NPORT-P false 0001388141 XXXXXXXX Morgan Stanley Emerging Markets Domestic Debt Fund, Inc. 811-22011 0001388141 541YGIXZ6JJP4EZDJI96 1585 Broadway NEW YORK 10036 800-231-2608 Morgan Stanley Emerging Markets Domestic Debt Fund, Inc. 541YGIXZ6JJP4EZDJI96 2026-10-31 2026-04-30 N 514255694.30 129525970.76 384729723.54 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 65000000.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 11162971.36000000 ALL AMD BRL CLP CNY COP CZK EGP HUF IDR INR KRW KZT LKR MXN MYR NGN PEN PLN PYG RON THB UGX USD UZS ZAR ZMW N JPM Govt Bond Index - EM Global Diversified Index JPMGBIEMGDI UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 716.39000000 0.000186206044 N/A DFE XX N 2 UBS AG BFM8T61CT2L1QCEMIK50 496064.48000000 USD 423219.33000000 EUR 2026-05-08 716.39000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -356.16000000 -0.00009257407 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 569590.20000000 ZAR 33727.41000000 USD 2026-06-17 -356.16000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 23796000.00000000 OU Notional Amount -1526.93000000 -0.00039688381 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-06-17 0.00000000 CNY 0.00000000 CNY 23796000.00000000 CNY -1526.93000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 71519.95000000 0.018589660643 N/A DFE KZ N 2 Bank of America NA B4TYDEB6GKMZO031MB27 672157.44000000 USD 367166000.00000000 KZT 2026-11-02 71519.95000000 N N N PETROLEOS DE VENEZUELA S 549300YWR8TN1OFD4P06 000000000 964300.00000000 PA USD 365228.63000000 0.094931222531 Long DBT CORP VE Y 2 2027-04-12 None 0.00000000 Y N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 27635.75000000 0.007183159581 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 6250000.00000000 PEN 1804488.70000000 USD 2026-06-17 27635.75000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC N/A 17504.04000000 0.004549697860 N/A DFE PL N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 2945807.09000000 EUR 12621468.68000000 PLN 2026-06-17 17504.04000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC N/A -266708.02000000 -0.06932347663 N/A DFE XX N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1123208982.00000000 HUF 2843571.94000000 EUR 2026-06-17 -266708.02000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 295600000.00000000 OU Notional Amount -58605.66000000 -0.01523294313 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-03-18 0.00000000 INR 0.00000000 INR 295600000.00000000 INR -58605.66000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -5145.81000000 -0.00133751298 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 937000000.00000000 COP 249883.33000000 USD 2026-06-17 -5145.81000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 96517.99000000 0.025087219441 N/A DFE CL N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 5137498.55000000 USD 4709390800.00000000 CLP 2026-06-17 96517.99000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 89100000.00000000 OU Notional Amount 318799.80000000 0.082863314294 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-12-20 0.00000000 CNY 0.00000000 CNY 89100000.00000000 CNY 318799.80000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 66971.45000000 0.017407402106 N/A DFE KZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 433336.40000000 USD 235800000.00000000 KZT 2026-06-22 66971.45000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -7588.81000000 -0.00197250421 N/A DFE UG N 2 Citibank NA E57ODZWZ7FF32TWEFA76 247813.73000000 USD 920628000.00000000 UGX 2026-07-24 -7588.81000000 N N N PETROLEOS DE VENEZUELA S 549300YWR8TN1OFD4P06 000000000 413600.00000000 PA USD 156754.40000000 0.040744031565 Long DBT CORP VE Y 2 2037-04-12 None 0.00000000 Y N N N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 86000.00000000 PA USD 22030.45000000 0.005726214703 Long DBT NUSS LB Y 2 2027-11-29 None 0.00000000 Y N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC N/A -64418.30000000 -0.01674378038 N/A DFE XX N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 46449488.14000000 PLN 10841149.72000000 EUR 2026-06-17 -64418.30000000 N N N HUNGARY GOVERNMENT BOND 5299003F3UFKGCCMAP43 000000000 396980000.00000000 PA 1374327.71000000 0.357219010102 Long DBT NUSS HU N 2 2035-10-24 Fixed 7.00000000 N N N N N N UZBEKISTAN INTL BOND 213800L6VDKUM3TCM927 000000000 42000000000.00000000 PA 3780798.44000000 0.982715451567 Long DBT NUSS UZ Y 2 2028-02-25 Fixed 15.50000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -367881.22000000 -0.09562069096 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 283018349.00000000 ZAR 16567585.60000000 USD 2026-06-17 -367881.22000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -3600.19000000 -0.00093577121 N/A DFE UG N 2 Citibank NA E57ODZWZ7FF32TWEFA76 309364.72000000 USD 1151604000.00000000 UGX 2026-05-04 -3600.19000000 N N N TURKIYE GOVERNMENT BOND 5493000PCHOG3B6S3Q85 000000000 50000000.00000000 PA 797431.29000000 0.207270517770 Long DBT NUSS TR N 2 2028-07-19 Fixed 17.30000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 18919000.00000000 OU Notional Amount 25151.40000000 0.006537420547 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2032-08-12 0.00000000 PLN 0.00000000 PLN 18919000.00000000 PLN 25151.40000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 5866.42000000 0.001524815900 N/A DFE VN N 2 Citibank NA E57ODZWZ7FF32TWEFA76 632106.29000000 USD 16908843217.00000000 VND 2026-07-13 5866.42000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 300300000.00000000 OU Notional Amount 62260.44000000 0.016182903526 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2027-12-09 0.00000000 MXN 0.00000000 MXN 300300000.00000000 MXN 62260.44000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 77041.06000000 0.020024722626 N/A DFE ZA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 7151481.04000000 USD 120800000.00000000 ZAR 2026-06-17 77041.06000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 53295.97000000 0.013852834012 N/A DFE TR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2882430.60000000 USD 159297527.00000000 TRY 2026-11-19 53295.97000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -11132.81000000 -0.00289367036 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 30196000.00000000 KES 218021.66000000 USD 2026-11-12 -11132.81000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 313072.83000000 0.081374744617 N/A DFE KZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 4084207.15000000 USD 2135223500.00000000 KZT 2026-09-14 313072.83000000 N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 103014500.00000000 PA 5405952.39000000 1.405129902690 Long DBT NUSS MX N 2 2034-11-23 Fixed 7.75000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 2750000000.00000000 OU Notional Amount -13577.47000000 -0.00352909306 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2029-06-21 0.00000000 CLP 0.00000000 CLP 2750000000.00000000 CLP -13577.47000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC N/A -12546.18000000 -0.00326103735 N/A DFE XX N 2 UBS AG BFM8T61CT2L1QCEMIK50 80595070.58000000 HUF 209643.44000000 EUR 2026-06-17 -12546.18000000 N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 179000.00000000 PA USD 46737.91000000 0.012148245155 Long DBT NUSS LB Y 2 2037-03-23 None 0.00000000 Y N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 41958.62000000 0.010905999051 N/A DFE KZ N 2 Bank of America NA B4TYDEB6GKMZO031MB27 411583.27000000 USD 219476778.00000000 KZT 2026-09-04 41958.62000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 1271.97000000 0.000330613914 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 2047116853.00000000 IDR 119297.73000000 USD 2026-06-17 1271.97000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 2864.08000000 0.000744439492 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 353111000.00000000 UGX 92680.05000000 USD 2026-11-13 2864.08000000 N N N FEDERAL REP OF ETHIOPIA N/A 29766LAA4 290000.00000000 PA USD 299355.40000000 0.077809272765 Long DBT NUSS ET N 2 2024-12-11 Fixed 6.63000000 N Y N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 -2000000.00000000 OU Notional Amount USD -8912.00000000 -0.00231643136 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 -8912.00000000 0.00000000 DFE KR -2000000.00000000 USD -3180000000.00000000 KRW 2026-09-17 1.00000000 1590.00000000 USD 2026-09-17 XXXX 10108.00000000 N N N The Federal Republic of Nigeria 549300G1JG004Y3K8S97 000000000 519029000.00000000 PA 377583.44000000 0.098142518473 Long STIV NUSS NG N 2 2026-05-12 None 0.00000000 N N N N N N ABSA BANK LTD SLI1CVYMJ21DST0Q8K25 000000000 1264000000.00000000 PA 577392.96000000 0.150077554363 Long SN CORP ZA N 2 2035-08-02 Fixed 13.50000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -29160.23000000 -0.00757940658 N/A DFE PH N 2 Citibank NA E57ODZWZ7FF32TWEFA76 612689.45000000 USD 35880932.00000000 PHP 2026-05-12 -29160.23000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 1371.95000000 0.000356600989 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 17800000.00000000 THB 549255.57000000 USD 2026-06-17 1371.95000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 81200000.00000000 OU Notional Amount 67167.87000000 0.017458456129 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2032-09-09 0.00000000 PLN 0.00000000 PLN 81200000.00000000 PLN 67167.87000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC N/A -621.14000000 -0.00016144840 N/A DFE CZ N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 422312.71000000 EUR 10300000.00000000 CZK 2026-06-17 -621.14000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -21366.66000000 -0.00555368059 N/A DFE IN N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 708895.94000000 USD 65500000.00000000 INR 2026-06-17 -21366.66000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 15550000.00000000 OU Notional Amount -7075.68000000 -0.00183913006 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-03-19 0.00000000 CNY 0.00000000 CNY 15550000.00000000 CNY -7075.68000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -25350.35000000 -0.00658913217 N/A DFE PH N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 517949.73000000 USD 30289700.00000000 PHP 2026-05-12 -25350.35000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 11000000.00000000 OU Notional Amount -39793.88000000 -0.01034333392 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-12-17 0.00000000 MYR 0.00000000 MYR 11000000.00000000 MYR -39793.88000000 N N N KAZAKH GOV BOND - MEUKAM 5493007OEK8EF02UO833 000000000 45014000.00000000 PA 74141.58000000 0.019271081869 Long DBT NUSS KZ N 2 2037-01-28 Fixed 11.05000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 58978000000.00000000 PA 3709310.75000000 0.964134176031 Long DBT NUSS ID N 2 2031-05-15 Fixed 8.75000000 N N N N N N KAZAKH GOV BOND - MEUKAM 5493007OEK8EF02UO833 000000000 209238000.00000000 PA 362060.81000000 0.094107834109 Long DBT NUSS KZ N 2 2028-09-20 Fixed 5.50000000 N N N N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 3000.00000000 PA USD 772.47000000 0.000200782511 Long DBT NUSS LB Y 2 2030-02-26 None 0.00000000 Y N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -37923.67000000 -0.00985722383 N/A DFE PH N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 558337.55000000 USD 32000000.00000000 PHP 2026-05-12 -37923.67000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 23940000.00000000 OU Notional Amount -7918.05000000 -0.00205808117 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-09-17 0.00000000 CNY 0.00000000 CNY 23940000.00000000 CNY -7918.05000000 N N N Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 000000000 1.00000000 NC 86116.52000000 0.022383640964 N/A DFE US N 2 Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 59879866406.00000000 IDR 3520980.19000000 USD 2026-09-17 86116.52000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 5897.29000000 0.001532839715 N/A DFE XX N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 19194652.66000000 USD 16357400.94000000 EUR 2026-05-08 5897.29000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 162298.95000000 0.042185186137 N/A DFE CN N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 15660048.17000000 USD 107775145.00000000 CNY 2026-06-17 162298.95000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 185298.98000000 0.048163416721 N/A DFE TR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 7881212.79000000 USD 369806207.00000000 TRY 2026-05-20 185298.98000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -62796.35000000 -0.01632219871 N/A DFE EG N 2 Bank of America NA B4TYDEB6GKMZO031MB27 710366.32000000 USD 35623095.00000000 EGP 2026-06-24 -62796.35000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -453.83000000 -0.00011796073 N/A DFE ID N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 89184.82000000 USD 1539009000.00000000 IDR 2026-06-17 -453.83000000 N N N The Federal Republic of Nigeria 549300G1JG004Y3K8S97 000000000 2334760000.00000000 PA 1691540.49000000 0.439669821826 Long STIV NUSS NG N 2 2026-05-19 None 0.00000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2000000.00000000 OU Notional Amount USD 19722.00000000 0.005126196078 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 19722.00000000 0.01000000 DFE US 2840000000.00000000 KRW 2000000.00000000 USD 2026-09-17 1.00000000 1420.00000000 USD 2026-09-17 XXXX -6438.00000000 N N N ZAMBIA GOVERNMENT BOND 213800DMLAZ6LGMMD849 000000000 1103000.00000000 PA 50964.26000000 0.013246769584 Long DBT NUSS ZM N 2 2038-07-24 Fixed 14.00000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1115000000.00000000 OU Notional Amount -527.26000000 -0.00013704685 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-06-17 0.00000000 CLP 0.00000000 CLP 1115000000.00000000 CLP -527.26000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -8626.07000000 -0.00224211166 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 8000000.00000000 MXN 447695.28000000 USD 2026-06-17 -8626.07000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC N/A -6003.92000000 -0.00156055527 N/A DFE XX N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 19600000.00000000 CZK 797513.61000000 EUR 2026-06-17 -6003.92000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 5696213.00000000 OU Notional Amount -14767.45000000 -0.00383839591 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-06-17 0.00000000 PLN 0.00000000 PLN 5696213.00000000 PLN -14767.45000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -164.04000000 -0.00004263772 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 800000.00000000 UYU 19617.46000000 USD 2026-06-29 -164.04000000 N N N The Federal Republic of Nigeria 549300G1JG004Y3K8S97 000000000 570945000.00000000 PA 397406.98000000 0.103295107106 Long STIV NUSS NG N 2 2026-08-04 None 0.00000000 N N N N N N CORP ANDINA DE FOMENTO UKZ46SXGNYCZK0UOZE76 000000000 132000000.00000000 PA 1335065.15000000 0.347013778326 Long DBT NUSS XX Y 2 2034-04-04 Fixed 7.50000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 1862.16000000 0.000484017710 N/A DFE NG N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 581945.39000000 USD 884557000.00000000 NGN 2027-03-15 1862.16000000 N N N ZAMBIA GOVERNMENT BOND 213800DMLAZ6LGMMD849 000000000 5048000.00000000 PA 289259.09000000 0.075185012309 Long DBT NUSS ZM N 2 2040-10-27 Fixed 18.99000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 47240000000.00000000 PA 2747588.98000000 0.714160828209 Long DBT NUSS ID N 2 2030-09-15 Fixed 7.00000000 N N N N N N The Federal Republic of Nigeria 549300G1JG004Y3K8S97 000000000 516930000.00000000 PA 375744.14000000 0.097664442596 Long STIV NUSS NG N 2 2026-04-07 None 0.00000000 N N N N N N BONOS DE TESORERIA 254900STKLK2DBJJZ530 000000000 6348000.00000000 PA 1907074.58000000 0.495692030876 Long DBT NUSS PE Y 2 2039-08-12 Fixed 7.60000000 N N N N N N The Federal Republic of Nigeria 549300G1JG004Y3K8S97 000000000 1583619000.00000000 PA 1117342.17000000 0.290422627011 Long STIV NUSS NG N 2 2026-07-07 None 0.00000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -33118.12000000 -0.00860815215 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 5082942213.60000000 COP 1350337.98000000 USD 2026-06-17 -33118.12000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -10065.93000000 -0.00261636400 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 2016000000.00000000 COP 538641.37000000 USD 2026-06-17 -10065.93000000 N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 000000000 245500.00000000 PA USD 106485.63000000 0.027678035640 Long DBT NUSS VE Y 2 2020-12-09 None 0.00000000 Y N N N N N BONOS DE TESORERIA 254900STKLK2DBJJZ530 000000000 10668000.00000000 PA 3083575.30000000 0.801491309698 Long DBT NUSS PE N 2 2037-08-12 Fixed 6.90000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 49170000.00000000 OU Notional Amount -66477.67000000 -0.01727905746 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-09-17 0.00000000 CZK 0.00000000 CZK 49170000.00000000 CZK -66477.67000000 N N N ZAMBIA GOVERNMENT BOND 213800DMLAZ6LGMMD849 000000000 500000.00000000 PA 40036.45000000 0.010406383377 Long DBT NUSS ZM N 2 2039-04-30 Fixed 26.50000000 N N N N N N The Federal Republic of Nigeria 549300G1JG004Y3K8S97 000000000 832925000.00000000 PA 561210.66000000 0.145871406772 Long STIV NUSS NG N 2 2026-09-22 None 0.00000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 1323.32000000 0.000343960946 N/A DFE KZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 188373.11000000 USD 88973516.00000000 KZT 2026-06-08 1323.32000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -25233.58000000 -0.00655878099 N/A DFE UG N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 417280.87000000 USD 1537680000.00000000 UGX 2026-11-03 -25233.58000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 43247.11000000 0.011240906889 N/A DFE KZ N 2 Bank of America NA B4TYDEB6GKMZO031MB27 405936.89000000 USD 210681244.00000000 KZT 2026-06-08 43247.11000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 15209.16000000 0.003953206386 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 51399658500.00000000 COP 14004974.93000000 USD 2026-06-17 15209.16000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 3064000.00000000 OU Notional Amount -17465.13000000 -0.00453958426 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-01-02 0.00000000 BRL 0.00000000 BRL 3064000.00000000 BRL -17465.13000000 N N N The Federal Republic of Nigeria 549300G1JG004Y3K8S97 000000000 1670645000.00000000 PA 1141117.54000000 0.296602386085 Long STIV NUSS NG N 2 2026-09-08 None 0.00000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3659000000.00000000 OU Notional Amount -38056.61000000 -0.00989177796 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-03-18 0.00000000 KRW 0.00000000 KRW 3659000000.00000000 KRW -38056.61000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -1017.55000000 -0.00026448437 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 14427662.08000000 EUR 16934377.47000000 USD 2026-05-08 -1017.55000000 N N N SWAPS ANZ BOC N/A 000000000 -260000.00000000 NS USD -260000.00000000 -0.06757990976 Short STIV CORP US N 2 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 63747.78000000 0.016569496999 N/A DFE