0001752724-21-112008.txt : 20210526
0001752724-21-112008.hdr.sgml : 20210526
20210526105823
ACCESSION NUMBER: 0001752724-21-112008
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210331
FILED AS OF DATE: 20210526
PERIOD START: 20210930
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: SEI INSTITUTIONAL INTERNATIONAL TRUST
CENTRAL INDEX KEY: 0000835597
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0228
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-05601
FILM NUMBER: 21963712
BUSINESS ADDRESS:
STREET 1: SEI INVESTMENTS ATTN: CAREN ROSCH
STREET 2: 1FREEDOM CIRCLE DRIVE
CITY: OAKS
STATE: PA
ZIP: 19456
BUSINESS PHONE: 610 676-3097
MAIL ADDRESS:
STREET 1: SEI INVESTMENTS ATTN: CAREN ROSCH
STREET 2: 1FREEDOM CIRCLE DRIVE
CITY: OAKS
STATE: PA
ZIP: 19456
FORMER COMPANY:
FORMER CONFORMED NAME: SEI INTERNATIONAL TRUST
DATE OF NAME CHANGE: 19920703
FORMER COMPANY:
FORMER CONFORMED NAME: SEI WEALTH MANAGEMENT TRUST
DATE OF NAME CHANGE: 19900129
0000835597
S000006421
SIT EMERGING MARKETS DEBT FUND
C000017610
SIT EMERGING MARKETS DEBT FUND - CLASS F, effective 1-31-2017 (formerly Class A)
SITEX
C000147410
Class Y
SIEDX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000835597
XXXXXXXX
S000006421
C000017610
C000147410
SEI INSTITUTIONAL INTERNATIONAL TRUST
811-05601
0000835597
E8Z427H460ISEID6A824
ONE FREEDOM VALLEY DRIVE
OAKS
19456
8003425734
SIT Emerging Markets Debt Fund
S000006421
1BNBZ6S2ZXNZOA0AG379
2021-09-30
2021-03-31
N
1549507857.59
61274665.78
1488233191.81
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
65530556.40000000
MXN
USD
N
State of Qatar
52990074F6OJOAXK4P65
QATAR GOVERNMENT INTERNATIONAL BOND 144A 4.000000% 03/14/2029
74727PBA8
1602000.00000000
PA
USD
1818270.00000000
0.122176417647
Long
DBT
NUSS
QA
Y
2
2029-03-14
Fixed
4.00000000
N
N
N
N
N
N
Ukraine
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT 8.994000% 02/01/2024
N/A
1128000.00000000
PA
USD
1251064.80000000
0.084063761437
Long
DBT
NUSS
UA
N
2
2024-02-01
Fixed
8.99400000
N
N
N
N
N
N
Banco Industrial, S.A.
529900GF99QF67JEQU85
BANCO INDUSTRIAL SA/GUATEMALA 144A 4.875000% 01/29/2031
05991CAA1
610000.00000000
PA
USD
628422.00000000
0.042226043838
Long
DBT
NUSS
GT
Y
2
2031-01-29
Fixed
4.87500000
N
N
N
N
N
N
BANK LEUMI LE ISRAEL B.M.
7JDSZWRGUQY2DSTWCR57
BANK LEUMI LE-ISRAEL BM 144A 3.275000% 01/29/2031
06326BAA7
431000.00000000
PA
USD
439620.00000000
0.029539725522
Long
DBT
CORP
IL
Y
2
2031-01-29
Fixed
3.27500000
N
N
N
N
N
N
ESKOM HOLDINGS SOC LIMITED
3789001900ED06F65111
ESKOM HOLDINGS SOC LTD MTN 8.450000% 08/10/2028
29646AAD8
471000.00000000
PA
USD
511392.96000000
0.034362421347
Long
DBT
NUSS
ZA
Y
2
2028-08-10
Fixed
8.45000000
N
N
N
N
N
N
COUNTRY GARDEN HOLDINGS COMPANY LIMITED
549300MGHLPT1EFHGF84
COUNTRY GARDEN HOLDINGS CO LTD 4.800000% 08/06/2030
N/A
407000.00000000
PA
USD
426282.34000000
0.028643517853
Long
DBT
NUSS
CN
N
2
2030-08-06
Fixed
4.80000000
N
N
N
N
N
N
Turkiye Cumhuriyeti
5493000PCHOG3B6S3Q85
TURKEY GOVERNMENT BOND 11.700000% 11/13/2030
N/A
17306477.00000000
PA
1466907.55000000
0.098567049711
Long
DBT
NUSS
TR
N
2
2030-11-13
Fixed
11.70000000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIA GOVERNMENT BOND 4.250000% 06/28/2023
N/A
2730000.00000000
PA
679347.12000000
0.045647894680
Long
DBT
NUSS
RO
N
2
2023-06-28
Fixed
4.25000000
N
N
N
N
N
N
PT Perusahaan Listrik Negara (Persero)
254900OYVDRYS9J51J61
PERUSAHAAN PERSEROAN PERSERO PT PERUSAHAAN LISTRIK 1.875000% 11/05/2031
N/A
691000.00000000
PA
804129.58000000
0.054032498698
Long
DBT
NUSS
ID
Y
2
2031-11-05
Fixed
1.87500000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
GHANA GOVERNMENT INTERNATIONAL BOND 144A 8.750000% 03/11/2061
37443GAJ0
364000.00000000
PA
USD
337187.76000000
0.022656917064
Long
DBT
NUSS
GH
Y
2
2061-03-11
Fixed
8.75000000
N
N
N
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie B 6.000000% 05/15/2045
N/A
818000.00000000
PA
622048.40000000
0.041797777621
Long
DBT
NUSS
BR
N
2
2045-05-15
Fixed
6.00000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 7.500000% 08/15/2032
N/A
26770000000.00000000
PA
1886358.88000000
0.126751566245
Long
DBT
NUSS
ID
N
2
2032-08-15
Fixed
7.50000000
N
N
N
N
N
N
GOVERNMENT OF BERMUDA
549300FP5PUZXX9FVJ40
GOVT OF BERMUDA 4.750000% 02/15/2029
G10367AF0
1204000.00000000
PA
USD
1392305.60000000
0.093554263381
Long
DBT
NUSS
BM
N
2
2029-02-15
Fixed
4.75000000
N
N
N
N
N
Sultanate of Oman
549300SZ20F0QTKNQC75
OMAN GOVERNMENT INTERNATIONAL BOND 144A 6.750000% 10/28/2027
68205LAD5
3535000.00000000
PA
USD
3899105.00000000
0.261995567728
Long
DBT
NUSS
OM
Y
2
2027-10-28
Fixed
6.75000000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA 5.625000% 02/26/2044
195325BR5
132000.00000000
PA
USD
149507.16000000
0.010045949843
Long
DBT
NUSS
CO
N
2
2044-02-26
Fixed
5.62500000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 7.500000% 04/15/2040
N/A
43939000000.00000000
PA
3022035.18000000
0.203061939259
Long
DBT
NUSS
ID
N
2
2040-04-15
Fixed
7.50000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT INTERNATIONAL BOND MTN 6.375000% 04/11/2031
N/A
931000.00000000
PA
1120416.95000000
0.075285039748
Long
DBT
NUSS
EG
N
2
2031-04-11
Fixed
6.37500000
N
N
N
N
N
N
Republica del Ecuador
5299003Y2U5XK0A35H71
REPUBLIC OF ECUADOR 0.500000% 07/31/2035
N/A
2701225.00000000
PA
USD
1229057.38000000
0.082584999902
Long
DBT
NUSS
EC
N
2
2035-07-31
Fixed
0.50000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2021-04-06
N/A
1.00000000
NC
USD
9385.17000000
0.000630624961
N/A
DFE
US
N
2
JP MORGAN
N/A
427185.00000000
EUR
511489.11000000
USD
2021-04-06
9385.17000000
N
N
N
EURO
N/A
FX Forward Contract: EUR/CZK SETTLE 2021-06-16
N/A
1.00000000
NC
-1711.22000000
-0.00011498332
N/A
DFE
XX
N
2
CITIGROUP GLOBAL MARKETS
N/A
9572154.00000000
CZK
364701.83000000
EUR
2021-06-16
-1711.22000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZAR SETTLE 2021-04-20
N/A
1.00000000
NC
USD
-36727.17000000
-0.00246783704
N/A
DFE
US
N
2
JP MORGAN
N/A
20918900.00000000
ZAR
1376739.77000000
USD
2021-04-20
-36727.17000000
N
N
N
EURO
N/A
FX Forward Contract: EUR/RON SETTLE 2021-06-30
N/A
1.00000000
NC
3333.43000000
0.000223985731
N/A
DFE
XX
N
2
CITIGROUP GLOBAL MARKETS
N/A
2125158.00000000
RON
432114.83000000
EUR
2021-06-30
3333.43000000
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 1-DAY COP - COLUMBIA IBR OVERNIGHT INTERBANK
N/A
879919000.00000000
NC
-1731.07000000
-0.00011631712
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2030-03-11
0.00000000
COP
0.00000000
COP
-879919000.00000000
COP
-1731.07000000
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 6.350000% 02/12/2048
P78625DE0
678000.00000000
PA
USD
564502.80000000
0.037931071763
Long
DBT
NUSS
MX
N
2
2048-02-12
Fixed
6.35000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT INTERNATIONAL BOND MTN 5.625000% 04/16/2030
N/A
111000.00000000
PA
129583.71000000
0.008707218110
Long
DBT
NUSS
EG
Y
2
2030-04-16
Fixed
5.62500000
N
N
N
N
N
N
Gobierno de Chile
549300FLZTJM5YJF8D34
REPUBLIC OF CHILE 2.550000% 01/27/2032
168863DN5
2209000.00000000
PA
USD
2225059.43000000
0.149510133374
Long
DBT
NUSS
CL
N
2
2032-01-27
Fixed
2.55000000
N
N
N
N
N
N
Bundesrepublik Deutschland
N/A
EURO-BUXL 30Y BND JUN21 FINANCIAL COMMODITY FUTURE.
N/A
-31.00000000
NC
-7506893.10000000
-0.50441645444
N/A
DIR
DE
N
1
GOLDMAN, SACHS & CO.
N/A
Short
Germany Govt. Bond Futures
EURO BUXL 30Y BND Jun 2021
2021-06-11
-7837086.61000000
EUR
330193.51000000
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
GHANA GOVERNMENT BOND 19.000000% 11/02/2026
N/A
11055000.00000000
PA
1922639.28000000
0.129189383127
Long
DBT
NUSS
GH
N
2
2026-11-02
Fixed
19.00000000
N
N
N
N
N
N
GALAXY PIPELINE ASSETS BIDCO LIMITED
549300L82YB0C6JQIC26
GALAXY PIPELINE ASSETS BIDCO LTD 144A 2.160000% 03/31/2034
36321PAD2
1970000.00000000
PA
USD
1908434.64000000
0.128234919803
Long
DBT
NUSS
AE
Y
2
2034-03-31
Fixed
2.16000000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 5.750000% 11/03/2027
N/A
34702000000.00000000
PA
9199630.13000000
0.618157838477
Long
DBT
NUSS
CO
N
2
2027-11-03
Fixed
5.75000000
N
N
N
N
N
N
Financiera de Desarrollo Territorial S.A.
54930036EU95I2CWYJ76
FINANCIERA DE DESARROLLO TERRITORIAL SA FINDETER 1 7.875000% 08/12/2024
31772MAA0
1127000000.00000000
PA
327336.00000000
0.021994940161
Long
DBT
NUSS
CO
Y
2
2024-08-12
Fixed
7.87500000
N
N
N
N
N
N
TURKIYE IHRACAT KREDI BANKASI ANONIM SIRKETI
789000JVRVYLAXGDWR11
TURKIYE IHRACAT KREDI BANKASI AS 144A 6.125000% 05/03/2024
90015LAD9
247000.00000000
PA
USD
244001.42000000
0.016395375492
Long
DBT
NUSS
TR
Y
2
2024-05-03
Fixed
6.12500000
N
N
N
N
N
N
Mong Duong Finance Holdings B.V.
549300995KGQFMWSV879
MONG DUONG FINANCE HOLDINGS BV 144A 5.125000% 05/07/2029
60935DAA3
535000.00000000
PA
USD
537675.00000000
0.036128410719
Long
DBT
NUSS
VN
Y
2
2029-05-07
Fixed
5.12500000
N
N
N
N
N
N
GEOPARK LIMITED
529900ZR5QI19AH4KZ07
GEOPARK LTD 144A 6.500000% 09/21/2024
37255BAA7
492000.00000000
PA
USD
508609.92000000
0.034175418395
Long
DBT
NUSS
CO
Y
2
2024-09-21
Fixed
6.50000000
N
N
N
N
N
N
Saudi Arabian Oil Company
5586006WD91QHB7J4X50
SAUDI ARABIAN OIL CO MTN 4.250000% 04/16/2039
80414L2E4
1397000.00000000
PA
USD
1503705.32000000
0.101039630635
Long
DBT
NUSS
SA
Y
2
2039-04-16
Fixed
4.25000000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
GHANA GOVERNMENT BOND 19.250000% 12/18/2023
BN1508850
5450000.00000000
PA
976857.35000000
0.065638728888
Long
DBT
NUSS
GH
N
2
2023-12-18
Fixed
19.25000000
N
N
N
N
N
N
Republica de Honduras
5493002DW1JNBNG17615
HONDURAS GOVERNMENT INTERNATIONAL BOND 144A 5.625000% 06/24/2030
438180AJ0
736000.00000000
PA
USD
769120.00000000
0.051680073004
Long
DBT
NUSS
HN
Y
2
2030-06-24
Fixed
5.62500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PLN SETTLE 2021-05-19
N/A
1.00000000
NC
USD
99320.47000000
0.006673716897
N/A
DFE
US
N
2
JP MORGAN
N/A
6668000.00000000
PLN
1789946.98000000
USD
2021-05-19
99320.47000000
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 1.13 %
N/A
10662281.00000000
NC
15007.54000000
0.001008413203
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2026-03-16
0.00000000
PLN
0.00000000
PLN
-10662281.00000000
PLN
15007.54000000
N
N
N
THE DEMOCRATIC SOCIALIST REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
SRI LANKA GOVERNMENT INTERNATIONAL BOND 144A 5.750000% 04/18/2023
85227SAV8
1031000.00000000
PA
USD
698368.47000000
0.046926010913
Long
DBT
NUSS
LK
Y
2
2023-04-18
Fixed
5.75000000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA 3.125000% 04/15/2031
195325DS1
7927000.00000000
PA
USD
7753319.43000000
0.520974768784
Long
DBT
NUSS
CO
N
2
2031-04-15
Fixed
3.12500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/RUB SETTLE 2021-06-16
N/A
1.00000000
NC
USD
-5330.71000000
-0.00035819050
N/A
DFE
US
N
2
JP MORGAN
N/A
61732284.01000000
RUB
804329.43000000
USD
2021-06-16
-5330.71000000
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 8.375000% 03/15/2034
N/A
121065000000.00000000
PA
9116923.81000000
0.612600488967
Long
DBT
NUSS
ID
N
2
2034-03-15
Fixed
8.37500000
N
N
N
N
N
N
NBK Tier 1 Financing (2) Limited
N/A
NBK TIER 1 FINANCING 2 LTD 144A 4.500000% MATURITY: PERPETUAL
62878WAA6
513000.00000000
PA
USD
532709.46000000
0.035794757362
Long
DBT
NUSS
KW
Y
2
2169-05-27
Fixed
4.50000000
N
N
N
N
N
N
Republica Bolivariana de Venezuela
529900XM8PJTJK5OJI77
REPUBLIC OF VENEZUELA VARIABLE RATE 10/13/2024
P97475AP5
3303600.00000000
PA
USD
335315.40000000
0.022531106136
Long
DBT
NUSS
VE
N
2
2024-10-13
Floating
0.00000000
Y
Y
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 8.250000% 03/31/2032
N/A
27308784.00000000
PA
1597836.88000000
0.107364685103
Long
DBT
NUSS
ZA
N
2
2032-03-31
Fixed
8.25000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZAR SETTLE 2021-04-20
N/A
1.00000000
NC
USD
-27025.30000000
-0.00181593181
N/A
DFE
US
N
2
JP MORGAN
N/A
21428700.00000000
ZAR
1420888.26000000
USD
2021-04-20
-27025.30000000
N
N
N
Ukraine
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT INTERNATIONAL BOND 144A VARIABLE RATE 05/31/2040
903724AW2
2206000.00000000
PA
USD
2272180.00000000
0.152676342155
Long
DBT
NUSS
UA
Y
2
2040-05-31
Floating
2.99999880
N
N
N
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2021-04-05
N/A
1.00000000
NC
-13226.08000000
-0.00088871018
N/A
DFE
BR
N
2
STANDARD CHARTERED BANK
N/A
363850.47000000
USD
1978899.00000000
BRL
2021-04-05
-13226.08000000
N
N
N
Emirate of Abu Dhabi
213800FER4348CINTA77
ABU DHABI GOVERNMENT INTERNATIONAL BOND 144A 3.125000% 09/30/2049
29135LAF7
1436000.00000000
PA
USD
1367617.68000000
0.091895388943
Long
DBT
NUSS
AE
Y
2
2049-09-30
Fixed
3.12500000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2021-04-06
N/A
1.00000000
NC
-1574.93000000
-0.00010582548
N/A
DFE
XX
N
2
CITIGROUP GLOBAL MARKETS
N/A
955635.31000000
USD
811705.00000000
EUR
2021-04-06
-1574.93000000
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 2.125000% 12/17/2026
N/A
15000000.00000000
PA
503540.33000000
0.033834773526
Long
DBT
NUSS
TH
N
2
2026-12-17
Fixed
2.12500000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2021-04-06
N/A
1.00000000
NC
-15048.38000000
-0.00101115739
N/A
DFE
XX
N
2
CITIGROUP GLOBAL MARKETS
N/A
1255305.12000000
USD
1055198.00000000
EUR
2021-04-06
-15048.38000000
N
N
N
Romania
315700IASY927EDWBK92
ROMANIA GOVERNMENT BOND 5.850000% 04/26/2023
N/A
1720000.00000000
PA
439948.60000000
0.029561805395
Long
DBT
NUSS
RO
N
2
2023-04-26
Fixed
5.85000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 144A 6.500000% 01/23/2029
71654QCM2
785000.00000000
PA
USD
792747.95000000
0.053267724061
Long
DBT
NUSS
MX
Y
2
2029-01-23
Fixed
6.50000000
N
N
N
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2021-05-05
N/A
1.00000000
NC
7526.31000000
0.000505721149
N/A
DFE
ZA
N
2
CITIGROUP GLOBAL MARKETS
N/A
286548.37000000
USD
4360577.00000000
ZAR
2021-05-05
7526.31000000
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA 3.000000% 01/30/2030
195325DR3
736000.00000000
PA
USD
719977.28000000
0.048377988339
Long
DBT
NUSS
CO
N
2
2030-01-30
Fixed
3.00000000
N
N
N
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2021-05-19
N/A
1.00000000
NC
43913.21000000
0.002950694168
N/A
DFE
MX
N
2
JP MORGAN
N/A
1733800.95000000
USD
36557500.00000000
MXN
2021-05-19
43913.21000000
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 2.000000% 01/28/2032
N/A
600000.00000000
PA
706940.12000000
0.047501972398
Long
DBT
NUSS
RO
N
2
2032-01-28
Fixed
2.00000000
N
N
N
N
N
N
GOBIERNO DE LA REPUBLICA DE PANAMA
549300SHS4T08CL0LP14
REPUBLIC OF PANAMA 4.500000% 04/16/2050
698299BH6
1000.00000000
PA
USD
1099.95000000
0.000073909788
Long
DBT
NUSS
PA
N
2
2050-04-16
Fixed
4.50000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 6.625000% 06/15/2035
706451BG5
4363000.00000000
PA
USD
4144850.00000000
0.278508100935
Long
DBT
NUSS
MX
N
2
2035-06-15
Fixed
6.62500000
N
N
N
N
N
N
TURKISH LIRA
N/A
FX Forward Contract: TRY/USD SETTLE 2021-06-16
N/A
1.00000000
NC
-288166.63000000
-0.01936300249
N/A
DFE
TR
N
2
GOLDMAN, SACHS & CO.
N/A
2808807.63000000
USD
21872465.90000000
TRY
2021-06-16
-288166.63000000
N
N
N
Government of Mongolia
254900PW61ADCBDCLP71
MONGOLIA GOVERNMENT INTERNATIONAL BOND MTN 8.750000% 03/09/2024
Y6142NAA6
1951000.00000000
PA
USD
2243496.75000000
0.150749006428
Long
DBT
NUSS
MN
N
2
2024-03-09
Fixed
8.75000000
N
N
N
N
N
N
ROYAUME DU MAROC
529900F3MBW9XY5K1X07
MOROCCO GOVERNMENT INTERNATIONAL BOND 144A 3.000000% 12/15/2032
617726AL8
933000.00000000
PA
USD
874489.70000000
0.058760260476
Long
DBT
NUSS
MA
Y
2
2032-12-15
Fixed
3.00000000
N
N
N
N
N
N
CEMEX, Sociedad Anonima Bursatil de Capital Variable
549300RIG2CXWN6IV731
CEMEX SAB DE CV 144A 5.450000% 11/19/2029
151290BV4
750000.00000000
PA
USD
821625.00000000
0.055208081940
Long
DBT
NUSS
MX
Y
2
2029-11-19
Fixed
5.45000000
N
N
N
N
N
N
ROMANIAN LEU
N/A
FX Forward Contract: RON/USD SETTLE 2021-06-16
N/A
1.00000000
NC
-8168.16000000
-0.00054884947
N/A
DFE
RO
N
2
GOLDMAN, SACHS & CO.
N/A
380717.26000000
USD
1565335.00000000
RON
2021-06-16
-8168.16000000
N
N
N
DIANJIAN HAIYU LIMITED
30030053J86AJARAGD28
DIANJIAN HAIYU LTD MTN 4.300000% MATURITY: PERPETUAL
N/A
204000.00000000
PA
USD
212555.76000000
0.014282423021
Long
DBT
NUSS
CN
N
2
2169-12-20
Fixed
4.30000000
N
N
N
N
N
N
Corporacion Nacional del Cobre de Chile
549300UVMBCBCIPSUI70
CORP NACIONAL DEL COBRE DE CHILE 144A 4.375000% 02/05/2049
21987BAY4
506000.00000000
PA
USD
558806.16000000
0.037548293041
Long
DBT
NUSS
CL
Y
2
2049-02-05
Fixed
4.37500000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
ARAB REPUBLIC OF EGYPT 7.625000% 05/29/2032
N/A
363000.00000000
PA
USD
371240.10000000
0.024945022194
Long
DBT
NUSS
EG
N
2
2032-05-29
Fixed
7.62500000
N
N
N
N
N
N
BRAZIL MINAS SPE
N/A
BRAZIL MINAS SPE 5.333% 02/15/28
G13201AA9
1176000.00000000
PA
USD
1275960.00000000
0.085736563800
Long
DBT
NUSS
BR
N
2
2028-02-15
Fixed
5.33300000
N
N
N
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
POLAND GOVERNMENT BOND 2.750000% 10/25/2029
N/A
21885000.00000000
PA
6137893.94000000
0.412428238650
Long
DBT
NUSS
PL
N
2
2029-10-25
Fixed
2.75000000
N
N
N
N
N
N
The Hashemite Kingdom of Jordan
5493000JZ4MYPVMBVN50
KINGDOM OF JORDAN 7.375000% 10/10/2047
N/A
141000.00000000
PA
USD
143882.04000000
0.009667976819
Long
DBT
NUSS
JO
N
2
2047-10-10
Fixed
7.37500000
N
N
N
N
N
N
Republique Gabonaise
N/A
GABON GOVERNMENT INTERNATIONAL BOND 144A 6.625000% 02/06/2031
362420AD3
1569000.00000000
PA
USD
1514116.38000000
0.101739189015
Long
DBT
NUSS
GA
Y
2
2031-02-06
Fixed
6.62500000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT BOND 14.292000% 01/05/2028
N/A
19000000.00000000
PA
1194050.87000000
0.080232780492
Long
DBT
NUSS
EG
N
2
2028-01-05
Fixed
14.29200000
N
N
N
N
N
N
BELARUS, REPUBLIC OF (GOVERNMENT)
635400CVCOWYLHF4ZB08
REPUBLIC OF BELARUS INTERNATIONAL BOND 144A 6.200000% 02/28/2030
07737JAC7
89000.00000000
PA
USD
82467.40000000
0.005541295574
Long
DBT
NUSS
BY
Y
2
2030-02-28
Fixed
6.20000000
N
N
N
N
N
N
Fondo MIVIVIENDA S.A.
549300X41PNOK11PZ670
FONDO MIVIVIENDA SA 144A 7.000000% 02/14/2024
344593AE8
3704000.00000000
PA
1100241.89000000
0.073929401390
Long
DBT
NUSS
PE
Y
2
2024-02-14
Fixed
7.00000000
N
N
N
N
N
N
RUSSIA, FEDERATION OF (GOVERNMENT)
5493004EHVGF71PDBU58
RUSSIA GOVT BOND - OFZ 7.050000% 01/19/2028
N/A
904777000.00000000
PA
12128190.11000000
0.814938826572
Long
DBT
NUSS
RU
N
2
2028-01-19
Fixed
7.05000000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
REPUBLIC OF GHANA 8.750000% 03/11/2061
N/A
693000.00000000
PA
USD
641953.62000000
0.043135284411
Long
DBT
NUSS
GH
N
2
2061-03-11
Fixed
8.75000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/THB SETTLE 2021-06-14
N/A
1.00000000
NC
USD
4181.67000000
0.000280982175
N/A
DFE
US
N
2
JP MORGAN
N/A
11583673.00000000
THB
374816.71000000
USD
2021-06-14
4181.67000000
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEX BONOS DESARR FIX RT 8.500000% 05/31/2029
N/A
46705000.00000000
PA
2561521.75000000
0.172118305390
Long
DBT
NUSS
MX
N
2
2029-05-31
Fixed
8.50000000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2021-04-06
N/A
1.00000000
NC
-67050.80000000
-0.00450539608
N/A
DFE
XX
N
2
CITIGROUP GLOBAL MARKETS
N/A
2205932.38000000
USD
1819739.00000000
EUR
2021-04-06
-67050.80000000
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 7.000000% 02/28/2031
N/A
51041000.00000000
PA
2823004.13000000
0.189688292502
Long
DBT
NUSS
ZA
N
2
2031-02-28
Fixed
7.00000000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 28-DAY MXN - TIIE
N/A
37637400.00000000
NC
45746.44000000
0.003073875804
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2022-07-07
20.31000000
MXN
0.00000000
MXN
-37637400.00000000
MXN
45726.13000000
N
N
N
Gobierno de la Republica Dominicana
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC 4.500000% 01/30/2030
P3579ECF2
1663000.00000000
PA
USD
1679630.00000000
0.112860673262
Long
DBT
NUSS
DO
N
2
2030-01-30
Fixed
4.50000000
N
N
N
N
N
N
The Hashemite Kingdom of Jordan
5493000JZ4MYPVMBVN50
JORDAN GOVERNMENT INTERNATIONAL BOND 144A 4.950000% 07/07/2025
418097AK7
1030000.00000000
PA
USD
1057274.40000000
0.071042253715
Long
DBT
NUSS
JO
Y
2
2025-07-07
Fixed
4.95000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 8.125000% 05/15/2024
N/A
76235000000.00000000
PA
5631995.12000000
0.378434989287
Long
DBT
NUSS
ID
N
2
2024-05-15
Fixed
8.12500000
N
N
N
N
N
N
Republic of the Philippines
529900RAHBALMYIJ3T08
REPUBLIC OF PHILIPPINES 2.950000% 05/05/2045
718286CH8
2123000.00000000
PA
USD
1983789.79000000
0.133298316481
Long
DBT
NUSS
PH
N
2
2045-05-05
Fixed
2.95000000
N
N
N
N
N
N
Republika Srbija
254900W94OCY91V32O78
REPUBLIC OF SERBIA 2.125000% 12/01/2030
N/A
517000.00000000
PA
USD
476518.90000000
0.032019101752
Long
DBT
NUSS
RS
N
2
2030-12-01
Fixed
2.12500000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT INTERNATIONAL BOND 144A 7.625000% 05/29/2032
03846JX54
6161000.00000000
PA
USD
6300854.70000000
0.423378186609
Long
DBT
NUSS
EG
Y
2
2032-05-29
Fixed
7.62500000
N
N
N
N
N
N
NEW RUSSIAN ROUBLE
N/A
FX Forward Contract: RUB/USD SETTLE 2021-04-16
N/A
1.00000000
NC
-3833.43000000
-0.00025758261
N/A
DFE
RU
N
2
J P MORGAN CHASE BANK
N/A
1372386.43000000
USD
103543400.00000000
RUB
2021-04-16
-3833.43000000
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
REPUBLIC OF PERU 1.250000% 03/11/2033
N/A
518000.00000000
PA
600523.24000000
0.040351420953
Long
DBT
NUSS
PE
N
2
2033-03-11
Fixed
1.25000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2021-04-14
N/A
1.00000000
NC
USD
48324.43000000
0.003247100673
N/A
DFE
US
N
2
JP MORGAN
N/A
23245600.00000000
BRL
4164982.44000000
USD
2021-04-14
48324.43000000
N
N
N
BRK : MORGAN STANLEY & CO
N/A
BRK : MORGAN STANLEY & CO PAY: 6M CZK PRIBOR
N/A
62479339.00000000
NC
-83292.25000000
-0.00559672035
N/A
DIR
XX
N
2
BRK : MORGAN STANLEY & CO
N/A
Y
2030-11-13
0.00000000
CZK
0.00000000
CZK
-62479339.00000000
CZK
-83292.25000000
N
N
N
Romania
315700IASY927EDWBK92
ROMANIA GOVERNMENT BOND 5.000000% 02/12/2029
N/A
8095000.00000000
PA
2201959.88000000
0.147957987506
Long
DBT
NUSS
RO
N
2
2029-02-12
Fixed
5.00000000
N
N
N
N
N
N
Government of Mongolia
254900PW61ADCBDCLP71
MONGOLIA GOVERNMENT INTERNATIONAL BOND MTN 5.125000% 12/05/2022
60937GAB2
500000.00000000
PA
USD
514988.95000000
0.034604049475
Long
DBT
NUSS
MN
N
2
2022-12-05
Fixed
5.12500000
N
N
N
N
N
N
GOBIERNO DE LA REPUBLICA DE PANAMA
549300SHS4T08CL0LP14
REPUBLIC OF PANAMA 8.125000% 04/28/2034
698299AT1
478000.00000000
PA
USD
675777.28000000
0.045408023669
Long
DBT
NUSS
PA
N
2
2034-04-28
Fixed
8.12500000
N
N
N
N
N
N
Republic of Lebanon
529900QPC4K9S1KHL354
LEBANON GOVERNMENT INTERNATIONAL BOND MTN 6.600000% 11/27/2026
N/A
2201000.00000000
PA
USD
253555.20000000
0.017037329996
Long
DBT
NUSS
LB
N
2
2026-11-27
Fixed
6.60000000
Y
N
N
N
N
N
Gobierno de la Republica Dominicana
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC INTERNATIONAL BOND 144A 8.900000% 02/15/2023
25714PDX3
4600000.00000000
PA
83695.35000000
0.005623806165
Long
DBT
NUSS
DO
Y
2
2023-02-15
Fixed
8.90000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT BOND 14.060000% 01/12/2026
N/A
44207000.00000000
PA
2767942.71000000
0.185988508066
Long
DBT
NUSS
EG
N
2
2026-01-12
Fixed
14.06000000
N
N
N
N
N
N
Corporacion Nacional del Cobre de Chile
549300UVMBCBCIPSUI70
CORP NACIONAL DEL COBRE DE CHILE 5.625000% 10/18/2043
P3143NAS3
442000.00000000
PA
USD
567562.44000000
0.038136660512
Long
DBT
NUSS
CL
N
2
2043-10-18
Fixed
5.62500000
N
N
N
N
N
N
CHINESE YUAN RENMINBI
N/A
FX Forward Contract: CNY/USD SETTLE 2021-06-16
N/A
1.00000000
NC
-22307.95000000
-0.00149895527
N/A
DFE
CN
N
2
J P MORGAN CHASE BANK
N/A
2765438.99000000
USD
18087492.00000000
CNY
2021-06-16
-22307.95000000
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
GHANA GOVERNMENT BOND 24.750000% 07/19/2021
N/A
119.00000000
PA
21.04000000
0.000001413756
Long
DBT
NUSS
GH
N
2
2021-07-19
Fixed
24.75000000
N
N
N
N
N
N
Republic of the Philippines
529900RAHBALMYIJ3T08
REPUBLIC OF PHILIPPINES 1.648000% 06/10/2031
718286CK1
3440000.00000000
PA
USD
3248939.24000000
0.218308478663
Long
DBT
NUSS
PH
N
2
2031-06-10
Fixed
1.64800000
N
N
N
N
N
THAILAND BAHT
N/A
FX Forward Contract: THB/USD SETTLE 2021-05-28
N/A
1.00000000
NC
-10535.59000000
-0.00070792601
N/A
DFE
TH
N
2
J P MORGAN CHASE BANK
N/A
469542.43000000
USD
14344897.00000000
THB
2021-05-28
-10535.59000000
N
N
N
TAIWAN DOLLAR
N/A
FX Forward Contract: TWD/USD SETTLE 2021-04-09
N/A
1.00000000
NC
-68756.86000000
-0.00462003269
N/A
DFE
TW
N
2
CITIGROUP GLOBAL MARKETS
N/A
3205616.39000000
USD
89388613.00000000
TWD
2021-04-09
-68756.86000000
N
N
N
Islamic Republic of Pakistan
529900LOP29R5WKHOD86
PAKISTAN GOVERNMENT INTERNATIONAL BOND 144A 7.375000% 04/08/2031
695847AT0
1094000.00000000
PA
USD
1115880.00000000
0.074980184969
Long
DBT
NUSS
PK
Y
2
2031-04-08
Fixed
7.37500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2021-05-05
N/A
1.00000000
NC
USD
1656.62000000
0.000111314544
N/A
DFE
US
N
2
JP MORGAN
N/A
811705.00000000
EUR
956218.52000000
USD
2021-05-05
1656.62000000
N
N
N
0000902
N/A
FX Forward Contract: VND/USD SETTLE 2021-05-28
N/A
1.00000000
NC
-1380.13000000
-0.00009273613
N/A
DFE
VN
N
2
J P MORGAN CHASE BANK
N/A
398893.89000000
USD
9178548471.00000000
VND
2021-05-28
-1380.13000000
N
N
N
PETROLEOS DEL PERU - PETROPERU S.A.
549300ZMGDLC9JT2OR80
PETROLEOS DEL PERU SA 144A 4.750000% 06/19/2032
716564AA7
1201000.00000000
PA
USD
1270658.00000000
0.085380302427
Long
DBT
NUSS
PE
Y
2
2032-06-19
Fixed
4.75000000
N
N
N
N
N
N
MERCADOLIBRE, INC.
549300DKPDN9M5S8GB14
MERCADOLIBRE INC 3.125000% 01/14/2031
58733RAF9
651000.00000000
PA
USD
619752.00000000
0.041643473846
Long
DBT
CORP
AR
N
2
2031-01-14
Fixed
3.12500000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEXICO GOVERNMENT INTERNATIONAL BOND MTN 5.750000% 10/12/2110
91086QAZ1
1706000.00000000
PA
USD
1888422.58000000
0.126890234030
Long
DBT
NUSS
MX
N
2
2110-10-12
Fixed
5.75000000
N
N
N
N
N
N
TURKISH LIRA
N/A
FX Forward Contract: TRY/USD SETTLE 2021-04-07
N/A
1.00000000
NC
-57916.11000000
-0.00389160182
N/A
DFE
TR
N
2
GOLDMAN, SACHS & CO.
N/A
639734.78000000
USD
4829038.00000000
TRY
2021-04-07
-57916.11000000
N
N
N
REPUBLICA DEL PARAGUAY
529900UXKJTJPCU0HK83
REPUBLIC OF PARAGUAY 6.100000% 08/11/2044
P75744AB1
1010000.00000000
PA
USD
1212000.00000000
0.081438850219
Long
DBT
NUSS
PY
N
2
2044-08-11
Fixed
6.10000000
N
N
N
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 1.600000% 06/17/2035
N/A
27023000.00000000
PA
784110.15000000
0.052687317707
Long
DBT
NUSS
TH
N
2
2035-06-17
Fixed
1.60000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
ARAB REPUBLIC OF EGYPT 8.875000% 05/29/2050
N/A
300000.00000000
PA
USD
305917.20000000
0.020555730223
Long
DBT
NUSS
EG
N
2
2050-05-29
Fixed
8.87500000
N
N
N
N
N
N
Republica Argentina
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA 0.500000% 07/09/2029
N/A
13070.00000000
PA
5376.39000000
0.000361259917
Long
DBT
NUSS
AR
N
2
2029-07-09
Fixed
0.50000000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
GHANA GOVERNMENT BOND 19.750000% 03/25/2024
N/A
5311000.00000000
PA
962205.32000000
0.064654203742
Long
DBT
NUSS
GH
N
2
2024-03-25
Fixed
19.75000000
N
N
N
N
N
N
Corporacion Nacional del Cobre de Chile
549300UVMBCBCIPSUI70
CORP NACIONAL DEL COBRE DE CHILE 3.000000% 09/30/2029
P3143NBE3
1204000.00000000
PA
USD
1236532.08000000
0.083087253180
Long
DBT
NUSS
CL
N
2
2029-09-30
Fixed
3.00000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT INTERNATIONAL BOND MTN 4.625000% 04/15/2043
Y20721BE8
1080000.00000000
PA
USD
1196358.53000000
0.080387840869
Long
DBT
NUSS
ID
N
2
2043-04-15
Fixed
4.62500000
N
N
N
N
N
N
BELARUS, REPUBLIC OF (GOVERNMENT)
635400CVCOWYLHF4ZB08
REPUBLIC OF BELARUS 7.625000% 06/29/2027
N/A
1754000.00000000
PA
USD
1796362.61000000
0.120704377505
Long
DBT
NUSS
BY
N
2
2027-06-29
Fixed
7.62500000
N
N
N
N
N
N
Joint Stock Company KazTransGas
635400YGLXBBSVHONW39
KAZTRANSGAS JSC 144A 4.375000% 09/26/2027
48668NAA9
932000.00000000
PA
USD
1038542.51000000
0.069783587391
Long
DBT
NUSS
KZ
Y
2
2027-09-26
Fixed
4.37500000
N
N
N
N
N
N
SASOL FINANCING USA LLC
549300XRB1PFMESFEL85
SASOL FINANCING USA LLC 5.875000% 03/27/2024
80386WAA3
442000.00000000
PA
USD
468785.20000000
0.031499445287
Long
DBT
CORP
ZA
N
2
2024-03-27
Fixed
5.87500000
N
N
N
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
POLAND GOVERNMENT BOND 2.500000% 04/25/2024
N/A
3089000.00000000
PA
834111.85000000
0.056047120477
Long
DBT
NUSS
PL
N
2
2024-04-25
Fixed
2.50000000
N
N
N
N
N
N
Republika Srbija
254900W94OCY91V32O78
SERBIA TREASURY BONDS 4.500000% 01/11/2026
N/A
211800000.00000000
PA
2325567.68000000
0.156263661689
Long
DBT
NUSS
RS
N
2
2026-01-11
Fixed
4.50000000
N
N
N
N
N
N
State of Qatar
52990074F6OJOAXK4P65
STATE OF QATAR 3.400000% 04/16/2025
N/A
654000.00000000
PA
USD
710407.50000000
0.047734958735
Long
DBT
NUSS
QA
N
2
2025-04-16
Fixed
3.40000000
N
N
N
N
N
N
Kingdom of Bahrain
549300RODM1WN85LFQ95
BAHRAIN GOVERNMENT INTERNATIONAL BOND MTN 4.250000% 01/25/2028
05675M2F0
597000.00000000
PA
USD
592467.58000000
0.039810130781
Long
DBT
NUSS
BH
Y
2
2028-01-25
Fixed
4.25000000
N
N
N
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2021-04-05
N/A
1.00000000
NC
-10412.62000000
-0.00069966320
N/A
DFE
BR
N
2
STANDARD CHARTERED BANK
N/A
412325.04000000
USD
2268365.00000000
BRL
2021-04-05
-10412.62000000
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 8.500000% 01/31/2037
N/A
117491343.00000000
PA
6341025.82000000
0.426077435639
Long
DBT
NUSS
ZA
N
2
2037-01-31
Fixed
8.50000000
N
N
N
N
N
N
THE DEMOCRATIC SOCIALIST REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
REPUBLIC OF SRI LANKA 7.850000% 03/14/2029
Y8137FAP3
1598000.00000000
PA
USD
972031.44000000
0.065314457797
Long
DBT
NUSS
LK
N
2
2029-03-14
Fixed
7.85000000
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 8.750000% 02/28/2048
N/A
158716910.00000000
PA
8422623.93000000
0.565947861958
Long
DBT
NUSS
ZA
N
2
2048-02-28
Fixed
8.75000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 8.375000% 04/15/2039
N/A
72056000000.00000000
PA
5292903.87000000
0.355650169551
Long
DBT
NUSS
ID
N
2
2039-04-15
Fixed
8.37500000
N
N
N
N
N
N
The Export-Import Bank of Korea
549300APVP4R32PI3Y06
EXPORT-IMPORT BANK OF KOREA MTN 7.250000% 12/07/2024
N/A
700000000.00000000
PA
50390.36000000
0.003385918300
Long
DBT
NUSS
KR
N
2
2024-12-07
Fixed
7.25000000
N
N
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
REPUBLIC OF PERU 2.780000% 12/01/2060
715638DQ2
330000.00000000
PA
USD
271428.30000000
0.018238290981
Long
DBT
NUSS
PE
N
2
2060-12-01
Fixed
2.78000000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 6.125000% 01/22/2044
77586TAE6
398000.00000000
PA
USD
504130.68000000
0.033874441369
Long
DBT
NUSS
RO
N
2
2044-01-22
Fixed
6.12500000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
COLOMBIA GOVT BOND I/L 3.00% 03/25/2033
N/A
1507400000.00000000
PA
1106136.40000000
0.074325475744
Long
DBT
NUSS
CO
N
2
2033-03-25
Fixed
3.00000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 7.000000% 05/15/2027
N/A
63129000000.00000000
PA
4514255.91000000
0.303329876987
Long
DBT
NUSS
ID
N
2
2027-05-15
Fixed
7.00000000
N
N
N
N
N
N
PERUVIAN INTI
N/A
FX Forward Contract: PEN/USD SETTLE 2021-04-16
N/A
1.00000000
NC
-9797.72000000
-0.00065834575
N/A
DFE
PE
N
2
GOLDMAN, SACHS & CO.
