0001851077-24-000015.txt : 20240227
0001851077-24-000015.hdr.sgml : 20240227
20240227132909
ACCESSION NUMBER: 0001851077-24-000015
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20231231
FILED AS OF DATE: 20240227
DATE AS OF CHANGE: 20240227
PERIOD START: 20240630
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: PIMCO Flexible Emerging Markets Income Fund
CENTRAL INDEX KEY: 0001851077
ORGANIZATION NAME:
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-23648
FILM NUMBER: 24684838
BUSINESS ADDRESS:
STREET 1: 1633 BROADWAY
CITY: NEW YORK
STATE: NY
ZIP: 10019
BUSINESS PHONE: 844-312-2113
MAIL ADDRESS:
STREET 1: 1633 BROADWAY
CITY: NEW YORK
STATE: NY
ZIP: 10019
NPORT-P
1
primary_doc.xml
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0001851077
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PIMCO Flexible Emerging Markets Income Fund
811-23648
0001851077
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1633 Broadway
New York
10019
(844) 312-2113
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2024-06-30
2023-12-31
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0.256158
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UST
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2024-02-08
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N
N
N
N
N
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2034-06-15
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N
N/A
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2026-06-20
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M6320UAC3
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177512.600000
0.63498
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2046-10-26
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N
N
N
N
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2029-01-28
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3.50813
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2040-12-01
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2029-11-01
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2.33495
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2027-02-19
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N
N
N
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183762.220000
PA
USD
161136.500000
0.576401
Long
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CORP
JM
N
2
2036-10-10
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5.75
N
N
N
N
N
N
N/A
N/A
NEWELL BRANDS INC SNR S* ICE
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1.000000
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5538.590000
N
N
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2025-06-13
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13.4557
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N
N
N
N
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PA
72086.260000
0.25786
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ABS-MBS
CORP
GB
N
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2059-07-15
Floating
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N
N
N
N
N
N/A
N/A
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000000000
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Reverse repurchase
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2025-09-14
600000.000000
EUR
450416.790000
EUR
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N
N
TANZANIA GOVT
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949BJZII5
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497250.340000
1.77871
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TZ
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3
2028-04-26
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N
N
N
N
N
N
PAKISTAN GOVT
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ACI1WVNY0
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303919.500000
1.08715
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2051-04-08
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2031-03-02
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2060-01-28
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N
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2025-11-19
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1.27405
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2027-02-16
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0.908583