TW N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 4136370.73000000 USD 132550000.00000000 TWD 2026-07-08 63747.78000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -148989.80000000 -0.03872583553 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 155429000.00000000 EGP 2586173.04000000 USD 2026-09-15 -148989.80000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -57431.04000000 -0.01492763269 N/A DFE EG N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 694758.62000000 USD 35259000.00000000 EGP 2026-07-07 -57431.04000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 71090.86000000 0.018478130399 N/A DFE KZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 921279.29000000 USD 465937000.00000000 KZT 2026-06-11 71090.86000000 N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 11420000.00000000 PA 2852477.79000000 0.741423814035 Long DBT NUSS MY N 2 2040-05-22 Fixed 3.76000000 N N N N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 123000.00000000 PA USD 31183.58000000 0.008105321240 Long DBT NUSS LB Y 2 2022-05-27 None 0.00000000 Y N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -444212.03000000 -0.11546080347 N/A DFE PH N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 6672915.63000000 USD 383000000.00000000 PHP 2026-05-12 -444212.03000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 2020.14000000 0.000525080303 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 2813338749.00000000 IDR 164222.14000000 USD 2026-06-17 2020.14000000 N N N SERBIA TREASURY BONDS 254900W94OCY91V32O78 000000000 45030000.00000000 PA 434661.46000000 0.112978393247 Long DBT NUSS RS N 2 2032-08-20 Fixed 4.50000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 68023.20000000 0.017680775837 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 69030000.00000000 THB 2192765.11000000 USD 2026-06-17 68023.20000000 N N N KAZAKH GOV BOND - MEUKAM 5493007OEK8EF02UO833 000000000 921667000.00000000 PA 1431485.39000000 0.372075590320 Long DBT NUSS KZ N 2 2033-04-04 Fixed 8.66000000 N N N N N N ALBANIA TREASURY BILL 254900EDM43U3SGRND29 000000000 77110000.00000000 PA 924747.71000000 0.240362949213 Long STIV NUSS AL N 2 2027-01-28 None 0.00000000 N N N N N N ROMANIA GOVERNMENT BOND 315700IASY927EDWBK92 000000000 3915000.00000000 PA 863449.01000000 0.224430023772 Long DBT NUSS RO N 2 2032-02-25 Fixed 6.70000000 N N N N N N The Federal Republic of Nigeria 549300G1JG004Y3K8S97 000000000 4357149000.00000000 PA 3144019.18000000 0.817202047991 Long STIV NUSS NG N 2 2026-05-26 None 0.00000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 6900000.00000000 OU Notional Amount -20254.94000000 -0.00526471929 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-01-02 0.00000000 BRL 0.00000000 BRL 6900000.00000000 BRL -20254.94000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 40580000.00000000 OU Notional Amount -15965.72000000 -0.00414985352 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-03-18 0.00000000 THB 0.00000000 THB 40580000.00000000 THB -15965.72000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 2500.18000000 0.000649853610 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 3211246335.00000000 IDR 187643.39000000 USD 2026-06-17 2500.18000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -24988.87000000 -0.00649517530 N/A DFE IN N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1767023.55000000 USD 165961326.00000000 INR 2026-06-17 -24988.87000000 N N N ARMENIAN TREASURY BONDS 5299000H77JSW90G7935 000000000 408526000.00000000 PA 1132029.87000000 0.294240294091 Long DBT NUSS AM N 2 2030-04-29 Fixed 8.60000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 12000000.00000000 OU Notional Amount 6057.21000000 0.001574406558 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-03-18 0.00000000 CNY 0.00000000 CNY 12000000.00000000 CNY 6057.21000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 6560.97000000 0.001705345232 N/A DFE MN N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 138362.22000000 USD 529927300.00000000 MNT 2026-09-28 6560.97000000 N N N ROMANIA GOVERNMENT BOND 315700IASY927EDWBK92 000000000 4905000.00000000 PA 1105078.48000000 0.287235015228 Long DBT NUSS RO N 2 2033-10-30 Fixed 7.20000000 N N N N N N KAZAKH GOV BOND - MEUKAM 5493007OEK8EF02UO833 000000000 313857000.00000000 PA 637326.21000000 0.165655568313 Long DBT NUSS KZ N 2 2032-05-19 Fixed 14.00000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 1065.98000000 0.000277072431 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1612162507.00000000 IDR 94014.61000000 USD 2026-06-17 1065.98000000 N N N ROMANIA GOVERNMENT BOND 315700IASY927EDWBK92 000000000 1555000.00000000 PA 278847.24000000 0.072478735834 Long DBT NUSS RO N 2 2036-04-28 Fixed 4.25000000 N N N N N N IPOTEKA-BANK ATIB 213800UWVX5JSNXJS434 000000000 10450000000.00000000 PA 904897.30000000 0.235203376457 Long DBT CORP UZ Y 2 2028-10-09 Fixed 17.50000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 12800000.00000000 OU Notional Amount USD 20979.20000000 0.005452970934 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 20979.20000000 0.01000000 DFE US 86016000.00000000 CNY 12800000.00000000 USD 2026-07-16 1.00000000 6.72000000 USD 2026-07-16 XXXX -23820.80000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2000000.00000000 OU Notional Amount USD 20288.00000000 0.005273312343 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Put Purchased Citibank NA E57ODZWZ7FF32TWEFA76 Citibank NA E57ODZWZ7FF32TWEFA76 N/A 1.00000000 NC USD 20288.00000000 0.01000000 DFE US 2840000000.00000000 KRW 2000000.00000000 USD 2026-09-21 1.00000000 1420.00000000 USD 2026-09-21 XXXX -681.36000000 N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 699149BX7 590000000.00000000 PA 97662.14000000 0.025384610032 Long DBT NUSS PY N 2 2035-03-04 Fixed 8.50000000 N N N N N N ZAMBIA GOVERNMENT BOND 213800DMLAZ6LGMMD849 000000000 1056000.00000000 PA 63792.10000000 0.016581016775 Long DBT NUSS ZM N 2 2032-05-27 Fixed 18.49000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -24325.96000000 -0.00632286992 N/A DFE IN N 2 UBS AG BFM8T61CT2L1QCEMIK50 1025956.67000000 USD 95424025.00000000 INR 2026-06-17 -24325.96000000 N N N ALBANIA GOVT BOND 254900EDM43U3SGRND29 000000000 23600000.00000000 PA 308904.85000000 0.080291391878 Long DBT NUSS AL N 2 2035-01-23 Fixed 5.25000000 N N N N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 000000000 160200.00000000 PA USD 91474.20000000 0.023776223775 Long DBT NUSS VE Y 2 2022-08-23 None 0.00000000 Y N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -60363.73000000 -0.01568990548 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 307180991.00000000 KZT 594563.03000000 USD 2026-06-08 -60363.73000000 N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 000000000 224200.00000000 PA USD 128074.25000000 0.033289408684 Long DBT NUSS VE Y 2 2031-08-05 None 0.00000000 Y N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -203665.11000000 -0.05293719136 N/A DFE MY N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 15745490.60000000 USD 61653043.00000000 MYR 2026-06-16 -203665.11000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC N/A -141355.47000000 -0.03674149964 N/A DFE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 29907772.00000000 PLN 6869033.53000000 EUR 2026-09-09 -141355.47000000 N N N ROMANIA GOVERNMENT BOND 315700IASY927EDWBK92 000000000 6715000.00000000 PA 1283944.27000000 0.333726299643 Long DBT NUSS RO N 2 2034-10-11 Fixed 4.75000000 N N N N N N Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 000000000 1.00000000 NC -194310.93000000 -0.05050582736 N/A DFE ID N 2 Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 7944643.16000000 USD 135111289000.00000000 IDR 2026-09-17 -194310.93000000 N N N ZAMBIA GOVERNMENT BOND 213800DMLAZ6LGMMD849 000000000 14766000.00000000 PA 816000.66000000 0.212097119113 Long DBT NUSS ZM N 2 2036-01-26 Fixed 17.19000000 N N N N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 1000.00000000 PA USD 261.94000000 0.000068084159 Long DBT NUSS LB Y 2 2035-11-02 None 0.00000000 Y N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 81200000.00000000 OU Notional Amount -39166.32000000 -0.01018021681 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2032-09-09 0.00000000 PLN 0.00000000 PLN 81200000.00000000 PLN -39166.32000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 3184.78000000 0.000827796711 N/A DFE UZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 106563.21000000 USD 1395978000.00000000 UZS 2027-03-12 3184.78000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -51252.79000000 -0.01332176508 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 97141884.00000000 TRY 2067684.47000000 USD 2026-05-20 -51252.79000000 N N N TURKIYE GOVERNMENT BOND 5493000PCHOG3B6S3Q85 000000000 56793160.00000000 PA 1086296.69000000 0.282353201100 Long DBT NUSS TR N 2 2034-09-27 Fixed 27.70000000 N N N N N N ZAMBIA GOVERNMENT BOND 213800DMLAZ6LGMMD849 000000000 2949000.00000000 PA 141446.43000000 0.036765142214 Long DBT NUSS ZM N 2 2033-06-26 Fixed 13.00000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 931.33000000 0.000242073835 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 130655000.00000000 UGX 34348.09000000 USD 2026-10-20 931.33000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -823.47000000 -0.00021403857 N/A DFE KZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 1021863.57000000 USD 479398098.00000000 KZT 2026-06-11 -823.47000000 N N N TURKIYE GOVERNMENT BOND 5493000PCHOG3B6S3Q85 000000000 3000000.00000000 PA 60465.51000000 0.015716360421 Long DBT NUSS TR N 2 2028-11-08 Fixed 31.08000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -25399.23000000 -0.00660183719 N/A DFE PE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1658453.98000000 USD 5744196.33000000 PEN 2026-06-17 -25399.23000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 2031.54000000 0.000528043422 N/A DFE NG N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 481606.05000000 USD 714543000.00000000 NGN 2026-12-16 2031.54000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 478735.55000000 0.124434251036 N/A DFE CO N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 10816785.54000000 USD 41500761070.00000000 COP 2026-06-17 478735.55000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -3605.61000000 -0.00093717999 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 11248000.00000000 UYU 274609.38000000 USD 2026-06-25 -3605.61000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -73952.11000000 -0.01922183430 N/A DFE IN N 2 UBS AG BFM8T61CT2L1QCEMIK50 3118958.41000000 USD 290093698.00000000 INR 2026-06-17 -73952.11000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC N/A -105087.70000000 -0.02731468185 N/A DFE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 19911174.00000000 PLN 4565212.43000000 EUR 2026-09-02 -105087.70000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 16500000.00000000 OU Notional Amount 58628.68000000 0.015238926553 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2027-01-04 0.00000000 BRL 0.00000000 BRL 16500000.00000000 BRL 58628.68000000 N N N The Federal Republic of Nigeria 549300G1JG004Y3K8S97 000000000 359468000.00000000 PA 246792.02000000 0.064146855545 Long STIV NUSS NG N 2 2026-09-01 None 0.00000000 N N N N N N IPOTEKA-BANK ATIB 213800UWVX5JSNXJS434 000000000 15590000000.00000000 PA 1374488.88000000 0.357260901848 Long DBT CORP UZ Y 2 2027-04-25 Fixed 20.50000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -4042.98000000 -0.00105086239 N/A DFE ID N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 409217.88000000 USD 7027621441.00000000 IDR 2026-06-17 -4042.98000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -2154.33000000 -0.00055995933 N/A DFE TH N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 359202.08000000 USD 11600000.00000000 THB 2026-06-17 -2154.33000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -21961.60000000 -0.00570831902 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 284913000.00000000 KZT 584856.82000000 USD 2026-06-11 -21961.60000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 140399.44000000 0.036493005715 N/A DFE CL N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 7473238.89000000 USD 6850493890.00000000 CLP 2026-06-17 140399.44000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -49807.05000000 -0.01294598440 N/A DFE ID N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 4760719.71000000 USD 81709184500.00000000 IDR 2026-06-17 -49807.05000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 631.05000000 0.000164024238 N/A DFE VN N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 131191.90000000 USD 3492984470.00000000 VND 2026-07-10 631.05000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -800.16000000 -0.00020797977 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 11345398.16000000 EUR 13316589.61000000 USD 2026-05-08 -800.16000000 N N N SRI LANKA GOVT BOND 254900IG6Y30I2QE2R92 000000000 5000000.00000000 PA 16168.83000000 0.004202646432 Long DBT NUSS LK N 2 2030-05-15 Fixed 11.00000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -585421.93000000 -0.15216446616 N/A DFE EG N 2 Citibank NA E57ODZWZ7FF32TWEFA76 8055563.46000000 USD 424500000.00000000 EGP 2026-09-15 -585421.93000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC N/A 791066.41000000 0.205616140786 N/A DFE HU N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 7827850.13000000 EUR 3109685479.53000000 HUF 2026-06-17 791066.41000000 N N N KAZAKH GOV BOND - MEUKAM 5493007OEK8EF02UO833 000000000 6867000.00000000 PA 14140.66000000 0.003675478949 Long DBT NUSS KZ N 2 2033-06-05 Fixed 14.45000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 23984.45000000 0.006234103718 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 11700000.00000000 MYR 2973543.09000000 USD 2026-06-18 23984.45000000 N N N ROMANIA GOVERNMENT BOND 315700IASY927EDWBK92 000000000 2410000.00000000 PA 527410.88000000 0.137086075686 Long DBT NUSS RO N 2 2035-04-25 Fixed 6.75000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -13800.31000000 -0.00358701424 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 32133000.00000000 KES 227893.62000000 USD 2027-02-03 -13800.31000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 2408.94000000 0.000626138260 N/A DFE VN N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 249422.27000000 USD 6674540000.00000000 VND 2026-07-13 2408.94000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 14009.77000000 0.003641457663 N/A DFE RU N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 829634.25000000 USD 66462000.00000000 RUB 2026-10-14 14009.77000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 9000000.00000000 OU Notional Amount USD 19296.00000000 0.005015468995 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 19296.00000000 0.01000000 DFE US 60750000.00000000 CNY 9000000.00000000 USD 2026-07-07 1.00000000 6.75000000 USD 2026-07-07 XXXX -3924.00000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 321582.37000000 0.083586567484 N/A DFE KZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 1347333.88000000 USD 821200000.00000000 KZT 2026-10-23 321582.37000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 9125000000.00000000 OU Notional Amount -112680.70000000 -0.02928827514 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-03-18 0.00000000 KRW 0.00000000 KRW 9125000000.00000000 KRW -112680.70000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 24200000.00000000 OU Notional Amount -1800.40000000 -0.00046796488 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-03-19 0.00000000 CNY 0.00000000 CNY 24200000.00000000 CNY -1800.40000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 7074.59000000 0.001838846745 N/A DFE KE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 569739.97000000 USD 76687000.00000000 KES 2027-02-03 7074.59000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -18958.41000000 -0.00492772168 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 280585000.00000000 KZT 584856.70000000 USD 2026-05-13 -18958.41000000 N N N ZAMBIA GOVERNMENT BOND 213800DMLAZ6LGMMD849 000000000 72050000.00000000 PA 3885164.63000000 1.009842596577 Long DBT NUSS ZM N 2 2041-02-16 Fixed 17.59000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 434796.01000000 0.113013365850 N/A DFE KZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 3114955.26000000 USD 1664943587.00000000 KZT 2026-06-08 434796.01000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -33074.84000000 -0.00859690270 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 159297527.00000000 TRY 2902651.73000000 USD 2026-11-19 -33074.84000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 12650000.00000000 OU Notional Amount -4103.23000000 -0.00106652274 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-03-19 0.00000000 CNY 0.00000000 CNY 12650000.00000000 CNY -4103.23000000 N N N UZBEKISTAN INTL BOND 213800L6VDKUM3TCM927 000000000 134900000000.00000000 PA 11448343.37000000 2.975684661081 Long DBT NUSS UZ Y 2 2029-04-13 Fixed 12.25000000 N N N N N N ZAMBIA GOVERNMENT BOND 213800DMLAZ6LGMMD849 000000000 2558000.00000000 PA 149097.81000000 0.038753909791 Long DBT NUSS ZM N 2 2035-06-23 Fixed 19.00000000 N N N N N N SRI LANKA GOVT BOND 254900IG6Y30I2QE2R92 000000000 14000000.00000000 PA 44455.98000000 0.011555119680 Long DBT NUSS LK N 2 2029-10-15 Fixed 10.35000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -20432.03000000 -0.00531074901 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 31300379.00000000 TRY 663600.55000000 USD 2026-05-18 -20432.03000000 N N N PETROLEOS DE VENEZUELA S 549300YWR8TN1OFD4P06 000000000 421600.00000000 PA USD 216913.20000000 0.056380671086 Long DBT CORP VE Y 2 2022-02-17 None 0.00000000 Y N N N N N ALBANIEN, REPUBLIK AL TREASURY N/A 000000000 9000000.00000000 PA 110249.45000000 0.028656338009 Long STIV NUSS AL N 2 2026-06-25 Fixed 0.01000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -40580.86000000 -0.01054788791 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 3394156631.00000000 COP 883227.93000000 USD 2026-06-17 -40580.86000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 6200000.00000000 OU Notional Amount -58147.88000000 -0.01511395570 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2029-01-02 0.00000000 BRL 0.00000000 BRL 6200000.00000000 BRL -58147.88000000 N N N ZAMBIA GOVERNMENT BOND 213800DMLAZ6LGMMD849 000000000 2558000.00000000 PA 150221.97000000 0.039046104527 Long DBT NUSS ZM N 2 2035-08-18 Fixed 19.00000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -29120.33000000 -0.00756903566 N/A DFE ID N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 2621608.03000000 USD 44965821000.00000000 IDR 2026-06-17 -29120.33000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 6900000.00000000 OU Notional Amount -9409.64000000 -0.00244577931 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-03-18 0.00000000 MYR 0.00000000 MYR 6900000.00000000 MYR -9409.64000000 N N N SRI LANKA GOVT BOND 254900IG6Y30I2QE2R92 000000000 6000000.00000000 PA 19542.58000000 0.005079560742 Long DBT NUSS LK N 2 2031-03-15 Fixed 11.25000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 20700000.00000000 OU Notional Amount -492885.98000000 -0.12811226943 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2027-01-04 0.00000000 BRL 0.00000000 BRL 20700000.00000000 BRL -492885.98000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -43794.22000000 -0.01138311321 N/A DFE PH N 2 Bank of America NA B4TYDEB6GKMZO031MB27 652106.00000000 USD 37404800.00000000 PHP 2026-05-12 -43794.22000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -2829.02000000 -0.00073532660 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 627309000.00000000 NGN 443641.44000000 USD 2026-06-30 -2829.02000000 N N N ROMANIA GOVERNMENT BOND 315700IASY927EDWBK92 000000000 1205000.00000000 PA 271434.34000000 0.070551954629 Long DBT NUSS RO N 2 2040-07-30 Fixed 7.25000000 N N N N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 000000000 278500.00000000 PA USD 159371.63000000 0.041424309131 Long DBT NUSS VE Y 2 2026-10-21 None 0.00000000 Y N N N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 000000000 50000000.00000000 PA 1221970.83000000 0.317617993940 Long DBT NUSS TH N 2 2049-06-17 Fixed 1.88000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 2975.35000000 0.000773361094 N/A DFE UZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 106563.21000000 USD 1393314000.00000000 UZS 2027-03-12 2975.35000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 306608.43000000 0.079694500123 N/A DFE KZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 3967710.68000000 USD 2135223500.00000000 KZT 2026-12-14 306608.43000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 15000000.00000000 OU Notional Amount 619.38000000 0.000160990940 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-06-17 0.00000000 THB 0.00000000 THB 15000000.00000000 THB 619.38000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -46543.38000000 -0.01209768238 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 640732549.00000000 KZT 1319533.64000000 USD 2026-06-08 -46543.38000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 158000000.00000000 OU Notional Amount -68511.83000000 -0.01780778188 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-09-17 0.00000000 THB 0.00000000 THB 158000000.00000000 THB -68511.83000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 25305.40000000 0.006577448648 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 23090000.00000000 ZAR 1406982.35000000 USD 2026-06-17 25305.40000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 10800000.00000000 OU Notional Amount -85180.50000000 -0.02214034809 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-12-17 0.00000000 PLN 0.00000000 PLN 10800000.00000000 PLN -85180.50000000 N N N UGANDA GOVERNMENT BOND 549300NF1DEFHG8XLQ11 000000000 467300000.00000000 PA 122109.59000000 0.031739057974 Long DBT NUSS UG N 2 2033-02-03 Fixed 14.38000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 9000000.00000000 OU Notional Amount USD 64881.00000000 0.016864046635 N/A DFE US 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 64881.00000000 0.02000000 DFE US 12960000000.00000000 KRW 9000000.00000000 USD 2026-08-10 1.00000000 1440.00000000 USD 2026-08-10 XXXX -20394.00000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 4990000.00000000 OU Notional Amount 1480.80000000 0.000384893578 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-12-17 0.00000000 CNY 0.00000000 CNY 4990000.00000000 CNY 1480.80000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -24.00000000 NC USD 41062.50000000 0.010673077094 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 5 Year U.S. Treasury Notes FVM6 Comdty 2026-06-30 -2629125.01000000 USD 41062.50000000 N N N UGANDA GOVERNMENT BOND 549300NF1DEFHG8XLQ11 000000000 3190400000.00000000 PA 819618.39000000 0.213037449370 Long DBT NUSS UG N 2 2043-06-18 Fixed 15.00000000 N N N N N N SRI LANKA GOVT BOND 254900IG6Y30I2QE2R92 000000000 339000000.00000000 PA 1051062.10000000 0.273194930282 Long DBT NUSS LK N 2 2030-07-01 Fixed 9.75000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 94150900.00000000 PA 4549638.28000000 1.182554401603 Long DBT NUSS MX N 2 2047-11-07 Fixed 8.00000000 N N N N N N FEDERAL REP OF ETHIOPIA N/A 000000000 4412000.00000000 PA USD 4554331.12000000 1.183774177387 Long DBT NUSS ET Y 2 2024-12-11 Fixed 6.63000000 N Y N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -29496.78000000 -0.00766688357 N/A DFE IN N 2 Bank of America NA B4TYDEB6GKMZO031MB27 1409803.66000000 USD 131500000.00000000 INR 2026-06-17 -29496.78000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 1296.79000000 0.000337065196 N/A DFE VN N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 375740.23000000 USD 10000326314.00000000 VND 2026-07-22 1296.79000000 N N N INDIA GOVERNMENT BOND 335800IV7VCDQGIOI391 000000000 261790000.00000000 PA 2652853.36000000 0.689536887243 Long DBT NUSS IN N 2 2055-08-18 Fixed 7.24000000 N N N N N N REPUBLIC OF SURINAME INT 254900SYU4G5JM13TN77 86886PAF9 2153000.00000000 PA USD 2339665.10000000 0.608132139745 Long DBT NUSS SR N 2 2035-11-06 Fixed 8.50000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 52317.22000000 0.013598434640 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 5054899.00000000 PEN 1489407.17000000 USD 2026-06-17 52317.22000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -50180.02000000 -0.01304292778 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 106292527.00000000 TRY 2123620.74000000 USD 2026-07-28 -50180.02000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -49693.28000000 -0.01291641299 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 7069000000.00000000 COP 1874320.56000000 USD 2026-06-17 -49693.28000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -42728.78000000 -0.01110618114 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 3002400000.00000000 COP 774453.16000000 USD 2026-06-17 -42728.78000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -31108.62000000 -0.00808583743 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 3300000.00000000 BRL 630338.30000000 USD 2026-06-03 -31108.62000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 20750000.00000000 OU Notional Amount 11043.25000000 0.002870391686 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-09-17 0.00000000 CNY 0.00000000 CNY 20750000.00000000 CNY 11043.25000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 14100000.00000000 OU Notional Amount 37410.03000000 0.009723717121 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-09-18 0.00000000 CNY 0.00000000 CNY 14100000.00000000 CNY 37410.03000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 312000000.00000000 OU Notional Amount -10349.40000000 -0.00269004430 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-12-18 0.00000000 INR 0.00000000 INR 312000000.00000000 INR -10349.40000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC N/A -19485.21000000 -0.00506464897 N/A DFE XX N 2 Bank of America NA B4TYDEB6GKMZO031MB27 177714831.69000000 HUF 469226.34000000 EUR 2026-06-17 -19485.21000000 N N N ZAMBIA GOVERNMENT BOND 213800DMLAZ6LGMMD849 000000000 895000.00000000 PA 52526.24000000 0.013652763689 Long DBT NUSS ZM N 2 2035-09-29 Fixed 19.00000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 375327.98000000 0.097556273153 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 251700000.00000000 PHP 4468708.39000000 USD 2026-05-12 375327.98000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 110500000.00000000 OU Notional Amount -16017.04000000 -0.00416319276 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-03-19 0.00000000 INR 0.00000000 INR 110500000.00000000 INR -16017.04000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -3322.15000000 -0.00086350229 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 316538000.00000000 NGN 221820.60000000 USD 2026-07-02 -3322.15000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 18200000.00000000 OU Notional Amount 5067.73000000 0.001317218215 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-06-17 0.00000000 CZK 0.00000000 CZK 18200000.00000000 CZK 5067.73000000 N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 000000000 17350000.00000000 PA 1035629.78000000 0.269183719539 Long DBT NUSS ZA N 2 2030-01-31 Fixed 8.00000000 N N N N N N SRI LANKA GOVT BOND 254900IG6Y30I2QE2R92 000000000 535000000.00000000 PA 1610334.93000000 0.418562650991 Long DBT NUSS LK N 2 2034-09-15 Fixed 10.25000000 N N N N N N The Federal Republic of Nigeria 549300G1JG004Y3K8S97 000000000 1518774000.00000000 PA 1041949.29000000 0.270826303830 Long STIV NUSS NG N 2 2026-08-18 None 0.00000000 N N N N N N ALBANIA GOVT BOND 254900EDM43U3SGRND29 000000000 17100000.00000000 PA 235739.62000000 0.061274085566 Long DBT NUSS AL N 2 2034-07-25 Fixed 6.13000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 12805.72000000 0.003328497700 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 428587.85000000 EUR 520661.63000000 USD 2027-01-25 12805.72000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 28000000.00000000 OU Notional Amount -93564.35000000 -0.02431950126 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-09-17 0.00000000 MYR 0.00000000 MYR 28000000.00000000 MYR -93564.35000000 N N N Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 000000000 1.00000000 NC 220371.32000000 0.057279515076 N/A DFE US N 2 Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 153232000000.00000000 IDR 9010154.30000000 USD 2026-09-17 220371.32000000 N N N Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 000000000 1.00000000 NC 291173.93000000 0.075682722749 N/A DFE US N 2 Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 202463565668.51000000 IDR 11905006.57000000 USD 2026-09-17 291173.93000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 2000000.00000000 OU Notional Amount USD 15758.00000000 0.004095862377 N/A DFE US 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 15758.00000000 0.00000000 DFE US 2880000000.00000000 KRW 2000000.00000000 USD 2026-09-08 1.00000000 1440.00000000 USD 2026-09-08 XXXX -802.00000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 10063.63000000 0.002615766181 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 30727905438.00000000 IDR 1772695.59000000 USD 2026-09-17 10063.63000000 N N N ZAMBIA GOVERNMENT BOND 213800DMLAZ6LGMMD849 000000000 500000.00000000 PA 26933.14000000 0.007000535272 Long DBT NUSS ZM N 2 2031-02-16 Fixed 14.98000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 7985000.00000000 OU Notional Amount -8623.96000000 -0.00224156322 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-06-18 0.00000000 MYR 0.00000000 MYR 7985000.00000000 MYR -8623.96000000 N N N BENIN INTL GOV BOND 635400Q11P6AE5A5Y230 000000000 118000.00000000 PA 133450.10000000 0.034686714291 Long DBT NUSS BJ Y 2 2032-01-19 Fixed 4.88000000 N N N N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 1000.00000000 PA USD 263.75000000 0.000068554620 Long DBT NUSS LB Y 2 2033-05-17 None 0.00000000 Y N N N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 191000.00000000 PA USD 48705.00000000 0.012659536557 Long DBT NUSS LB Y 2 2025-06-12 None 0.00000000 Y N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 4980.81000000 0.001294625732 N/A DFE MX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 223179.87000000 USD 4000000.00000000 MXN 2026-06-17 4980.81000000 N N N ZAMBIA GOVERNMENT BOND 213800DMLAZ6LGMMD849 000000000 5117000.00000000 PA 290464.75000000 0.075498390747 Long DBT NUSS ZM N 2 2041-01-26 Fixed 18.79000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 1279.80000000 0.000332649109 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 344769000.00000000 UGX 92679.84000000 USD 2026-05-13 1279.80000000 N N N DRC INTERNATIONAL BOND N/A 000000000 631000.00000000 PA USD 645458.65000000 0.167769374318 Long DBT NUSS CD Y 2 2037-04-16 Fixed 9.50000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -634752.87000000 -0.16498669875 N/A DFE IN N 2 UBS AG BFM8T61CT2L1QCEMIK50 26770942.42000000 USD 2489960000.00000000 INR 2026-06-17 -634752.87000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 19033.24000000 0.004947171698 N/A DFE TR N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 2154767.53000000 USD 106292527.25000000 TRY 2026-07-28 19033.24000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC N/A -1493.67000000 -0.00038823878 N/A DFE PL N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 337651.93000000 EUR 1434000.00000000 PLN 2026-06-17 -1493.67000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 2995.59000000 0.000778621930 N/A DFE UZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 106563.21000000 USD 1393314000.00000000 UZS 2027-03-11 2995.59000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 1260.17000000 0.000327546826 N/A DFE KE N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 227895.52000000 USD 30538000.00000000 KES 2027-02-24 1260.17000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -1651.15000000 -0.00042917141 N/A DFE EG N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 2245236.13000000 USD 123038940.00000000 EGP 2026-06-17 -1651.15000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC N/A -39237.57000000 -0.01019873630 N/A DFE PL N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 4687574.07000000 EUR 19911174.00000000 PLN 2026-09-02 -39237.57000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -4307.42000000 -0.00111959636 N/A DFE MX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 512021.96000000 USD 8901000.00000000 MXN 2026-06-17 -4307.42000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 10104.23000000 0.002626319044 N/A DFE KZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 314853.93000000 USD 153155971.00000000 KZT 2026-06-22 10104.23000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 7000000.00000000 OU Notional Amount -105.81000000 -0.00002750242 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-06-17 0.00000000 CNY 0.00000000 CNY 7000000.00000000 CNY -105.81000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -170722.83000000 -0.04437474402 N/A DFE MY N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 13198699.82000000 USD 51680829.00000000 MYR 2026-06-16 -170722.83000000 N N N ARMENIAN TREASURY BONDS 5299000H77JSW90G7935 000000000 795693000.00000000 PA 2203662.57000000 0.572781990880 Long DBT NUSS AM N 2 2035-10-29 Fixed 9.00000000 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 1260.13000000 0.000327536429 N/A DFE KE N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 227894.34000000 USD 30196000.00000000 KES 2026-11-12 1260.13000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 22524.45000000 0.005854616532 N/A DFE KZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 631175.28000000 USD 303765728.00000000 KZT 2026-05-13 22524.45000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -6902.06000000 -0.00179400227 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 2503805.70000000 EUR 2932100.69000000 USD 2026-05-08 -6902.06000000 N N N The Federal Republic of Nigeria 549300G1JG004Y3K8S97 000000000 2429930000.00000000 PA 1741263.47000000 0.452593954524 Long STIV NUSS NG N 2 2026-06-02 None 0.00000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -1049.20000000 -0.00027271092 N/A DFE ID N 2 UBS AG BFM8T61CT2L1QCEMIK50 180212.63000000 USD 3107529000.00000000 IDR 2026-06-17 -1049.20000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 271204.41000000 0.070492190596 N/A DFE KZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 1108849.77000000 USD 677230000.00000000 KZT 2026-10-15 271204.41000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 1346.19000000 0.000349905379 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 2018398839.00000000 IDR 117716.22000000 USD 2026-06-17 1346.19000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -60477.12000000 -0.01571937812 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 308726855.00000000 KZT 594563.03000000 USD 2026-06-22 -60477.12000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 2041.59000000 0.000530655646 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 3116190000.00000000 IDR 181704.37000000 USD 2026-06-17 2041.59000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 10040000.00000000 OU Notional Amount -62985.91000000 -0.01637146966 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2029-01-02 0.00000000 BRL 0.00000000 BRL 10040000.00000000 BRL -62985.91000000 N N N TURKIYE GOVERNMENT BOND 5493000PCHOG3B6S3Q85 000000000 3000000.00000000 PA 39882.53000000 0.010366376071 Long DBT NUSS TR N 2 2033-07-13 Fixed 17.80000000 N N N N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 2275000.00000000 PA USD 580295.63000000 0.150832024274 Long DBT NUSS LB Y 2 2023-05-26 None 0.00000000 Y N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 11940.41000000 0.003103583962 N/A DFE XX N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 38863949.87000000 USD 33119287.00000000 EUR 2026-05-08 11940.41000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 10800000.00000000 OU Notional Amount 381.90000000 0.000099264490 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-06-17 0.00000000 THB 0.00000000 THB 10800000.00000000 THB 381.90000000 N N N REPUBLIC OF GABON N/A 000000000 217000.00000000 PA USD 205233.64000000 0.053344887967 Long DBT NUSS GA Y 2 2029-02-18 Fixed 9.50000000 N N N N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 164000.00000000 PA USD 41543.25000000 0.010798034947 Long DBT NUSS LB Y 2 2024-11-04 None 0.00000000 Y N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 231079.85000000 0.060062905427 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 234500000.00000000 THB 7448984.78000000 USD 2026-06-17 231079.85000000 N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 66554400000.00000000 PA 16645842.81000000 4.326632903961 Long DBT NUSS CO N 2 2035-01-24 Fixed 11.75000000 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 1843.17000000 0.000479081777 N/A DFE KE N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 227895.72000000 USD 30595000.00000000 KES 2027-02-18 1843.17000000 N N N Morgan Stanley & Co. LLC 549300OJY9IZ31SGS926 61747C525 66047390.86000000 NS USD 66047390.86000000 17.16721813232 Long STIV RF US N 1 N N N TBC BANK GROUP PLC 213800T6NS9N2WQ3B328 000000000 15360000000.00000000 PA 1293124.25000000 0.336112385105 Long DBT CORP GB N 2 2028-06-05 Fixed 22.00000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 7060000.00000000 OU Notional Amount -110792.72000000 -0.02879754623 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2027-01-04 0.00000000 BRL 0.00000000 BRL 7060000.00000000 BRL -110792.72000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -23953.34000000 -0.00622601752 N/A DFE UG N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 511688.02000000 USD 1836960000.00000000 UGX 2026-05-04 -23953.34000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -5.48000000 -0.00000142437 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 77767.48000000 EUR 91279.09000000 USD 2026-05-08 -5.48000000 N N N SRI LANKA GOVT BOND 254900IG6Y30I2QE2R92 000000000 311000000.00000000 PA 1007134.39000000 0.261777119982 Long DBT NUSS LK N 2 2032-12-15 Fixed 11.50000000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -5157.00000000 -0.00134042151 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 15000000.00000000 UYU 