltd 3358001Q5ZJC4M83WH02 000000000 59500.00000000 NS 589488.60000000 0.014111747560 Long EC CORP IN N 2 N N N DLF Ltd 335800PJLUEOB8914F48 000000000 84900.00000000 NS 586423.89000000 0.014038381572 Long EC CORP IN N 2 N N N BONOS DE TESORERIA 254900STKLK2DBJJZ530 000000000 62081000.00000000 PA 18719914.97000000 0.448135408244 Long DBT NUSS PE N 2 2037-08-12 Fixed 6.90000000 N N N N N N Vingroup JSC 254900MJ9C15O3O1V757 000000000 443476.00000000 NS 3577703.34000000 0.085646518663 Long EC CORP VN N 2 N N N Hoa Phat Group JSC 549300ODJEFGL5CWKD32 000000000 928125.00000000 NS 764607.45000000 0.018303911759 Long EC CORP VN N 2 N N N Kinh Bac City Development Holding Corp N/A 000000000 748800.00000000 NS 786790.71000000 0.018834956066 Long EC CORP VN N 2 N N N Vinh Hoan Corp N/A 000000000 348300.00000000 NS 695238.16000000 0.016643282683 Long EC CORP VN N 2 N N N Khang Dien House Trading and Investment JSC N/A 000000000 667456.00000000 NS 442778.73000000 0.010599664969 Long EC CORP VN N 2 N N N Vietnam Joint Stock Commercial Bank for Industry and Trade 213800LHW17DHRGTI512 000000000 423929.00000000 NS 495695.37000000 0.011866434615 Long EC CORP VN N 2 N N N Muthoot Finance Ltd 335800HAMJMBFL4RRF02 000000000 12100.00000000 NS 395330.24000000 0.009463797179 Long EC CORP IN N 2 N N N Oberoi Realty Ltd 335800TCKG1XQXN51L44 000000000 35000.00000000 NS 670158.20000000 0.016042894373 Long EC CORP IN N 2 N N N Phat Dat Real Estate Development Corp N/A 000000000 458136.00000000 NS 199327.59000000 0.004771696402 Long EC CORP VN N 2 N N N Sunac China Holdings Ltd 549300OLARYHDXP3WK18 000000000 3423780.00000000 NS 240392.37000000 0.005754744775 Long EC CORP KY N 2 N N N Masan Group Corp 254900M1892CMJ87XD24 000000000 287600.00000000 NS 721641.23000000 0.017275344878 Long EC CORP VN N 2 N N N Coteccons Construction JSC N/A 000000000 266805.00000000 NS 618199.04000000 0.014799045808 Long EC CORP VN N 2 N N N BDO Unibank Inc 3FGIIBS1PEI1FYQBGN97 000000000 292967.00000000 NS 593881.98000000 0.014216920535 Long EC CORP PH N 2 N N N Eimskipafelag Islands hf 549300IUR8Q7Y44KBL02 000000000 220734.00000000 NS 451143.56000000 0.010799910350 Long EC CORP IS N 2 N N N Bank for Foreign Trade of Vietnam JSC 2549004TS5QUBFGAWE51 000000000 390958.00000000 NS 878993.46000000 0.021042194565 Long EC CORP VN N 2 N N N Phu Nhuan Jewelry JSC N/A 000000000 438210.00000000 NS 516165.93000000 0.012356478655 Long EC CORP VN N 2 N N N Military Commercial Joint Stock Bank 5493007XE88E8JRNTJ93 000000000 1471877.00000000 NS 1256732.27000000 0.030084871099 Long EC CORP VN N 2 N N N Hagar hf 635400TICHH43JJTNP54 000000000 1767490.00000000 NS 1709131.90000000 0.040914850466 Long EC CORP IS N 2 N N N Heimar HF 9676000V0KP4AUXNSZ66 000000000 2553766.00000000 NS 711092.54000000 0.017022820147 Long EC CORP IS N 2 N N N PetroVietnam Gas JSC N/A 000000000 402400.00000000 NS 1047912.04000000 0.025085930710 Long EC CORP VN N 2 N N N First HoldCo Plc 029200370B2O2ZA1C754 000000000 11959968.00000000 NS 1127749.28000000 0.026997151685 Long EC CORP NG N 2 N N N COMMONWEALTH OF THE BAHAMAS 549300W13SXC7EKNJC20 000000000 5006250.00000000 PA 5909775.40000000 0.141473912448 Long LON CORP BS N 2 2028-11-24 Floating 9.44500000 N N N N N N PROVINCIA DE NEUQUEN 549300X5HUL4FRDNBN35 000000000 535011.83000000 PA USD 540361.95000000 0.012935706356 Long LON CORP AR N 2 2027-05-28 Floating 11.15400000 N N N N N N PROVINCIA DE NEUQUEN 549300X5HUL4FRDNBN35 000000000 404457.95000000 PA USD 408502.53000000 0.009779128182 Long LON CORP AR N 2 2027-05-28 Floating 11.15800000 N N N N N N PROVINCIA DE NEUQUEN 549300X5HUL4FRDNBN35 000000000 480294.55000000 PA USD 485097.50000000 0.011612732565 Long LON CORP AR N 2 2027-05-28 Floating 11.04300000 N N N N N N Staatsolie Maatschappij Suriname NV 254900R015RJG4RZ5G47 000000000 2550805.88000000 PA USD 2597807.03000000 0.062188814201 Long LON CORP SR N 2 2032-05-24 Floating 9.41300000 N N N N N N Staatsolie Maatschappij Suriname NV 254900R015RJG4RZ5G47 000000000 22449194.12000000 PA USD 22449194.12000000 0.537410495071 Long LON CORP SR N 2 2032-04-26 Fixed 1.92500000 N N N N N N VMOS SA N/A 000000000 4731440.00000000 PA USD 4731440.00000000 0.113265781355 Long LON CORP AR N 2 2030-07-08 Fixed 1.92500000 N N N N N N VMOS SA N/A 000000000 15148560.00000000 PA USD 15585838.33000000 0.373108854075 Long LON CORP AR N 2 2030-07-08 Floating 9.34200000 N N N N N N ARGENTINE REPUBLIC 549300KPBYGYF7HCHO27 000000000 33100000.00000000 PA USD 33100000.00000000 0.792379775050 Long LON CORP AR N 2 2031-01-07 Floating 10.03800000 N N N N N N Joint Stock Commercial Bank Agrobank 254900JPMU0LFCP18673 000000000 154760000000.00000000 PA 12954226.34000000 0.310110784085 Long LON CORP XX N 2 2028-07-21 Fixed 17.25000000 N N N N N N MOL Hungarian Oil & Gas PLC 213800R83KX5FQFGXS67 000000000 357666.00000000 NS 5120951.74000000 0.122590289661 Long EC CORP HU N 2 N N N Saigon Beer Alcohol Beverage Corp N/A 000000000 454900.00000000 NS 751928.94000000 0.018000401339 Long EC CORP VN N 2 N N N Vietnam Prosperity JSC Bank 254900A0PM1YPJVDW880 000000000 562500.00000000 NS 528678.51000000 0.012656016883 Long EC CORP VN N 2 N N N Georgia Capital PLC 213800Q65T5GNBOW7H65 000000000 133952.00000000 NS 7162385.60000000 0.171460105454 Long EC CORP GB N 2 N N N Kvika banki hf 254900WR3I1Z9NPC7D84 000000000 6468924.00000000 NS 715810.00000000 0.017135751262 Long EC CORP IS N 2 N N N FPT DIGITAL RETAIL JSC N/A 000000000 190181.00000000 NS 895626.04000000 0.021440361332 Long EC CORP VN N 2 N N N IDICO Corp JSC N/A 000000000 177606.00000000 NS 219977.15000000 0.005266025517 Long EC CORP VN N 2 N N N Vietnam Technological & Commercial Joint Stock Bank 5493001XNKHV3FNIUD50 000000000 1180800.00000000 NS 1297140.73000000 0.031052207850 Long EC CORP VN N 2 N N N Vinhomes JSC 2549007LS0F7J946DA02 000000000 446400.00000000 NS 2492663.09000000 