0001752724-20-161949.txt : 20200820
0001752724-20-161949.hdr.sgml : 20200820
20200820083129
ACCESSION NUMBER: 0001752724-20-161949
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200630
FILED AS OF DATE: 20200820
PERIOD START: 20201231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: FIDELITY HASTINGS STREET TRUST
CENTRAL INDEX KEY: 0000035348
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0630
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-00215
FILM NUMBER: 201118721
BUSINESS ADDRESS:
STREET 1: 245 SUMMER STREET
CITY: BOSTON
STATE: MA
ZIP: 02110
BUSINESS PHONE: 617-563-7000
MAIL ADDRESS:
STREET 1: 245 SUMMER STREET
CITY: BOSTON
STATE: MA
ZIP: 02110
FORMER COMPANY:
FORMER CONFORMED NAME: FIDELITY FUND
DATE OF NAME CHANGE: 19920703
FORMER COMPANY:
FORMER CONFORMED NAME: FIDELITY FUND INC
DATE OF NAME CHANGE: 19851205
0000035348
S000031547
Fidelity Series Emerging Markets Debt Fund
C000098197
Fidelity Series Emerging Markets Debt Fund
FEDCX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000035348
XXXXXXXX
S000031547
C000098197
Fidelity Hastings Street Trust
811-00215
0000035348
5IETULY5BBOQWX17XY97
245 Summer Street
Boston
02210
1-800-FIDELITY
Fidelity Series Emerging Markets Debt Fund
S000031547
J1C401FKUICR5K5DDQ85
2020-12-31
2020-06-30
N
1372487955.98
9854584.89
1362633371.09
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
4428182.38000000
USD
N
STILLWATER MINING COMPANY
6354007DPCY4ZN2MRR73
STILLWATER MINING COMPANY 6.125% 06/27/2022 144A
86074QAM4
6264000.00000000
PA
USD
6323429.70000000
0.464059506699
Long
DBT
CORP
US
N
2
2022-06-27
Fixed
0.06125000
N
N
N
N
N
N
BRAZIL, FEDERATIVE REPUBLIC OF
254900ZFY40OYEADAP90
BRAZIL GLBL 8.25% 1/20/34
105756BB5
12184000.00000000
PA
USD
15797317.50000000
1.159322664126
Long
DBT
NUSS
BR
N
2
2034-01-20
Fixed
0.08250000
N
N
N
N
N
N
DTEK FINANCE PLC
549300VBCR9V58ZYQ356
DTEK FINANCE PLC PIK VAR 12/31/2024
N/A
7889000.00000000
PA
USD
4652044.69000000
0.341401053922
Long
DBT
CORP
GB
N
2
2024-12-31
Variable
0.10750000
N
N
Y
N
N
N
TURKIYE SINAI KALKINMA BANK AS
549300MFCXK5HOOEWP84
TURKIYE SINAI KALKINMA BANK AS 6% 01/23/2025 144A
90015YAA7
1465000.00000000
PA
USD
1392665.63000000
0.102203986747
Long
DBT
CORP
TR
N
2
2025-01-23
Fixed
0.06000000
N
N
N
N
N
N
JAMAICA GOVT OF
N/A
JAMAICA GOVT OF 7.875% 07/28/2045
470160CB6
1685000.00000000
PA
USD
2057806.25000000
0.151016868782
Long
DBT
NUSS
JM
N
2
2045-07-28
Fixed
0.07875000
N
N
N
N
N
N
BARBADOS GOVT OF
529900UD1KUUS4SFD905
BARBADOS GOVT OF 6.5% 02/01/2021 144A
067070AJ1
1370000.00000000
PA
USD
1357156.25000000
0.099598048807
Long
DBT
NUSS
BB
N
2
2021-02-01
Fixed
0.06500000
N
N
N
N
N
N
ARGENTINA REPUBLIC OF
549300KPBYGYF7HCHO27
ARGENTINA REPUBLIC 7.5% 04/22/2026
040114GX2
34229000.00000000
PA
USD
13755779.38000000
1.009499669672
Long
DBT
NUSS
AR
N
2
2026-04-22
Fixed
0.07500000
Y
Y
N
N
N
N
Fidelity Revere Street Trust
549300BDV45LJNXBZC55
Fidelity Cash Central Fund
31635A105
107832843.95600000
NS
USD
107854410.52000000
7.915145248037
Long
STIV
RF
US
N
1
N
N
N
BELARUS REPUBLIC OF
635400CVCOWYLHF4ZB08
BELARUS REPUBLIC OF 6.875% 02/28/2023 144A
07737JAB9
6525000.00000000
PA
USD
6531117.19000000
0.479301133273
Long
DBT
NUSS
BY
N
2
2023-02-28
Fixed
0.06875000
N
N
N
N
N
N
ARGENTINA REPUBLIC OF
549300KPBYGYF7HCHO27
ARGENTINA REPUBLIC OF 5.625% 01/26/2022
040114HK9
9935000.00000000
PA
USD
4098187.50000000
0.300754963657
Long
DBT
NUSS
AR
N
2
2022-01-26
Fixed
0.05625000
Y
Y
N
N
N
N
UKRAINE CABINET OF MINISTERS
6354001WLTJXOMEXPY07
UKRAINE CABINET OF MINISTERS 7.75% 09/01/2023 144A
903724AQ5
740000.00000000
PA
USD
775150.00000000
0.056886174700
Long
DBT
NUSS
UA
N
2
2023-09-01
Fixed
0.07750000
N
N
N
N
N
N
PEMEX PROJ FDG MASTER TR
N/A
PEMEX PROJ FDG MASTER TR 6.625% 06/15/2035
706451BG5
17446000.00000000
PA
USD
14133114.51000000
1.037191280490
Long
DBT
CORP
MX
N
2
2035-06-15
Fixed
0.06625000
N
N
N
N
N
N
EGYPT, (ARAB) REP OF
529900GFIVH4086NMH82
EGYPT (ARAB) REP OF 7.5% 01/31/2027 144A
038461AL3
19706000.00000000
PA
USD
20611244.38000000
1.512603816792
Long
DBT
NUSS
EG
N
2
2027-01-31
Fixed
0.07500000
N
N
N
N
N
N
UKRAINE RAILWAYS VIA SHORTLINE PLC
213800HACLR54J8QCO54
UKRAINE RAILWAYS VIA SHORTLINE PLC 9.875% 09/15/2021 144A
N/A
1658700.00000000
PA
USD
1666993.00000000
0.122336134969
Long
DBT
CORP
GB
N
2
2021-09-15
Fixed
0.09875000
N
N
N
N
N
N
DEVELOPMENT BANK OF THE REPUBLIC OF BELARUS JSC
253400D4JRB0M70A0687
DEVELOPMENT BANK OF THE REPUBLIC OF BELARUS JSC 6.75% 05/02/2024 144A
25161EAA9
640000.00000000
PA
USD
610000.00000000
0.044766260165
Long
DBT
CORP
BY
N
2
2024-05-02
Fixed
0.06750000
N
N
N
N
N
N
LEBANON REPUBLIC OF
529900QPC4K9S1KHL354
LEBANON REP 6.1% 10/4/22 REGS
N/A
685000.00000000
PA
USD
119875.00000000
0.008797303995
Long
DBT
NUSS
LB
N
2
2022-10-04
Fixed
0.06100000
Y
Y
N
N
N
N
VIETNAM SOCIALIST REP
5493008AE7RS4XK4BZ08
VIETNAM SOCIALIST FRN 3/13/28
N/A
425000.00000000
PA
USD
381507.45000000
0.027997806166
Long
DBT
NUSS
VN
N
2
2028-03-13
Variable
0.02625000
N
N
N
N
N
N
TC ZIRAAT BANKASI AS
213800K5KTZFSUS8MR51
TC ZIRAAT BANKASI AS 5.125% 05/03/2022 144A
90015JAA0
3837000.00000000
PA
USD
3756662.81000000
0.275691384762
Long
DBT
CORP
TR
N
2
2022-05-03
Fixed
0.05125000
N
N
N
N
N
N
CITGO HLDG INC
549300NYHOALWZ2BSL72
CITGO HLDG INC 9.25% 08/01/2024 144A
17302WAB4
2682000.00000000
PA
USD
2668590.00000000
0.195840646252
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
0.09250000
N
N
N
N
N
N
VTR FINANCE BV
213800F4XI4RJB82XM19
VTR FINANCE BV 6.875% 01/15/2024 144A
918370AB3
4426000.00000000
PA
USD
4520273.80000000
0.331730742538
Long
DBT
CORP
NL
N
2
2024-01-15
Fixed
0.06875000
N
N
N
N
N
N
ARGENTINA REPUBLIC OF
549300KPBYGYF7HCHO27
ARGENTINA REPUBLIC 6.875% 04/22/2021
040114GW4
51229000.00000000
PA
USD
21324071.25000000
1.564916264522
Long
DBT
NUSS
AR
N
2
2021-04-22
Fixed
0.06875000
Y
Y
N
N
N
N
BANCO DO BRASIL SA GRAND CAYMAN BRANCH
QE0Q0253K88YAGNPE356
BANCO DO BRZ CAY8.5% PERP 144A
05959LAA1
1225000.00000000
PA
USD
1235718.75000000
0.090686077136
Long
DBT
CORP
KY
N
2
2199-12-31
Variable
0.08500000
N
N
N
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA 8.5% 10/12/35 144A
455780AT3
8199000.00000000
PA
USD
12787877.81000000
0.938467975415
Long
DBT
NUSS
ID
N
2
2035-10-12
Fixed
0.08500000
N
N
N
N
N
N
ALFA BD ISSUANCE PLC
253400QWEQNERA6RJS29
ALFA BD ISSUANCE PLC 5.95%/VAR 04/15/2030 144A
01538RAF6
1295000.00000000
PA
USD
1283668.75000000
0.094204998735
Long
DBT
CORP
IE
N
2
2030-04-15
Variable
0.05950000
N
N
N
N
N
N
CITGO PETROLEUM CORP
YX52P86PXMLYDOTUQ225
CITGO PETROLEUM CORP 6.25% 08/15/22 144A
17302XAJ5
9243000.00000000
PA
USD
9185416.11000000
0.674092995583
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
0.06250000
N
N
N
N
N
N
DEVELOPMENT BANK OF MONGOLIA
254900HRWK3OKXS9UW60
DEVELOPMENT BANK OF MONGOLIA 7.25% 10/23/2023 144A
25161AAA7
720000.00000000
PA
USD
692100.00000000
0.050791358459
Long
DBT
CORP
MN
N
2
2023-10-23
Fixed
0.07250000
N
N
N
N
N
N
RUSSIAN FEDN
5493004EHVGF71PDBU58
RUSSIAN FEDN 7.25% 05/10/2034
N/A
27920000.00000000
PA
435468.44000000
0.031957858161
Long
DBT
NUSS
RU
N
2
2034-05-10
Fixed
0.07250000
N
N
N
N
N
N
TELEONICA DEL PERU SA
549300L59XR0I8CDIL13