N/A
340171.11000000
USD
1242543.00000000
PEN
2021-04-16
-9797.72000000
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT BOND 3.000000% 10/27/2027
N/A
984150000.00000000
PA
3364711.64000000
0.226087662774
Long
DBT
NUSS
HU
N
2
2027-10-27
Fixed
3.00000000
N
N
N
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2021-04-22
N/A
1.00000000
NC
2419.95000000
0.000162605565
N/A
DFE
BR
N
2
STANDARD CHARTERED BANK
N/A
140786.25000000
USD
809000.00000000
BRL
2021-04-22
2419.95000000
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 6.125000% 01/22/2044
77586RAC4
468000.00000000
PA
USD
592796.88000000
0.039832257690
Long
DBT
NUSS
RO
Y
2
2044-01-22
Fixed
6.12500000
N
N
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
PERUVIAN GOVERNMENT INTERNATIONAL BOND 144A 6.350000% 08/12/2028
715638BV3
1465000.00000000
PA
454448.28000000
0.030536093570
Long
DBT
NUSS
PE
Y
2
2028-08-12
Fixed
6.35000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2021-04-06
N/A
1.00000000
NC
USD
16427.20000000
0.001103805511
N/A
DFE
US
N
2
JP MORGAN
N/A
1062082.00000000
EUR
1264775.25000000
USD
2021-04-06
16427.20000000
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 3.375000% 02/08/2038
N/A
241000.00000000
PA
306024.82000000
0.020562961616
Long
DBT
NUSS
RO
Y
2
2038-02-08
Fixed
3.37500000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
REPUBLIC OF INDONESIA 2.850000% 02/14/2030
455780CQ7
1797000.00000000
PA
USD
1829387.47000000
0.122923442379
Long
DBT
NUSS
ID
N
2
2030-02-14
Fixed
2.85000000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 7.000000% 06/30/2032
N/A
8322100000.00000000
PA
2204268.67000000
0.148113123812
Long
DBT
NUSS
CO
N
2
2032-06-30
Fixed
7.00000000
N
N
N
N
N
N
Gobierno de la Republica Dominicana
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC 5.500000% 01/27/2025
P3579EBD8
949000.00000000
PA
USD
1041527.50000000
0.069984160125
Long
DBT
NUSS
DO
N
2
2025-01-27
Fixed
5.50000000
N
N
N
N
N
N
NEON CAPITAL LIMITED
N/A
NEON CAPITAL LTD/KY MTN VARIABLE RATE 01/06/2028
N/A
286072376.00000000
PA
2100625.57000000
0.141148953104
Long
DBT
NUSS
KY
N
2
2028-01-06
Floating
0.00000000
N
N
N
N
N
N
INDIA RUPEE
N/A
FX Forward Contract: INR/USD SETTLE 2021-04-08
N/A
1.00000000
NC
24803.58000000
0.001666646069
N/A
DFE
IN
N
2
STATE STREET GLOBAL MARKETS, LLC
N/A
2453157.95000000
USD
181373497.00000000
INR
2021-04-08
24803.58000000
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP
N/A
8953117.00000000
NC
-58352.51000000
-0.00392092518
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2024-01-02
0.00000000
BRL
0.00000000
BRL
-8953117.00000000
BRL
-58352.51000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/IDR SETTLE 2021-04-22
N/A
1.00000000
NC
USD
29831.24000000
0.002004473503
N/A
DFE
US
N
2
JP MORGAN
N/A
88839244400.00000000
IDR
6128112.33000000
USD
2021-04-22
29831.24000000
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/USD SETTLE 2021-06-16
N/A
1.00000000
NC
-264801.89000000
-0.01779303750
N/A
DFE
PA
N
2
CITIGROUP GLOBAL MARKETS
N/A
8940928.77000000
USD
34213134.50000000
PLN
2021-06-16
-264801.89000000
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVERNMENT BOND 3.280000% 12/03/2027
N/A
55590000.00000000
PA
8534575.22000000
0.573470291280
Long
DBT
NUSS
CN
N
2
2027-12-03
Fixed
3.28000000
N
N
N
N
N
N
THE DEMOCRATIC SOCIALIST REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
REPUBLIC OF SRI LANKA 6.750000% 04/18/2028
Y8137FAL2
1624000.00000000
PA
USD
985768.00000000
0.066237469062
Long
DBT
NUSS
LK
Y
2
2028-04-18
Fixed
6.75000000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.757000% 05/22/2040
N/A
4209000.00000000
PA
949925.57000000
0.063829081035
Long
DBT
NUSS
MY
N
2
2040-05-22
Fixed
3.75700000
N
N
N
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 1.875000% 06/17/2022
N/A
20000000.00000000
PA
651381.93000000
0.043768808113
Long
DBT
NUSS
TH
N
2
2022-06-17
Fixed
1.87500000
N
N
N
N
N
N
Comision Federal de Electricidad
4469000001BFPONMPF32
COMISION FEDERAL DE ELECTRICIDAD 7.350000% 11/25/2025
N/A
39784700.00000000
PA
1822792.13000000
0.122480276614
Long
DBT
NUSS
MX
N
2
2025-11-25
Fixed
7.35000000
N
N
N
N
N
N
Republic of Lebanon
529900QPC4K9S1KHL354
LEBANON GOVERNMENT INTERNATIONAL BOND MTN 6.400000% 05/26/2023
N/A
1555000.00000000
PA
USD
180041.01000000
0.012097634362
Long
DBT
NUSS
LB
N
2
2023-05-26
Fixed
6.40000000
Y
N
N
N
N
N
Republica de Honduras
5493002DW1JNBNG17615
HONDURAS GOVERNMENT 6.250000% 01/19/2027
P5178RAC2
326000.00000000
PA
USD
356155.00000000
0.023931397442
Long
DBT
NUSS
HN
N
2
2027-01-19
Fixed
6.25000000
N
N
N
N
N
N
MDGH ? GMTN B.V.
213800L53ZH5KG593W13
MDGH - GMTN BV MTN 3.950000% 05/21/2050
N/A
200000.00000000
PA
USD
213024.00000000
0.014313885832
Long
DBT
NUSS
AE
N
2
2050-05-21
Fixed
3.95000000
N
N
N
N
N
N
Banque Centrale de Tunisie
254900B5LFB16S9T2T11
BANQUE CENTRALE DE TUNISIE INTERNATIONAL BOND 144A 5.750000% 01/30/2025
066716AH4
493000.00000000
PA
USD
429044.10000000
0.028829090922
Long
DBT
NUSS
TN
Y
2
2025-01-30
Fixed
5.75000000
N
N
N
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY 5.375000% 02/21/2023
445545AH9
406000.00000000
PA
USD
442661.80000000
0.029744115534
Long
DBT
NUSS
HU
N
2
2023-02-21
Fixed
5.37500000
N
N
N
N
N
N
THE REPUBLIC OF KENYA
549300VVURQQYU45PR87
KENYA GOVERNMENT INTERNATIONAL BOND 144A 8.250000% 02/28/2048
491798AH7
654000.00000000
PA
USD
673646.16000000
0.045264825681
Long
DBT
NUSS
KE
Y
2
2048-02-28
Fixed
8.25000000
N
N
N
N
N
N
INDONESIA RUPIAH
N/A
FX Forward Contract: IDR/USD SETTLE 2021-04-30
N/A
1.00000000
NC
-62.55000000
-0.00000420297
N/A
DFE
ID
N
2
JP MORGAN
N/A
97692.71000000
USD
1423969000.00000000
IDR
2021-04-30
-62.55000000
N
N
N
Emirate of Abu Dhabi
213800FER4348CINTA77
ABU DHABI GOVERNMENT INTERNATIONAL BOND MTN 3.125000% 04/16/2030
N/A
300000.00000000
PA
USD
321472.20000000
0.021600929328
Long
DBT
NUSS
AE
N
2
2030-04-16
Fixed
3.12500000
N
N
N
N
N
N
Guara Norte S.a r.l.
549300U2I4L03BBA3485
GUARA NORTE SARL 144A 5.198000% 06/15/2034
400666AA1
550000.00000000
PA
USD
539440.00000000
0.036247007724
Long
DBT
NUSS
BR
Y
2
2034-06-15
Fixed
5.19800000
N
N
N
N
N
N
CENCOSUD S.A.
549300NLTGCFV7482429
CENCOSUD SA 144A 4.375000% 07/17/2027
15132HAH4
1819000.00000000
PA
USD
2007920.65000000
0.134919759957
Long
DBT
NUSS
CL
Y
2
2027-07-17
Fixed
4.37500000
N
N
N
N
N
N
Sultanate of Oman
549300SZ20F0QTKNQC75
OMAN GOV INTERNTL BOND 3.625000% 06/15/2021
N/A
1326000.00000000
PA
USD
1328187.90000000
0.089245953343
Long
DBT
NUSS
OM
N
2
2021-06-15
Fixed
3.62500000
N
N
N
N
N
Suzano Austria GmbH
254900287ZNSGVP1R341
SUZANO AUSTRIA GMBH 144A 5.000000% 01/15/2030
86964WAG7
494000.00000000
PA
USD
547105.00000000
0.036762047978
Long
DBT
NUSS
BR
Y
2
2030-01-15
Fixed
5.00000000
N
N
N
N
N
N
MDGH ? GMTN B.V.
213800L53ZH5KG593W13
MDGH - GMTN BV MTN 4.500000% 11/07/2028
55276VAG7
1346000.00000000
PA
USD
1557995.00000000
0.104687558950
Long
DBT
NUSS
AE
Y
2
2028-11-07
Fixed
4.50000000
N
N
N
N
N
N
Ukraine
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT 7.750000% 09/01/2026
N/A
1942000.00000000
PA
USD
2105306.66000000
0.141463493193
Long
DBT
NUSS
UA
N
2
2026-09-01
Fixed
7.75000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT INTERNATIONAL BOND MTN 6.125000% 01/31/2022
038461AK5
385000.00000000
PA
USD
395316.46000000
0.026562803610
Long
DBT
NUSS
EG
Y
2
2022-01-31
Fixed
6.12500000
N
N
N
N
N
N
PERUVIAN INTI
N/A
FX Forward Contract: PEN/USD SETTLE 2021-04-21
N/A
1.00000000
NC
-2842.63000000
-0.00019100702
N/A
DFE
PE
N
2
GOLDMAN, SACHS & CO.
N/A
180445.24000000
USD
667900.00000000
PEN
2021-04-21
-2842.63000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.899000% 11/16/2027
N/A
2500000.00000000
PA
635233.70000000
0.042683747647
Long
DBT
NUSS
MY
N
2
2027-11-16
Fixed
3.89900000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA 7.750000% 04/14/2021
N/A
3331000000.00000000
PA
909171.81000000
0.061090682226
Long
DBT
NUSS
CO
N
2
2021-04-14
Fixed
7.75000000
N
N
N
N
N
N
Republic of the Philippines
529900RAHBALMYIJ3T08
REPUBLIC OF PHILIPPINES 3.750000% 01/14/2029
718286CG0
1245000.00000000
PA
USD
1379987.94000000
0.092726593358
Long
DBT
NUSS
PH
N
2
2029-01-14
Fixed
3.75000000
N
N
N
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2021-05-18
N/A
1.00000000
NC
1509.10000000
0.000101402119
N/A
DFE
ZA
N
2
CITIGROUP GLOBAL MARKETS
N/A
701519.39000000
USD
10443000.00000000
ZAR
2021-05-18
1509.10000000
N
N
N
AI CANDELARIA (SPAIN) SL
N/A
AI CANDELARIA SPAIN SLU 144A 7.500000% 12/15/2028
001355AA4
975000.00000000
PA
USD
1099312.50000000
0.073866952171
Long
DBT
NUSS
ES
Y
2
2028-12-15
Fixed
7.50000000
N
N
N
N
N
N
Ukraine
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT 7.750000% 09/01/2027
N/A
2052000.00000000
PA
USD
2192726.16000000
0.147337539040
Long
DBT
NUSS
UA
N
2
2027-09-01
Fixed
7.75000000
N
N
N
N
N
N
FIRST QUANTUM MINERALS LTD.
549300I7UVBGWRYMYZ18
FIRST QUANTUM MINERALS LTD 144A 7.500000% 04/01/2025
335934AL9
404000.00000000
PA
USD
417130.00000000
0.028028537617
Long
DBT
NUSS
ZM
Y
2
2025-04-01
Fixed
7.50000000
N
N
N
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/EUR SETTLE 2021-06-16
N/A
1.00000000
NC
16646.63000000
0.001118549840
N/A
DFE
HU
N
2
JP MORGAN
N/A
813811.19000000
EUR
300592557.00000000
HUF
2021-06-16
16646.63000000
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 8.250000% 05/15/2036
N/A
66108000000.00000000
PA
4878247.00000000
0.327787810864
Long
DBT
NUSS
ID
N
2
2036-05-15
Fixed
8.25000000
N
N
N
N
N
N
Petroleos de Venezuela, S.A.
549300YWR8TN1OFD4P06
PETROLEOS DE VEN 5.375% 04/12/2027
N/A
4563300.00000000
PA
USD
198503.55000000
0.013338202043
Long
DBT
NUSS
VE
N
2
2027-04-12
Fixed
5.37500000
Y
N
N
N
N
N
INDIA RUPEE
N/A
FX Forward Contract: INR/USD SETTLE 2021-05-25
N/A
1.00000000
NC
-14212.53000000
-0.00095499348
N/A
DFE
IN
N
2
STATE STREET GLOBAL MARKETS, LLC
N/A
2686677.50000000
USD
197195949.00000000
INR
2021-05-25
-14212.53000000
N
N
N
BANCO MERCANTIL DEL NORTE S.A.
N/A
BANCO MERCANTIL DEL NORTE SA/GRAND CAYMAN 144A 7.500000% MATURITY: PERPETUAL
05971PAB4
476000.00000000
PA
USD
520839.20000000
0.034997149832
Long
DBT
NUSS
MX
Y
2
2169-09-27
Fixed
7.50000000
N
N
N
N
N
N
PETROLEOS DEL PERU - PETROPERU S.A.
549300ZMGDLC9JT2OR80
PETROLEOS DEL PERU SA 5.625000% 06/19/2047
P7808BAB3
1993000.00000000
PA
USD
2092052.10000000
0.140572869326
Long
DBT
NUSS
PE
N
2
2047-06-19
Fixed
5.62500000
N
N
N
N
N
N
PERUVIAN INTI
N/A
FX Forward Contract: PEN/USD SETTLE 2021-04-16
N/A
1.00000000
NC
-108744.83000000
-0.00730697518
N/A
DFE
PE
N
2
GOLDMAN, SACHS & CO.
N/A
2492571.81000000
USD
8965636.00000000
PEN
2021-04-16
-108744.83000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/COP SETTLE 2021-06-16
N/A
1.00000000
NC
USD
124461.57000000
0.008363042209
N/A
DFE
US
N
2
JP MORGAN
N/A
16933165502.30000000
COP
4728640.07000000
USD
2021-06-16
124461.57000000
N
N
N
Republique de Cote d'Ivoire
254900ICW11T82O6H590
IVORY COAST 5.875000% 10/17/2031
N/A
1729000.00000000
PA
2143850.27000000
0.144053383690
Long
DBT
NUSS
CI
N
2
2031-10-17
Fixed
5.87500000
N
N
N
N
N
N
Sinopec Group Overseas Development (2018) Limited
549300C6OZZ8LTVR8209
SINOPEC GROUP OVERSEAS DEVELOPMENT 2018 LTD 144A 2.300000% 01/08/2031
82939GAS7
996000.00000000
PA
USD
952185.64000000
0.063980943661
Long
DBT
NUSS
CN
Y
2
2031-01-08
Fixed
2.30000000
N
N
N
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
FED REPUBLIC OF BRAZIL 5.000000% 01/27/2045
105756BW9
2338000.00000000
PA
USD
2213174.18000000
0.148711518610
Long
DBT
NUSS
BR
N
2
2045-01-27
Fixed
5.00000000
N
N
N
N
N
N
RUSSIA, FEDERATION OF (GOVERNMENT)
5493004EHVGF71PDBU58
RUSSIAN FEDERATION 2.5% IDX/LKD 07/2030 RUB 2.50% 7/17/2030
N/A
495146307.20000000
PA
6637116.35000000
0.445972874850
Long
DBT
USGA
RU
N
2
2030-07-17
Fixed
2.50000000
N
N
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
REPUBLIC OF PERU 5.625000% 11/18/2050
715638BM3
1230000.00000000
PA
USD
1622357.70000000
0.109012331463
Long
DBT
NUSS
PE
N
2
2050-11-18
Fixed
5.62500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2021-04-06
N/A
1.00000000
NC
USD
9743.90000000
0.000654729383
N/A
DFE
US
N
2
JP MORGAN
N/A
531838.00000000
EUR
634854.70000000
USD
2021-04-06
9743.90000000
N
N
N
ROMANIAN LEU
N/A
FX Forward Contract: RON/USD SETTLE 2021-06-16
N/A
1.00000000
NC
-10701.34000000
-0.00071906338
N/A
DFE
RO
N
2
GOLDMAN, SACHS & CO.
N/A
636089.32000000
USD
2627685.00000000
RON
2021-06-16
-10701.34000000
N
N
N
PETRONAS Capital Limited
549300G7YFX3540OYR85
PETRONAS CAPITAL LTD MTN 4.550000% 04/21/2050
716743AR0
563000.00000000
PA
USD
666156.25000000
0.044761550385
Long
DBT
NUSS
MY
Y
2
2050-04-21
Fixed
4.55000000
N
N
N
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2021-06-11
N/A
1.00000000
NC
23912.36000000
0.001606761637
N/A
DFE
CL
N
2
JP MORGAN
N/A
1740053.86000000
USD
1266028390.00000000
CLP
2021-06-11
23912.36000000
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT INTERNATIONAL BOND MTN 7.500000% 02/16/2061
03846JAC4
1930000.00000000
PA
USD
1744237.50000000
0.117201894810
Long
DBT
NUSS
EG
Y
2
2061-02-16
Fixed
7.50000000
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/COP SETTLE 2021-04-22
N/A
1.00000000
NC
USD
29221.02000000
0.001963470520
N/A
DFE
US
N
2
JP MORGAN
N/A
4414484182.00000000
COP
1231170.29000000
USD
2021-04-22
29221.02000000
N
N
N
Republic of the Philippines
529900RAHBALMYIJ3T08
REPUBLIC OF PHILIPPINES 3.900000% 11/26/2022
718286BX4
45000000.00000000
PA
941062.10000000
0.063233511063
Long
DBT
NUSS
PH
N
2
2022-11-26
Fixed
3.90000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2021-04-06
N/A
1.00000000
NC
USD
8235.02000000
0.000553342046
N/A
DFE
US
N
2
JP MORGAN
N/A
274223.00000000
EUR
330550.76000000
USD
2021-04-06
8235.02000000
N
N
N
Suzano Austria GmbH
254900287ZNSGVP1R341
SUZANO AUSTRIA GMBH 144A 6.000000% 01/15/2029
86964WAC6
288000.00000000
PA
USD
339033.60000000
0.022780946014
Long
DBT
NUSS
BR
Y
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS MTN 4.875000% 02/21/2028
AM5152690
755000.00000000
PA
879780.64000000
0.059115778685
Long
DBT
NUSS
MX
N
2
2028-02-21
Fixed
4.87500000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 1-DAY COP - COLUMBIA IBR OVERNIGHT INTERBANK
N/A
1338005800.00000000
NC
-2085.52000000
-0.00014013395
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2030-03-12
0.00000000
COP
0.00000000
COP
-1338005800.00000000
COP
-2085.52000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EGP SETTLE 2021-06-16
N/A
1.00000000
NC
USD
-4181.27000000
-0.00028095529
N/A
DFE
US
N
2
JP MORGAN
N/A
10410202.00000000
EGP
645794.17000000
USD
2021-06-16
-4181.27000000
N
N
N
Ukraine
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT INTERNATIONAL BOND 144A 4.375000% 01/27/2030
N/A
961000.00000000
PA
1034168.60000000
0.069489687885
Long
DBT
NUSS
UA
Y
2
2030-01-27
Fixed
4.37500000
N
N
N
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVERNMENT BOND 3.020000% 10/22/2025
N/A
43500000.00000000
PA
6638212.81000000
0.446046550132
Long
DBT
NUSS
CN
N
2
2025-10-22
Fixed
3.02000000
N
N
N
N
N
N
Gaz Capital S.A.
213800568PRHV2JR9650
GAZPROM PJSC VIA GAZ CAPITAL SA 144A 4.950000% 02/06/2028
368266AT9
640000.00000000
PA
USD
697331.20000000
0.046856312830
Long
DBT
NUSS
RU
Y
2
2028-02-06
Fixed
4.95000000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
GHANA GOVERNMENT BOND 20.750000% 03/06/2023
BG6008471
1920000.00000000
PA
352449.21000000
0.023682391438
Long
DBT
NUSS
GH
N
2
2023-03-06
Fixed
20.75000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2021-04-05
N/A
1.00000000
NC
USD
270.03000000
0.000018144333
N/A
DFE
US
N
2
JP MORGAN
N/A
4974638.00000000
BRL
881684.09000000
USD
2021-04-05
270.03000000
N
N
N
BRK: J.P. MORGAN CHASE
N/A
BRK: J.P. MORGAN CHASE PAY: 1-DAY BRL - CETIP
N/A
20697000.00000000
NC
-42128.86000000
-0.00283079696
N/A
DIR
XX
N
2
BRK: J.P. MORGAN CHASE
N/A
Y
2022-01-03
0.00000000
BRL
0.00000000
BRL
-20697000.00000000
BRL
-42128.86000000
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2021-06-16
N/A
1.00000000
NC
11520.29000000
0.000774091725
N/A
DFE
MX
N
2
JP MORGAN
N/A
969388.60000000
USD
20235017.69000000
MXN
2021-06-16
11520.29000000
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT INTERNATIONAL BOND MTN 6.375000% 04/11/2031
N/A
300000.00000000
PA
361036.61000000
0.024259411225
Long
DBT
NUSS
EG
Y
2
2031-04-11
Fixed
6.37500000
N
N
N
N
N
N
Kingdom of Bahrain
549300RODM1WN85LFQ95
BAHRAIN GOVERNMENT INTERNATIONAL BOND 144A 5.625000% 09/30/2031
05675M2A1
1258000.00000000
PA
USD
1240752.82000000
0.083370860617
Long
DBT
NUSS
BH
Y
2
2031-09-30
Fixed
5.62500000
N
N
N
N
N
N
JBS Investments II GmbH
529900V1Q46CPWIWT649
JBS INVESTMENTS II GMBH 144A 5.750000% 01/15/2028
46650CAB5
466000.00000000
PA
USD
491052.16000000
0.032995646294
Long
DBT
NUSS
US
Y
2
2028-01-15
Fixed
5.75000000
N
N
N
N
N
N
United States of America
N/A
US 2YR NOTE (CBT) JUN21 FINANCIAL COMMODITY FUTURE.
N/A
18.00000000
NC
USD
3973078.13000000
0.266966101271
N/A
DIR
US
N
1
GOLDMAN, SACHS & CO.
N/A
Long
U.S. Treasury Futures
US 2-YEAR NOTE (Globex) Jun 2021
2021-07-03
3977280.00000000
USD
-4201.87000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/IDR SETTLE 2021-05-24
N/A
1.00000000
NC
USD
28488.58000000
0.001914255115
N/A
DFE
US
N
2
JP MORGAN
N/A
14968332771.00000000
IDR
1051663.93000000
USD
2021-05-24
28488.58000000
N
N
N
CHINESE YUAN RENMINBI
N/A
FX Forward Contract: CNY/USD SETTLE 2021-04-09
N/A
1.00000000
NC
-79033.39000000
-0.00531055149
N/A
DFE
CN
N
2
J P MORGAN CHASE BANK
N/A
6968908.08000000
USD
45186400.00000000
CNY
2021-04-09
-79033.39000000
N
N
N
FEDERAL REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 7.625000% 11/28/2047
N/A
263000.00000000
PA
USD
254794.40000000
0.017120596516
Long
DBT
NUSS
NG
N
2
2047-11-28
Fixed
7.62500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZAR SETTLE 2021-04-20
N/A
1.00000000
NC
USD
-2003.73000000
-0.00013463817
N/A
DFE
US
N
2
JP MORGAN
N/A
2172300.00000000
ZAR
144776.18000000
USD
2021-04-20
-2003.73000000
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT BOND 2.750000% 12/22/2026
N/A
910960000.00000000
PA
3072936.96000000
0.206482221799
Long
DBT
NUSS
HU
N
2
2026-12-22
Fixed
2.75000000
N
N
N
N
N
N
PT Perusahaan Listrik Negara (Persero)
254900OYVDRYS9J51J61
PERUSAHAAN PERSEROAN PERSERO PT PERUSAHAAN LISTRIK 4.375000% 02/05/2050
71568PAM1
265000.00000000
PA
USD
266325.00000000
0.017895381010
Long
DBT
NUSS
ID
Y
2
2050-02-05
Fixed
4.37500000
N
N
N
N
N
N
ESKOM HOLDINGS SOC LIMITED
3789001900ED06F65111
ESKOM HOLDINGS SOC LTD 144A 7.125000% 02/11/2025
29646AAB2
3766000.00000000
PA
USD
3880606.91000000
0.260752611308
Long
DBT
NUSS
ZA
Y
2
2025-02-11
Fixed
7.12500000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 1.32% FIXED
N/A
57984240.00000000
NC
39378.72000000
0.002646004686
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2026-02-10
0.00000000
CZK
0.00000000
CZK
-57984240.00000000
CZK
39378.72000000
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2021-04-05
N/A
1.00000000
NC
-21564.72000000
-0.00144901485
N/A
DFE
KR
N
2
CITIGROUP GLOBAL MARKETS
N/A
2622090.29000000
USD
2941854203.00000000
KRW
2021-04-05
-21564.72000000
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 28-DAY MXN - TIIE
N/A
26758053.00000000
NC
32440.41000000
0.002179793474
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2022-06-23
0.00000000
MXN
0.00000000
MXN
-26758053.00000000
MXN
32440.41000000
N
N
N
FEDERAL REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 6.500000% 11/28/2027
65412JAC7
929000.00000000
PA
USD
957706.10000000
0.064351884185
Long
DBT
NUSS
NG
Y
2
2027-11-28
Fixed
6.50000000
N
N
N
N
N
N
FEDERAL REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
REPUBLIC OF NIGERIA 7.875000% 02/16/2032
N/A
2291000.00000000
PA
USD
2356178.95000000
0.158320548349
Long
DBT
NUSS
NG
N
2
2032-02-16
Fixed
7.87500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PEN SETTLE 2021-04-12
N/A
1.00000000
NC
USD
11318.64000000
0.000760542102
N/A
DFE
US
N
2
JP MORGAN
N/A
1936000.00000000
PEN
526029.78000000
USD
2021-04-12
11318.64000000
N
N
N
Bank of Israel
M8LYVLF5DOB9X0LZOW72
ISRAEL MAKAM BILL ZERO COUPON 06/02/2021
N/A
17183751.00000000
PA
5153527.87000000
0.346284970551
Long
DBT
NUSS
IL
N
2
2021-06-02
Fixed
0.00000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZAR SETTLE 2021-06-17
N/A
1.00000000
NC
USD
-22043.96000000
-0.00148121679
N/A
DFE
US
N
2
JP MORGAN
N/A
8040000.00000000
ZAR
517111.84000000
USD
2021-06-17
-22043.96000000
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
REPUBLIC OF PERU 6.35% 08/12/2028
P78024AC3
346000.00000000
PA
107330.45000000
0.007211937658
Long
DBT
CORP
PE
N
2
2028-08-12
Fixed
6.35000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/RON SETTLE 2021-06-16
N/A
1.00000000
NC
USD
266914.02000000
0.017934959485
N/A
DFE
US
N
2
JP MORGAN
N/A
44588585.00000000
RON
10878979.41000000
USD
2021-06-16
266914.02000000
N
N
N
PETROLEOS DEL PERU - PETROPERU S.A.
549300ZMGDLC9JT2OR80
PETROLEOS DEL PERU SA 144A 5.625000% 06/19/2047
716564AB5
4053000.00000000
PA
USD
4254434.10000000
0.285871469835
Long
DBT
NUSS
PE
Y
2
2047-06-19
Fixed
5.62500000
N
N
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
REPUBLIC OF PERU 8.200000% 08/12/2026
715638AY8
3397000.00000000
PA
1180267.19000000
0.079306603057
Long
DBT
NUSS
PE
N
2
2026-08-12
Fixed
8.20000000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 7.50000% 10/18/2034
P6S32JS68
17328500000.00000000
PA
4610126.10000000
0.309771756561
Long
DBT
NUSS
CO
N
2
2034-10-18
Fixed
7.25000000
N
N
N
N
N
N
RUSSIA, FEDERATION OF (GOVERNMENT)
5493004EHVGF71PDBU58
RUSSIA GOVT BOND - OFZ 8.500000% 09/17/2031
QJ4075223
176982000.00000000
PA
2609074.71000000
0.175313568085
Long
DBT
NUSS
RU
N
2
2031-09-17
Fixed
8.50000000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
GHANA GOVERNMENT INTERNATIONAL BOND 144A 8.125000% 01/18/2026
374422AC7
83000.00000000
PA
USD
87980.00000000
0.005911707955
Long
DBT
NUSS
GH
Y
2
2026-01-18
Fixed
8.12500000
N
N
N
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 2.875000% 12/17/2028
N/A
62796000.00000000
PA
2187150.30000000
0.146962875981
Long
DBT
NUSS
TH
N
2
2028-12-17
Fixed
2.87500000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 1.495% FIXED
N/A
1600000000.00000000
NC
27602.57000000
0.001854720762
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2031-02-19
0.00000000
KRW
0.00000000
KRW
-1600000000.00000000
KRW
27602.57000000
N
N
N
TAIWAN DOLLAR
N/A
FX Forward Contract: TWD/USD SETTLE 2021-04-09
N/A
1.00000000
NC
-34918.53000000
-0.00234630770
N/A
DFE
TW
N
2
CITIGROUP GLOBAL MARKETS
N/A
1617404.50000000
USD
45094855.00000000
TWD
2021-04-09
-34918.53000000
N
N
N
Republic of the Philippines
529900RAHBALMYIJ3T08
REPUBLIC OF PHILIPPINES 5.000000% 01/13/2037
718286BW6
180000.00000000
PA
USD
220957.45000000
0.014846964253
Long
DBT
NUSS
PH
N
2
2037-01-13
Fixed
5.00000000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 6-MONTH CZK - PRIBOR
N/A
150349290.00000000
NC
56386.18000000
0.003788800055
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2021-09-30
0.00000000
CZK
0.00000000
CZK
-150349290.00000000
CZK
56386.18000000
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 6.23% FIXED
N/A
41889945.00000000
NC
19397.77000000
0.001303409311
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2023-01-02
0.00000000
BRL
0.00000000
BRL
-41889945.00000000
BRL
19397.77000000
N
N
N
Republica de Costa Rica
549300DYYS8QPMR8OP36
COSTA RICA GOVERNMENT 4.375000% 04/30/2025
P3699PGE1
393000.00000000
PA
USD
389070.00000000
0.026143080408
Long
DBT
NUSS
CR
N
2
2025-04-30
Fixed
4.37500000
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PHP SETTLE 2021-06-16
N/A
1.00000000
NC
USD
-11654.99000000
-0.00078314272
N/A
DFE
US
N
2
JP MORGAN
N/A
357249633.36000000
PHP
7311250.50000000
USD
2021-06-16
-11654.99000000
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 6.9225%
N/A
42601696.00000000
NC
-38818.83000000
-0.00260838356
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2029-08-31
0.00000000
MXN
0.00000000
MXN
-42601696.00000000
MXN
-38818.83000000
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 28-DAY MXN - TIIE
N/A
26000000.00000000
NC
13851.46000000
0.000930731828
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2026-09-16
0.00000000
MXN
0.00000000
MXN
-26000000.00000000
MXN
13851.46000000
N
N
N
Turkiye Cumhuriyeti
5493000PCHOG3B6S3Q85
TURKEY GOVERNMENT BOND 9.000000% 05/04/2022
N/A
3294000.00000000
PA
363238.90000000
0.024407391395
Long
DBT
NUSS
TR
N
2
2022-05-04
Fixed
9.00000000
N
N
N
N
N
N
Republica de El Salvador
529900AKDMUSFSDOM949
EL SALVADOR GOVERNMENT INTERNATIONAL BOND 144A 8.250000% 04/10/2032
283875AH5
200000.00000000
PA
USD
206800.00000000
0.013895671803
Long
DBT
NUSS
SV
Y
2
2032-04-10
Fixed
8.25000000
N
N
N
N
N
N
Sultanate of Oman
549300SZ20F0QTKNQC75
OMAN GOVERNMENT INTERNATIONAL BOND 144A 7.000000% 01/25/2051
68205LAT0
448000.00000000
PA
USD
441280.00000000
0.029651267182
Long
DBT
NUSS
OM
Y
2
2051-01-25
Fixed
7.00000000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP
N/A
18818980.00000000
NC
-137996.82000000
-0.00927252669
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2024-01-02
0.00000000
BRL
0.00000000
BRL
-18818980.00000000
BRL
-137996.82000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PHP SETTLE 2021-09-10
N/A
1.00000000
NC
USD
-1474.98000000
-0.00009910946
N/A
DFE
US
N
2
JP MORGAN
N/A
17838967.00000000
PHP
361749.78000000
USD
2021-09-10
-1474.98000000
N
N
N
RUSSIA, FEDERATION OF (GOVERNMENT)
5493004EHVGF71PDBU58
RUSSIA GOVT BOND - OFZ 6.900000% 05/23/2029
N/A
297669000.00000000
PA
3936177.97000000
0.264486640377
Long
DBT
NUSS
RU
N
2
2029-05-23
Fixed
6.90000000
N
N
N
N
N
N
Turkiye Cumhuriyeti
5493000PCHOG3B6S3Q85
TURKEY GOVERNMENT BOND 12.600000% 10/01/2025
N/A
6928000.00000000
PA
689765.53000000
0.046347946934
Long
DBT
NUSS
TR
N
2
2025-10-01
Fixed
12.60000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/TRY SETTLE 2021-06-16
N/A
1.00000000
NC
USD
930.39000000
0.000062516412
N/A
DFE
US
N
2
JP MORGAN
N/A
9098563.45000000
TRY
1049472.98000000
USD
2021-06-16
930.39000000
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY:4.21%
N/A
1318748038.00000000
NC
32694.32000000
0.002196854644
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2030-07-08
0.00000000
COP
0.00000000
COP
-1318748038.00000000
COP
32694.32000000
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 8.750000% 01/31/2044
N/A
110123377.00000000
PA
5845530.90000000
0.392783263548
Long
DBT
NUSS
ZA
N
2
2044-01-31
Fixed
8.75000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 5.500000% 04/15/2026
N/A
63000000000.00000000
PA
4257108.43000000
0.286051168152
Long
DBT
NUSS
ID
N
2
2026-04-15
Fixed
5.50000000
N
N
N
N
N
N
ESKOM HOLDINGS SOC LIMITED
3789001900ED06F65111
ESKOM HOLDINGS SOC LTD MTN 6.750000% 08/06/2023
N/A
1556000.00000000
PA
USD
1605169.60000000
0.107857398211
Long
DBT
NUSS
ZA
N
2
2023-08-06
Fixed
6.75000000
N
N
N
N
N
N
Suzano Austria GmbH
254900287ZNSGVP1R341
SUZANO AUSTRIA GMBH 144A 7.000000% 03/16/2047
86964WAB8
399000.00000000
PA
USD
513708.51000000
0.034518011883
Long
DBT
NUSS
BR
Y
2
2047-03-16
Fixed
7.00000000
N
N
N
N
N
N
Republika Hrvatska
74780000O00QGQ7CER13
CROATIA 1.500000% 06/17/2031
N/A
650000.00000000
PA
804048.89000000
0.054027076833
Long
DBT
NUSS
HR
N
2
2031-06-17
Fixed
1.50000000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
REPUBLIC OF GHANA 7.750000% 04/07/2029
N/A
380000.00000000
PA
USD
376200.00000000
0.025278296578
Long
DBT
NUSS
GH
N
2
2029-04-07
Fixed
7.75000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2021-04-06
N/A
1.00000000
NC
USD
17406.74000000
0.001169624498
N/A
DFE
US
N
2
JP MORGAN
N/A
580344.83000000
EUR
699531.41000000
USD
2021-04-06
17406.74000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2021-04-06
N/A
1.00000000
NC
USD
13363.09000000
0.000897916406
N/A
DFE
US
N
2
JP MORGAN
N/A
327385.00000000
EUR
398164.29000000
USD
2021-04-06
13363.09000000
N
N
N
United States of America
N/A
US 5YR NOTE (CBT) JUN21 FINANCIAL COMMODITY FUTURE.
N/A
-22.00000000
NC
USD
-2714765.63000000
-0.18241533954
N/A
DIR
US
N
1
GOLDMAN, SACHS & CO.
N/A
Short
U.S. Treasury Futures
US 5-Year Note (consolidated) Jun 2021
2021-07-03
-2721136.88000000
USD
6371.25000000
N
N
N
FEDERAL REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
REPUBLIC OF NIGERIA 9.248000% 01/21/2049
N/A
322000.00000000
PA
USD
353395.00000000
0.023745942634
Long
DBT
NUSS
NG
N
2
2049-01-21
Fixed
9.24800000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/TRY SETTLE 2021-04-07
N/A
1.00000000
NC
USD
25963.68000000
0.001744597563
N/A
DFE
US
N
2
JP MORGAN
N/A
9095155.00000000
TRY
1121778.41000000
USD
2021-04-07
25963.68000000
N
N
N
NEW RUSSIAN ROUBLE
N/A
FX Forward Contract: RUB/USD SETTLE 2021-06-11
N/A
1.00000000
NC
-51671.32000000
-0.00347199083
N/A
DFE
RU
N
2
J P MORGAN CHASE BANK
N/A
2546806.60000000
USD
190111976.00000000
RUB
2021-06-11
-51671.32000000
N
N
N
GOVERNMENT OF BERMUDA
549300FP5PUZXX9FVJ40
GOVT OF BERMUDA 2.375000% 08/20/2030
G10367AE3
221000.00000000
PA
USD
216027.50000000
0.014515702323
Long
DBT
NUSS
BM
N
2
2030-08-20
Fixed
2.37500000
N
N
N
N
N
N
GALAXY PIPELINE ASSETS BIDCO LIMITED
549300L82YB0C6JQIC26
GALAXY PIPELINE ASSETS BIDCO LTD 144A 2.940000% 09/30/2040
36321PAE0
4215000.00000000
PA
USD
4063774.99000000
0.273060365295
Long
DBT
NUSS
AE
Y
2
2040-09-30
Fixed
2.94000000
N
N
N
N
N
N
BRK: JP MORGAN CHASE
N/A
BRK: JP MORGAN CHASE PAY: 6M CZK PRIBOR
N/A
62500000.00000000
NC
-81375.47000000
-0.00546792468
N/A
DIR
XX
N
2
BRK: JP MORGAN CHASE
N/A
Y
2030-11-12
0.00000000
CZK
0.00000000
CZK
-62500000.00000000
CZK
-81375.47000000
N
N
N
Sultanate of Oman
549300SZ20F0QTKNQC75
OMAN GOV INTERNTL BOND 4.750000% 06/15/2026
N/A
900000.00000000
PA
USD
923247.00000000
0.062036447317
Long
DBT
NUSS
OM
N
2
2026-06-15
Fixed
4.75000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/MXN SETTLE 2021-06-16
N/A
1.00000000
NC
USD
-7998.60000000
-0.00053745609
N/A
DFE
US
N
2
JP MORGAN
N/A
28900000.00000000
MXN
1392952.34000000
USD
2021-06-16
-7998.60000000
N
N
N
RUSSIA, FEDERATION OF (GOVERNMENT)
5493004EHVGF71PDBU58
RUSSIA GOVT BOND - OFZ 7.950000% 10/07/2026
N/A
267449000.00000000
PA
3747258.80000000
0.251792448967
Long
DBT
NUSS
RU
N
2
2026-10-07
Fixed
7.95000000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.955000% 09/15/2025
EK7974596
30212000.00000000
PA
7675225.08000000
0.515727314928
Long
DBT
NUSS
MY
N
2
2025-09-15
Fixed
3.95500000
N
N
N
N
N
N
DEVELOPMENT BANK OF MONGOLIA
254900HRWK3OKXS9UW60
DEVELOPMENT BANK OF MONGOLIA LLC 144A 7.250000% 10/23/2023
25161AAA7
784000.00000000
PA
USD
848499.99000000
0.057013913859
Long
DBT
NUSS
MN
Y
2
2023-10-23
Fixed
7.25000000
N
N
N
N
N
N
The Hashemite Kingdom of Jordan
5493000JZ4MYPVMBVN50
JORDAN GOVERNMENT INTERNATIONAL BOND 144A 5.850000% 07/07/2030
418097AL5
1498000.00000000
PA
USD
1524110.14000000
0.102410707433
Long
DBT
NUSS
JO
Y
2
2030-07-07
Fixed
5.85000000
N
N
N
N
N
N
Kingdom of Bahrain
549300RODM1WN85LFQ95
BAHRAIN GOVERNMENT INTERNATIONAL BOND MTN 5.250000% 01/25/2033
05675M2G8
2284000.00000000
PA
USD
2169662.96000000
0.145787835665
Long
DBT
NUSS
BH
Y
2
2033-01-25
Fixed
5.25000000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.828000% 07/05/2034
N/A
26509000.00000000
PA
6345474.00000000
0.426376325626
Long
DBT
NUSS
MY
N
2
2034-07-05
Fixed
3.82800000
N
N
N
N
N
N
Republica Argentina
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA 0.125000% 07/09/2035
040114HT0
1093000.00000000
PA
USD
326271.43000000
0.021923407688
Long
DBT
NUSS
AR
N
2
2035-07-09
Fixed
0.12500000
N
N
N
N
N
N
Republic of Lebanon
529900QPC4K9S1KHL354
LEBANON GOVERNMENT INTERNATIONAL BOND MTN 6.650000% 02/26/2030
N/A
1225000.00000000
PA
USD
140287.00000000
0.009426412525
Long
DBT
NUSS
LB
N
2
2030-02-26
Fixed
6.65000000
Y
N
N
N
N
N
THAILAND BAHT
N/A
FX Forward Contract: THB/USD SETTLE 2021-06-14
N/A
1.00000000
NC
-25156.17000000
-0.00169033792
N/A
DFE
TH
N
2
J P MORGAN CHASE BANK
N/A
1823613.21000000
USD
56208227.00000000
THB
2021-06-14
-25156.17000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/IDR SETTLE 2021-04-14
N/A
1.00000000
NC
USD
39660.24000000
0.002664921076
N/A
DFE
US
N
2
JP MORGAN
N/A
67832887950.00000000
IDR
4701475.46000000
USD
2021-04-14
39660.24000000
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 7.500000% 05/15/2038
N/A
58662000000.00000000
PA
4055614.03000000
0.272511999619
Long
DBT
NUSS
ID
N
2
2038-05-15
Fixed
7.50000000
N
N
N
N
N
N
JANUB GAZ DAHLIZI GAPALI SAHMDAR JAMIYYATI
213800DG58KG59XY6318
SOUTHERN GAS CORRIDOR CJSC 6.875000% 03/24/2026
N/A
4525000.00000000
PA
USD
5350631.50000000
0.359529106691
Long
DBT
NUSS
AZ
N
2
2026-03-24
Fixed
6.87500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2021-06-11
N/A
1.00000000
NC
USD
25569.98000000
0.001718143375
N/A
DFE
US
N
2
JP MORGAN
N/A
9204206.00000000
BRL
1648908.28000000
USD
2021-06-11
25569.98000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/MXN SETTLE 2021-05-19
N/A
1.00000000
NC
USD
-14885.49000000
-0.00100021220
N/A
DFE
US
N
2
JP MORGAN
N/A
54916400.00000000
MXN
2655583.28000000
USD
2021-05-19
-14885.49000000
N
N
N
State of Israel
213800T8ZHTFZIBYPE21
ISRAEL TREASURY BILL MOF ZERO COUPON 08/31/2021
N/A
1925159.00000000
PA
577253.27000000
0.038787823922
Long
DBT
NUSS
IL
N
2
2021-08-31
Fixed
0.00000000
N
N
N
N
N
N
Empresas Publicas de Medellin E.S.P.
549300SU25TO8EMXB434
Empresas Publicas de Medellin ESP 7.625000% 09/10/2024
29246BAC2
3116000000.00000000
PA
871971.27000000
0.058591037667
Long
DBT
CORP
CO
Y
2
2024-09-10
Fixed
7.62500000
N
N
N
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
FED REPUBLIC OF BRAZIL 3.875000% 06/12/2030
105756CC2
8833000.00000000
PA
USD
8561385.25000000
0.575271758291
Long
DBT
NUSS
BR
N
2
2030-06-12
Fixed
3.87500000
N
N
N
N
N
N
Republika Hrvatska
74780000O00QGQ7CER13
CROATIA 2.750000% 01/27/2030
N/A
200000.00000000
PA
273470.76000000
0.018375531570
Long
DBT
NUSS
HR
N
2
2030-01-27
Fixed
2.75000000
N
N
N
N
N
N
RUSSIA, FEDERATION OF (GOVERNMENT)
5493004EHVGF71PDBU58
RUSSIA GOVT BOND - OFZ 8.150000% 02/03/2027
EJ0370613
821910000.00000000
PA
11656033.74000000
0.783212859661
Long
DBT
NUSS
RU
N
2
2027-02-03
Fixed
8.15000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT INTERNATIONAL BOND 144A 8.875000% 05/29/2050
03846JX62
3566000.00000000
PA
USD
3636335.78000000
0.244339112983
Long
DBT
NUSS
EG
Y
2
2050-05-29
Fixed
8.87500000
N
N
N
N
N
N
Republika Srbija
254900W94OCY91V32O78
REPUBLIC OF SERBIA 1.650000% 03/03/2033
N/A
270000.00000000
PA
307677.83000000
0.020674033591
Long
DBT
NUSS
RS
N
2
2033-03-03
Fixed
1.65000000
N
N
N
N
N
N
Republica del Ecuador
5299003Y2U5XK0A35H71
ECUADOR GOVERNMENT INTERNATIONAL BOND 144A 0.500000% 07/31/2035
N/A
8666811.00000000
PA
USD
3943399.01000000
0.264971849284
Long
DBT
NUSS
EC
Y
2
2035-07-31
Fixed
0.50000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
REPUBLIC OF INDONESIA 0.900000% 02/14/2027
N/A
428000.00000000
PA
505209.52000000
0.033946932697
Long
DBT
NUSS
ID
N
2
2027-02-14
Fixed
0.90000000
N
N
N
N
N
N
TURKISH LIRA
N/A
FX Forward Contract: TRY/USD SETTLE 2021-04-07
N/A
1.00000000
NC
-112989.55000000
-0.00759219392
N/A
DFE
TR
N
2
GOLDMAN, SACHS & CO.