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2051-09-30
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N/A
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-2.889
Short
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US
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Reverse repurchase
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5.620000
2025-12-22
1400000.000000
USD
923922.720000
USD
CDS
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N
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ACI20JKL1
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2036-09-23
Fixed
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N
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0.89652
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UZ
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2028-11-16
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REPUBLIC OF COLOMBIA SR UNSECURED 11/35 8
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0.784085
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2035-11-14
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0.592645
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2030-03-22
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1898.660000
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DFE
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1898.660000
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898339AB2
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405374.750000
1.45007
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CORP
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2050-01-15
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N
N
N
N
N
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2041-08-01
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2032-07-07
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2031-06-17
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2024-09-01
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2060-07-23
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N
N
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2060-01-30
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N
N
N
N
PETROLEOS MEXICANOS (PEMEX)
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71654QBR2
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1.40085
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2045-01-23
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6.375
N
N
N
N
N
N
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ACI2GS0T9
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0.0549915
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2025-06-08
Fixed
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N
N
N
N
N
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ACI2JSF94
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2033-09-18
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N
N
N
N
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JSW STEEL LIMITED
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2032-04-05
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912810TA6
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2.73823
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2041-08-15
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N
N
N/A
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B4TYDEB6GKMZO031MB27
1539032109.710000
COP
382629.650000
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2024-01-09
-14041.400000
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N
N
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163721.140000
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2031-06-10
Fixed
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N
N
N
N
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ACI1X0BJ3
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PA
497241.230000
1.77868
Long
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2
2033-04-14
Fixed
2
N
N
N
N
N
N
N/A
N/A
TURKEY EM SP MYC
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1.000000
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N/A
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2
MORGAN STANLEY CAPITAL SERVICES LLC
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TURKEY GOVT
TURKEY (REP OF) SR UNSUB
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Single Leg Swap