TELEFONICA DEL PERU SA 7.375% 04/10/2027
87938YAA7
10090000.00000000
PA
2847214.18000000
0.208949394635
Long
DBT
CORP
PE
N
2
2027-04-10
Fixed
0.07375000
N
N
N
N
N
N
SAUDI ARABIA KINGDOM OF
54930044PULMORCKB765
SAUDI ARABIA KINGDOM OF 3.625% 03/04/2028 144A
80413TAE9
2760000.00000000
PA
USD
3034275.00000000
0.222677285348
Long
DBT
NUSS
SA
N
2
2028-03-04
Fixed
0.03625000
N
N
N
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA GOVT 5.25 1/42 144A
455780BJ4
3100000.00000000
PA
USD
3830437.50000000
0.281105510936
Long
DBT
NUSS
ID
N
2
2042-01-17
Fixed
0.05250000
N
N
N
N
N
N
VEDANTA RESOURCES PLC
2138007MYEKPEAZQTW83
VEDANTA RESOURCES PLC 6.375% 07/30/2022 144A
92241TAK8
10500000.00000000
PA
USD
7960312.50000000
0.584185935034
Long
DBT
CORP
GB
N
2
2022-07-30
Fixed
0.06375000
N
N
N
N
N
N
VENEZUELA, REPUBLIC OF
529900XM8PJTJK5OJI77
VENEZUELA REPUBLIC OF 12.75% 08/23/2022 REGS
N/A
3625000.00000000
PA
USD
217500.00000000
0.015961740304
Long
DBT
NUSS
VE
N
2
2022-08-23
Fixed
0.12750000
Y
Y
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PETROLEOS MX 4.875% 1/24
71654QBH4
17292000.00000000
PA
USD
16627338.75000000
1.220235692356
Long
DBT
CORP
MX
N
2
2024-01-18
Fixed
0.04875000
N
N
N
N
N
N
RUSSIAN FEDN
5493004EHVGF71PDBU58
RUSSIAN FEDN 5.25% 06/23/2047 144A
N/A
9800000.00000000
PA
USD
12945800.00000000
0.950057460404
Long
DBT
NUSS
RU
N
2
2047-06-23
Fixed
0.05250000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC 5.875% 01/30/2060 144A
25714PEE4
3525000.00000000
PA
USD
3028195.31000000
0.222231113243
Long
DBT
NUSS
DO
N
2
2060-01-30
Fixed
0.05875000
N
N
N
N
N
N
TURKEY REPUBLIC OF
5493000PCHOG3B6S3Q85
TURKEY REPUBLIC OF 7.25% 12/23/2023
900123CR9
2603000.00000000
PA
USD
2703052.81000000
0.198369779233
Long
DBT
NUSS
TR
N
2
2023-12-23
Fixed
0.07250000
N
N
N
N
N
N
RUSSIA FEDN MINISTRY FINANCE
5493004EHVGF71PDBU58
RUSSIA FEDN MINISTRY FINANCE 5.1% 03/28/2035 REGS
N/A
4600000.00000000
PA
USD
5685312.50000000
0.417229800812
Long
DBT
NUSS
RU
N
2
2035-03-28
Fixed
0.05100000
N
N
N
N
N
N
JAMAICA GOVT OF
N/A
JAMAICA 8% 3/14/39
470160AV4
285000.00000000
PA
USD
351529.69000000
0.025797818948
Long
DBT
NUSS
JM
N
2
2039-03-15
Fixed
0.08000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE BV
549300FNENFFSMO3GT38
PETROBRAS GLOBAL FINANCE BV 8.75% 05/23/2026
71647NAQ2
805000.00000000
PA
USD
949900.00000000
0.069710607427
Long
DBT
CORP
NL
N
2
2026-05-23
Fixed
0.08750000
N
N
N
N
N
N
SRI LANKA GOVT DEMOCRATIC SOCIALIST REP
254900HXCCIOHM74FA02
SRI LANKA GOV 6.25 10/4/20 144
85227SAH9
7373000.00000000
PA
USD
6976701.25000000
0.512001349594
Long
DBT
NUSS
LK
N
2
2020-10-04
Fixed
0.06250000
N
N
N
N
N
N
BONITRON DESIGNATED ACTIVITY CO
N/A
BONITRON DESIGNATED ACTIVITY CO 8.75% 10/30/2022 144A
09821LAA9
4041000.00000000
PA
USD
4091512.50000000
0.300265103351
Long
DBT
CORP
IE
N
2
2022-10-30
Fixed
0.08750000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 6.375% 02/04/2021
71654QCA8
150000.00000000
PA
USD
150562.50000000
0.011049377124
Long
DBT
CORP
MX
N
2
2021-02-04
Fixed
0.06375000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 7.69% 01/23/2050 144A
71654QCW0
39423000.00000000
PA
USD
32888637.75000000
2.413608711468
Long
DBT
CORP
MX
N
2
2050-01-23
Fixed
0.07690000
N
N
N
N
N
N
QATAR ST
52990074F6OJOAXK4P65
QATAR ST 4% 03/14/2029 144A
74727PBA8
5455000.00000000
PA
USD
6273250.00000000
0.460376953412
Long
DBT
NUSS
QA
N
2
2029-03-14
Fixed
0.04000000
N
N
N
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA REPUBLIC OF 3.85% 10/15/2030
455780CS3
2650000.00000000
PA
USD
2941500.00000000
0.215868777501
Long
DBT
NUSS
ID
N
2
2030-10-15
Fixed
0.03850000
N
N
N
N
N
N
BTA BANK JSC
N/A
JSC HALYK BANK 5.5% 12/21/2022 144A
05574YAD2
1475862.35100000
PA
USD
1466638.21000000
0.107632635536
Long
DBT
CORP
KZ
N
2
2022-12-21
Fixed
0.05500000
N
N
N
N
N
N
BRAZIL, FEDERATIVE REPUBLIC OF
254900ZFY40OYEADAP90
BRAZIL FEDERATIVE REPUBLIC OF 2.875% 06/06/2025
105756CD0
960000.00000000
PA
USD
946560.00000000
0.069465493806
Long
DBT
NUSS
BR
N
2
2025-06-06
Fixed
0.02875000
N
N
N
N
N
N
YPF SOCIEDAD ANONIMA
5493003N7447U18U5U53
YPF SOCIEDAD ANONIMA 8.75% 04/04/2024 144A
984245AK6
12438000.00000000
PA
USD
10018809.00000000
0.735253459408
Long
DBT
CORP
AR
N
2
2024-04-04
Fixed
0.08750000
N
N
N
N
N
N
BRAZIL, FEDERATIVE REPUBLIC OF
254900ZFY40OYEADAP90
BRAZIL FEDERATIVE REPUBLIC OF 3.875% 06/12/2030
105756CC2
995000.00000000
PA
USD
960175.00000000
0.070464662055
Long
DBT
NUSS
BR
N
2
2030-06-12
Fixed
0.03875000
N
N
N
N
N
N
TINKOFF CREDIT SYSTEMS VIA TCS FINANCE LTD
2534000KL0PLD6KG7T76
TINKOFF CREDIT SYSTEMS VIA TCS FINANCE LTD 9.25/VAR PERP REGS
N/A
4530000.00000000
PA
USD
4588040.63000000
0.336703968018
Long
EP
CORP
IE
N
2
N
N
N
DP WORLD CRESCENT LTD
21380096JRTWB8TL9236
DP WORLD CRESCENT LTD 3.875% 07/18/2029 REGS
N/A
970000.00000000
PA
USD
951812.50000000
0.069850960661
Long
DBT
CORP
KY
N
2
2029-07-18
Fixed
0.03875000
N
N
N
N
N
N
OIL AND GAS HOLDING CO BSCC/THE
549300OBH16L6TS6IW50
OIL AND GAS HOLDING CO BSCC/THE 7.5% 10/25/2027 144A
67778M2A7
1881000.00000000
PA
USD
2014433.44000000
0.147833854853
Long
DBT
CORP
BH
N
2
2027-10-25
Fixed
0.07500000
N
N
N
N
N
N
LEBANON REPUBLIC OF
529900QPC4K9S1KHL354
LEBANON REPUBLIC OF 5.8% 12/31/2049 REGS
N/A
5745000.00000000
PA
USD
1089754.69000000
0.079974167161
Long
DBT
NUSS
LB
N
2
2049-12-31
Fixed
0.05800000
Y
Y
N
N
N
N
PETRONAS CAP LTD
549300G7YFX3540OYR85
PETRONAS CAP LTD 3.5% 04/21/2030 144A
716743AP4
2000000.00000000
PA
USD
2216275.40000000
0.162646493695
Long
DBT
CORP
MY
N
2
2030-04-21
Fixed
0.03500000
N
N
N
N
N
N
OMAN SULTANATE
549300SZ20F0QTKNQC75
OMAN GOVT 4.125% 01/17/2023 144A
682051AG2
650000.00000000
PA
USD
637406.25000000
0.046777531177
Long
DBT
NUSS
OM
N
2
2023-01-17
Fixed
0.04125000
N
N
N
N
N
N
TRANSPORTADORA DE GAS DEL SUR
5299002TRC7IFQYSW596
TRANSPORTADORA DE GAS DEL SUR 6.75% 05/02/2025 144A
893870AX3
1440000.00000000
PA
USD
1232613.07000000
0.090458159630
Long
DBT
CORP
AR
N
2
2025-05-02
Fixed
0.06750000
N
N
N
N
N
N
MEXICO UNITED MEXICAN STATES
254900EGTWEU67VP6075
MEXICO UNITED MEXICAN STATES 3.9% 04/27/2025
91087BAJ9
1460000.00000000
PA
USD
1565120.00000000
0.114859949360
Long
DBT
NUSS
MX
N
2
2025-04-27
Fixed
0.03900000
N
N
N
N
N
N
VFU FUNDING (VF UKRAINE)
N/A
VFU FUNDING (VF UKRAINE) 6.2% 02/11/2025 144A
918212AA9
270000.00000000
PA
USD
267043.50000000
0.019597604584
Long
DBT
CORP
UA
N
2
2025-02-11
Fixed
0.06200000
N
N
N
N
N
N
GEORGIAN OIL and GAS CORP JSC
5493001K58EJICR6I331
GEORGIAN OIL and GAS CORP JSC 6.75% 4/26/21 144A
37363CAB2
2424000.00000000
PA
USD
2357339.03000000
0.172998774286
Long
DBT
CORP
GE
N
2
2021-04-26
Fixed
0.06750000
N
N
N
N
N
N
EGYPT, (ARAB) REP OF
529900GFIVH4086NMH82
EGYPT (ARAB) REP OF GLOBAL MTN BE 144A 7.6003% 03/01/2029 144A
03846JW71
9841000.00000000
PA
USD
10019368.13000000
0.735294492456
Long
DBT
NUSS
EG
N
2
2029-03-01
Fixed
0.07600300
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.375% 04/30/2025
912828ZL7
8466000.00000000
PA
USD
8504361.56000000
0.624112233006
Long
DBT
UST
US
N
2
2025-04-30
Fixed
0.00375000
N
N
N
N
N
N
KAZAKHSTAN REPUBLIC OF
5493007OEK8EF02UO833
KAZAKHSTAN REP 6.5% 07/21/2045 144A
486661AH4
850000.00000000
PA
USD
1254546.88000000