N/A
1321030.43000000
USD
10026621.00000000
TRY
2021-04-07
-112989.55000000
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVERNMENT BOND 2.880000% 11/05/2023
N/A
25000000.00000000
PA
3818001.53000000
0.256545919753
Long
DBT
NUSS
CN
N
2
2023-11-05
Fixed
2.88000000
N
N
N
N
N
N
TURKISH LIRA
N/A
FX Forward Contract: TRY/USD SETTLE 2021-06-22
N/A
1.00000000
NC
-177898.82000000
-0.01195369253
N/A
DFE
TR
N
2
GOLDMAN, SACHS & CO.
N/A
1352300.33000000
USD
10230152.00000000
TRY
2021-06-22
-177898.82000000
N
N
N
PT Indonesia Asahan Aluminium (Persero)
2549008P48EB9SN2OI80
INDONESIA ASAHAN ALUMINIUM PERSERO PT 144A 6.757000% 11/15/2048
74445PAD4
331000.00000000
PA
USD
412392.90000000
0.027710234005
Long
DBT
NUSS
ID
Y
2
2048-11-15
Fixed
6.75700000
N
N
N
N
N
N
Republica de Costa Rica
549300DYYS8QPMR8OP36
COSTA RICA GOVERNMENT 7.158% 03/12/2045
N/A
500000.00000000
PA
USD
484755.00000000
0.032572516368
Long
DBT
NUSS
CR
N
2
2045-03-12
Fixed
7.15800000
N
N
N
N
N
N
BRAZIL MINAS SPE
N/A
BRAZIL MINAS SPE VIA STATE OF MINAS GERAIS 5.333000% 02/15/2028
G13201AA9
1854783.12000000
PA
USD
2012439.69000000
0.135223411295
Long
DBT
NUSS
BR
N
2
2028-02-15
Fixed
5.33300000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP
N/A
4102283.00000000
NC
-23526.18000000
-0.00158081274
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2025-01-02
0.00000000
BRL
0.00000000
BRL
-4102283.00000000
BRL
-23526.18000000
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT INTERNATIONAL BOND MTN 8.150000% 11/20/2059
N/A
277000.00000000
PA
USD
263908.98000000
0.017733039516
Long
DBT
NUSS
EG
N
2
2059-11-20
Fixed
8.15000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/RUB SETTLE 2021-04-16
N/A
1.00000000
NC
USD
7749.80000000
0.000520738285
N/A
DFE
US
N
2
JP MORGAN
N/A
50674080.00000000
RUB
677518.84000000
USD
2021-04-16
7749.80000000
N
N
N
PT Indonesia Asahan Aluminium (Persero)
2549008P48EB9SN2OI80
INDONESIA ASAHAN ALUMINIUM PERSERO PT 144A 4.750000% 05/15/2025
74445PAE2
240000.00000000
PA
USD
260808.00000000
0.017524672977
Long
DBT
NUSS
ID
Y
2
2025-05-15
Fixed
4.75000000
N
N
N
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT BOND 1.500000% 04/22/2026
N/A
188890000.00000000
PA
600863.71000000
0.040374298416
Long
DBT
NUSS
HU
N
2
2026-04-22
Fixed
1.50000000
N
N
N
N
N
N
Kingdom of Bahrain
549300RODM1WN85LFQ95
BAHRAIN GOVERNMENT INTERNATIONAL BOND MTN 6.250000% 01/25/2051
05675M2H6
1141000.00000000
PA
USD
1058209.04000000
0.071105055701
Long
DBT
NUSS
BH
Y
2
2051-01-25
Fixed
6.25000000
N
N
N
N
N
N
Republic of Lebanon
529900QPC4K9S1KHL354
LEBANESE REPUBLIC 8.250000% 05/17/2034
N/A
4532000.00000000
PA
USD
507946.56000000
0.034130844735
Long
DBT
NUSS
LB
N
2
2034-05-17
Fixed
8.25000000
Y
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
REPUBLIC OF GHANA 7.625000% 05/16/2029
N/A
995000.00000000
PA
USD
976767.62000000
0.065632699591
Long
DBT
NUSS
GH
N
2
2029-05-16
Fixed
7.62500000
N
N
N
N
N
N
SHIMAO GROUP HOLDINGS LIMITED
254900WTJ6B5CU69ZD26
SHIMAO GROUP HOLDINGS LTD 5.600000% 07/15/2026
N/A
400000.00000000
PA
USD
431163.28000000
0.028971486617
Long
DBT
NUSS
CN
N
2
2026-07-15
Fixed
5.60000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 8.875000% 02/28/2035
N/A
46668591.00000000
PA
2681845.99000000
0.180203344795
Long
DBT
NUSS
ZA
N
2
2035-02-28
Fixed
8.87500000
N
N
N
N
N
N
Republica Argentina
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA 0.125000% 07/09/2030
040114HS2
23489456.00000000
PA
USD
7863095.40000000
0.528351030152
Long
DBT
NUSS
AR
N
2
2030-07-09
Fixed
0.12500000
N
N
N
N
N
N
GOBIERNO DE LA REPUBLICA DE PANAMA
549300SHS4T08CL0LP14
REPUBLIC OF PANAMA 9.375000% 04/01/2029
698299AK0
804000.00000000
PA
USD
1175351.52000000
0.078976300654
Long
DBT
NUSS
PA
N
2
2029-04-01
Fixed
9.37500000
N
N
N
N
N
N
CZECH REPUBLIC KORUNA
N/A
FX Forward Contract: CZK/USD SETTLE 2021-06-16
N/A
1.00000000
NC
-222382.82000000
-0.01494274023
N/A
DFE
CZ
N
2
JP MORGAN
N/A
17006604.23000000
USD
372772860.00000000
CZK
2021-06-16
-222382.82000000
N
N
N
Republica de Guatemala
529900QKDFFU9UWW5315
REPUBLIC OF GUATEMALA 6.125000% 06/01/2050
P5015VAJ5
962000.00000000
PA
USD
1113524.62000000
0.074821918105
Long
DBT
NUSS
GT
N
2
2050-06-01
Fixed
6.12500000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 28-DAY MXN - TIIE
N/A
52614870.00000000
NC
22924.99000000
0.001540416523
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2023-04-13
0.00000000
MXN
0.00000000
MXN
-52614870.00000000
MXN
22924.99000000
N
N
N
Kingdom of Bahrain
549300RODM1WN85LFQ95
BAHRAIN GOVERNMENT INTERNATIONAL BOND 144A 5.450000% 09/16/2032
05675M2D5
3592000.00000000
PA
USD
3466280.00000000
0.232912423877
Long
DBT
NUSS
BH
Y
2
2032-09-16
Fixed
5.45000000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAYS: 1.7
N/A
140000000.00000000
NC
-70546.52000000
-0.00474028669
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2024-06-18
0.00000000
CZK
0.00000000
CZK
-140000000.00000000
CZK
-70546.52000000
N
N
N
Emirate of Sharjah
N/A
FINANCE DEPARTMENT GOVERNMENT OF SHARJAH MTN 3.625000% 03/10/2033
38381CAC6
660000.00000000
PA
USD
650925.00000000
0.043738105263
Long
DBT
NUSS
AE
Y
2
2033-03-10
Fixed
3.62500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZAR SETTLE 2021-04-20
N/A
1.00000000
NC
USD
-545260.59000000
-0.03663811511
N/A
DFE
US
N
2
JP MORGAN
N/A
152632500.00000000
ZAR
9767948.62000000
USD
2021-04-20
-545260.59000000
N
N
N
Ukraine
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT INTERNATIONAL BOND 144A 7.750000% 09/01/2027
903724AU6
223000.00000000
PA
USD
238293.34000000
0.016011828073
Long
DBT
NUSS
UA
Y
2
2027-09-01
Fixed
7.75000000
N
N
N
N
N
N
PETRONAS Capital Limited
549300G7YFX3540OYR85
PETRONAS CAPITAL LTD MTN 4.550000% 04/21/2050
Y68856AV8
1497000.00000000
PA
USD
1771289.35000000
0.119019610619
Long
DBT
NUSS
MY
N
2
2050-04-21
Fixed
4.55000000
N
N
N
N
N
N
Petroleos de Venezuela, S.A.
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA 6.000000% 05/16/2024
P7807HAT2
10191733.00000000
PA
USD
443340.39000000
0.029789712555
Long
DBT
NUSS
VE
N
2
2024-05-16
Fixed
6.00000000
Y
N
N
N
N
N
INKIA ENERGY LIMITED
N/A
INKIA ENERGY LTD 144A 5.875000% 11/09/2027
45721RAC7
359000.00000000
PA
USD
376950.00000000
0.025328691906
Long
DBT
NUSS
PE
Y
2
2027-11-09
Fixed
5.87500000
N
N
N
N
N
N
CSN Inova Ventures.
222100R8R68DM7VM3661
CSN INOVA VENTURES 144A 6.750000% 01/28/2028
12642KAB0
592000.00000000
PA
USD
627253.60000000
0.042147534637
Long
DBT
NUSS
BR
Y
2
2028-01-28
Fixed
6.75000000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/PLN SETTLE 2021-07-06
N/A
1.00000000
NC
3053.04000000
0.000205145270
N/A
DFE
XX
N
2
CITIGROUP GLOBAL MARKETS
N/A
1298998.58000000
PLN
282378.32000000
EUR
2021-07-06
3053.04000000
N
N
N
Kingdom of Saudi Arabia
635400FMICXSM3SI3H65
SAUDI GOVERNMENT INTERNATIONAL BOND MTN 3.250000% 10/22/2030
80413TAT6
762000.00000000
PA
USD
801959.28000000
0.053886668058
Long
DBT
NUSS
SA
Y
2
2030-10-22
Fixed
3.25000000
N
N
N
N
N
N
THE DEMOCRATIC SOCIALIST REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
REPUBLIC OF SRI LANKA 6.825000% 07/18/2026
Y8137FAF5
500000.00000000
PA
USD
304235.00000000
0.020442696861
Long
DBT
NUSS
LK
N
2
2026-07-18
Fixed
6.82500000
N
N
N
N
N
N
Kingdom of Saudi Arabia
635400FMICXSM3SI3H65
SAUDI GOVERNMENT INTERNATIONAL BOND MTN 2.250000% 02/02/2033
80413TAV1
899000.00000000
PA
USD
846372.54000000
0.056870962471
Long
DBT
NUSS
SA
Y
2
2033-02-02
Fixed
2.25000000
N
N
N
N
N
N
Republica Bolivariana de Venezuela
529900XM8PJTJK5OJI77
REPUBLIC OF VENEZUELA VARIABLE RATE 10/13/2019
P97475AN0
3976100.00000000
PA
USD
387669.75000000
0.026048992330
Long
DBT
NUSS
VE
N
2
2019-10-13
Floating
0.00000000
Y
Y
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT INTERNATIONAL BOND MTN 5.875000% 02/16/2031
03846JAB6
990000.00000000
PA
USD
926739.00000000
0.062271087965
Long
DBT
NUSS
EG
Y
2
2031-02-16
Fixed
5.87500000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 144A 6.350000% 02/12/2048
71654QCJ9
430000.00000000
PA
USD
358018.00000000
0.024056579437
Long
DBT
NUSS
MX
Y
2
2048-02-12
Fixed
6.35000000
N
N
N
N
N
N
NEW RUSSIAN ROUBLE
N/A
FX Forward Contract: RUB/USD SETTLE 2021-04-16
N/A
1.00000000
NC
-19613.86000000
-0.00131792921
N/A
DFE
RU
N
2
J P MORGAN CHASE BANK
N/A
1160222.20000000
USD
86297327.00000000
RUB
2021-04-16
-19613.86000000
N
N
N
ISRAELI SHEKEL
N/A
FX Forward Contract: ILS/USD SETTLE 2021-05-10
N/A
1.00000000
NC
-45069.42000000
-0.00302838427
N/A
DFE
IL
N
2
CITIGROUP GLOBAL MARKETS
N/A
2703875.95000000
USD
8858168.00000000
ILS
2021-05-10
-45069.42000000
N
N
N
Republica Oriental del Uruguay
549300RDR012H2V82H43
REPUBLICA ORIENT URUGUAY 4.375000% 10/27/2027
760942BB7
2310000.00000000
PA
USD
2619540.00000000
0.176016770383
Long
DBT
NUSS
UY
N
2
2027-10-27
Fixed
4.37500000
N
N
N
N
N
N
CSN Resources S.A.
222100ZEX458NMOXZP08
CSN RESOURCES SA 144A 7.625000% 04/17/2026
12644VAC2
530000.00000000
PA
USD
563066.70000000
0.037834574789
Long
DBT
NUSS
BR
Y
2
2026-04-17
Fixed
7.62500000
N
N
N
N
N
N
NEW RUSSIAN ROUBLE
N/A
FX Forward Contract: RUB/USD SETTLE 2021-04-16
N/A
1.00000000
NC
-25268.91000000
-0.00169791334
N/A
DFE
RU
N
2
J P MORGAN CHASE BANK
N/A
2815494.81000000
USD
211105801.00000000
RUB
2021-04-16
-25268.91000000
N
N
N
Petroleos de Venezuela, S.A.
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA 6.000000% 11/15/2026
P7807HAR6
13215353.00000000
PA
USD
574867.86000000
0.038627539229
Long
DBT
NUSS
VE
N
2
2026-11-15
Fixed
6.00000000
Y
N
N
N
N
N
RUSSIA, FEDERATION OF (GOVERNMENT)
5493004EHVGF71PDBU58
RUSSIA GOVT BOND - OFZ 7.700000% 03/23/2033
N/A
345745000.00000000
PA
4828789.76000000
0.324464592415
Long
DBT
NUSS
RU
N
2
2033-03-23
Fixed
7.70000000
N
N
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
REPUBLIC OF PERU 8.2% 08/12/2026
715638AY8
15000.00000000
PA
5211.66000000
0.000350191087
Long
DBT
NUSS
PE
N
2
2026-08-12
Fixed
8.20000000
N
N
N
N
N
N
Turkiye Cumhuriyeti
5493000PCHOG3B6S3Q85
REPUBLIC OF TURKEY 5.750000% 05/11/2047
900123CM0
883000.00000000
PA
USD
715362.45000000
0.048067900510
Long
DBT
NUSS
TR
N
2
2047-05-11
Fixed
5.75000000
N
N
N
N
N
N
Corporacion Nacional del Cobre de Chile
549300UVMBCBCIPSUI70
CORP NACIONAL DEL COBRE DE CHILE 144A 3.700000% 01/30/2050
21987BBA5
1216000.00000000
PA
USD
1215963.52000000
0.081705174074
Long
DBT
NUSS
CL
Y
2
2050-01-30
Fixed
3.70000000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 7.500000% 08/26/2026
N/A
29334900000.00000000
PA
8625765.86000000
0.579597734244
Long
DBT
NUSS
CO
N
2
2026-08-26
Fixed
7.50000000
N
N
N
N
N
N
Comision Federal de Electricidad
4469000001BFPONMPF32
COMISION FEDERAL DE ELECTRICIDAD 144A 4.750000% 02/23/2027
200447AF7
458000.00000000
PA
USD
502426.00000000
0.033759897492
Long
DBT
NUSS
MX
Y
2
2027-02-23
Fixed
4.75000000
N
N
N
N
N
N
PT Pertamina (Persero)
254900NDAKGNZ2IBBL45
PERTAMINA PERSERO PT MTN 3.650000% 07/30/2029
69370PAD3
1035000.00000000
PA
USD
1081575.00000000
0.072675102662
Long
DBT
NUSS
ID
Y
2
2029-07-30
Fixed
3.65000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ILS SETTLE 2021-05-10
N/A
1.00000000
NC
USD
4068.52000000
0.000273379200
N/A
DFE
US
N
2
JP MORGAN
N/A
1174542.00000000
ILS
356610.94000000
USD
2021-05-10
4068.52000000
N
N
N
NEW RUSSIAN ROUBLE
N/A
FX Forward Contract: RUB/USD SETTLE 2021-04-16
N/A
1.00000000
NC
-20446.71000000
-0.00137389154
N/A
DFE
RU
N
2
J P MORGAN CHASE BANK
N/A
1330670.16000000
USD
99130243.00000000
RUB
2021-04-16
-20446.71000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2021-04-06
N/A
1.00000000
NC
USD
1717.85000000
0.000115428819
N/A
DFE
US
N
2
JP MORGAN
N/A
628056.00000000
EUR
739921.19000000
USD
2021-04-06
1717.85000000
N
N
N
1MDB Global Investments Limited
N/A
1MDB GLOBAL INVESTMENTS LTD 4.400000% 03/09/2023
N/A
4000000.00000000
PA
USD
4015911.52000000
0.269844238261
Long
DBT
NUSS
MY
N
2
2023-03-09
Fixed
4.40000000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEXICO GOVERNMENT INTERNATIONAL BOND MTN 3.750000% 04/19/2071
91087BAP5
1512000.00000000
PA
USD
1311660.00000000
0.088135381418
Long
DBT
NUSS
MX
N
2
2071-04-19
Fixed
3.75000000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP
N/A
12388713.00000000
NC
-142356.37000000
-0.00956546129
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2025-01-02
0.00000000
BRL
0.00000000
BRL
-12388713.00000000
BRL
-142356.37000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2021-04-06
N/A
1.00000000
NC
USD
8932.55000000
0.000600211717
N/A
DFE
US
N
2
JP MORGAN
N/A
218234.00000000
EUR
265440.04000000
USD
2021-04-06
8932.55000000
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEX BONOS DESARR FIX RT 8.000000% 12/07/2023
N/A
30252000.00000000
PA
1576022.67000000
0.105898906076
Long
DBT
NUSS
MX
N
2
2023-12-07
Fixed
8.00000000
N
N
N
N
N
N
NEW RUSSIAN ROUBLE
N/A
FX Forward Contract: RUB/USD SETTLE 2021-04-22
N/A
1.00000000
NC
995.22000000
0.000066872584
N/A
DFE
RU
N
2
J P MORGAN CHASE BANK
N/A
141201.00000000
USD
10767000.00000000
RUB
2021-04-22
995.22000000
N
N
N
THE DEMOCRATIC SOCIALIST REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
REPUBLIC OF SRI LANKA 6.850000% 11/03/2025
Y8137FAE8
1339000.00000000
PA
USD
834799.55000000
0.056093329633
Long
DBT
NUSS
LK
N
2
2025-11-03
Fixed
6.85000000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 6M WIBOR PLN
N/A
5085156.00000000
NC
-22827.72000000
-0.00153388058
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2031-03-25
0.00000000
PLN
0.00000000
PLN
-5085156.00000000
PLN
-22827.72000000
N
N
N
REPUBLICA DEL PARAGUAY
529900UXKJTJPCU0HK83
PARAGUAY GOVERNMENT INTERNATIONAL BOND 144A 5.400000% 03/30/2050
699149AH3
467000.00000000
PA
USD
526080.17000000
0.035349310369
Long
DBT
NUSS
PY
Y
2
2050-03-30
Fixed
5.40000000
N
N
N
N
N
N
Sultanate of Oman
549300SZ20F0QTKNQC75
OMAN GOVERNMENT INTERNATIONAL BOND 144A 6.750000% 01/17/2048
682051AJ6
1059000.00000000
PA
USD
1008824.58000000
0.067786727614
Long
DBT
NUSS
OM
Y
2
2048-01-17
Fixed
6.75000000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA 8.125000% 05/21/2024
195325BD6
908000.00000000
PA
USD
1081763.96000000
0.072687799597
Long
DBT
NUSS
CO
N
2
2024-05-21
Fixed
8.12500000
N
N
N
N
N
N
CHINESE YUAN RENMINBI
N/A
FX Forward Contract: CNY/USD SETTLE 2021-04-19
N/A
1.00000000
NC
-162451.95000000
-0.01091575909
N/A
DFE
CN
N
2
J P MORGAN CHASE BANK
N/A
19705949.35000000
USD
128268054.00000000
CNY
2021-04-19
-162451.95000000
N
N
N
Gobierno de la Republica Dominicana
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC 6.400000% 06/05/2049
P3579ECE5
606000.00000000
PA
USD
634179.00000000
0.042612878377
Long
DBT
NUSS
DO
N
2
2049-06-05
Fixed
6.40000000
N
N
N
N
N
N
SHARJAH SUKUK PROGRAMME LIMITED
549300N3BQ9P6RRMVV02
SHARJAH SUKUK PROGRAM LTD MTN 3.854000% 04/03/2026
N/A
359000.00000000
PA
USD
383027.87000000
0.025737086910
Long
DBT
NUSS
AE
N
2
2026-04-03
Fixed
3.85400000
N
N
N
N
N
N
TAIWAN DOLLAR
N/A
FX Forward Contract: TWD/USD SETTLE 2021-04-09
N/A
1.00000000
NC
-34561.30000000
-0.00232230407
N/A
DFE
TW
N
2
CITIGROUP GLOBAL MARKETS
N/A
1624624.56000000
USD
45310779.00000000
TWD
2021-04-09
-34561.30000000
N
N
N
N/A
N/A
R2032 BOND FUTURE MAY21 FINANCIAL COMMODITY FUTURE.
N/A
812.00000000
NC
4790522.02000000
0.321893238664
N/A
DIR
ZA
N
1
STANDARD CHARTERED
N/A
Long
South African Govt. Bond Futures
Johannesburg Stock Exchange R2032 Bond Future May 2021
2021-05-09
4854491.29000000
ZAR
-63969.27000000
N
N
N
EURO
N/A
FX Forward Contract: EUR/PLN SETTLE 2021-07-06
N/A
1.00000000
NC
62046.75000000
0.004169155098
N/A
DFE
XX
N
2
CITIGROUP GLOBAL MARKETS
N/A
9472336.00000000
PLN
2092896.06000000
EUR
2021-07-06
62046.75000000
N
N
N
CHINESE YUAN RENMINBI
N/A
FX Forward Contract: CNY/USD SETTLE 2021-04-12
N/A
1.00000000
NC
-98139.42000000
-0.00659435769
N/A
DFE
CN
N
2
J P MORGAN CHASE BANK
N/A
10206669.42000000
USD
66310200.00000000
CNY
2021-04-12
-98139.42000000
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 5.37
N/A
1800000000.00000000
NC
-3427.62000000
-0.00023031471
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2029-06-21
0.00000000
COP
0.00000000
COP
-1800000000.00000000
COP
-3427.62000000
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT BOND 15.900000% 07/02/2024
N/A
20628000.00000000
PA
1364896.31000000
0.091712529831
Long
DBT
NUSS
EG
N
2
2024-07-02
Fixed
15.90000000
N
N
N
N
N
N
Independent State of Papua New Guinea
254900NKI6OC90ZW9W36
PNG GOVT INTL BOND 8.375000% 10/04/2028
Y6726SAP6
306000.00000000
PA
USD
314415.00000000
0.021126729448
Long
DBT
NUSS
PG
N
2
2028-10-04
Fixed
8.37500000
N
N
N
N
N
N
Saudi Arabian Oil Company
5586006WD91QHB7J4X50
SAUDI ARABIAN OIL CO 144A 3.500000% 11/24/2070
80414L2M6
3963000.00000000
PA
USD
3503946.13000000
0.235443353184
Long
DBT
NUSS
SA
Y
2
2070-11-24
Fixed
3.50000000
N
N
N
N
N
N
Corporacion Nacional del Cobre de Chile
549300UVMBCBCIPSUI70
CORP NACIONAL DEL COBRE DE CHILE 144A 3.750000% 01/15/2031
21987BBC1
234000.00000000
PA
USD
252413.46000000
0.016960612180
Long
DBT
NUSS
CL
Y
2
2031-01-15
Fixed
3.75000000
N
N
N
N
N
N
SCF CAPITAL DESIGNATED ACTIVITY COMPANY
213800L15FRHHBOWMF92
SCF CAPITAL DESIGNATED ACTIVITY CO 144A 5.375000% 06/16/2023
78403LAB8
529000.00000000
PA
USD
559529.65000000
0.037596907062
Long
DBT
NUSS
RU
Y
2
2023-06-16
Fixed
5.37500000
N
N
N
N
N
N
CHINESE YUAN RENMINBI
N/A
FX Forward Contract: CNY/USD SETTLE 2021-04-08
N/A
1.00000000
NC
-9501.20000000
-0.00063842145
N/A
DFE
CN
N
2
J P MORGAN CHASE BANK
N/A
1505280.13000000
USD
9809161.00000000
CNY
2021-04-08
-9501.20000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2021-04-06
N/A
1.00000000
NC
USD
1265.45000000
0.000085030357
N/A
DFE
US
N
2
JP MORGAN
N/A
41809.00000000
EUR
50406.84000000
USD
2021-04-06
1265.45000000
N
N
N
PT Indonesia Asahan Aluminium (Persero)
2549008P48EB9SN2OI80
INDONESIA ASAHAN ALUMINIUM PERSERO PT 6.757000% 11/15/2048
Y7140WAD0
257000.00000000
PA
USD
320196.30000000
0.021515196795
Long
DBT
NUSS
ID
N
2
2048-11-15
Fixed
6.75700000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
GHANA GOVERNMENT INTERNATIONAL BOND 144A 7.875000% 03/26/2027
37443GAA9
653000.00000000
PA
USD
664101.00000000
0.044623450387
Long
DBT
NUSS
GH
Y
2
2027-03-26
Fixed
7.87500000
N
N
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
REPUBLIC OF PERU 3.750000% 03/01/2030
JK2053607
200000.00000000
PA
289169.65000000
0.019430399186
Long
DBT
NUSS
PE
N
2
2030-03-01
Fixed
3.75000000
N
N
N
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 0.950000% 06/17/2025
N/A
31000000.00000000
PA
994558.63000000
0.066828144639
Long
DBT
NUSS
TH
N
2
2025-06-17
Fixed
0.95000000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY:0.644 FIXED
N/A
11247547.00000000
NC
53446.84000000
0.003591294717
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2025-06-09
0.00000000
PLN
0.00000000
PLN
-11247547.00000000
PLN
53446.84000000
N
N
N
Romania
315700IASY927EDWBK92
ROMANIA 3.000000% 02/14/2031
N/A
114000.00000000
PA
USD
113880.76000000
0.007652077686
Long
DBT
NUSS
RO
N
2
2031-02-14
Fixed
3.00000000
N
N
N
N
N
N
FEDERAL REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
NIGERIA GOVERNMENT INTERNATIONAL BOND 144A 7.696000% 02/23/2038
65412JAH6
601000.00000000
PA
USD
589052.12000000
0.039580633145
Long
DBT
NUSS
NG
Y
2
2038-02-23
Fixed
7.69600000
N
N
N
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 3.300000% 06/17/2038
N/A
79072000.00000000
PA
2768106.78000000
0.185999532548
Long
DBT
NUSS
TH
N
2
2038-06-17
Fixed
3.30000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2021-04-19
N/A
1.00000000
NC
USD
32575.77000000
0.002188888823
N/A
DFE
US
N
2
JP MORGAN
N/A
36405942.00000000
CNY
5579548.77000000
USD
2021-04-19
32575.77000000
N
N
N
Inter-American Development Bank
VKU1UKDS9E7LYLMACP54
INTER-AMERICAN DEVELOPMENT BANK MTN 7.875000% 03/14/2023
N/A
44650000000.00000000
PA
3223407.23000000
0.216592886634
Long
DBT
NUSS
XX
N
2
2023-03-14
Fixed
7.87500000
N
N
N
N
N
N
MILLICOM INTERNATIONAL CELLULAR S.A.
549300CTHC1CP86P2G96
MILLICOM INTERNATIONAL CELLULAR SA 144A 6.250000% 03/25/2029
600814AQ0
402753.00000000
PA
USD
447853.28000000
0.030092950652
Long
DBT
NUSS
CO
Y
2
2029-03-25
Fixed
6.25000000
N
N
N
N
N
N
GOBIERNO DE LA REPUBLICA DE PANAMA
549300SHS4T08CL0LP14
REPUBLIC OF PANAMA 3.750000% 03/16/2025
698299BE3
1109000.00000000
PA
USD
1208543.84000000
0.081206617796
Long
DBT
NUSS
PA
N
2
2025-03-16
Fixed
3.75000000
N
N
N
N
N
N
Corporacion Nacional del Cobre de Chile
549300UVMBCBCIPSUI70
CORP NACIONAL DEL COBRE DE CHILE 144A 3.150000% 01/14/2030
21987BBB3
297000.00000000
PA
USD
307743.08000000
0.020678417985
Long
DBT
NUSS
CL
Y
2
2030-01-14
Fixed
3.15000000
N
N
N
N
N
N
EMPRESA DE TRANSMISION ELECTRICA, S.A.
254900RX1DOMC83TZ320
EMPRESA DE TRANSMISION ELECTRICA SA 144A 5.125000% 05/02/2049
29247QAA2
635000.00000000
PA
USD
700093.85000000
0.047041945701
Long
DBT
NUSS
PA
Y
2
2049-05-02
Fixed
5.12500000
N
N
N
N
N
N
Petroleos de Venezuela, S.A.
549300YWR8TN1OFD4P06
PETROLEOS DE VENEZUELA S 5.50% 04/12/2037
N/A
1740000.00000000
PA
USD
75690.00000000
0.005085896512
Long
DBT
CORP
VE
N
2
2037-04-12
Fixed
5.50000000
Y
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 28-DAY MXN - TIIE
N/A
6143793.00000000
NC
-11892.74000000
-0.00079911804
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2025-07-25
0.00000000
MXN
0.00000000
MXN
-6143793.00000000
MXN
-11892.74000000
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 2.48 %
N/A
464203752.00000000
NC
32592.71000000
0.002190027085
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2031-03-17
0.00000000
HUF
0.00000000
HUF
-464203752.00000000
HUF
32592.71000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.800000% 08/17/2023
N/A
31953000.00000000
PA
7986431.15000000
0.536638424270
Long
DBT
NUSS
MY
N
2
2023-08-17
Fixed
3.80000000
N
N
N
N
N
N
Republic of Uzbekistan
213800L6VDKUM3TCM927
REPUBLIC OF UZBEKISTAN BOND MTN 3.700000% 11/25/2030
91822Q2C0
524000.00000000
PA
USD
508638.42000000
0.034177333417
Long
DBT
NUSS
UZ
Y
2
2030-11-25
Fixed
3.70000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/RUB SETTLE 2021-06-16
N/A
1.00000000
NC
USD
-5108.25000000
-0.00034324257
N/A
DFE
US
N
2
JP MORGAN
N/A
61577953.30000000
RUB
802527.74000000
USD
2021-06-16
-5108.25000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2021-04-05
N/A
1.00000000
NC
USD
960.61000000
0.000064547008
N/A
DFE
US
N
2
JP MORGAN
N/A
474877.00000000
BRL
85100.05000000
USD
2021-04-05
960.61000000
N
N
N
Gobierno de Chile
549300FLZTJM5YJF8D34
REPUBLIC OF CHILE 3.500000% 01/25/2050
168863DL9
1274000.00000000
PA
USD
1294473.18000000
0.086980534174
Long
DBT
NUSS
CL
N
2
2050-01-25
Fixed
3.50000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2021-06-03
N/A
1.00000000
NC
USD
161124.37000000
0.010826553989
N/A
DFE
US
N
2
JP MORGAN
N/A
5202000.00000000
EUR
6282598.46000000
USD
2021-06-03
161124.37000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2021-04-07
N/A
1.00000000
NC
USD
29556.04000000
0.001985981777
N/A
DFE
US
N
2
JP MORGAN
N/A
731941.00000000
EUR
889878.72000000
USD
2021-04-07
29556.04000000
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2021-05-05
N/A
1.00000000
NC
19236.32000000
0.001292560877
N/A
DFE
ZA
N
2
CITIGROUP GLOBAL MARKETS
N/A
931817.05000000
USD
14102341.00000000
ZAR
2021-05-05
19236.32000000
N
N
N
ADANI ELECTRICITY MUMBAI LIMITED
335800AIC1B5EBFVUC38
ADANI ELECTRICITY MUMBAI LTD 144A 3.949000% 02/12/2030
00654GAA1
540000.00000000
PA
USD
544039.20000000
0.036556045315
Long
DBT
NUSS
IN
Y
2
2030-02-12
Fixed
3.94900000
N
N
N
N
N
N
BANQUE OUEST AFRICAINE DE DEVELOPPEMENT
529900LIZJABE4JJS826
BANQUE OUEST AFRICAINE DE DEVELOPPEMENT 144A 5.000000% 07/27/2027
06675QAB9
865000.00000000
PA
USD
955392.50000000
0.064196424677
Long
DBT
NUSS
XX
Y
2
2027-07-27
Fixed
5.00000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/AUD SETTLE 2021-04-06
N/A
1.00000000
NC
USD
16881.69000000
0.001134344408
N/A
DFE
US
N
2
JP MORGAN
N/A
3297986.00000000
AUD
2528772.98000000
USD
2021-04-06
16881.69000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PEN SETTLE 2021-04-14
N/A
1.00000000
NC
USD
44790.50000000
0.003009642591
N/A
DFE
US
N
2
JP MORGAN
N/A
7744000.00000000
PEN
2103719.00000000
USD
2021-04-14
44790.50000000
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2021-06-04
N/A
1.00000000
NC
-8008.80000000
-0.00053814147
N/A
DFE
MX
N
2
JP MORGAN
N/A
2263324.55000000
USD
46463835.00000000
MXN
2021-06-04
-8008.80000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 2.632000% 04/15/2031
N/A
5059000.00000000
PA
1152400.30000000
0.077434121637
Long
DBT
NUSS
MY
N
2
2031-04-15
Fixed
2.63200000
N
N
N
N
N
N
Republic of Lebanon
529900QPC4K9S1KHL354
LEBANON GOVERNMENT INTERNATIONAL BOND MTN 6.100000% 10/04/2022
N/A
1573000.00000000
PA
USD
180108.50000000
0.012102169269
Long
DBT
NUSS
LB
N
2
2022-10-04
Fixed
6.10000000
Y
N
N
N
N
N
Ukraine
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT 6.750000% 06/20/2026
N/A
1299000.00000000
PA
1637565.95000000
0.110034231128
Long
DBT
NUSS
UA
N
2
2026-06-20
Fixed
6.75000000
N
N
N
N
N
N
Republic of Lebanon
529900QPC4K9S1KHL354
LEBANON GOVERNMENT INTERNATIONAL BOND MTN 7.000000% 03/20/2028
N/A
1850000.00000000
PA
USD
204425.00000000
0.013736086597
Long
DBT
NUSS
LB
N
2
2028-03-20
Fixed
7.00000000
Y
N
N
N
N
N
Gobierno de la Republica Dominicana
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC BON 11.250000% 02/05/2027
N/A
14500000.00000000
PA
296961.34000000
0.019953952218
Long
DBT
NUSS
DO
N
2
2027-02-05
Fixed
11.25000000
N
N
N
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2021-06-11
N/A
1.00000000
NC
-2931.63000000
-0.00019698727
N/A
DFE
KR
N
2
CITIGROUP GLOBAL MARKETS
N/A
1752847.84000000
USD
1971689915.00000000
KRW
2021-06-11
-2931.63000000
N
N
N
FEDERAL REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
NIGERIA GOVERNMENT INTERNATIONAL BOND 144A 7.875000% 02/16/2032
65412JAA1
1110000.00000000
PA
USD
1141579.50000000
0.076707031282
Long
DBT
NUSS
NG
Y
2
2032-02-16
Fixed
7.87500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/TRY SETTLE 2021-06-16
N/A
1.00000000
NC
USD
-982.76000000
-0.00006603535
N/A
DFE
US
N
2
JP MORGAN
N/A
7293837.23000000
TRY
839578.39000000
USD
2021-06-16
-982.76000000
N
N
N
N/A
N/A
KOREA 10YR BND FU JUN21 FINANCIAL COMMODITY FUTURE.
N/A
-25.00000000
NC
-2785509.16000000
-0.18716886408
N/A
DIR
KR
N
1
GOLDMAN, SACHS & CO.
N/A
Short
Korea Govt. Bond Futures
KOFEX Korea Exchange 10 Year Treasury Electronic Day Session Bond Future Jun 2021
2021-06-18
-2787197.91000000
KRW
1688.75000000
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP
N/A
11518838.00000000
NC
-35117.56000000
-0.00235968127
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2023-01-02
0.00000000
BRL
0.00000000
BRL
-11518838.00000000
BRL
-35117.56000000
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY-1%
N/A
8140627.00000000
NC
141578.56000000
0.009513197312
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2030-06-12
0.00000000
PLN
0.00000000
PLN
-8140627.00000000
PLN
141578.56000000
N
N
N
TURKISH LIRA
N/A
FX Forward Contract: TRY/USD SETTLE 2021-04-21
N/A
1.00000000
NC
-67390.33000000
-0.00452821038
N/A
DFE
TR
N
2
GOLDMAN, SACHS & CO.
N/A
876416.13000000
USD
6769000.00000000
TRY
2021-04-21
-67390.33000000
N
N
N
Bundesrepublik Deutschland
N/A
EURO-BUND FUTURE JUN21 FINANCIAL COMMODITY FUTURE.
N/A
-75.00000000
NC
-15097843.33000000
-1.01448102441
N/A
DIR
DE
N
1
GOLDMAN, SACHS & CO.
N/A
Short
Germany Govt. Bond Futures
Euro-Bund Future Jun 2021
2021-06-11
-15544177.46000000
EUR
446334.13000000
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT BOND 14.406000% 07/07/2027
N/A
17842000.00000000
PA
1128782.34000000
0.075847141846
Long
DBT
NUSS
EG
N
2
2027-07-07
Fixed
14.40600000
N
N
N
N
N
N
0000902
N/A
FX Forward Contract: VND/USD SETTLE 2021-05-28
N/A
1.00000000
NC
-1882.44000000
-0.00012648824
N/A
DFE
VN
N
2
J P MORGAN CHASE BANK
N/A
512025.09000000
USD
11779137204.00000000
VND
2021-05-28
-1882.44000000
N
N
N
TURKISH LIRA
N/A
FX Forward Contract: TRY/USD SETTLE 2021-06-16
N/A
1.00000000
NC
-860815.28000000
-0.05784142463
N/A
DFE
TR
N
2
GOLDMAN, SACHS & CO.
N/A
6509203.43000000
USD
49013000.00000000
TRY
2021-06-16
-860815.28000000
N
N
N
BRK: J.P. MORGAN CHASE
N/A
BRK: J.P. MORGAN CHASE PAY: 1-DAY-CLP - Sinacofi Chile Interbank Rate Avg
N/A
420526827.00000000
NC
18559.97000000
0.001247114370
N/A
DIR
XX
N
2
BRK: J.P. MORGAN CHASE
N/A
Y
2022-05-10
0.00000000
CLP
0.00000000
CLP
-420526827.00000000
CLP
18559.97000000
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 7.500000% 06/15/2035
N/A
18373000000.00000000
PA
1289626.48000000
0.086654866125
Long
DBT
NUSS
ID
N
2
2035-06-15
Fixed
7.50000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT INTERNATIONAL BOND MTN 5.125000% 01/15/2045
Y20721BM0
210000.00000000
PA
USD
248522.90000000
0.016699190783
Long
DBT
NUSS
ID
N
2
2045-01-15
Fixed
5.12500000
N
N
N
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2021-04-22
N/A
1.00000000
NC
10630.13000000
0.000714278518
N/A
DFE
KR
N
2
CITIGROUP GLOBAL MARKETS
N/A
3327731.64000000
USD
3767158600.00000000
KRW
2021-04-22
10630.13000000
N
N
N
CHINA MINMETALS CORPORATION
3003002ULBI4T3DT7Z09
CHINA MINMETALS CORP 3.750000% MATURITY: PERPETUAL
N/A
2047000.00000000
PA
USD
2087940.00000000
0.140296561821
Long
DBT
NUSS
CN
N
2
2169-05-13
Fixed
3.75000000
N
N
N
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 1.450000% 12/17/2024
N/A
85200000.00000000
PA
2792760.11000000
0.187656082754
Long
DBT
NUSS
TH
N
2
2024-12-17
Fixed
1.45000000
N
N
N
N
N
N
Leviathan Bond LTD
254900D9T8VKYVQNZ220
LEVIATHAN BOND LTD 144A 6.500000% 06/30/2027
N/A
959000.00000000
PA
USD
1047707.50000000
0.070399417629
Long
DBT
NUSS
IL
Y
2
2027-06-30
Fixed
6.50000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2021-04-06
N/A
1.00000000
NC
USD
12251.90000000
0.000823251360
N/A
DFE
US
N
2
JP MORGAN
N/A
425400.00000000
EUR
512257.79000000
USD
2021-04-06
12251.90000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/TWD SETTLE 2021-05-10
N/A
1.00000000
NC
USD
133593.42000000
0.008976645644
N/A
DFE
US
N
2
JP MORGAN
N/A
148826222.00000000
TWD
5383282.28000000
USD
2021-05-10
133593.42000000
N
N
N
Leader Goal International Limited
N/A
LEADER GOAL INTERNATIONAL LTD MTN 4.250000% MATURITY: PERPETUAL
N/A
212000.00000000
PA
USD
218460.06000000
0.014679155202
Long
DBT
NUSS
CN
N
2
2169-07-19
Fixed
4.25000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZAR SETTLE 2021-05-05
N/A
1.00000000
NC
USD
-13799.29000000
-0.00092722632
N/A
DFE
US
N
2
JP MORGAN
N/A
18973212.00000000
ZAR
1265742.69000000
USD
2021-05-05
-13799.29000000
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2021-06-15
N/A
1.00000000
NC
126.29000000
0.000008485901
N/A
DFE
HU
N
2
JP MORGAN
N/A
4161131.68000000
USD
1283476100.00000000
HUF
2021-06-15
126.29000000
N
N
N
Financiera de Desarrollo Territorial S.A.
54930036EU95I2CWYJ76
FINDETER 7.875000% 08/12/2024
P40420AA2
884000000.00000000
PA
256756.90000000
0.017252464292
Long
DBT
NUSS
CO
N
2
2024-08-12
Fixed
7.87500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/KRW SETTLE 2021-06-11
N/A
1.00000000
NC
USD
169.39000000
0.000011381952
N/A
DFE
US
N
2
JP MORGAN
N/A
150000874.00000000
KRW
133298.32000000
USD
2021-06-11
169.39000000
N
N
N
THE DEMOCRATIC SOCIALIST REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
REPUBLIC OF SRI LANKA 5.750000% 04/18/2023
Y8137FAK4
64000.00000000
PA
USD
43351.68000000
0.002912962850
Long
DBT
NUSS
LK
Y
2
2023-04-18
Fixed
5.75000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/MXN SETTLE 2021-06-04
N/A
1.00000000
NC
USD
-97772.75000000
-0.00656971975
N/A
DFE
US
N
2
JP MORGAN
N/A
52402351.00000000
MXN
2445793.61000000
USD
2021-06-04
-97772.75000000
N
N
N
Republic of Lebanon
529900QPC4K9S1KHL354
LEBANESE REPUBLIC 6.000000% 01/27/2023
N/A
560000.00000000
PA
USD
64621.76000000
0.004342179730
Long
DBT
NUSS
LB
N
2
2023-01-27
Fixed
6.00000000
Y
N
N
N
N
N
DP WORLD SALAAM
549300SUYBT9X88E9435
DP WORLD SALAAM 6.000000% MATURITY: PERPETUAL
N/A
877000.00000000
PA
USD
942775.00000000
0.063348607273
Long
DBT
NUSS
AE
N
2
2170-01-01
Fixed
6.00000000
N
N
N
N
N
N
Studio City Finance Limited
254900D6R731QAUIG324
STUDIO CITY FINANCE LTD 144A 6.000000% 07/15/2025
86389QAE2
142000.00000000
PA
USD
149845.50000000
0.010068684183
Long
DBT
NUSS
MO
Y
2
2025-07-15
Fixed
6.00000000
N
N
N
N
N
N
Kingdom of Saudi Arabia
635400FMICXSM3SI3H65
SAUDI GOVERNMENT INTERNATIONAL BOND MTN 3.250000% 10/26/2026
80413TAB5
1884000.00000000
PA
USD
2026317.36000000
0.136155904273
Long
DBT
NUSS
SA
Y
2
2026-10-26
Fixed
3.25000000
N
N
N
N
N
N
International Bank for Reconstruction and Development
ZTMSNXROF84AHWJNKQ93
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMEN 7.450000% 08/20/2021
N/A
10914700000.00000000
PA
754974.12000000
0.050729557985
Long
DBT
NUSS
XX
N
2
2021-08-20
Fixed
7.45000000
N
N
N
N
N
N
State of Qatar
52990074F6OJOAXK4P65
QATAR GOVERNMENT INTERNATIONAL BOND 144A 3.750000% 04/16/2030
74727PBD2
5248000.00000000
PA
USD
5864640.00000000
0.394067276034
Long
DBT
NUSS
QA
Y
2
2030-04-16
Fixed
3.75000000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIA GOVERNMENT BOND 4.750000% 10/11/2034
N/A
870000.00000000
PA
222899.96000000
0.014977488825
Long
DBT
NUSS
RO
N
2
2034-10-11
Fixed
4.75000000
N
N
N
N
N
N
Gobierno de la Republica Dominicana
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC 4.875000% 09/23/2032
P3579ECH8
424000.00000000
PA
USD
432480.00000000
0.029059961999
Long
DBT
NUSS
DO
N
2
2032-09-23
Fixed
4.87500000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 6-MONTH HUF - BUBOR
N/A
598334068.00000000
NC
-90122.55000000
-0.00605567396
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2025-03-25
0.00000000
HUF
0.00000000
HUF
-598334068.00000000
HUF
-90122.55000000
N
N
N
Turkiye Cumhuriyeti
5493000PCHOG3B6S3Q85
REPUBLIC OF TURKEY 5.950000% 01/15/2031
900123DA5
4026000.00000000
PA
USD
3644737.80000000
0.244903676390
Long
DBT
NUSS
TR
N
2
2031-01-15
Fixed
5.95000000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 1D BRL- CETIP
N/A
5677464.00000000
NC
-32496.30000000
-0.00218354893
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2024-01-02
0.00000000
BRL
0.00000000
BRL
-5677464.00000000
BRL
-32496.30000000
N
N
N
N/A
N/A
R2030 BOND FUTURE MAY21 FINANCIAL COMMODITY FUTURE.