0.059671776994 Long EC CORP VN Y 2 N N N Arion Banki HF RIL4VBPDB0M7Z3KXSF19 000000000 1881577.00000000 NS 2960965.72000000 0.070882457738 Long EC CORP IS Y 2 N N N KAZAKH GOV BOND - MEUKAM 5493007OEK8EF02UO833 000000000 22984000.00000000 PA 40114.32000000 0.000960295343 Long DBT NUSS KZ N 2 2028-09-20 Fixed 5.50000000 N N N N N N KAZAKH GOV BOND - MEUKAM 5493007OEK8EF02UO833 000000000 4356602000.00000000 PA 7819914.81000000 0.187200674865 Long DBT NUSS KZ N 2 2028-04-18 Fixed 5.00000000 N N N N N N Nova Ljubljanska Banka dd 5493001BABFV7P27OW30 66980N203 157872.00000000 NS 8215474.18000000 0.196669957180 Long EC CORP SI Y 2 N N N Times China Holdings Ltd 2549000KTINB9ZPZP710 000000000 1518847.00000000 NS 5406.14000000 0.000129417401 Long EC CORP KY N 2 N N N Festi hf 5493005OLOCYXGTC7E83 000000000 378876.00000000 NS 954566.93000000 0.022851345294 Long EC CORP IS N 2 N N N Bank for Investment and Development of Vietnam JSC 254900FSO240QVE6NR86 000000000 835200.00000000 NS 1204131.82000000 0.028825670714 Long EC CORP VN N 2 N N N HDFC Bank Ltd 335800ZQ6I4E2JXENC50 000000000 55900.00000000 NS 437797.90000000 0.010480429048 Long EC CORP IN N 2 N N N Optima bank SA 2138008NSD1X1XFUK750 000000000 77763.00000000 NS 942074.37000000 0.022552286325 Long EC CORP GR N 2 N N N Persistent Systems Ltd 3358006QYD77Z66S1J89 000000000 33700.00000000 NS 1961378.37000000 0.046953370139 Long EC CORP IN N 2 N N N Sjova-Almennar Tryggingar hf 213800R3IXBON2LBEI63 000000000 191700.00000000 NS 66703.53000000 0.001596813537 Long EC CORP IS N 2 N N N Max Healthcare Institute Ltd 3358005LALYV4GZOYF67 000000000 48700.00000000 NS 560515.60000000 0.013418163898 Long EC CORP IN N 2 N N N Islandsbanki HF 549300PZMFIQR79Q0T97 000000000 2648039.00000000 NS 3141908.87000000 0.075214049656 Long EC CORP IS N 2 N N N Bank of Cyprus Holdings PLC 635400L14KNHZXPUZM19 000000000 1001600.00000000 NS 11883328.72000000 0.284474602356 Long EC CORP IE N 2 N N N VP Bank Securities Ltd Co N/A 000000000 637390.00000000 NS 614292.25000000 0.014705521295 Long EC CORP VN N 2 N N N Bera HF 5493003YDW5CUGC5PS30 000000000 3273323.00000000 NS 396148.05000000 0.009483374705 Long EC CORP IS N 2 N N N Duc Giang Chemicals JSC N/A 000000000 73500.00000000 NS 108970.28000000 0.002608635829 Long EC CORP VN N 2 N N N Alvotech SA 222100DCZBOWV5DZ8372 000000000 159503.00000000 NS 615967.17000000 0.014745617148 Long EC CORP LU N 2 N N N CrediaBank SA 213800FFWYE3BQ1CU978 000000000 1154564.00000000 NS 1334504.71000000 0.031946662897 Long EC CORP GR N 2 N N N JBT Marel Corp 5493007CT6ATBZ2L6826 477839104 1429.00000000 NS 202012.41000000 0.004835968217 Long EC CORP US N 2 N N N Tata Steel Ltd 335800E6C75YGSGD5T66 000000000 227300.00000000 NS 452257.07000000 0.010826566628 Long EC CORP IN N 2 N N N Varun Beverages Ltd 33580058NWEMWBDNMD48 000000000 89200.00000000 NS 413344.99000000 0.009895051667 Long EC CORP IN N 2 N N N Kaldalon hf 254900A1SVOQEMA2WP49 000000000 304700.00000000 NS 64837.16000000 0.001552134569 Long EC CORP IS N 2 N N N QUALCO GROUP SA 213800VCK5R9CA1YO339 000000000 52437.00000000 NS 347054.46000000 0.008308124922 Long EC CORP GR N 2 N N N Oculis Holding AG 5067005370C2KK324336 000000000 26940.00000000 NS 299629.60000000 0.007172822811 Long EC CORP CH N 2 N N N INDIA GOVERNMENT BOND 335800IV7VCDQGIOI391 000000000 470600000.00000000 PA 4724317.96000000 0.113095287081 Long DBT NUSS IN N 2 2054-08-05 Fixed 7.09000000 N N N N N N ICICI Bank Ltd R7RX8ER1V4666J8D1I38 000000000 35300.00000000 NS 530528.95000000 0.012700314503 Long EC CORP IN N 2 N N N Alpha Bank SA 213800DBQIB6VBNU5C64 000000000 485181.00000000 NS 2405882.10000000 0.057594329824 Long EC CORP GR N 2 N N N Metlen Energy & Metals PLC 213800ZSR3HVKMMPVG86 000000000 64250.00000000 NS 3426262.70000000 0.082021186329 Long EC CORP GB N 2 N N N Amaroq Ltd 213800Q21S5JQ6WKCE70 02311U103 517800.00000000 NS 738474.65000000 0.017678319548 Long EC CORP CA N 2 N N N Reitir fasteignafelag hf 967600GFEYNJK2W4G048 000000000 875641.00000000 NS 811795.44000000 0.019433543448 Long EC IS N 2 N N N Eik fasteignafelag hf 2138005WRSDC4DI3BJ43 000000000 3253209.00000000 NS 391840.43000000 0.009380254736 Long EC CORP IS N 2 N N N Holding Co ADMIE IPTO SA 213800CO5OAZT7F4F862 000000000 28824.00000000 NS 149761.36000000 0.003585132107 Long EC CORP GR N 2 N N N Siminn HF 254900X9GQZM6UGXYF10 000000000 3639484.00000000 NS 376879.04000000 0.009022094529 Long EC CORP IS N 2 N N N Aktor SA Holding Company Technical And Energy Projects 213800SNEJL2ZM642D98 000000000 61667.00000000 NS 748261.23000000 0.017912600154 Long EC CORP GR N 2 N N N SBI Life Insurance Co Ltd 335800WMVIESQUO95586 000000000 21600.00000000 NS 425815.73000000 0.010193588288 Long EC CORP IN Y 2 N N N JSW Steel Ltd 335800EK6HZSC4CVAJ09 000000000 42200.00000000 NS 561714.44000000 0.013446862888 Long EC CORP IN N 2 N N N Gold Reserve Ltd 54930065GK06CXS8UA47 000000000 137596.00000000 NS USD 624685.84000000 0.014954333092 Long EC CORP BM N 1 N N N Kyivstar Group Ltd N/A 000000000 284600.00000000 NS USD 3859176.00000000 0.092384683104 Long EC CORP BM N 1 N N N LIBERTY LATIN AMERICAN 213800YWQHEAX7CAVO83 000000000 56490.00000000 NS USD 1143357.60000000 0.027370798727 Long EP CORP BM N 1 N N N RAIZEN FUELS FINANCE 52990010NH26VC32Q522 000000000 1148000.00000000 PA USD 613462.50000000 0.014685657938 Long DBT CORP LU Y 2 2034-03-05 Fixed 6.45000000 N Y N N N N RAIZEN FUELS FINANCE 52990010NH26VC32Q522 000000000 5815000.00000000 PA USD 3091486.60000000 0.074006992648 Long DBT CORP LU Y 2 2035-01-17 Fixed 5.70000000 N Y N N N N RAIZEN FUELS FINANCE 52990010NH26VC32Q522 000000000 7703000.00000000 PA USD 4100692.05000000 0.098166327617 Long DBT CORP LU Y 2 2032-07-08 Fixed 6.25000000 N Y N N N N Saudi Government International Bonds 635400FMICXSM3SI3H65 000000000 -4270000.00000000 PA USD -3695164.83000000 -0.08845842528 