0.092067822982
Long
DBT
NUSS
KZ
N
2
2045-07-21
Fixed
0.06500000
N
N
N
N
N
N
MEXICO UNITED MEXICAN STATES
254900EGTWEU67VP6075
MEXICO UNITED MEXICAN STATES 4.5% 04/22/2029
91087BAF7
1740000.00000000
PA
USD
1885181.25000000
0.138348384091
Long
DBT
NUSS
MX
N
2
2029-04-22
Fixed
0.04500000
N
N
N
N
N
N
EGYPT, (ARAB) REP OF
529900GFIVH4086NMH82
EGYPT (ARAB) REP OF 7.0529% 01/15/2032 144A
03846JX21
830000.00000000
PA
USD
788500.00000000
0.057865895311
Long
DBT
NUSS
EG
N
2
2032-01-15
Fixed
0.07052900
N
N
N
N
N
N
EGYPT, (ARAB) REP OF
529900GFIVH4086NMH82
EGYPT (ARAB) REP OF 8.5% 01/31/2047 144A
038461AM1
7939000.00000000
PA
USD
7760372.50000000
0.569512875924
Long
DBT
NUSS
EG
N
2
2047-01-31
Fixed
0.08500000
N
N
N
N
N
N
MEXICO UNITED MEXICAN STATES
254900EGTWEU67VP6075
MEXICO GOVT 6.5% 6/09/22
N/A
11210000.00000000
PA
504546.32000000
0.037027298076
Long
DBT
NUSS
MX
N
2
2022-06-09
Fixed
0.06500000
N
N
N
N
N
N
TURKEY REPUBLIC OF
5493000PCHOG3B6S3Q85
TURKEY GOVT 6% 1/14/41
900123BJ8
2392000.00000000
PA
USD
2065342.50000000
0.151569933910
Long
DBT
NUSS
TR
N
2
2041-01-14
Fixed
0.06000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC 6% 07/19/2028 144A
25714PDZ8
2659000.00000000
PA
USD
2673125.94000000
0.196173526695
Long
DBT
NUSS
DO
N
2
2028-07-19
Fixed
0.06000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PETROLEOS MEX 6.5% 6/02/41
71654QAZ5
2887000.00000000
PA
USD
2206299.68000000
0.161914402421
Long
DBT
CORP
MX
N
2
2041-06-02
Fixed
0.06500000
N
N
N
N
N
N
ODEBRECHT FINANCE LTD
N/A
ODEBRECHT FIN 7.5% PERP 144A
675758AF3
11015000.00000000
PA
USD
623035.94000000
0.045722932757
Long
EP
CORP
KY
N
2
N
N
N
FIRST QUANTUM MINERALS LTD
549300I7UVBGWRYMYZ18
FIRST QUANTUM MINERALS LTD 7.25% 04/01/2023 144A
335934AK1
8597000.00000000
PA
USD
8210135.00000000
0.602519736723
Long
DBT
CORP
CA
N
2
2023-04-01
Fixed
0.07250000
N
N
N
N
N
N
UKRAINE CABINET OF MINISTERS
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT 7.375% 09/25/2032 144A
903724BM3
2130000.00000000
PA
USD
2139318.75000000
0.156998852030
Long
DBT
NUSS
UA
N
2
2032-09-25
Fixed
0.07375000
N
N
N
N
N
N
AMERICA MOVIL SAB DE CV
5493000FNR3UCEAONM59
AMERICA MOVIL SAB 6.45 12/22
N/A
110740000.00000000
PA
4881266.18000000
0.358223002867
Long
DBT
CORP
MX
N
2
2022-12-05
Fixed
0.06450000
N
N
N
N
N
N
ADES INTERNATIONAL HOLDING PLC
213800WADXE5U3ZY1K46
ADES INTERNATIONAL HOLDING LTD 8.625% 04/24/2024 144A
N/A
3015000.00000000
PA
USD
2773800.00000000
0.203561725321
Long
DBT
CORP
AE
N
2
2024-04-24
Fixed
0.08625000
N
N
N
N
N
N
AKBANK TURK ANONIM SIRKETI
789000TUMN63Z28TJ497
AKBANK TURK ANONIM SIRKETI 5.125% 03/31/2025 144A
00971YAF7
1450000.00000000
PA
USD
1362546.88000000
0.099993652651
Long
DBT
CORP
TR
N
2
2025-03-31
Fixed
0.05125000
N
N
N
N
N
N
TURKEY REPUBLIC OF
5493000PCHOG3B6S3Q85
TURKEY REPUBLIC OF 4.25% 03/13/2025
900123CX6
6975000.00000000
PA
USD
6499828.13000000
0.477004913273
Long
DBT
NUSS
TR
N
2
2025-03-13
Fixed
0.04250000
N
N
N
N
N
N
EL SALVADOR REPUBLIC OF
529900AKDMUSFSDOM949
EL SALVADOR 7.75% 1/24/23 144A
283875AK8
6810000.00000000
PA
USD
6348196.88000000
0.465877103459
Long
DBT
NUSS
SV
N
2
2023-01-24
Fixed
0.07750000
N
N
N
N
N
N
TV AZTECA SAB DE CV
549300H2ZXE4KL0NUV88
TV AZTECA SAB DE CV 8.25% 08/09/2024 REGS
N/A
13110000.00000000
PA
USD
5960953.13000000
0.437458325655
Long
DBT
CORP
MX
N
2
2024-08-09
Fixed
0.08250000
N
N
N
N
N
N
RWANDA REP
213800AKFASSQE52AZ88
RWANDA INTERNATIONAL GOVERNMENT BOND 6.625% 05/02/2023 144A
78347YAA1
5504000.00000000
PA
USD
5433480.00000000
0.398748490626
Long
DBT
NUSS
RW
N
2
2023-05-02
Fixed
0.06625000
N
N
N
N
N
N
REPUBLIC OF ARMENIA
5299000H77JSW90G7935
REPUBLIC OF ARMENIA 7.15% 03/26/2025 144A
042207AB6
370000.00000000
PA
USD
414746.88000000
0.030437158578
Long
DBT
NUSS
AM
N
2
2025-03-26
Fixed
0.07150000
N
N
N
N
N
N
TURKEY REPUBLIC OF
5493000PCHOG3B6S3Q85
TURKEY REP 6.75% 5/30/40
900123BG4
3312000.00000000
PA
USD
3123630.00000000
0.229234808589
Long
DBT
NUSS
TR
N
2
2040-05-30
Fixed
0.06750000
N
N
N
N
N
N
PT BUKIT MAKMUR MANDIRIR UTAMA
254900Z05E8W7X31K395
PT BUKIT MAKMUR MANDIRIR UTAMA 7.75% 02/13/2022 144A
74445NAA5
4380000.00000000
PA
USD
3640875.00000000
0.267194028654
Long
DBT
CORP
ID
N
2
2022-02-13
Fixed
0.07750000
N
N
N
N
N
N
UZBEKISTAN REPUBLIC OF
213800L6VDKUM3TCM927
UZBEKISTAN REP GLOBAL MED TERM NT BOOK ENTRY 144A 4.75% 02/20/2024 144A
91822Q2B2
885000.00000000
PA
USD
930079.69000000
0.068256048158
Long
DBT
NUSS
UZ
N
2
2024-02-20
Fixed
0.04750000
N
N
N
N
N
N
VENEZUELA, REPUBLIC OF
529900XM8PJTJK5OJI77
VENEZUELA REP 9.25% 9/15/27
922646AS3
27915000.00000000
PA
USD
1674900.00000000
0.122916408443
Long
DBT
NUSS
VE
N
2
2027-09-15
Fixed
0.09250000
Y
Y
N
N
N
N
IHS NETHERLANDS HOLDCO BV
5493006Z6YQYCCN2XI74
IHS NETHERLANDS HOLDCO BV 7.125% 03/18/2025 144A
44963LAB2
3545000.00000000
PA
USD
3573803.13000000
0.262271804420
Long
DBT
CORP
NL
N
2
2025-03-18
Fixed
0.07125000
N
N
N
N
N
N
SAUDI ARABIA KINGDOM OF
54930044PULMORCKB765
SAUDI ARABIA KINGDOM OF 4.5% 04/17/2030 144A
80413TAH2
2270000.00000000
PA
USD
2676330.00000000
0.196408664045
Long
DBT
NUSS
SA
N
2
2030-04-17
Fixed
0.04500000
N
N
N
N
N
N
PETKIM PETROKIMYA HLDG AS
529900XZCVZOEYWNBQ67
PETKIM PETROKIMYA HLDG AS 5.875% 01/26/2023 144A
71638YAA4
4773000.00000000
PA
USD
4725270.00000000
0.346774862575
Long
DBT
CORP
TR
N
2
2023-01-26
Fixed
0.05875000
N
N
N
N
N
N
MOROCCO KINGDOM OF
529900F3MBW9XY5K1X07
MOROCCO GOV 5.5 12/11/42 144A
617726AG9
920000.00000000
PA
USD
1123550.00000000
0.082454314112
Long
DBT
NUSS
MA
N
2
2042-12-11
Fixed
0.05500000
N
N
N
N
N
N
IRAQ REP
N/A
IRAQ REP 5.8% 1/15/28 REGS
N/A
16998000.00000000
PA
USD
15282264.38000000
1.121524300243
Long
DBT
NUSS
IQ
N
2
2028-01-15
Fixed
0.05800000
N
N
N
N
N
N
TECPETROL SA
529900C0GOV3UC7ZMZ16
TECPETROL SA 4.875% 12/12/2022 144A
87876TAE4
500000.00000000
PA
USD
466240.65000000
0.034216147930
Long
DBT
CORP
AR
N
2
2022-12-12
Fixed
0.04875000
N
N
N
N
N
N
EGYPT, (ARAB) REP OF
529900GFIVH4086NMH82
EGYPT (ARAB) REP OF GLOBAL MTN BE 144A 8.7002% 03/01/2049 144A
03846JW89
820000.00000000
PA
USD
803343.75000000
0.058955238220
Long
DBT
NUSS
EG
N
2
2049-03-01
Fixed
0.08700200
N
N
N
N
N
N
SENEGAL REPUBLIC OF
549300NP14ZLQGWIUZ97
SENEGAL GOVT 8.75% 5/21 144A
81720TAA3
1095000.00000000
PA
USD
1132982.81000000
0.083146562680
Long
DBT
NUSS
SN
N
2
2021-05-13
Fixed
0.08750000
N
N
N
N
N
N
UKRAINE CABINET OF MINISTERS
6354001WLTJXOMEXPY07
UKRAINE CABINET OF MINISTERS 9.75% 11/01/2028 144A
903724BV3
1210000.00000000
PA
USD
1382425.00000000
0.101452454440
Long
DBT
NUSS
UA
N
2
2028-11-01
Fixed
0.09750000
N
N
N
N
N
N
PETROLEOS DE VENEZUELA SA
549300YWR8TN1OFD4P06
PDVSA PETR VENZ 5.375% 4/12/27
N/A
6115000.00000000
PA
USD
162047.50000000
0.011892230400
Long
DBT
CORP
VE
N
2
2027-04-12
Fixed
0.05375000
Y
Y
N
N
N
N
UKRAINE CABINET OF MINISTERS
6354001WLTJXOMEXPY07
UKRAINE CABINET OF MINISTERS 7.75% 09/01/2022 144A
903724AP7
9514000.00000000
PA
USD
9918345.00000000
0.727880676521
Long
DBT
NUSS
UA
N
2
2022-09-01
Fixed
0.07750000
N
N
N
N
N
N
SASOL FING INTL PLC
N/A
SASOL FING INTL PLC 4.5% 11/14/2022
803865AA2
1015000.00000000
PA
USD
916240.50000000
0.067240427208
Long
DBT
CORP
IM
N
2
2022-11-14
Fixed
0.04500000
N
N
N
N
N
N
BANCO DO BRASIL SA GRAND CAYMAN BRANCH