365497.08000000 USD 2026-07-08 -5157.00000000 N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 52000.00000000 PA USD 13204.12000000 0.003432050915 Long DBT NUSS LB Y 2 2026-11-27 None 0.00000000 Y N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 134000000.00000000 OU Notional Amount 299715.35000000 0.077902831952 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2027-12-21 0.00000000 CNY 0.00000000 CNY 134000000.00000000 CNY 299715.35000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 3714.68000000 0.000965529766 N/A DFE UZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 155879.30000000 USD 2031886693.00000000 UZS 2027-03-17 3714.68000000 N N N SWAP BNP PARIBAS BOC N/A 000000000 -480000.00000000 NS USD -480000.00000000 -0.12476291033 Short STIV CORP US N 2 N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 000000000 58166600.00000000 PA 3513409.06000000 0.913214873982 Long DBT NUSS ZA N 2 2035-02-28 Fixed 8.88000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -1910.32000000 -0.00049653558 N/A DFE ID N 2 UBS AG BFM8T61CT2L1QCEMIK50 208979.18000000 USD 3591539200.00000000 IDR 2026-06-17 -1910.32000000 N N N ZAMBIA GOVERNMENT BOND 213800DMLAZ6LGMMD849 000000000 9500000.00000000 PA 512787.93000000 0.133285238603 Long DBT NUSS ZM N 2 2028-02-16 Fixed 14.50000000 N N N N N N HUNGARY GOVERNMENT BOND 5299003F3UFKGCCMAP43 000000000 1000260000.00000000 PA 2288159.09000000 0.594744557022 Long DBT NUSS HU N 2 2041-04-25 Fixed 3.00000000 N N N N N N Venezuela Government International Bonds 529900XM8PJTJK5OJI77 000000000 200000.00000000 PA USD 94500.00000000 0.024562697971 Long DBT NUSS VE Y 2 2038-03-31 None 0.00000000 Y N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -10115.33000000 -0.00262920418 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 637957000.00000000 NGN 443641.86000000 USD 2026-07-02 -10115.33000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 35186.86000000 0.009145864706 N/A DFE KZ N 2 Bank of America NA B4TYDEB6GKMZO031MB27 347674.31000000 USD 179573780.00000000 KZT 2026-06-08 35186.86000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 2901.47000000 0.000754158003 N/A DFE KZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 85686.21000000 USD 41593631.00000000 KZT 2026-06-11 2901.47000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 296470.64000000 0.077059458071 N/A DFE MX N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 13349773.84000000 USD 239239201.12000000 MXN 2026-06-17 296470.64000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 7600000.00000000 OU Notional Amount 34010.67000000 0.008840146190 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-09-18 0.00000000 PLN 0.00000000 PLN 7600000.00000000 PLN 34010.67000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -141774.65000000 -0.03685045405 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 12290200000.00000000 COP 3203325.77000000 USD 2026-06-17 -141774.65000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 13500000.00000000 OU Notional Amount 99769.95000000 0.025932477761 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-06-19 0.00000000 PLN 0.00000000 PLN 13500000.00000000 PLN 99769.95000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 623699.54000000 0.162113687047 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 396295532.00000000 PHP 7068627.50000000 USD 2026-05-12 623699.54000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 6200000.00000000 OU Notional Amount -12289.94000000 -0.00319443475 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-12-17 0.00000000 MYR 0.00000000 MYR 6200000.00000000 MYR -12289.94000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 430000000.00000000 OU Notional Amount -54554.97000000 -0.01418007672 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-12-18 0.00000000 INR 0.00000000 INR 430000000.00000000 INR -54554.97000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3800000.00000000 OU Notional Amount 995.57000000 0.000258771272 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-03-18 0.00000000 MYR 0.00000000 MYR 3800000.00000000 MYR 995.57000000 N N N ALBANIA GOVT BOND 254900EDM43U3SGRND29 000000000 37000000.00000000 PA 459281.03000000 0.119377579089 Long DBT NUSS AL N 2 2027-02-23 Fixed 4.70000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 22058.97000000 0.005733627700 N/A DFE CO N 2 Citibank NA E57ODZWZ7FF32TWEFA76 483889.44000000 USD 1858900000.00000000 COP 2026-06-17 22058.97000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -181706.56000000 -0.04722966510 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 15751829055.00000000 COP 4105567.04000000 USD 2026-06-17 -181706.56000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -109267.56000000 -0.02840112248 N/A DFE PH N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1572931.59000000 USD 90000000.00000000 PHP 2026-05-12 -109267.56000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC N/A -2361.00000000 -0.00061367756 N/A DFE PL N 2 Bank of America NA B4TYDEB6GKMZO031MB27 799565.60000000 EUR 3400000.00000000 PLN 2026-06-17 -2361.00000000 N N N PETROLEOS DE VENEZUELA S 549300YWR8TN1OFD4P06 000000000 100000.00000000 PA USD 35750.00000000 0.009292237592 Long DBT CORP VE Y 2 2022-10-28 None 0.00000000 Y N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 1796.12000000 0.000466852413 N/A DFE UZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 77939.65000000 USD 1015163950.00000000 UZS 2027-03-17 1796.12000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC N/A 31256.99000000 0.008124402167 N/A DFE CZ N 2 UBS AG BFM8T61CT2L1QCEMIK50 9639115.08000000 EUR 236036770.10000000 CZK 2026-06-17 31256.99000000 N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 000000000 49350000.00000000 PA 915449.63000000 0.237946166877 Long DBT NUSS DO Y 2 2035-09-15 Fixed 11.25000000 N N N N N N SWAP GOLDMAN SACHS BOC N/A 000000000 -810000.00000000 NS USD -810000.00000000 -0.21053741118 Short STIV CORP US N 2 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 120000000.00000000 OU Notional Amount 205802.16000000 0.053492659237 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2033-06-21 0.00000000 THB 0.00000000 THB 120000000.00000000 THB 205802.16000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -11189.39000000 -0.00290837679 N/A DFE TH N 2 UBS AG BFM8T61CT2L1QCEMIK50 586097.83000000 USD 18678000.00000000 THB 2026-06-17 -11189.39000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 11797.32000000 0.003066391619 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 110600000.00000000 ZAR 6629964.08000000 USD 2026-06-17 11797.32000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 126600000.00000000 OU Notional Amount 42026.16000000 0.010923554232 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-12-17 0.00000000 CNY 0.00000000 CNY 126600000.00000000 CNY 42026.16000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 69491.50000000 0.018062420381 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 47507500000.00000000 IDR 2794644.31000000 USD 2026-09-17 69491.50000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -500446.94000000 -0.13007753479 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 47449661.00000000 BRL 9012709.25000000 USD 2026-06-02 -500446.94000000 N N N KAZAKH GOV BOND - MEOKAM 5493007OEK8EF02UO833 000000000 746612000.00000000 PA 1677348.43000000 0.435980982848 Long DBT NUSS KZ N 2 2030-10-09 Fixed 16.95000000 N N N N N N SERBIA TREASURY BONDS 254900W94OCY91V32O78 000000000 44730000.00000000 PA 487903.49000000 0.126817207028 Long DBT NUSS RS N 2 2031-10-26 Fixed 7.00000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 49943085.00000000 OU Notional Amount -75099.53000000 -0.01952007484 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2033-09-20 0.00000000 CZK 0.00000000 CZK 49943085.00000000 CZK -75099.53000000 N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 000000000 523000.00000000 PA USD 248294.25000000 0.064537319268 Long DBT NUSS VE Y 2 2025-04-21 None 0.00000000 Y N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 1927.98000000 0.000501125824 N/A DFE UY N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1022727.27000000 USD 41400000.00000000 UYU 2026-06-17 1927.98000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 5600000.00000000 OU Notional Amount 1905.93000000 0.000495394528 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-12-17 0.00000000 CNY 0.00000000 CNY 5600000.00000000 CNY 1905.93000000 N N N ALBANIA GOVT BOND 254900EDM43U3SGRND29 000000000 43200000.00000000 PA 542180.32000000 0.140924988849 Long DBT NUSS AL N 2 2032-02-07 Fixed 4.05000000 N N N N N N REPUBLIC OF GUATEMALA 529900QKDFFU9UWW5315 000000000 283000.00000000 PA USD 304225.00000000 0.079074992491 Long DBT NUSS GT Y 2 2036-06-13 Fixed 6.60000000 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 4719.94000000 0.001226819689 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 345233000.00000000 UGX 92680.00000000 USD 2026-11-06 4719.94000000 N N N ALBANIA GOVT BOND 254900EDM43U3SGRND29 000000000 114500000.00000000 PA 1420859.39000000 0.369313651393 Long DBT NUSS AL N 2 2027-07-10 Fixed 4.30000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC N/A 41356.54000000 0.010749504774 N/A DFE XX N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 12800000.00000000 RON 2486642.65000000 EUR 2026-06-17 41356.54000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -126807.03000000 -0.03296002940 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 202796622.13000000 ZAR 12008291.20000000 USD 2026-06-17 -126807.03000000 N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 129000.00000000 PA USD 32673.28000000 0.008492528131 Long DBT NUSS LB Y 2 2020-06-19 None 0.00000000 Y N N N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 154000.00000000 PA USD 39513.04000000 0.010270337221 Long DBT NUSS LB Y 2 2029-05-25 None 0.00000000 Y N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 155309.81000000 0.040368549788 N/A DFE ZA N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 14707429.80000000 USD 248379809.78000000 ZAR 2026-06-17 155309.81000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 15600000.00000000 OU Notional Amount -345941.76000000 -0.08991812663 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2027-01-04 0.00000000 BRL 0.00000000 BRL 15600000.00000000 BRL -345941.76000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC N/A -6019.48000000 -0.00156459967 N/A DFE XX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 299320556.48000000 HUF 813094.67000000 EUR 2026-06-17 -6019.48000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 4982000.00000000 OU Notional Amount -18875.82000000 -0.00490625466 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-01-02 0.00000000 BRL 0.00000000 BRL 4982000.00000000 BRL -18875.82000000 N N N ALBANIA GOVT BOND 254900EDM43U3SGRND29 000000000 6100000.00000000 PA 79311.23000000 0.020614791409 Long DBT NUSS AL N 2 2040-02-19 Fixed 5.59000000 N N N N N N ZAMBIA GOVERNMENT BOND 213800DMLAZ6LGMMD849 000000000 2558000.00000000 PA 142289.27000000 0.036984215487 Long DBT NUSS ZM N 2 2028-11-24 Fixed 16.00000000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -3071.86000000 -0.00079844623 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 211270.56000000 EUR 244920.53000000 USD 2026-05-08 -3071.86000000 N N N ROMANIA GOVERNMENT BOND 315700IASY927EDWBK92 000000000 1510000.00000000 PA 359238.23000000 0.093374181410 Long DBT NUSS RO N 2 2038-02-24 Fixed 7.90000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 473242.71000000 0.123006537068 N/A DFE KZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 2074895.06000000 USD 1255519000.00000000 KZT 2026-10-27 473242.71000000 N N N ALBANIA GOVT BOND 254900EDM43U3SGRND29 000000000 1800000.00000000 PA 22254.64000000 0.005784486780 Long DBT NUSS AL N 2 2028-01-10 Fixed 3.70000000 N N N N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 000000000 50000000.00000000 PA 1653197.16000000 0.429703518820 Long DBT NUSS TH N 2 2038-06-17 Fixed 3.30000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -2494.63000000 -0.00064841103 N/A DFE ID N 2 UBS AG BFM8T61CT2L1QCEMIK50 341932.45000000 USD 5887434000.00000000 IDR 2026-06-17 -2494.63000000 N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 1000.00000000 PA USD 253.93000000 0.000066002178 Long DBT NUSS LB Y 2 2024-12-03 None 0.00000000 Y N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 32692.24000000 0.008497456265 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 306490147.74000000 ZAR 18372682.37000000 USD 2026-06-17 32692.24000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 475.40000000 0.000123567265 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 152067000.00000000 UGX 40850.99000000 USD 2026-05-04 475.40000000 N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 922646AS3 1478000.00000000 PA USD 780014.50000000 0.202743498168 Long DBT NUSS VE N 2 2027-09-15 None 0.00000000 Y N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 11300.38000000 0.002937225618 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 36442683.35000000 ZAR 2191985.33000000 USD 2026-06-17 11300.38000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 6158.76000000 0.001600801711 N/A DFE UZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 213126.48000000 USD 2788760000.00000000 UZS 2027-03-11 6158.76000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 53912.93000000 0.014013195940 N/A DFE BR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 808191.68000000 USD 4300000.00000000 BRL 2026-06-02 53912.93000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 74524.63000000 0.019370645271 N/A DFE KZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 921278.82000000 USD 467549000.00000000 KZT 2026-06-11 74524.63000000 N N N SRI LANKA GOVT BOND 254900IG6Y30I2QE2R92 000000000 557000000.00000000 PA 1795285.09000000 0.466635401466 Long DBT NUSS LK N 2 2028-10-15 Fixed 11.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -38.00000000 NC USD 66164.08000000 0.017197548292 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 10 Year U.S. Treasury Notes TYM6 Comdty 2026-06-18 -4268726.58000000 USD 66164.08000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -10657.47000000 -0.00277011869 N/A DFE ID N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1217230.92000000 USD 20927607800.00000000 IDR 2026-06-17 -10657.47000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 8278.72000000 0.002151827502 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 696026000.00000000 UGX 185359.79000000 USD 2026-11-12 8278.72000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 19000000.00000000 OU Notional Amount -78857.24000000 -0.02049678908 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-06-17 0.00000000 PLN 0.00000000 PLN 19000000.00000000 PLN -78857.24000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC N/A -603.79000000 -0.00015693874 N/A DFE XX N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 435369.18000000 PLN 101613.66000000 EUR 2026-06-17 -603.79000000 N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 223000.00000000 PA USD 56876.15000000 0.014783404171 Long DBT NUSS LB Y 2 2024-04-22 None 0.00000000 Y N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -94465.32000000 -0.02455368385 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 62730000.00000000 CNY 9114855.02000000 USD 2026-06-17 -94465.32000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 123900000.00000000 OU Notional Amount 755.17000000 0.000196285847 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-06-17 0.00000000 INR 0.00000000 INR 123900000.00000000 INR 755.17000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 8000000.00000000 OU Notional Amount 22.06000000 0.000005733895 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-06-17 0.00000000 CNY 0.00000000 CNY 8000000.00000000 CNY 22.06000000 N N N KAZAKH GOV BOND - MEUKAM 5493007OEK8EF02UO833 000000000 1205513000.00000000 PA 2458775.72000000 0.639091697250 Long DBT NUSS KZ N 2 2031-05-12 Fixed 14.00000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -15172.50000000 -0.00394367761 N/A DFE TH N 2 UBS AG BFM8T61CT2L1QCEMIK50 489093.77000000 USD 15397063.00000000 THB 2026-06-17 -15172.50000000 N N N BNP Paribas Suisse SA R0MUWSFPU8MPRO8K5P83 000000000 105420000.00000000 OU Notional Amount -9664.71000000 -0.00251207780 N/A DIR FR N 2 BNP Paribas Suisse SA R0MUWSFPU8MPRO8K5P83 N/A N/A Y 2030-06-18 0.00000000 MYR 0.00000000 MYR 105420000.00000000 MYR -9664.71000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3316000000.00000000 OU Notional Amount -34024.10000000 -0.00884363695 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-03-18 0.00000000 KRW 0.00000000 KRW 3316000000.00000000 KRW -34024.10000000 N N N Lebanon Government International Bonds 529900QPC4K9S1KHL354 000000000 145000.00000000 PA USD 36859.19000000 0.009580541285 Long DBT NUSS LB Y 2 2027-03-23 None 0.00000000 Y N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC N/A 239552.29000000 0.062265085160 N/A DFE HU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 3940248.68000000 EUR 1515950000.00000000 HUF 2026-06-17 239552.29000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 -4000000.00000000 OU Notional Amount USD -15000.00000000 -0.00389884094 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 -15000.00000000 0.00000000 DFE KR -4000000.00000000 USD -6440000000.00000000 KRW 2026-10-01 1.00000000 1610.00000000 USD 2026-10-01 XXXX 29400.00000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 212989.78000000 0.055360885049 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 835500000.00000000 INR 8982924.38000000 USD 2026-06-17 212989.78000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 785000000.00000000 OU Notional Amount -255477.59000000 -0.06640443261 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-09-17 0.00000000 INR 0.00000000 INR 785000000.00000000 INR -255477.59000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3659000000.00000000 OU Notional Amount -36403.25000000 -0.00946203211 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-03-18 0.00000000 KRW 0.00000000 KRW 3659000000.00000000 KRW -36403.25000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -4928.95000000 -0.00128114613 N/A DFE UG N 2 Citibank NA E57ODZWZ7FF32TWEFA76 449382.01000000 USD 1673948000.00000000 UGX 2026-05-04 -4928.95000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -6357.87000000 -0.00165255492 N/A DFE ZA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 3573053.66000000 USD 59605109.47000000 ZAR 2026-06-17 -6357.87000000 N N N ZAMBIA GOVERNMENT BOND 213800DMLAZ6LGMMD849 000000000 23847000.00000000 PA 1290151.72000000 0.335339756993 Long DBT NUSS ZM N 2 2036-02-16 Fixed 16.60000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -98677.15000000 -0.02564843420 N/A DFE ZA N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 5904957.48000000 USD 97032097.80000000 ZAR 2026-06-17 -98677.15000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 11387.01000000 0.002959742724 N/A DFE KZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 515579.83000000 USD 247163815.00000000 KZT 2026-06-08 11387.01000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 