2028-12-20
0.000000
USD
-148379.330000
USD
1500000.000000
USD
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N
N
CONGO GOVT
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REPUBLIC OF CONGO SR UNSECURED REGS 06/29 VAR
B2NFY1II9
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PA
USD
205373.850000
0.734642
Long
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CG
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2029-06-30
Variable
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N
N
N
N
N
N
KAZMUNAYGAS NATIONAL COMPANY JSC
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KAZMUNAYGAS NATIONAL CO SR UNSECURED REGS 04/47 5.75
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263728.800000
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2047-04-19
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N
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REPUBLIC OF KENYA 2018 TERM LOAN A
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2025-06-29
Floating
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N
N
N
N/A
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JPMorgan Chase Bank, National Association
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BANCO DO BRASIL SA
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Single Leg Swap
2024-12-20
0.000000
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N
N/A
N/A
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DFE
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UBS AG
BFM8T61CT2L1QCEMIK50
272000.000000
EUR
298345.380000
USD
2024-01-09
-1998.300000
N
N
N
PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA
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PERUSAHAAN LISTRIK NEGAR SR UNSECURED REGS 10/42 5.25
71568QAB3
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378904.000000
1.35538
Long
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CORP
ID
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2042-10-24
Fixed
5.25
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N
N
N
N
N
N/A
N/A
SOLD DOP BOUGHT USD 20240307
000000000
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791.600000
0.0028316
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DFE
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Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
2116259.400000
DOP
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2024-03-07
791.600000
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N
N
N/A
N/A
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5543.010000
0.0198279
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DFE
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Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
195148.260000
USD
3423161.980000
MXN
2024-01-31
5543.010000
N
N
N
SOCAR TURKEY ENERJI ANONIM SIRKETI
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SOCAR TURKEY ENERJI AS EUR TERM LOAN
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2026-08-11
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N
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PROSUS NV
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2030-01-21
Fixed
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N
N
N
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FORTUNE STAR (BVI) LIMITED
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N
N
N
N
COLOMBIAN GOVT
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA SR UNSECURED 02/34 7.5
195325EG6
200000.000000
PA
USD
211605.410000
0.756933
Long
DBT
NUSS
CO
N
2
2034-02-02
Fixed
7.5
N
N
N
N
N
N
CHILE ELECTRICITY LUX MPC SARL
N/A
CHILE ELECTRICITY LUX GOVT GUARANT REGS 01/33 6.01
L15669AA9
400000.000000
PA
USD
410564.000000
1.46863
Long
DBT
CORP
LU
N
2
2033-01-20
Fixed
6.01
N
N
N
N
N
N
PETROLEOS DEL PERU SA - PETROPERU SA
549300ZMGDLC9JT2OR80
PETROLEOS DEL PERU SA SR UNSECURED 144A 06/47 5.625
716564AB5
200000.000000
PA
USD
123395.000000
0.441396
Long
DBT
CORP
PE
N
2
2047-06-19
Fixed
5.625
N
N
N
N
N
N
EGYPTIAN GOVT
529900GFIVH4086NMH82
ARAB REPUBLIC OF EGYPT SR UNSECURED REGS 02/48 7.903
ACI10VJZ7
300000.000000
PA
USD
181749.300000
0.650135
Long
DBT
NUSS
EG
N
2
2048-02-21
Fixed
7.903
N
N
N
N
N
N
ANGOLA GOVT
549300QHR2R3J8JSGK83
REPUBLIC OF ANGOLA SR UNSECURED REGS 04/32 8.75
ACI24WFG5
200000.000000
PA
USD
176444.400000
0.631159
Long
DBT
NUSS
AO
N
2
2032-04-14
Fixed
8.75
N
N
N
N
N
N
BBVA COLOMBIA SA