QE0Q0253K88YAGNPE356
BANCO DO BRASIL GR CAYMAN BRH STEP PERP 144A
05958AAK4
1650000.00000000
PA
USD
1447050.00000000
0.106195109462
Long
EP
CORP
KY
N
2
N
N
N
DELTA MERLIN DUNIA TEKSTIL PT
2549006VVY3FDMC5ZG55
DELTA MERLIN DUNIA TEKSTIL PT 8.625% 03/12/2024 144A
69374VAA2
920000.00000000
PA
USD
101487.50000000
0.007447894800
Long
DBT
CORP
ID
N
2
2024-03-12
Fixed
0.08625000
Y
Y
N
N
N
N
VIETNAM SOCIALIST REP
5493008AE7RS4XK4BZ08
VIETNAM SOCIALIST REP STEP 03/12/2028
N/A
11977499.89040000
PA
USD
11895154.58000000
0.872953417432
Long
DBT
NUSS
VN
N
2
2028-03-12
Variable
0.05500000
N
N
N
N
N
N
PROVINCE CORDOBA
5299006CLM2Z97AATT29
PROVINCE CORDOBA 7.45% 09/01/2024 144A
74408DAD6
4345000.00000000
PA
USD
2552687.50000000
0.187334873353
Long
DBT
CORP
AR
N
2
2024-09-01
Fixed
0.07450000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC 6.4% 06/05/2049 144A
25714PEB0
4072000.00000000
PA
USD
3727152.50000000
0.273525702443
Long
DBT
NUSS
DO
N
2
2049-06-05
Fixed
0.06400000
N
N
N
N
N
N
KOSMOS ENERGY LTD
213800YDFJ3OT9B5P157
KOSMOS ENERGY LTD 7.125% 04/04/2026 144A
500688AC0
8885000.00000000
PA
USD
7918756.25000000
0.581136233561
Long
DBT
CORP
US
N
2
2026-04-04
Fixed
0.07125000
N
N
N
N
N
N
RUSSIA FEDN MINISTRY FINANCE
5493004EHVGF71PDBU58
RUSSIA FEDN MINISTRY FINANCE 4.375% 03/21/2029 REGS
N/A
6600000.00000000
PA
USD
7491000.00000000
0.549744352291
Long
DBT
NUSS
RU
N
2
2029-03-21
Fixed
0.04375000
N
N
N
N
N
N
TURKEY REPUBLIC OF
5493000PCHOG3B6S3Q85
TURKEY REP 6.25% 9/26/22
900123BZ2
24884000.00000000
PA
USD
25195050.00000000
1.848996988811
Long
DBT
NUSS
TR
N
2
2022-09-26
Fixed
0.06250000
N
N
N
N
N
N
SAUDI ARABIAN OIL COMPANY
5586006WD91QHB7J4X50
SAUDI ARABIAN OIL CO 4.375% 04/16/2049 144A
80414L2F1
11201000.00000000
PA
USD
12625627.19000000
0.926560838584
Long
DBT
CORP
SA
N
2
2049-04-16
Fixed
0.04375000
N
N
N
N
N
N
METINVEST BV
635400TMCKVEU87EJ582
METINVEST BV 7.75% 04/23/2023 144A
591555AD9
8178000.00000000
PA
USD
8085997.50000000
0.593409619311
Long
DBT
CORP
NL
N
2
2023-04-23
Fixed
0.07750000
N
N
N
N
N
N
UKRAINE CABINET OF MINISTERS
6354001WLTJXOMEXPY07
UKRAINE CABINET OF MINISTERS 7.75% 09/01/2020 144A
903724AM4
17025000.00000000
PA
USD
17110125.00000000
1.255666077391
Long
DBT
NUSS
UA
N
2
2020-09-01
Fixed
0.07750000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2% 11/15/26
912828U24
54547000.00000000
PA
USD
59897293.77000000
4.395701370654
Long
DBT
UST
US
N
2
2026-11-15
Fixed
0.02000000
N
N
N
N
N
N
GUATEMALA, REP OF
529900QKDFFU9UWW5315
GUATEMALA GOVT 5.75% 6/22 144A
401494AE9
1250000.00000000
PA
USD
1305078.13000000
0.095776175579
Long
DBT
NUSS
GT
N
2
2022-06-06
Fixed
0.05750000
N
N
N
N
N
N
GHANA REP
213800PP4399SNNXZ126
GHANA REP 9.25% 09/15/2022 144A
374422AF0
265000.00000000
PA
USD
264999.89000000
0.019447629540
Long
DBT
NUSS
GH
N
2
2022-09-15
Fixed
0.09250000
N
N
N
N
N
N
EGYPT, (ARAB) REP OF
529900GFIVH4086NMH82
EGYPT (ARAB) REP OF 5.75% 05/29/2024 144A
03846JX47
980000.00000000
PA
USD
984287.50000000
0.072234213610
Long
DBT
NUSS
EG
N
2
2024-05-29
Fixed
0.05750000
N
N
N
N
N
N
CIMPOR FINANCIAL OPERATIONS BV
213800IVMAMWIHPCZJ07
CIMPOR FINANCIAL OPERATIONS BV 5.75% 07/17/24 144A
17186LAA1
4377000.00000000
PA
USD
2566016.25000000
0.188313034484
Long
DBT
CORP
NL
N
2
2024-07-17
Fixed
0.05750000
N
N
N
N
N
N
BRAZIL, FEDERATIVE REPUBLIC OF
254900ZFY40OYEADAP90
BRAZIL GLBL 7.125% 1/20/37
105756BK5
2115000.00000000
PA
USD
2542626.56000000
0.186596528012
Long
DBT
NUSS
BR
N
2
2037-01-20
Fixed
0.07125000
N
N
N
N
N
N
EMIRATE OF ABU DHABI
213800FER4348CINTA77
EMIRATE OF ABU DHABI 3.875% 04/16/2050 144A
29135LAJ9
705000.00000000
PA
USD
831018.75000000
0.060986232073
Long
DBT
NUSS
AE
N
2
2050-04-16
Fixed
0.03875000
N
N
N
N
N
N
NIGERIA REPUBLIC OF
549300GSBZD84TNEQ285
NIGERIA REPUBLIC OF 6.5% 11/28/2027 144A
65412JAC7
3892000.00000000
PA
USD
3684021.25000000
0.270360415953
Long
DBT
NUSS
NG
N
2
2027-11-28
Fixed
0.06500000
N
N
N
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA GOVT 6.75% 01/15/44 144A
455780BR6
5105000.00000000
PA
USD
7441553.40000000
0.546115599242
Long
DBT
NUSS
ID
N
2
2044-01-15
Fixed
0.06750000
N
N
N
N
N
N
CREDITO REAL S A DE C V SOCIEDAD FINANCIERA DE OBJETO MULTIPLE ENTIDAD NO REGULADA
549300W2IL7TPPCTKL39
CREDITO REAL S A DE C V SOFOM 9.5% 02/07/2026 144A
22550GAA0
1370000.00000000
PA
USD
1399540.63000000
0.102708524515
Long
DBT
CORP
MX
N
2
2026-02-07
Fixed
0.09500000
N
N
N
N
N
N
QATAR ST
52990074F6OJOAXK4P65
QATAR ST 3.75% 04/16/2030 144A
74727PBD2
13745000.00000000
PA
USD
15682185.94000000
1.150873468441
Long
DBT
NUSS
QA
N
2
2030-04-16
Fixed
0.03750000
N
N
N
N
N
N
AEROPUERTOS ARGENTINA 2000 SA
549300349K24AVAQ7B24
AEROPUERTOS ARGENTINA 2000 SA PIK VAR 02/01/2027 144A
00786PAD6
7360783.00000000
PA
USD
5798916.86000000
0.425566919395
Long
DBT
CORP
AR
N
2
2027-02-01
Variable
0.09375000
N
N
Y
N
N
N
BANCO MACRO SA
579100KKDKKIFEBKK040
BANCO MACRO SA 6.75/VAR 11/04/2026 144A
05963GAH1
4110000.00000000
PA
USD
3311761.14000000
0.243041247210
Long
DBT
CORP
AR
N
2
2026-11-04
Variable
0.06750000
N
N
N
N
N
N
MENDOZA PROVINCE OF
529900FD2SD2M48A6753
MENDOZA PROVINCE OF 8.375% 05/19/2024 144A
586805AH6
465000.00000000
PA
USD
219096.38000000
0.016078894341
Long
DBT
CORP
AR
N
2
2024-05-19
Fixed
0.08375000
Y
Y
N
N
N
N
TURKEY REPUBLIC OF
5493000PCHOG3B6S3Q85
TURKEY REPUBLIC OF 5.25% 03/13/2030
900123CY4
2400000.00000000
PA
USD
2148750.00000000
0.157690986114
Long
DBT
NUSS
TR
N
2
2030-03-13
Fixed
0.05250000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC 6.875% 01/29/2026 144A
25714PDJ4
6131000.00000000
PA
USD
6427970.31000000
0.471731461035
Long
DBT
NUSS
DO
N
2
2026-01-29
Fixed
0.06875000
N
N
N
N
N
N
PROVINCE OF SANTA FE
N/A
PROVINCE OF SANTA FE 7% 03/23/2023 144A
74409AAC3
7270000.00000000
PA
USD
4734587.50000000
0.347458648852
Long
DBT
NUSS
AR
N
2
2023-03-23
Fixed
0.07000000
N
N
N
N
N
N
SAUDI ARABIAN OIL COMPANY
5586006WD91QHB7J4X50
SAUDI ARABIAN OIL CO 3.5% 04/16/2029 144A
80414L2D6
12054000.00000000
PA
USD
13010786.25000000
0.954826626592
Long
DBT
CORP
SA
N
2
2029-04-16
Fixed
0.03500000
N
N
N
N
N
N
EGYPT, (ARAB) REP OF
529900GFIVH4086NMH82
EGYPT (ARAB) REP OF GLOBAL MTN BE 144A 7.903% 02/21/2048 144A
03846JW55
2635000.00000000
PA
USD
2436551.56000000
0.178811968919
Long
DBT
NUSS
EG
N
2
2048-02-21
Fixed
0.07903000
N
N
N
N
N
N
PAKISTAN, ISLAMIC REP OF
529900LOP29R5WKHOD86
PAKISTAN GOVT 8.25% 04/15/24 144A
695847AK9
1180000.00000000
PA
USD
1229412.50000000
0.090223278402
Long
DBT
NUSS
PK
N
2
2024-04-15
Fixed
0.08250000
N
N
N
N
N
N
RUSSIAN FEDN
5493004EHVGF71PDBU58
RUSSIAN FED 5.875 9/16/43 REGS
N/A
200000.00000000
PA
USD
281375.00000000
0.020649354842
Long
DBT
NUSS
RU
N
2
2043-09-16
Fixed
0.05875000
N
N
N
N
N
N
TURKEY REPUBLIC OF
5493000PCHOG3B6S3Q85
TURKEY REP 5.125% 3/25/22
900123BY5
8099000.00000000
PA
USD
8106592.81000000
0.594921053747
Long
DBT
NUSS
TR
N
2
2022-03-25
Fixed
0.05125000
N
N
N
N
N
N
RUMO LUXEMBOURG SARL
222100HOIQFT7YOSPB46
RUMO LUXEMBOURG SARL 7.375% 02/09/2024 144A
781467AA3
4250000.00000000
PA
USD
4455062.50000000
0.326945060536
Long
DBT
CORP
LU
N
2
2024-02-09
Fixed
0.07375000
N
N
N
N
N
N
TULLOW OIL PLC
2138003EYHWO75RKS857
TULLOW OIL PLC 6.25% 04/15/2022 144A