3350000000.00000000 OU Notional Amount 12104.04000000 0.003146115119 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-06-17 0.00000000 COP 0.00000000 COP 3350000000.00000000 COP 12104.04000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 8832.51000000 0.002295770110 N/A DFE TW N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 4617476.83000000 USD 146000000.00000000 TWD 2026-07-08 8832.51000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 117403.10000000 0.030515734245 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 35540000.00000000 MYR 9076514.46000000 USD 2026-06-16 117403.10000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 69226.68000000 0.017993587644 N/A DFE KZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 921277.73000000 USD 465061000.00000000 KZT 2026-06-11 69226.68000000 N N N UZBEKISTAN INTL BOND 213800L6VDKUM3TCM927 000000000 55720000000.00000000 PA 4843573.58000000 1.258954867181 Long DBT NUSS UZ Y 2 2026-10-12 Fixed 16.25000000 N N N N N N UGANDA GOVERNMENT BOND 549300NF1DEFHG8XLQ11 000000000 12929400000.00000000 PA 3485806.62000000 0.906040372427 Long DBT NUSS UG N 2 2039-06-23 Fixed 15.80000000 N N N N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC N/A -67708.62000000 -0.01759900934 N/A DFE XX N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 32700000.00000000 PLN 7613053.85000000 EUR 2026-06-17 -67708.62000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 3991.26000000 0.001037419194 N/A DFE UZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 155879.30000000 USD 2035783675.00000000 UZS 2027-03-18 3991.26000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -3945.53000000 -0.00102553292 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 30595000.00000000 KES 225793.36000000 USD 2027-02-18 -3945.53000000 N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 16123700000.00000000 PA 4283246.02000000 1.113312998171 Long DBT NUSS CO N 2 2033-02-09 Fixed 13.25000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -76285.82000000 -0.01982841858 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 346718299.00000000 KZT 651726.13000000 USD 2026-07-21 -76285.82000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 102595.14000000 0.026666808858 N/A DFE BR N 2 Bank of America NA B4TYDEB6GKMZO031MB27 9941926.05000000 USD 50100000.00000000 BRL 2026-06-02 102595.14000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 14400000.00000000 OU Notional Amount 2628.97000000 0.000683329059 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-09-17 0.00000000 CNY 0.00000000 CNY 14400000.00000000 CNY 2628.97000000 N N N TURKIYE GOVERNMENT BOND 5493000PCHOG3B6S3Q85 000000000 44155000.00000000 PA 860165.31000000 0.223576515504 Long DBT NUSS TR N 2 2029-09-12 Fixed 30.00000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -41058.16000000 -0.01067194903 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 568480000.00000000 KZT 1169711.93000000 USD 2026-06-11 -41058.16000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1524200000.00000000 OU Notional Amount -14233.16000000 -0.00369952180 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-03-18 0.00000000 KRW 0.00000000 KRW 1524200000.00000000 KRW -14233.16000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 28800000.00000000 OU Notional Amount -8502.40000000 -0.00220996701 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-03-18 0.00000000 THB 0.00000000 THB 28800000.00000000 THB -8502.40000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 922000000.00000000 OU Notional Amount 3382.22000000 0.000879115855 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-06-17 0.00000000 KRW 0.00000000 KRW 922000000.00000000 KRW 3382.22000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC N/A -162486.20000000 -0.04223385666 N/A DFE XX N 2 UBS AG BFM8T61CT2L1QCEMIK50 673900000.00000000 HUF 1703980.70000000 EUR 2026-06-17 -162486.20000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 32140000.00000000 OU Notional Amount -50524.51000000 -0.01313246856 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-06-18 0.00000000 CZK 0.00000000 CZK 32140000.00000000 CZK -50524.51000000 N N N SRI LANKA GOVT BOND 254900IG6Y30I2QE2R92 000000000 30000000.00000000 PA 85287.73000000 0.022168219604 Long DBT NUSS LK N 2 2033-06-01 Fixed 9.00000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC N/A -524927.04000000 -0.13644046921 N/A DFE XX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 2020200000.00000000 HUF 5075980.15000000 EUR 2026-06-17 -524927.04000000 N N N ZAMBIA GOVERNMENT BOND 213800DMLAZ6LGMMD849 000000000 1056000.00000000 PA 52954.39000000 0.013764049606 Long DBT NUSS ZM Y 2 2031-09-20 Fixed 13.00000000 N N N N N N CORP ANDINA DE FOMENTO UKZ46SXGNYCZK0UOZE76 000000000 107000000.00000000 PA 1125761.21000000 0.292610926871 Long DBT NUSS XX N 2 2034-04-26 Fixed 8.25000000 N N N N N N SWAP DEUTSCHE BANK BOC N/A 000000000 -2320000.00000000 NS USD -2320000.00000000 -0.60302073327 Short STIV CORP US N 2 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC N/A -542429.70000000 -0.14098980838 N/A DFE XX N 2 UBS AG BFM8T61CT2L1QCEMIK50 2249688797.34000000 HUF 5688420.08000000 EUR 2026-06-17 -542429.70000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 17330000.00000000 OU Notional Amount 58889.26000000 0.015306657218 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-12-20 0.00000000 CNY 0.00000000 CNY 17330000.00000000 CNY 58889.26000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC N/A 17395.99000000 0.004521613209 N/A DFE RO N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 524381.22000000 EUR 2803342.00000000 RON 2026-05-12 17395.99000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 4000000.00000000 OU Notional Amount -20772.57000000 -0.00539926310 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-01-02 0.00000000 BRL 0.00000000 BRL 4000000.00000000 BRL -20772.57000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 20700000.00000000 OU Notional Amount -30810.52000000 -0.00800835446 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2033-09-20 0.00000000 CZK 0.00000000 CZK 20700000.00000000 CZK -30810.52000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 6800000.00000000 OU Notional Amount USD 54298.00000000 0.014113284385 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 54298.00000000 0.01000000 DFE US 9792000000.00000000 KRW 6800000.00000000 USD 2026-09-14 1.00000000 1440.00000000 USD 2026-09-14 XXXX -2026.40000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC N/A -8542.25000000 -0.00222032493 N/A DFE XX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 4100000.00000000 PLN 954497.03000000 EUR 2026-06-17 -8542.25000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC N/A 13859.55000000 0.003602412070 N/A DFE XX N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 4289579.00000000 RON 833332.04000000 EUR 2026-06-17 13859.55000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -262.26000000 -0.00006816733 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 3718501.51000000 EUR 4364567.72000000 USD 2026-05-08 -262.26000000 N N N ARMENIAN TREASURY BONDS 5299000H77JSW90G7935 000000000 363902000.00000000 PA 1061947.94000000 0.276024407531 Long DBT NUSS AM N 2 2050-10-29 Fixed 9.75000000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 42511.47000000 0.011049697332 N/A DFE KZ N 2 Bank of America NA B4TYDEB6GKMZO031MB27 411583.27000000 USD 219744308.00000000 KZT 2026-09-04 42511.47000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -2568.20000000 -0.00066753355 N/A DFE ID N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 351404.88000000 USD 6050454000.00000000 IDR 2026-06-17 -2568.20000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 45400000.00000000 OU Notional Amount 77691.56000000 0.020193802362 N/A DIR GB N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 N/A N/A Y 2029-06-19 0.00000000 MYR 0.00000000 MYR 45400000.00000000 MYR 77691.56000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC N/A -16154.89000000 -0.00419902310 N/A DFE RO N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 971344.78000000 EUR 5000000.00000000 RON 2026-06-17 -16154.89000000 N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 107000.00000000 PA USD 27257.81000000 0.007084924385 Long DBT NUSS LB Y 2 2028-11-03 None 0.00000000 Y N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 14367.41000000 0.003734416428 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 25500000.00000000 MXN 1468891.72000000 USD 2026-06-17 14367.41000000 N N N TURKIYE GOVERNMENT BOND 5493000PCHOG3B6S3Q85 000000000 11214000.00000000 PA 248677.44000000 0.064636919058 Long DBT NUSS TR N 2 2029-07-04 Floating 40.92000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -541.18000000 -0.00014066498 N/A DFE ID N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 62137.75000000 USD 1068371700.00000000 IDR 2026-06-17 -541.18000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC N/A -121064.69000000 -0.03146746471 N/A DFE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 20466459.00000000 PLN 4681043.64000000 EUR 2026-09-04 -121064.69000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 14000000.00000000 OU Notional Amount USD 22008.00000000 0.005720379438 N/A DFE US 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 22008.00000000 0.01000000 DFE US 94080000.00000000 CNY 14000000.00000000 USD 2026-07-15 1.00000000 6.72000000 USD 2026-07-15 XXXX -29652.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 -6303000.00000000 OU Notional Amount USD -77041.57000000 -0.02002485518 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 -77041.57000000 -0.02000000 DFE BR -6303000.00000000 USD -44121000.00000000 BRL 2027-07-14 1.00000000 7.00000000 USD 2027-07-14 XXXX 347402.45000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 6000000.00000000 OU Notional Amount -504.89000000 -0.00013123238 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-06-18 0.00000000 MYR 0.00000000 MYR 6000000.00000000 MYR -504.89000000 N N N ARMENIAN TREASURY BONDS 5299000H77JSW90G7935 000000000 393410000.00000000 PA 1145381.23000000 0.297710616029 Long DBT NUSS AM N 2 2052-10-29 Fixed 9.75000000 N N N N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 566000.00000000 PA USD 143551.75000000 0.037312362735 Long DBT NUSS LB Y 2 2023-01-27 None 0.00000000 Y N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -796226.97000000 -0.20695748762 N/A DFE TH N 2 UBS AG BFM8T61CT2L1QCEMIK50 25666810.56000000 USD 808011730.00000000 THB 2026-06-17 -796226.97000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -9028.70000000 -0.00234676435 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 10781651.00000000 ZAR 636131.92000000 USD 2026-06-17 -9028.70000000 N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 51505500.00000000 PA 2831996.83000000 0.736100347002 Long DBT NUSS MX N 2 2031-05-29 Fixed 7.75000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 5150000000.00000000 OU Notional Amount -52418.61000000 -0.01362478820 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2030-06-18 0.00000000 CLP 0.00000000 CLP 5150000000.00000000 CLP -52418.61000000 N N N UZBEKISTAN INTL BOND 213800L6VDKUM3TCM927 000000000 40000000000.00000000 PA 3552205.40000000 0.923298924584 Long DBT NUSS UZ Y 2 2027-05-29 Fixed 16.63000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC N/A -7630.85000000 -0.00198343136 N/A DFE XX N 2 UBS AG BFM8T61CT2L1QCEMIK50 34644903.00000000 HUF 88215.28000000 EUR 2026-06-17 -7630.85000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -237047.97000000 -0.06161415546 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 1165343546.00000000 KZT 2247528.54000000 USD 2026-06-08 -237047.97000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC N/A 21134.66000000 0.005493378521 N/A DFE CZ N 2 UBS AG BFM8T61CT2L1QCEMIK50 6517564.55000000 EUR 159598145.00000000 CZK 2026-06-17 21134.66000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 34133000.00000000 OU Notional Amount -49000.74000000 -0.01273640610 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-06-17 0.00000000 PLN 0.00000000 PLN 34133000.00000000 PLN -49000.74000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC N/A -8721.77000000 -0.00226698626 N/A DFE RO N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 524413.18000000 EUR 2699418.31000000 RON 2026-06-17 -8721.77000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 226342.21000000 0.058831485105 N/A DFE MX N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 10191961.44000000 USD 182648540.84000000 MXN 2026-06-17 226342.21000000 N N N KAZAKH GOV BOND - MEUKAM 5493007OEK8EF02UO833 000000000 11275000.00000000 PA 23419.29000000 0.006087205788 Long DBT NUSS KZ N 2 2032-03-06 Fixed 14.60000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 000000000 16960000.00000000 PA 962530.80000000 0.250183633108 Long DBT NUSS ZA N 2 2048-02-28 Fixed 8.75000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 11084.84000000 0.002881201872 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 180000000.00000000 INR 1900478.29000000 USD 2026-06-17 11084.84000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 30000.00000000 OU Notional Amount -11.99000000 -0.00000311647 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2033-12-20 0.00000000 CZK 0.00000000 CZK 30000.00000000 CZK -11.99000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC N/A -37028.80000000 -0.00962462677 N/A DFE XX N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 26700000.00000000 PLN 6231687.56000000 EUR 2026-06-17 -37028.80000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 1199.49000000 0.000311774715 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1614513007.00000000 IDR 94283.64000000 USD 2026-06-17 1199.49000000 N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 000000000 38328907.00000000 PA 2215423.27000000 0.575838864129 Long DBT NUSS ZA N 2 2037-01-31 Fixed 8.50000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC N/A -195719.30000000 -0.05087189474 N/A DFE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 40767824.00000000 PLN 9361153.62000000 EUR 2026-09-08 -195719.30000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 2026.59000000 0.000526756805 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 3114622500.00000000 IDR 181598.99000000 USD 2026-06-17 2026.59000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -14829.00000000 -0.00385439416 N/A DFE ID N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 2636333.28000000 USD 45469103790.00000000 IDR 2026-06-17 -14829.00000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 13600000.00000000 OU Notional Amount 40074.29000000 0.010416218853 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-06-19 0.00000000 CNY 0.00000000 CNY 13600000.00000000 CNY 40074.29000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -602.33000000 -0.00015655925 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 8540378.68000000 EUR 10024215.67000000 USD 2026-05-08 -602.33000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 1667180.52000000 0.433338111924 N/A DFE BR N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 30024787.50000000 USD 158073000.00000000 BRL 2026-06-02 1667180.52000000 N N N The Federal Republic of Nigeria 549300G1JG004Y3K8S97 000000000 880544000.00000000 PA 640046.52000000 0.166362638714 Long STIV NUSS NG N 2 2026-05-05 None 0.00000000 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -23873.38000000 -0.00620523410 N/A DFE UG N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 419341.39000000 USD 1553659855.00000000 UGX 2026-11-10 -23873.38000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 64180.18000000 0.016681887588 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 35623095.00000000 EGP 711750.15000000 USD 2026-06-24 64180.18000000 N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 531000.00000000 PA USD 141130.51000000 0.036683027425 Long DBT NUSS LB Y 2 2021-04-12 None 0.00000000 Y N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 000000000 106538802.00000000 PA 6035284.57000000 1.568707640903 Long DBT NUSS ZA N 2 2044-01-31 Fixed 8.75000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -1146.05000000 -0.00029788444 N/A DFE VN N 2 Citibank NA E57ODZWZ7FF32TWEFA76 267262.87000000 USD 7015115700.00000000 VND 2026-05-08 -1146.05000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 1394.85000000 0.000362553219 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 3639000.00000000 UYU 91524.14000000 USD 2026-06-08 1394.85000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 23820000.00000000 OU Notional Amount -25135.96000000 -0.00653340734 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-12-17 0.00000000 CZK 0.00000000 CZK 23820000.00000000 CZK -25135.96000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 9356.99000000 0.002432094384 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 688612000.00000000 UGX 185359.89000000 USD 2026-10-23 9356.99000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC N/A -1891.83000000 -0.00049172961 N/A DFE XX N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 9054146.25000000 HUF 23141.40000000 EUR 2026-06-17 -1891.83000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 86782.05000000 0.022556627338 N/A DFE KZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 699037.86000000 USD 374390000.00000000 KZT 2026-07-22 86782.05000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 68480000.00000000 OU Notional Amount 121553.76000000 0.031594585123 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-06-19 0.00000000 THB 0.00000000 THB 68480000.00000000 THB 121553.76000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -22351.35000000 -0.00580962390 N/A DFE PE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1459441.30000000 USD 5054899.00000000 PEN 2026-06-17 -22351.35000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -675.32000000 -0.00017553101 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 9575291.03000000 EUR 11238937.52000000 USD 2026-05-08 -675.32000000 N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 7195000.00000000 PA 6381344.10000000 1.658656378634 Long DBT NUSS BR N 2 2035-05-15 Fixed 6.00000000 N N N N N N ZAMBIA GOVERNMENT BOND 213800DMLAZ6LGMMD849 000000000 7196000.00000000 PA 399859.50000000 0.103932572799 Long DBT NUSS ZM N 2 2033-01-26 Fixed 16.85000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 15734800.00000000 OU Notional Amount 125675.68000000 0.032665965822 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-06-18 0.00000000 PLN 0.00000000 PLN 15734800.00000000 PLN 125675.68000000 N N N ROMANIA GOVERNMENT BOND 315700IASY927EDWBK92 000000000 4230000.00000000 PA 1004441.60000000 0.261077202654 Long DBT NUSS RO N 2 2032-09-29 Fixed 8.25000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 711000000.00000000 OU Notional Amount -11565.27000000 -0.00300607654 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-03-18 0.00000000 CLP 0.00000000 CLP 711000000.00000000 CLP -11565.27000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 60.52000000 0.000015730523 N/A DFE XX N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 196985.51000000 USD 167868.16000000 EUR 2026-05-08 60.52000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 18380000.00000000 OU Notional Amount -93693.53000000 -0.02435307808 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2029-01-02 0.00000000 BRL 0.00000000 BRL 18380000.00000000 BRL -93693.53000000 N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 000000000 30700000.00000000 PA 900560.60000000 0.234076169554 Long DBT NUSS TH N 2 2035-06-17 Fixed 1.60000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 11200000.00000000 OU Notional Amount USD 12331.20000000 0.003205159166 N/A DFE US 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 12331.20000000 0.00000000 DFE US 957600000.00000000 INR 11200000.00000000 USD 2029-01-30 1.00000000 85.50000000 USD 2029-01-30 XXXX -82868.80000000 N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 000000000 7446000000.00000000 PA 1219539.16000000 0.316985947635 Long DBT NUSS PY Y 2 2031-02-09 Fixed 7.90000000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 1617.30000000 0.000420373030 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 722903000.00000000 UGX 185359.74000000 USD 2026-11-16 1617.30000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -4753.46000000 -0.00123553229 N/A DFE XX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1788840.54000000 USD 1519905.82000000 EUR 2026-05-08 -4753.46000000 N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 000000000 1169600.00000000 PA USD 565794.00000000 0.147062721017 Long DBT NUSS VE Y 2 2024-10-13 None 0.00000000 Y N N N N N UGANDA GOVERNMENT BOND 549300NF1DEFHG8XLQ11 000000000 7773600000.00000000 PA 2179949.69000000 0.566618474377 Long DBT NUSS UG N 2 2035-11-08 Fixed 16.25000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4000000.00000000 OU Notional Amount USD 48296.00000000 0.012553228161 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 48296.00000000 0.01000000 DFE US 5700000000.00000000 KRW 4000000.00000000 USD 2026-10-01 1.00000000 1425.00000000 USD 2026-10-01 XXXX 2816.