Short DBT NUSS SA Y 2 2050-01-16 Fixed 5.25000000 N N N N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 5741000.00000000 PA USD 1578315.55000000 0.037783242310 Long DBT NUSS LB Y 2 2027-11-29 None 0.00000000 Y N N N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 4900000.00000000 PA USD 1313922.75000000 0.031453952056 Long DBT NUSS LB Y 2 2023-01-27 None 0.00000000 Y N N N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 14186000.00000000 PA USD 3801670.68000000 0.091008065203 Long DBT NUSS LB Y 2 2020-04-14 None 0.00000000 Y N N N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 2746000.00000000 PA USD 736168.28000000 0.017623107435 Long DBT NUSS LB Y 2 2025-02-26 None 0.00000000 Y N N N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 3078000.00000000 PA USD 849243.84000000 0.020330019423 Long DBT NUSS LB Y 2 2030-02-26 None 0.00000000 Y N N N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 2433000.00000000 PA USD 651560.44000000 0.015597683228 Long DBT NUSS LB Y 2 2024-11-04 None 0.00000000 Y N N N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 3109000.00000000 PA USD 856616.83000000 0.020506521180 Long DBT NUSS LB Y 2 2028-11-03 None 0.00000000 Y N N N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 4140000.00000000 PA USD 1116506.25000000 0.026728005172 Long DBT NUSS LB Y 2 2022-05-27 None 0.00000000 Y N N N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 15473000.00000000 PA USD 4163590.89000000 0.099672060810 Long DBT NUSS LB Y 2 2023-05-26 None 0.00000000 Y N N N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 13016000.00000000 PA USD 3588578.36000000 0.085906855397 Long DBT NUSS LB Y 2 2029-05-25 None 0.00000000 Y N N N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 520000.00000000 PA USD 149340.10000000 0.003575047578 Long DBT NUSS LB Y 2 2021-04-12 None 0.00000000 Y N N N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 330000.00000000 PA USD 88558.39000000 0.002119996288 Long DBT NUSS LB Y 2 2020-03-09 None 0.00000000 Y N N N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 14910000.00000000 PA USD 3996215.48000000 0.095665266558 Long DBT NUSS LB Y 2 2022-10-04 None 0.00000000 Y N N N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 3602000.00000000 PA USD 980224.18000000 0.023465553330 Long DBT NUSS LB Y 2 2026-11-27 None 0.00000000 Y N N N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 13799000.00000000 PA USD 3704514.04000000 0.088682235700 Long DBT NUSS LB Y 2 2024-04-22 None 0.00000000 Y N N N N N BRASKEM NETHERLANDS 2549000TLMHFQ74DS330 000000000 7812000.00000000 PA USD 4252930.92000000 0.101810768752 Long DBT CORP NL Y 2 2030-01-31 Fixed 4.50000000 N Y N N N N BRASKEM NETHERLANDS 2549000TLMHFQ74DS330 000000000 5385000.00000000 PA USD 2914631.25000000 0.069773258435 Long DBT CORP NL Y 2 2033-02-13 Fixed 7.25000000 N Y N N N N BRASKEM NETHERLANDS 2549000TLMHFQ74DS330 000000000 4453000.00000000 PA USD 2418602.42000000 0.057898841132 Long DBT CORP NL Y 2 2034-10-15 Fixed 8.00000000 N Y N N N N JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 000000000 15600000.00000000 OU Notional Amount USD 15537.60000000 0.000371954078 N/A DFE US N 2 JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 Put Purchased JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 N/A 1.00000000 NC USD 15537.60000000 0.00000000 DFE US 1333800000.00000000 INR 15600000.00000000 USD 2029-01-25 1.00000000 85.50000000 USD 2029-01-25 XXXX -112382.40000000 N N N JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 000000000 8400000.00000000 OU Notional Amount USD 8366.40000000 0.000200282965 N/A DFE US N 2 JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 Put Purchased JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 N/A 1.00000000 NC USD 8366.40000000 0.00000000 DFE US 718200000.00000000 INR 8400000.00000000 USD 2029-01-25 1.00000000 85.50000000 USD 2029-01-25 XXXX -62193.60000000 N N N JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 000000000 8000000.00000000 OU Notional Amount USD 8056.00000000 0.000192852310 N/A DFE US N 2 JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 Put Purchased JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 N/A 1.00000000 NC USD 8056.00000000 0.00000000 DFE US 684000000.00000000 INR 8000000.00000000 USD 2029-01-30 1.00000000 85.50000000 USD 2029-01-30 XXXX -59944.00000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 -1518000.00000000 OU Notional Amount USD -94398.35000000 -0.00225979889 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Call Written Goldman Sachs International W22LROWP2IHZNBB6K528 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A 1.00000000 NC USD -94398.35000000 0.00000000 DFE BR -1518000.00000000 USD -10626000.00000000 BRL 2027-07-14 1.00000000 7.00000000 USD 2027-07-14 XXXX 427034.65000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 -1897000.00000000 OU Notional Amount USD -116718.62000000 -0.00279412307 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Call Written Goldman Sachs International W22LROWP2IHZNBB6K528 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A 1.00000000 NC USD -116718.62000000 0.00000000 DFE BR -1897000.00000000 USD -13279000.00000000 BRL 2027-07-12 1.00000000 7.00000000 USD 2027-07-12 XXXX 539339.86000000 N N N Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 000000000 70472000.00000000 OU Notional Amount 197067.08000000 0.004717582130 N/A DFE US N 2 Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 Put Purchased Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 N/A 1.00000000 NC USD 197067.08000000 0.00000000 DFE XX 77519200.00000000 USD 70472000.00000000 EUR 2027-01-25 1.00000000 1.10000000 EUR 2027-01-25 XXXX -165339.93000000 N N N JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 000000000 9000000.00000000 OU Notional Amount USD 