N/A
362.00000000
NC
2283524.81000000
0.153438642718
N/A
DIR
ZA
N
1
BARCLAYS CAPITAL (DMA)
N/A
Long
South African Govt. Bond Futures
R2030 Bond Future May 2021
2021-05-09
2298378.70000000
ZAR
-14853.89000000
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 6-MONTH PLN - WIBOR
N/A
2803570.00000000
NC
-2551.37000000
-0.00017143617
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2024-03-26
0.00000000
PLN
0.00000000
PLN
-2803570.00000000
PLN
-2551.37000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/MXN SETTLE 2021-06-04
N/A
1.00000000
NC
USD
-3911.12000000
-0.00026280290
N/A
DFE
US
N
2
JP MORGAN
N/A
1675314.27000000
MXN
77407.24000000
USD
2021-06-04
-3911.12000000
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2021-06-02
N/A
1.00000000
NC
-15344.37000000
-0.00103104608
N/A
DFE
BR
N
2
STANDARD CHARTERED BANK
N/A
1053839.87000000
USD
5883588.00000000
BRL
2021-06-02
-15344.37000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/MXN SETTLE 2021-06-04
N/A
1.00000000
NC
USD
27681.14000000
0.001860000176
N/A
DFE
US
N
2
JP MORGAN
N/A
54149054.30000000
MXN
2656031.02000000
USD
2021-06-04
27681.14000000
N
N
N
RUSSIA, FEDERATION OF (GOVERNMENT)
5493004EHVGF71PDBU58
RUSSIA GOVT BOND - OFZ 6.000000% 10/06/2027
N/A
16284000.00000000
PA
207101.52000000
0.013915932068
Long
DBT
NUSS
RU
N
2
2027-10-06
Fixed
6.00000000
N
N
N
N
N
N
Empresas Publicas de Medellin E.S.P.
549300SU25TO8EMXB434
EMPRESAS PUBLICAS DE MEDELLIN ESP 144A 8.375000% 11/08/2027
29246BAD0
2351000000.00000000
PA
650872.94000000
0.043734607155
Long
DBT
NUSS
CO
Y
2
2027-11-08
Fixed
8.37500000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/PLN SETTLE 2021-07-06
N/A
1.00000000
NC
11936.29000000
0.000802044334
N/A
DFE
XX
N
2
CITIGROUP GLOBAL MARKETS
N/A
1677243.00000000
PLN
371390.51000000
EUR
2021-07-06
11936.29000000
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2021-05-05
N/A
1.00000000
NC
1729.12000000
0.000116186092
N/A
DFE
ZA
N
2
CITIGROUP GLOBAL MARKETS
N/A
1358667.50000000
USD
20172135.00000000
ZAR
2021-05-05
1729.12000000
N
N
N
ROMANIAN LEU
N/A
FX Forward Contract: RON/USD SETTLE 2021-06-16
N/A
1.00000000
NC
-12801.71000000
-0.00086019516
N/A
DFE
RO
N
2
GOLDMAN, SACHS & CO.
N/A
698703.23000000
USD
2881944.00000000
RON
2021-06-16
-12801.71000000
N
N
N
TENGIZCHEVROIL FINANCE COMPANY INTERNATIONAL LTD.
5493001VEV2XTJIBZH31
TENGIZCHEVROIL FINANCE CO INTERNATIONAL LTD 144A 2.625000% 08/15/2025
88034QAB3
1590000.00000000
PA
USD
1604907.84000000
0.107839809569
Long
DBT
NUSS
KZ
Y
2
2025-08-15
Fixed
2.62500000
N
N
N
N
N
N
State of Qatar
52990074F6OJOAXK4P65
QATAR GOVERNMENT INTERNATIONAL BOND 144A 6.400000% 01/20/2040
74727PAL5
547000.00000000
PA
USD
780395.05000000
0.052437686129
Long
DBT
NUSS
QA
Y
2
2040-01-20
Fixed
6.40000000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2021-04-06
N/A
1.00000000
NC
-10746.78000000
-0.00072211667
N/A
DFE
XX
N
2
CITIGROUP GLOBAL MARKETS
N/A
758286.15000000
USD
635999.00000000
EUR
2021-04-06
-10746.78000000
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT TREASURY BILL ZERO COUPON 07/06/2021
N/A
88125000.00000000
PA
5426520.57000000
0.364628379467
Long
DBT
NUSS
EG
N
2
2021-07-06
Fixed
0.00000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT BOND 14.556000% 10/13/2027
N/A
11537000.00000000
PA
733817.16000000
0.049307942064
Long
DBT
NUSS
EG
N
2
2027-10-13
Fixed
14.55600000
N
N
N
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2021-06-17
N/A
1.00000000
NC
74711.82000000
0.005020168909
N/A
DFE
ZA
N
2
CITIGROUP GLOBAL MARKETS
N/A
6600287.31000000
USD
99538933.00000000
ZAR
2021-06-17
74711.82000000
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2021-06-02
N/A
1.00000000
NC
-100451.45000000
-0.00674971170
N/A
DFE
BR
N
2
STANDARD CHARTERED BANK
N/A
2576402.68000000
USD
14027482.05000000
BRL
2021-06-02
-100451.45000000
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA 7.375000% 09/18/2037
195325BK0
749000.00000000
PA
USD
988680.00000000
0.066433137322
Long
DBT
NUSS
CO
N
2
2037-09-18
Fixed
7.37500000
N
N
N
N
N
N
Gobierno de la Republica Dominicana
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC 5.950000% 01/25/2027
P3579EBV8
259000.00000000
PA
USD
291375.00000000
0.019578584969
Long
DBT
NUSS
DO
N
2
2027-01-25
Fixed
5.95000000
N
N
N
N
N
N
1MDB Global Investments Limited
N/A
1MDB GLOBAL INVESTMENTS 4.4% 03/09/2023
N/A
7400000.00000000
PA
USD
7429436.31000000
0.499211840650
Long
DBT
NUSS
MY
N
2
2023-03-09
Fixed
4.40000000
N
N
N
N
N
N
DP WORLD CRESCENT LIMITED
21380096JRTWB8TL9236
DP WORLD CRESCENT LTD MTN 4.848000% 09/26/2028
N/A
475000.00000000
PA
USD
530218.75000000
0.035627397165
Long
DBT
NUSS
AE
N
2
2028-09-26
Fixed
4.84800000
N
N
N
N
N
N
FEDERAL REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 6.500000% 11/28/2027
N/A
130000.00000000
PA
USD
134017.00000000
0.009005107582
Long
DBT
NUSS
NG
N
2
2027-11-28
Fixed
6.50000000
N
N
N
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2021-06-16
N/A
1.00000000
NC
11119.72000000
0.000747175917
N/A
DFE
MX
N
2
JP MORGAN
N/A
996663.39000000
USD
20789401.74000000
MXN
2021-06-16
11119.72000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2021-04-06
N/A
1.00000000
NC
USD
29797.17000000
0.002002184211
N/A
DFE
US
N
2
JP MORGAN
N/A
623629.00000000
EUR
762797.11000000
USD
2021-04-06
29797.17000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EGP SETTLE 2021-07-15
N/A
1.00000000
NC
USD
-67.89000000
-0.00000456178
N/A
DFE
US
N
2
JP MORGAN
N/A
121626.72000000
EGP
7457.19000000
USD
2021-07-15
-67.89000000
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVERNMENT BOND 3.390000% 03/16/2050
N/A
8350000.00000000
PA
1196451.18000000
0.080394066372
Long
DBT
NUSS
CN
N
2
2050-03-16
Fixed
3.39000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/RUB SETTLE 2021-04-16
N/A
1.00000000
NC
USD
55608.83000000
0.003736566977
N/A
DFE
US
N
2
JP MORGAN
N/A
232368389.00000000
RUB
3126866.44000000
USD
2021-04-16
55608.83000000
N
N
N
Turkiye Cumhuriyeti
5493000PCHOG3B6S3Q85
REPUBLIC OF TURKEY 6.350000% 08/10/2024
900123CV0
294000.00000000
PA
USD
294367.50000000
0.019779662328
Long
DBT
NUSS
TR
N
2
2024-08-10
Fixed
6.35000000
N
N
N
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2021-06-16
N/A
1.00000000
NC
3350.54000000
0.000225135416
N/A
DFE
MX
N
2
JP MORGAN
N/A
621815.54000000
USD
12896454.27000000
MXN
2021-06-16
3350.54000000
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/USD SETTLE 2021-05-19
N/A
1.00000000
NC
-36311.85000000
-0.00243993012
N/A
DFE
PA
N
2
CITIGROUP GLOBAL MARKETS
N/A
573037.59000000
USD
2116900.00000000
PLN
2021-05-19
-36311.85000000
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 28-DAY MXN - TIIE
N/A
16624088.00000000
NC
7494.77000000
0.000503601857
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2025-12-08
0.00000000
MXN
0.00000000
MXN
-16624088.00000000
MXN
7494.77000000
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
POLAND GOVERNMENT BOND 2.500000% 01/25/2023
N/A
2361000.00000000
PA
624753.15000000
0.041979519972
Long
DBT
NUSS
PL
N
2
2023-01-25
Fixed
2.50000000
N
N
N
N
N
N
CZECH REPUBLIC KORUNA
N/A
FX Forward Contract: CZK/EUR SETTLE 2021-06-16
N/A
1.00000000
NC
2786.61000000
0.000187242833
N/A
DFE
CZ
N
2
JP MORGAN
N/A
1185466.03000000
EUR
31052710.00000000
CZK
2021-06-16
2786.61000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/THB SETTLE 2021-05-28
N/A
1.00000000
NC
USD
781.65000000
0.000052522010
N/A
DFE
US
N
2
JP MORGAN
N/A
3054778.00000000
THB
98528.19000000
USD
2021-05-28
781.65000000
N
N
N
United States of America
N/A
US 10YR NOTE (CBT)JUN21 FINANCIAL COMMODITY FUTURE.
N/A
86.00000000
NC
USD
11260625.00000000
0.756643855409
N/A
DIR
US
N
1
GOLDMAN, SACHS & CO.
N/A
Long
U.S. Treasury Futures
US 10 Year Treasury Note Future (consolidated) Jun 2021
2021-06-24
11393557.59000000
USD
-132932.59000000
N
N
N
NWD (MTN) LIMITED
254900STSWBVJ5FV9O74
NWD MTN LTD 4.125000% 07/18/2029
N/A
757000.00000000
PA
USD
770187.65000000
0.051751812433
Long
DBT
NUSS
HK
N
2
2029-07-18
Fixed
4.12500000
N
N
N
N
N
N
Republica de Costa Rica
549300DYYS8QPMR8OP36
COSTA RICA GOVERNMENT INTERNATIONAL BOND 144A 7.158000% 03/12/2045
221597BV8
387000.00000000
PA
USD
375200.37000000
0.025211127669
Long
DBT
NUSS
CR
Y
2
2045-03-12
Fixed
7.15800000
N
N
N
N
N
N
Gobierno de la Republica Dominicana
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC INTERNATIONAL BOND 144A 4.875000% 09/23/2032
25714PEF1
641000.00000000
PA
USD
653820.00000000
0.043932631229
Long
DBT
NUSS
DO
Y
2
2032-09-23
Fixed
4.87500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/IDR SETTLE 2021-04-26
N/A
1.00000000
NC
USD
13395.09000000
0.000900066607
N/A
DFE
US
N
2
JP MORGAN
N/A
36471664618.00000000
IDR
2515460.70000000
USD
2021-04-26
13395.09000000
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
REPUBLIC OF GHANA 10.750000% 10/14/2030
N/A
2104000.00000000
PA
USD
2618428.00000000
0.175942050910
Long
DBT
NUSS
GH
N
2
2030-10-14
Fixed
10.75000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PEN SETTLE 2021-06-16
N/A
1.00000000
NC
USD
5085.19000000
0.000341693091
N/A
DFE
US
N
2
JP MORGAN
N/A
1972253.89000000
PEN
529634.75000000
USD
2021-06-16
5085.19000000
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 144A 6.875000% 10/16/2025
71654QDG4
1478000.00000000
PA
USD
1603482.20000000
0.107744015442
Long
DBT
NUSS
MX
Y
2
2025-10-16
Fixed
6.87500000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIA GOVERNMENT BOND 3.650000% 09/24/2031
N/A
5510000.00000000
PA
1345669.27000000
0.090420592512
Long
DBT
NUSS
RO
N
2
2031-09-24
Fixed
3.65000000
N
N
N
N
N
N
Kingdom of Bahrain
549300RODM1WN85LFQ95
KINGDOM OF BAHRAIN 6.125000% 08/01/2023
N/A
520000.00000000
PA
USD
559780.00000000
0.037613729023
Long
DBT
NUSS
BH
N
2
2023-08-01
Fixed
6.12500000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
REPUBLIC OF INDONESIA 1.850000% 03/12/2031
455780CV6
884000.00000000
PA
USD
848091.23000000
0.056986447733
Long
DBT
NUSS
ID
N
2
2031-03-12
Fixed
1.85000000
N
N
N
N
N
N
N/A
N/A
REPUBLIC OF ANGOLA VIA AVENIR ISSUER II IRELAND DA 6.927000% 02/19/2027
N/A
2818571.42000000
PA
USD
2535833.47000000
0.170392212991
Long
DBT
NUSS
AO
N
2
2027-02-19
Fixed
6.92700000
N
N
N
N
N
N
PT Perusahaan Listrik Negara (Persero)
254900OYVDRYS9J51J61
PERUSAHAAN PERSEROAN PERSERO PT PERUSAHAAN LISTRIK 6.150000% 05/21/2048
71568QAF4
250000.00000000
PA
USD
304082.50000000
0.020432449811
Long
DBT
NUSS
ID
N
2
2048-05-21
Fixed
6.15000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/RUB SETTLE 2021-04-16
N/A
1.00000000
NC
USD
14774.01000000
0.000992721441
N/A
DFE
US
N
2
JP MORGAN
N/A
110447840.00000000
RUB
1474584.32000000
USD
2021-04-16
14774.01000000
N
N
N
Dianjian International Finance Limited
549300UN39CUV8F5DI82
DIANJIAN INTERNATIONAL FINANCE LTD 4.600000% MATURITY: PERPETUAL
N/A
303000.00000000
PA
USD
314503.15000000
0.021132652579
Long
DBT
NUSS
CN
N
2
2169-07-19
Fixed
4.60000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 6.125000% 05/15/2028
N/A
9066000000.00000000
PA
604510.27000000
0.040619324533
Long
DBT
NUSS
ID
N
2
2028-05-15
Fixed
6.12500000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 6.250000% 03/31/2036
N/A
68414000.00000000
PA
3047234.78000000
0.204755195406
Long
DBT
NUSS
ZA
N
2
2036-03-31
Fixed
6.25000000
N
N
N
N
N
N
GOVERNMENT OF BERMUDA
549300FP5PUZXX9FVJ40
GOVT OF BERMUDA 3.717000% 01/25/2027
G10367AD5
1521000.00000000
PA
USD
1650285.00000000
0.110888872058
Long
DBT
NUSS
BM
N
2
2027-01-25
Fixed
3.71700000
N
N
N
N
N
N
Republica Oriental del Uruguay
549300RDR012H2V82H43
REPUBLICA ORIENT URUGUAY 9.875000% 06/20/2022
P96006AE4
53504000.00000000
PA
1251758.22000000
0.084110354942
Long
DBT
NUSS
UY
N
2
2022-06-20
Fixed
9.87500000
N
N
N
N
N
N
TURKISH LIRA
N/A
FX Forward Contract: TRY/USD SETTLE 2021-04-07
N/A
1.00000000
NC
-104543.93000000
-0.00702470087
N/A
DFE
TR
N
2
GOLDMAN, SACHS & CO.
N/A
1250651.06000000
USD
9512577.00000000
TRY
2021-04-07
-104543.93000000
N
N
N
Gobierno de Chile
549300FLZTJM5YJF8D34
REPUBLIC OF CHILE 2.450000% 01/31/2031
168863DP0
2777000.00000000
PA
USD
2783998.04000000
0.187067326230
Long
DBT
NUSS
CL
N
2
2031-01-31
Fixed
2.45000000
N
N
N
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
POLAND GOVERNMENT BOND 2.250000% 04/25/2022
N/A
7938000.00000000
PA
2059035.93000000
0.138354388366
Long
DBT
NUSS
PL
N
2
2022-04-25
Fixed
2.25000000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2021-04-06
N/A
1.00000000
NC
-1009.38000000
-0.00006782404
N/A
DFE
XX
N
2
CITIGROUP GLOBAL MARKETS
N/A
483760.72000000
USD
410720.00000000
EUR
2021-04-06
-1009.38000000
N
N
N
Republica de Mocambique
N/A
MOZAMBIQUE INTERNATIONAL BOND 144A 5.000000% 09/15/2031
N/A
2703000.00000000
PA
USD
2221866.00000000
0.149295554771
Long
DBT
NUSS
MZ
Y
2
2031-09-15
Fixed
5.00000000
N
N
N
N
N
N
THE REPUBLIC OF KENYA
549300VVURQQYU45PR87
REPUBLIC OF KENYA 7.000000% 05/22/2027
N/A
1394000.00000000
PA
USD
1478824.90000000
0.099367821396
Long
DBT
NUSS
KE
N
2
2027-05-22
Fixed
7.00000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/MXN SETTLE 2021-05-19
N/A
1.00000000
NC
USD
-2603.68000000
-0.00017495107
N/A
DFE
US
N
2
JP MORGAN
N/A
2519700.00000000
MXN
119924.02000000
USD
2021-05-19
-2603.68000000
N
N
N
BRK: JP MORGAN CHASE
N/A
BRK: JP MORGAN CHASE PAY: 1D BRL CETIP
N/A
3999241.00000000
NC
-27003.04000000
-0.00181443608
N/A
DIR
XX
N
2
BRK: JP MORGAN CHASE
N/A
Y
2024-01-02
0.00000000
BRL
0.00000000
BRL
-3999241.00000000
BRL
-27003.04000000
N
N
N
Federal Democratic Republic of Ethiopia
N/A
ETHIOPIA INTERNATIONAL BOND 144A 6.625000% 12/11/2024
29766LAA4
296000.00000000
PA
USD
272047.68000000
0.018279909458
Long
DBT
NUSS
ET
Y
2
2024-12-11
Fixed
6.62500000
N
N
N
N
N
N
KONDOR FINANCE PLC
213800PUC1T9GI6EIO63
NAK NAFTOGAZ UKRAINE VIA KONDOR FINANCE PLC 144A 7.625000% 11/08/2026
50050MAB1
990000.00000000
PA
USD
1005084.56000000
0.067535421567
Long
DBT
NUSS
UA
Y
2
2026-11-08
Fixed
7.62500000
N
N
N
N
N
N
MALAYSIAN RINGGIT
N/A
FX Forward Contract: MYR/USD SETTLE 2021-05-04
N/A
1.00000000
NC
-22556.16000000
-0.00151563344
N/A
DFE
MY
N
2
STANDARD BANK
N/A
941055.45000000
USD
3801864.00000000
MYR
2021-05-04
-22556.16000000
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 7.190000% 09/12/2024
P78625DC4
108672100.00000000
PA
4974043.73000000
0.334224754384
Long
DBT
NUSS
MX
N
2
2024-09-12
Fixed
7.19000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT INTERNATIONAL BOND 144A 4.350000% 01/08/2027
455780BX3
206000.00000000
PA
USD
230814.76000000
0.015509314082
Long
DBT
NUSS
ID
Y
2
2027-01-08
Fixed
4.35000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 9.500000% 09/15/2027
71654QAM4
169000.00000000
PA
USD
201796.14000000
0.013559443581
Long
DBT
NUSS
MX
N
2
2027-09-15
Fixed
9.50000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PEN SETTLE 2021-04-16
N/A
1.00000000
NC
USD
51884.62000000
0.003486323264
N/A
DFE
US
N
2
JP MORGAN
N/A
5338638.00000000
PEN
1471347.70000000
USD
2021-04-16
51884.62000000
N
N
N
TURKISH LIRA
N/A
FX Forward Contract: TRY/USD SETTLE 2021-06-22
N/A
1.00000000
NC
-204127.87000000
-0.01371612131
N/A
DFE
TR
N
2
GOLDMAN, SACHS & CO.
N/A
1586428.78000000
USD
12041153.12000000
TRY
2021-06-22
-204127.87000000
N
N
N
N/A
N/A
R213 BOND FUTURE MAY21 FINANCIAL COMMODITY FUTURE.
N/A
837.00000000
NC
4698703.31000000
0.315723593309
N/A
DIR
ZA
N
1
STANDARD CHARTERED
N/A
Long
South African Govt. Bond Futures
Johannesburg Stock Exchange Interest Rate Exchange YieldX R213 Bond Future May 2021
2021-05-09
4776828.00000000
ZAR
-78124.69000000
N
N
N
Republic of Kazakhstan
5493007OEK8EF02UO833
KAZAKHSTAN GOVERNMENT INTERNATIONAL BOND 144A 4.875000% 10/14/2044
486661AF8
318000.00000000
PA
USD
383298.12000000
0.025755246026
Long
DBT
NUSS
KZ
Y
2
2044-10-14
Fixed
4.87500000
N
N
N
N
N
N
United States of America
N/A
US ULTRA BOND CBT JUN21 FINANCIAL COMMODITY FUTURE.
N/A
51.00000000
NC
USD
9242156.25000000
0.621015328838
N/A
DIR
US
N
1
GOLDMAN, SACHS & CO.
N/A
Long
U.S. Treasury Futures
US Ultra T-Bond Futures (Composite) Jun 2021
2021-06-24
9696208.54000000
USD
-454052.29000000
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 3-MONTH MOSCOW PRIME OFFERED RATE - RUB
N/A
715569627.00000000
NC
87856.85000000
0.005903433042
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2023-04-02
0.00000000
RUB
0.00000000
RUB
-715569627.00000000
RUB
87856.85000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2021-06-30
N/A
1.00000000
NC
USD
3943.65000000
0.000264988714
N/A
DFE
US
N
2
JP MORGAN
N/A
1551009.84000000
EUR
1830106.31000000
USD
2021-06-30
3943.65000000
N
N
N
Kingdom of Saudi Arabia
635400FMICXSM3SI3H65
SAUDI GOVERNMENT INTERNATIONAL BOND MTN 4.500000% 10/26/2046
N/A
580000.00000000
PA
USD
637298.20000000
0.042822469187
Long
DBT
NUSS
SA
N
2
2046-10-26
Fixed
4.50000000
N
N
N
N
N
N
Republica Argentina
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA 0.125000% 01/09/2038
040114HU7
3705542.00000000
PA
USD
1355931.93000000
0.091110179336
Long
DBT
NUSS
AR
N
2
2038-01-09
Fixed
0.12500000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 6.300000% 06/22/2048
836205AZ7
964000.00000000
PA
USD
943678.88000000
0.063409342379
Long
DBT
NUSS
ZA
N
2
2048-06-22
Fixed
6.30000000
N
N
N
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
NOTA DO TESOURO NACIONAL 10.000000% 01/01/2023
N/A
76741000.00000000
PA
14319839.18000000
0.962203991874
Long
DBT
NUSS
BR
N
2
2023-01-01
Fixed
10.00000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2021-06-16
N/A
1.00000000
NC
USD
243885.68000000
0.016387598485
N/A
DFE
US
N
2
JP MORGAN
N/A
10798643.00000000
EUR
12954602.87000000
USD
2021-06-16
243885.68000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 4.059000% 09/30/2024
N/A
8576000.00000000
PA
2178258.81000000
0.146365423240
Long
DBT
NUSS
MY
N
2
2024-09-30
Fixed
4.05900000
N
N
N
N
N
N
ROMANIAN LEU
N/A
FX Forward Contract: RON/EUR SETTLE 2021-06-30
N/A
1.00000000
NC
-10836.03000000
-0.00072811371
N/A
DFE
RO
N
2
GOLDMAN, SACHS & CO.
N/A
1707390.27000000
EUR
8406832.00000000
RON
2021-06-30
-10836.03000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/RUB SETTLE 2021-04-16
N/A
1.00000000
NC
USD
48613.94000000
0.003266553942
N/A
DFE
US
N
2
JP MORGAN
N/A
213892308.00000000
RUB
2875669.64000000
USD
2021-04-16
48613.94000000
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
LETRA TESOURO NACIONAL ZERO COUPON 07/01/2021
N/A
28238000.00000000
PA
4963671.74000000
0.333527821265
Long
DBT
NUSS
BR
N
2
2021-07-01
None
0.00000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/MXN SETTLE 2021-05-19
N/A
1.00000000
NC
USD
10831.13000000
0.000727784466
N/A
DFE
US
N
2
JP MORGAN
N/A
18562500.00000000
MXN
913486.38000000
USD
2021-05-19
10831.13000000
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2021-05-05
N/A
1.00000000
NC
-458.42000000
-0.00003080296
N/A
DFE
XX
N
2
CITIGROUP GLOBAL MARKETS
N/A
242196.18000000
USD
205560.00000000
EUR
2021-05-05
-458.42000000
N
N
N
PETROBRAS GLOBAL FINANCE B.V.
549300FNENFFSMO3GT38
PETROBRAS GLOBAL FINANCE BV 5.093000% 01/15/2030
N6945AAL1
256000.00000000
PA
USD
265958.40000000
0.017870747774
Long
DBT
NUSS
BR
N
2
2030-01-15
Fixed
5.09300000
N
N
N
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
FED REPUBLIC OF BRAZIL 5.625000% 01/07/2041
105756BR0
1107000.00000000
PA
USD
1147416.57000000
0.077099246026
Long
DBT
NUSS
BR
N
2
2041-01-07
Fixed
5.62500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2021-04-06
N/A
1.00000000
NC
USD
8486.47000000
0.000570237920
N/A
DFE
US
N
2
JP MORGAN
N/A
638187.00000000
EUR
758597.57000000
USD
2021-04-06
8486.47000000
N
N
N
PT Pertamina (Persero)
254900NDAKGNZ2IBBL45
PERTAMINA PERSERO PT 144A 1.400000% 02/09/2026
69370PAK7
916000.00000000
PA
USD
890825.63000000
0.059857933212
Long
DBT
NUSS
ID
Y
2
2026-02-09
Fixed
1.40000000
N
N
N
N
N
N
Republica del Ecuador
5299003Y2U5XK0A35H71
REPUBLIC OF ECUADOR 0.500000% 07/31/2030
N/A
53110.00000000
PA
USD
30937.11000000
0.002078781078
Long
DBT
NUSS
EC
N
2
2030-07-31
Fixed
0.50000000
N
N
N
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2021-06-04
N/A
1.00000000
NC
-1413.62000000
-0.00009498645
N/A
DFE
MX
N
2
JP MORGAN
N/A
1004241.52000000
USD
20660180.38000000
MXN
2021-06-04
-1413.62000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
JPMORGAN CHASE BANK NA MTN 7.500000% 06/15/2035
ZR7661609
41500000000.00000000
PA
2912942.86000000
0.195731614912
Long
DBT
CORP
US
Y
2
2035-06-15
Fixed
7.50000000
N
N
N
N
N
N
BRK: JPMORGAN CHASE
N/A
BRK: JPMORGAN CHASE PAY:1D BRL CETIP
N/A
6669601.00000000
NC
-64887.73000000
-0.00436005125
N/A
DIR
XX
N
2
BRK: JPMORGAN CHASE
N/A
Y
2024-01-02
0.00000000
BRL
0.00000000
BRL
-6669601.00000000
BRL
-64887.73000000
N
N
N
Gobierno de la Republica Dominicana
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC 5.875000% 01/30/2060
P3579ECG0
2782000.00000000
PA
USD
2660983.00000000
0.178801481827
Long
DBT
NUSS
DO
N
2
2060-01-30
Fixed
5.87500000
N
N
N
N
N
N
Republica de Angola
549300QHR2R3J8JSGK83
REPUBLIC OF ANGOLA 8.250000% 05/09/2028
N/A
1085000.00000000
PA
USD
1039321.50000000
0.069835930667
Long
DBT
NUSS
AO
N
2
2028-05-09
Fixed
8.25000000
N
N
N
N
N
N
QNB FINANSBANK ANONIM SIRKETI
789000Q21SW842S9IJ58
QNB FINANSBANK AS 144A 6.875000% 09/07/2024
31772DAD4
613000.00000000
PA
USD
631543.25000000
0.042435772396
Long
DBT
NUSS
TR
Y
2
2024-09-07
Fixed
6.87500000
N
N
N
N
N
N
Ukraine
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT 7.750000% 09/01/2021
N/A
596000.00000000
PA
USD
606556.35000000
0.040756808364
Long
DBT
NUSS
UA
N
2
2021-09-01
Fixed
7.75000000
N
N
N
N
N
N
Republica de El Salvador
529900AKDMUSFSDOM949
REPUBLIC OF EL SALVADOR 8.250000% 04/10/2032
N/A
1467000.00000000
PA
USD
1516878.00000000
0.101924752676
Long
DBT
NUSS
SV
N
2
2032-04-10
Fixed
8.25000000
N
N
N
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2021-06-16
N/A
1.00000000
NC
182698.50000000
0.012276201136
N/A
DFE
MX
N
2
JP MORGAN
N/A
9662383.00000000
USD
203092662.00000000
MXN
2021-06-16
182698.50000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/IDR SETTLE 2021-05-24
N/A
1.00000000
NC
USD
31833.97000000
0.002139044484
N/A
DFE
US
N
2
JP MORGAN
N/A
15294380833.00000000
IDR
1077296.67000000
USD
2021-05-24
31833.97000000
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 5.625000% 01/23/2046
71654QBX9
253000.00000000
PA
USD
201413.30000000
0.013533719117
Long
DBT
NUSS
MX
N
2
2046-01-23
Fixed
5.62500000
N
N
N
N
N
N
Republique du Senegal
549300NP14ZLQGWIUZ97
REPUBLIC OF SENEGAL 6.250000% 07/30/2024
N/A
677000.00000000
PA
USD
728537.30000000
0.048953168361
Long
DBT
NUSS
SN
N
2
2024-07-30
Fixed
6.25000000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.757000% 04/20/2023
N/A
14611000.00000000
PA
3638504.62000000
0.244484845521
Long
DBT
NUSS
MY
N
2
2023-04-20
Fixed
3.75700000
N
N
N
N
N
N
RUSSIA, FEDERATION OF (GOVERNMENT)
5493004EHVGF71PDBU58
RUSSIAN FEDERATION 5.875000% 09/16/2043
N/A
3000000.00000000
PA
USD
3796200.00000000
0.255080992743
Long
DBT
NUSS
RU
N
2
2043-09-16
Fixed
5.87500000
N
N
N
N
N
N
Republica de Honduras
5493002DW1JNBNG17615
HONDURAS GOVERNMENT 5.625000% 06/24/2030
P5178RAD0
299000.00000000
PA
USD
312455.00000000
0.020995029657
Long
DBT
NUSS
HN
N
2
2030-06-24
Fixed
5.62500000
N
N
N
N
N
N
The Export-Import Bank of Korea
549300APVP4R32PI3Y06
EXPORT-IMPORT BANK OF KOREA MTN 8.400000% 11/30/2021
N/A
22400000000.00000000
PA
1567306.02000000
0.105313201494
Long
DBT
NUSS
KR
N
2
2021-11-30
Fixed
8.40000000
N
N
N
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2021-05-19
N/A
1.00000000
NC
1336.25000000
0.000089787676
N/A
DFE
MX
N
2
JP MORGAN
N/A
211653.92000000
USD
4380000.00000000
MXN
2021-05-19
1336.25000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 4.160000% 07/15/2021
N/A
20000.00000000
PA
4855.99000000
0.000326292279
Long
DBT
NUSS
MY
N
2
2021-07-15
Fixed
4.16000000
N
N
N
N
N
N
GOBIERNO DE LA REPUBLICA DE PANAMA
549300SHS4T08CL0LP14
REPUBLIC OF PANAMA 3.160000% 01/23/2030
698299BK9
1816000.00000000
PA
USD
1888494.72000000
0.126895081388
Long
DBT
NUSS
PA
N
2
2030-01-23
Fixed
3.16000000
N
N
N
N
N
N
The Government of Belize
529900096070LUHXVI62
REPUBLIC OF BELIZE 5.0% 02/20/2038
N/A
1117000.00000000
PA
USD
438422.50000000
0.029459260982
Long
DBT
NUSS
BL
N
2
2038-02-20
Fixed
5.00000000
N
Y
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EGP SETTLE 2021-07-15
N/A
1.00000000
NC
USD
-17265.04000000
-0.00116010314
N/A
DFE
US
N
2
JP MORGAN
N/A
17162448.00000000
EGP
1044579.91000000
USD
2021-07-15
-17265.04000000
N
N
N
NEW RUSSIAN ROUBLE
N/A
FX Forward Contract: RUB/USD SETTLE 2021-04-16
N/A
1.00000000
NC
-40739.00000000
-0.00273740702
N/A
DFE
RU
N
2
J P MORGAN CHASE BANK
N/A
1990065.38000000
USD
147484154.00000000
RUB
2021-04-16
-40739.00000000
N
N
N
Empresa Nacional del Petroleo
549300YP3P0JZBLIV197
EMPRESA NACIONAL DEL PETROLEO 3.750000% 08/05/2026
P37110AK2
749000.00000000
PA
USD
787402.33000000
0.052908531696
Long
DBT
NUSS
CL
N
2
2026-08-05
Fixed
3.75000000
N
N
N
N
N
N
Sultanate of Oman
549300SZ20F0QTKNQC75
OMAN GOVERNMENT INTERNATIONAL BOND 144A 6.250000% 01/25/2031
68205LAS2
1747000.00000000
PA
USD
1825615.00000000
0.122669955894
Long
DBT
NUSS
OM
Y
2
2031-01-25
Fixed
6.25000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT INTERNATIONAL BOND MTN 3.850000% 07/18/2027
Y20721BT5
400000.00000000
PA
USD
438620.27000000
0.029472549894
Long
DBT
NUSS
ID
N
2
2027-07-18
Fixed
3.85000000
N
N
N
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2021-06-04
N/A
1.00000000
NC
3958.95000000
0.000266016778
N/A
DFE
MX
N
2
JP MORGAN
N/A
245174.19000000
USD
5132621.00000000
MXN
2021-06-04
3958.95000000
N
N
N
DAE FUNDING LLC
635400SZTPQL3Y1P2C76
DAE FUNDING LLC 144A 3.375000% 03/20/2028
23371DAG9
550000.00000000
PA
USD
545655.00000000
0.036664617010
Long
DBT
CORP
AE
Y
2
2028-03-20
Fixed
3.37500000
N
N
N
N
N
N
MALAYSIAN RINGGIT
N/A
FX Forward Contract: MYR/USD SETTLE 2021-04-19
N/A
1.00000000
NC
-9195.89000000
-0.00061790652
N/A
DFE
MY
N
2
STANDARD BANK
N/A
2272551.42000000
USD
9375120.00000000
MYR
2021-04-19
-9195.89000000
N
N
N
Republica Argentina
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA 0.125000% 07/09/2046
040114HW3
4726000.00000000
PA
USD
1455986.08000000
0.097833194959
Long
DBT
NUSS
AR
N
2
2046-07-09
Fixed
0.12500000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 6-MONTH PLN - WIBOR
N/A
3196430.00000000
NC
-3390.31000000
-0.00022780771
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2024-03-26
0.00000000
PLN
0.00000000
PLN
-3196430.00000000
PLN
-3390.31000000
N
N
N
PHILLIPINE PESO
N/A
FX Forward Contract: PHP/USD SETTLE 2021-04-21
N/A
1.00000000
NC
1436.33000000
0.000096512428
N/A
DFE
PH
N
2
GOLDMAN, SACHS & CO.
N/A
506736.50000000
USD
24673000.00000000
PHP
2021-04-21
1436.33000000
N
N
N
Romania
315700IASY927EDWBK92
ROMANIA GOVERNMENT BOND 4.400000% 09/25/2023
N/A
790000.00000000
PA
198040.28000000
0.013307073185
Long
DBT
NUSS
RO
N
2
2023-09-25
Fixed
4.40000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 8.375000% 03/15/2024
N/A
20173000000.00000000
PA
1494524.17000000
0.100422714546
Long
DBT
NUSS
ID
N
2
2024-03-15
Fixed
8.37500000
N
N
N
N
N
N
Republica Bolivariana de Venezuela
529900XM8PJTJK5OJI77
REPUBLIC OF VENEZUELA VARIABLE RATE 05/07/2028
P17625AB3
2941000.00000000
PA
USD
301452.50000000
0.020255730194
Long
DBT
NUSS
VE
N
2
2028-05-07
Floating
0.00000000
Y
Y
N
N
N
N
State of Qatar
52990074F6OJOAXK4P65
QATAR GOVERNMENT INTERNATIONAL BOND 144A 5.103000% 04/23/2048
74727PAY7
782000.00000000
PA
USD
988291.60000000
0.066407039262
Long
DBT
NUSS
QA
Y
2
2048-04-23
Fixed
5.10300000
N
N
N
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2021-05-05
N/A
1.00000000
NC
-2627.76000000
-0.00017656910
N/A
DFE
ZA
N
2
CITIGROUP GLOBAL MARKETS
N/A
1363602.74000000
USD
20180711.00000000
ZAR
2021-05-05
-2627.76000000
N
N
N
Corporacion Nacional del Cobre de Chile
549300UVMBCBCIPSUI70
CORP NACIONAL DEL COBRE DE CHILE 144A 3.000000% 09/30/2029
21987BAZ1
442000.00000000
PA
USD
453942.84000000
0.030502131151
Long
DBT
NUSS
CL
Y
2
2029-09-30
Fixed
3.00000000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 6-MONTH CZK - PRIBOR
N/A
121000000.00000000
NC
45379.19000000
0.003049198892
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2021-09-30
0.00000000
CZK
0.00000000
CZK
-121000000.00000000
CZK
45379.19000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2021-04-06
N/A
1.00000000
NC
USD
17349.78000000
0.001165797140
N/A
DFE
US
N
2
JP MORGAN
N/A
437611.00000000
EUR
531708.22000000
USD
2021-04-06
17349.78000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/THB SETTLE 2021-06-16
N/A
1.00000000
NC
USD
22021.39000000
0.001479700232
N/A
DFE
US
N
2
JP MORGAN
N/A
33253230.00000000
THB
1085997.06000000
USD
2021-06-16
22021.39000000
N
N
N
IHS Netherlands Holdco B.V.
5493006Z6YQYCCN2XI74
IHS NETHERLANDS HOLDCO BV 144A 8.000000% 09/18/2027
44963LAC0
299000.00000000
PA
USD
321425.00000000
0.021597757782
Long
DBT
NUSS
NG
Y
2
2027-09-18
Fixed
8.00000000
N
N
N
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2021-04-22
N/A
1.00000000
NC
-10194.52000000
-0.00068500824
N/A
DFE
KR
N
2
CITIGROUP GLOBAL MARKETS
N/A
2210051.64000000
USD
2482418399.00000000
KRW
2021-04-22
-10194.52000000
N
N
N
Republica del Ecuador
5299003Y2U5XK0A35H71
ECUADOR GOVERNMENT INTERNATIONAL BOND 144A 0.500000% 07/31/2040
N/A
1331715.00000000
PA
USD
575966.74000000
0.038701377120
Long
DBT
NUSS
EC
Y
2
2040-07-31
Fixed
0.50000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EGP SETTLE 2021-07-15
N/A
1.00000000
NC
USD
-2463.42000000
-0.00016552647
N/A
DFE
US
N
2
JP MORGAN
N/A
4413382.08000000
EGP
270593.63000000
USD
2021-07-15
-2463.42000000
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 2.500000% 02/08/2030
N/A
657000.00000000
PA
821336.10000000
0.055188669660
Long
DBT
NUSS
RO
Y
2
2030-02-08
Fixed
2.50000000
N
N
N
N
N
N
NEW RUSSIAN ROUBLE
N/A
FX Forward Contract: RUB/USD SETTLE 2021-04-16
N/A
1.00000000
NC
-37902.72000000
-0.00254682668
N/A
DFE
RU
N
2
J P MORGAN CHASE BANK
N/A
8351691.14000000
USD
629013214.00000000
RUB
2021-04-16
-37902.72000000
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA 6.125000% 01/18/2041
195325BM6
2014000.00000000
PA
USD
2385059.36000000
0.160261132000
Long
DBT
NUSS
CO
N
2
2041-01-18
Fixed
6.12500000
N
N
N
N
N
N
PERUVIAN INTI
N/A
FX Forward Contract: PEN/USD SETTLE 2021-04-16
N/A
1.00000000
NC
-30634.37000000
-0.00205843883
N/A
DFE
PE
N
2
GOLDMAN, SACHS & CO.
N/A
925983.06000000
USD
3367430.00000000
PEN
2021-04-16
-30634.37000000
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2021-05-19
N/A
1.00000000
NC
1746.99000000
0.000117386845
N/A
DFE
MX
N
2
JP MORGAN
N/A
122108.25000000
USD
2547000.00000000
MXN
2021-05-19
1746.99000000
N
N
N
RUSSIA, FEDERATION OF (GOVERNMENT)
5493004EHVGF71PDBU58
RUSSIA GOVT BOND - OFZ 7.700000% 03/16/2039
N/A
54617000.00000000
PA
768773.04000000
0.051656759453
Long
DBT
NUSS
RU
N
2
2039-03-16
Fixed
7.70000000
N
N
N
N
N
N
DP World Limited
549300M3U2DNF4QVSS04
DP WORLD PLC MTN 6.850000% 07/02/2037
23330JAA9
210000.00000000
PA
USD
270900.00000000
0.018202792512
Long
DBT
NUSS
AE
Y
2
2037-07-02
Fixed
6.85000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT TREASURY BILL ZERO COUPON 04/06/2021
N/A
87225000.00000000
PA
5545939.48000000
0.372652586336
Long
DBT
NUSS
EG
N
2
2021-04-06
Fixed
0.00000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2021-04-06
N/A
1.00000000
NC
USD
30260.20000000
0.002033296943
N/A
DFE
US
N
2
JP MORGAN
N/A
1751961.70000000
EUR
2089477.82000000
USD
2021-04-06
30260.20000000
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2021-05-18
N/A
1.00000000
NC
1314.19000000
0.000088305381
N/A
DFE
ZA
N
2
CITIGROUP GLOBAL MARKETS
N/A
136423.65000000
USD
2046000.00000000
ZAR
2021-05-18
1314.19000000
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 9.000000% 03/15/2029
N/A
42750000000.00000000
PA
3345860.76000000
0.224821001064
Long
DBT
NUSS
ID
N
2
2029-03-15
Fixed
9.00000000
N
N
N
N
N
N
ADECOAGRO S.A.