5493009W53901OCHI065
BBVA COLOMBIA SA 05/26 FIXED 13.3651
ACI2K6GP3
35000000.000000
PA
9589.250000
0.0343017
Long
DBT
CORP
CO
N
2
2026-05-04
Fixed
13.3651
N
N
N
N
N
N
N/A
N/A
SOLD MXN BOUGHT USD 20240131
000000000
1.000000
NC
-13.450000
-0.0000481
N/A
DFE
MX
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
7833.470000
MXN
445.810000
USD
2024-01-31
-13.450000
N
N
N
PIMCO FUNDS
LWVQWTQCFH3YG7CVH718
PIMCO PRV SHORT TERM FLT III MUTUAL FUND
000000000
51525.090000
PA
USD
501184.500000
1.79279
Long
STIV
RF
US
N
1
N
N
N
GABON BLUE BOND MASTER TRUST SERIES 2
N/A
GABON BLUE BOND MASTER INSURED REGS 08/38 6.097
U35914AA5
600000.000000
PA
USD
583130.700000
2.08592
Long
DBT
CORP
US
N
2
2038-08-01
Fixed
6.097
N
N
N
N
N
N
N/A
N/A
TRS RCKM 01/30/33 MYC
000000000
1.000000
NC
-217448.960000
-0.777836
N/A
DCR
CN
N
3
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
SHENWAN HONGYUAN RONGCHUANG KUNMING CULTURAL TOURISM CITY ABS
RCKM SWHY A
Y
2033-01-30
6566.400000
CNY
0.000000
CNY
4000000.000000
CNY
-224015.360000
N
N
N
TUNISIA GOVT
254900B5LFB16S9T2T11
TUNISIAN REPUBLIC SR UNSECURED REGS 01/25 5.75
V06423AM5
700000.000000
PA
USD
576331.000000
2.06159
Long
DBT
NUSS
TN
N
2
2025-01-30
Fixed
5.75
N
N
N
N
N
N
N/A
N/A
SOLD CNH BOUGHT USD 20240326
000000000
1.000000
NC
-709.990000
-0.0025397
N/A
DFE
CN
N
2
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
268634.540000
CNY
37207.000000
USD
2024-03-26
-709.990000
N
N
N
OCP SA (AKA: GROUPE OFFICE CHERIFIEN DES PHOSPHATES SA)
213800D26TAPVTCVWG40
OFFICE CHERIFIEN DES PHO SR UNSECURED 144A 06/51 5.125
67091TAE5
500000.000000
PA
USD
380839.500000
1.3623
Long
DBT
CORP
MA
N
2
2051-06-23
Fixed
5.125
N
N
N
N
N
N
N/A
N/A
SOLD AED BOUGHT USD 20240320
000000000
1.000000
NC
122.940000
0.0004398
N/A
DFE
N/A
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
2678866.770000
AED
729936.450000
USD
2024-03-20
122.940000
N
N
N
N/A
N/A
RFR USD SOFR/3.75000 06/20/24-15Y CME
000000000
1.000000
NC
USD
10393.950000
0.0371802
N/A
DIR
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
N/A
USD-SOFR-COMPOUND
Y
2039-06-20
9948.000000
USD
0.000000
USD
270000.000000
USD
445.950000
N
N
N
SADEREA DESIGNATED ACTIVITY COMPANY
635400IPZLZJ55ANED20
SADEREA SR SECURED REGS 11/26 12.5
ACI09ZD95
558192.790000
PA
USD
242813.860000
0.868569
Long
DBT
CORP
IE
N
2
2026-11-30
Fixed
12.5
Y
Y
N
N
N
N
OI S.A. - EM RECUPERACAO JUDICIAL
N/A
OI SA TERM LOAN 2
938XAMII8
73393.070000
PA
USD
3669.650000
0.0131267
Long
LON
CORP
BR
N
2
2035-02-26
Fixed
1.75
N
N
Y
N
N
N
STRATTON BTL MORTGAGE FUNDING 2022-1 PLC 22-1
N/A
STRATTON BTL MORTGAGE FUNDING STRAB 2022 1 A REGS
ACI232PZ9
71458.420000
PA
90815.790000
0.324857
Long
ABS-MBS
CORP
GB
N
2
2054-01-20
Floating
5.946
N
N
N
N
N
N
EGYPTIAN GOVT
529900GFIVH4086NMH82
ARAB REPUBLIC OF EGYPT SR UNSECURED REGS 05/32 7.625
ACI1MLSB8
200000.000000
PA
USD
139505.600000
0.499025
Long
DBT
NUSS
EG
N
2
2032-05-29
Fixed
7.625
N
N
N
N
N
N
BANCOLOMBIA SA
54930052NWJRPNMP1W58
BANCOLOMBIA SA 01/24 5.917
ACI2CNZ41
2000000.000000
PA
516.140000
0.0018463
Long
DBT
CORP
CO
N
2
2024-01-27
Fixed
5.917
N
N
N
N
N
N
N/A
N/A
SOLD CNH BOUGHT USD 20240326
000000000
1.000000
NC
-1404.210000
-0.005023
N/A
DFE
CN
N
2
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
565779.960000
CNY
78454.000000
USD
2024-03-26
-1404.210000
N
N
N
ECUADOR GOVT
5299003Y2U5XK0A35H71
REPUBLIC OF ECUADOR SR UNSECURED REGS 07/35 VAR
ACI1Q6JR2
20000.000000
PA
USD
7190.000000
0.0257193
Long
DBT
NUSS
EC
N
2
2035-07-31
Variable
3.5
N
N
N
N
N
N
SENEGAL GOVT
549300NP14ZLQGWIUZ97
REPUBLIC OF SENEGAL SR UNSECURED REGS 03/48 6.75
V7691DAY2
200000.000000
PA
USD
157810.000000
0.564502
Long
DBT
NUSS
SN
N
2
2048-03-13
Fixed
6.75
N
N
N
N
N
N
N/A
N/A
SOLD CNH BOUGHT USD 20240326
000000000
1.000000
NC
-1830.890000
-0.0065493
N/A
DFE
CN
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
537240.140000
CNY
73999.000000
USD
2024-03-26
-1830.890000
N
N
N
BANCOLOMBIA SA
54930052NWJRPNMP1W58
BANCOLOMBIA SA 12/24 FIXED 13.637
ACI2GXG53
152000000.000000
PA
40053.880000
0.143277
Long
DBT
CORP
CO
N
2
2024-12-14
Fixed
13.637
N
N
N
N
N
N
PARAGUAY GOVT
529900UXKJTJPCU0HK83
REPUBLIC OF PARAGUAY SR UNSECURED 144A 08/33 5.85
699149AM2
200000.000000
PA
USD
203660.860000
0.728515
Long
DBT
NUSS
PY
N
2
2033-08-21
Fixed
5.85
N
N
N
N
N
N
TELEMAR NORTE LESTE SA-EM RECUPERACAO JUDICIAL
N/A
TELEMAR NORTE LESTE SA TERM LOAN 3
938VGUII8
228807.940000
PA
USD