92673.00000000 0.002218495797 N/A DFE US N 2 JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 Put Purchased JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 N/A 1.00000000 NC USD 92673.00000000 0.00000000 DFE US 12960000000.00000000 KRW 9000000.00000000 USD 2026-09-08 1.00000000 1440.00000000 USD 2026-09-08 XXXX 18153.00000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 13600000.00000000 OU Notional Amount USD 140039.20000000 0.003352393649 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Put Purchased Bank of America NA B4TYDEB6GKMZO031MB27 Bank of America NA B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC USD 140039.20000000 0.00000000 DFE US 19584000000.00000000 KRW 13600000.00000000 USD 2026-09-08 1.00000000 1440.00000000 USD 2026-09-08 XXXX 21039.20000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 9000000.00000000 OU Notional Amount USD 93618.00000000 0.002241118120 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Put Purchased Citibank NA E57ODZWZ7FF32TWEFA76 Citibank NA E57ODZWZ7FF32TWEFA76 N/A 1.00000000 NC USD 93618.00000000 0.00000000 DFE US 12960000000.00000000 KRW 9000000.00000000 USD 2026-09-10 1.00000000 1440.00000000 USD 2026-09-10 XXXX 16083.00000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 6300000.00000000 OU Notional Amount USD 66521.70000000 0.001592460715 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 Put Purchased Standard Chartered Bank RILFO74KP1CM8P6PCT96 Standard Chartered Bank RILFO74KP1CM8P6PCT96 N/A 1.00000000 NC USD 66521.70000000 0.00000000 DFE US 9072000000.00000000 KRW 6300000.00000000 USD 2026-09-14 1.00000000 1440.00000000 USD 2026-09-14 XXXX 14338.80000000 N N N Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 000000000 10000000.00000000 OU Notional Amount USD 91790.00000000 0.002197357690 N/A DFE US N 2 Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 Put Purchased Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 N/A 1.00000000 NC USD 91790.00000000 0.00000000 DFE US 14200000000.00000000 KRW 10000000.00000000 USD 2026-09-17 1.00000000 1420.00000000 USD 2026-09-17 XXXX -39010.00000000 N N N Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 000000000 -10000000.00000000 OU Notional Amount USD -3650.00000000 -0.00008737722 N/A DFE US N 2 Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 Call Written Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 N/A 1.00000000 NC USD -3650.00000000 0.00000000 DFE KR -10000000.00000000 USD -15900000000.00000000 KRW 2026-09-17 1.00000000 1590.00000000 USD 2026-09-17 XXXX 91450.00000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 9000000.00000000 OU Notional Amount USD 85734.00000000 0.002052383312 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Put Purchased Goldman Sachs International W22LROWP2IHZNBB6K528 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A 1.00000000 NC USD 85734.00000000 0.00000000 DFE US 12780000000.00000000 KRW 9000000.00000000 USD 2026-09-21 1.00000000 1420.00000000 USD 2026-09-21 XXXX -8628.12000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 -9000000.00000000 OU Notional Amount USD -2961.00000000 -0.00007088327 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Call Written Goldman Sachs International W22LROWP2IHZNBB6K528 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A 1.00000000 NC USD -2961.00000000 0.00000000 DFE KR -9000000.00000000 USD -14400000000.00000000 KRW 2026-09-21 1.00000000 1600.00000000 USD 2026-09-21 XXXX 91401.12000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 10000000.00000000 OU Notional Amount USD 97150.00000000 0.002325670548 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Put Purchased Citibank NA E57ODZWZ7FF32TWEFA76 Citibank NA E57ODZWZ7FF32TWEFA76 N/A 1.00000000 NC USD 97150.00000000 0.00000000 DFE US 14200000000.00000000 KRW 10000000.00000000 USD 2026-09-22 1.00000000 1420.00000000 USD 2026-09-22 XXXX 15585.20000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 -10000000.00000000 OU Notional Amount USD -1790.00000000 -0.00004285074 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Call Written Citibank NA E57ODZWZ7FF32TWEFA76 Citibank NA E57ODZWZ7FF32TWEFA76 N/A 1.00000000 NC USD -1790.00000000 0.00000000 DFE KR -10000000.00000000 USD -16300000000.00000000 KRW 2026-09-22 1.00000000 1630.00000000 USD 2026-09-22 XXXX 84774.80000000 N N N JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 000000000 10000000.00000000 OU Notional Amount USD 103070.00000000 0.002467389227 N/A DFE US N 2 JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 Put Purchased JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 N/A 1.00000000 NC USD 103070.00000000 0.00000000 DFE US 14200000000.00000000 KRW 10000000.00000000 USD 2026-09-28 1.00000000 1420.00000000 USD 2026-09-28 XXXX 20820.00000000 N N N JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 000000000 -10000000.00000000 OU Notional Amount USD -2250.00000000 -0.00005386267 N/A DFE US N 2 JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 Call Written JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 N/A 1.00000000 NC USD -2250.00000000 0.00000000 DFE KR -10000000.00000000 USD -16300000000.00000000 KRW 2026-09-28 1.00000000 1630.00000000 USD 2026-09-28 XXXX 80002.90000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10000000.00000000 OU Notional Amount USD 121360.00000000 0.002905232915 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Put Purchased Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 N/A 1.00000000 NC USD 121360.00000000 0.00000000 DFE US 14250000000.00000000 KRW 10000000.00000000 USD 2026-10-01 1.00000000 1425.00000000 USD 2026-10-01 XXXX 7660.