529900Q00UR5LFELO811
ADECOAGRO SA 144A 6.000000% 09/21/2027
00676LAA4
506000.00000000
PA
USD
526493.00000000
0.035377049974
Long
DBT
NUSS
BR
Y
2
2027-09-21
Fixed
6.00000000
N
N
N
N
N
Ceska republika
3157007EFDLQABN47912
CZECH REPUBLIC 2.750000% 07/23/2029
N/A
46300000.00000000
PA
2230745.24000000
0.149892184388
Long
DBT
NUSS
CZ
N
2
2029-07-23
Fixed
2.75000000
N
N
N
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2021-06-04
N/A
1.00000000
NC
-513.44000000
-0.00003449996
N/A
DFE
MX
N
2
JP MORGAN
N/A
91843.81000000
USD
1881581.00000000
MXN
2021-06-04
-513.44000000
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT BOND 5.500000% 06/24/2025
N/A
500750000.00000000
PA
1876980.56000000
0.126121401560
Long
DBT
NUSS
HU
N
2
2025-06-24
Fixed
5.50000000
N
N
N
N
N
N
Kingdom of Saudi Arabia
635400FMICXSM3SI3H65
SAUDI GOVERNMENT INTERNATIONAL BOND MTN 5.000000% 04/17/2049
80413TAJ8
200000.00000000
PA
USD
236448.00000000
0.015887832720
Long
DBT
NUSS
SA
Y
2
2049-04-17
Fixed
5.00000000
N
N
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
REPUBLIC OF PERU 6.950000% 08/12/2031
715638BE1
12607000.00000000
PA
3882585.14000000
0.260885536041
Long
DBT
NUSS
PE
N
2
2031-08-12
Fixed
6.95000000
N
N
N
N
N
N
Republica Argentina
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA 0.125000% 07/09/2041
040114HV5
5586899.00000000
PA
USD
1926027.56000000
0.129417054437
Long
DBT
NUSS
AR
N
2
2041-07-09
Fixed
0.12500000
N
N
N
N
N
N
Republic of Trinidad and Tobago
HYBZ5SXKW67ICKUUWH81
TRINIDAD & TOBAGO 4.375000% 01/16/2024
P93960AF2
1287000.00000000
PA
USD
1348145.37000000
0.090586971008
Long
DBT
NUSS
TT
N
2
2024-01-16
Fixed
4.37500000
N
N
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
REPUBLIC OF PERU 6.95% 08/12/2031
715638BE1
154000.00000000
PA
47427.47000000
0.003186830549
Long
DBT
NUSS
PE
N
2
2031-08-12
Fixed
6.95000000
N
N
N
N
N
N
Provincia de Cordoba
5299006CLM2Z97AATT29
PROVINCIA DE CORDOBA 144A 3.000000% 12/10/2025
74408DAC8
531000.00000000
PA
USD
362412.81000000
0.024351883293
Long
DBT
NUSS
AR
Y
2
2025-12-10
Fixed
3.00000000
N
N
N
N
N
N
Ukraine
6354001WLTJXOMEXPY07
GOVERNMENT OF UKRAINE 17.000000% 05/11/2022
N/A
71848000.00000000
PA
2733246.09000000
0.183657111334
Long
DBT
NUSS
UA
N
2
2022-05-11
Fixed
17.00000000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2021-04-06
N/A
1.00000000
NC
-19843.06000000
-0.00133333002
N/A
DFE
XX
N
2
CITIGROUP GLOBAL MARKETS
N/A
648947.80000000
USD
535236.00000000
EUR
2021-04-06
-19843.06000000
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
REPUBLIC OF INDONESIA 3.500000% 01/11/2028
455780CD6
2300000.00000000
PA
USD
2464082.00000000
0.165570961161
Long
DBT
NUSS
ID
N
2
2028-01-11
Fixed
3.50000000
N
N
N
N
N
N
Republica Argentina
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA 0.125000% 07/09/2030
N/A
402550.00000000
PA
153649.81000000
0.010324310117
Long
DBT
NUSS
AR
N
2
2030-07-09
Fixed
0.12500000
N
N
N
N
N
FEDERAL REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
REPUBLIC OF NIGERIA 8.747000% 01/21/2031
N/A
957000.00000000
PA
USD
1051207.08000000
0.070634567605
Long
DBT
NUSS
NG
N
2
2031-01-21
Fixed
8.74700000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY:2.33%
N/A
830040908.00000000
NC
24962.44000000
0.001677320472
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2030-06-05
0.00000000
CLP
0.00000000
CLP
-830040908.00000000
CLP
24962.44000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/IDR SETTLE 2021-05-24
N/A
1.00000000
NC
USD
30621.23000000
0.002057555910
N/A
DFE
US
N
2
JP MORGAN
N/A
15294380833.00000000
IDR
1076083.93000000
USD
2021-05-24
30621.23000000
N
N
N
Islamic Republic of Pakistan
529900LOP29R5WKHOD86
ISLAMIC REP OF PAKISTAN 7.875000% 03/31/2036
Y8793YAL6
200000.00000000
PA
USD
207000.00000000
0.013909110557
Long
DBT
NUSS
PK
N
2
2036-03-31
Fixed
7.87500000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 5.875000% 09/16/2025
836205AR5
790000.00000000
PA
USD
871164.60000000
0.058536834468
Long
DBT
NUSS
ZA
N
2
2025-09-16
Fixed
5.87500000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT INTERNATIONAL BOND MTN 7.500000% 02/16/2061
N/A
565000.00000000
PA
USD
510618.75000000
0.034310399257
Long
DBT
NUSS
EG
N
2
2061-02-16
Fixed
7.50000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/COP SETTLE 2021-06-16
N/A
1.00000000
NC
USD
1653.23000000
0.000111086757
N/A
DFE
US
N
2
JP MORGAN
N/A
1326391571.00000000
COP
362303.08000000
USD
2021-06-16
1653.23000000
N
N
N
Republique du Benin
635400Q11P6AE5A5Y230
BENIN INTL GOV BOND 6.875000% 01/19/2052
N/A
158000.00000000
PA
185540.67000000
0.012467177255
Long
DBT
NUSS
BJ
N
2
2052-01-19
Fixed
6.87500000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA 5.000000% 06/15/2045
195325CU7
1184000.00000000
PA
USD
1258769.60000000
0.084581476003
Long
DBT
NUSS
CO
N
2
2045-06-15
Fixed
5.00000000
N
N
N
N
N
N
Petroleos de Venezuela, S.A.
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA 9.000000% 11/17/2021
P7807HAP0
4300000.00000000
PA
USD
187050.00000000
0.012568594829
Long
DBT
NUSS
VE
N
2
2021-11-17
Fixed
9.00000000
Y
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 4.921000% 07/06/2048
N/A
1768000.00000000
PA
449633.68000000
0.030212582441
Long
DBT
NUSS
MY
N
2
2048-07-06
Fixed
4.92100000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 6.250000% 11/26/2025
N/A
28867400000.00000000
PA
8156492.82000000
0.548065509147
Long
DBT
NUSS
CO
N
2
2025-11-26
Fixed
6.25000000
N
N
N
N
N
N
Joint Stock Company National Company KazMunayGas
2138001H1M69RFJCSH88
KAZMUNAYGAS NATIONAL CO JSC 144A 6.375000% 10/24/2048
48667QAS4
1587000.00000000
PA
USD
2026376.82000000
0.136159899614
Long
DBT
NUSS
KZ
Y
2
2048-10-24
Fixed
6.37500000
N
N
N
N
N
N
Joint Stock Company Development Bank of Kazakhstan
213800LCDPGJ1BI7KX98
DEVELOPMENT BANK OF KAZA 4.125% 12/10/2022
N/A
770000.00000000
PA
USD
799965.32000000
0.053752686366
Long
DBT
NUSS
KZ
N
2
2022-12-10
Fixed
4.12500000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 6.875000% 10/16/2025
P7S08VBZ3
435000.00000000
PA
USD
471931.50000000
0.031710857048
Long
DBT
NUSS
MX
N
2
2025-10-16
Fixed
6.87500000
N
N
N
N
N
N
State of Qatar
52990074F6OJOAXK4P65
STATE OF QATAR 5.103000% 04/23/2048
N/A
567000.00000000
PA
USD
716574.60000000
0.048149349439
Long
DBT
NUSS
QA
N
2
2048-04-23
Fixed
5.10300000
N
N
N
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 2.400000% 12/17/2023
N/A
88000000.00000000
PA
2953090.31000000
0.198429273466
Long
DBT
NUSS
TH
N
2
2023-12-17
Fixed
2.40000000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP
N/A
27057471.00000000
NC
43908.93000000
0.002950406578
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2022-01-03
0.00000000
BRL
0.00000000
BRL
-27057471.00000000
BRL
43908.93000000
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 1-DAY-CLP - Sinacofi Chile Interbank Rate Avg
N/A
1931133335.00000000
NC
-106801.32000000
-0.00717638341
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2025-06-17
0.00000000
CLP
0.00000000
CLP
-1931133335.00000000
CLP
-106801.32000000
N
N
N
Turkiye Cumhuriyeti
5493000PCHOG3B6S3Q85
REPUBLIC OF TURKEY 6.375000% 10/14/2025
900123CZ1
200000.00000000
PA
USD
197880.00000000
0.013296303367
Long
DBT
NUSS
TR
N
2
2025-10-14
Fixed
6.37500000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 144A 5.350000% 02/12/2028
71654QCH3
779000.00000000
PA
USD
757499.60000000
0.050899254509
Long
DBT
NUSS
MX
Y
2
2028-02-12
Fixed
5.35000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT INTERNATIONAL BOND 144A 7.903000% 02/21/2048
03846JW55
1061000.00000000
PA
USD
997533.10000000
0.067028010495
Long
DBT
NUSS
EG
Y
2
2048-02-21
Fixed
7.90300000
N
N
N
N
N
N
FIRST QUANTUM MINERALS LTD.
549300I7UVBGWRYMYZ18
FIRST QUANTUM MINERALS LTD 144A 6.875000% 03/01/2026
335934AR6
403000.00000000
PA
USD
417105.00000000
0.028026857773
Long
DBT
NUSS
ZM
Y
2
2026-03-01
Fixed
6.87500000
N
N
N
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
POLAND GOVERNMENT BOND 1.250000% 10/25/2030
N/A
15616000.00000000
PA
3846287.80000000
0.258446580896
Long
DBT
NUSS
PL
N
2
2030-10-25
Fixed
1.25000000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.418000% 08/15/2022
N/A
10450000.00000000
PA
2568660.41000000
0.172597978874
Long
DBT
NUSS
MY
N
2
2022-08-15
Fixed
3.41800000
N
N
N
N
N
N
BRK:JPMORGAN CHASE
N/A
BRK:JPMORGAN CHASE PAY:1.605%
N/A
85022024.00000000
NC
25086.84000000
0.001685679377
N/A
DIR
XX
N
2
BRK:JPMORGAN CHASE
N/A
Y
2031-01-08
0.00000000
HUF
0.00000000
HUF
-85022024.00000000
HUF
25086.84000000
N
N
N
Republic of the Philippines
529900RAHBALMYIJ3T08
REPUBLIC OF PHILIPPINES 3.700000% 03/01/2041
718286CA3
1340000.00000000
PA
USD
1398786.51000000
0.093989740162
Long
DBT
NUSS
PH
N
2
2041-03-01
Fixed
3.70000000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 4.625000% 04/03/2049
N/A
1568000.00000000
PA
2265550.67000000
0.152230892474
Long
DBT
NUSS
RO
N
2
2049-04-03
Fixed
4.62500000
N
N
N
N
N
N
Gobierno de Chile
549300FLZTJM5YJF8D34
BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS 144 2.800000% 10/01/2033
N/A
990000000.00000000
PA
1224546.21000000
0.082281877379
Long
DBT
NUSS
CL
N
2
2033-10-01
Fixed
2.80000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EGP SETTLE 2021-07-15
N/A
1.00000000
NC
USD
-21819.69000000
-0.00146614724
N/A
DFE
US
N
2
JP MORGAN
N/A
41916064.10000000
EGP
2571537.67000000
USD
2021-07-15
-21819.69000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZAR SETTLE 2021-05-05
N/A
1.00000000
NC
USD
-20545.24000000
-0.00138051214
N/A
DFE
US
N
2
JP MORGAN
N/A
15943672.50000000
ZAR
1054686.42000000
USD
2021-05-05
-20545.24000000
N
N
N
Republic of Uzbekistan
213800L6VDKUM3TCM927
REPUBLIC OF UZBEKISTAN BOND MTN 5.375000% 02/20/2029
N/A
833000.00000000
PA
USD
910035.84000000
0.061148739660
Long
DBT
NUSS
UZ
N
2
2029-02-20
Fixed
5.37500000
N
N
N
N
N
N
MEGLOBAL CANADA ULC
635400MHHHT7LMKMQL03
MEGLOBAL CANADA ULC MTN 5.875000% 05/18/2030
58518N2A9
222000.00000000
PA
USD
267510.00000000
0.017975005628
Long
DBT
NUSS
KW
Y
2
2030-05-18
Fixed
5.87500000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
REPUBLIC OF GHANA 8.625000% 04/07/2034
N/A
292000.00000000
PA
USD
286773.20000000
0.019269372674
Long
DBT
NUSS
GH
N
2
2034-04-07
Fixed
8.62500000
N
N
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
REPUBLIC OF PERU 6.550000% 03/14/2037
715638AU6
309000.00000000
PA
USD
418311.84000000
0.028107949903
Long
DBT
NUSS
PE
N
2
2037-03-14
Fixed
6.55000000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP
N/A
3591362.00000000
NC
-19717.08000000
-0.00132486495
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2025-01-02
0.00000000
BRL
0.00000000
BRL
-3591362.00000000
BRL
-19717.08000000
N
N
N
THE DEMOCRATIC SOCIALIST REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
SRI LANKA GOVERNMENT INTERNATIONAL BOND 144A 5.875000% 07/25/2022
85227SAK2
308000.00000000
PA
USD
238700.00000000
0.016039153091
Long
DBT
NUSS
LK
Y
2
2022-07-25
Fixed
5.87500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/THB SETTLE 2021-05-28
N/A
1.00000000
NC
USD
99294.66000000
0.006671982626
N/A
DFE
US
N
2
JP MORGAN
N/A
80505147.00000000
THB
2675291.75000000
USD
2021-05-28
99294.66000000
N
N
N
BANCO MERCANTIL DEL NORTE S.A.
N/A
BANCO MERCANTIL DEL NORTE SA/GRAND CAYMAN 144A 6.750000% MATURITY: PERPETUAL
05971PAA6
609000.00000000
PA
USD
634882.50000000
0.042660149195
Long
DBT
NUSS
MX
Y
2
2169-09-27
Fixed
6.75000000
N
N
N
N
N
N
BELARUS, REPUBLIC OF (GOVERNMENT)
635400CVCOWYLHF4ZB08
REPUBLIC OF BELARUS 6.200000% 02/28/2030
N/A
1234000.00000000
PA
USD
1143424.40000000
0.076830997070
Long
DBT
NUSS
BY
N
2
2030-02-28
Fixed
6.20000000
N
N
N
N
N
N
THE DEMOCRATIC SOCIALIST REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
SRI LANKA GOVERNMENT INTERNATIONAL BOND 144A 6.825000% 07/18/2026
85227SAR7
909000.00000000
PA
USD
553099.23000000
0.037164822894
Long
DBT
NUSS
LK
Y
2
2026-07-18
Fixed
6.82500000
N
N
N
N
N
N
ESKOM HOLDINGS SOC LIMITED
3789001900ED06F65111
ESKOM HOLDINGS SOC LTD MTN 6.350000% 08/10/2028
29646AAC0
322000.00000000
PA
USD
339935.40000000
0.022841541357
Long
DBT
NUSS
ZA
Y
2
2028-08-10
Fixed
6.35000000
N
N
N
N
N
N
Gobierno de la Republica Dominicana
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC 6.500000% 02/15/2048
P3579EBY2
3121000.00000000
PA
USD
3297336.50000000
0.221560473059
Long
DBT
NUSS
DO
N
2
2048-02-15
Fixed
6.50000000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 7.750000% 09/18/2030
N/A
13747500000.00000000
PA
3933201.91000000
0.264286667683
Long
DBT
NUSS
CO
N
2
2030-09-18
Fixed
7.75000000
N
N
N
N
N
N
HAZINE MUSTESARLIGI VARLIK KIRALAMA ANONIM SIRKETI
6354003QFJP7RDXEOZ20
HAZINE MUSTESARLIGI VARLIK KIRALAMA AS 144A 5.800000% 02/21/2022
421790AF3
1479000.00000000
PA
USD
1486395.00000000
0.099876484960
Long
DBT
NUSS
TR
Y
2
2022-02-21
Fixed
5.80000000
N
N
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT BOND 3.000000% 06/26/2024
N/A
413620000.00000000
PA
1408145.41000000
0.094618599944
Long
DBT
NUSS
HU
N
2
2024-06-26
Fixed
3.00000000
N
N
N
N
N
N
THE REPUBLIC OF KENYA
549300VVURQQYU45PR87
REPUBLIC OF KENYA 8.000000% 05/22/2032
N/A
1007000.00000000
PA
USD
1068175.25000000
0.071774722931
Long
DBT
NUSS
KE
N
2
2032-05-22
Fixed
8.00000000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 1D SINACOFI CHILE INTERBANK RATE AVG(CLICP)
N/A
1623158367.00000000
NC
-32340.95000000
-0.00217311038
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2026-03-16
0.00000000
CLP
0.00000000
CLP
-1623158367.00000000
CLP
-32340.95000000
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2021-06-11
N/A
1.00000000
NC
7610.15000000
0.000511354674
N/A
DFE
BR
N
2
STANDARD CHARTERED BANK
N/A
1553502.99000000
USD
8851394.00000000
BRL
2021-06-11
7610.15000000
N
N
N
Ukraine
6354001WLTJXOMEXPY07
GOVERNMENT OF UKRAINE 15.840000% 02/26/2025
N/A
66553000.00000000
PA
2611796.69000000
0.175496468186
Long
DBT
NUSS
UA
N
2
2025-02-26
Fixed
15.84000000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2021-04-06
N/A
1.00000000
NC
-14016.64000000
-0.00094183089
N/A
DFE
XX
N
2
CITIGROUP GLOBAL MARKETS
N/A
2001240.34000000
USD
1690710.00000000
EUR
2021-04-06
-14016.64000000
N
N
N
THE OIL AND GAS HOLDING COMPANY B.S.C (CLOSED)
549300OBH16L6TS6IW50
OIL AND GAS HOLDING CO BSCC/THE 144A 7.625000% 11/07/2024
67778M2C3
1798000.00000000
PA
USD
2000239.04000000
0.134403603615
Long
DBT
NUSS
BH
Y
2
2024-11-07
Fixed
7.62500000
N
N
N
N
N
N
Gobierno de la Republica Dominicana
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC INTERNATIONAL BOND 144A 4.500000% 01/30/2030
25714PED6
3754000.00000000
PA
USD
3791540.00000000
0.254767869771
Long
DBT
NUSS
DO
Y
2
2030-01-30
Fixed
4.50000000
N
N
N
N
N
N
ROYAUME DU MAROC
529900F3MBW9XY5K1X07
MOROCCO GOVERNMENT INTERNATIONAL BOND 144A 4.000000% 12/15/2050
617726AM6
1575000.00000000
PA
USD
1394265.60000000
0.093685963172
Long
DBT
NUSS
MA
Y
2
2050-12-15
Fixed
4.00000000
N
N
N
N
N
N
Republica de Guatemala
529900QKDFFU9UWW5315
REPUBLIC OF GUATEMALA 5.375000% 04/24/2032
P5015VAK2
281000.00000000
PA
USD
318232.50000000
0.021383241668
Long
DBT
NUSS
GT
N
2
2032-04-24
Fixed
5.37500000
N
N
N
N
N
N
ESKOM HOLDINGS SOC LIMITED
3789001900ED06F65111
ESKOM HOLDINGS SOC LTD MTN 6.750000% 08/06/2023
29646AAA4
1329000.00000000
PA
USD
1370996.40000000
0.092122417880
Long
DBT
NUSS
ZA
Y
2
2023-08-06
Fixed
6.75000000
N
N
N
N
N
N
ROMANIAN LEU
N/A
FX Forward Contract: KZT/USD SETTLE 2021-09-24
N/A
1.00000000
NC
-17936.97000000
-0.00120525265
N/A
DFE
RO
N
2
GOLDMAN, SACHS & CO.
N/A
1333204.44000000
USD
580143914.00000000
KZT
2021-09-24
-17936.97000000
N
N
N
Republica de El Salvador
529900AKDMUSFSDOM949
REPUBLIC OF EL SALVADOR 7.124600% 01/20/2050
P01012CA2
640000.00000000
PA
USD
571200.00000000
0.038381081885
Long
DBT
NUSS
SV
N
2
2050-01-20
Fixed
7.12460000
N
N
N
N
N
N
GRUPO TELEVISA, S.A.B.
549300O4AF0C816ILN62
GRUPO TELEVISA SAB 6.625000% 01/15/2040
40049JAZ0
511000.00000000
PA
USD
655296.81000000
0.044031863662
Long
DBT
NUSS
MX
N
2
2040-01-15
Fixed
6.62500000
N
N
N
N
N
N
Huarong Finance 2017 Co., Ltd.
5493006V07LYI3HE6G83
HUARONG FINANCE 2017 CO LTD 4.500000% MATURITY: PERPETUAL
G463PSAB0
1378000.00000000
PA
USD
1384794.85000000
0.093049587767
Long
DBT
NUSS
CN
N
2
2169-07-24
Fixed
4.50000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 7.470000% 11/12/2026
N/A
175079400.00000000
PA
7498482.77000000
0.503851332658
Long
DBT
NUSS
MX
N
2
2026-11-12
Fixed
7.47000000
N
N
N
N
N
N
Republika Srbija
254900W94OCY91V32O78
SERBIA TREASURY BONDS 3.750000% 01/17/2022
AW7147597
28610000.00000000
PA
292061.57000000
0.019624718196
Long
DBT
NUSS
RS
N
2
2022-01-17
Fixed
3.75000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/TRY SETTLE 2021-06-16
N/A
1.00000000
NC
USD
4061.96000000
0.000272938409
N/A
DFE
US
N
2
JP MORGAN
N/A
1476299.18000000
TRY
174194.59000000
USD
2021-06-16
4061.96000000
N
N
N
RUSSIA, FEDERATION OF (GOVERNMENT)
5493004EHVGF71PDBU58
RUSSIAN FEDERATION 5.250000% 06/23/2047
N/A
1000000.00000000
PA
USD
1185748.00000000
0.079674879348
Long
DBT
NUSS
RU
N
2
2047-06-23
Fixed
5.25000000
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 1.81%
N/A
10000000.00000000
NC
-748.90000000
-0.00005032141
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2030-01-17
0.00000000
CZK
0.00000000
CZK
-10000000.00000000
CZK
-748.90000000
N
N
N
Romania
315700IASY927EDWBK92
ROMANIA GOVERNMENT BOND 3.250000% 06/24/2026
N/A
2360000.00000000
PA
577637.27000000
0.038813626330
Long
DBT
NUSS
RO
N
2
2026-06-24
Fixed
3.25000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2021-04-07
N/A
1.00000000
NC
USD
782710.52000000
0.052593271290
N/A
DFE
US
N
2
JP MORGAN
N/A
13800000.00000000
EUR
17003215.98000000
USD
2021-04-07
782710.52000000
N
N
N
Republika Srbija
254900W94OCY91V32O78
REPUBLIC OF SERBIA 1.500000% 06/26/2029
N/A
2344000.00000000
PA
2757040.98000000
0.185255979719
Long
DBT
NUSS
RS
N
2
2029-06-26
Fixed
1.50000000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA 4.500000% 03/15/2029
195325DP7
1506000.00000000
PA
USD
1642293.00000000
0.110351859442
Long
DBT
NUSS
CO
N
2
2029-03-15
Fixed
4.50000000
N
N
N
N
N
N
Charming Light Investments Ltd
254900BMY30PLHVJID29
CHARMING LIGHT INVESTMENTS LTD MTN 4.375000% 12/21/2027
N/A
1341000.00000000
PA
USD
1506318.48000000
0.101215218709
Long
DBT
NUSS
CN
N
2
2027-12-21
Fixed
4.37500000
N
N
N
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT BOND 6.750000% 10/22/2028
N/A
489630000.00000000
PA
2082494.59000000
0.139930664190
Long
DBT
NUSS
HU
N
2
2028-10-22
Fixed
6.75000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PEN SETTLE 2021-04-22
N/A
1.00000000
NC
USD
5124.85000000
0.000344357996
N/A
DFE
US
N
2
JP MORGAN
N/A
1936000.00000000
PEN
519940.92000000
USD
2021-04-22
5124.85000000
N
N
N
BRK: CITIGROUP
N/A
BRK: CITIGROUP PAY: 6-MONTH PLN - WIBOR
N/A
11000000.00000000
NC
42420.58000000
0.002850398730
N/A
DIR
XX
N
2
BRK: CITIGROUP
N/A
Y
2021-12-14
0.00000000
PLN
0.00000000
PLN
-11000000.00000000
PLN
42420.58000000
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVERNMENT BOND 1.990000% 04/09/2025
N/A
60830000.00000000
PA
8904379.85000000
0.598318858832
Long
DBT
NUSS
CN
N
2
2025-04-09
Fixed
1.99000000
N
N
N
N
N
N
Republique de Cote d'Ivoire
254900ICW11T82O6H590
IVORY COAST 5.750000% 12/31/2032
N/A
989722.99000000
PA
USD
988495.73000000
0.066420755526
Long
DBT
NUSS
CI
N
2
2032-12-31
Fixed
5.75000000
N
N
N
N
N
N
RUSSIA, FEDERATION OF (GOVERNMENT)
5493004EHVGF71PDBU58
RUSSIAN FEDERATION 4.375000% 03/21/2029
N/A
3800000.00000000
PA
USD
4151500.00000000
0.278954939511
Long
DBT
NUSS
RU
N
2
2029-03-21
Fixed
4.37500000
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/IDR SETTLE 2021-04-30
N/A
1.00000000
NC
USD
3777.71000000
0.000253838579
N/A
DFE
US
N
2
JP MORGAN
N/A
3694293705.00000000
IDR
257065.88000000
USD
2021-04-30
3777.71000000
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
REPUBLIC OF INDONESIA 8.500000% 10/12/2035
Y20721AE9
1969000.00000000
PA
USD
3077105.59000000
0.206762327767
Long
DBT
NUSS
ID
N
2
2035-10-12
Fixed
8.50000000
N
N
N
N
N
N
Corporacion Nacional del Cobre de Chile
549300UVMBCBCIPSUI70
CORP NACIONAL DEL COBRE DE CHILE 3.150000% 01/14/2030
P3143NBH6
500000.00000000
PA
USD
518086.00000000
0.034812151943
Long
DBT
NUSS
CL
N
2
2030-01-14
Fixed
3.15000000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2021-04-06
N/A
1.00000000
NC
-16187.54000000
-0.00108770185
N/A
DFE
XX
N
2
CITIGROUP GLOBAL MARKETS
N/A
1268145.17000000
USD
1065153.00000000
EUR
2021-04-06
-16187.54000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 4.392000% 04/15/2026
N/A
3480000.00000000
PA
904056.25000000
0.060746948460
Long
DBT
NUSS
MY
N
2
2026-04-15
Fixed
4.39200000
N
N
N
N
N
N
Minera Mexico, S.A. de C.V.
N/A
MINERA MEXICO SA DE CV 144A 4.500000% 01/26/2050
60284MAB8
627000.00000000
PA
USD
645496.50000000
0.043373343878
Long
DBT
NUSS
MX
Y
2
2050-01-26
Fixed
4.50000000
N
N
N
N
N
N
RUSSIA, FEDERATION OF (GOVERNMENT)
5493004EHVGF71PDBU58
RUSSIAN FEDERATION 5.100000% 03/28/2035
N/A
5200000.00000000
PA
USD
5984160.00000000
0.402098275521
Long
DBT
NUSS
RU
N
2
2035-03-28
Fixed
5.10000000
N
N
N
N
N
N
Government of Mongolia
254900PW61ADCBDCLP71
MONGOLIA INTL BOND 5.125000% 04/07/2026
Y6142NAC2
381000.00000000
PA
USD
406679.03000000
0.027326297534
Long
DBT
NUSS
MN
N
2
2026-04-07
Fixed
5.12500000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP
N/A
5012193.00000000
NC
127651.17000000
0.008577363460
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2023-01-03
0.00000000
BRL
0.00000000
BRL
-5012193.00000000
BRL
127651.17000000
N
N
N
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
STANDARD CHARTERED BANK MTN 8.375000% 10/18/2039
AX1409058
20797000000.00000000
PA
1527652.40000000
0.102648725240
Long
DBT
NUSS
GB
N
2
2039-10-18
Fixed
8.37500000
N
N
N
N
N
N
AES PANAMA GENERATION HOLDINGS, S.R.L.
N/A
AES PANAMA GENERATION HOLDINGS SRL 144A 4.375000% 05/31/2030
00109AAB3
307000.00000000
PA
USD
317652.90000000
0.021344296159
Long
DBT
NUSS
PA
Y
2
2030-05-31
Fixed
4.37500000
N
N
N
N
N
N
Republique de Cote d'Ivoire
254900ICW11T82O6H590
IVORY COAST 5.250000% 03/22/2030
N/A
299000.00000000
PA
362707.72000000
0.024371699408
Long
DBT
NUSS
CI
N
2
2030-03-22
Fixed
5.25000000
N
N
N
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2021-04-05
N/A
1.00000000
NC
-467948.27000000
-0.03144320880
N/A
DFE
BR
N
2
STANDARD CHARTERED BANK
N/A
10339745.38000000
USD
55715718.00000000
BRL
2021-04-05
-467948.27000000
N
N
N
BRK: JPMORGAN CHASE
N/A
BRK: JPMORGAN CHASE REC:1D OVERNIGHT BRAZIL INTERBANK DEPOSIT
N/A
12557923.51000000
NC
67379.68000000
0.004527494775
N/A
DIR
XX
N
2
BRK: JPMORGAN CHASE
N/A
Y
2023-01-02
0.00000000
BRL
0.00000000
BRL
-12557923.51000000
BRL
67379.68000000
N
N
N
Joint Stock Company National Company KazMunayGas
2138001H1M69RFJCSH88
KAZMUNAYGAS NATIONAL CO JSC 144A 4.750000% 04/24/2025
48667QAR6
732000.00000000
PA
USD
822489.84000000
0.055266193801
Long
DBT
NUSS
KZ
Y
2
2025-04-24
Fixed
4.75000000
N
N
N
N
N
N
CHINESE YUAN RENMINBI
N/A
FX Forward Contract: CNY/USD SETTLE 2021-04-08
N/A
1.00000000
NC
-47838.84000000
-0.00321447205
N/A
DFE
CN
N
2
J P MORGAN CHASE BANK
N/A
4593572.73000000
USD
29810445.00000000
CNY
2021-04-08
-47838.84000000
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
FED REPUBLIC OF BRAZIL 4.625000% 01/13/2028
105756BZ2
618000.00000000
PA
USD
652620.36000000
0.043852022894
Long
DBT
NUSS
BR
N
2
2028-01-13
Fixed
4.62500000
N
N
N
N
N
N
Republica del Ecuador
5299003Y2U5XK0A35H71
REPUBLIC OF ECUADOR ZERO COUPON 07/31/2030
N/A
1568395.00000000
PA
USD
627373.68000000
0.042155603265
Long
DBT
NUSS
EC
N
2
2030-07-31
Fixed
0.00000000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY:28D MEXICAN INTERBANK RATE (TIIE)
N/A
148276430.00000000
NC
-74426.97000000
-0.00500102876
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2023-11-22
0.00000000
MXN
0.00000000
MXN
-148276430.00000000
MXN
-74426.97000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 5.248000% 09/15/2028
N/A
1050000.00000000
PA
288095.26000000
0.019358206871
Long
DBT
NUSS
MY
N
2
2028-09-15
Fixed
5.24800000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.795000% 09/30/2022
N/A
3200000.00000000
PA
791916.45000000
0.053211852440
Long
DBT
NUSS
MY
N
2
2022-09-30
Fixed
3.79500000
N
N
N
N
N
N
THE OIL AND GAS HOLDING COMPANY B.S.C (CLOSED)
549300OBH16L6TS6IW50
OIL AND GAS HOLDING CO BSCC/THE 144A 8.375000% 11/07/2028
67778M2D1
560000.00000000
PA
USD
647360.00000000
0.043498559470
Long
DBT
NUSS
BH
Y
2
2028-11-07
Fixed
8.37500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/MXN SETTLE 2021-06-04
N/A
1.00000000
NC
USD
-5529.16000000
-0.00037152510
N/A
DFE
US
N
2
JP MORGAN
N/A
26372865.00000000
MXN
1274587.69000000
USD
2021-06-04
-5529.16000000
N
N
N
Republica de Angola
549300QHR2R3J8JSGK83
ANGOLAN GOVERNMENT INTERNATIONAL BOND MTN 9.125000% 11/26/2049
035198AE0
670000.00000000
PA
USD
621900.70000000
0.041787853101
Long
DBT
NUSS
AO
Y
2
2049-11-26
Fixed
9.12500000
N
N
N
N
N
N
Saudi Arabian Oil Company
5586006WD91QHB7J4X50
SAUDI ARABIAN OIL CO 3.500000% 11/24/2070
N/A
466000.00000000
PA
USD
412020.92000000
0.027685239266
Long
DBT
NUSS
SA
N
2
2070-11-24
Fixed
3.50000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PHP SETTLE 2021-06-01
N/A
1.00000000
NC
USD
-35790.25000000
-0.00240488185
N/A
DFE
US
N
2
JP MORGAN
N/A
135047471.00000000
PHP
2738910.72000000
USD
2021-06-01
-35790.25000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.620000% 11/30/2021
N/A
18334000.00000000
PA
4476849.84000000
0.300816422092
Long
DBT
NUSS
MY
N
2
2021-11-30
Fixed
3.62000000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEX BONOS DESARR FIX RT 8.000000% 11/07/2047
N/A
67289000.00000000
PA
3373609.10000000
0.226685516662
Long
DBT
NUSS
MX
N
2
2047-11-07
Fixed
8.00000000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 4.125000% 03/11/2039
N/A
822000.00000000
PA
1125884.47000000
0.075652423033
Long
DBT
NUSS
RO
N
2
2039-03-11
Fixed
4.12500000
N
N
N
N
N
N
THE DEMOCRATIC SOCIALIST REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
REPUBLIC OF SRI LANKA 7.550000% 03/28/2030
Y8137FAR9
3079000.00000000
PA
USD
1873263.60000000
0.125871645002
Long
DBT
NUSS
LK
N
2
2030-03-28
Fixed
7.55000000
N
N
N
N
N
N
ROMANIAN LEU
N/A
FX Forward Contract: KZT/USD SETTLE 2021-07-14
N/A
1.00000000
NC
-685.42000000
-0.00004605595
N/A
DFE
RO
N
2
GOLDMAN, SACHS & CO.
N/A
631313.07000000
USD
272253762.00000000
KZT
2021-07-14
-685.42000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ILS SETTLE 2021-05-10
N/A
1.00000000
NC
USD
11329.02000000
0.000761239573
N/A
DFE
US
N
2
JP MORGAN
N/A
1925543.80000000
ILS
589286.95000000
USD
2021-05-10
11329.02000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.733000% 06/15/2028
N/A
12719000.00000000
PA
3189826.43000000
0.214336466056
Long
DBT
NUSS
MY
N
2
2028-06-15
Fixed
3.73300000
N
N
N
N
N
N
BRAZIL LOAN TRUST 1
N/A
BRAZIL LOAN TRUST 1 144A 5.477000% 07/24/2023
105859AA0
873215.44000000
PA
USD
905969.75000000
0.060875523740
Long
DBT
CORP
BR
Y
2
2023-07-24
Fixed
5.47700000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/IDR SETTLE 2021-04-30
N/A
1.00000000
NC
USD
85626.00000000
0.005753533819
N/A
DFE
US
N
2
JP MORGAN
N/A
50013170334.00000000
IDR
3514628.98000000
USD
2021-04-30
85626.00000000
N
N
N
ROYAUME DU MAROC
529900F3MBW9XY5K1X07
KINGDOM OF MOROCCO 3.000000% 12/15/2032
N/A
336000.00000000
PA
USD
314928.77000000
0.021161251592
Long
DBT
NUSS
MA
N
2
2032-12-15
Fixed
3.00000000
N
N
N
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/EUR SETTLE 2021-06-16
N/A
1.00000000
NC
-79742.70000000
-0.00535821270
N/A
DFE
PA
N
2
CITIGROUP GLOBAL MARKETS
N/A
2233954.77000000
EUR
10054673.00000000
PLN
2021-06-16
-79742.70000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2021-04-06
N/A
1.00000000
NC
USD
36904.10000000
0.002479725637
N/A
DFE
US
N
2
JP MORGAN
N/A
1906609.00000000
EUR
2277890.79000000
USD
2021-04-06
36904.10000000
N
N
N
Gaz Capital S.A.
213800568PRHV2JR9650
GAZPROM PJSC VIA GAZ CAPITAL SA 144A 5.150000% 02/11/2026
N/A
2673000.00000000
PA
USD
2925117.36000000
0.196549665475
Long
DBT
NUSS
RU
Y
2
2026-02-11
Fixed
5.15000000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEXICO GOVERNMENT INTERNATIONAL BOND MTN 4.750000% 03/08/2044
91086QBB3
386000.00000000
PA
USD
405361.76000000
0.027237785195
Long
DBT
NUSS
MX
N
2
2044-03-08
Fixed
4.75000000
N
N
N
N
N
N
GOBIERNO DE LA REPUBLICA DE PANAMA
549300SHS4T08CL0LP14
REPUBLIC OF PANAMA 3.870000% 07/23/2060
698299BL7
3711000.00000000
PA
USD
3659639.76000000
0.245904995274
Long
DBT
NUSS
PA
N
2
2060-07-23
Fixed
3.87000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PEN SETTLE 2021-06-16
N/A
1.00000000
NC
USD
4475.12000000
0.000300700187
N/A
DFE
US
N
2
JP MORGAN
N/A
1917854.30000000
PEN
514556.32000000
USD
2021-06-16
4475.12000000
N
N
N
EXPORT-IMPORT BANK OF INDIA
335800OFZ8YEIVN1QI11
EXPORT-IMPORT BANK OF INDIA MTN 3.250000% 01/15/2030
30216JAE5
1060000.00000000
PA
USD
1053639.61000000
0.070798018469
Long
DBT
NUSS
IN
Y
2
2030-01-15
Fixed
3.25000000
N
N
N
N
N
N
Turkiye Cumhuriyeti
5493000PCHOG3B6S3Q85
REPUBLIC OF TURKEY 5.750000% 03/22/2024
900123CF5
200000.00000000
PA
USD
197896.00000000
0.013297378467
Long
DBT
NUSS
TR
N
2
2024-03-22
Fixed
5.75000000
N
N
N
N
N
N
Republica de El Salvador
529900AKDMUSFSDOM949
REPUBLIC OF EL SALVADOR 8.625000% 02/28/2029
P01012BX3
41000.00000000
PA
USD
43624.00000000
0.002931261057
Long
DBT
NUSS
SV
N
2
2029-02-28
Fixed
8.62500000
N
N
N
N
N
N
Banque Centrale de Tunisie
254900B5LFB16S9T2T11
BNQ CEN TUNISIA INT BOND 5.625000% 02/17/2024
N/A
1563000.00000000
PA
1618657.01000000
0.108763668147
Long
DBT
NUSS
TN
N
2
2024-02-17
Fixed
5.62500000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 1-DAY-CLP - Sinacofi Chile Interbank Rate Avg
N/A
2335690714.00000000
NC
-157604.87000000
-0.01059006551
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2025-06-23
0.00000000
CLP
0.00000000
CLP
-2335690714.00000000
CLP
-157604.87000000
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/EUR SETTLE 2021-07-06
N/A
1.00000000
NC
-10195.78000000
-0.00068509290
N/A
DFE
PA
N
2
CITIGROUP GLOBAL MARKETS
N/A
411595.63000000
EUR
1870771.15000000
PLN
2021-07-06
-10195.78000000
N
N
N
THE DEMOCRATIC SOCIALIST REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
REPUBLIC OF SRI LANKA 6.850000% 03/14/2024
Y8137FAN8
512000.00000000
PA
USD
325427.20000000
0.021866680691
Long
DBT
NUSS
LK
N
2
2024-03-14
Fixed
6.85000000
N
N
N
N
N
N
Cable Onda, S.A.
5299008Q5GONPYNF9J32
CABLE ONDA SA 144A 4.500000% 01/30/2030
12686LAA7
208000.00000000
PA
USD
220889.76000000
0.014842415907
Long
DBT
NUSS
PA
Y
2
2030-01-30
Fixed
4.50000000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 3-MONTH MOSCOW PRIME OFFERED RATE - RUB
N/A
535000000.00000000
NC
20697.57000000
0.001390747774
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2021-12-14
0.00000000
RUB
0.00000000
RUB
-535000000.00000000
RUB
20697.57000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2021-04-06
N/A
1.00000000
NC
USD
11919.38000000
0.000800908087
N/A
DFE
US
N
2
JP MORGAN
N/A
431318.00000000
EUR
518881.16000000
USD
2021-04-06
11919.38000000
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
BONOS DE TESORERIA 6.350000% 08/12/2028
N/A
1570000.00000000
PA
487019.66000000
0.032724687413
Long
DBT
NUSS
PE
N
2
2028-08-12
Fixed
6.35000000
N
N
N
N
N
N
CHINALCO CAPITAL HOLDINGS LIMITED
5493003PX4GYVUD3CQ19
CHINALCO CAPITAL HOLDINGS LTD 4.250000% 04/21/2022
N/A
740000.00000000
PA
USD
753110.00000000
0.050604300733
Long
DBT
NUSS
CN
N
2
2022-04-21
Fixed
4.25000000
N
N
N
N
N
PETROLEOS DEL PERU - PETROPERU S.A.