11440.400000
0.0409234
Long
LON
CORP
BR
N
2
2035-02-26
Fixed
1.75
N
N
Y
N
N
N
EMPRESA DE LOS FERROCARRILES DEL ESTADO
8755006LY8XNRFOGWN86
EMPRESA DE LOS FERROCARR SR UNSECURED 144A 08/50 3.068
292487AA3
900000.000000
PA
USD
548906.180000
1.96349
Long
DBT
CORP
CL
N
2
2050-08-18
Fixed
3.068
N
N
N
N
N
N
N/A
N/A
US ULTRA BOND CBT MAR24 XCBT 20240319
000000000
13.000000
NC
USD
152323.340000
0.544876
N/A
DIR
US
N
2
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Long
N/A
UNITED STATES GOVT
2024-03-19
1730015.630000
USD
152323.340000
N
N
N
BANCOLOMBIA SA
54930052NWJRPNMP1W58
BANCOLOMBIA S A 04/26 FIXED 10.388
ACI2HRP22
258800000.000000
PA
66741.840000
0.238742
Long
DBT
CORP
CO
N
2
2026-04-20
Fixed
10.388
N
N
N
N
N
N
N/A
N/A
BOUGHT CNY SOLD USD 20240216
000000000
1.000000
NC
-1.200000
-0.0000043
N/A
DFE
CN
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
793.000000
USD
5604.530000
CNY
2024-02-16
-1.200000
N
N
N
N/A
N/A
SOLD CNH BOUGHT USD 20240326
000000000
1.000000
NC
-980.320000
-0.0035067
N/A
DFE
CN
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
397495.350000
CNY
55125.000000
USD
2024-03-26
-980.320000
N
N
N
BANCO DO BRASIL SA/LONDON BRANCH
QE0Q0253K88YAGNPE356
BANCO DO BRASIL SA/LONDO SR UNSECURED REGS 07/26 8.5
ACI2J3525
4000000.000000
PA
221662.800000
0.79291
Long
DBT
CORP
BR
N
2
2026-07-29
Fixed
8.5
N
N
N
N
N
N
COLOMBIAN GOVT
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA SR UNSECURED 01/30 3
195325DR3
200000.000000
PA
USD
169284.000000
0.605545
Long
DBT
NUSS
CO
N
2
2030-01-30
Fixed
3
N
N
N
N
N
N
STRATTON MORTGAGE FUNDING 21-2X
N/A
STRATTON MORTGAGE FUNDING PLC STRA 2021 2X A REGS
ACI1W5R98
58124.650000
PA
74077.850000
0.264984
Long
ABS-MBS
CORP
GB
N
2
2060-07-20
Floating
6.116
N
N
N
N
N
N
INTEROCEANICA V FINANCE LIMITED
N/A
INTEROCEANICA FINANCE V SR SECURED REGS 05/30 0.00000
G34072AC5
273918.910000
PA
USD
188345.270000
0.67373
Long
DBT
CORP
KY
N
2
2030-05-15
None
0
N
N
N
N
N
N
NMC OPCO SPV LTD
N/A
NMC OPCO LTD AED TERM LOAN
945BMMII4
1542857.140000
PA
427433.700000
1.52897
Long
LON
CORP
AE
N
3
2027-03-25
Floating
11.6398
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 02/24 0.00000
912796Z28
16000.000000
PA
USD
15881.170000
0.0568085
Long
DBT
UST
US
N
2
2024-02-22
None
0
N
N
N
N
N
N
EGYPTIAN GOVT
529900GFIVH4086NMH82
ARAB REPUBLIC OF EGYPT SR UNSECURED REGS 03/29 7.6003
M1487WCY9
200000.000000
PA
USD
153232.000000
0.548126
Long
DBT
NUSS
EG
N
2
2029-03-01
Fixed
7.6003
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMM OPT LLC/CAP SR SECURED 04/61 3.85
161175BY9
300000.000000
PA
USD
187231.310000
0.669745
Long
DBT
CORP
US
N
2
2061-04-01
Fixed
3.85
N
N
N
N
N
N
N/A
N/A
BOUGHT MXN SOLD USD 20240419
000000000
1.000000
NC
6.680000
0.0000239
N/A
DFE
MX
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
281.820000
USD
4985.400000
MXN
2024-04-19
6.680000
N
N
N
PT BANTEN (LLPL CAPITAL PTE LTD)
254900VXZ8FXTUQNON22
LLPL CAPITAL PTE LTD SR SECURED REGS 02/39 6.875
Y51478AA6
724140.000000
PA
USD
698889.170000
2.5
Long
DBT
CORP
SG
N
2
2039-02-04
Fixed
6.875
N
N
N
N
N
N
N/A
N/A
BOUGHT ILS SOLD USD 20240320
000000000
1.000000
NC
94.280000
0.0003372
N/A
DFE
IL
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
11809.660000
USD
43000.000000
ILS
2024-03-20
94.280000
N
N
N
VALE SA
254900SMTWBX7RU2SR20
VALE SA SUBORDINATED 12/49 VAR
B011X9II2
14500000.000000
PA
1067888.460000
3.81994
Long
DBT
CORP
BR
N
2
2049-12-29
Variable
1.37804
N
N
N
N
N
N
COLOMBIAN GOVT
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA SR UNSECURED 02/44 5.625
195325BR5
300000.000000
PA
USD
253166.660000
0.905602
Long
DBT
NUSS
CO
N
2
2044-02-26
Fixed
5.625
N
N
N
N
N
N
TURKISH AIRLINES 2015-1 CLASS A PASS THROUGH TRUST
N/A
TURKISH AIRLN 15 1 A PTT PASS THRU CE 144A 09/28 4.2
10010YAA0
11110.530000
PA
USD
10524.040000
0.0376455
Long
DBT
CORP
TR
N
2
2028-09-15
Fixed
4.2
N
N
N
N
N
N
N/A
N/A
SOLD PLN BOUGHT USD 20240122
000000000
1.000000
NC
-434.010000
-0.0015525
N/A
DFE
PL
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
17000.000000
PLN
3885.450000
USD
2024-01-22
-434.010000
N
N
N
BANCO DAVIVIENDA SA
549300P161V4IPKAQS70
BANCO DAVIVIENDA S A 03/26 FIXED 12.9568
ACI2HZ3S1
193508000.000000
PA
51928.000000
0.185752
Long
DBT
CORP
CO
N
2
2026-03-08
Fixed
12.9568
N
N
N
N
N
N
CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO)
549300UVMBCBCIPSUI70
CODELCO INC SR UNSECURED 144A 01/34 5.95
21987BBG2
200000.000000