899415AC7
13580000.00000000
PA
USD
9986256.70000000
0.732864533620
Long
DBT
CORP
GB
N
2
2022-04-15
Fixed
0.06250000
N
N
N
N
N
N
CAMEROON REPUBLIC OF
54930021BO6NHYGBBV24
CAMEROON REPUBLIC OF 9.5% 11/19/2025 144A
133653AA3
14245000.00000000
PA
USD
14285064.06000000
1.048342449486
Long
DBT
NUSS
CM
N
2
2025-11-19
Fixed
0.09500000
N
N
N
N
N
N
BUENOS AIRES CITY ARGENTINA
5299007MC8RF52X0ON96
BUENOS AIRES CITY ARGENTINA 8.95% 02/19/21 144A
11942GAC6
1218900.00000000
PA
USD
1086344.63000000
0.079723912025
Long
DBT
CORP
AR
N
2
2021-02-19
Fixed
0.08950000
N
N
N
N
N
N
MEXICO UNITED MEXICAN STATES
254900EGTWEU67VP6075
MEXICO UNITED MEXICAN STATES 4.75% 04/27/2032
91087BAK6
970000.00000000
PA
USD
1068455.00000000
0.078411040171
Long
DBT
NUSS
MX
N
2
2032-04-27
Fixed
0.04750000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
DOMINICAN REP 7.45% 04/30/44 144A
25714PCF3
6031000.00000000
PA
USD
6196852.50000000
0.454770346262
Long
DBT
NUSS
DO
N
2
2044-04-30
Fixed
0.07450000
N
N
N
N
N
N
HONDURAS, REPUBLIC OF
5493002DW1JNBNG17615
REPUBLIC OF HONDURAS 8.75% 12/16/2020 144A
N/A
3035000.00000000
PA
USD
3087164.06000000
0.226558671282
Long
DBT
NUSS
HN
N
2
2020-12-16
Fixed
0.08750000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS FRN 3ML+ 03/11/2022
71654QCF7
2448000.00000000
PA
USD
2359872.00000000
0.173184662145
Long
DBT
CORP
MX
N
2
2022-03-11
Variable
0.03964630
N
N
N
N
N
N
JORDAN KINGDOM OF
5493000JZ4MYPVMBVN50
JORDAN KINGDOM OF 6.125% 01/29/2026 144A
418097AG6
3195000.00000000
PA
USD
3361739.06000000
0.246708992405
Long
DBT
NUSS
JO
N
2
2026-01-29
Fixed
0.06125000
N
N
N
N
N
N
GHANA REP
213800PP4399SNNXZ126
GHANA GOVT 8.125% 01/18/26 144A
374422AC7
3898076.00000000
PA
USD
3946801.95000000
0.289645185105
Long
DBT
NUSS
GH
N
2
2026-01-18
Fixed
0.08125000
N
N
N
N
N
N
PETROLEOS DE VENEZUELA SA
549300YWR8TN1OFD4P06
PDVSA 12.75% 2/17/22 144A
716558AC5
3065000.00000000
PA
USD
91950.00000000
0.006747963315
Long
DBT
CORP
VE
N
2
2022-02-17
Fixed
0.12750000
Y
Y
N
N
N
N
RUSSIAN FEDN
5493004EHVGF71PDBU58
RUSSIAN FEDN 5.875% 09/16/2043 144A
78307ADH3
1850000.00000000
PA
USD
2602718.75000000
0.191006532294
Long
DBT
NUSS
RU
N
2
2043-09-16
Fixed
0.05875000
N
N
N
N
N
N
PEMEX PROJ FDG MASTER TR
N/A
PEMEX PROJ FDG MASTER TR VAR 12/01/2023
706451BC4
320000.00000000
PA
USD
308800.00000000
0.022662001867
Long
DBT
CORP
MX
N
2
2023-12-01
Variable
0.08625000
N
N
N
N
N
N
SOUTHERN GAS CORRIDOR CJSC
213800DG58KG59XY6318
SOUTHERN GAS CORRIDOR CJSC 6.875% 03/24/2026 144A
84302LAA0
1006000.00000000
PA
USD
1154253.01000000
0.084707525478
Long
DBT
CORP
AZ
N
2
2026-03-24
Fixed
0.06875000
N
N
N
N
N
N
HONDURAS, REPUBLIC OF
5493002DW1JNBNG17615
HONDURAS REPUBLIC OF 5.625% 06/24/2030 144A
438180AJ0
610000.00000000
PA
USD
619912.50000000
0.045493711892
Long
DBT
NUSS
HN
N
2
2030-06-24
Fixed
0.05625000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC 5.95% 01/25/27 144A
25714PDT2
4186000.00000000
PA
USD
4210854.38000000
0.309023283103
Long
DBT
NUSS
DO
N
2
2027-01-25
Fixed
0.05950000
N
N
N
N
N
N
VENEZUELA, REPUBLIC OF
529900XM8PJTJK5OJI77
VENEZUELA 11.95% 8/31 REGS
N/A
17015000.00000000
PA
USD
1020900.00000000
0.074921106561
Long
DBT
NUSS
VE
N
2
2031-08-05
Fixed
0.11950000
Y
Y
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 6.75% 09/21/2047
71654QCC4
8407000.00000000
PA
USD
6454474.25000000
0.473676513942
Long
DBT
CORP
MX
N
2
2047-09-21
Fixed
0.06750000
N
N
N
N
N
N
AEROPUERTOS ARGENTINA 2000 SA
549300349K24AVAQ7B24
AEROPUERTOS ARGENTINA 2000 SA 6.875% 2/1/27 144A
00786PAC8
109375.00000000
PA
USD
76425.78000000
0.005608682542
Long
DBT
CORP
AR
N
2
2027-02-01
Fixed
0.06875000
N
N
N
N
N
N
COLOMBIA TELECOMUNICACIONES S A ESP
549300CK4YN0V1C3MN55
COLOMBIA TELECOMUNICACINES SA 5.375% 09/27/2022 144A
19533PAA8
419000.00000000
PA
USD
418836.09000000
0.030737254707
Long
DBT
CORP
CO
N
2
2022-09-27
Fixed
0.05375000
N
N
N
N
N
N
LEBANON REPUBLIC OF
529900QPC4K9S1KHL354
LEBANON REP 6% 1/27/23 REGS
N/A
1587000.00000000
PA
USD
273757.50000000
0.020090326995
Long
DBT
NUSS
LB
N
2
2023-01-27
Fixed
0.06000000
Y
Y
N
N
N
N
LEBANON REPUBLIC OF
529900QPC4K9S1KHL354
LEBANON REPUBLIC OF 6.375% 12/31/2049
N/A
7477000.00000000
PA
USD
1383245.00000000
0.101512632036
Long
DBT
NUSS
LB
N
2
2049-12-31
Fixed
0.06375000
Y
Y
N
N
N
N
TURKEY REPUBLIC OF
5493000PCHOG3B6S3Q85
TURKEY REPUBLIC OF 6.35% 08/10/2024
900123CV0
1615000.00000000
PA
USD
1633673.44000000
0.119890902032
Long
DBT
NUSS
TR
N
2
2024-08-10
Fixed
0.06350000
N
N
N
N
N
N
BRAZIL, FEDERATIVE REPUBLIC OF
254900ZFY40OYEADAP90
BRAZIL REP 5.625% 02/21/2047
105756BY5
2183000.00000000
PA
USD
2277141.88000000
0.167113321037
Long
DBT
NUSS
BR
N
2
2047-02-21
Fixed
0.05625000
N
N
N
N
N
N
PETROLEOS DE VENEZUELA SA
549300YWR8TN1OFD4P06
PETROLEOS DE VENEZUELA SA 5.5% 04/12/2037 REGS
N/A
3475000.00000000
PA
USD
104250.00000000
0.007650627249
Long
DBT
CORP
VE
N
2
2037-04-12
Fixed
0.05500000
Y
Y
N
N
N
N
UKRAINE CABINET OF MINISTERS
6354001WLTJXOMEXPY07
UKRAINE CABINET OF MINISTERS 7.75% 09/01/2026 144A
903724AT9
2745000.00000000
PA
USD
2861662.50000000
0.210009717999
Long
DBT
NUSS
UA
N
2
2026-09-01
Fixed
0.07750000
N
N
N
N
N
N
OMAN SULTANATE
549300SZ20F0QTKNQC75
OMAN SULTANATE 6.75% 01/17/2048 144A
682051AJ6
3230000.00000000
PA
USD
2782846.88000000
0.204225651524
Long
DBT
NUSS
OM
N
2
2048-01-17
Fixed
0.06750000
N
N
N
N
N
N
SAUDI ARABIA KINGDOM OF
54930044PULMORCKB765
SAUDI ARABIA KINGDOM OF 4.625% 10/04/2047 144A
80413TAF6
3580000.00000000
PA
USD
4170700.00000000
0.306076461100
Long
DBT
NUSS
SA
N
2
2047-10-04
Fixed
0.04625000
N
N
N
N
N
N
BORETS FIN DAC
635400LFT9PKEEFTKC04
BORETS FIN DAC 6.5% 04/07/2022 144A
09973BAA7
725000.00000000
PA
USD
723640.63000000
0.053106040506
Long
DBT
CORP
IE
N
2
2022-04-07
Fixed
0.06500000
N
N
N
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA REPUBLIC 5.95% 01/08/2046 144A
455780BW5
2100000.00000000
PA
USD
2857009.47000000
0.209668244636
Long
DBT
NUSS
ID
N
2
2046-01-08
Fixed
0.05950000
N
N
N
N
N
N
QATAR ST
52990074F6OJOAXK4P65
QATAR ST 4.5% 04/23/2028 144A
74727PAX9
2565000.00000000
PA
USD
3023493.75000000
0.221886078394
Long
DBT
NUSS
QA
N
2
2028-04-23
Fixed
0.04500000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 5.375% 03/13/2022
71654QCE0
1590000.00000000
PA
USD
1586025.00000000
0.116394111112
Long
DBT
CORP
MX
N
2
2022-03-13
Fixed
0.05375000
N
N
N
N
N
N
BARBADOS GOVT OF
529900UD1KUUS4SFD905
BARBADOS GOVT OF 6.5% 10/01/2029 144A
067070AH5
5135000.00000000
PA
USD
4626314.06000000
0.339512752157
Long
DBT
NUSS
BB
N
2
2029-10-01
Fixed
0.06500000
N
N
N
N
N
N
KONDOR FINANCE PLC
N/A
NAK NAFTOGAZ UKRAINE VIA KONDOR FINANCE PLC 7.625% 11/08/2026 144A
50050MAB1
1235000.00000000
PA
USD
1200265.63000000
0.088084267967
Long
DBT
CORP
GB
N
2
2026-11-08
Fixed
0.07625000
N
N
N
N
N
N
SAUDI ARABIAN OIL COMPANY
5586006WD91QHB7J4X50
SAUDI ARABIAN OIL CO 4.25% 04/16/2039 144A
80414L2E4
6685000.00000000
PA
USD
7470487.50000000
0.548238995058
Long
DBT
CORP
SA
N
2
2039-04-16
Fixed
0.04250000
N
N
N
N
N
N
OMAN SULTANATE
549300SZ20F0QTKNQC75
OMAN SULTANATE 3.875% 03/08/2022 144A
682051AD9
670000.00000000
PA
USD
660368.75000000
0.048462687323
Long
DBT
NUSS
OM
N
2
2022-03-08
Fixed
0.03875000
N
N
N
N
N
N