549300ZMGDLC9JT2OR80
PETROLEOS DEL PERU SA 4.750000% 06/19/2032
P7808BAA5
1843000.00000000
PA
USD
1949894.00000000
0.131020730536
Long
DBT
NUSS
PE
N
2
2032-06-19
Fixed
4.75000000
N
N
N
N
N
N
BANQUE OUEST AFRICAINE DE DEVELOPPEMENT
529900LIZJABE4JJS826
BANQUE OUEST AFRICAINE DE DEVELOPPEMENT 144A 2.750000% 01/22/2033
N/A
204000.00000000
PA
246662.94000000
0.016574213057
Long
DBT
NUSS
XX
Y
2
2033-01-22
Fixed
2.75000000
N
N
N
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 5.670000% 03/13/2028
N/A
3000000.00000000
PA
122323.57000000
0.008219381927
Long
DBT
NUSS
TH
N
2
2028-03-13
Fixed
5.67000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/IDR SETTLE 2021-04-21
N/A
1.00000000
NC
USD
14936.71000000
0.001003653868
N/A
DFE
US
N
2
JP MORGAN
N/A
49458310950.00000000
IDR
3410447.59000000
USD
2021-04-21
14936.71000000
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2021-04-22
N/A
1.00000000
NC
-76808.62000000
-0.00516106080
N/A
DFE
BR
N
2
STANDARD CHARTERED BANK
N/A
5559588.24000000
USD
30973300.00000000
BRL
2021-04-22
-76808.62000000
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
POLAND GOVERNMENT BOND 2.500000% 07/25/2026
N/A
33606000.00000000
PA
9222818.29000000
0.619715938386
Long
DBT
NUSS
PL
N
2
2026-07-25
Fixed
2.50000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZAR SETTLE 2021-05-05
N/A
1.00000000
NC
USD
2299.22000000
0.000154493261
N/A
DFE
US
N
2
JP MORGAN
N/A
40415772.00000000
ZAR
2727914.51000000
USD
2021-05-05
2299.22000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/THB SETTLE 2021-04-26
N/A
1.00000000
NC
USD
15166.18000000
0.001019072822
N/A
DFE
US
N
2
JP MORGAN
N/A
77802702.00000000
THB
2504916.36000000
USD
2021-04-26
15166.18000000
N
N
N
Kingdom of Saudi Arabia
635400FMICXSM3SI3H65
SAUDI INTERNATIONAL BOND 5.250000% 01/16/2050
N/A
680000.00000000
PA
USD
832836.80000000
0.055961445060
Long
DBT
NUSS
SA
N
2
2050-01-16
Fixed
5.25000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/RUB SETTLE 2021-06-16
N/A
1.00000000
NC
USD
-6438.42000000
-0.00043262171
N/A
DFE
US
N
2
JP MORGAN
N/A
50374282.82000000
RUB
654253.95000000
USD
2021-06-16
-6438.42000000
N
N
N
Kingdom of Bahrain
549300RODM1WN85LFQ95
KINGDOM OF BAHRAIN 6.750000% 09/20/2029
N/A
200000.00000000
PA
USD
217540.00000000
0.014617332901
Long
DBT
NUSS
BH
N
2
2029-09-20
Fixed
6.75000000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
GHANA GOVERNMENT INTERNATIONAL BOND 144A 8.950000% 03/26/2051
37443GAC5
3056000.00000000
PA
USD
2889936.96000000
0.194185761741
Long
DBT
NUSS
GH
Y
2
2051-03-26
Fixed
8.95000000
N
N
N
N
N
CHINESE YUAN RENMINBI
N/A
FX Forward Contract: CNY/USD SETTLE 2021-04-19
N/A
1.00000000
NC
-39619.17000000
-0.00266216142
N/A
DFE
CN
N
2
J P MORGAN CHASE BANK
N/A
3924443.01000000
USD
25496910.00000000
CNY
2021-04-19
-39619.17000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/RUB SETTLE 2021-06-16
N/A
1.00000000
NC
USD
-3487.04000000
-0.00023430736
N/A
DFE
US
N
2
JP MORGAN
N/A
44303408.95000000
RUB
577581.76000000
USD
2021-06-16
-3487.04000000
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2021-04-06
N/A
1.00000000
NC
-14343.92000000
-0.00096382207
N/A
DFE
XX
N
2
CITIGROUP GLOBAL MARKETS
N/A
1264505.58000000
USD
1063625.00000000
EUR
2021-04-06
-14343.92000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2021-04-05
N/A
1.00000000
NC
USD
-9961.16000000
-0.00066932790
N/A
DFE
US
N
2
JP MORGAN
N/A
7255945.00000000
BRL
1275658.40000000
USD
2021-04-05
-9961.16000000
N
N
N
MALAYSIAN RINGGIT
N/A
FX Forward Contract: MYR/USD SETTLE 2021-05-04
N/A
1.00000000
NC
-16230.04000000
-0.00109055758
N/A
DFE
MY
N
2
STANDARD BANK
N/A
797736.37000000
USD
3234821.00000000
MYR
2021-05-04
-16230.04000000
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 28-DAY MXN - TIIE
N/A
47200221.00000000
NC
12845.69000000
0.000863150349
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2026-03-05
0.00000000
MXN
0.00000000
MXN
-47200221.00000000
MXN
12845.69000000
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
REPUBLIC OF PERU 2.783000% 01/23/2031
715638DF6
3597000.00000000
PA
USD
3593438.97000000
0.241456714564
Long
DBT
NUSS
PE
N
2
2031-01-23
Fixed
2.78300000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 1.675%
N/A
21146319.00000000
NC
-9509.39000000
-0.00063897177
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2024-07-17
0.00000000
CZK
0.00000000
CZK
-21146319.00000000
CZK
-9509.39000000
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEX BONOS DESARR FIX RT 7.750000% 11/13/2042
N/A
94376800.00000000
PA
4655854.48000000
0.312844418846
Long
DBT
NUSS
MX
N
2
2042-11-13
Fixed
7.75000000
N
N
N
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
POLAND GOVERNMENT BOND 3.250000% 07/25/2025
N/A
6568000.00000000
PA
1845361.73000000
0.123996813144
Long
DBT
NUSS
PL
N
2
2025-07-25
Fixed
3.25000000
N
N
N
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
POLAND GOVERNMENT BOND 2.500000% 07/25/2027
N/A
9388000.00000000
PA
2581228.94000000
0.173442505798
Long
DBT
NUSS
PL
N
2
2027-07-25
Fixed
2.50000000
N
N
N
N
N
N
State of Qatar
52990074F6OJOAXK4P65
STATE OF QATAR 4.817000% 03/14/2049
N/A
3337000.00000000
PA
USD
4083954.08000000
0.274416274443
Long
DBT
NUSS
QA
N
2
2049-03-14
Fixed
4.81700000
N
N
N
N
N
N
ABU DHABI CRUDE OIL PIPELINE L.L.C.
549300DONDFW2383FV66
ABU DHABI CRUDE OIL PIPELINE LLC 144A 3.650000% 11/02/2029
00401MAA4
537000.00000000
PA
USD
592042.50000000
0.039781568053
Long
DBT
NUSS
AE
Y
2
2029-11-02
Fixed
3.65000000
N
N
N
N
N
N
PETRONAS ENERGY CANADA LTD.
5493001PEB90YGTDC638
PETRONAS ENERGY CANADA LTD MTN 2.112000% 03/23/2028
71675BAA8
1696000.00000000
PA
USD
1672875.70000000
0.112406826376
Long
DBT
NUSS
MY
Y
2
2028-03-23
Fixed
2.11200000
N
N
N
N
N
N
Republica del Ecuador
5299003Y2U5XK0A35H71
ECUADOR GOVERNMENT INTERNATIONAL BOND 144A ZERO COUPON 07/31/2030
N/A
1916004.00000000
PA
USD
766420.76000000
0.051498700890
Long
DBT
NUSS
EC
Y
2
2030-07-31
Fixed
0.00000000
N
N
N
N
N
N
Ukraine
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT 7.750000% 09/01/2022
N/A
222000.00000000
PA
USD
233824.16000000
0.015711527016
Long
DBT
NUSS
UA
N
2
2022-09-01
Fixed
7.75000000
N
N
N
N
N
N
PERUVIAN INTI
N/A
FX Forward Contract: PEN/USD SETTLE 2021-04-16
N/A
1.00000000
NC
-8434.76000000
-0.00056676333
N/A
DFE
PE
N
2
GOLDMAN, SACHS & CO.
N/A
280424.08000000
USD
1022959.00000000
PEN
2021-04-16
-8434.76000000
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 28-DAY MXN - TIIE
N/A
8000000.00000000
NC
29464.42000000
0.001979825484
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2026-12-03
0.00000000
MXN
0.00000000
MXN
-8000000.00000000
MXN
29464.42000000
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY 1.500000% 11/17/2050
N/A
255000.00000000
PA
283240.76000000
0.019032014711
Long
DBT
NUSS
HU
N
2
2050-11-17
Fixed
1.50000000
N
N
N
N
N
N
Ceska republika
3157007EFDLQABN47912
CZECH REPUBLIC 1.200000% 03/13/2031
N/A
61360000.00000000
PA
2556097.22000000
0.171753810764
Long
DBT
NUSS
CZ
N
2
2031-03-13
Fixed
1.20000000
N
N
N
N
N
N
Commonwealth of the Bahamas
549300W13SXC7EKNJC20
BAHAMAS GOVERNMENT INTERNATIONAL BOND 144A 8.950000% 10/15/2032
056732AL4
527000.00000000
PA
USD
561255.00000000
0.037712839835
Long
DBT
NUSS
BS
Y
2
2032-10-15
Fixed
8.95000000
N
N
N
N
N
N
RUSSIA, FEDERATION OF (GOVERNMENT)
5493004EHVGF71PDBU58
RUSSIA GOVT BOND - OFZ 7.250000% 05/10/2034
N/A
518574000.00000000
PA
6995234.08000000
0.470036155522
Long
DBT
NUSS
RU
N
2
2034-05-10
Fixed
7.25000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2021-04-22
N/A
1.00000000
NC
USD
1237.07000000
0.000083123398
N/A
DFE
US
N
2
JP MORGAN
N/A
12343375.88000000
BRL
2186216.06000000
USD
2021-04-22
1237.07000000
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 0.65%
N/A
17364772.00000000
NC
7882.59000000
0.000529660945
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2024-02-18
0.00000000
PLN
0.00000000
PLN
-17364772.00000000
PLN
7882.59000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/INR SETTLE 2021-06-11
N/A
1.00000000
NC
USD
8604.57000000
0.000578173504
N/A
DFE
US
N
2
JP MORGAN
N/A
123883739.00000000
INR
1683431.70000000
USD
2021-06-11
8604.57000000
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/USD SETTLE 2021-05-19
N/A
1.00000000
NC
-151248.11000000
-0.01016293083
N/A
DFE
PA
N
2
CITIGROUP GLOBAL MARKETS
N/A
2637493.40000000
USD
9806000.00000000
PLN
2021-05-19
-151248.11000000
N
N
N
TURKIYE IHRACAT KREDI BANKASI ANONIM SIRKETI
789000JVRVYLAXGDWR11
TURKIYE IHRACAT KREDI BANKASI AS 144A 5.375000% 10/24/2023
90015LAB3
1033000.00000000
PA
USD
1011348.32000000
0.067956307221
Long
DBT
NUSS
TR
Y
2
2023-10-24
Fixed
5.37500000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 6-MONTH PLN - WIBOR
N/A
11700000.00000000
NC
-3452.00000000
-0.00023195289
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2030-02-26
0.00000000
PLN
0.00000000
PLN
-11700000.00000000
PLN
-3452.00000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2021-06-03
N/A
1.00000000
NC
USD
3742.08000000
0.000251444465
N/A
DFE
US
N
2
JP MORGAN
N/A
1046957.00000000
EUR
1235752.87000000
USD
2021-06-03
3742.08000000
N
N
N
MALAYSIAN RINGGIT
N/A
FX Forward Contract: MYR/USD SETTLE 2021-04-19
N/A
1.00000000
NC
-11496.45000000
-0.00077248982
N/A
DFE
MY
N
2
STANDARD BANK
N/A
2274851.98000000
USD
9375120.00000000
MYR
2021-04-19
-11496.45000000
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA 4.500000% 01/28/2026
195325CX1
581000.00000000
PA
USD
637438.34000000
0.042831885722
Long
DBT
NUSS
CO
N
2
2026-01-28
Fixed
4.50000000
N
N
N
N
N
N
BELARUS, REPUBLIC OF (GOVERNMENT)
635400CVCOWYLHF4ZB08
REPUBLIC OF BELARUS MINISTRY OF FINANCE 144A 5.875000% 02/24/2026
07737JAE3
410000.00000000
PA
USD
392461.84000000
0.026370990928
Long
DBT
NUSS
BY
Y
2
2026-02-24
Fixed
5.87500000
N
N
N
N
N
N
Republica Argentina
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA 1.000000% 07/09/2029
040114HX1
9003449.00000000
PA
USD
3238360.54000000
0.217597655919
Long
DBT
NUSS
AR
N
2
2029-07-09
Fixed
1.00000000
N
N
N
N
N
N
MSU Energy S.A.
529900D1ZX75KRP2HC66
MSU ENERGY SA / UGEN SA / UENSA SA 144A 6.875000% 02/01/2025
76706AAA2
285000.00000000
PA
USD
192375.00000000
0.012926401659
Long
DBT
NUSS
AR
Y
2
2025-02-01
Fixed
6.87500000
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/IDR SETTLE 2021-04-20
N/A
1.00000000
NC
USD
29492.52000000
0.001981713629
N/A
DFE
US
N
2
JP MORGAN
N/A
47810364400.00000000
IDR
3312343.38000000
USD
2021-04-20
29492.52000000
N
N
N
PT Indonesia Asahan Aluminium (Persero)
2549008P48EB9SN2OI80
INDONESIA ASAHAN ALUMINIUM PERSERO PT 144A 5.800000% 05/15/2050
74445PAG7
2006000.00000000
PA
USD
2286840.00000000
0.153661402835
Long
DBT
NUSS
ID
Y
2
2050-05-15
Fixed
5.80000000
N
N
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 3.650000% 06/20/2031
N/A
78000000.00000000
PA
2890059.84000000
0.194194018511
Long
DBT
NUSS
TH
N
2
2031-06-20
Fixed
3.65000000
N
N
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
PERUVIAN GOVERNMENT INTERNATIONAL BOND 144A 5.700000% 08/12/2024
715638BT8
4932000.00000000
PA
1492950.66000000
0.100316984476
Long
DBT
NUSS
PE
Y
2
2024-08-12
Fixed
5.70000000
N
N
N
N
N
N
INDIA RUPEE
N/A
FX Forward Contract: INR/USD SETTLE 2021-06-11
N/A
1.00000000
NC
-3805.52000000
-0.00025570723
N/A
DFE
IN
N
2
STATE STREET GLOBAL MARKETS, LLC
N/A
1680766.04000000
USD
124041542.00000000
INR
2021-06-11
-3805.52000000
N
N
N
ISRAELI SHEKEL
N/A
FX Forward Contract: ILS/USD SETTLE 2021-05-10
N/A
1.00000000
NC
-34191.91000000
-0.00229748336
N/A
DFE
IL
N
2
CITIGROUP GLOBAL MARKETS
N/A
1971420.53000000
USD
6454135.10000000
ILS
2021-05-10
-34191.91000000
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVT INTL BOND 3.250000% 10/19/2023
N/A
1192000.00000000
PA
USD
1276464.52000000
0.085770464401
Long
DBT
NUSS
CN
N
2
2023-10-19
Fixed
3.25000000
N
N
N
N
N
N
UKRANIAN HRYVNIA
N/A
FX Forward Contract: UAH/USD SETTLE 2021-06-22
N/A
1.00000000
NC
237113.21000000
0.015932530688
N/A
DFE
UA
N
2
GOLDMAN, SACHS & CO.
N/A
698743.63000000
USD
19980574.00000000
UAH
2021-06-22
237113.21000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/TRY SETTLE 2021-06-16
N/A
1.00000000
NC
USD
1201.47000000
0.000080731299
N/A
DFE
US
N
2
JP MORGAN
N/A
2412156.82000000
TRY
279184.82000000
USD
2021-06-16
1201.47000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2021-04-05
N/A
1.00000000
NC
USD
40634.98000000
0.002730417532
N/A
DFE
US
N
2
JP MORGAN
N/A
4000000.00000000
BRL
749361.17000000
USD
2021-04-05
40634.98000000
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
BONOS DE TESORERIA 5.940000% 02/12/2029
N/A
367000.00000000
PA
110751.05000000
0.007441780670
Long
DBT
NUSS
PE
N
2
2029-02-12
Fixed
5.94000000
N
N
N
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2021-05-04
N/A
1.00000000
NC
184617.73000000
0.012405161436
N/A
DFE
BR
N
2
STANDARD CHARTERED BANK
N/A
7467321.61000000
USD
43257522.00000000
BRL
2021-05-04
184617.73000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2021-06-30
N/A
1.00000000
NC
USD
1926.19000000
0.000129427969
N/A
DFE
US
N
2
JP MORGAN
N/A
261545.00000000
EUR
309869.89000000
USD
2021-06-30
1926.19000000
N
N
N
Nexa Resources S.A.
549300QRMRHM7GAU7L47
NEXA RESOURCES SA 144A 5.375000% 05/04/2027
91832CAA4
2591000.00000000
PA
USD
2823879.08000000
0.189747083692
Long
DBT
NUSS
PE
Y
2
2027-05-04
Fixed
5.37500000
N
N
N
N
N
N
RUSSIA, FEDERATION OF (GOVERNMENT)
5493004EHVGF71PDBU58
RUSSIA GOVT BOND - OFZ 7.100000% 10/16/2024
N/A
151477000.00000000
PA
2062845.28000000
0.138610352957
Long
DBT
NUSS
RU
N
2
2024-10-16
Fixed
7.10000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2021-06-30
N/A
1.00000000
NC
USD
112125.91000000
0.007534162698
N/A
DFE
US
N
2
JP MORGAN
N/A
7074800.00000000
EUR
8442012.17000000
USD
2021-06-30
112125.91000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZAR SETTLE 2021-05-05
N/A
1.00000000
NC
USD
-82321.64000000
-0.00553150141
N/A
DFE
US
N
2
JP MORGAN
N/A
32556621.00000000
ZAR
2113277.25000000
USD
2021-05-05
-82321.64000000
N
N
N
Republic of the Philippines
529900RAHBALMYIJ3T08
REPUBLIC OF PHILIPPINES 2.650000% 12/10/2045
718286CL9
980000.00000000
PA
USD
879425.79000000
0.059091934976
Long
DBT
NUSS
PH
N
2
2045-12-10
Fixed
2.65000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT BOND 14.196000% 07/07/2023
N/A
21779000.00000000
PA
1386139.38000000
0.093139931808
Long
DBT
NUSS
EG
N
2
2023-07-07
Fixed
14.19600000
N
N
N
N
N
N
THAILAND BAHT
N/A
FX Forward Contract: THB/USD SETTLE 2021-06-14
N/A
1.00000000
NC
-4671.42000000
-0.00031389032
N/A
DFE
TH
N
2
J P MORGAN CHASE BANK
N/A
374083.33000000
USD
11545446.00000000
THB
2021-06-14
-4671.42000000
N
N
N
Joint Stock Company National Company KazMunayGas
2138001H1M69RFJCSH88
KAZMUNAYGAS NATIONAL CO JSC 144A 3.500000% 04/14/2033
48126PAA0
2472000.00000000
PA
USD
2529192.19000000
0.169945960345
Long
DBT
NUSS
KZ
Y
2
2033-04-14
Fixed
3.50000000
N
N
N
N
N
N
Republica de El Salvador
529900AKDMUSFSDOM949
REPUBLIC OF EL SALVADOR 5.875000% 01/30/2025
P01012AS5
1110000.00000000
PA
USD
1108335.00000000
0.074473207968
Long
DBT
NUSS
SV
N
2
2025-01-30
Fixed
5.87500000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 6-MONTH PLN - WIBOR
N/A
7000000.00000000
NC
21896.34000000
0.001471297651
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2021-11-12
0.00000000
PLN
0.00000000
PLN
-7000000.00000000
PLN
21896.34000000
N
N
N
ROMANIAN LEU
N/A
FX Forward Contract: KZT/USD SETTLE 2021-07-14
N/A
1.00000000
NC
-1857.38000000
-0.00012480436
N/A
DFE
RO
N
2
GOLDMAN, SACHS & CO.
N/A
686109.08000000
USD
295404266.00000000
KZT
2021-07-14
-1857.38000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.906000% 07/15/2026
N/A
16152000.00000000
PA
4105571.02000000
0.275868798155
Long
DBT
NUSS
MY
N
2
2026-07-15
Fixed
3.90600000
N
N
N
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2021-06-02
N/A
1.00000000
NC
9436.14000000
0.000634049828
N/A
DFE
BR
N
2
STANDARD CHARTERED BANK
N/A
1505589.90000000
USD
8583368.00000000
BRL
2021-06-02
9436.14000000
N
N
N
Republica Oriental del Uruguay
549300RDR012H2V82H43
REPUBLICA ORIENT URUGUAY 4.375% 12/15/2028
917288BD3
4414630.00000000
PA
247479.10000000
0.016629053925
Long
DBT
USGA
UY
N
2
2028-12-15
Fixed
4.37500000
N
N
N
N
N
N
Republika Hrvatska
74780000O00QGQ7CER13
CROATIA 1.125000% 03/04/2033
N/A
452000.00000000
PA
531339.72000000
0.035702719367
Long
DBT
NUSS
HR
N
2
2033-03-04
Fixed
1.12500000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 144A 7.690000% 01/23/2050
71654QCW0
1996000.00000000
PA
USD
1861270.00000000
0.125065749792
Long
DBT
NUSS
MX
Y
2
2050-01-23
Fixed
7.69000000
N
N
N
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2021-05-05
N/A
1.00000000
NC
44423.34000000
0.002984971726
N/A
DFE
ZA
N
2
CITIGROUP GLOBAL MARKETS
N/A
1260635.28000000
USD
19351576.00000000
ZAR
2021-05-05
44423.34000000
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVERNMENT INTERNATIONAL BOND 144A 0.550000% 10/21/2025
16955EAB6
1150000.00000000
PA
USD
1122158.50000000
0.075402061059
Long
DBT
NUSS
CN
Y
2
2025-10-21
Fixed
0.55000000
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/RUB SETTLE 2021-06-16
N/A
1.00000000
NC
USD
13511.75000000
0.000907905432
N/A
DFE
US
N
2
JP MORGAN
N/A
44250156.00000000
RUB
593882.11000000
USD
2021-06-16
13511.75000000
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY 5.750000% 11/22/2023
445545AJ5
66000.00000000
PA
USD
74593.46000000
0.005012215855
Long
DBT
NUSS
HU
N
2
2023-11-22
Fixed
5.75000000
N
N
N
N
N
N
THE DEMOCRATIC SOCIALIST REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
SRI LANKA GOVERNMENT INTERNATIONAL BOND 144A 6.350000% 06/28/2024
85227SBA3
1294000.00000000
PA
USD
823152.22000000
0.055310701611
Long
DBT
NUSS
LK
Y
2
2024-06-28
Fixed
6.35000000
N
N
N
N
N
N
Avenir II B.V.
724500CRIYMKEWLTHZ15
REPUBLIC OF ANGOLA VIA AVENIR II BV MTN VARIABLE RATE 12/07/2023
N/A
0.01000000
PA
USD
0.01000000
0.000000000671
Long
DBT
NUSS
AO
N
2
2023-12-07
Floating
4.75737840
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
UNITED MEXICAN STATES 2.659000% 05/24/2031
91087BAM2
3947000.00000000
PA
USD
3719415.98000000
0.249921584901
Long
DBT
NUSS
MX
N
2
2031-05-24
Fixed
2.65900000
N
N
N
N
N
N
Sultanate of Oman
549300SZ20F0QTKNQC75
OMAN GOVERNMENT INTERNATIONAL BOND 144A 7.375000% 10/28/2032
68205LAE3
1682000.00000000
PA
USD
1864917.50000000
0.125310839071
Long
DBT
NUSS
OM
Y
2
2032-10-28
Fixed
7.37500000
N
N
N
N
N
N
ORYX FUNDING LIMITED
549300S728CF0BBRC295
ORYX FUNDING LTD 144A 5.800000% 02/03/2031
67114NAA9
204000.00000000
PA
USD
210885.00000000
0.014170158356
Long
DBT
NUSS
OM
Y
2
2031-02-03
Fixed
5.80000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CLP SETTLE 2021-04-21
N/A
1.00000000
NC
USD
9748.02000000
0.000655006221
N/A
DFE
US
N
2
JP MORGAN
N/A
1915492400.00000000
CLP
2677138.23000000
USD
2021-04-21
9748.02000000
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 144A 5.950000% 01/28/2031
71654QCZ3
979000.00000000
PA
USD
939840.00000000
0.063151393556
Long
DBT
NUSS
MX
Y
2
2031-01-28
Fixed
5.95000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/MYR SETTLE 2021-05-04
N/A
1.00000000
NC
USD
2970.76000000
0.000199616566
N/A
DFE
US
N
2
JP MORGAN
N/A
2039000.00000000
MYR
495576.51000000
USD
2021-05-04
2970.76000000
N
N
N
TURKIYE SISE VE CAM FABRIKALARI ANONIM SIRKETI
789000KWOK751Q6R8875
TURKIYE SISE VE CAM FABRIKALARI AS 144A 6.950000% 03/14/2026
90016AAB6
500000.00000000
PA
USD
533933.00000000
0.035876971629
Long
DBT
NUSS
TR
Y
2
2026-03-14
Fixed
6.95000000
N
N
N
N
N
N
Republic of Armenia
5299000H77JSW90G7935
REPUBLIC OF ARMENIA INTERNATIONAL BOND 144A 3.600000% 02/02/2031
042207AD2
1019000.00000000
PA
USD
931651.32000000
0.062601165269
Long
DBT
NUSS
AM
Y
2
2031-02-02
Fixed
3.60000000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 1.960%
N/A
2569904926.00000000
NC
-36397.34000000
-0.00244567452
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2021-12-12
0.00000000
CLP
0.00000000
CLP
-2569904926.00000000
CLP
-36397.34000000
N
N
N
TULLOW OIL PLC
2138003EYHWO75RKS857
TULLOW OIL PLC 144A 7.000000% 03/01/2025
899415AE3
783000.00000000
PA
USD
661635.00000000
0.044457750548
Long
DBT
NUSS
GH
Y
2
2025-03-01
Fixed
7.00000000
N
N
N
N
N
N
GOBIERNO DE LA REPUBLICA DE PANAMA
549300SHS4T08CL0LP14
REPUBLIC OF PANAMA 2.252000% 09/29/2032
698299BN3
912000.00000000
PA
USD
866865.12000000
0.058247936195
Long
DBT
NUSS
PA
N
2
2032-09-29
Fixed
2.25200000
N
N
N
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
REPUBLIC OF POLAND 5.000000% 03/23/2022
857524AB8
2281000.00000000
PA
USD
2380793.75000000
0.159974509579
Long
DBT
NUSS
PL
N
2
2022-03-23
Fixed
5.00000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/COP SETTLE 2021-06-16
N/A
1.00000000
NC
USD
282065.57000000
0.018953049263
N/A
DFE
US
N
2
JP MORGAN
N/A
41457060367.00000000
COP
11554364.65000000
USD
2021-06-16
282065.57000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZAR SETTLE 2021-05-05
N/A
1.00000000
NC
USD
-21908.10000000
-0.00147208785
N/A
DFE
US
N
2
JP MORGAN
N/A
13093526.00000000
ZAR
861111.40000000
USD
2021-05-05
-21908.10000000
N
N
N
NEW RUSSIAN ROUBLE
N/A
FX Forward Contract: RUB/USD SETTLE 2021-04-16
N/A
1.00000000
NC
-3352.33000000
-0.00022525569
N/A
DFE
RU
N
2
J P MORGAN CHASE BANK
N/A
672367.28000000
USD
50617026.00000000
RUB
2021-04-16
-3352.33000000
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 9.000000% 01/31/2040
N/A
79651357.00000000
PA
4404145.75000000
0.295931160132
Long
DBT
NUSS
ZA
N
2
2040-01-31
Fixed
9.00000000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
UNITED MEXICAN STATES 5.000000% 04/27/2051
91087BAL4
1632000.00000000
PA
USD
1761221.76000000
0.118343131284
Long
DBT
NUSS
MX
N
2
2051-04-27
Fixed
5.00000000
N
N
N
N
N
N
Republica de Angola
549300QHR2R3J8JSGK83
ANGOLAN GOVERNMENT INTERNATIONAL BOND MTN 8.000000% 11/26/2029
N/A
2005000.00000000
PA
USD
1878552.67000000
0.126227037559
Long
DBT
NUSS
AO
N
2
2029-11-26
Fixed
8.00000000
N
N
N
N
N
N
The Hashemite Kingdom of Jordan
5493000JZ4MYPVMBVN50
JORDAN GOVERNMENT INTERNATIONAL BOND 144A 7.375000% 10/10/2047
418097AJ0
228000.00000000
PA
USD
232660.32000000
0.015633324218
Long
DBT
NUSS
JO
Y
2
2047-10-10
Fixed
7.37500000
N
N
N
N
N
N
N/A
N/A
SEI LIQUIDITY FUND
N/A
31531139.51700000
NS
USD
31538389.35000000
2.119183305651
Long
EC
US
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZAR SETTLE 2021-05-05
N/A
1.00000000
NC
USD
-71231.11000000
-0.00478628687
N/A
DFE
US
N
2
JP MORGAN
N/A
20100894.00000000
ZAR
1284361.06000000
USD
2021-05-05
-71231.11000000
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT INTERNATIONAL BOND MTN 3.750000% 06/14/2028
N/A
307000.00000000
PA
428165.51000000
0.028770055147
Long
DBT
NUSS
ID
N
2
2028-06-14
Fixed
3.75000000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS REC:1.28%
N/A
2000000000.00000000
NC
-14793.06000000
-0.00099400148
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2023-02-18
0.00000000
HUF
0.00000000
HUF
-2000000000.00000000
HUF
-14793.06000000
N
N
N
Romania
315700IASY927EDWBK92
ROMANIA GOVERNMENT BOND 4.000000% 10/25/2023
N/A
3430000.00000000
PA
852471.48000000
0.057280773247
Long
DBT
NUSS
RO
N
2
2023-10-25
Fixed
4.00000000
N
N
N
N
N
N
Gobierno de la Republica Dominicana
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC 6.850000% 01/27/2045
P3579EBE6
2091000.00000000
PA
USD
2310555.00000000
0.155254903110
Long
DBT
NUSS
DO
N
2
2045-01-27
Fixed
6.85000000
N
N
N
N
N
N
State of Qatar
52990074F6OJOAXK4P65
QATAR GOVERNMENT INTERNATIONAL BOND 144A 4.400000% 04/16/2050
74727PBE0
662000.00000000
PA
USD
767920.00000000
0.051599440479
Long
DBT
NUSS
QA
Y
2
2050-04-16
Fixed
4.40000000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND 144A 4.000000% 02/14/2051
77586RAJ9
508000.00000000
PA
USD
490677.20000000
0.032970451317
Long
DBT
NUSS
RO
Y
2
2051-02-14
Fixed
4.00000000
N
N
N
N
N
N
State of Qatar
52990074F6OJOAXK4P65
STATE OF QATAR 4.000000% 03/14/2029
N/A
848000.00000000
PA
USD
962480.00000000
0.064672660527
Long
DBT
NUSS
QA
N
2
2029-03-14
Fixed
4.00000000
N
N
N
N
N
N
Blossom Joy Limited
300300LGCJ91O86HIU38
BLOSSOM JOY LTD 3.100000% MATURITY: PERPETUAL
N/A
202000.00000000
PA
USD
204220.68000000
0.013722357566
Long
DBT
NUSS
CN
N
2
2169-04-21
Fixed
3.10000000
N
N
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
REPUBLIC OF PERU 6.350000% 08/12/2028
P78024AC3
5940000.00000000
PA
1842609.43000000
0.123811875728
Long
DBT
NUSS
PE
N
2
2028-08-12
Fixed
6.35000000
N
N
N
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2021-05-05
N/A
1.00000000
NC
2116.51000000
0.000142216287
N/A
DFE
ZA
N
2
CITIGROUP GLOBAL MARKETS
N/A
89329.63000000
USD
1355975.00000000
ZAR
2021-05-05
2116.51000000
N
N
N
Kingdom of Saudi Arabia
635400FMICXSM3SI3H65
SAUDI GOVERNMENT INTERNATIONAL BOND MTN 3.250000% 10/22/2030
N/A
1834000.00000000
PA
USD
1930174.96000000
0.129695733882
Long
DBT
NUSS
SA
N
2
2030-10-22
Fixed
3.25000000
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/COP SETTLE 2021-06-16
N/A
1.00000000
NC
USD
6353.53000000
0.000426917638
N/A
DFE
US
N
2
JP MORGAN
N/A
6845025611.00000000
COP
1867536.53000000
USD
2021-06-16
6353.53000000
N
N
N
European Bank for Reconstruction and Development
549300HTGDOVDU6OGK19
EUROPEAN BANK FOR RECONSTRUCTION & DEVELOPMENT MTN 6.450000% 12/13/2022
N/A
9486000000.00000000
PA
667122.13000000
0.044826451504
Long
DBT
NUSS
XX
N
2
2022-12-13
Fixed
6.45000000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 6-MONTH HUF - BUBOR
N/A
1537321547.00000000
NC
-10642.83000000
-0.00071513187
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2022-01-10
0.00000000
HUF
0.00000000
HUF
-1537321547.00000000
HUF
-10642.83000000
N
N
N
AZARBAYJAN RESPUBLIKASI DOVLAT NEFT SHIRKATI
2549002HARR1VE257O76
STATE OIL CO OF THE AZER 6.95% 03/18/2030
N/A
2380000.00000000
PA
USD
2934778.00000000
0.197198800305
Long
DBT
NUSS
AZ
N
2
2030-03-18
Fixed
6.95000000
N
N
N
N
N
N
NEW RUSSIAN ROUBLE
N/A
FX Forward Contract: RUB/USD SETTLE 2021-04-16
N/A
1.00000000
NC
-20077.99000000
-0.00134911585
N/A
DFE
RU
N
2
J P MORGAN CHASE BANK
N/A
1091972.53000000
USD
81098507.00000000
RUB
2021-04-16
-20077.99000000
N
N
N
CHINESE YUAN RENMINBI
N/A
FX Forward Contract: CNY/USD SETTLE 2021-04-19
N/A
1.00000000
NC
-4961.04000000
-0.00033335098
N/A
DFE
CN
N
2
J P MORGAN CHASE BANK
N/A
411246.30000000
USD
2666535.00000000
CNY
2021-04-19
-4961.04000000
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT INTERNATIONAL BOND MTN 5.625000% 04/16/2030
N/A
1205000.00000000
PA
1406742.08000000
0.094524304910
Long
DBT
NUSS
EG
N
2
2030-04-16
Fixed
5.62500000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT BOND 14.382000% 01/12/2031
BN4651095
9502000.00000000
PA
591558.16000000
0.039749023422
Long
DBT
NUSS
EG
N
2
2031-01-12
Fixed
14.38200000
N
N
N
N
N
N
AZARBAYJAN RESPUBLIKASI DOVLAT NEFT SHIRKATI
2549002HARR1VE257O76
STATE OIL CO OF THE AZERBAIJAN REPUBLIC 6.950000% 03/18/2030
N/A
697000.00000000
PA
USD
859470.70000000
0.057751077232
Long
DBT
NUSS
AZ
N
2
2030-03-18
Fixed
6.95000000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 2.124000% 07/16/2031
N/A
158000.00000000
PA
189567.32000000
0.012737743052
Long
DBT
NUSS
RO
N
2
2031-07-16
Fixed
2.12400000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 1.1%
N/A
95000000.00000000
NC
34537.93000000
0.002320733752
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2026-03-10
0.00000000
THB
0.00000000
THB
-95000000.00000000
THB
34537.93000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 4.232000% 06/30/2031
N/A
1200000.00000000
PA
303480.34000000
0.020391988410
Long
DBT
NUSS
MY
N
2
2031-06-30
Fixed
4.23200000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/RUB SETTLE 2021-04-22
N/A
1.00000000
NC
USD
69004.57000000
0.004636677261
N/A
DFE
US
N
2
JP MORGAN
N/A
173203383.31000000
RUB
2356444.50000000
USD
2021-04-22
69004.57000000
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
GHANA GOVERNMENT INTERNATIONAL BOND 144A 8.625000% 04/07/2034
37443GAM3
1175000.00000000
PA
USD
1148562.50000000
0.077176245384
Long
DBT
NUSS
GH
Y
2
2034-04-07
Fixed
8.62500000
N
N
N
N
N
N
MEITUAN
21380033K525E5JLIA77
MEITUAN 3.050000% 10/28/2030
G59669AC8
204000.00000000
PA
USD
198376.43000000
0.013329660371
Long
DBT
NUSS
CN
N
2
2030-10-28
Fixed
3.05000000
N
N
N
N
N
N
State of Qatar
52990074F6OJOAXK4P65
QATAR GOVERNMENT INTERNATIONAL BOND 144A 4.817000% 03/14/2049
74727PBB6
1036000.00000000
PA
USD
1267898.24000000
0.085194863746
Long
DBT
NUSS
QA
Y
2
2049-03-14
Fixed
4.81700000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/TRY SETTLE 2021-04-07
N/A
1.00000000
NC
USD
158627.04000000
0.010658748969
N/A
DFE
US
N
2
JP MORGAN
N/A
8240468.00000000
TRY
1151466.22000000
USD
2021-04-07
158627.04000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2021-06-16
N/A
1.00000000
NC
USD
15831.71000000
0.001063792293
N/A
DFE
US
N
2
JP MORGAN
N/A
15816500.00000000
SGD
11786162.73000000
USD
2021-06-16
15831.71000000
N
N
N
CHINESE YUAN RENMINBI
N/A
FX Forward Contract: CNY/USD SETTLE 2021-06-16
N/A
1.00000000
NC
-22117.70000000
-0.00148617166
N/A
DFE
CN
N
2
J P MORGAN CHASE BANK
N/A
2765248.74000000
USD
18087492.00000000
CNY
2021-06-16
-22117.70000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/TRY SETTLE 2021-04-07
N/A
1.00000000
NC
USD
82713.35000000
0.005557821882
N/A
DFE
US
N
2
JP MORGAN
N/A
9656502.00000000
TRY
1246161.05000000
USD
2021-04-07
82713.35000000
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVERNMENT BOND 3.130000% 11/21/2029
N/A
6500000.00000000
PA
982784.13000000
0.066036971585
Long
DBT
NUSS
CN
N
2
2029-11-21
Fixed
3.13000000
N
N
N
N
N
N
POWERTEK INVESTMENT HOLDINGS SDN. BHD.
N/A
1MDB ENERGY LTD 5.990000% 05/11/2022
N/A
2000000.00000000
PA
USD
2081452.20000000
0.139860622075
Long
DBT
NUSS
MY
N
2
2022-05-11
Fixed
5.99000000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIA GOVERNMENT BOND 4.150000% 01/26/2028
N/A
9880000.00000000
PA
2542948.88000000
0.170870324220
Long
DBT
NUSS
RO
N
2
2028-01-26
Fixed
4.15000000
N
N
N
N
N
N
Republika Srbija
254900W94OCY91V32O78
SERBIA TREASURY BONDS 5.875000% 02/08/2028
N/A
155320000.00000000
PA
1883147.88000000
0.126535807047
Long
DBT
NUSS
RS
N
2
2028-02-08
Fixed
5.87500000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIA GOVERNMENT BOND 3.650000% 07/28/2025
N/A
17295000.00000000
PA
4311418.81000000
0.289700487378
Long
DBT
NUSS
RO
N
2
2025-07-28
Fixed
3.65000000
N
N
N
N
N
N
Republic of Lebanon
529900QPC4K9S1KHL354
LEBANESE REPUBLIC 6.1% 10/04/2022
N/A
569000.00000000
PA
USD
65150.50000000
0.004377707765
Long
DBT
NUSS
LB
N
2
2022-10-04
Fixed
6.10000000
Y
N
N
N
N
N
ANGLOGOLD ASHANTI HOLDINGS PLC
213800745ZIXC4L6A131
ANGLOGOLD ASHANTI HOLDINGS PLC 3.750000% 10/01/2030
03512TAE1
229000.00000000
PA
USD
231368.37000000
0.015546513226
Long
DBT
NUSS
IM
N
2
2030-10-01
Fixed
3.75000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZAR SETTLE 2021-05-05
N/A
1.00000000
NC
USD
-15776.40000000
-0.00106007580
N/A
DFE
US
N
2
JP MORGAN
N/A
18554739.00000000
ZAR
1235544.01000000
USD
2021-05-05
-15776.40000000
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEX BONOS DESARR FIX RT 6.500000% 06/09/2022
EJ0234298
8698000.00000000
PA
433503.51000000
0.029128735495
Long
DBT
NUSS
MX
N
2
2022-06-09
Fixed
6.50000000
N
N
N
N
N
N
BRK: J.P. MORGAN CHASE
N/A
BRK: J.P. MORGAN CHASE PAY: 28-DAY MXN - TIIE
N/A
95833127.00000000
NC
-43473.89000000
-0.00292117460
N/A
DIR
XX
N
2
BRK: J.P. MORGAN CHASE
N/A
Y
2024-06-19
0.00000000
MXN
0.00000000
MXN
-95833127.00000000
MXN
-43473.89000000
N
N
N
Ukraine
6354001WLTJXOMEXPY07
GOVERNMENT OF UKRAINE 16.000000% 08/11/2021
N/A
148624000.00000000
PA
5449896.12000000
0.366199070817
Long
DBT
NUSS
UA
N
2
2021-08-11
Fixed
16.00000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 6.840000% 01/23/2030
P78625DX8
2693000.00000000
PA
USD
2733125.70000000
0.183649021876
Long
DBT
NUSS
MX
N
2
2030-01-23
Fixed
6.84000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/IDR SETTLE 2021-04-28
N/A
1.00000000
NC
USD
153.84000000
0.000010337089
N/A
DFE
US
N
2
JP MORGAN
N/A
517962350.00000000
IDR
35677.25000000
USD
2021-04-28
153.84000000
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP
N/A
4693020.00000000
NC
2962.95000000
0.000199091783
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2023-01-02
0.00000000
BRL
0.00000000
BRL
-4693020.00000000
BRL
2962.95000000
N
N
N
Emirate of Dubai
N/A
EMIRATE OF DUBAI GOVERNMENT INTERNATIONAL BONDS MT 5.250000% 01/30/2043
N/A
490000.00000000
PA
USD
528724.70000000
0.035527006312
Long
DBT
NUSS
AE
N
2
2043-01-30
Fixed
5.25000000
N
N
N
N
N
N
AEROPUERTO INTERNACIONAL DE TOCUMEN, S.A.
254900FO1PHX49ZIGB14
AEROPUERTO INTERNACIONAL DE TOCUMEN SA 5.625000% 05/18/2036
P0092AAC3
555000.00000000
PA
USD
586912.50000000
0.039436864009
Long
DBT
NUSS
PA
N
2
2036-05-18
Fixed
5.62500000
N
N
N
N
N
N
Republika Srbija
254900W94OCY91V32O78
REPUBLIC OF SERBIA 3.125000% 05/15/2027
N/A
320000.00000000
PA
416232.80000000
0.027968251366
Long
DBT
NUSS
RS
N
2
2027-05-15
Fixed
3.12500000
N
N
N
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
FED REPUBLIC OF BRAZIL 5.625000% 02/21/2047
105756BY5
709000.00000000
PA
USD
719464.84000000
0.048343555563
Long
DBT
NUSS
BR
N
2
2047-02-21
Fixed
5.62500000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 4.642000% 11/07/2033
N/A
500000.00000000
PA
127655.74000000
0.008577670535
Long
DBT
NUSS
MY
N
2
2033-11-07
Fixed
4.64200000
N
N
N
N
N
N
Instituto Costarricense de Electricidad
5493009VA6AFUB2Q0289
INSTITUTO COSTARRICENSE DE ELECTRICIDAD 6.375000% 05/15/2043
P56226AQ9
250000.00000000
PA
USD
210625.00000000
0.014152687976
Long
DBT
NUSS
CR
N
2
2043-05-15
Fixed
6.37500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/RUB SETTLE 2021-04-16
N/A
1.00000000
NC
USD
-9340.67000000
-0.00062763483
N/A
DFE
US
N
2
JP MORGAN
N/A
53929844.00000000
RUB
703460.43000000
USD
2021-04-16
-9340.67000000
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP
N/A
3000000.00000000
NC
93633.17000000
0.006291565765
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2023-01-02
0.00000000
BRL
0.00000000
BRL
-3000000.00000000
BRL
93633.17000000
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 6.500000% 02/28/2041
N/A
16423000.00000000
PA
691898.64000000
0.046491278638
Long
DBT
NUSS
ZA
N
2
2041-02-28
Fixed
6.50000000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
REPUBLIC OF GHANA 7.875000% 02/11/2035
N/A
1114000.00000000
PA
USD
1034660.92000000
0.069522768722
Long
DBT
NUSS
GH
N
2
2035-02-11
Fixed
7.87500000
N
N
N
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2021-06-16
N/A
1.00000000
NC
19413.74000000
0.001304482396
N/A
DFE
KR
N
2
CITIGROUP GLOBAL MARKETS
N/A
3854450.50000000
USD
4364779744.00000000
KRW
2021-06-16
19413.74000000
N
N
N
POWER FINANCE CORPORATION LIMITED
3358003Q6D9LIJJZ1614
POWER FINANCE CORP LTD MTN 3.950000% 04/23/2030
73928QAB4
569000.00000000
PA
USD
581791.12000000
0.039092739175
Long
DBT
NUSS
IN
Y
2
2030-04-23
Fixed
3.95000000
N
N
N
N
N
N
Gobierno de la Republica Dominicana
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC INTERNATIONAL BOND 144A 5.875000% 04/18/2024
25714PBY3
71000.00000000
PA
USD
76303.70000000
0.005127133329
Long
DBT
NUSS
DO
Y
2
2024-04-18
Fixed
5.87500000
N
N
N
N
N
N
THE DEMOCRATIC SOCIALIST REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
REPUBLIC OF SRI LANKA 6.200000% 05/11/2027
Y8137FAH1
1186000.00000000
PA
USD
720068.04000000
0.048384086846
Long
DBT
NUSS
LK
N
2
2027-05-11
Fixed
6.20000000
N
N
N
N
N
N
Republic of Uzbekistan
213800L6VDKUM3TCM927
REPUBLIC OF UZBEKISTAN BOND MTN 3.700000% 11/25/2030
N/A
232000.00000000
PA
USD
225198.69000000
0.015131949162
Long
DBT
NUSS
UZ
N
2
2030-11-25
Fixed
3.70000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/TRY SETTLE 2021-04-07
N/A
1.00000000
NC
USD
31041.87000000
0.002085820298
N/A
DFE
US
N
2
JP MORGAN
N/A
15594028.79000000
TRY
1909862.68000000
USD
2021-04-07
31041.87000000
N
N
N
N/A
N/A
R2040 BOND FUTURE MAY21 FINANCIAL COMMODITY FUTURE.