PA
USD
203274.000000
0.727131
Long
DBT
CORP
CL
N
2
2034-01-08
Fixed
5.95
N
N
N
N
N
N
TURKISH AIRLINES 2015-1 CLASS A PASS THROUGH TRUST
N/A
TURKISH AIRLN 15 1 A PTT PASS THRU CE REGS 09/28 4.2
U0567PAA4
533305.480000
PA
USD
505153.830000
1.80698
Long
DBT
CORP
TR
N
2
2028-09-15
Fixed
4.2
N
N
N
N
N
N
CORSAIR INTERNATIONAL LIMITED
213800F3PS68ENYG4O41
CORSAIR INTERNATIONAL SECURED REGS 01/27 VAR
ACI2363S0
600000.000000
PA
662370.090000
2.36936
Long
DBT
CORP
JE
N
2
2027-01-28
Floating
8.802
N
N
N
N
N
N
TELEMAR NORTE LESTE SA-EM RECUPERACAO JUDICIAL
N/A
TELEMAR NORTE LESTE SA TERM LOAN 2
938VGTII1
19850.210000
PA
USD
992.510000
0.0035503
Long
LON
CORP
BR
N
2
2035-02-26
Fixed
1.75
N
N
Y
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-1541380.000000
PA
USD
-1573524.630000
-5.62865
Short
RA
US
N
2
Reverse repurchase
N
5.480000
2025-08-17
1892593.810000
USD
1716627.840000
USD
N
N
N
COLBUM TRANSMISSIN (ALFA DESARROLLO SPA)
2549006BJAN34R520038
ALFA DESARROLLO SPA SR SECURED 144A 09/51 4.55
01538TAA3
198752.200000
PA
USD
155360.420000
0.55574
Long
DBT
CORP
CL
N
2
2051-09-27
Fixed
4.55
N
N
N
N
N
N
N/A
N/A
SOLD EUR BOUGHT USD 20240109
000000000
1.000000
NC
-1492.080000
-0.0053373
N/A
DFE
N/A
N
2
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
150000.000000
EUR
164138.630000
USD
2024-01-09
-1492.080000
N
N
N
ISRAEL ELECTRIC CORPORATION LTD
254900JW7GE35YNJGJ55
ISRAEL ELECTRIC CORP LTD SR SECURED REGS 12/96 8.1
M60170AC7
600000.000000
PA
USD
691500.000000
2.47356
Long
DBT
CORP
IL
N
2
2096-12-15
Fixed
8.1
N
N
N
N
N
N
STATE OIL COMPANY OF THE AZERBAIJAN REPUBLIC
2549002HARR1VE257O76
STATE OIL COM OF AZER REPUBLIC 2019 TERM LOAN A
948EXSII0
361756.830000
PA
USD
358991.850000
1.28415
Long
LON
MUN
AZ
N
3
2024-11-26
Floating
8.3053
N
N
N
N
N
N
N/A
N/A
BOUGHT BRL SOLD USD 20240202
000000000
1.000000
NC
1451.560000
0.0051924
N/A
DFE
BR
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
29182.930000
USD
149051.810000
BRL
2024-02-02
1451.560000
N
N
N
AEROPUERTO INTERNACIONAL DE TOCUMEN SA
254900FO1PHX49ZIGB14
AEROPUERTO INTL TOCUMEN SR SECURED REGS 08/61 5.125
P0092AAG4
200000.000000
PA
USD
152545.000000
0.545669
Long
DBT
CORP
PA
N
2
2061-08-11
Fixed
5.125
N
N
N
N
N
N
SHARJAH GOVT
N/A
FIN DEPT GOVT SHARJAH SR UNSECURED REGS 07/50 4
ACI1P3VB1
200000.000000
PA
USD
134056.200000
0.479532
Long
DBT
NUSS
AE
N
2
2050-07-28
Fixed
4
N
N
N
N
N
N
N/A
N/A
SOLD CNH BOUGHT USD 20240326
000000000
1.000000
NC
-658.700000
-0.0023562
N/A
DFE
CN
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
258232.010000
CNY
35790.000000
USD
2024-03-26
-658.700000
N
N
N
BANCO DAVIVIENDA SA
549300P161V4IPKAQS70
BANCO DAVIVIENDA S A 06/26 FIXED 13.1838
ACI2HWWV9
191000000.000000
PA
51919.840000
0.185722
Long
DBT
CORP
CO
N
2
2026-06-06
Fixed
13.1838
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
ECOPETROL SA DELAYED DRAW TERM LOAN
948EFDII3
500000.000000
PA
USD
490731.730000
1.7554
Long
LON
CORP
US
N
3
2024-08-16
Floating
6.63757
N
N
N
N
N
N
N/A
N/A
SOLD MXN BOUGHT USD 20240131
000000000
1.000000
NC
-13231.630000
-0.0473308
N/A
DFE
MX
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
6936960.510000
MXN
393464.700000
USD
2024-01-31
-13231.630000
N
N
N
N/A
N/A
SOLD CNH BOUGHT USD 20240326
000000000
1.000000
NC
-1675.280000
-0.0059926
N/A
DFE
CN
N
2
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
555457.880000
CNY
76726.000000
USD
2024-03-26
-1675.280000
N
N
N
FIBRA UNO (TRUST F/1401)
N/A
TRUST FIBRAUNO SR UNSECURED REGS 01/44 6.95
P9406GAB4
300000.000000
PA
USD
259140.330000
0.92697
Long
DBT
CORP
MX
N
2
2044-01-30
Fixed
6.95
N
N
N
N
N
N
N/A
N/A
SOLD DOP BOUGHT USD 20240208
000000000
1.000000
NC
63.080000
0.0002256
N/A
DFE
N/A
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
180000.000000
DOP
3151.660000
USD
2024-02-08
63.080000
N
N
N
ECUADOR GOVT
5299003Y2U5XK0A35H71
REPUBLIC OF ECUADOR SR UNSECURED REGS 07/30 VAR
ACI1Q6J43
1670000.000000
PA
USD
781560.000000
2.79572
Long
DBT
NUSS
EC
N
2
2030-07-31
Variable
6
N
N
N
N
N
N
MONG DUONG FINANCE HOLDINGS BV
549300995KGQFMWSV879
MONG DUONG FIN HLDGS BV SR SECURED REGS 05/29 5.125
N6000DAA1
553374.000000
PA
USD
515317.130000
1.84334
Long
DBT
CORP
NL
N
2
2029-05-07
Fixed
5.125
N
N
N
N
N
N
CHILE ELECTRICITY LUX MPC SARL
N/A
CHILE ELECTRICITY LUX GOVT GUARANT 144A 01/33 6.01
168829AA7
200000.000000
PA
USD
205282.000000
0.734314
Long
DBT
CORP
LU
N
2
2033-01-20
Fixed
6.01
N
N
N
N