EMIRATE OF ABU DHABI
213800FER4348CINTA77
EMIRATE OF ABU DHABI 3.125% 09/30/2049 144A
29135LAF7
2802000.00000000
PA
USD
2917582.50000000
0.214113536472
Long
DBT
NUSS
AE
N
2
2049-09-30
Fixed
0.03125000
N
N
N
N
N
N
SPARC EM SPC
N/A
SPARC EM SPC 0% 12/05/2022 144A
846502AC6
294866.28000000
PA
USD
283985.71000000
0.020840947831
Long
DBT
CORP
KY
N
2
2022-12-05
Fixed
0.00000000
N
N
N
N
N
N
AZUL INVESTMENTS LLP
549300C6XNC8IDH04C74
AZUL INVESTMENTS LLP 5.875% 10/26/2027 144A
05502FAA6
4775000.00000000
PA
USD
2077125.00000000
0.152434619910
Long
DBT
CORP
US
N
2
2024-10-26
Fixed
0.05875000
N
N
N
N
N
N
ALFA BD ISSUANCE PLC
253400QWEQNERA6RJS29
ALFA BD ISSUANCE PLC 8%/VAR PERP REGS
N/A
4735000.00000000
PA
USD
4771992.19000000
0.350203678498
Long
EP
CORP
IE
N
2
N
N
N
RUSSIAN FEDN
5493004EHVGF71PDBU58
RUSSIAN FEDN 8.15% 2/03/27
N/A
225090000.00000000
PA
3644106.44000000
0.267431175348
Long
DBT
NUSS
RU
N
2
2027-02-03
Fixed
0.08150000
N
N
N
N
N
N
TURKIYE GARANTI BANKASI AS
5493002XSS7K7RHN1V37
TURKIYE GARANTI BANKASI AS 6.125%/VAR 05/24/2027
900148AE7
1385000.00000000
PA
USD
1293243.75000000
0.094907682245
Long
DBT
CORP
TR
N
2
2027-05-24
Variable
0.06125000
N
N
N
N
N
N
AZERBAIJAN REP
N/A
AZERBAIJAN REP 4.75% 03/18/24 144A
05477LAA4
25000.00000000
PA
USD
26656.25000000
0.001956230528
Long
DBT
NUSS
AZ
N
2
2024-03-18
Fixed
0.04750000
N
N
N
N
N
N
ODEBRECHT FINANCE LTD
N/A
ODEBRECHT FIN 7.125 6/42 144A
675758AJ5
11905000.00000000
PA
USD
654775.00000000
0.048052177048
Long
DBT
CORP
KY
N
2
2042-06-26
Fixed
0.07125000
Y
Y
N
N
N
N
GEORGIA REPUBLIC OF
254900MHQHBC58M2GR84
GEORGIA GOVT 6.875% 4/21 144A
37311PAA8
1605000.00000000
PA
USD
1633087.50000000
0.119847901471
Long
DBT
NUSS
GE
N
2
2021-04-12
Fixed
0.06875000
N
N
N
N
N
N
AXTEL SAB DE CV
549300BVRDR8XTSXAD13
AXTEL SAB DE CV 6.375% 11/14/2024 144A
05462GAJ3
500000.00000000
PA
USD
519260.00000000
0.038107095497
Long
DBT
CORP
MX
N
2
2024-11-14
Fixed
0.06375000
N
N
N
N
N
N
ESKOM HLDGS LTD
3789001900ED06F65111
ESKOM HLDGS LTD 5.75 1/21 144A
296464AA8
33785000.00000000
PA
USD
32180212.50000000
2.361619286797
Long
DBT
CORP
ZA
N
2
2021-01-26
Fixed
0.05750000
N
N
N
N
N
N
COMCEL TRUST
549300W3HHHYJSCDBJ77
COMCEL TRUST 6.875% 02/06/2024 144A
200303AA3
3125000.00000000
PA
USD
3195843.75000000
0.234534381573
Long
DBT
CORP
KY
N
2
2024-02-06
Fixed
0.06875000
N
N
N
N
N
N
GEOPARK LTD
529900ZR5QI19AH4KZ07
GEOPARK LTD 6.5% 09/21/2024 144A
37255BAA7
1455000.00000000
PA
USD
1330870.31000000
0.097668994333
Long
DBT
CORP
BM
N
2
2024-09-21
Fixed
0.06500000
N
N
N
N
N
N
TURKEY REPUBLIC OF
5493000PCHOG3B6S3Q85
TURKEY GOVT 3.25% 3/23/23
900123CA6
19475000.00000000
PA
USD
18409960.94000000
1.351057542739
Long
DBT
NUSS
TR
N
2
2023-03-23
Fixed
0.03250000
N
N
N
N
N
N
BANCO MERCANTIL DEL NORTE SA GRAND CAYMAN BRH
549300QTVYRPFHS0J362
BANCO MERCANTIL DEL NORTE SA GRAND CAYMAN BRH 7.625%/VAR PERP 144A
05962GAJ8
1285000.00000000
PA
USD
1225144.70000000
0.089910076033
Long
EP
CORP
KY
N
2
N
N
N
FIDELITY BANK PLC
029200298A5K5WI0F567
FIDELITY BANK PLC 10.5% 10/16/2022 144A
316044AB2
955000.00000000
PA
USD
969325.00000000
0.071136155958
Long
DBT
CORP
NG
N
2
2022-10-16
Fixed
0.10500000
N
N
N
N
N
N
RUSSIAN FEDN
5493004EHVGF71PDBU58
RUSSIAN FEDN 5.625 4/4/42 144A
78307ADE0
4000000.00000000
PA
USD
5423750.00000000
0.398034432083
Long
DBT
NUSS
RU
N
2
2042-04-04
Fixed
0.05625000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PETROLEOS MEX 3.5% 1/30/23
71654QBG6
4187000.00000000
PA
USD
3958808.50000000
0.290526313533
Long
DBT
CORP
MX
N
2
2023-01-30
Fixed
0.03500000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE BV
549300FNENFFSMO3GT38
PETROBRAS GLOBAL FINANCE BV 6.25% 03/17/24
71647NAM1
2725000.00000000
PA
USD
2885945.31000000
0.211791768147
Long
DBT
CORP
NL
N
2
2024-03-17
Fixed
0.06250000
N
N
N
N
N
N
GHANA REP
213800PP4399SNNXZ126
GHANA REP 7.875% 03/26/2027 144A
37443GAA9
2800000.00000000
PA
USD
2769375.00000000
0.203236986467
Long
DBT
NUSS
GH
N
2
2027-03-26
Fixed
0.07875000
N
N
N
N
N
N
OSCHADBANK (SSB #1 PLC)
213800X3YF17XQS13O34
SSB NO.1 PLC STEP 03/10/2023 144A
N/A
1210800.00000000
PA
USD
1239934.88000000
0.090995487583
Long
DBT
CORP
GB
N
2
2023-03-10
Variable
0.09375000
N
N
N
N
N
N
SAUDI ARABIA KINGDOM OF
54930044PULMORCKB765
SAUDI ARABIA KINGDOM OF 4.5% 10/26/2046 144A
80413TAC3
906000.00000000
PA
USD
1040994.00000000
0.076395751203
Long
DBT
NUSS
SA
N
2
2046-10-26
Fixed
0.04500000
N
N
N
N
N
N
TURKIYE VAKIFLAR BANKASI TAO
789000KAIHOLSQKQ9858
TURKIYE VAKIFLAR BANKASI TAO 5.75% 01/30/2023 144A
90015WAG8
2075000.00000000
PA
USD
2017289.06000000
0.148043421128
Long
DBT
CORP
TR
N
2
2023-01-30
Fixed
0.05750000
N
N
N
N
N
N
UKRAINE CABINET OF MINISTERS
6354001WLTJXOMEXPY07
UKRAINE CABINET OF MINISTERS 7.75% 09/01/2024 144A
903724AR3
3644000.00000000
PA
USD
3798870.00000000
0.278788856973
Long
DBT
NUSS
UA
N
2
2024-09-01
Fixed
0.07750000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC 6.85% 01/27/45 144A
25714PCW6
3736000.00000000
PA
USD
3578387.50000000
0.262608239011
Long
DBT
NUSS
DO
N
2
2045-01-27
Fixed
0.06850000
N
N
N
N
N
N
EL SALVADOR REPUBLIC OF
529900AKDMUSFSDOM949
EL SALVADOR 7.625 9/21/34 144A
283875AM4
1700000.00000000
PA
USD
1453500.00000000
0.106668457623
Long
DBT
NUSS
SV
N
2
2034-09-21
Fixed
0.07625000
N
N
N
N
N
N
IVORY COAST (COTE D'IVOIRE)
254900ICW11T82O6H590
IVORY COAST GOV STEP 12/32 RGS
N/A
12021720.00000000
PA
USD
11818853.48000000
0.867353884819
Long
DBT
NUSS
CI
N
2
2032-12-31
Variable
0.05750000
N
N
N
N
N
N
EL SALVADOR REPUBLIC OF
529900AKDMUSFSDOM949
EL SALVADOR REPUBLIC OF 7.1246% 01/20/2050 144A
283875BZ4
2327000.00000000
PA
USD
1896505.00000000
0.139179403663
Long
DBT
NUSS
SV
N
2
2050-01-20
Fixed
0.07124600
N
N
N
N
N
N
PAPUA NEW GUINEA
254900NKI6OC90ZW9W36
PAPUA NEW GUINEA 8.375% 10/04/2028 144A
69888UAB1
2090000.00000000
PA
USD
2006400.00000000
0.147244302287
Long
DBT
NUSS
PG
N
2
2028-10-04
Fixed
0.08375000
N
N
N
N
N
N
MEXICO UNITED MEXICAN STATES
254900EGTWEU67VP6075
MEXICO UNITED MEXICAN STATES 3.25% 04/16/2030
91087BAH3
3795000.00000000
PA
USD
3762742.50000000
0.276137556868
Long
DBT
NUSS
MX
N
2
2030-04-16
Fixed
0.03250000
N
N
N
N
N
N
1MDB GLOBAL INVESTMENTS LTD
N/A
1MDB GLOBAL INVESTMENTS LTD 4.4% 03/09/2023 REGS
N/A
21800000.00000000
PA
USD
20498812.50000000
1.504352743365
Long
DBT
CORP
VG
N
2
2023-03-09
Fixed
0.04400000
N
N
N
N
N
N
VTR FINANCE BV
213800F4XI4RJB82XM19
VTR FINANCE BV 6.375% 07/15/2028 144A
918374AA7
1200000.00000000
PA
USD
1233000.00000000
0.090486555383
Long
DBT
CORP
NL
N
2
2028-07-15
Fixed
0.06375000
N
N
N
N
N
N
BRAZIL, FEDERATIVE REPUBLIC OF
254900ZFY40OYEADAP90
BRAZIL FEDERATIVE REPUBLIC OF 4.5% 05/30/2029
105756CA6
2855000.00000000
PA
USD
2936189.06000000
0.215479021892
Long
DBT
NUSS
BR
N
2
2029-05-30
Fixed
0.04500000
N
N
N
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA 6.625% 2/17/37 144A
455780AX4
3549000.00000000
PA
USD
4859911.88000000
0.356655868196
Long
DBT
NUSS
ID
N
2
2037-02-17
Fixed
0.06625000
N
N
N
N
N
N
GUATEMALA, REP OF
529900QKDFFU9UWW5315
GUATEMALA REP OF 5.375% 04/24/2032 144A
401494AS8
950000.00000000
PA
USD
1047671.88000000
0.076885822865
Long
DBT
NUSS
GT
N
2
2032-04-24
Fixed
0.05375000
N
N
N
N
N
N
TURKEY REPUBLIC OF