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 70432.25000000 0.018306942690 N/A DFE TW N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 4152568.92000000 USD 132550000.00000000 TWD 2026-10-08 70432.25000000 N N N Nigeria OMO Bill 549300G1JG004Y3K8S97 000000000 228778000.00000000 PA 160220.26000000 0.041644887357 Long STIV NUSS NG N 2 2026-07-10 Variable 1.00000000 N N N N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 000000000 272200.00000000 PA USD 137120.75000000 0.035640799660 Long DBT NUSS VE Y 2 2023-05-07 None 0.00000000 Y N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 84400000.00000000 OU Notional Amount 47947.68000000 0.012462691875 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-03-18 0.00000000 CNY 0.00000000 CNY 84400000.00000000 CNY 47947.68000000 N N N EUROPE ASIA INVST FIN BV 724500NLUHSB0SRCRO66 000000000 25786585000.00000000 PA 2165074.30000000 0.562752022401 Long DBT CORP NL Y 3 2026-07-21 Fixed 18.70000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 16670000.00000000 OU Notional Amount 18402.72000000 0.004783285219 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2027-01-04 0.00000000 BRL 0.00000000 BRL 16670000.00000000 BRL 18402.72000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC N/A -67482.64000000 -0.01754027200 N/A DFE RO N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 4057525.63000000 EUR 20886124.53000000 RON 2026-06-17 -67482.64000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC N/A -39570.91000000 -0.01028537895 N/A DFE PL N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 4817224.26000000 EUR 20466459.00000000 PLN 2026-09-04 -39570.91000000 N N N The Federal Republic of Nigeria 549300G1JG004Y3K8S97 000000000 6709686000.00000000 PA 4717785.67000000 1.226259730230 Long STIV NUSS NG N 2 2026-07-14 None 0.00000000 N N N N N N ZAMBIA GOVERNMENT BOND 213800DMLAZ6LGMMD849 000000000 5745000.00000000 PA 320949.19000000 0.083421989610 Long DBT NUSS ZM N 2 2035-12-22 Fixed 17.50000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 6800000.00000000 OU Notional Amount -74284.62000000 -0.01930826121 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2027-01-04 0.00000000 BRL 0.00000000 BRL 6800000.00000000 BRL -74284.62000000 N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 922646BL7 60000.00000000 PA USD 31500.00000000 0.008187565990 Long DBT NUSS VE N 2 2034-01-13 None 0.00000000 Y N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 883.75000000 0.000229706712 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 341920320.00000000 UGX 91667.65000000 USD 2026-05-04 883.75000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 323723.75000000 0.084143160819 N/A DFE KZ N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 3429287.79000000 USD 1802433665.00000000 KZT 2026-08-13 323723.75000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 10423.40000000 0.002709278582 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 683978000.00000000 UGX 185359.89000000 USD 2026-10-20 10423.40000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 132012.37000000 0.034313015585 N/A DFE KZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 1152225.32000000 USD 613000000.00000000 KZT 2026-07-27 132012.37000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -12106.40000000 -0.00314672853 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 3853000000.00000000 COP 1036588.65000000 USD 2026-06-17 -12106.40000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -6227.95000000 -0.00161878576 N/A DFE ID N 2 UBS AG BFM8T61CT2L1QCEMIK50 572843.01000000 USD 9827746296.00000000 IDR 2026-06-17 -6227.95000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -3.00000000 NC USD 12421.88000000 0.003228728959 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT U.S. Long Bond Futures USM6 Comdty 2026-06-18 -350953.13000000 USD 12421.88000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 32630000.00000000 OU Notional Amount -4865.97000000 -0.00126477620 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-03-09 0.00000000 MXN 0.00000000 MXN 32630000.00000000 MXN -4865.97000000 N N N ZAMBIA GOVERNMENT BOND 213800DMLAZ6LGMMD849 000000000 5225000.00000000 PA 294448.81000000 0.076533938498 Long DBT NUSS ZM N 2 2032-12-22 Fixed 16.95000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -27534.78000000 -0.00715691518 N/A DFE ID N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 2478865.50000000 USD 42517501000.00000000 IDR 2026-06-17 -27534.78000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -58228.16000000 -0.01513482230 N/A DFE PH N 2 Citibank NA E57ODZWZ7FF32TWEFA76 869135.44000000 USD 49862300.00000000 PHP 2026-05-12 -58228.16000000 N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 3900000.00000000 PA 1071517.44000000 0.278511738095 Long DBT NUSS MY N 2 2042-10-15 Fixed 4.70000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 233010000.00000000 OU Notional Amount -65392.92000000 -0.01699710627 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-03-18 0.00000000 INR 0.00000000 INR 233010000.00000000 INR -65392.92000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 200000000.00000000 OU Notional Amount -60285.05000000 -0.01566945476 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-09-17 0.00000000 INR 0.00000000 INR 200000000.00000000 INR -60285.05000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC N/A 28515.03000000 0.007411704439 N/A DFE HU N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 9865072.02000000 EUR 3617732037.36000000 HUF 2026-06-17 28515.03000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 9800000.00000000 OU Notional Amount USD 10731.00000000 0.002789230814 N/A DFE US 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 10731.00000000 0.00000000 DFE US 837900000.00000000 INR 9800000.00000000 USD 2029-01-25 1.00000000 85.50000000 USD 2029-01-25 XXXX -69629.00000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 149984.35000000 0.038984341687 N/A DFE KZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 762484.41000000 USD 450652687.00000000 KZT 2026-11-03 149984.35000000 N N N REPUBLIC OF SURINAME INT 254900SYU4G5JM13TN77 000000000 209000.00000000 PA USD 217516.75000000 0.056537547449 Long DBT NUSS SR Y 2 2030-11-06 Fixed 7.70000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -29726.87000000 -0.00772668920 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1450460000.00000000 CLP 1582314.25000000 USD 2026-06-17 -29726.87000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 78668.40000000 0.020447705281 N/A DFE CN N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 7590626.91000000 USD 52240000.00000000 CNY 2026-06-17 78668.40000000 N N N EGYPT GOVERNMENT BOND 529900GFIVH4086NMH82 000000000 313792000.00000000 PA 5812601.90000000 1.510827353425 Long DBT NUSS EG N 2 2027-10-01 Fixed 24.46000000 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 6578.30000000 0.001709849693 N/A DFE XX N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 2686699.44000000 USD 2294466.77000000 EUR 2026-05-08 6578.30000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -8318.40000000 -0.00216214123 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 1930233660.00000000 COP 517045.34000000 USD 2026-06-17 -8318.40000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 4887.42000000 0.001270351548 N/A DFE XX N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1502597.42000000 USD 1284261.86000000 EUR 2026-05-08 4887.42000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -75128.10000000 -0.01952750084 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 346946403.00000000 KZT 651726.13000000 USD 2026-07-27 -75128.10000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 4113000.00000000 OU Notional Amount -19862.63000000 -0.00516274901 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-06-17 0.00000000 PLN 0.00000000 PLN 4113000.00000000 PLN -19862.63000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 18919000.00000000 OU Notional Amount -18329.74000000 -0.00476431605 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2032-08-12 0.00000000 PLN 0.00000000 PLN 18919000.00000000 PLN -18329.74000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 25000000.00000000 OU Notional Amount 958.20000000 0.000249057959 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-06-17 0.00000000 THB 0.00000000 THB 25000000.00000000 THB 958.20000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 8399.49000000 0.002183218370 N/A DFE TR N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 3310603.86000000 USD 151016505.55000000 TRY 2026-05-12 8399.49000000 N N N UGANDA GOVERNMENT BOND 549300NF1DEFHG8XLQ11 000000000 23000000.00000000 PA 5897.97000000 0.001533016463 Long DBT NUSS UG N 2 2034-06-22 Fixed 14.25000000 N N N N N N PETROLEOS DE VENEZUELA S 549300YWR8TN1OFD4P06 000000000 277172.00000000 PA USD 126113.26000000 0.032779702810 Long DBT CORP VE Y 2 2021-11-17 None 0.00000000 Y N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2000000.00000000 OU Notional Amount USD 5290.00000000 0.001374991240 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Put Purchased Citibank NA E57ODZWZ7FF32TWEFA76 Citibank NA E57ODZWZ7FF32TWEFA76 N/A 1.00000000 NC USD 5290.00000000 0.00000000 DFE US 13200000.00000000 CNY 2000000.00000000 USD 2026-11-04 1.00000000 6.60000000 USD 2026-11-04 XXXX -532.01000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -372652.01000000 -0.09686072772 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 300714326.21000000 MXN 16780144.00000000 USD 2026-06-17 -372652.01000000 N N N The Federal Republic of Nigeria 549300G1JG004Y3K8S97 000000000 940316000.00000000 PA 656761.70000000 0.170707293930 Long STIV NUSS NG N 2 2026-07-28 None 0.00000000 N N N N N N ZAMBIA GOVERNMENT BOND 213800DMLAZ6LGMMD849 000000000 6896000.00000000 PA 385234.27000000 0.100131143093 Long DBT NUSS ZM N 2 2032-11-24 Fixed 17.00000000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC N/A 10347.40000000 0.002689524454 N/A DFE CZ N 2 Bank of America NA B4TYDEB6GKMZO031MB27 7620177.31000000 EUR 186300000.00000000 CZK 2026-06-17 10347.40000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -39368.61000000 -0.01023279658 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 62960399.04000000 ZAR 3728103.54000000 USD 2026-06-17 -39368.61000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2900000.00000000 OU Notional Amount 5075.48000000 0.001319232616 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-06-17 0.00000000 PLN 0.00000000 PLN 2900000.00000000 PLN 5075.48000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -31885.99000000 -0.00828789356 N/A DFE CL N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 6335295.50000000 USD 5671800000.00000000 CLP 2026-05-13 -31885.99000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 47110000.00000000 OU Notional Amount -16030.11000000 -0.00416658995 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-06-17 0.00000000 CZK 0.00000000 CZK 47110000.00000000 CZK -16030.11000000 N N N ZAMBIA GOVERNMENT BOND 213800DMLAZ6LGMMD849 000000000 4094000.00000000 PA 227487.28000000 0.059129114825 Long DBT NUSS ZM N 2 2028-10-27 Fixed 16.00000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 3000000.00000000 OU Notional Amount USD 31983.00000000 0.008313108669 N/A DFE US 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 31983.00000000 0.01000000 DFE US 4260000000.00000000 KRW 3000000.00000000 USD 2026-09-28 1.00000000 1420.00000000 USD 2026-09-28 XXXX 7308.00000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC N/A -14437.43000000 -0.00375261621 N/A DFE XX N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 134034160.81000000 HUF 354114.64000000 EUR 2026-06-17 -14437.43000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -79457.49000000 -0.02065280770 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 2863000000.00000000 CLP 3102480.47000000 USD 2026-06-17 -79457.49000000 N N N ZAMBIA GOVERNMENT BOND 213800DMLAZ6LGMMD849 000000000 2302000.00000000 PA 160671.54000000 0.041762185287 Long DBT NUSS ZM N 2 2034-11-25 Fixed 22.50000000 N N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 535000000.00000000 PA 106128.53000000 0.027585217233 Long DBT NUSS CO N 2 2032-06-30 Fixed 7.00000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 215300000.00000000 OU Notional Amount -74405.43000000 -0.01933966248 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-09-17 0.00000000 INR 0.00000000 INR 215300000.00000000 INR -74405.43000000 N N N ZAMBIA GOVERNMENT BOND 213800DMLAZ6LGMMD849 000000000 10957000.00000000 PA 594446.35000000 0.154510118046 Long DBT NUSS ZM N 2 2033-02-16 Fixed 16.00000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 29847.51000000 0.007758046278 N/A DFE KZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 371801.08000000 USD 205606000.00000000 KZT 2027-03-11 29847.51000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 63.13000000 0.000016408921 N/A DFE XX N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 205470.97000000 USD 175099.34000000 EUR 2026-05-08 63.13000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 9137.22000000 0.002374971165 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 692319000.00000000 UGX 185359.84000000 USD 2026-11-10 9137.22000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 229149.16000000 0.059561075211 N/A DFE CO N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 5177508.23000000 USD 19864545839.48000000 COP 2026-06-17 229149.16000000 N N N The Federal Republic of Nigeria 549300G1JG004Y3K8S97 000000000 4286015000.00000000 PA 2972910.09000000 0.772726906214 Long STIV NUSS NG N 2 2026-08-11 None 0.00000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -1251.54000000 -0.00032530369 N/A DFE VN N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 188075.78000000 USD 4931911200.00000000 VND 2026-05-26 -1251.54000000 N N N Angola Government International Bonds 549300QHR2R3J8JSGK83 000000000 289000.00000000 PA USD 276642.48000000 0.071905668596 Long DBT NUSS AO Y 2 2049-11-26 Fixed 9.13000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 20210000.00000000 OU Notional Amount -8614.97000000 -0.00223922652 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-09-17 0.00000000 CNY 0.00000000 CNY 20210000.00000000 CNY -8614.97000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -73361.70000000 -0.01906837333 N/A DFE PE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 4790184.59000000 USD 16591211.51000000 PEN 2026-06-17 -73361.70000000 N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 000000000 158500000.00000000 PA 4331341.16000000 1.125814018253 Long DBT NUSS TH N 2 2042-06-17 Fixed 2.00000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC N/A -11573.87000000 -0.00300831188 N/A DFE XX N 2 UBS AG BFM8T61CT2L1QCEMIK50 87400000.00000000 CZK 3569183.98000000 EUR 2026-06-17 -11573.87000000 N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 000000000 935400.00000000 PA USD 478223.25000000 0.124301092621 Long DBT NUSS VE Y 2 2028-05-07 None 0.00000000 Y N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 1881.34000000 0.000489003028 N/A DFE PE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 499617.64000000 USD 1764000.00000000 PEN 2026-06-17 1881.34000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 20150000.00000000 OU Notional Amount -33355.41000000 -0.00866982922 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-03-18 0.00000000 CZK 0.00000000 CZK 20150000.00000000 CZK -33355.41000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 40000000.00000000 OU Notional Amount 177342.75000000 0.046095411700 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-06-12 0.00000000 PLN 0.00000000 PLN 40000000.00000000 PLN 177342.75000000 N N N NATIONAL BANK OF UZBEKIS 253400TZJ7T1YULTGN68 000000000 14170000000.00000000 PA 1241584.05000000 0.322715915624 Long DBT NUSS UZ Y 2 2027-07-05 Fixed 19.88000000 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 1577.27000000 0.000409968324 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 1081217427.00000000 UGX 288653.33000000 USD 2026-05-04 1577.27000000 N N N PETROLEOS DE VENEZUELA S 549300YWR8TN1OFD4P06 000000000 621900.00000000 PA USD 294625.13000000 0.076579768074 Long DBT CORP VE Y 2 2035-05-17 None 0.00000000 Y N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -21570.61000000 -0.00560669183 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 3134000000.00000000 COP 831255.64000000 USD 2026-06-18 -21570.61000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC N/A 1014358.71000000 0.263654884958 N/A DFE HU N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 11569293.65000000 EUR 4547850000.00000000 HUF 2026-06-17 1014358.71000000 N N N ALBANIA GOVT BOND 254900EDM43U3SGRND29 000000000 75900000.00000000 PA 954597.68000000 0.248121634901 Long DBT NUSS AL N 2 2030-01-22 Fixed 3.90000000 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 8258.72000000 0.002146629047 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 679344000.00000000 UGX 185359.89000000 USD 2026-07-28 8258.72000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -256676.41000000 -0.06671603317 N/A DFE ZA N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 13094712.14000000 USD 214543816.00000000 ZAR 2026-06-17 -256676.41000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -62181.65000000 -0.01616242421 N/A DFE PH N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1274710.21000000 USD 74557800.00000000 PHP 2026-05-12 -62181.65000000 N N N MONGOLIA INTL BOND N/A 60937LAJ4 200000.00000000 PA USD 205977.27000000 0.053538174307 Long DBT NUSS MN N 2 2030-02-25 Fixed 6.63000000 N N N N N N ZAMBIA GOVERNMENT BOND 213800DMLAZ6LGMMD849 000000000 7675000.00000000 PA 440043.61000000 0.114377336367 Long DBT NUSS ZM N 2 2040-11-24 Fixed 18.99000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 -2000000.00000000 OU Notional Amount USD -8114.00000000 -0.00210901303 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Call Written Citibank NA E57ODZWZ7FF32TWEFA76 Citibank NA E57ODZWZ7FF32TWEFA76 N/A 1.00000000 NC USD -8114.00000000 0.00000000 DFE KR -2000000.00000000 USD -3200000000.00000000 KRW 2026-09-21 1.00000000 1600.00000000 USD 2026-09-21 XXXX 12855.36000000 N N N ALBANIA GOVT BOND 254900EDM43U3SGRND29 000000000 353300000.00000000 PA 4592734.25000000 1.193756023771 Long DBT NUSS AL N 2 2029-07-22 Fixed 4.95000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 334000000.00000000 OU Notional Amount -44895.90000000 -0.01166946488 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-12-18 0.00000000 INR 0.00000000 INR 334000000.00000000 INR -44895.90000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -3391.41000000 -0.00088150454 N/A DFE UG N 2 Citibank NA E57ODZWZ7FF32TWEFA76 264321.32000000 USD 984250638.00000000 UGX 2026-05-13 -3391.41000000 N N N SRI LANKA GOVT BOND 254900IG6Y30I2QE2R92 000000000 316000000.00000000 PA 1020945.32000000 0.265366894610 Long DBT NUSS LK N 2 2029-12-15 Fixed 11.00000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 25340000.00000000 OU Notional Amount -6915.24000000 -0.00179742805 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-03-18 0.00000000 THB 0.00000000 THB 25340000.00000000 THB -6915.24000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 280000000.00000000 OU Notional Amount -93368.09000000 -0.02426848883 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-09-17 0.00000000 INR 0.00000000 INR 280000000.00000000 INR -93368.09000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -18713.47000000 -0.00486405620 N/A DFE XX N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 11657803.66000000 USD 9915615.20000000 EUR 2026-05-08 -18713.47000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2491800000.00000000 OU Notional Amount -23043.60000000 -0.00598955541 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-03-18 0.00000000 KRW 0.00000000 KRW 2491800000.00000000 KRW -23043.60000000 N N N ZAMBIA GOVERNMENT BOND 213800DMLAZ6LGMMD849 000000000 8188000.00000000 PA 457962.73000000 0.119034922954 Long DBT NUSS ZM N 2 2035-11-24 Fixed 17.50000000 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 30163.47000000 0.007840171464 N/A DFE MX N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 1358230.49000000 USD 24340635.35000000 MXN 2026-06-17 30163.47000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3800000.00000000 OU Notional Amount -6682.41000000 -0.00173691024 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-03-18 0.00000000 MYR 0.00000000 MYR 3800000.00000000 MYR -6682.41000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 43680.44000000 0.011353539206 N/A DFE KZ N 2 Bank of America NA B4TYDEB6GKMZO031MB27 405942.32000000 USD 210887036.00000000 KZT 2026-06-08 43680.44000000 N N N MONGOLIA INTL BOND N/A 000000000 500000.00000000 PA USD 514943.17000000 0.133845434468 Long DBT NUSS MN Y 2 2030-02-25 Fixed 6.63000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 970400000.00000000 OU Notional Amount -26339.12000000 -0.00684613597 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-03-20 0.00000000 INR 0.00000000 INR 970400000.00000000 INR -26339.12000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -6515.33000000 -0.00169348235 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 31165000.00000000 KES 227897.62000000 USD 2027-02-03 -6515.33000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 17350000.00000000 OU Notional Amount -4225.75000000 -0.00109836847 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-06-18 0.00000000 CNY 0.00000000 CNY 17350000.00000000 CNY -4225.75000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -196168.94000000 -0.05098876639 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 158300000.00000000 MXN 8833289.82000000 USD 2026-06-17 -196168.94000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC N/A 126616.69000000 0.032910555710 N/A DFE PL N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 21308705.19000000 EUR 91298291.66000000 PLN 2026-06-17 126616.69000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -14515.71000000 -0.00377296296 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 21100000.00000000 CNY 3083151.42000000 USD 2026-06-17 -14515.71000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 9040.83000000 0.002349917213 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 689539000.00000000 UGX 185359.95000000 USD 2026-10-21 9040.83000000 N N N ARMENIAN TREASURY BONDS 5299000H77JSW90G7935 000000000 786700000.00000000 PA 2197269.00000000 0.571120156712 Long DBT NUSS AM N 2 2028-04-29 Fixed 9.25000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 17000000.00000000 OU Notional Amount 66653.99000000 0.017324887036 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-06-21 0.00000000 PLN 0.00000000 PLN 17000000.00000000 PLN 66653.99000000 N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 343000.00000000 PA USD 87838.46000000 0.022831212309 Long DBT NUSS LB Y 2 2028-03-20 None 0.00000000 Y N N N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 143000.00000000 PA USD 36410.95000000 0.009464033520 Long DBT NUSS LB Y 2 2025-02-26 None 0.00000000 Y N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC N/A 6807.48000000 0.001769418785 N/A DFE PL N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 1145651.88000000 EUR 4908607.00000000 PLN 2026-06-17 6807.48000000 N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 84047700.00000000 PA 4017283.51000000 1.044183296532 Long DBT NUSS MX N 2 2053-07-31 Fixed 8.00000000 N N N N N N REPUBLIC OF SURINAME INT 254900SYU4G5JM13TN77 86886PAE2 672000.00000000 PA USD 699384.00000000 0.181785798498 Long DBT NUSS SR N 2 2030-11-06 Fixed 7.70000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -75962.59000000 -0.01974440375 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 144682844.00000000 TRY 3085909.01000000 USD 2026-05-18 -75962.59000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -183921.89000000 -0.04780547972 N/A DFE ZA N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 12628939.10000000 USD 207975857.00000000 ZAR 2026-06-17 -183921.89000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 250000000.00000000 OU Notional Amount -64042.36000000 -0.01664606503 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-03-18 0.00000000 INR 0.00000000 INR 250000000.00000000 INR -64042.36000000 N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 229718100.00000000 PA 12184016.05000000 3.166902712348 Long DBT NUSS MX N 2 2038-11-18 Fixed 8.50000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 948200000.00000000 OU Notional Amount 3799.19000000 0.000987495836 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-06-17 0.00000000 KRW 0.00000000 KRW 948200000.00000000 KRW 3799.19000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 5942.30000000 0.001544538837 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 29654608.00000000 EGP 558993.55000000 USD 2026-05-04 5942.30000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 21838.60000000 0.005676348528 N/A DFE CO N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 493431.96000000 USD 1893150418.00000000 COP 2026-06-17 21838.60000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC N/A -7648.09000000 -0.00198791243 N/A DFE XX N 2 Bank of America NA B4TYDEB6GKMZO031MB27 31766642.59000000 HUF 80332.70000000 EUR 2026-06-17 -7648.09000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 259000000.00000000 OU Notional Amount -216673.41000000 -0.05631834421 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-09-18 0.00000000 CZK 0.00000000 CZK 259000000.00000000 CZK -216673.41000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -1529.90000000 -0.00039765578 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 13389000.00000000 KES 99177.78000000 USD 2027-02-03 -1529.90000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -40913.48000000 -0.01063434340 N/A DFE ID N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 1803545.44000000 USD 30727905438.00000000 IDR 2026-09-17 -40913.48000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC N/A -58906.38000000 -0.01531110709 N/A DFE PL N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 7038779.01000000 EUR 29907772.00000000 PLN 2026-09-09 -58906.38000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC N/A -34143.95000000 -0.00887478869 N/A DFE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2803342.00000000 RON 510115.91000000 EUR 2026-05-12 -34143.95000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 13712000.00000000 OU Notional Amount -61333.77000000 -0.01594204093 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2029-01-02 0.00000000 BRL 0.00000000 BRL 13712000.00000000 BRL -61333.77000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -3314.37000000 -0.00086148009 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 818822.03000000 EUR 957830.58000000 USD 2026-05-08 -3314.37000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 32606.15000000 0.008475079518 N/A DFE TW N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 8578184.11000000 USD 272100000.00000000 TWD 2026-06-17 32606.15000000 N N N SRI LANKA GOVT BOND 254900IG6Y30I2QE2R92 000000000 10000000.00000000 PA 32314.27000000 0.008399213271 Long DBT NUSS LK N 2 2029-09-15 Fixed 11.00000000 N N N N N N SWAP JP MORGAN BOC N/A 000000000 -10000.00000000 NS USD -10000.00000000 -0.00259922729 Short STIV CORP US N 2 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -2990.02000000 -0.00077717416 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 13900000.00000000 THB 424851.68000000 USD 2026-06-17 -2990.02000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC N/A 273801.80000000 0.071167311296 N/A DFE HU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 5374485.81000000 EUR 2051280000.00000000 HUF 2026-06-17 273801.80000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC N/A -35745.72000000 -0.00929112512 N/A DFE XX N 2 Bank of America NA B4TYDEB6GKMZO031MB27 186300000.00000000 CZK 7598579.64000000 EUR 2026-06-17 -35745.72000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -81472.61000000 -0.02117658319 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 3000000000.00000000 CLP 3252727.14000000 USD 2026-06-17 -81472.61000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 79348.74000000 0.020624541111 N/A DFE KZ N 2 Bank of America NA B4TYDEB6GKMZO031MB27 809612.26000000 USD 416950315.00000000 KZT 2026-06-08 79348.74000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 23418.41000000 0.006086977056 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 30568053000.00000000 IDR 1785808.14000000 USD 2026-06-17 23418.41000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -35399.61000000 -0.00920116326 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 560000000.00000000 KZT 1169712.79000000 USD 2026-05-13 -35399.61000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC N/A -78856.13000000 -0.02049650057 N/A DFE PL N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 9593896.48000000 EUR 40767824.00000000 PLN 2026-09-08 -78856.13000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 315304.99000000 0.081954933738 N/A DFE BR N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 5678428.61000000 USD 29895507.00000000 BRL 2026-06-02 315304.99000000 N N N PETROLEOS DE VENEZUELA S 549300YWR8TN1OFD4P06 000000000 1680882.00000000 PA USD 663780.30000000 0.172531587601 Long DBT CORP VE Y 2 2024-05-16 None 0.00000000 Y N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 140538.75000000 0.036529215550 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 85000000.00000000 PHP 1522888.11000000 USD 2026-05-12 140538.75000000 N N N ZAMBIA GOVERNMENT BOND 213800DMLAZ6LGMMD849 000000000 5116000.00000000 PA 285805.86000000 0.074287439340 Long DBT NUSS ZM N 2 2031-01-26 Fixed 16.10000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 -3000000.00000000 OU Notional Amount USD -8910.00000000 -0.00231591152 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Call Written JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC USD -8910.00000000 0.00000000 DFE KR -3000000.00000000 USD -4890000000.00000000 KRW 2026-09-28 1.00000000 1630.00000000 USD 2026-09-28 XXXX 15765.87000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2841000.00000000 OU Notional Amount -11309.06000000 -0.00293948174 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-06-17 0.00000000 PLN 0.00000000 PLN 2841000.00000000 PLN -11309.06000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -148576.52000000 -0.03861841467 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 5310800000.00000000 CLP 5753846.15000000 USD 2026-06-17 -148576.52000000 N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 1312000.00000000 PA USD 332040.96000000 0.086304992747 Long DBT NUSS LB Y 2 2022-10-04 None 0.00000000 Y N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 26655.66000000 0.006928411913 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 18615620100.00000000 IDR 1094495.67000000 USD 2026-09-17 26655.66000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 5730000.00000000 OU Notional Amount -24708.91000000 -0.00642240733 N/A DIR GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A Y 2030-09-17 0.00000000 MYR 0.00000000 MYR 5730000.00000000 MYR -24708.91000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 33000000.00000000 OU Notional Amount -3997.18000000 -0.00103895793 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-03-07 0.00000000 MXN 0.00000000 MXN 33000000.00000000 MXN -3997.18000000 N N N The Federal Republic of Nigeria 549300G1JG004Y3K8S97 000000000 5540099000.00000000 PA 3922727.27000000 1.019605980506 Long STIV NUSS NG N 2 2026-06-30 None 0.00000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 9000000.00000000 OU Notional Amount 10520.69000000 0.002734566464 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-12-18 0.00000000 CNY 0.00000000 CNY 9000000.00000000 CNY 10520.69000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -1359.75000000 -0.00035342993 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 66346316.00000000 CLP 72377.54000000 USD 2026-06-17 -1359.75000000 N N N KAZAKH GOV BOND - MEUKAM 5493007OEK8EF02UO833 000000000 1237885000.00000000 PA 2626013.52000000 0.682560602762 Long DBT NUSS KZ N 2 2032-02-05 Fixed 15.18000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC N/A -7725.07000000 -0.00200792128 N/A DFE HU N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1277012.71000000 EUR 464756387.91000000 HUF 2026-06-17 -7725.07000000 N N N FIDEICOMISO PA COSTERA 5493002XQPJWQYQDVX07 31574FAB3 4979414973.70000000 PA 1194050.16000000 0.310360777174 Long DBT CORP CO N 2 2034-01-15 Fixed 6.25000000 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 9042.85000000 0.002350442257 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 692690000.00000000 UGX 185359.91000000 USD 2026-11-10 9042.85000000 N N N ZAMBIA GOVERNMENT BOND 213800DMLAZ6LGMMD849 000000000 5885000.00000000 PA 333079.24000000 0.086574865319 Long DBT NUSS ZM N 2 2030-11-24 Fixed 16.49000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 13456000.00000000 OU Notional Amount -44009.03000000 -0.01143894721 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2029-01-02 0.00000000 BRL 0.00000000 BRL 13456000.00000000 BRL -44009.03000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -173817.06000000 -0.04517900473 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 294407060.00000000 TRY 6248027.59000000 USD 2026-05-20 -173817.06000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 18637.20000000 0.004844231900 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 1380931000.00000000 UGX 370719.73000000 USD 2026-11-03 18637.20000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -90.44000000 -0.00002350741 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 7015115700.00000000 VND 266026.38000000 USD 2026-05-08 -90.44000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -6499.75000000 -0.00168943276 N/A DFE IN N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1128589.53000000 USD 106900000.00000000 INR 2026-06-17 -6499.75000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -18958.41000000 -0.00492772168 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 280585000.00000000 KZT 584856.70000000 USD 2026-05-13 -18958.41000000 N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 917288BP6 5268586.01000000 PA 140848.57000000 0.036609744810 Long DBT NUSS UY N 2 2045-05-16 Fixed 3.40000000 N N N N N N KAZAKH GOV BOND - MEUKAM 5493007OEK8EF02UO833 000000000 133290000.00000000 PA 228722.86000000 0.059450270152 Long DBT NUSS KZ N 2 2033-08-23 Fixed 10.69000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 285000000.00000000 OU Notional Amount -35305.83000000 -0.00917678771 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2027-12-15 0.00000000 MXN 0.00000000 MXN 285000000.00000000 MXN -35305.83000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 152442.80000000 0.039623348723 N/A DFE KZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 762484.28000000 USD 438950000.00000000 KZT 2026-08-10 152442.80000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -14998.48000000 -0.00389844586 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 11300000.00000000 MXN 629555.43000000 USD 2026-06-17 -14998.48000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 400000000.00000000 OU Notional Amount -67390.02000000 -0.01751619796 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-12-18 0.00000000 INR 0.00000000 INR 400000000.00000000 INR -67390.02000000 N N N KAZAKH GOV BOND - MEUKAM 5493007OEK8EF02UO833 000000000 754547000.00000000 PA 1512470.01000000 0.393125333827 Long DBT NUSS KZ N 2 2035-02-13 Fixed 14.00000000 N N N N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 725000.00000000 PA USD 184875.00000000 0.048053214682 Long DBT NUSS LB Y 2 2020-04-14 None 0.00000000 Y N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -104057.33000000 -0.02704686527 N/A DFE MY N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 8044744.10000000 USD 31500000.00000000 MYR 2026-06-16 -104057.33000000 N N N UZBEK INDUSTRIAL AND CON 213800C2NIFPFTXYIU69 000000000 141910000000.00000000 PA 12840993.87000000 3.337666180779 Long DBT CORP UZ Y 2 2027-07-24 Fixed 21.00000000 N N N N N N ZAMBIA GOVERNMENT BOND 213800DMLAZ6LGMMD849 000000000 11000000.00000000 PA 597853.89000000 0.155395815144 Long DBT NUSS ZM N 2 2029-02-16 Fixed 14.90000000 N N N N N N SRI LANKA GOVT BOND 254900IG6Y30I2QE2R92 000000000 273000000.00000000 PA 882421.06000000 