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 -10000000.00000000 OU Notional Amount USD -3970.00000000 -0.00009503769 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Call Written Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 N/A 1.00000000 NC USD -3970.00000000 0.00000000 DFE KR -10000000.00000000 USD -16100000000.00000000 KRW 2026-10-01 1.00000000 1610.00000000 USD 2026-10-01 XXXX 107030.00000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 21000000.00000000 OU Notional Amount USD 12579.00000000 0.000301128253 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Put Purchased Bank of America NA B4TYDEB6GKMZO031MB27 Bank of America NA B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC USD 12579.00000000 0.00000000 DFE US 138600000.00000000 CNY 21000000.00000000 USD 2026-11-04 1.00000000 6.60000000 USD 2026-11-04 XXXX -44688.00000000 N N N JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 000000000 26000000.00000000 OU Notional Amount USD 15574.00000000 0.000372825456 N/A DFE US N 2 JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 Put Purchased JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 N/A 1.00000000 NC USD 15574.00000000 0.00000000 DFE US 171600000.00000000 CNY 26000000.00000000 USD 2026-11-04 1.00000000 6.60000000 USD 2026-11-04 XXXX -59306.00000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 18000000.00000000 OU Notional Amount USD 10782.00000000 0.000258109931 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Put Purchased Goldman Sachs International W22LROWP2IHZNBB6K528 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A 1.00000000 NC USD 10782.00000000 0.00000000 DFE US 118800000.00000000 CNY 18000000.00000000 USD 2026-11-04 1.00000000 6.60000000 USD 2026-11-04 XXXX -41616.13000000 N N N Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 000000000 19000000.00000000 OU Notional Amount USD 11381.00000000 0.000272449372 N/A DFE US N 2 Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 Put Purchased Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 N/A 1.00000000 NC USD 11381.00000000 0.00000000 DFE US 125400000.00000000 CNY 19000000.00000000 USD 2026-11-04 1.00000000 6.60000000 USD 2026-11-04 XXXX -40489.00000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 13000000.00000000 OU Notional Amount USD 7787.00000000 0.000186412728 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Put Purchased Citibank NA E57ODZWZ7FF32TWEFA76 Citibank NA E57ODZWZ7FF32TWEFA76 N/A 1.00000000 NC USD 7787.00000000 0.00000000 DFE US 85800000.00000000 CNY 13000000.00000000 USD 2026-11-04 1.00000000 6.60000000 USD 2026-11-04 XXXX -29720.10000000 N N N Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 000000000 11000000.00000000 OU Notional Amount USD 8679.00000000 0.000207766286 N/A DFE US N 2 Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 Put Purchased Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 N/A 1.00000000 NC USD 8679.00000000 0.00000000 DFE US 72600000.00000000 CNY 11000000.00000000 USD 2026-11-10 1.00000000 6.60000000 USD 2026-11-10 XXXX -29821.00000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 9800000.00000000 OU Notional Amount USD 7732.20000000 0.000185100873 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Put Purchased Goldman Sachs International W22LROWP2IHZNBB6K528 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A 1.00000000 NC USD 7732.20000000 0.00000000 DFE US 64680000.00000000 CNY 9800000.00000000 USD 2026-11-10 1.00000000 6.60000000 USD 2026-11-10 XXXX -26861.80000000 N N N HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 000000000 19320000.00000000 OU Notional Amount USD 135.24000000 0.000003237505 N/A DFE US N 2 HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 Call Purchased HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 N/A 1.00000000 NC USD 135.24000000 0.00000000 DFE US 78439200000.00000000 COP 19320000.00000000 USD 2026-08-20 1.00000000 4060.00000000 USD 2026-08-20 XXXX -367234.56000000 N N N JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 000000000 -4916000.00000000 OU Notional Amount -167016.67000000 -0.00399820638 N/A DFE US N 2 JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 Call Written JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 N/A 1.00000000 NC USD -167016.67000000 0.00000000 DFE HU -4916000.00000000 EUR -1953618400.00000000 HUF 2028-06-07 1.00000000 397.40000000 EUR 2028-06-07 XXXX -42932.63000000 N N N JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 000000000 -4916000.00000000 OU Notional Amount -58021.03000000 -0.00138896346 N/A DFE US N 2 JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 Put Written JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 N/A 1.00000000 NC USD -58021.03000000 0.00000000 DFE HU -4916000.00000000 EUR -1711259600.00000000 HUF 2028-06-07 1.00000000 348.10000000 EUR 2028-06-07 XXXX 66063.01000000 N N N JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 000000000 -4916000.00000000 OU Notional Amount -155242.40000000 -0.00371634253 N/A DFE US N 2 JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 Call Written JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 N/A 1.00000000 NC USD -155242.40000000 0.00000000 DFE HU -4916000.00000000 EUR -1970136160.00000000 HUF 2028-06-08 1.00000000 400.76000000 EUR 2028-06-08 XXXX -32794.49000000 N N N JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 000000000 -4916000.00000000 OU Notional Amount -65657.02000000 -0.00157176117 N/A DFE US N 2 JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 Put Written JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 N/A 1.00000000 NC USD -65657.02000000 0.00000000 DFE HU -4916000.00000000 EUR -1722566400.00000000 HUF 2028-06-08 1.00000000 350.40000000 EUR 2028-06-08 XXXX 56790.89000000 N N N Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 000000000 15000000.00000000 OU Notional Amount USD 19290.00000000 0.000461782654 N/A DFE US N 2 Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 Put Purchased Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 