N/A
229.00000000
NC
1300204.97000000
0.087365674758
N/A
DIR
ZA
N
1
BARCLAYS CAPITAL (DMA)
N/A
Long
South African Govt. Bond Futures
Johannesburg Stock Exchange R2040 Bond Future May 2021
2021-05-09
1321437.63000000
ZAR
-21232.66000000
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEX BONOS DESARR FIX RT 7.500000% 06/03/2027
N/A
111231000.00000000
PA
5789959.40000000
0.389049204913
Long
DBT
NUSS
MX
N
2
2027-06-03
Floating
7.49999880
N
N
N
N
N
N
UKRANIAN HRYVNIA
N/A
FX Forward Contract: UAH/USD SETTLE 2021-07-22
N/A
1.00000000
NC
234689.77000000
0.015769690616
N/A
DFE
UA
N
2
GOLDMAN, SACHS & CO.
N/A
634211.52000000
USD
18601424.00000000
UAH
2021-07-22
234689.77000000
N
N
N
TAIWAN DOLLAR
N/A
FX Forward Contract: TWD/USD SETTLE 2021-05-10
N/A
1.00000000
NC
-89111.61000000
-0.00598774509
N/A
DFE
TW
N
2
CITIGROUP GLOBAL MARKETS
N/A
2743467.50000000
USD
75249747.00000000
TWD
2021-05-10
-89111.61000000
N
N
N
ROYAUME DU MAROC
529900F3MBW9XY5K1X07
MOROCCO GOVERNMENT INTERNATIONAL BOND 144A 2.375000% 12/15/2027
617726AK0
745000.00000000
PA
USD
720847.10000000
0.048436434825
Long
DBT
NUSS
MA
Y
2
2027-12-15
Fixed
2.37500000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT INTERNATIONAL BOND MTN 4.750000% 04/11/2025
N/A
457000.00000000
PA
556541.52000000
0.037396123340
Long
DBT
NUSS
EG
N
2
2025-04-11
Fixed
4.75000000
N
N
N
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2021-05-05
N/A
1.00000000
NC
-11906.19000000
-0.00080002180
N/A
DFE
ZA
N
2
CITIGROUP GLOBAL MARKETS
N/A
1285500.62000000
USD
18885021.00000000
ZAR
2021-05-05
-11906.19000000
N
N
N
Republic of Lebanon
529900QPC4K9S1KHL354
LEBANON GOVERNMENT INTERNATIONAL BOND MTN 6.850000% 05/25/2029
N/A
387000.00000000
PA
USD
44658.25000000
0.003000756215
Long
DBT
NUSS
LB
N
2
2029-05-25
Fixed
6.85000000
Y
N
N
N
N
N
BELARUS, REPUBLIC OF (GOVERNMENT)
635400CVCOWYLHF4ZB08
REPUBLIC OF BELARUS 5.875000% 02/24/2026
N/A
1432000.00000000
PA
USD
1370744.77000000
0.092105509912
Long
DBT
NUSS
BY
N
2
2026-02-24
Fixed
5.87500000
N
N
N
N
N
N
Sultanate of Oman
549300SZ20F0QTKNQC75
OMAN GOV INTERNTL BOND 6.250000% 01/25/2031
N/A
242000.00000000
PA
USD
252890.00000000
0.016992632699
Long
DBT
NUSS
OM
N
2
2031-01-25
Fixed
6.25000000
N
N
N
N
N
N
Republique Gabonaise
N/A
REPUBLIC OF GABON 6.375000% 12/12/2024
N/A
1615303.00000000
PA
USD
1672646.26000000
0.112391409438
Long
DBT
NUSS
GA
N
2
2024-12-12
Fixed
6.37500000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 4.625000% 04/03/2049
N/A
350000.00000000
PA
506735.91000000
0.034049496596
Long
DBT
NUSS
RO
Y
2
2049-04-03
Fixed
4.62500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2021-04-06
N/A
1.00000000
NC
USD
7072.73000000
0.000475243398
N/A
DFE
US
N
2
JP MORGAN
N/A
265836.00000000
EUR
319530.57000000
USD
2021-04-06
7072.73000000
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 3-MONTH MOSCOW PRIME OFFERED RATE - RUB
N/A
1020769995.00000000
NC
63055.00000000
0.004236903218
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2021-06-10
0.00000000
RUB
0.00000000
RUB
-1020769995.00000000
RUB
63055.00000000
N
N
N
Republique de Cote d'Ivoire
254900ICW11T82O6H590
IVORY COAST GOVERNMENT INTERNATIONAL BOND 144A 4.875000% 01/30/2032
BM7280605
1500000.00000000
PA
1717388.49000000
0.115397808586
Long
DBT
NUSS
CI
Y
2
2032-01-30
Fixed
4.87500000
N
N
N
N
N
N
MINMETALS BOUNTEOUS FINANCE (BVI) LIMITED
3003005FATJ63Y0MR949
MINMETALS BOUNTEOUS FINANCE BVI LTD 3.375000% MATURITY: PERPETUAL
N/A
805000.00000000
PA
USD
824159.00000000
0.055378350955
Long
DBT
NUSS
CN
N
2
2169-09-03
Fixed
3.37500000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEX BONOS DESARR FIX RT 10.000000% 12/05/2024
N/A
275126700.00000000
PA
15362210.03000000
1.032244819866
Long
DBT
NUSS
MX
N
2
2024-12-05
Floating
10.00000080
N
N
N
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2021-06-04
N/A
1.00000000
NC
-150896.96000000
-0.01013933574
N/A
DFE
MX
N
2
JP MORGAN
N/A
9612639.06000000
USD
194930055.00000000
MXN
2021-06-04
-150896.96000000
N
N
N
Republic of North Macedonia
529900FA29F5OY2J7P74
NORTH MACEDONIA 1.625000% 03/10/2028
N/A
296000.00000000
PA
339225.01000000
0.022793807574
Long
DBT
NUSS
MK
N
2
2028-03-10
Fixed
1.62500000
N
N
N
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/USD SETTLE 2021-05-19
N/A
1.00000000
NC
608.17000000
0.000040865235
N/A
DFE
PA
N
2
CITIGROUP GLOBAL MARKETS
N/A
90413.86000000
USD
359000.00000000
PLN
2021-05-19
608.17000000
N
N
N
Gobierno de la Republica Dominicana
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC INTERNATIONAL BOND 144A 5.875000% 01/30/2060
25714PEE4
1065000.00000000
PA
USD
1018672.50000000
0.068448446493
Long
DBT
NUSS
DO
Y
2
2060-01-30
Fixed
5.87500000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEX BONOS DESARR FIX RT 7.750000% 11/23/2034
N/A
40670000.00000000
PA
2088311.72000000
0.140321539090
Long
DBT
NUSS
MX
N
2
2034-11-23
Fixed
7.75000000
N
N
N
N
N
N
TAIWAN DOLLAR
N/A
FX Forward Contract: TWD/USD SETTLE 2021-04-15
N/A
1.00000000
NC
-31059.66000000
-0.00208701567
N/A
DFE
TW
N
2
CITIGROUP GLOBAL MARKETS
N/A
2499209.21000000
USD
70255270.00000000
TWD
2021-04-15
-31059.66000000
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY 1.750000% 06/05/2035
N/A
265000.00000000
PA
332288.23000000
0.022327699168
Long
DBT
NUSS
HU
N
2
2035-06-05
Fixed
1.75000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/TRY SETTLE 2021-06-22
N/A
1.00000000
NC
USD
23777.98000000
0.001597732138
N/A
DFE
US
N
2
JP MORGAN
N/A
7281121.00000000
TRY
859636.48000000
USD
2021-06-22
23777.98000000
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2021-04-06
N/A
1.00000000
NC
-2068.05000000
-0.00013896007
N/A
DFE
XX
N
2
CITIGROUP GLOBAL MARKETS
N/A
312564.19000000
USD
264167.00000000
EUR
2021-04-06
-2068.05000000
N
N
N
PT Indonesia Asahan Aluminium (Persero)
2549008P48EB9SN2OI80
INDONESIA ASAHAN ALUMINIUM PERSERO PT 144A 5.710000% 11/15/2023
74445PAB8
618000.00000000
PA
USD
680621.94000000
0.045733554643
Long
DBT
NUSS
ID
Y
2
2023-11-15
Fixed
5.71000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/RUB SETTLE 2021-06-16
N/A
1.00000000
NC
USD
-7868.48000000
-0.00052871284
N/A
DFE
US
N
2
JP MORGAN
N/A
62806704.75000000
RUB
815883.41000000
USD
2021-06-16
-7868.48000000
N
N
N
MV24 CAPITAL B.V
N/A
MV24 CAPITAL BV 144A 6.748000% 06/01/2034
55388RAA4
658638.71000000
PA
USD
683581.36000000
0.045932409232
Long
DBT
NUSS
BR
Y
2
2034-06-01
Fixed
6.74800000
N
N
N
N
N
N
SASOL FINANCING USA LLC
549300XRB1PFMESFEL85
SASOL FINANCING USA LLC 4.375000% 09/18/2026
80386WAC9
351000.00000000
PA
USD
358072.65000000
0.024060251576
Long
DBT
CORP
ZA
N
2
2026-09-18
Fixed
4.37500000
N
N
N
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2021-06-04
N/A
1.00000000
NC
7898.10000000
0.000530703121
N/A
DFE
MX
N
2
JP MORGAN
N/A
932374.74000000
USD
19371426.00000000
MXN
2021-06-04
7898.10000000
N
N
N
Kingdom of Saudi Arabia
635400FMICXSM3SI3H65
SAUDI GOVERNMENT INTERNATIONAL BOND 144A 4.375000% 04/16/2029
80413TAK5
639000.00000000
PA
USD
728460.00000000
0.048947974283
Long
DBT
NUSS
SA
Y
2
2029-04-16
Fixed
4.37500000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEX BONOS DESARR FIX RT 5.750000% 03/05/2026
N/A
87650000.00000000
PA
4247494.03000000
0.285405140362
Long
DBT
NUSS
MX
N
2
2026-03-05
Fixed
5.75000000
N
N
N
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie B 6.000000% 08/15/2050
N/A
1670000.00000000
PA
1286100.83000000
0.086417964407
Long
DBT
NUSS
BR
N
2
2050-08-15
Fixed
6.00000000
N
N
N
N
N
N
MALAYSIAN RINGGIT
N/A
FX Forward Contract: MYR/USD SETTLE 2021-06-16
N/A
1.00000000
NC
-15740.16000000
-0.00105764070
N/A
DFE
MY
N
2
STANDARD BANK
N/A
3183820.16000000
USD
13136442.00000000
MYR
2021-06-16
-15740.16000000
N
N
N
Republica de Costa Rica
549300DYYS8QPMR8OP36
COSTA RICA GOVERNMENT 7.158000% 03/12/2045
P3699PGJ0
3473000.00000000
PA
USD
3367108.23000000
0.226248698693
Long
DBT
NUSS
CR
N
2
2045-03-12
Fixed
7.15800000
N
N
N
N
N
N
Turkiye Cumhuriyeti
5493000PCHOG3B6S3Q85
REPUBLIC OF TURKEY 5.875000% 06/26/2031
900123DC1
1552000.00000000
PA
USD
1400648.96000000
0.094114885201
Long
DBT
NUSS
TR
N
2
2031-06-26
Fixed
5.87500000
N
N
N
N
N
N
TURKISH LIRA
N/A
FX Forward Contract: TRY/USD SETTLE 2021-04-19
N/A
1.00000000
NC
-65792.37000000
-0.00442083743
N/A
DFE
TR
N
2
GOLDMAN, SACHS & CO.
N/A
726897.17000000
USD
5525000.00000000
TRY
2021-04-19
-65792.37000000
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND 144A 3.000000% 02/14/2031
77586RAH3
1224000.00000000
PA
USD
1222719.70000000
0.082159147284
Long
DBT
NUSS
RO
Y
2
2031-02-14
Fixed
3.00000000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 1.64
N/A
14000000.00000000
NC
-5800.97000000
-0.00038978904
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2024-06-21
0.00000000
CZK
0.00000000
CZK
-14000000.00000000
CZK
-5800.97000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2021-04-08
N/A
1.00000000
NC
USD
14645.26000000
0.000984070243
N/A
DFE
US
N
2
JP MORGAN
N/A
16570690.00000000
CNY
2541475.94000000
USD
2021-04-08
14645.26000000
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2021-05-05
N/A
1.00000000
NC
32531.77000000
0.002185932297
N/A
DFE
ZA
N
2
CITIGROUP GLOBAL MARKETS
N/A
1283652.19000000
USD
19516543.96000000
ZAR
2021-05-05
32531.77000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EGP SETTLE 2021-05-20
N/A
1.00000000
NC
USD
-73761.01000000
-0.00495628040
N/A
DFE
US
N
2
JP MORGAN
N/A
49131368.20000000
EGP
3019288.26000000
USD
2021-05-20
-73761.01000000
N
N
N
GALAXY PIPELINE ASSETS BIDCO LIMITED
549300L82YB0C6JQIC26
GALAXY PIPELINE ASSETS BIDCO LTD 144A 2.625000% 03/31/2036
36321PAB6
1630000.00000000
PA
USD
1558605.87000000
0.104728605609
Long
DBT
NUSS
AE
Y
2
2036-03-31
Fixed
2.62500000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
ARAB REPUBLIC OF EGYPT 7.903000% 02/21/2048
N/A
400000.00000000
PA
USD
376072.80000000
0.025269749530
Long
DBT
NUSS
EG
N
2
2048-02-21
Fixed
7.90300000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ILS SETTLE 2021-05-10
N/A
1.00000000
NC
USD
53650.94000000
0.003605008966
N/A
DFE
US
N
2
JP MORGAN
N/A
17187187.75000000
ILS
5212438.52000000
USD
2021-05-10
53650.94000000
N
N
N
Ceska republika
3157007EFDLQABN47912
CZECH REPUBLIC 2.000000% 10/13/2033
N/A
8000000.00000000
PA
355289.18000000
0.023873219731
Long
DBT
NUSS
CZ
N
2
2033-10-13
Fixed
2.00000000
N
N
N
N
N
N
Ukraine
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT INTERNATIONAL BOND 144A 7.750000% 09/01/2026
903724AT9
169000.00000000
PA
USD
183211.55000000
0.012310674900
Long
DBT
NUSS
UA
Y
2
2026-09-01
Fixed
7.75000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/RUB SETTLE 2021-04-16
N/A
1.00000000
NC
USD
15675.80000000
0.001053316112
N/A
DFE
US
N
2
JP MORGAN
N/A
60739876.00000000
RUB
818486.40000000
USD
2021-04-16
15675.80000000
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 5.625000% 05/15/2023
N/A
1885000000.00000000
PA
131443.87000000
0.008832209274
Long
DBT
NUSS
ID
N
2
2023-05-15
Fixed
5.62500000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 0.995%
N/A
91000000.00000000
NC
48681.29000000
0.003271079442
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2026-03-01
0.00000000
THB
0.00000000
THB
-91000000.00000000
THB
48681.29000000
N
N
N
Gobierno de la Republica Dominicana
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC 6.600000% 01/28/2024
P3579EAT4
656000.00000000
PA
USD
738000.00000000
0.049589002856
Long
DBT
NUSS
DO
N
2
2024-01-28
Fixed
6.60000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 8.000000% 01/31/2030
N/A
52950452.00000000
PA
3268687.58000000
0.219635444094
Long
DBT
NUSS
ZA
N
2
2030-01-31
Fixed
8.00000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZAR SETTLE 2021-06-17
N/A
1.00000000
NC
USD
-9621.74000000
-0.00064652099
N/A
DFE
US
N
2
JP MORGAN
N/A
2780000.00000000
ZAR
176802.78000000
USD
2021-06-17
-9621.74000000
N
N
N
RUSSIA, FEDERATION OF (GOVERNMENT)
5493004EHVGF71PDBU58
RUSSIAN FEDERATION 7.500000% 03/31/2030
N/A
1873.84000000
PA
USD
2163.91000000
0.000145401272
Long
DBT
NUSS
RU
N
2
2030-03-31
Fixed
7.50000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 6.500000% 02/15/2031
N/A
7038000000.00000000
PA
474513.83000000
0.031884373538
Long
DBT
NUSS
ID
N
2
2031-02-15
Fixed
6.50000000
N
N
N
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVERNMENT INTERNATIONAL BOND 144A 0.400000% 10/21/2023
16955EAA8
2410000.00000000
PA
USD
2407565.90000000
0.161773431290
Long
DBT
NUSS
CN
Y
2
2023-10-21
Fixed
0.40000000
N
N
N
N
N
N
Joint Stock Company National Company KazMunayGas
2138001H1M69RFJCSH88
KAZMUNAYGAS NATIONAL CO JSC 5.375000% 04/24/2030
N/A
3728000.00000000
PA
USD
4411126.18000000
0.296400201546
Long
DBT
NUSS
KZ
N
2
2030-04-24
Fixed
5.37500000
N
N
N
N
N
N
UKRANIAN HRYVNIA
N/A
FX Forward Contract: UAH/USD SETTLE 2021-06-22
N/A
1.00000000
NC
196316.83000000
0.013191268080
N/A
DFE
UA
N
2
GOLDMAN, SACHS & CO.
N/A
538738.86000000
USD
15693463.00000000
UAH
2021-06-22
196316.83000000
N
N
N
BRK: J.P. MORGAN CHASE
N/A
BRK: J.P. MORGAN CHASE PAY: 1-DAY BRL - CETIP
N/A
5579011.00000000
NC
-2146.70000000
-0.00014424486
N/A
DIR
XX
N
2
BRK: J.P. MORGAN CHASE
N/A
Y
2023-01-02
0.00000000
BRL
0.00000000
BRL
-5579011.00000000
BRL
-2146.70000000
N
N
N
PT Pertamina (Persero)
254900NDAKGNZ2IBBL45
PERTAMINA PERSERO PT MTN 6.450000% 05/30/2044
69370RAA5
529000.00000000
PA
USD
654541.32000000
0.043981099440
Long
DBT
NUSS
ID
N
2
2044-05-30
Fixed
6.45000000
N
N
N
N
N
N
Joint Stock Company KazTransGas
635400YGLXBBSVHONW39
KAZTRANSGAS JSC 4.375000% 09/26/2027
N/A
1205000.00000000
PA
USD
1342750.78000000
0.090224488164
Long
DBT
NUSS
KZ
N
2
2027-09-26
Fixed
4.37500000
N
N
N
N
N
N
Republika Srbija
254900W94OCY91V32O78
SERBIA TREASURY BONDS 4.500000% 08/20/2032
N/A
199460000.00000000
PA
2205371.33000000
0.148187215695
Long
DBT
NUSS
RS
N
2
2032-08-20
Fixed
4.50000000
N
N
N
N
N
N
THE THIRD PAKISTAN INTERNATIONAL SUKUK COMPANY LIMITED
529900OMZDJ2H3CXKF72
THIRD PAKISTAN INTERNATIONAL SUKUK CO LTD/THE 5.500000% 10/13/2021
QZ8096401
737000.00000000
PA
USD
743905.69000000
0.049985828436
Long
DBT
NUSS
PK
N
2
2021-10-13
Fixed
5.50000000
N
N
N
N
N
N
State of Qatar
52990074F6OJOAXK4P65
STATE OF QATAR 3.750000% 04/16/2030
N/A
367000.00000000
PA
USD
410122.50000000
0.027557677268
Long
DBT
NUSS
QA
N
2
2030-04-16
Fixed
3.75000000
N
N
N
N
N
N
ROMANIAN LEU
N/A
FX Forward Contract: RON/USD SETTLE 2021-05-19
N/A
1.00000000
NC
-183286.36000000
-0.01231570166
N/A
DFE
RO
N
2
GOLDMAN, SACHS & CO.
N/A
4973938.87000000
USD
20097200.00000000
RON
2021-05-19
-183286.36000000
N
N
N
ABU DHABI CRUDE OIL PIPELINE L.L.C.
549300DONDFW2383FV66
ABU DHABI CRUDE OIL PIPELINE LLC 144A 4.600000% 11/02/2047
00401MAB2
3268000.00000000
PA
USD
3685062.16000000
0.247613222193
Long
DBT
NUSS
AE
Y
2
2047-11-02
Fixed
4.60000000
N
N
N
N
N
N
COLOMBIA PESO
N/A
FX Forward Contract: COP/USD SETTLE 2021-04-22
N/A
1.00000000
NC
3123.70000000
0.000209893181
N/A
DFE
CO
N
2
JP MORGAN
N/A
148649.18000000
USD
557427000.00000000
COP
2021-04-22
3123.70000000
N
N
N
TENGIZCHEVROIL FINANCE COMPANY INTERNATIONAL LTD.
5493001VEV2XTJIBZH31
TENGIZCHEVROIL FINANCE CO INTERNATIONAL LTD 144A 3.250000% 08/15/2030
88034QAC1
450000.00000000
PA
USD
447861.60000000
0.030093509704
Long
DBT
NUSS
KZ
Y
2
2030-08-15
Fixed
3.25000000
N
N
N
N
N
N
Sultanate of Oman
549300SZ20F0QTKNQC75
OMAN GOV INTERNTL BOND 7.000000% 01/25/2051
N/A
200000.00000000
PA
USD
197000.00000000
0.013237172849
Long
DBT
NUSS
OM
N
2
2051-01-25
Fixed
7.00000000
N
N
N
N
N
N
Ceska republika
3157007EFDLQABN47912
CZECH REPUBLIC 0.950000% 05/15/2030
N/A
68410000.00000000
PA
2834969.57000000
0.190492295535
Long
DBT
NUSS
CZ
N
2
2030-05-15
Fixed
0.95000000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY:28D MEXICAN INTERBANK RATE (TIIE)
N/A
123473362.00000000
NC
-62873.74000000
-0.00422472367
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2024-02-22
0.00000000
MXN
0.00000000
MXN
-123473362.00000000
MXN
-62873.74000000
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
NOTA DO TESOURO NACIONAL 10.000000% 01/01/2025
EK0169285
32832000.00000000
PA
6138619.58000000
0.412476997138
Long
DBT
NUSS
BR
N
2
2025-01-01
Fixed
10.00000000
N
N
N
N
N
N
ESKOM HOLDINGS SOC LIMITED
3789001900ED06F65111
ESKOM HOLDINGS SOC LTD 7.125000% 02/11/2025
N/A
1430000.00000000
PA
USD
1473517.76000000
0.099011214647
Long
DBT
NUSS
ZA
N
2
2025-02-11
Fixed
7.12500000
N
N
N
N
N
N
REPUBLICA DEL PARAGUAY
529900UXKJTJPCU0HK83
REPUBLIC OF PARAGUAY 4.950000% 04/28/2031
P75744AJ4
940000.00000000
PA
USD
1062209.40000000
0.071373854974
Long
DBT
NUSS
PY
N
2
2031-04-28
Fixed
4.95000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE B.V.
549300FNENFFSMO3GT38
PETROBRAS GLOBAL FINANCE BV 6.900000% 03/19/2049
71647NBD0
841000.00000000
PA
USD
920895.00000000
0.061878407568
Long
DBT
NUSS
BR
N
2
2049-03-19
Fixed
6.90000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZAR SETTLE 2021-05-05
N/A
1.00000000
NC
USD
-23393.64000000
-0.00157190688
N/A
DFE
US
N
2
JP MORGAN
N/A
11486615.00000000
ZAR
751256.75000000
USD
2021-05-05
-23393.64000000
N
N
N
Islamic Republic of Pakistan
529900LOP29R5WKHOD86
PAKISTAN GOVERNMENT INTERNATIONAL BOND 144A 6.000000% 04/08/2026
695847AS2
2690000.00000000
PA
USD
2733712.50000000
0.183688451181
Long
DBT
NUSS
PK
Y
2
2026-04-08
Fixed
6.00000000
N
N
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
REPUBLIC OF PERU 6.850000% 02/12/2042
715638BL5
613000.00000000
PA
173244.90000000
0.011640978104
Long
DBT
NUSS
PE
N
2
2042-02-12
Fixed
6.85000000
N
N
N
N
N
N
Turkiye Cumhuriyeti
5493000PCHOG3B6S3Q85
REPUBLIC OF TURKEY 5.125000% 02/17/2028
900123CP3
442000.00000000
PA
USD
398807.76000000
0.026797397222
Long
DBT
NUSS
TR
N
2
2028-02-17
Fixed
5.12500000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 7.690000% 01/23/2050
71654QDD1
491000.00000000
PA
USD
457857.50000000
0.030765171917
Long
DBT
NUSS
MX
N
2
2050-01-23
Fixed
7.69000000
N
N
N
N
N
N
Provincia de Buenos Aires
549300L6AYROPOTQ4L07
PROVINCIA DE BUENOS AIRE 5.375000% 01/20/2023
N/A
620000.00000000
PA
251402.95000000
0.016892712202
Long
DBT
NUSS
AR
N
2
2023-01-20
Fixed
5.37500000
Y
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP
N/A
15624975.00000000
NC
-33924.95000000
-0.00227954531
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2022-01-03
0.00000000
BRL
0.00000000
BRL
-15624975.00000000
BRL
-33924.95000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EGP SETTLE 2021-07-15
N/A
1.00000000
NC
USD
-1735.42000000
-0.00011660941
N/A
DFE
US
N
2
JP MORGAN
N/A
3792127.20000000
EGP
232884.44000000
USD
2021-07-15
-1735.42000000
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
BONOS DE TESORERIA 5.350000% 08/12/2040
N/A
708000.00000000
PA
169900.04000000
0.011416224348
Long
DBT
NUSS
PE
N
2
2040-08-12
Fixed
5.35000000
N
N
N
N
N
N
Republique du Cameroun
54930021BO6NHYGBBV24
REPUBLIC OF CAMEROON INTERNATIONAL BOND 144A 9.500000% 11/19/2025
133653AA3
250000.00000000
PA
USD
271092.50000000
0.018215727312
Long
DBT
NUSS
CM
Y
2
2025-11-19
Fixed
9.50000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PEN SETTLE 2021-06-16
N/A
1.00000000
NC
USD
5999.46000000
0.000403126340
N/A
DFE
US
N
2
JP MORGAN
N/A
2442951.66000000
PEN
655737.93000000
USD
2021-06-16
5999.46000000
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 5.650000% 09/27/2047
836205AX2
386000.00000000
PA
USD
354919.28000000
0.023848364755
Long
DBT
NUSS
ZA
N
2
2047-09-27
Fixed
5.65000000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP
N/A
4807975.00000000
NC
-17111.03000000
-0.00114975462
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2024-01-02
0.00000000
BRL
0.00000000
BRL
-4807975.00000000
BRL
-17111.03000000
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
ARAB REPUBLIC OF EGYPT 8.700200% 03/01/2049
N/A
600000.00000000
PA
USD
600796.80000000
0.040369802481
Long
DBT
NUSS
EG
N
2
2049-03-01
Fixed
8.70020000
N
N
N
N
N
N
Petroleos de Venezuela, S.A.
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA 9.750000% 05/17/2035
P7807HAQ8
1000000.00000000
PA
USD
43500.00000000
0.002922929030
Long
DBT
NUSS
VE
N
2
2035-05-17
Fixed
9.75000000
Y
N
N
N
N
N
CHINESE YUAN RENMINBI
N/A
FX Forward Contract: CNY/USD SETTLE 2021-04-12
N/A
1.00000000
NC
430.44000000
0.000028922886
N/A
DFE
CN
N
2
J P MORGAN CHASE BANK
N/A
144695.36000000
USD
952000.00000000
CNY
2021-04-12
430.44000000
N
N
N
Studio City Finance Limited
254900D6R731QAUIG324
STUDIO CITY FINANCE LTD 144A 6.500000% 01/15/2028
86389QAF9
371000.00000000
PA
USD
396970.00000000
0.026673911197
Long
DBT
NUSS
MO
Y
2
2028-01-15
Fixed
6.50000000
N
N
N
N
N
N
Republica Oriental del Uruguay
549300RDR012H2V82H43
REPUBLICA ORIENT URUGUAY 4.375000% 01/23/2031
917288BK7
4567422.00000000
PA
USD
5286882.31000000
0.355245558229
Long
DBT
NUSS
UY
N
2
2031-01-23
Fixed
4.37500000
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PEN SETTLE 2021-06-16
N/A
1.00000000
NC
USD
4800.86000000
0.000322587886
N/A
DFE
US
N
2
JP MORGAN
N/A
1960635.36000000
PEN
526260.30000000
USD
2021-06-16
4800.86000000
N
N
N
BANCO NACIONAL DE PANAMA
529900H2Q7WMDKKIW109
BANCO NACIONAL DE PANAMA 144A 2.500000% 08/11/2030
059626AC5
791000.00000000
PA
USD
734048.00000000
0.049323453074
Long
DBT
NUSS
PA
Y
2
2030-08-11
Fixed
2.50000000
N
N
N
N
N
N
Kingdom of Saudi Arabia
635400FMICXSM3SI3H65
SAUDI GOVERNMENT INTERNATIONAL BOND 144A 5.250000% 01/16/2050
80413TAL3
652000.00000000
PA
USD
798543.52000000
0.053657150263
Long
DBT
NUSS
SA
Y
2
2050-01-16
Fixed
5.25000000
N
N
N
N
N
N
CHINESE YUAN RENMINBI
N/A
FX Forward Contract: CNY/USD SETTLE 2021-04-19
N/A
1.00000000
NC
-4633.68000000
-0.00031135443
N/A
DFE
CN
N
2
J P MORGAN CHASE BANK
N/A
268042.64000000
USD
1728808.00000000
CNY
2021-04-19
-4633.68000000
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2021-04-06
N/A
1.00000000
NC
-99387.63000000
-0.00667822963
N/A
DFE
XX
N
2
CITIGROUP GLOBAL MARKETS
N/A
2982589.22000000
USD
2452999.00000000
EUR
2021-04-06
-99387.63000000
N
N
N
N/A
N/A
R2035 BOND FUTURE MAY21 FINANCIAL COMMODITY FUTURE.
N/A
631.00000000
NC
3687254.40000000
0.247760527066
N/A
DIR
ZA
N
1
BARCLAYS CAPITAL (DMA)
N/A
Long
South African Govt. Bond Futures
Johannesburg Stock Exchange R2035 Bond Future May 2021
2021-05-09
3695145.95000000
ZAR
-7891.55000000
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVERNMENT BOND 2.850000% 06/04/2027
N/A
41980000.00000000
PA
6277948.77000000
0.421839050798
Long
DBT
NUSS
CN
N
2
2027-06-04
Fixed
2.85000000
N
N
N
N
N
N
JANUB GAZ DAHLIZI GAPALI SAHMDAR JAMIYYATI
213800DG58KG59XY6318
Southern Gas Corridor CJSC 6.875000% 03/24/2026
84302LAB8
1437000.00000000
PA
USD
1699195.02000000
0.114175320732
Long
DBT
CORP
AZ
Y
2
2026-03-24
Fixed
6.87500000
N
N
N
N
N
N
Republica de El Salvador
529900AKDMUSFSDOM949
REPUBLIC OF EL SALVADOR 7.625000% 02/01/2041
P01012AR7
527000.00000000
PA
USD
507237.50000000
0.034083200320
Long
DBT
NUSS
SV
N
2
2041-02-01
Fixed
7.62500000
N
N
N
N
N
N
Republic of Lebanon
529900QPC4K9S1KHL354
LEBANESE REPUBLIC 6.650000% 04/22/2024
N/A
2250000.00000000
PA
USD
265657.50000000
0.017850529168
Long
DBT
NUSS
LB
N
2
2024-04-22
Fixed
6.65000000
Y
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 8.750000% 05/15/2031
N/A
60779000000.00000000
PA
4728376.06000000
0.317717417271
Long
DBT
NUSS
ID
N
2
2031-05-15
Fixed
8.75000000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEXICO CETES ZERO COUPON 07/01/2021
BK2810533
349787400.00000000
PA
1691539.42000000
0.113660912100
Long
DBT
NUSS
MX
N
2
2021-07-01
Fixed
0.00000000
N
N
N
N
N
N
Joint Stock Company National Company KazMunayGas
2138001H1M69RFJCSH88
KAZMUNAYGAS NATIONAL CO JSC 144A 5.750000% 04/19/2047
48667QAP0
2052000.00000000
PA
USD
2431825.20000000
0.163403505134
Long
DBT
NUSS
KZ
Y
2
2047-04-19
Fixed
5.75000000
N
N
N
N
N
N
REPUBLICA DEL PARAGUAY
529900UXKJTJPCU0HK83
PARAGUAY GOVERNMENT INTERNATIONAL BOND 144A 2.739000% 01/29/2033
699149AK6
474000.00000000
PA
USD
455040.00000000
0.030575853468
Long
DBT
NUSS
PY
Y
2
2033-01-29
Fixed
2.73900000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 2.325% FIXED
N/A
393310124.00000000
NC
44273.99000000
0.002974936336
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2031-02-24
0.00000000
HUF
0.00000000
HUF
-393310124.00000000
HUF
44273.99000000
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEX BONOS DESARR FIX RT 7.750000% 05/29/2031
N/A
95213000.00000000
PA
4958167.94000000
0.333158000190
Long
DBT
NUSS
MX
N
2
2031-05-29
Fixed
7.75000000
N
N
N
N
N
N
Kallpa Generacion S.A.
549300NG1PWEI5BZG095
KALLPA GENERACION SA 144A 4.125000% 08/16/2027
156830AA9
723000.00000000
PA
USD
769995.00000000
0.051738867553
Long
DBT
NUSS
PE
Y
2
2027-08-16
Fixed
4.12500000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
GHANA GOVERNMENT INTERNATIONAL BOND 144A 6.375000% 02/11/2027
37443GAG6
1467000.00000000
PA
USD
1416121.51000000
0.095154544179
Long
DBT
NUSS
GH
Y
2
2027-02-11
Fixed
6.37500000
N
N
N
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 3.625000% 06/16/2023
N/A
30000000.00000000
PA
1026910.83000000
0.069002010951
Long
DBT
NUSS
TH
N
2
2023-06-16
Fixed
3.62500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2021-04-19
N/A
1.00000000
NC
USD
47058.34000000
0.003162027312
N/A
DFE
US
N
2
JP MORGAN
N/A
48654469.00000000
CNY
7460271.99000000
USD
2021-04-19
47058.34000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/KRW SETTLE 2021-04-05
N/A
1.00000000
NC
USD
-1487.10000000
-0.00009992385
N/A
DFE
US
N
2
JP MORGAN
N/A
2551756130.00000000
KRW
2254201.53000000
USD
2021-04-05
-1487.10000000
N
N
N
NEW RUSSIAN ROUBLE
N/A
FX Forward Contract: RUB/USD SETTLE 2021-06-16
N/A
1.00000000
NC
-254357.12000000
-0.01709121402
N/A
DFE
RU
N
2
J P MORGAN CHASE BANK
N/A
10421836.28000000
USD
775216264.86000000
RUB
2021-06-16
-254357.12000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/IDR SETTLE 2021-04-30
N/A
1.00000000
NC
USD
1128.90000000
0.000075855047
N/A
DFE
US
N
2
JP MORGAN
N/A
2065691170.00000000
IDR
142756.82000000
USD
2021-04-30
1128.90000000
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 5.915%
N/A
3600000000.00000000
NC
-44816.66000000
-0.00301140038
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2029-05-15
0.00000000
COP
0.00000000
COP
-3600000000.00000000
COP
-44816.66000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.885000% 08/15/2029
N/A
27330000.00000000
PA
6866078.83000000
0.461357727255
Long
DBT
NUSS
MY
N
2
2029-08-15
Fixed
3.88500000
N
N
N
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2021-04-30
N/A
1.00000000
NC
9881.42000000
0.000663969870
N/A
DFE
KR
N
2
CITIGROUP GLOBAL MARKETS
N/A
2254062.14000000
USD
2551756130.00000000
KRW
2021-04-30
9881.42000000
N
N
N
Ukraine
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT INTERNATIONAL BOND 144A 7.253000% 03/15/2033
903724BY7
1087000.00000000
PA
USD
1081347.60000000
0.072659822798
Long
DBT
NUSS
UA
Y
2
2033-03-15
Fixed
7.25300000
N
N
N
N
N
N
Republic of Armenia
5299000H77JSW90G7935
REPUBLIC OF ARMENIA 3.600000% 02/02/2031
N/A
435000.00000000
PA
USD
397711.80000000
0.026723755537
Long
DBT
NUSS
AM
N
2
2031-02-02
Fixed
3.60000000
N
N
N
N
N
N
BANQUE OUEST AFRICAINE DE DEVELOPPEMENT
529900LIZJABE4JJS826
BANQUE OUEST AFRICAINE DE DEVELOPPEMENT 144A 4.700000% 10/22/2031
06675QAC7
683000.00000000
PA
USD
728195.48000000
0.048930200186
Long
DBT
NUSS
XX
Y
2
2031-10-22
Fixed
4.70000000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 6-MONTH HUF - BUBOR
N/A
75000000.00000000
NC
-8209.41000000
-0.00055162121
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2024-09-12
0.00000000
HUF
0.00000000
HUF
-75000000.00000000
HUF
-8209.41000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CLP SETTLE 2021-06-16
N/A
1.00000000
NC
USD
-15154.83000000
-0.00101831017
N/A
DFE
US
N
2
JP MORGAN
N/A
956463224.00000000
CLP
1317533.20000000
USD
2021-06-16
-15154.83000000
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2021-06-16
N/A
1.00000000
NC
-27526.65000000
-0.00184961941
N/A
DFE
HU
N
2
JP MORGAN
N/A
8771531.01000000
USD
2697004568.00000000
HUF
2021-06-16
-27526.65000000
N
N
N
YAPI VE KREDI BANKASI ANONIM SIRKETI
B85ZYWEZ5IZCZ2WNIO12
YAPI VE KREDI BANKASI AS MTN 5.850000% 06/21/2024
984848AJ0
429000.00000000
PA
USD
417146.73000000
0.028029661769
Long
DBT
NUSS
TR
Y
2
2024-06-21
Fixed
5.85000000
N
N
N
N
N
N
Gobierno de la Republica Dominicana
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC INTERNATIONAL BOND 144A 7.450000% 04/30/2044
25714PCF3
687000.00000000
PA
USD
808942.50000000
0.054355896942
Long
DBT
NUSS
DO
Y
2
2044-04-30
Fixed
7.45000000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 28-DAY MXN - TIIE
N/A
23145437.00000000
NC
21189.39000000
0.001423795015
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2025-05-21
0.00000000
MXN
0.00000000
MXN
-23145437.00000000
MXN
21189.39000000
N
N
N
Republic of Uzbekistan
213800L6VDKUM3TCM927
REPUBLIC OF UZBEKISTAN BOND MTN 4.750000% 02/20/2024
N/A
232000.00000000
PA
USD
244209.70000000
0.016409370610
Long
DBT
NUSS
UZ
N
2
2024-02-20
Fixed
4.75000000
N
N
N
N
N
N
0000902
N/A
FX Forward Contract: VND/USD SETTLE 2021-05-28
N/A
1.00000000
NC
-1904.70000000
-0.00012798397
N/A
DFE
VN
N
2
J P MORGAN CHASE BANK
N/A
419294.14000000
USD
9637475894.00000000
VND
2021-05-28
-1904.70000000
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
REPUBLIC OF GHANA 8.875000% 05/07/2042
N/A
436000.00000000
PA
USD
418669.00000000
0.028131948830
Long
DBT
NUSS
GH
N
2
2042-05-07
Fixed
8.87500000
N
N
N
N
N
N
FEL Energy VI S.a r.l.
N/A
FEL ENERGY VI SARL 144A 5.750000% 12/01/2040
30260LAA3
191000.00000000
PA
USD
195775.00000000
0.013154860480
Long
DBT
NUSS
MX
Y
2
2040-12-01
Fixed
5.75000000
N
N
N
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 3.775000% 06/25/2032
N/A
181773000.00000000
PA
6801443.73000000
0.457014651160
Long
DBT
NUSS
TH
N
2
2032-06-25
Fixed
3.77500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/COP SETTLE 2021-06-16
N/A
1.00000000
NC
USD
15273.46000000
0.001026281370
N/A
DFE
US
N
2
JP MORGAN
N/A
4609139389.00000000
COP
1268512.29000000
USD
2021-06-16
15273.46000000
N
N
N
JANUB GAZ DAHLIZI GAPALI SAHMDAR JAMIYYATI
213800DG58KG59XY6318
SOUTHERN GAS CORRIDOR CJSC 144A 6.875000% 03/24/2026
84302LAA0
235000.00000000
PA
USD
277878.10000000
0.018671677364
Long
DBT
NUSS
AZ
Y
2
2026-03-24
Fixed
6.87500000
N
N
N
N
N
N
RUSAL CAPITAL DESIGNATED ACTIVITY COMPANY
549300VAUKY08SYXL004
RUSAL CAPITAL DAC 5.125000% 02/02/2022
N/A
860000.00000000
PA
USD
866028.60000000
0.058191727261
Long
DBT
NUSS
RU
N
2
2022-02-02
Fixed
5.12500000
N
N
N
N
N
N
Gol Finance SA
5299007RH8MA67ZC6J07
GOL FINANCE SA 144A 7.000000% 01/31/2025
36254VAA6
998000.00000000
PA
USD
815865.00000000
0.054821045820
Long
DBT
NUSS
BR
Y
2
2025-01-31
Fixed
7.00000000
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/PLN SETTLE 2021-07-06
N/A
1.00000000
NC
8617.93000000
0.000579071213
N/A
DFE
XX
N
2
CITIGROUP GLOBAL MARKETS
N/A
1357283.00000000
PLN
299657.72000000
EUR
2021-07-06
8617.93000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2021-04-06
N/A
1.00000000
NC
USD
4661.42000000
0.000313218387
N/A
DFE
US
N
2
JP MORGAN
N/A
316529.00000000
EUR
376702.71000000
USD
2021-04-06
4661.42000000
N
N
N
Republique de Cote d'Ivoire
254900ICW11T82O6H590
IVORY COAST GOVERNMENT INTERNATIONAL BOND 144A 5.875000% 10/17/2031
N/A
630000.00000000
PA
781160.02000000
0.052489087348
Long
DBT
NUSS
CI
Y
2
2031-10-17
Fixed
5.87500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2021-04-06
N/A
1.00000000
NC
USD
29169.80000000
0.001960028855
N/A
DFE
US
N
2
JP MORGAN
N/A
1024383.00000000
EUR
1233207.26000000
USD
2021-04-06
29169.80000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/IDR SETTLE 2021-04-23
N/A
1.00000000
NC
USD
1814.86000000
0.000121947286
N/A
DFE
US
N
2
JP MORGAN
N/A
17289163354.00000000
IDR
1188422.01000000
USD
2021-04-23
1814.86000000
N
N
N
Emirate of Abu Dhabi
213800FER4348CINTA77
ABU DHABI GOVERNMENT INTERNATIONAL BOND 144A 4.125000% 10/11/2047
29135LAB6
824000.00000000
PA
USD
929060.00000000
0.062427044707
Long
DBT
NUSS
AE
Y
2
2047-10-11
Fixed
4.12500000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
GHANA GOVERNMENT INTERNATIONAL BOND 144A 7.625000% 05/16/2029
374422AG8
1470000.00000000
PA
USD
1443063.72000000
0.096964892863
Long
DBT
NUSS
GH
Y
2
2029-05-16
Fixed
7.62500000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 3.875000% 10/29/2035
N/A
330000.00000000
PA
448323.63000000
0.030124555242
Long
DBT
NUSS
RO
N
2
2035-10-29
Fixed
3.87500000
N
N
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
BONOS DE TESORERIA 5.400000% 08/12/2034
N/A
4002000.00000000
PA
1036071.32000000
0.069617538817
Long
DBT
NUSS
PE
N
2
2034-08-12
Fixed
5.40000000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 4.935000% 09/30/2043
N/A
2200000.00000000
PA
565341.88000000
0.037987452713
Long
DBT
NUSS
MY
N
2
2043-09-30
Fixed
4.93500000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP
N/A
2368423.00000000
NC
17853.59000000
0.001199650034
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2023-01-02
0.00000000
BRL
0.00000000
BRL
-2368423.00000000
BRL
17853.59000000
N
N
N
Republica de Costa Rica
549300DYYS8QPMR8OP36
REPUBLIC OF COSTA RICA 7% 04/04/2044
N/A
230000.00000000
PA
USD
221952.30000000
0.014913811976
Long
DBT
NUSS
CR
N
2
2044-04-04
Fixed
7.00000000
N
N
N
N
N
N
Islamic Republic of Pakistan
529900LOP29R5WKHOD86
ISLAMIC REP OF PAKISTAN 6.875000% 12/05/2027
N/A
656000.00000000
PA
USD
683880.00000000
0.045952475980
Long
DBT
NUSS
PK
N
2
2027-12-05
Fixed
6.87500000
N
N
N
N
N
N
THE DEMOCRATIC SOCIALIST REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
SRI LANKA GOVERNMENT INTERNATIONAL BOND 144A 6.750000% 04/18/2028
85227SAW6
4437000.00000000
PA
USD
2693259.00000000
0.180970227973
Long
DBT
NUSS
LK
Y
2
2028-04-18
Fixed
6.75000000
N
N
N
N
N
N
PT Pertamina (Persero)
254900NDAKGNZ2IBBL45
PERTAMINA PERSERO PT 144A 2.300000% 02/09/2031
69370PAL5
1375000.00000000
PA
USD
1272286.79000000
0.085489746969
Long
DBT
NUSS
ID
Y
2
2031-02-09
Fixed
2.30000000
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 5.950000% 01/28/2031
71654QDE9
1948000.00000000
PA
USD
1870080.00000000
0.125657726913
Long
DBT
NUSS
MX
N
2
2031-01-28
Fixed
5.95000000
N
N
N
N
N
N
Islamic Republic of Pakistan
529900LOP29R5WKHOD86
PAKISTAN GOVERNMENT INTERNATIONAL BOND 144A 8.875000% 04/08/2051
695847AU7
747000.00000000
PA
USD
775012.50000000
0.052076012298
Long
DBT
NUSS
PK
Y
2
2051-04-08
Fixed
8.87500000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT INTERNATIONAL BOND MTN 5.250000% 01/17/2042
Y20721BB4
2985000.00000000
PA
USD
3566816.98000000
0.239667882669
Long
DBT
NUSS
ID
N
2
2042-01-17
Fixed
5.25000000
N
N
N
N
N
N
N/A
N/A
Credit Default Swap
CDS980J69
10731185.00000000
NC
USD
521976.97000000
0.035073600889
N/A
DO
XX
N
2
BRK; GOLDMAN SACHS
N/A
Y
2025-12-20
650387.32000000
USD
0.00000000
USD
10731185.00000000
USD
-128410.35000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.480000% 03/15/2023
N/A
9914000.00000000
PA
2452139.97000000
0.164768531134
Long
DBT
NUSS
MY
N
2
2023-03-15
Fixed
3.48000000
N
N
N
N
N
N
RUSSIA, FEDERATION OF (GOVERNMENT)
5493004EHVGF71PDBU58
RUSSIA GOVT BOND - OFZ 7.650000% 04/10/2030
N/A
1125000.00000000
PA
15619.47000000
0.001049531087
Long
DBT
NUSS
RU
N
2
2030-04-10
Fixed
7.65000000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 4.181000% 07/15/2024
N/A
4186000.00000000
PA
1065347.67000000
0.071584727169
Long
DBT
NUSS
MY
N
2
2024-07-15
Fixed
4.18100000
N
N
N
N
N
N
Republic of Lebanon
529900QPC4K9S1KHL354
LEBANON GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 04/12/2021
N/A
1073000.00000000
PA
USD
123609.60000000
0.008305795132
Long
DBT
NUSS
LB
N
2
2021-04-12
Fixed
8.25000000
Y
N
N
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 1.585000% 12/17/2035
N/A
20515000.00000000
PA
588407.32000000
0.039537306602
Long
DBT
NUSS
TH
N
2
2035-12-17
Fixed
1.58500000
N
N
N
N
N
N
Empresa de Transporte de Pasajeros Metro S.A.