N
N
N/A
N/A
SOLD DOP BOUGHT USD 20240306
000000000
1.000000
NC
114.890000
0.000411
N/A
DFE
N/A
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
343926.600000
DOP
6000.000000
USD
2024-03-06
114.890000
N
N
N
KUWAIT PROJECTS COMPANY SPC LIMITED
254900BQTJEWBK1TAN59
KUWAIT PROJECTS CO SPC L COMPANY GUAR REGS 02/27 4.5
ACI0SL4R5
600000.000000
PA
USD
529374.000000
1.89362
Long
DBT
CORP
AE
N
2
2027-02-23
Fixed
4.5
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 02/24 0.00000
912797GN1
400000.000000
PA
USD
397440.180000
1.42168
Long
DBT
UST
US
N
2
2024-02-15
None
0
N
N
N
N
N
N
TELEMAR NORTE LESTE SA-EM RECUPERACAO JUDICIAL
N/A
TELEMAR NORTE LESTE SA TERM LOAN 5
945BALII9
73316.120000
PA
USD
3665.810000
0.013113
Long
LON
CORP
BR
N
2
2035-02-26
Fixed
1.75
N
N
Y
N
N
N
STILLWATER MINING COMPANY
6354007DPCY4ZN2MRR73
STILLWATER MINING CO COMPANY GUAR 144A 11/26 4
86074QAP7
200000.000000
PA
USD
178375.000000
0.638065
Long
DBT
CORP
US
N
2
2026-11-16
Fixed
4
N
N
N
N
N
N
BANCOLOMBIA SA
54930052NWJRPNMP1W58
BANCOLOMBIA S A 06/25 FIXED 13.456
ACI2HM756
220000000.000000
PA
58378.050000
0.208824
Long
DBT
CORP
CO
N
2
2025-06-14
Fixed
13.456
N
N
N
N
N
N
BANK GOSPODARSTWA KRAJOWEGO
259400BCOV9JJIGLYF05
BANK GOSPODARSTWA KRAJOW GOVT GUARANT 144A 10/28 6.25
06237MAB9
200000.000000
PA
USD
211476.200000
0.756471
Long
DBT
MUN
PL
N
2
2028-10-31
Fixed
6.25
N
N
N
N
N
N
PRIMROSE RESIDENTIAL DAC 2021-1
N/A
PRIMROSE RESIDENTIAL PRISE 2021 1 A REGS
ACI1XLKK4
73029.920000
PA
80374.540000
0.287508
Long
ABS-MBS
CORP
IE
N
2
2061-03-24
Floating
4.626
N
N
N
N
N
N
ANGLOGOLD ASHANTI HOLDINGS PLC
213800745ZIXC4L6A131
ANGLOGOLD HOLDINGS PLC COMPANY GUAR 10/30 3.75
03512TAE1
300000.000000
PA
USD
261050.420000
0.933803
Long
DBT
CORP
IM
N
2
2030-10-01
Fixed
3.75
N
N
N
N
N
N
BBVA COLOMBIA SA
5493009W53901OCHI065
BBVA COLOMBIA SA 05/26
ACI2KTZF4
24000000.000000
PA
6564.210000
0.0234808
Long
DBT
CORP
CO
N
2
2026-05-10
Fixed
13.2291
N
N
N
N
N
N
UKRAINE GOVT
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT SR UNSECURED REGS 03/35 7.253
ACI1NNZR0
1800000.000000
PA
USD
427500.000000
1.52921
Long
DBT
NUSS
UA
N
2
2035-03-15
Fixed
7.253
N
N
N
N
N
N
N/A
N/A
SOLD GBP BOUGHT USD 20240109
000000000
1.000000
NC
-1492.500000
-0.0053388
N/A
DFE
GB
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
167000.000000
GBP
211381.090000
USD
2024-01-09
-1492.500000
N
N
N
DOMINICAN REPUBLIC GOVT
N/A
DOMINICAN REPUBLIC SR UNSECURED 144A 09/35 11.25
25714PEW4
17100000.000000
PA
318667.900000
1.13991
Long
DBT
NUSS
DO
N
2
2035-09-15
Fixed
11.25
N
N
N
N
N
N
JORDAN GOVT
5493000JZ4MYPVMBVN50
KINGDOM OF JORDAN SR UNSECURED REGS 10/47 7.375
M5269UAJ3
200000.000000
PA
USD
178321.200000
0.637872
Long
DBT
NUSS
JO
N
2
2047-10-10
Fixed
7.375
N
N
N
N
N
N
AFRICA FINANCE CORP (AFC)
213800LXFHRRXIJRXW97
AFRICA FINANCE CORP SR UNSECURED REGS 04/28 2.875
ACI1X9VZ6
200000.000000
PA
USD
175500.000000
0.627781
Long
DBT
CORP
N/A
N
2
2028-04-28
Fixed
2.875
N
N
N
N
N
N
BANCO DAVIVIENDA SA
549300P161V4IPKAQS70
BANCO DAVIVIENDA S A 06/25 FIXED 13.4557
ACI2HF9P5
128000000.000000
PA
34052.610000
0.12181
Long
DBT
CORP
CO
N
2
2025-06-07
Fixed
13.4557
N
N
N
N
N
N
GUATEMALA GOVT
529900QKDFFU9UWW5315
REPUBLIC OF GUATEMALA SR UNSECURED 144A 06/36 6.6
401494AW9
200000.000000
PA
USD
206500.010000
0.738671
Long
DBT
NUSS
GT
N
2
2036-06-13
Fixed
6.6
N
N
N
N
N
N
N/A
N/A
EGYPT EM SP BOA
000000000
1.000000
NC
USD
-20351.310000
-0.0727986
N/A
DCR
US
N
2
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
EGYPTIAN GOVT
EGYPT GOVT REGS
Y
Single Leg Swap
2024-12-20
0.000000
USD
-22649.670000
USD
300000.000000
USD
2298.360000
N
N
N
N/A
N/A
SOLD EUR BOUGHT USD 20240109
000000000
1.000000
NC
-7496.380000
-0.0268153
N/A
DFE
N/A
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
1587000.000000
EUR
1744876.510000
USD
2024-01-09
-7496.380000
N
N
N
STILLWATER MINING COMPANY
6354007DPCY4ZN2MRR73
STILLWATER MINING CO COMPANY GUAR REGS 11/29 4.5
U85969AF7
200000.000000
PA
USD
158833.000000
0.568161
Long
DBT
CORP
US
N
2
2029-11-16
Fixed
4.5
N
N
N
N
N
N
NMC OPCO SPV LTD
N/A
NMC OPCO LTD AED 1ST LIEN TERM LOAN
943UKWII4
1157142.860000
PA
320575.280000
1.14673
Long
LON
CORP
AE
N
3
2025-03-25
Floating
11.6398
N
N
N
N
N
N
N/A
N/A
SOLD DOP BOUGHT USD 20240208
000000000
1.000000
NC
568.610000
0.002034
N/A
DFE
N/A
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
1656961.400000
DOP
29000.000000
USD
2024-02-08
568.610000