N/A 1.00000000 NC USD 19290.00000000 0.00000000 DFE US 1410000000.00000000 INR 15000000.00000000 USD 2026-09-10 1.00000000 94.00000000 USD 2026-09-10 XXXX -36660.00000000 N N N Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 000000000 -15000000.00000000 OU Notional Amount USD -3930.00000000 -0.00009408013 N/A DFE US N 2 Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 Call Written Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 N/A 1.00000000 NC USD -3930.00000000 0.00000000 DFE IN -15000000.00000000 USD -1500000000.00000000 INR 2026-09-10 1.00000000 100.00000000 USD 2026-09-10 XXXX 31020.00000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 -15000000.00000000 OU Notional Amount USD -3930.00000000 -0.00009408013 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Call Written Goldman Sachs International W22LROWP2IHZNBB6K528 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A 1.00000000 NC USD -3930.00000000 0.00000000 DFE IN -15000000.00000000 USD -1500000000.00000000 INR 2026-09-10 1.00000000 100.00000000 USD 2026-09-10 XXXX 28291.80000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 15000000.00000000 OU Notional Amount USD 19290.00000000 0.000461782654 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Put Purchased Goldman Sachs International W22LROWP2IHZNBB6K528 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A 1.00000000 NC USD 19290.00000000 0.00000000 DFE US 1410000000.00000000 INR 15000000.00000000 USD 2026-09-10 1.00000000 94.00000000 USD 2026-09-10 XXXX -48181.80000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 20000000.00000000 OU Notional Amount USD 25720.00000000 0.000615710205 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 Put Purchased BNP Paribas SA R0MUWSFPU8MPRO8K5P83 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC USD 25720.00000000 0.00000000 DFE US 1880000000.00000000 INR 20000000.00000000 USD 2026-09-10 1.00000000 94.00000000 USD 2026-09-10 XXXX -56915.92000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 -20000000.00000000 OU Notional Amount USD -5240.00000000 -0.00012544018 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 Call Written BNP Paribas SA R0MUWSFPU8MPRO8K5P83 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC USD -5240.00000000 0.00000000 DFE IN -20000000.00000000 USD -2000000000.00000000 INR 2026-09-10 1.00000000 100.00000000 USD 2026-09-10 XXXX 39795.92000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 47339000.00000000 NC 160259.30000000 0.003836441936 N/A DIR US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Put Purchased BofA Securities, Inc. 549300HN4UKV1E2R3U73 BofA Securities, Inc. 549300HN4UKV1E2R3U73 N/A 47339000.00000000 OU Notional Amount N/A 160259.30000000 0.00000000 DIR US N/A N/A 2032-06-15 0.00000000 N/A 0.00000000 N/A 47339000.00000000 PLN 1.00000000 4.77000000 PLN 2027-06-11 XXXX -10946.56000000 N N N Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 000000000 5785000.00000000 OU Notional Amount USD 170703.78000000 0.004086471987 N/A DFE US N 2 Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 Put Purchased Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 N/A 1.00000000 NC USD 170703.78000000 0.00000000 DFE US 8388250000.00000000 KRW 5785000.00000000 USD 2026-12-18 1.00000000 1450.00000000 USD 2026-12-18 XXXX 104407.68000000 N N N Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 000000000 -5785000.00000000 OU Notional Amount USD -15631.07000000 -0.00037419165 N/A DFE US N 2 Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 Call Written Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 N/A 1.00000000 NC USD -15631.07000000 0.00000000 DFE KR -5785000.00000000 USD -9256000000.00000000 KRW 2026-12-18 1.00000000 1600.00000000 USD 2026-12-18 XXXX 38921.48000000 N N N JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 000000000 -6600000.00000000 OU Notional Amount -232014.90000000 -0.00555419680 N/A DFE US N 2 JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 Call Written JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 N/A 1.00000000 NC USD -232014.90000000 -0.01000000 DFE HU -6600000.00000000 EUR -2622840000.00000000 HUF 2028-06-29 1.00000000 397.40000000 EUR 2028-06-29 XXXX -77273.78000000 N N N JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 000000000 -6600000.00000000 OU Notional Amount -89403.94000000 -0.00214023788 N/A DFE US N 2 JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 Put Written JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 N/A 1.00000000 NC USD -89403.94000000 0.00000000 DFE HU -6600000.00000000 EUR -2311980000.00000000 HUF 2028-06-29 1.00000000 350.30000000 EUR 2028-06-29 XXXX 65337.18000000 N N N JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 000000000 1920000.00000000 OU Notional Amount USD 47306.88000000 0.001132477792 N/A DFE US N 2 JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 Put Purchased JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 N/A 1.00000000 NC USD 47306.88000000 0.00000000 DFE US 176640000.00000000 INR 1920000.00000000 USD 2026-09-30 1.00000000 92.00000000 USD 2026-09-30 XXXX -81633.12000000 N N N Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 000000000 801500.00000000 OU Notional Amount USD 20209.82000000 0.000483802194 N/A DFE US N 2 Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 Put Purchased Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 N/A 1.00000000 NC USD 20209.82000000 0.00000000 DFE US 73738000.00000000 INR 801500.00000000 USD 2026-10-01 1.00000000 92.00000000 USD 2026-10-01 XXXX -32167.68000000 N N N JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 000000000 -11394000.00000000 OU Notional Amount -389544.75000000 -0.00932529853 N/A DFE US N 2 JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 Call Written JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 