0.229361290799 Long DBT NUSS LK N 2 2030-10-15 Fixed 11.00000000 N N N N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 000000000 393200.00000000 PA USD 180773.70000000 0.046987193590 Long DBT NUSS VE Y 2 2019-10-13 None 0.00000000 Y N N N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 99000.00000000 PA USD 25973.64000000 0.006751139413 Long DBT NUSS LB Y 2 2032-03-23 None 0.00000000 Y N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 3943000000.00000000 PA 1025963.08000000 0.266671124487 Long DBT NUSS CO N 2 2030-02-27 Fixed 12.50000000 N N N N N N ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 000000000 7716500000.00000000 PA 667256.30000000 0.173435079010 Long DBT NUSS XX N 2 2028-06-26 Fixed 14.50000000 N N N N N N NIGERIA GOVERNMENT BOND 549300GSBZD84TNEQ285 000000000 303000000.00000000 PA 250329.31000000 0.065066277618 Long DBT NUSS NG N 2 2034-02-21 Fixed 19.00000000 N N N N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 699149AP5 35855000000.00000000 PA 5872492.17000000 1.526394195895 Long DBT NUSS PY N 2 2031-02-09 Fixed 7.90000000 N N N N N N PETROLEOS DE VENEZUELA S 549300YWR8TN1OFD4P06 000000000 2518595.00000000 PA USD 1001141.51000000 0.260219434253 Long DBT CORP VE Y 2 2026-11-15 None 0.00000000 Y N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1524000000.00000000 OU Notional Amount -15518.35000000 -0.00403357189 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-03-18 0.00000000 KRW 0.00000000 KRW 1524000000.00000000 KRW -15518.35000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 22758.12000000 0.005915352676 N/A DFE KZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 705253.83000000 USD 346718299.00000000 KZT 2026-07-21 22758.12000000 N N N EUROPEAN BK RECON & DEV 549300HTGDOVDU6OGK19 000000000 280361.20000000 PA USD 293017.55000000 0.076161921492 Long DBT NUSS XX Y 2 2027-03-01 Fixed 17.35000000 N N N N N N ARMENIAN TREASURY BONDS 5299000H77JSW90G7935 000000000 2652886000.00000000 PA 7639441.02000000 1.985664364506 Long DBT NUSS AM N 2 2033-10-29 Fixed 9.60000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 19494.85000000 0.005067154630 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 135600000.00000000 INR 1442837.92000000 USD 2026-06-17 19494.85000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 9880000.00000000 OU Notional Amount -3.92000000 -0.00000101889 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-06-17 0.00000000 CNY 0.00000000 CNY 9880000.00000000 CNY -3.92000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC N/A -13172.24000000 -0.00342376457 N/A DFE XX N 2 UBS AG BFM8T61CT2L1QCEMIK50 99470000.00000000 CZK 4062090.73000000 EUR 2026-06-17 -13172.24000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -2916.09000000 -0.00075795807 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 3260000.00000000 CNY 475680.82000000 USD 2026-06-17 -2916.09000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -323905.92000000 -0.08419051094 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 30711000.00000000 BRL 5833325.42000000 USD 2026-06-02 -323905.92000000 N N N ALBANIA GOVT BOND 254900EDM43U3SGRND29 000000000 230500000.00000000 PA 2995620.74000000 0.778629920359 Long DBT NUSS AL N 2 2029-01-26 Fixed 5.25000000 N N N N N N BONOS DE TESORERIA 254900STKLK2DBJJZ530 000000000 2172000.00000000 PA 646058.67000000 0.167925333154 Long DBT NUSS PE Y 2 2035-08-12 Fixed 6.85000000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC N/A 29608.03000000 0.007695799983 N/A DFE PL N 2 Bank of America NA B4TYDEB6GKMZO031MB27 7645452.99000000 EUR 32700000.00000000 PLN 2026-06-17 29608.03000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC N/A -158049.84000000 -0.04108074586 N/A DFE XX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 957750746.86000000 HUF 2483678.78000000 EUR 2026-06-17 -158049.84000000 N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 108019300.00000000 PA 6230847.81000000 1.619538972104 Long DBT NUSS MX N 2 2029-03-01 Fixed 8.50000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -5843.08000000 -0.00151874930 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 30538000.00000000 KES 223312.61000000 USD 2027-02-24 -5843.08000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 37900000.00000000 OU Notional Amount -3453.62000000 -0.00089767433 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-09-20 0.00000000 CZK 0.00000000 CZK 37900000.00000000 CZK -3453.62000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 81396.12000000 0.021156701710 N/A DFE TR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 3764508.06000000 USD 175983223.00000000 TRY 2026-05-18 81396.12000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 9460000.00000000 OU Notional Amount 1744.67000000 0.000453479389 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-12-17 0.00000000 CNY 0.00000000 CNY 9460000.00000000 CNY 1744.67000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 28700000.00000000 OU Notional Amount -124443.17000000 -0.03234560845 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2029-01-02 0.00000000 BRL 0.00000000 BRL 28700000.00000000 BRL -124443.17000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC N/A -192540.81000000 -0.05004573294 N/A DFE XX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 741000000.00000000 HUF 1861846.00000000 EUR 2026-06-17 -192540.81000000 N N N REPUBLIC OF ANGOLA 549300QHR2R3J8JSGK83 000000000 694000.00000000 PA USD 741237.79000000 0.192664549850 Long DBT NUSS AO Y 2 2031-01-15 Fixed 9.24000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3049000000.00000000 OU Notional Amount -34453.37000000 -0.00895521398 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-03-18 0.00000000 KRW 0.00000000 KRW 3049000000.00000000 KRW -34453.37000000 N N N DEVELOPMENT BANK OF KAZA 213800LCDPGJ1BI7KX98 48129VAC0 1922000000.00000000 PA 4022408.61000000 1.045515426515 Long DBT NUSS KZ N 2 2027-04-15 Fixed 13.00000000 N N N N N N HUNGARY GOVERNMENT BOND 5299003F3UFKGCCMAP43 000000000 80770000.00000000 PA 192028.98000000 0.049912696693 Long DBT NUSS HU N 2 2051-04-28 Fixed 4.00000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 8424000.00000000 OU Notional Amount -34217.51000000 -0.00889390860 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-06-17 0.00000000 PLN 0.00000000 PLN 8424000.00000000 PLN -34217.51000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -56482.48000000 -0.01468108039 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 36300000.00000000 ZAR 2115664.48000000 USD 2026-06-17 -56482.48000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 10448000.00000000 OU Notional Amount 6796.59000000 0.001766588226 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-12-17 0.00000000 CNY 0.00000000 CNY 10448000.00000000 CNY 6796.59000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -1806.66000000 -0.00046959199 N/A DFE UG N 2 Citibank NA E57ODZWZ7FF32TWEFA76 42182.25000000 USD 152067000.00000000 UGX 2026-05-04 -1806.66000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2522000.00000000 OU Notional Amount -12485.04000000 -0.00324514567 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-06-17 0.00000000 PLN 0.00000000 PLN 2522000.00000000 PLN -12485.04000000 N N N ROMANIA GOVERNMENT BOND 315700IASY927EDWBK92 000000000 7375000.00000000 PA 1665419.65000000 0.432880421787 Long DBT NUSS RO N 2 2034-07-31 Fixed 7.10000000 N N N N N N KAZAKH GOV BOND - MEUKAM 5493007OEK8EF02UO833 000000000 211334000.00000000 PA 374635.84000000 0.097376370235 Long DBT NUSS KZ N 2 2028-04-18 Fixed 5.00000000 N N N N N N EGYPT GOVERNMENT BOND 529900GFIVH4086NMH82 000000000 505088000.00000000 PA 9377905.69000000 2.437530847294 Long DBT NUSS EG N 2 2030-05-20 Fixed 19.98000000 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 11908.36000000 0.003095253439 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 1002333000.00000000 UGX 278039.67000000 USD 2026-05-04 11908.36000000 N N N HUNGARY GOVERNMENT BOND 5299003F3UFKGCCMAP43 000000000 2722950000.00000000 PA 6512871.86000000 1.692843433066 Long DBT NUSS HU N 2 2038-10-27 Fixed 3.00000000 N N N N N N INDIA GOVERNMENT BOND 335800IV7VCDQGIOI391 000000000 101620000.00000000 PA 1029639.41000000 0.267626686216 Long DBT NUSS IN N 2 2053-06-19 Fixed 7.30000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 2176.82000000 0.000565804996 N/A DFE VN N 2 Citibank NA E57ODZWZ7FF32TWEFA76 265354.48000000 USD 7075279100.00000000 VND 2026-06-17 2176.82000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 40918.62000000 0.010635679412 N/A DFE KZ N 2 Bank of America NA B4TYDEB6GKMZO031MB27 410370.69000000 USD 218686539.00000000 KZT 2026-09-08 40918.62000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2000000.00000000 OU Notional Amount USD 5290.00000000 0.001374991240 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 5290.00000000 0.00000000 DFE US 13200000.00000000 CNY 2000000.00000000 USD 2026-11-04 1.00000000 6.60000000 USD 2026-11-04 XXXX -170.00000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -11.18000000 -0.00000290593 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 158470.43000000 EUR 186003.67000000 USD 2026-05-08 -11.18000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 18276000.00000000 OU Notional Amount -6269.54000000 -0.00162959595 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-06-17 0.00000000 THB 0.00000000 THB 18276000.00000000 THB -6269.54000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 10894.65000000 0.002831767168 N/A DFE TR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 463375.50000000 USD 21742737.00000000 TRY 2026-05-20 10894.65000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 11210000.00000000 OU Notional Amount 4699.48000000 0.001221501670 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-06-17 0.00000000 ZAR 0.00000000 ZAR 11210000.00000000 ZAR 4699.48000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 32500000.00000000 OU Notional Amount -8558.66000000 -0.00222459027 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-06-17 0.00000000 CZK 0.00000000 CZK 32500000.00000000 CZK -8558.66000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3214317.00000000 OU Notional Amount -11072.32000000 -0.00287794764 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-06-17 0.00000000 PLN 0.00000000 PLN 3214317.00000000 PLN -11072.32000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC N/A -1136.90000000 -0.00029550615 N/A DFE XX N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 819767.83000000 PLN 191330.97000000 EUR 2026-06-17 -1136.90000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -8712.42000000 -0.00226455599 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 15153000.00000000 UYU 366120.61000000 USD 2026-06-24 -8712.42000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -1320.47000000 -0.00034322016 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 354114.64000000 EUR 414344.33000000 USD 2026-05-08 -1320.47000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -91555.03000000 -0.02379723332 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 146419727.00000000 ZAR 8670019.75000000 USD 2026-06-17 -91555.03000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 79064.60000000 0.020550686667 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 17880958.81000000 PEN 5162558.10000000 USD 2026-06-17 79064.60000000 N N N SRI LANKA GOVT BOND 254900IG6Y30I2QE2R92 000000000 85000000.00000000 PA 240682.30000000 0.062558800444 Long DBT NUSS LK N 2 2033-11-01 Fixed 9.00000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC N/A 12674.19000000 0.003294310063 N/A DFE CZ N 2 UBS AG BFM8T61CT2L1QCEMIK50 3908500.89000000 EUR 95708985.61000000 CZK 2026-06-17 12674.19000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -122354.12000000 -0.03180261687 N/A DFE MY N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 9459281.34000000 USD 37038762.00000000 MYR 2026-06-16 -122354.12000000 N N N KAZAKH GOV BOND - MEUKAM 5493007OEK8EF02UO833 000000000 502000000.00000000 PA 948162.19000000 0.246448904772 Long DBT NUSS KZ N 2 2029-07-28 Fixed 10.55000000 N N N N N N The Federal Republic of Nigeria 549300G1JG004Y3K8S97 000000000 2054969000.00000000 PA 1460311.52000000 0.379568156721 Long STIV NUSS NG N 2 2026-06-23 None 0.00000000 N N N N N N ABSA BANK LTD SLI1CVYMJ21DST0Q8K25 000000000 446700000.00000000 PA 197490.59000000 0.051332293274 Long SN CORP ZA N 2 2050-09-27 Fixed 13.75000000 N N N N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -47.79000000 -0.00001242170 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 677591.94000000 EUR 795319.27000000 USD 2026-05-08 -47.79000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 2103.29000000 0.000546692878 N/A DFE XX N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 6845838.33000000 USD 5833922.83000000 EUR 2026-05-08 2103.29000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 25220000.00000000 OU Notional Amount -4800.52000000 -0.00124776426 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-06-18 0.00000000 THB 0.00000000 THB 25220000.00000000 THB -4800.52000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 173155.51000000 0.045007052849 N/A DFE CN N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 16707585.19000000 USD 114984475.00000000 CNY 2026-06-17 173155.51000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 1995.63000000 0.000518709597 N/A DFE UZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 77939.65000000 USD 1017891838.00000000 UZS 2027-03-18 1995.63000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 1639.41000000 0.000426119922 N/A DFE VN N 2 Citibank NA E57ODZWZ7FF32TWEFA76 262345.39000000 USD 7015115700.00000000 VND 2026-08-12 1639.41000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -99203.32000000 -0.02578519774 N/A DFE ZA N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 5033279.05000000 USD 82456184.00000000 ZAR 2026-06-17 -99203.32000000 N N N United States Treasury 254900HROIFWPRGM1V77 912797UA3 9949900.00000000 PA USD 9904219.41000000 2.574331746159 Long STIV UST US N 2 2026-06-16 None 0.00000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -4950.14000000 -0.00128665390 N/A DFE IN N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 865673.82000000 USD 82000000.00000000 INR 2026-06-17 -4950.14000000 N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 75000000000.00000000 PA 4368472.83000000 1.135465383283 Long DBT NUSS ID N 2 2033-02-15 Fixed 7.00000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 111.90000000 0.000029085353 N/A DFE XX N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 364220.22000000 USD 310383.12000000 EUR 2026-05-08 111.90000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -34.42000000 -0.00000894654 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 472621.70000000 EUR 554735.66000000 USD 2026-05-08 -34.42000000 N N N The Federal Republic of Nigeria 549300G1JG004Y3K8S97 000000000 5984408000.00000000 PA 3879933.97000000 1.008483029150 Long STIV NUSS NG N 2 2027-01-12 None 0.00000000 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 8184.98000000 0.002127462345 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 667295000.00000000 UGX 185359.72000000 USD 2026-05-04 8184.98000000 N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 6661000000.00000000 PA 374307.92000000 0.097291136373 Long DBT NUSS ID N 2 2032-04-15 Fixed 6.38000000 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 7610.96000000 0.001978261500 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 681197000.00000000 UGX 185359.73000000 USD 2026-07-24 7610.96000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3054300.00000000 OU Notional Amount 25967.70000000 0.006749595472 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-06-18 0.00000000 PLN 0.00000000 PLN 3054300.00000000 PLN 25967.70000000 N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 6681300000.00000000 PA 1400298.01000000 0.363969281373 Long DBT NUSS CO N 2 2031-03-26 Fixed 7.00000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 600000000.00000000 OU Notional Amount -95893.80000000 -0.02492497827 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-12-18 0.00000000 INR 0.00000000 INR 600000000.00000000 INR -95893.80000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC N/A -764.69000000 -0.00019876031 N/A DFE XX N 2 UBS AG BFM8T61CT2L1QCEMIK50 3598689.60000000 HUF 9187.00000000 EUR 2026-06-17 -764.69000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 25942000.00000000 OU Notional Amount -20308.23000000 -0.00527857058 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-06-18 0.00000000 CNY 0.00000000 CNY 25942000.00000000 CNY -20308.23000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 390000000.00000000 OU Notional Amount -75355.24000000 -0.01958653968 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-06-18 0.00000000 INR 0.00000000 INR 390000000.00000000 INR -75355.24000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 19400000.00000000 OU Notional Amount -22663.40000000 -0.00589073279 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-03-18 0.00000000 CZK 0.00000000 CZK 19400000.00000000 CZK -22663.40000000 N N N NIGERIA GOVERNMENT BOND 549300GSBZD84TNEQ285 000000000 2291810000.00000000 PA 1755624.03000000 0.456326590481 Long DBT NUSS NG N 2 2032-06-25 Fixed 17.95000000 N N N N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 6000.00000000 PA USD 1572.96000000 0.000408848057 Long DBT NUSS LB Y 2 2031-04-22 None 0.00000000 Y N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 000000000 295319497.00000000 PA 17346157.58000000 4.508660630739 Long DBT NUSS ZA N 2 2040-01-31 Fixed 9.00000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 152940.97000000 0.039752834429 N/A DFE KZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 762636.87000000 USD 438806000.00000000 KZT 2026-08-07 152940.97000000 N N N The Federal Republic of Nigeria 549300G1JG004Y3K8S97 000000000 2082307000.00000000 PA 1346500.65000000 0.349986124703 Long STIV NUSS NG N 2 2027-01-19 None 0.00000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 168693000.00000000 PA 8895336.35000000 2.312100107096 Long DBT NUSS MX N 2 2036-02-21 Fixed 8.00000000 N N N N N N POLAND GOVERNMENT BOND 259400R9L8QEP0TPXS31 000000000 57375434.24000000 PA 14526772.36000000 3.775838327835 Long DBT NUSS PL N 2 2036-08-25 Fixed 2.00000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -75875.91000000 -0.01972187365 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 346653126.00000000 KZT 651726.13000000 USD 2026-07-22 -75875.91000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -22829.05000000 -0.00593378899 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 3107797790.00000000 COP 823039.67000000 USD 2026-06-17 -22829.05000000 N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 637000.00000000 PA USD 161839.41000000 0.042065741245 Long DBT NUSS LB Y 2 2020-03-09 None 0.00000000 Y N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 8452.11000000 0.002196895504 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1151604000.00000000 UGX 314216.64000000 USD 2026-05-04 8452.11000000 N N N 2026-05-19 Morgan Stanley Emerging Markets Domestic Debt Fund, Inc. James F. Kirchner James F. Kirchner Principal Financial Officer