N
N
N
N/A
N/A
SOLD DOP BOUGHT USD 20240125
000000000
1.000000
NC
600.600000
0.0021484
N/A
DFE
N/A
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
1592000.000000
DOP
27904.030000
USD
2024-01-25
600.600000
N
N
N
ENGIE ENERGIA CHILE SA (AKA: EMPRESA ELECTRICA DEL NORTE GRANDE SA)
5493000FIKCC3ZDWTO77
ENGIE ENERGIA CHILE SA SR UNSECURED REGS 01/30 3.4
P3762TAA9
200000.000000
PA
USD
172260.280000
0.616192
Long
DBT
CORP
CL
N
2
2030-01-28
Fixed
3.4
N
N
N
N
N
N
N/A
N/A
SOLD DOP BOUGHT USD 20240119
000000000
1.000000
NC
797.310000
0.0028521
N/A
DFE
N/A
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
3570127.400000
DOP
62000.000000
USD
2024-01-19
797.310000
N
N
N
N/A
N/A
SOLD DOP BOUGHT USD 20240307
000000000
1.000000
NC
704.840000
0.0025213
N/A
DFE
N/A
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
1887543.900000
DOP
33000.000000
USD
2024-03-07
704.840000
N
N
N
N/A
N/A
US 10YR NOTE (CBT)MAR24 XCBT 20240319
000000000
1.000000
NC
USD
3397.010000
0.0121514
N/A
DIR
US
N
2
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Long
N/A
UNITED STATES GOVT
2024-03-19
112726.560000
USD
3397.010000
N
N
N
N/A
N/A
BOUGHT COP SOLD USD 20240109
000000000
1.000000
NC
-5690.290000
-0.0203547
N/A
DFE
CO
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
402361.340000
USD
1539032109.710000
COP
2024-01-09
-5690.290000
N
N
N
SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)
5586006WD91QHB7J4X50
SAUDI ARABIAN OIL CO SR UNSECURED REGS 11/70 3.5
ACI1SY495
700000.000000
PA
USD
483005.600000
1.72776
Long
DBT
CORP
SA
N
2
2070-11-24
Fixed
3.5
N
N
N
N
N
N
OI S.A. - EM RECUPERACAO JUDICIAL
N/A
OI SA TERM LOAN 1
938VGYII0
317088.040000
PA
USD
15854.400000
0.0567127
Long
LON
CORP
BR
N
2
2035-02-26
Fixed
1.75
N
N
Y
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
ECOPETROL SA SR UNSECURED 05/45 5.875
279158AJ8
100000.000000
PA
USD
79101.490000
0.282954
Long
DBT
CORP
CO
N
2
2045-05-28
Fixed
5.875
N
N
N
N
N
N
MACEDONIA GOVT
N/A
NORTH MACEDONIA SR UNSECURED 144A 03/27 6.96
ACI2CYC67
100000.000000
PA
115604.560000
0.413529
Long
DBT
NUSS
MK
N
2
2027-03-13
Fixed
6.96
N
N
N
N
N
N
N/A
N/A
SOUTH AFRICA EM SP GST
000000000
1.000000
NC
USD
-15813.540000
-0.0565666
N/A
DCR
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
SOUTH AFRICA GOVT
REPUBLIC OF SOUTH AFRICA
Y
Single Leg Swap
2028-12-20
0.000000
USD
-20708.780000
USD
350000.000000
USD
4895.240000
N
N
N
N/A
N/A
SOLD CNH BOUGHT USD 20240326
000000000
1.000000
NC
-739.910000
-0.0026467
N/A
DFE
CN
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
297235.370000
CNY
41214.000000
USD
2024-03-26
-739.910000
N
N
N
N/A
N/A
SOLD COP BOUGHT USD 20240320
000000000
1.000000
NC
5469.100000
0.0195635
N/A
DFE
CO
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
1539032109.710000
COP
396555.560000
USD
2024-03-20
5469.100000
N
N
N
DOMINICAN REPUBLIC GOVT
N/A
DOMINICAN REPUBLIC SR UNSECURED 144A 02/33 13.625
000000000
11800000.000000
PA
247944.300000
0.886921
Long
DBT
NUSS
DO
N
2
2033-02-03
Fixed
13.625
N
N
N
N
N
N
PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA
254900OYVDRYS9J51J61
PERUSAHAAN LISTRIK NEGAR SR UNSECURED REGS 07/49 4.875
71568QAK3
300000.000000
PA
USD
265914.000000
0.951201
Long
DBT
CORP
ID
N
2
2049-07-17
Fixed
4.875
N
N
N
N
N
N
N/A
N/A
BOUGHT BRL SOLD USD 20240202
000000000
1.000000
NC
5031.680000
0.0179988
N/A
DFE
BR
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
92765.090000
USD
475829.250000
BRL
2024-02-02
5031.680000
N
N
N
BANK HAPOALIM LTD
B6ARUI4946ST4S7WOU88
BANK HAPOALIM SUBORDINATED 144A REGS 01/32 V
ACI2155Q6
200000.000000
PA
USD
173858.000000
0.621907
Long
DBT
CORP
IL
N
2
2032-01-21
Floating
3.255
N
N
N
N
Y
BANK HAPOALIM LTD
BANK HAPOALIM BM
ILS
XXXX
N
N
N
SERBIA GOVT
254900W94OCY91V32O78
REPUBLIC OF SERBIA SR UNSECURED 144A 09/33 6.5
817477AH5
200000.000000
PA
USD
205750.000000
0.735988
Long
DBT
NUSS
RS
N
2
2033-09-26
Fixed
6.5
N
N
N
N
N
N
N/A
N/A
SOLD DOP BOUGHT USD 20240307
000000000
1.000000
NC
1031.740000
0.0036906
N/A
DFE
N/A
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
2798000.000000
DOP
48904.460000
USD
2024-03-07
1031.740000
N
N
N
METALSA SAPI DE CV
549300F2FONGJR575V67
METALSA SA DE CV COMPANY GUAR 144A 05/31 3.75
59132VAB4
300000.000000
PA
USD
247156.770000
0.884104
Long
DBT
CORP
MX
N
2
2031-05-04
Fixed
3.75
N
N
N
N
N
N
2024-02-21
PIMCO Flexible Emerging Markets Income Fund
/s/ Bijal Parikh
Bijal Parikh
Treasurer