N/A 1.00000000 NC USD -389544.75000000 -0.01000000 DFE HU -11394000.00000000 EUR -4553042400.00000000 HUF 2028-07-13 1.00000000 399.60000000 EUR 2028-07-13 XXXX -84092.31000000 N N N JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 000000000 -11394000.00000000 OU Notional Amount -180188.10000000 -0.00431351680 N/A DFE US N 2 JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 Put Written JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 N/A 1.00000000 NC USD -180188.10000000 0.00000000 DFE HU -11394000.00000000 EUR -4023221400.00000000 HUF 2028-07-13 1.00000000 353.10000000 EUR 2028-07-13 XXXX 29750.10000000 N N N JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 000000000 15000000.00000000 OU Notional Amount USD 73500.00000000 0.001759514002 N/A DFE US N 2 JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 Put Purchased JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 N/A 1.00000000 NC USD 73500.00000000 0.00000000 DFE US 1425000000.00000000 INR 15000000.00000000 USD 2026-10-16 1.00000000 95.00000000 USD 2026-10-16 XXXX 34575.00000000 N N N JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 000000000 -15000000.00000000 OU Notional Amount USD -18060.00000000 -0.00043233772 N/A DFE US N 2 JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 Call Written JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 N/A 1.00000000 NC USD -18060.00000000 0.00000000 DFE IN -15000000.00000000 USD -1500000000.00000000 INR 2026-10-16 1.00000000 100.00000000 USD 2026-10-16 XXXX 20865.00000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 -5697000.00000000 OU Notional Amount -142157.29000000 -0.00340309853 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 Call Written BNP Paribas SA R0MUWSFPU8MPRO8K5P83 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC USD -142157.29000000 0.00000000 DFE HU -5697000.00000000 EUR -2362545900.00000000 HUF 2028-07-18 1.00000000 414.70000000 EUR 2028-07-18 XXXX -51546.34000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 -5697000.00000000 OU Notional Amount -85265.47000000 -0.00204116718 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 Put Written BNP Paribas SA R0MUWSFPU8MPRO8K5P83 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC USD -85265.47000000 0.00000000 DFE HU -5697000.00000000 EUR -2004774300.00000000 HUF 2028-07-18 1.00000000 351.90000000 EUR 2028-07-18 XXXX 34693.19000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 -13800000.00000000 OU Notional Amount USD -12627.00000000 -0.00030227732 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Call Written Goldman Sachs International W22LROWP2IHZNBB6K528 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A 1.00000000 NC USD -12627.00000000 0.00000000 DFE IN -13800000.00000000 USD -1386900000.00000000 INR 2026-10-16 1.00000000 100.50000000 USD 2026-10-16 XXXX 17768.35000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 13800000.00000000 OU Notional Amount USD 67620.00000000 0.001618752881 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Put Purchased Goldman Sachs International W22LROWP2IHZNBB6K528 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A 1.00000000 NC USD 67620.00000000 0.00000000 DFE US 1311000000.00000000 INR 13800000.00000000 USD 2026-10-16 1.00000000 95.00000000 USD 2026-10-16 XXXX 27012.65000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 14200000.00000000 OU Notional Amount USD 144712.20000000 0.003464260437 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Put Purchased Goldman Sachs International W22LROWP2IHZNBB6K528 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A 1.00000000 NC USD 144712.20000000 0.00000000 DFE US 20448000000.00000000 KRW 14200000.00000000 USD 2027-01-20 1.00000000 1440.00000000 USD 2027-01-20 XXXX 45312.20000000 N N N JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 000000000 20800000.00000000 OU Notional Amount USD 211972.80000000 0.005074409655 N/A DFE US N 2 JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 Put Purchased JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 JPMorgan Securities PLC K6Q0W1PS1L1O4IQL9C32 N/A 1.00000000 NC USD 211972.80000000 0.01000000 DFE US 29952000000.00000000 KRW 20800000.00000000 USD 2027-01-20 1.00000000 1440.00000000 USD 2027-01-20 XXXX 59092.80000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 2722655.00000000 OU Notional Amount USD 361500.52000000 0.008653948662 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Put Purchased Bank of America NA B4TYDEB6GKMZO031MB27 Bank of America NA B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC USD 361500.52000000 0.01000000 DFE US 2382323125.00000000 CLP 2722655.00000000 USD 2026-10-26 1.00000000 875.00000000 USD 2026-10-26 XXXX 29336.61000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 25091000.00000000 OU Notional Amount USD 322896.08000000 0.007729798285 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Put Purchased Bank of America NA B4TYDEB6GKMZO031MB27 Bank of America NA B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC USD 322896.08000000 0.01000000 DFE US 22230626000.00000000 CLP 25091000.00000000 USD 2027-01-27 1.00000000 886.00000000 USD 2027-01-27 XXXX 17864.79000000 N N N ALPHA HOLDING SA 549300R872G37EN6NT94 000000000 1741119.95000000 PA USD 15670.08000000 0.000375125512 Long DBT CORP MX Y 2 2022-12-19 None 0.00000000 Y N N N N N ALPHA HOLDING SA 549300R872G37EN6NT94 000000000 3667223.14000000 PA USD 33005.01000000 0.000790105812 Long DBT CORP MX Y 2 2025-02-10 None 0.00000000 Y N N N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 000000000 6435400.00000000 PA USD 3121169.00000000 0.074717558613 Long DBT NUSS VE Y 2 2023-05-07 None 0.00000000 Y N N N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 000000000 1029500.00000000 PA USD 503168.13000000 0.012045324763 Long DBT NUSS VE Y 