5493000PCHOG3B6S3Q85
TURKEY GLBL 7.375% 2/05/25
900123AW0
1241000.00000000
PA
USD
1306928.13000000
0.095911942106
Long
DBT
NUSS
TR
N
2
2025-02-05
Fixed
0.07375000
N
N
N
N
N
N
PROVINCE CORDOBA
5299006CLM2Z97AATT29
PROVINCE CORDOBA 7.125% 06/10/2021 144A
74408DAC8
9670000.00000000
PA
USD
5931940.63000000
0.435329176273
Long
DBT
CORP
AR
N
2
2021-06-10
Fixed
0.07125000
N
N
N
N
N
N
QATAR ST
52990074F6OJOAXK4P65
QATAR ST 4.4% 04/16/2050 144A
74727PBE0
1465000.00000000
PA
USD
1814768.75000000
0.133181000003
Long
DBT
NUSS
QA
N
2
2050-04-16
Fixed
0.04400000
N
N
N
N
N
N
PETROLEOS DE VENEZUELA SA
549300YWR8TN1OFD4P06
PETROLEOS DE VENEZUELA SA 6% 11/15/2026 144A
716558AF8
15840000.00000000
PA
USD
459360.00000000
0.033711195523
Long
DBT
CORP
VE
N
2
2026-11-15
Fixed
0.06000000
Y
Y
N
N
N
N
OIL AND GAS HOLDING CO BSCC/THE
549300OBH16L6TS6IW50
OIL AND GAS HOLDING CO BSCC/THE 7.625% 11/07/2024 144A
67778M2C3
2220000.00000000
PA
USD
2404537.50000000
0.176462543118
Long
DBT
CORP
BH
N
2
2024-11-07
Fixed
0.07625000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
COLOMBIA REPUBLIC OF 3.125% 04/15/2031
195325DS1
1450000.00000000
PA
USD
1439850.00000000
0.105666720817
Long
DBT
NUSS
CO
N
2
2031-04-15
Fixed
0.03125000
N
N
N
N
N
N
RUSSIA FEDN MINISTRY FINANCE
5493004EHVGF71PDBU58
RUSSIA FEDN MINISTRY FINANCE 5.1% 03/28/2035 144A
N/A
13200000.00000000
PA
USD
16314375.00000000
1.197268124069
Long
DBT
NUSS
RU
N
2
2035-03-28
Fixed
0.05100000
N
N
N
N
N
N
YPF SOCIEDAD ANONIMA
5493003N7447U18U5U53
YPF SOCIEDAD ANONIMA 8.5% 03/23/2021 144A
984245AM2
5133000.00000000
PA
USD
4337385.00000000
0.318309025158
Long
DBT
CORP
AR
N
2
2021-03-23
Fixed
0.08500000
N
N
N
N
N
N
VEDANTA RESOURCES PLC
2138007MYEKPEAZQTW83
VEDANTA RES PLC 8.25 6/21 144A
92241TAG7
2295000.00000000
PA
USD
2001699.00000000
0.146899308535
Long
DBT
CORP
GB
N
2
2021-06-07
Fixed
0.08250000
N
N
N
N
N
N
NIGERIA REPUBLIC OF
549300GSBZD84TNEQ285
NIGERIA GOVT 6.75 1/28/21 144A
65412AAA0
410000.00000000
PA
USD
415509.38000000
0.030493116403
Long
DBT
NUSS
NG
N
2
2021-01-28
Fixed
0.06750000
N
N
N
N
N
N
MEXICO UNITED MEXICAN STATES
254900EGTWEU67VP6075
UNITED MEX 5.75 10/12/2110
91086QAZ1
12790000.00000000
PA
USD
14204893.75000000
1.042458965953
Long
DBT
NUSS
MX
N
2
2110-10-12
Fixed
0.05750000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC 6.5% 02/15/2048 REGS
N/A
475000.00000000
PA
USD
437148.44000000
0.032081148845
Long
DBT
NUSS
DO
N
2
2048-02-15
Fixed
0.06500000
N
N
N
N
N
N
QATAR ST
52990074F6OJOAXK4P65
QATAR ST 5.103% 04/23/2048 144A
74727PAY7
4905000.00000000
PA
USD
6669267.19000000
0.489439590391
Long
DBT
NUSS
QA
N
2
2048-04-23
Fixed
0.05103000
N
N
N
N
N
N
UKRAINE CABINET OF MINISTERS
6354001WLTJXOMEXPY07
UKRAINE GOVT 7.75% 09/01/2027 144A
903724AU6
1744000.00000000
PA
USD
1814305.00000000
0.133146966637
Long
DBT
NUSS
UA
N
2
2027-09-01
Fixed
0.07750000
N
N
N
N
N
N
PARAGUAY REP
529900UXKJTJPCU0HK83
PARAGUAY REP 4.95% 04/28/2031 144A
699149AJ9
3865000.00000000
PA
USD
4290150.00000000
0.314842575488
Long
DBT
NUSS
PY
N
2
2031-04-28
Fixed
0.04950000
N
N
N
N
N
N
TRINIDAD and TOBAGO, REPUBLIC OF
N/A
TRINIDAD and TOBAGO REPUBLIC OF 4.5% 06/26/2030 144A
896292AK5
1970000.00000000
PA
USD
1942912.50000000
0.142585125333
Long
DBT
NUSS
TT
N
2
2030-06-26
Fixed
0.04500000
N
N
N
N
N
N
THIRD PAKISTAN INTERNATIONAL SUKUK CO LTD/THE
529900OMZDJ2H3CXKF72
THIRD PAKISTAN INTL SUKUK CO LTD 5.5% 10/13/2021 144A
88429JAA4
1830000.00000000
PA
USD
1791112.50000000
0.131444931410
Long
DBT
NUSS
PK
N
2
2021-10-13
Fixed
0.05500000
N
N
N
N
N
N
MEXICO UNITED MEXICAN STATES
254900EGTWEU67VP6075
MEXICO GOV 6.05% 1/11/40
91086QAV0
13217000.00000000
PA
USD
16128870.31000000
1.183654433554
Long
DBT
NUSS
MX
N
2
2040-01-11
Fixed
0.06050000
N
N
N
N
N
N
PETROLEOS DE VENEZUELA SA
549300YWR8TN1OFD4P06
PETROLEOS DE VENEZUELA SA 6% 05/16/2024 144A
716558AG6
8980000.00000000
PA
USD
251440.00000000
0.018452505665
Long
DBT
CORP
VE
N
2
2024-05-16
Fixed
0.06000000
Y
Y
N
N
N
N
ESKOM HLDGS LTD
3789001900ED06F65111
ESKOM HLDGS LTD 6.75% 08/06/2023 144A
29646AAA4
4542000.00000000
PA
USD
4292190.00000000
0.314992285604
Long
DBT
CORP
ZA
N
2
2023-08-06
Fixed
0.06750000
N
N
N
N
N
N
METALSA S A DE C V
549300F2FONGJR575V67
METALSA SA DE CV 4.9% 04/24/2023 144A
59132VAA6
1278000.00000000
PA
USD
1252440.00000000
0.091913204723
Long
DBT
CORP
MX
N
2
2023-04-24
Fixed
0.04900000
N
N
N
N
N
N
QATAR ST
52990074F6OJOAXK4P65
QATAR ST 4.817% 03/14/2049 144A
74727PBB6
11539000.00000000
PA
USD
15195420.63000000
1.115151070888
Long
DBT
NUSS
QA
N
2
2049-03-14
Fixed
0.04817000
N
N
N
N
N
N
CSN RESOURCES SA
222100ZEX458NMOXZP08
CSN RESOURCES SA 7.625% 02/13/2023 144A
12644VAB4
9467000.00000000
PA
USD
8756975.00000000
0.642650854278
Long
DBT
CORP
LU
N
2
2023-02-13
Fixed
0.07625000
N
N
N
N
N
N
OMAN SULTANATE
549300SZ20F0QTKNQC75
OMAN SULTANATE 5.375% 03/08/2027 144A
682051AE7
3016000.00000000
PA
USD
2804880.00000000
0.205842602970
Long
DBT
NUSS
OM
N
2
2027-03-08
Fixed
0.05375000
N
N
N
N
N
N
EMBRAER OVERSEAS LTD
N/A
EMBRAER OVERSEAS LTD 5.696% 09/16/2023 144A
29081YAD8
715000.00000000
PA
USD
681044.65000000
0.049980036042
Long
DBT
CORP
KY
N
2
2023-09-16
Fixed
0.05696000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PETROLEOS MEX 5.5 1/21/21
71654QAX0
1130000.00000000
PA
USD
1130353.13000000
0.082953577534
Long
DBT
CORP
MX
N
2
2021-01-21
Fixed
0.05500000
N
N
N
N
N
N
JAMAICA GOVT OF
N/A
JAMAICA GOVT OF 6.75% 04/28/2028
470160CA8
980000.00000000
PA
USD
1103725.00000000
0.080999410657
Long
DBT
NUSS
JM
N
2
2028-04-28
Fixed
0.06750000
N
N
N
N
N
N
RUSSIAN FEDN
5493004EHVGF71PDBU58
RUSSIAN FEDN 7.6% 7/20/22
N/A
345955000.00000000
PA
5155041.83000000
0.378314661843
Long
DBT
NUSS
RU
N
2
2022-07-20
Fixed
0.07600000
N
N
N
N
N
N
COSAN OVERSEAS LTD
222100V5GTJGKUH55655
COSAN OVERSEAS 8.25% PERP
N/A
11040000.00000000
PA
USD
11057250.00000000
0.811461852806
Long
EP
CORP
KY
N
2
N
N
N
FRONTERA ENERGY CORP
A25574TZFLBNK7NWQT47
FRONTERA ENERGY CORP 9.7% 06/25/2023 144A
35905BAA5
1670000.00000000
PA
USD
1354265.63000000
0.099385913976
Long
DBT
CORP
CA
N
2
2023-06-25
Fixed
0.09700000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC 5.5% 01/27/2025 144A
25714PCV8
1835000.00000000
PA
USD
1854496.88000000
0.136096540664
Long
DBT
NUSS
DO
N
2
2025-01-27
Fixed
0.05500000
N
N
N
N
N
N
RUSSIAN FEDN
5493004EHVGF71PDBU58
RUSSIAN FEDN 5.25% 06/23/2047 REGS
N/A
4000000.00000000
PA
USD
5284000.00000000
0.387778555267
Long
DBT
NUSS
RU
N
2
2047-06-23
Fixed
0.05250000
N
N
N
N
N
N
JSC GEORGIAN RAILWAY
2138005UZV4ZT2B2ZO19
GEORGIAN RAIL 7.75 7/11/22 144
37363BAA6
898000.00000000
PA
USD
910066.88000000
0.066787361832
Long
DBT
CORP
GE
N
2
2022-07-11
Fixed
0.07750000
N
N
N
N
N
N
NIGERIA REPUBLIC OF
549300GSBZD84TNEQ285
NIGERIA REPUBLIC 7.625% 11/21/2025 144A
65412JAJ2
12343000.00000000
PA
USD
12593717.19000000
0.924219049466
Long
DBT
NUSS
NG
N
2
2025-11-21
Fixed
0.07625000
N
N
N
N
N
N
BUENOS AIRES CITY ARGENTINA
5299007MC8RF52X0ON96
BUENOS AIRES CITY ARGENTINA 7.5% 06/01/2027 RGS
N/A
740000.00000000
PA
USD
569800.00000000
0.041816090233
Long
DBT
CORP
AR
N
2
2027-06-01
Fixed
0.07500000
N
N
N
N
N
N
BERMUDA GOVERNMENT OF
549300FP5PUZXX9FVJ40
BERMUDA GOVERNMENT OF 4.75% 02/15/2029 144A
085209AF1
2735000.00000000
PA
USD
3080293.75000000
0.226054477701
Long
DBT
NUSS
BM
N
2
2029-02-15
Fixed
0.04750000
N
N
N
N
N
N
BANQUE CENTRALE DE TUNISIE
254900B5LFB16S9T2T11
BANQUE CENTRALE DE TUNISIE 5.75% 01/30/2025 144A
066716AH4
4422000.00000000
PA
USD
4097259.38000000
0.300686851425
Long
DBT
CORP
TN
N
2
2025-01-30
Fixed
0.05750000
N
N
N
N
N
N
THIRD PAKISTAN INTERNATIONAL SUKUK CO LTD/THE
529900OMZDJ2H3CXKF72
THIRD PAKISTAN INTL SUKUK CO LTD 5.625% 12/05/2022 144A
88429JAB2
1005000.00000000
PA
USD
977990.63000000
0.071772103248
Long
DBT
NUSS
PK
N
2
2022-12-05
Fixed
0.05625000
N
N
N
N
N
N
MEXICO UNITED MEXICAN STATES
254900EGTWEU67VP6075
MEXICO UNITED MEXICAN STATES 3.75% 01/11/2028
91087BAE0
3415000.00000000
PA
USD
3564406.25000000
0.261582192658
Long
DBT
NUSS
MX
N
2
2028-01-11
Fixed
0.03750000
N
N
N
N
N
N
KONDOR FINANCE PLC
N/A
NAK NAFTOGAZ UKRAINE VIA KONDOR FINANCE PLC 7.375% 07/19/2022 REGS
N/A
4557000.00000000
PA
USD
4532790.94000000
0.332649341794
Long
DBT
CORP
GB
N
2
2022-07-19
Fixed
0.07375000
N
N
N
N
N
N
GOLD FIELDS OROGEN HLDG BVI LTD
213800CLGJ2E9KGU2F20
GOLD FLD OR 4.875% 10/20 144A
38060AAA2
1760000.00000000
PA
USD
1763520.00000000
0.129419992010
Long
DBT
CORP
VG
N
2
2020-10-07
Fixed
0.04875000
N
N
N
N
N
N
ARGENTINA REPUBLIC OF
549300KPBYGYF7HCHO27
ARGENTINA GOVT 8.28% 12/31/33
040114GL8
10211997.54190000
PA
USD
4557103.90000000
0.334433604569
Long
DBT
NUSS
AR
N
2
2033-12-31
Fixed
0.08280000
Y
Y
N
N
N
N
AKBANK TURK ANONIM SIRKETI
789000TUMN63Z28TJ497
AKBANK TURK ANONIM SIRKETI 7.2%/VAR 03/16/2027 144A
00972BAB5
1450000.00000000
PA
USD
1390912.50000000
0.102075329249
Long
DBT
CORP
TR
N
2
2027-03-16
Variable
0.07200000
N
N
N
N
N
N
NAGACORP LTD
549300MMNKN0RBJELS20
NAGACORP LTD 9.375% 05/21/2021 144A
629721AA9
735000.00000000
PA
USD
746025.00000000
0.054748769245
Long
DBT
CORP
KY
N
2
2021-05-21
Fixed
0.09375000
N
N
N
N
N
N
PAN AMERICAN ENERGY LLC ARG BRH
N/A
PAN AMERICAN ENERGY LLC ARG BRH 7.875% 05/07/2021 144A
69783TAA2
134999.99700000
PA
USD
135253.12000000
0.009925862882
Long
DBT
CORP
AR
N
2
2021-05-07
Fixed
0.07875000
N
N
N
N
N
N
BRAZIL, FEDERATIVE REPUBLIC OF
254900ZFY40OYEADAP90
BRAZIL GOVT 5.625% 1/7/41
105756BR0
6706000.00000000
PA
USD
6967953.13000000
0.511359348584
Long
DBT
NUSS
BR
N
2
2041-01-07
Fixed
0.05625000
N
N
N
N
N
N
CBOM FIN PLC
2534000R9X3PNNE57C55
CBOM FINANCE PLC 5.55% 02/14/2023 144A
12504PAF7
1600000.00000000
PA
USD
1641000.00000000
0.120428578575
Long
DBT
CORP
IE
N
2
2023-02-14
Fixed
0.05550000
N
N
N
N
N
N
INDIKA ENERGY CAPITAL II PTE LTD
N/A
INDIKA ENERGY CAPITAL II PTE LTD 6.875% 04/10/2022 144A
45569EAA5
5150000.00000000
PA
USD
5001937.50000000
0.367078746647
Long
DBT
CORP
SG
N
2
2022-04-10
Fixed
0.06875000
N
N
N
N
N
N
PETROLEOS DE VENEZUELA SA
549300YWR8TN1OFD4P06
PETROLEOS DE VENEZUELA SA 9.75% 05/17/2035 144A
716558AE1
12585000.00000000
PA
USD
377550.00000000
0.027707379549
Long
DBT
CORP
VE
N
2
2035-05-17
Fixed
0.09750000
Y
Y
N
N
N
N
EL SALVADOR REPUBLIC OF
529900AKDMUSFSDOM949
EL SALVADOR 7.625% 2/41 144A
283875AQ5
1260000.00000000
PA
USD
1065093.75000000
0.078164367070
Long
DBT
NUSS
SV
N
2
2041-02-01
Fixed
0.07625000
N
N
N
N
N
N
BRAZIL, FEDERATIVE REPUBLIC OF
254900ZFY40OYEADAP90
BRAZILIAN GOVERNMENT INTERNATIONAL BOND 4.75% 01/14/2050
105756CB4
5420000.00000000
PA
USD
5125287.50000000
0.376131071551
Long
DBT
NUSS
BR
N
2
2050-01-14
Fixed
0.04750000
N
N
N
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA 7.75% 1/17/38 144A
455780AZ9
9018000.00000000
PA
USD
13560817.50000000
0.995191941406
Long
DBT
NUSS
ID
N
2
2038-01-17
Fixed
0.07750000
N
N
N
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA REPUBLIC OF 4.1% 04/24/2028
455780CF1
4740000.00000000
PA
USD
5256956.25000000
0.385793887155
Long
DBT
NUSS
ID
N
2
2028-04-24
Fixed
0.04100000
N
N
N
N
N
N
NOSTRUM OIL and GAS FINANCE BV
213800SGF6UKA42KSB50
NOSTRUM OIL and GAS FINANCE BV 8% 07/25/2022 144A
66978CAB8
15078000.00000000
PA
USD
3995670.00000000
0.293231479925
Long
DBT
CORP
NL
N
2
2022-07-25
Fixed
0.08000000
N
N
N
N
N
N
GEORGIA BK JT STK CO
549300RPLD8RXL49Z691
GEORGIA BK JT STK CO 6% 07/26/2023 144A
47973XAA9
4975000.00000000
PA
USD
4869281.25000000
0.357343461073
Long
DBT
CORP
GE
N
2
2023-07-26
Fixed
0.06000000
N
N
N
N
N
N
UKRAINE CABINET OF MINISTERS
6354001WLTJXOMEXPY07
UKRAINE CABINET OF MINISTERS 7.75% 09/01/2021 144A
903724AN2
34213000.00000000
PA
USD
35359135.50000000
2.594911900015
Long
DBT
NUSS
UA
N
2
2021-09-01
Fixed
0.07750000
N
N
N
N
N
N
TURKEY REPUBLIC OF
5493000PCHOG3B6S3Q85
TURKEY REPUBLIC OF 5.75% 05/11/2047
900123CM0
11725000.00000000
PA
USD
9599843.75000000
0.704506725996
Long
DBT
NUSS
TR
N
2
2047-05-11
Fixed
0.05750000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PETROLEOS MEX 4.875% 1/22
71654QBB7
4315000.00000000
PA
USD
4267804.69000000
0.313202713257
Long
DBT
CORP
MX
N
2
2022-01-24
Fixed
0.04875000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
DOMINICAN REP 7.5 5/06/21 144A
25714PAK4
1198333.32000000
PA
USD
1236904.67000000
0.090773108617
Long
DBT
NUSS
DO
N
2
2021-05-06
Fixed
0.07500000
N
N
N
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA REPUBLIC OF 5.125% 01/15/2045 144A
455780BU9
4853000.00000000
PA
USD
5921139.48000000
0.434536508911
Long
DBT
NUSS
ID
N
2
2045-01-15
Fixed
0.05125000
N
N
N
N
N
N
TURKEY REPUBLIC OF
5493000PCHOG3B6S3Q85
TURKEY REPUBLIC OF 5.6% 11/14/2024
900123CW8
1400000.00000000
PA
USD
1378562.50000000
0.101168995949
Long
DBT
NUSS
TR
N
2
2024-11-14
Fixed
0.05600000
N
N
N
N
N
N
BIZ FINANCE PLC
254900R5STMV7BZYC307
BIZ FINANCE PLC 9.75% 01/22/2025 144A
N/A
305000.00000000
PA
USD
312774.45000000
0.022953676068
Long
DBT
CORP
GB
N
2
2025-01-22
Fixed
0.09750000
N
N
N
N
N
N
PEMEX PROJ FDG MASTER TR
N/A
PEMEX PROJ FDG MASTER TR 8.625% 02/01/2022
706451AG6
1197000.00000000
PA
USD
1251239.06000000
0.091825070965
Long
DBT
CORP
MX
N
2
2022-02-01
Fixed
0.08625000
N
N
N
N
N
N
OMAN SULTANATE
549300SZ20F0QTKNQC75
OMAN SULTANATE 4.75% 06/15/2026 144A
682051AC1
3347000.00000000
PA
USD
3094929.06000000
0.227128523758
Long
DBT
NUSS
OM
N
2
2026-06-15
Fixed
0.04750000
N
N
N
N
N
N
ADARO INDONESIA PT
2549009Z0YED3S2BID40
ADARO INDONESIA PT 4.25% 10/31/2024 144A
69368KAB2
3560000.00000000
PA
USD
3349737.50000000
0.245828230180
Long
DBT
CORP
ID
N
2
2024-10-31
Fixed
0.04250000
N
N
N
N
N
N
EGYPT, (ARAB) REP OF
529900GFIVH4086NMH82
EGYPT (ARAB) REP OF 6.125% 01/31/2022 144A
038461AK5
4308000.00000000
PA
USD
4411661.25000000
0.323759959472
Long
DBT
NUSS
EG
N
2
2022-01-31
Fixed
0.06125000
N
N
N
N
N
N
BIZ FINANCE PLC
254900R5STMV7BZYC307
BIZ FINANCE PLC 9.625% 04/27/2022 144A
N/A
3125666.66700000
PA
USD
3193063.85000000
0.234330372185
Long
DBT
CORP
GB
N
2
2022-04-27
Fixed
0.09625000
N
N
N
N
N
N
EMBRAER S A
549300EM51WYXFHUY333
EMBRAER 5.15 6/15/22
29082AAA5
670000.00000000
PA
USD
650109.38000000
0.047709779739
Long
DBT
CORP
BR
N
2
2022-06-15
Fixed
0.05150000
N
N
N
N
N
N
BRAZIL, FEDERATIVE REPUBLIC OF
254900ZFY40OYEADAP90
BRAZIL GOVT 12.25% 3/06/30 EC
105756AL4
199000.00000000
PA
USD
310191.25000000
0.022764101964
Long
DBT
NUSS
BR
N
2
2030-03-06
Fixed
0.12250000
N
N
N
N
N
N
2020-07-30
Stacie M. Smith
Stacie M. Smith
Stacie M. Smith
President and Treasurer