2 2028-05-07 None 0.00000000 Y N N N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 000000000 7853200.00000000 PA USD 4390017.33000000 0.105092475662 Long DBT NUSS VE Y 2 2022-08-23 None 0.00000000 Y N N N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 000000000 5652600.00000000 PA USD 3106103.70000000 0.074356910909 Long DBT NUSS VE Y 2 2031-08-05 None 0.00000000 Y N N N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 000000000 1203200.00000000 PA USD 661760.00000000 0.015841850149 Long DBT NUSS VE Y 2 2026-10-21 None 0.00000000 Y N N N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 000000000 2064200.00000000 PA USD 1135310.00000000 0.027178147504 Long DBT NUSS VE Y 2 2026-10-21 None 0.00000000 Y N N N N N BARBADOS GOVT OF 529900UD1KUUS4SFD905 000000000 9035000.00000000 PA USD 9588393.75000000 0.229536232106 Long DBT NUSS BB Y 2 2035-06-26 Fixed 8.00000000 N N N N N N REPUBLIC OF SURINAME INT 254900SYU4G5JM13TN77 000000000 5487000.00000000 PA USD 5637892.50000000 0.134965316945 Long DBT NUSS SR Y 2 2030-11-06 Fixed 7.70000000 N N N N N N REPUBLIC OF SURINAME INT 254900SYU4G5JM13TN77 000000000 8303000.00000000 PA USD 8925725.00000000 0.213672627421 Long DBT NUSS SR Y 2 2035-11-06 Fixed 8.50000000 N N N N N N PETROLEOS DE VENEZUELA S 549300YWR8TN1OFD4P06 000000000 8713600.00000000 PA USD 3197891.20000000 0.076554208752 Long DBT CORP VE Y 2 2027-04-12 None 0.00000000 Y N N N N N PETROLEOS DE VENEZUELA S 549300YWR8TN1OFD4P06 000000000 9871172.00000000 PA USD 4910908.07000000 0.117562061383 Long DBT CORP VE Y 2 2022-02-17 None 0.00000000 Y N N N N N PETROLEOS DE VENEZUELA S 549300YWR8TN1OFD4P06 000000000 10028062.00000000 PA USD 4350880.78000000 0.104155587121 Long DBT CORP VE Y 2 2021-11-17 None 0.00000000 Y N N N N N PETROLEOS DE VENEZUELA S 549300YWR8TN1OFD4P06 000000000 11282435.00000000 PA USD 5136892.66000000 0.122971898803 Long DBT CORP VE Y 2 2035-05-17 None 0.00000000 Y N N N N N PETROLEOS DE VENEZUELA S 549300YWR8TN1OFD4P06 000000000 9445002.00000000 PA USD 3579655.76000000 0.085693257579 Long DBT CORP VE Y 2 2026-11-15 None 0.00000000 Y N N N N N PETROLEOS DE VENEZUELA S 549300YWR8TN1OFD4P06 000000000 9503408.00000000 PA USD 3586206.04000000 0.085850064509 Long DBT CORP VE Y 2 2024-05-16 None 0.00000000 Y N N N N N PROVINCIA DE CORDOBA 5299006CLM2Z97AATT29 000000000 2254000.00000000 PA USD 2412343.61000000 0.057749011692 Long DBT NUSS AR Y 2 2032-07-02 Fixed 9.75000000 N N N N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 000000000 42947000.00000000 PA 6505656.07000000 0.155738679555 Long DBT NUSS AR N 2 2035-12-15 Variable 6.05500000 N N N N N N PROVINCE OF SANTA FE N/A 000000000 5795000.00000000 PA USD 5795000.00000000 0.138726308048 Long DBT NUSS AR Y 2 2034-12-11 Fixed 8.10000000 N N N N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 000000000 935000.00000000 PA USD 555100.15000000 0.013288523625 Long DBT NUSS VE Y 2 2018-08-15 None 0.00000000 Y N N N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 000000000 4066000.00000000 PA USD 1778875.00000000 0.042584428167 Long DBT NUSS VE Y 2 2018-12-01 None 0.00000000 Y N N N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 000000000 3536000.00000000 PA USD 1507066.15000000 0.036077605345 Long DBT NUSS VE Y 2 2020-12-09 None 0.00000000 Y N N N N N Venezuela Government International Bonds 529900XM8PJTJK5OJI77 000000000 426000.00000000 PA USD 186801.00000000 0.004471822790 Long DBT NUSS VE Y 2 2038-03-31 None 0.00000000 Y N N N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 000000000 8756300.00000000 PA USD 4051708.39000000 0.096993709445 Long DBT NUSS VE Y 2 2019-10-13 None 0.00000000 Y N N N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 000000000 7661500.00000000 PA USD 3566504.87000000 0.085378438870 Long DBT NUSS VE Y 2 2024-10-13 None 0.00000000 Y N N N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 000000000 4430000.00000000 PA USD 2006834.30000000 0.048041538102 Long DBT NUSS VE Y 2 2025-04-21 None 0.00000000 Y N N N N N DANGOTE PETROLEUM REFINE 254900FSWNU1WMS6LF44 000000000 10090000.00000000 PA USD 10074834.43000000 0.241181119012 Long DBT CORP NG Y 2 2031-07-16 Fixed 7.50000000 N N N N N N Republic of Kenya Government International Bonds 549300VVURQQYU45PR87 000000000 1463000.00000000 PA USD 1366047.52000000 0.032701765154 Long DBT NUSS KE Y 2 2048-02-28 Fixed 8.25000000 N N N N N N FEDERAL REP OF ETHIOPIA N/A 000000000 24357000.00000000 PA USD 26345383.70000000 0.630681245009 Long DBT NUSS ET Y 2 2024-12-11 Fixed 6.62500000 N Y N N N N Indonesia Government International Bonds 529900FWX0GRR7WG5W79 000000000 -3300000.00000000 PA USD -2913089.03000000 -0.06973633928 Short DBT NUSS ID Y 2 2045-01-15 Fixed 5.12500000 N N N N N N GOLOMT BANK JSC 549300QLH7BRA4EIZO16 000000000 2788000.00000000 PA USD 2799125.24000000 0.067008163988 Long DBT CORP MN Y 2 2029-05-14 Fixed 7.95000000 N N N N N N MONGOLIA INTL BOND N/A 000000000 400000.00000000 PA USD 422754.56000000 0.010120307043 Long DBT NUSS MN Y 2 2029-06-05 Fixed 7.87500000 N N N N N N MONGOLIA INTL BOND N/A 000000000 4200000.00000000 PA USD 4305471.62000000 0.103068538783 Long DBT NUSS MN Y 2 2030-02-25 Fixed 6.62500000 N N N N N N Republic of Azerbaijan International Bonds 549300P74FF45UQVU281 000000000 -5883000.00000000 PA USD -5448038.92000000 -0.13042041854 Short DBT NUSS AZ Y 2 2032-09-01 Fixed 3.50000000 N N N N N N Kazakhstan Government International Bonds 5493007OEK8EF02UO833 000000000 -4548000.00000000 PA USD -4009194.21000000 -0.09597596393 Short DBT NUSS KZ Y 2 2044-10-14 Fixed 4.87500000 N N N N N N Kazakhstan Government International Bonds 5493007OEK8EF02UO833 000000000 -3382000.00000000 PA USD -3541536.65000000 -0.08478072550 Short DBT NUSS KZ Y 2 2045-07-21 Fixed 6.50000000 N N N N N N 2026-08-28 Global Macro Portfolio James Kirchner James Kirchner Treasurer XXXX