959800T4M5QUPYMSCH69
EMPRESA DE TRANSPORTE DE PASAJEROS METRO SA 144A 3.650000% 05/07/2030
29246QAD7
217000.00000000
PA
USD
235413.10000000
0.015818293886
Long
DBT
NUSS
CL
Y
2
2030-05-07
Fixed
3.65000000
N
N
N
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVERNMENT BOND 3.270000% 11/19/2030
N/A
22100000.00000000
PA
3394288.73000000
0.228075058981
Long
DBT
NUSS
CN
N
2
2030-11-19
Fixed
3.27000000
N
N
N
N
N
N
TAIWAN DOLLAR
N/A
FX Forward Contract: TWD/USD SETTLE 2021-04-09
N/A
1.00000000
NC
-51145.39000000
-0.00343665161
N/A
DFE
TW
N
2
CITIGROUP GLOBAL MARKETS
N/A
2369021.88000000
USD
66050699.00000000
TWD
2021-04-09
-51145.39000000
N
N
N
Turkiye Cumhuriyeti
5493000PCHOG3B6S3Q85
REPUBLIC OF TURKEY 5.125000% 03/25/2022
900123BY5
1004000.00000000
PA
USD
1006630.48000000
0.067639297761
Long
DBT
NUSS
TR
N
2
2022-03-25
Fixed
5.12500000
N
N
N
N
N
N
BRAZIL MINAS SPE
N/A
BRAZIL MINAS SPE VIA STATE OF MINAS GERAIS 144A 5.333000% 02/15/2028
105860AA8
156790.44000000
PA
USD
170117.63000000
0.011430845040
Long
DBT
NUSS
BR
Y
2
2028-02-15
Fixed
5.33300000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/THB SETTLE 2021-06-14
N/A
1.00000000
NC
USD
6564.03000000
0.000441061927
N/A
DFE
US
N
2
JP MORGAN
N/A
9947364.00000000
THB
324843.18000000
USD
2021-06-14
6564.03000000
N
N
N
PT Perusahaan Listrik Negara (Persero)
254900OYVDRYS9J51J61
PERUSAHAAN PERSEROAN PERSERO PT PERUSAHAAN LISTRIK 3.000000% 06/30/2030
71568QAN7
565000.00000000
PA
USD
555112.50000000
0.037300102097
Long
DBT
NUSS
ID
N
2
2030-06-30
Fixed
3.00000000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/HUF SETTLE 2021-06-16
N/A
1.00000000
NC
-42250.52000000
-0.00283897175
N/A
DFE
XX
N
2
CITIGROUP GLOBAL MARKETS
N/A
781066839.00000000
HUF
2115479.70000000
EUR
2021-06-16
-42250.52000000
N
N
N
N/A
N/A
R2037 BOND FUTURE MAY21 FINANCIAL COMMODITY FUTURE.
N/A
328.00000000
NC
1814884.61000000
0.121948940528
N/A
DIR
ZA
N
1
BARCLAYS CAPITAL (DMA)
N/A
Long
South African Govt. Bond Futures
Johannesburg Stock Exchange R2037 Bond Future May 2021
2021-05-09
1822222.23000000
ZAR
-7337.62000000
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 2.875000% 06/17/2046
N/A
3431000.00000000
PA
110381.84000000
0.007416972058
Long
DBT
NUSS
TH
N
2
2046-06-17
Fixed
2.87500000
N
N
N
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/USD SETTLE 2021-06-16
N/A
1.00000000
NC
-271056.49000000
-0.01821330766
N/A
DFE
PA
N
2
CITIGROUP GLOBAL MARKETS
N/A
8947183.37000000
USD
34213134.50000000
PLN
2021-06-16
-271056.49000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2021-06-16
N/A
1.00000000
NC
192094.93000000
0.012907582699
N/A
DFE
CL
N
2
JP MORGAN
N/A
6425726.01000000
USD
4749575443.00000000
CLP
2021-06-16
192094.93000000
N
N
N
Republic of Kazakhstan
5493007OEK8EF02UO833
REPUBLIC OF KAZAKHSTAN 4.875000% 10/14/2044
N/A
910000.00000000
PA
USD
1096859.40000000
0.073702119132
Long
DBT
NUSS
KZ
N
2
2044-10-14
Fixed
4.87500000
N
N
N
N
N
N
VEB FINANCE PUBLIC LIMITED COMPANY
635400KYY8E2NCZXJ191
VEB FINANCE 6.8% 11/22/2025
N/A
580000.00000000
PA
USD
679818.00000000
0.045679534883
Long
DBT
NUSS
RU
N
2
2025-11-22
Fixed
6.80000000
N
N
N
N
N
N
Kingdom of Bahrain
549300RODM1WN85LFQ95
KINGDOM OF BAHRAIN 5.625000% 09/30/2031
N/A
462000.00000000
PA
USD
455665.98000000
0.030617915425
Long
DBT
NUSS
BH
N
2
2031-09-30
Fixed
5.62500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/RUB SETTLE 2021-04-16
N/A
1.00000000
NC
USD
31855.85000000
0.002140514683
N/A
DFE
US
N
2
JP MORGAN
N/A
216228091.00000000
RUB
2889784.04000000
USD
2021-04-16
31855.85000000
N
N
N
VEDANTA RESOURCES LIMITED
2138007MYEKPEAZQTW83
VEDANTA RESOURCES LTD 7.125000% 05/31/2023
G9328DAJ9
200000.00000000
PA
USD
178300.00000000
0.011980649335
Long
DBT
NUSS
IN
N
2
2023-05-31
Fixed
7.12500000
N
N
N
N
N
N
BANCO NACIONAL DE COMERCIO EXTERIOR, SOCIEDAD NACIONAL DE CREDITO
N/A
BANCO NACIONAL DE COMERCIO EXTERIOR SNC/CAYMAN ISL 3.800000% 08/11/2026
05970AAB8
1015000.00000000
PA
USD
1012472.65000000
0.068031855193
Long
DBT
NUSS
MX
Y
2
2026-08-11
Fixed
3.80000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/KRW SETTLE 2021-04-05
N/A
1.00000000
NC
USD
-227.33000000
-0.00001527515
N/A
DFE
US
N
2
JP MORGAN
N/A
390098073.00000000
KRW
344609.61000000
USD
2021-04-05
-227.33000000
N
N
N
Banque Centrale de Tunisie
254900B5LFB16S9T2T11
BNQ CEN TUNISIA INT BOND 6.375000% 07/15/2026
N/A
939000.00000000
PA
968870.09000000
0.065102034770
Long
DBT
NUSS
TN
N
2
2026-07-15
Fixed
6.37500000
N
N
N
N
N
N
Ceska republika
3157007EFDLQABN47912
CZECH REPUBLIC 2.400000% 09/17/2025
N/A
99550000.00000000
PA
4656296.19000000
0.312874099007
Long
DBT
NUSS
CZ
N
2
2025-09-17
Fixed
2.40000000
N
N
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
BONOS DE TESORERIA 6.150000% 08/12/2032
N/A
17952000.00000000
PA
5169156.12000000
0.347335091600
Long
DBT
NUSS
PE
N
2
2032-08-12
Fixed
6.15000000
N
N
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
PERU BONO SOBERANO 6.9% 08/12/2037
P87324BE1
7121000.00000000
PA
2035677.74000000
0.136784863501
Long
DBT
NUSS
PE
N
2
2037-08-12
Fixed
6.90000000
N
N
N
N
N
N
Turkiye Cumhuriyeti
5493000PCHOG3B6S3Q85
REPUBLIC OF TURKEY 4.750000% 01/26/2026
900123DB3
4162000.00000000
PA
USD
3870118.94000000
0.260047885055
Long
DBT
NUSS
TR
N
2
2026-01-26
Fixed
4.75000000
N
N
N
N
N
N
Republica de Guatemala
529900QKDFFU9UWW5315
REPUBLIC OF GUATEMALA 4.500000% 05/03/2026
P5015VAF3
1038000.00000000
PA
USD
1117510.80000000
0.075089764571
Long
DBT
NUSS
GT
N
2
2026-05-03
Fixed
4.50000000
N
N
N
N
N
N
CHINA MINMETALS CORPORATION
3003002ULBI4T3DT7Z09
CHINA MINMETALS CORP 4.450000% MATURITY: PERPETUAL
N/A
640000.00000000
PA
USD
641920.00000000
0.043133025357
Long
DBT
NUSS
CN
N
2
2168-11-13
Fixed
4.45000000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 4.88 %
N/A
4263045012.00000000
NC
56162.61000000
0.003773777544
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2031-03-16
0.00000000
COP
0.00000000
COP
-4263045012.00000000
COP
56162.61000000
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 28-DAY MXN - TIIE
N/A
8109783.00000000
NC
25599.54000000
0.001720129623
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2027-04-20
0.00000000
MXN
0.00000000
MXN
-8109783.00000000
MXN
25599.54000000
N
N
N
Kingdom of Bahrain
549300RODM1WN85LFQ95
KINGDOM OF BAHRAIN 5.450000% 09/16/2032
N/A
256000.00000000
PA
USD
247040.00000000
0.016599549140
Long
DBT
NUSS
BH
N
2
2032-09-16
Fixed
5.45000000
N
N
N
N
N
N
Cometa Energia, S.A. de C.V.
5493007L8UH7TYXKI505
COMETA ENERGIA SA DE CV 144A 6.375000% 04/24/2035
20039FAA7
221132.00000000
PA
USD
247115.01000000
0.016604589345
Long
DBT
NUSS
MX
Y
2
2035-04-24
Fixed
6.37500000
N
N
N
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie B 6.000000% 08/15/2026
N/A
1000000.00000000
PA
697977.64000000
0.046899749571
Long
DBT
NUSS
BR
N
2
2026-08-15
Fixed
6.00000000
N
N
N
N
N
N
VEON Holdings B.V.
5493000XDKGUH5NQGE22
VEON HOLDINGS BV 144A 3.375000% 11/25/2027
91823N2A0
549000.00000000
PA
USD
542412.00000000
0.036446707611
Long
DBT
NUSS
NL
Y
2
2027-11-25
Fixed
3.37500000
N
N
N
N
N
N
Ukraine
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT INTERNATIONAL BOND 144A 9.750000% 11/01/2028
903724BV3
375000.00000000
PA
USD
436596.75000000
0.029336581955
Long
DBT
NUSS
UA
Y
2
2028-11-01
Fixed
9.75000000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
GHANA GOVERNMENT INTERNATIONAL BOND 144A 8.627000% 06/16/2049
374422AH6
593000.00000000
PA
USD
548098.04000000
0.036828774080
Long
DBT
NUSS
GH
Y
2
2049-06-16
Fixed
8.62700000
N
N
N
N
N
N
EXPORT-IMPORT BANK OF INDIA
335800OFZ8YEIVN1QI11
EXPORT-IMPORT BANK OF INDIA MTN 2.250000% 01/13/2031
30216JAF2
415000.00000000
PA
USD
377880.41000000
0.025391209662
Long
DBT
NUSS
IN
Y
2
2031-01-13
Fixed
2.25000000
N
N
N
N
N
N
Republique de Cote d'Ivoire
254900ICW11T82O6H590
IVORY COAST 6.625000% 03/22/2048
N/A
2469000.00000000
PA
2925540.84000000
0.196578120693
Long
DBT
NUSS
CI
N
2
2048-03-22
Fixed
6.62500000
N
N
N
N
N
N
ULKER BISKUVI SANAYI ANONIM SIRKETI
7890009HEU9BS7J3DA93
ULKER BISKUVI SANAYI AS 144A 6.950000% 10/30/2025
903742AA2
871000.00000000
PA
USD
912877.68000000
0.061339693606
Long
DBT
NUSS
TR
Y
2
2025-10-30
Fixed
6.95000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT INTERNATIONAL BOND 144A 5.250000% 01/08/2047
455780BY1
170000.00000000
PA
USD
205368.24000000
0.013799466449
Long
DBT
NUSS
ID
Y
2
2047-01-08
Fixed
5.25000000
N
N
N
N
N
N
Ukraine
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT 7.375000% 09/25/2032
N/A
5555000.00000000
PA
USD
5583108.30000000
0.375150099508
Long
DBT
NUSS
UA
N
2
2032-09-25
Fixed
7.37500000
N
N
N
N
N
N
FEDERAL REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
NIGERIA GOVERNMENT INTERNATIONAL BOND 144A 8.747000% 01/21/2031
65412JAK9
535000.00000000
PA
USD
587665.40000000
0.039487454199
Long
DBT
NUSS
NG
Y
2
2031-01-21
Fixed
8.74700000
N
N
N
N
N
N
Transnet SOC Ltd
378900B07CD6F01EA796
TRANSNET SOC LTD MTN 9.500000% 05/13/2021
N/A
6760000.00000000
PA
456656.23000000
0.030684454056
Long
DBT
NUSS
ZA
Y
2
2021-05-13
Fixed
9.50000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
REPUBLIC OF INDONESIA 1.100000% 03/12/2033
N/A
380000.00000000
PA
432138.40000000
0.029037008607
Long
DBT
NUSS
ID
N
2
2033-03-12
Fixed
1.10000000
N
N
N
N
N
N
NETWORK I2I LIMITED
2549003L8M1FGHLHOX45
NETWORK I2I LTD 144A 5.650000% MATURITY: PERPETUAL
64132NAA4
275000.00000000
PA
USD
290812.50000000
0.019540788473
Long
DBT
NUSS
IN
Y
2
2169-04-15
Fixed
5.65000000
N
N
N
N
N
N
BRK; GOLDMAN SACHS
N/A
Credit Default Swap
CDS981457
2141933.76000000
NC
USD
327266.23000000
0.021990252051
N/A
DCR
XX
N
2
BRK; GOLDMAN SACHS
N/A
Y
2025-12-20
218581.05000000
USD
0.00000000
USD
2141933.76000000
USD
108685.18000000
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA 4.375000% 03/21/2023
195325BP9
2871000000.00000000
PA
798333.31000000
0.053643025460
Long
DBT
NUSS
CO
N
2
2023-03-21
Fixed
4.37500000
N
N
N
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2021-06-16
N/A
1.00000000
NC
-32337.97000000
-0.00217291014
N/A
DFE
CL
N
2
JP MORGAN
N/A
8979073.34000000
USD
6421025137.00000000
CLP
2021-06-16
-32337.97000000
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA 3.875000% 02/15/2061
195325DX0
516000.00000000
PA
USD
461979.96000000
0.031042175550
Long
DBT
NUSS
CO
N
2
2061-02-15
Fixed
3.87500000
N
N
N
N
N
N
CBB INTERNATIONAL SUKUK PROGRAMME COMPANY W.L.L
5493006IRJ2IWXTNIM16
CBB INTERNATIONAL SUKUK PROGRAMME CO WLL 144A 3.950000% 09/16/2027
12482TAB4
679000.00000000
PA
USD
685708.52000000
0.046075341134
Long
DBT
NUSS
BH
Y
2
2027-09-16
Fixed
3.95000000
N
N
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVERNMENT BOND 2.680000% 05/21/2030
N/A
44390000.00000000
PA
6463528.42000000
0.434308847267
Long
DBT
NUSS
CN
N
2
2030-05-21
Fixed
2.68000000
N
N
N
N
N
N
PETRONAS Capital Limited
549300G7YFX3540OYR85
PETRONAS CAPITAL LTD MTN 3.500000% 04/21/2030
716743AP4
2200000.00000000
PA
USD
2353142.84000000
0.158116540670
Long
DBT
NUSS
MY
Y
2
2030-04-21
Fixed
3.50000000
N
N
N
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
LETRA TESOURO NACIONAL ZERO COUPON 01/01/2024
N/A
43000000.00000000
PA
6198894.55000000
0.416527099658
Long
DBT
NUSS
BR
N
2
2024-01-01
None
0.00000000
N
N
N
N
N
N
Joint Stock Company National Company KazMunayGas
2138001H1M69RFJCSH88
KAZMUNAYGAS NATIONAL CO JSC 5.750000% 04/19/2047
Y4596HAD9
63000.00000000
PA
USD
74661.30000000
0.005016774280
Long
DBT
NUSS
KZ
N
2
2047-04-19
Fixed
5.75000000
N
N
N
N
N
N
Republic of the Philippines
529900RAHBALMYIJ3T08
REPUBLIC OF PHILIPPINES 2.457000% 05/05/2030
718286CJ4
915000.00000000
PA
USD
924122.93000000
0.062095304357
Long
DBT
NUSS
PH
N
2
2030-05-05
Fixed
2.45700000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/TRY SETTLE 2021-05-28
N/A
1.00000000
NC
USD
1944.14000000
0.000130634097
N/A
DFE
US
N
2
JP MORGAN
N/A
5119811.00000000
TRY
599298.96000000
USD
2021-05-28
1944.14000000
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/EUR SETTLE 2021-06-16
N/A
1.00000000
NC
-123687.18000000
-0.00831100802
N/A
DFE
PA
N
2
CITIGROUP GLOBAL MARKETS
N/A
3317230.49000000
EUR
14909518.00000000
PLN
2021-06-16
-123687.18000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/TRY SETTLE 2021-06-16
N/A
1.00000000
NC
USD
-805.16000000
-0.00005410173
N/A
DFE
US
N
2
JP MORGAN
N/A
9113623.39000000
TRY
1049472.98000000
USD
2021-06-16
-805.16000000
N
N
N
America Movil, S.A.B. de C.V.
5493000FNR3UCEAONM59
AMERICA MOVIL SAB DE CV 7.125000% 12/09/2024
N/A
18110000.00000000
PA
899901.62000000
0.060467783204
Long
DBT
NUSS
MX
N
2
2024-12-09
Fixed
7.12500000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 2.969%
N/A
200000000.00000000
NC
297.85000000
0.000020013664
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2029-02-08
0.00000000
HUF
0.00000000
HUF
-200000000.00000000
HUF
297.85000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2021-04-19
N/A
1.00000000
NC
USD
77386.36000000
0.005199881337
N/A
DFE
US
N
2
JP MORGAN
N/A
73104530.00000000
CNY
11215921.23000000
USD
2021-04-19
77386.36000000
N
N
N
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
STANDARD CHARTERED BANK MTN 8.250000% 05/18/2029
AV6441332
14336000000.00000000
PA
1075885.96000000
0.072292834612
Long
DBT
NUSS
GB
Y
2
2029-05-18
Fixed
8.25000000
N
N
N
N
N
N
Independent State of Papua New Guinea
254900NKI6OC90ZW9W36
PAPUA NEW GUINEA GOVERNMENT INTERNATIONAL BOND 144 8.375000% 10/04/2028
69888UAB1
1826000.00000000
PA
USD
1876215.00000000
0.126069960697
Long
DBT
NUSS
PG
Y
2
2028-10-04
Fixed
8.37500000
N
N
N
N
N
N
Joint Stock Company National Company KazMunayGas
2138001H1M69RFJCSH88
KAZMUNAYGAS NATIONAL CO JSC 144A 5.375000% 04/24/2030
48667QAQ8
984000.00000000
PA
USD
1164310.13000000
0.078234388025
Long
DBT
NUSS
KZ
Y
2
2030-04-24
Fixed
5.37500000
N
N
N
N
N
N
FEDERAL REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
REPUBLIC OF NIGERIA 7.143000% 02/23/2030
N/A
682000.00000000
PA
USD
694910.26000000
0.046693640742
Long
DBT
NUSS
NG
N
2
2030-02-23
Fixed
7.14300000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 5.950000% 01/28/2031
P78625EA7
1490000.00000000
PA
USD
1430400.00000000
0.096113969764
Long
DBT
NUSS
MX
N
2
2031-01-28
Fixed
5.95000000
N
N
N
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 1.25% 3/12/28
N/A
413000.00000000
PA
12254.27000000
0.000823410609
Long
DBT
USGA
TH
N
2
2028-03-12
Fixed
1.25000000
N
N
N
N
N
N
AXTEL, S.A.B. DE C.V.
549300BVRDR8XTSXAD13
AXTEL SAB DE CV 144A 6.375000% 11/14/2024
05462GAJ3
713000.00000000
PA
USD
741520.00000000
0.049825524929
Long
DBT
NUSS
MX
Y
2
2024-11-14
Fixed
6.37500000
N
N
N
N
N
N
TURKIYE VAKIFLAR BANKASI TURK ANONIM ORTAKLIGI
789000KAIHOLSQKQ9858
TURKIYE VAKIFLAR BANKASI TAO 144A 6.500000% 01/08/2026
90015WAK9
379000.00000000
PA
USD
362762.12000000
0.024375354749
Long
DBT
NUSS
TR
Y
2
2026-01-08
Fixed
6.50000000
N
N
N
N
N
N
UKRANIAN HRYVNIA
N/A
FX Forward Contract: UAH/USD SETTLE 2021-07-22
N/A
1.00000000
NC
249928.07000000
0.016793609454
N/A
DFE
UA
N
2
GOLDMAN, SACHS & CO.
N/A
686658.63000000
USD
20050432.00000000
UAH
2021-07-22
249928.07000000
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2021-06-03
N/A
1.00000000
NC
-4421.52000000
-0.00029709860
N/A
DFE
XX
N
2
CITIGROUP GLOBAL MARKETS
N/A
333912.63000000
USD
280000.00000000
EUR
2021-06-03
-4421.52000000
N
N
N
CZECH REPUBLIC KORUNA
N/A
FX Forward Contract: CZK/USD SETTLE 2021-06-15
N/A
1.00000000
NC
-764.15000000
-0.00005134611
N/A
DFE
CZ
N
2
JP MORGAN
N/A
111585.12000000
USD
2461300.00000000
CZK
2021-06-15
-764.15000000
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2021-04-06
N/A
1.00000000
NC
-24448.24000000
-0.00164276943
N/A
DFE
XX
N
2
CITIGROUP GLOBAL MARKETS
N/A
1530257.01000000
USD
1281127.00000000
EUR
2021-04-06
-24448.24000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA INVESTMNT ISSUE 4.070000% 09/30/2026
N/A
6500000.00000000
PA
1664979.32000000
0.111876238828
Long
DBT
NUSS
MY
N
2
2026-09-30
Fixed
4.07000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 6.950000% 01/28/2060
71654QDF6
350000.00000000
PA
USD
301875.00000000
0.020284119562
Long
DBT
NUSS
MX
N
2
2060-01-28
Fixed
6.95000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/MXN SETTLE 2021-06-04
N/A
1.00000000
NC
USD
-5343.60000000
-0.00035905663
N/A
DFE
US
N
2
JP MORGAN
N/A
9684492.66000000
MXN
464733.59000000
USD
2021-06-04
-5343.60000000
N
N
N
Powerchina Roadbridge Group (British Virgin Islands) Limited
54930030HB6G7DYU0727
POWERCHINA ROADBRIDGE GROUP BRITISH VIRGIN ISLANDS 3.080000% MATURITY: PERPETUAL
N/A
285000.00000000
PA
USD
285623.44000000
0.019192115964
Long
DBT
NUSS
CN
N
2
2169-10-01
Fixed
3.08000000
N
N
N
N
N
N
Comision Federal de Electricidad
4469000001BFPONMPF32
COMISION FEDERAL DE ELECTRICIDAD 144A 3.348000% 02/09/2031
200447AH3
1885000.00000000
PA
USD
1811503.85000000
0.121721774515
Long
DBT
NUSS
MX
Y
2
2031-02-09
Fixed
3.34800000
N
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
JPMORGAN CHASE BANK NA MTN VARIABLE RATE 09/18/2030
U48057EU0
57637000000.00000000
PA
4013320.86000000
0.269670162047
Long
DBT
CORP
US
Y
2
2030-09-18
Fixed
7.00000000
N
N
N
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2021-04-20
N/A
1.00000000
NC
5002.35000000
0.000336126759
N/A
DFE
ZA
N
2
CITIGROUP GLOBAL MARKETS
N/A
216029.02000000
USD
3271200.00000000
ZAR
2021-04-20
5002.35000000
N
N
N
Turkiye Cumhuriyeti
5493000PCHOG3B6S3Q85
REPUBLIC OF TURKEY 6.000000% 01/14/2041
900123BJ8
308000.00000000
PA
USD
260155.28000000
0.017480814258
Long
DBT
NUSS
TR
N
2
2041-01-14
Fixed
6.00000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 7.000000% 09/15/2030
N/A
74210000000.00000000
PA
5167315.10000000
0.347211386524
Long
DBT
NUSS
ID
N
2
2030-09-15
Fixed
7.00000000
N
N
N
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2021-06-16
N/A
1.00000000
NC
22155.08000000
0.001488683367
N/A
DFE
MX
N
2
JP MORGAN
N/A
1631361.11000000
USD
34110129.52000000
MXN
2021-06-16
22155.08000000
N
N
N
TURKISH LIRA
N/A
FX Forward Contract: TRY/USD SETTLE 2021-06-22
N/A
1.00000000
NC
-166601.37000000
-0.01119457427
N/A
DFE
TR
N
2
GOLDMAN, SACHS & CO.
N/A
1266533.16000000
USD
9581450.00000000
TRY
2021-06-22
-166601.37000000
N
N
N
TENCENT HOLDINGS LIMITED
254900N4SLUMW4XUYY11
TENCENT HOLDINGS LTD MTN 3.240000% 06/03/2050
88032WAV8
450000.00000000
PA
USD
413038.76000000
0.027753631774
Long
DBT
NUSS
CN
Y
2
2050-06-03
Fixed
3.24000000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 6.82%
N/A
33993222.00000000
NC
-19173.91000000
-0.00128836731
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2029-09-10
0.00000000
MXN
0.00000000
MXN
-33993222.00000000
MXN
-19173.91000000
N
N
N
Provincia de Buenos Aires
549300L6AYROPOTQ4L07
PROVINCIA DE BUENOS AIRE 7.875000% 06/15/2027
N/A
350000.00000000
PA
USD
133437.50000000
0.008966168792
Long
DBT
NUSS
AR
N
2
2027-06-15
Fixed
7.87500000
Y
N
N
N
N
N
TAIWAN DOLLAR
N/A
FX Forward Contract: TWD/USD SETTLE 2021-05-10
N/A
1.00000000
NC
-63941.19000000
-0.00429644966
N/A
DFE
TW
N
2
CITIGROUP GLOBAL MARKETS
N/A
2675450.13000000
USD
74035056.00000000
TWD
2021-05-10
-63941.19000000
N
N
N
PHILLIPINE PESO
N/A
FX Forward Contract: PHP/USD SETTLE 2021-06-01
N/A
1.00000000
NC
6189.25000000
0.000415879045
N/A
DFE
PH
N
2
GOLDMAN, SACHS & CO.
N/A
2531401.72000000
USD
123507090.00000000
PHP
2021-06-01
6189.25000000
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
NOTA DO TESOURO NACIONAL 10.000000% 01/01/2027
N/A
41223000.00000000
PA
7666626.88000000
0.515149569448
Long
DBT
NUSS
BR
N
2
2027-01-01
Fixed
10.00000000
N
N
N
N
N
N
Gobierno de la Republica Dominicana
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC INTERNATIONAL BOND 144A 5.300000% 01/21/2041
25714PEG9
3704000.00000000
PA
USD
3639180.00000000
0.244530226850
Long
DBT
NUSS
DO
Y
2
2041-01-21
Fixed
5.30000000
N
N
N
N
N
N
Republique de Cote d'Ivoire
254900ICW11T82O6H590
Ivory Coast Government International Bond 6.625000% 03/22/2048
AR7769417
481000.00000000
PA
569941.33000000
0.038296507102
Long
DBT
CORP
CI
Y
2
2048-03-22
Fixed
6.62500000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIA GOVERNMENT BOND 4.850000% 04/22/2026
N/A
1945000.00000000
PA
511553.82000000
0.034373230137
Long
DBT
NUSS
RO
N
2
2026-04-22
Fixed
4.85000000
N
N
N
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 1.600000% 12/17/2029
N/A
7000000.00000000
PA
221297.34000000
0.014869802744
Long
DBT
NUSS
TH
N
2
2029-12-17
Fixed
1.60000000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 3M HUF BUBOR
N/A
1997565523.00000000
NC
-11429.76000000
-0.00076800867
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2023-03-22
0.00000000
HUF
0.00000000
HUF
-1997565523.00000000
HUF
-11429.76000000
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS MTN 6.875000% 08/04/2026
71654QCB6
713000.00000000
PA
USD
763330.67000000
0.051291066091
Long
DBT
NUSS
MX
N
2
2026-08-04
Fixed
6.87500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/RUB SETTLE 2021-04-16
N/A
1.00000000
NC
USD
8182.82000000
0.000549834531
N/A
DFE
US
N
2
JP MORGAN
N/A
95162963.00000000
RUB
1265969.97000000
USD
2021-04-16
8182.82000000
N
N
N
THAILAND BAHT
N/A
FX Forward Contract: THB/USD SETTLE 2021-04-21
N/A
1.00000000
NC
-23943.49000000
-0.00160885337
N/A
DFE
TH
N
2
J P MORGAN CHASE BANK
N/A
1654011.75000000
USD
50938600.00000000
THB
2021-04-21
-23943.49000000
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 7.000000% 05/04/2022
N/A
4935100000.00000000
PA
1407694.11000000
0.094588275395
Long
DBT
NUSS
CO
N
2
2022-05-04
Fixed
7.00000000
N
N
N
N
N
N
TURKIYE CUMHURIYETI ZIRAAT BANKASI ANONIM SIRKETI
213800K5KTZFSUS8MR51
TC ZIRAAT BANKASI AS MTN 5.125000% 05/03/2022
90015JAA0
1063000.00000000
PA
USD
1057546.81000000
0.071060557970
Long
DBT
NUSS
TR
Y
2
2022-05-03
Fixed
5.12500000
N
N
N
N
N
Saudi Arabian Oil Company
5586006WD91QHB7J4X50
SAUDI ARABIAN OIL CO MTN 4.250000% 04/16/2039
N/A
2150000.00000000
PA
USD
2314220.78000000
0.155501220691
Long
DBT
NUSS
SA
N
2
2039-04-16
Fixed
4.25000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 6.625000% 05/15/2033
N/A
24323000000.00000000
PA
1626099.30000000
0.109263743675
Long
DBT
NUSS
ID
N
2
2033-05-15
Fixed
6.62500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/INR SETTLE 2021-04-08
N/A
1.00000000
NC
USD
-9409.24000000
-0.00063224231
N/A
DFE
US
N
2
JP MORGAN
N/A
186796464.00000000
INR
2542641.97000000
USD
2021-04-08
-9409.24000000
N
N
N
Sultanate of Oman
549300SZ20F0QTKNQC75
OMAN GOV INTERNTL BOND 6.750000% 01/17/2048
N/A
2879000.00000000
PA
USD
2742592.98000000
0.184285164118
Long
DBT
NUSS
OM
N
2
2048-01-17
Fixed
6.75000000
N
N
N
N
N
N
INDUSTRIAS PENOLES, S.A.B. DE C.V.
549300WA2HB7776CB324
INDUSTRIAS PENOLES SAB DE CV 144A 5.650000% 09/12/2049
456472AC3
359000.00000000
PA
USD
415905.09000000
0.027946231295
Long
DBT
NUSS
MX
Y
2
2049-09-12
Fixed
5.65000000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.478000% 06/14/2024
N/A
6160000.00000000
PA
1536464.86000000
0.103240867658
Long
DBT
NUSS
MY
N
2
2024-06-14
Fixed
3.47800000
N
N
N
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVERNMENT BOND 3.120000% 12/05/2026
N/A
9040000.00000000
PA
1381055.96000000
0.092798357649
Long
DBT
NUSS
CN
N
2
2026-12-05
Fixed
3.12000000
N
N
N
N
N
N
Republic of Lebanon
529900QPC4K9S1KHL354
LEBANESE REPUBLIC 8.200000% 05/17/2033
N/A
2700000.00000000
PA
USD
302778.00000000
0.020344795537
Long
DBT
NUSS
LB
N
2
2033-05-17
Fixed
8.20000000
Y
N
N
N
N
N
Republica del Ecuador
5299003Y2U5XK0A35H71
ECUADOR GOVERNMENT INTERNATIONAL BOND 144A 0.500000% 07/31/2030
N/A
4407218.00000000
PA
USD
2567248.56000000
0.172503111348
Long
DBT
NUSS
EC
Y
2
2030-07-31
Fixed
0.50000000
N
N
N
N
N
N
BIOCEANICO SOVEREIGN CERTIFICATE LIMITED
N/A
BIOCEANICO SOVEREIGN CERTIFICATE LTD ZERO COUPON 06/05/2034
G11176AA5
1983476.42370000
PA
USD
1482648.63000000
0.099624752233
Long
DBT
NUSS
KY
N
2
2034-06-05
Fixed
0.00000000
N
N
N
N
N
N
ECOPETROL S.A.
254900IDGKCJICKBPA66
ECOPETROL SA 6.875000% 04/29/2030
279158AN9
492000.00000000
PA
USD
598960.80000000
0.040246434718
Long
DBT
NUSS
CO
N
2
2030-04-29
Fixed
6.87500000
N
N
N
N
N
N
GRUPO AVAL LIMITED
549300J4FW1ELLQ80113
GRUPO AVAL LTD 144A 4.375000% 02/04/2030
40053FAC2
812000.00000000
PA
USD
819105.00000000
0.055038753638
Long
DBT
NUSS
CO
Y
2
2030-02-04
Fixed
4.37500000
N
N
N
N
N
N
Turkiye Cumhuriyeti
5493000PCHOG3B6S3Q85
REPUBLIC OF TURKEY 4.875000% 10/09/2026
900123CK4
1017000.00000000
PA
USD
936311.22000000
0.062914281522
Long
DBT
NUSS
TR
N
2
2026-10-09
Fixed
4.87500000
N
N
N
N
N
N
DP World Limited
549300M3U2DNF4QVSS04
DP WORLD PLC MTN 4.700000% 09/30/2049
23330JAC5
134000.00000000
PA
USD
139605.22000000
0.009380601156
Long
DBT
NUSS
AE
Y
2
2049-09-30
Fixed
4.70000000
N
N
N
N
N
N
Ukraine
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT 7.253000% 03/15/2033
N/A
2823000.00000000
PA
USD
2808320.40000000
0.188701637314
Long
DBT
NUSS
UA
N
2
2033-03-15
Fixed
7.25300000
N
N
N
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
NOTA DO TESOURO NACIONAL 10.000000% 01/01/2031
N/A
4682000.00000000
PA
863365.81000000
0.058012804360
Long
DBT
NUSS
BR
N
2
2031-01-01
Fixed
10.00000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 8.250000% 06/15/2032
N/A
12030000000.00000000
PA
896204.09000000
0.060219332221
Long
DBT
NUSS
ID
N
2
2032-06-15
Fixed
8.25000000
N
N
N
N
N
N
Republica de El Salvador
529900AKDMUSFSDOM949
REPUBLIC OF EL SALVADOR 9.500000% 07/15/2052
P01012CC8
1729000.00000000
PA
USD
1837062.50000000
0.123439156585
Long
DBT
NUSS
SV
N
2
2052-07-15
Fixed
9.50000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PEN SETTLE 2021-04-16
N/A
1.00000000
NC
USD
55783.99000000
0.003748336638
N/A
DFE
US
N
2
JP MORGAN
N/A
9589256.00000000
PEN
2605422.09000000
USD
2021-04-16
55783.99000000
N
N
N
N/A
N/A
R186 BOND FUTURE MAY21 FINANCIAL COMMODITY FUTURE.
N/A
1632.00000000
NC
12979291.99000000
0.872127571231
N/A
DIR
ZA
N
1
STANDARD CHARTERED
N/A
Long
South African Govt. Bond Futures
Johannesburg Stock Exchange Interest Rate Exchange YieldX R186 Bond Future May 2021
2021-05-09
13092814.07000000
ZAR
-113522.08000000
N
N
N
Kingdom of Saudi Arabia
635400FMICXSM3SI3H65
SAUDI GOVERNMENT INTERNATIONAL BOND MTN 4.500000% 04/17/2030
80413TAH2
463000.00000000
PA
USD
533607.50000000
0.035855100056
Long
DBT
NUSS
SA
Y
2
2030-04-17
Fixed
4.50000000
N
N
N
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2021-05-18
N/A
1.00000000
NC
74069.62000000
0.004977017070
N/A
DFE
ZA
N
2
CITIGROUP GLOBAL MARKETS
N/A
4658248.57000000
USD
70295300.00000000
ZAR
2021-05-18
74069.62000000
N
N
N
N/A
N/A
REPUBLIC OF ANGOLA VIA AVENIR II BV MTN VARIABLE RATE 07/01/2023
N/A
3456615.35630000
PA
USD
3343962.81000000
0.224693470647
Long
DBT
NUSS
AO
N
2
2023-07-01
Floating
7.75950120
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP
N/A
3361902.00000000
NC
-18457.31000000
-0.00124021625
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2025-01-02
0.00000000
BRL
0.00000000
BRL
-3361902.00000000
BRL
-18457.31000000
N
N
N
NEW RUSSIAN ROUBLE
N/A
FX Forward Contract: RUB/USD SETTLE 2021-04-21
N/A
1.00000000
NC
-24877.18000000
-0.00167159153
N/A
DFE
RU
N
2
J P MORGAN CHASE BANK
N/A
935372.08000000
USD
68932900.00000000
RUB
2021-04-21
-24877.18000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2021-04-05
N/A
1.00000000
NC
USD
-186527.91000000
-0.01253351363
N/A
DFE
US
N
2
JP MORGAN
N/A
43257522.00000000
BRL
7477906.76000000
USD
2021-04-05
-186527.91000000
N
N
N
CEMEX, Sociedad Anonima Bursatil de Capital Variable
549300RIG2CXWN6IV731
CEMEX SAB DE CV 144A 3.875000% 07/11/2031
151290BZ5
572000.00000000
PA
USD
558272.00000000
0.037512400816
Long
DBT
NUSS
MX
Y
2
2031-07-11
Fixed
3.87500000
N
N
N
N
N
N
BRK: J.P. MORGAN CHASE
N/A
BRK: J.P. MORGAN CHASE PAY: 1.3775%
N/A
654998166.00000000
NC
-2732.11000000
-0.00018358077
N/A
DIR
XX
N
2
BRK: J.P. MORGAN CHASE
N/A
Y
2021-06-17
0.00000000
HUF
0.00000000
HUF
-654998166.00000000
HUF
-2732.11000000
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 6.750000% 02/07/2022
77586TAA4
146000.00000000
PA
USD
153665.00000000
0.010325330791
Long
DBT
NUSS
RO
N
2
2022-02-07
Fixed
6.75000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 10.500000% 12/21/2026
N/A
76143230.00000000
PA
5855287.41000000
0.393438840245
Long
DBT
NUSS
ZA
N
2
2026-12-21
Fixed
10.50000000
N
N
N
N
N
N
Bundesrepublik Deutschland
N/A
EURO-BOBL FUTURE JUN21 FINANCIAL COMMODITY FUTURE.
N/A
-18.00000000
NC
-2857659.98000000
-0.19201694974
N/A
DIR
DE
N
1
GOLDMAN, SACHS & CO.
N/A
Short
Germany Govt. Bond Futures
Euro-BOBL Future Jun 2021
2021-06-11
-2879960.28000000
EUR
22300.30000000
N
N
N
CHINESE YUAN RENMINBI
N/A
FX Forward Contract: CNY/USD SETTLE 2021-04-19
N/A
1.00000000
NC
1167.82000000
0.000078470229
N/A
DFE
CN
N
2
J P MORGAN CHASE BANK
N/A
1673071.92000000
USD
10988385.00000000
CNY
2021-04-19
1167.82000000
N
N
N
MDGH ? GMTN B.V.
213800L53ZH5KG593W13
MDGH - GMTN BV MTN 3.700000% 11/07/2049
55276VAK8
711000.00000000
PA
USD
726108.75000000
0.048789984929
Long
DBT
NUSS
AE
Y
2
2049-11-07
Fixed
3.70000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 4.850000% 09/30/2029
836205BA1
1696000.00000000
PA
USD
1705090.56000000
0.114571464296
Long
DBT
NUSS
ZA
N
2
2029-09-30
Fixed
4.85000000
N
N
N
N
N
N
Banco de Credito e Inversiones
549300E9E5Y3PKW24142
BANCO DE CREDITO E INVERSIONES SA 144A 3.500000% 10/12/2027
05890MAA1
1046000.00000000
PA
USD
1118133.58000000
0.075131611507
Long
DBT
NUSS
CL
Y
2
2027-10-12
Fixed
3.50000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 144A 6.950000% 01/28/2060
71654QDA7
1337000.00000000
PA
USD
1153162.50000000
0.077485336729
Long
DBT
NUSS
MX
Y
2
2060-01-28
Fixed
6.95000000
N
N
N
N
N
N
BRK: J.P. MORGAN CHASE
N/A
BRK: J.P. MORGAN CHASE PAY: 28-DAY MXN - TIIE
N/A
40000000.00000000
NC
2689.40000000
0.000180710927
N/A
DIR
XX
N
2
BRK: J.P. MORGAN CHASE
N/A
Y
2026-06-18
0.00000000
MXN
0.00000000
MXN
-40000000.00000000
MXN
2689.40000000
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
LETRA TESOURO NACIONAL ZERO COUPON 01/01/2022
N/A
34000000.00000000
PA
5823445.23000000
0.391299244100
Long
DBT
NUSS
BR
N
2
2022-01-01
None
0.00000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PEN SETTLE 2021-06-16
N/A
1.00000000
NC
USD
26004.19000000
0.001747319582
N/A
DFE
US
N
2
JP MORGAN
N/A
8696897.22000000
PEN
2339070.28000000
USD
2021-06-16
26004.19000000
N
N
N
United States of America
N/A
US LONG BOND(CBT) JUN21 FINANCIAL COMMODITY FUTURE.
N/A
-1.00000000
NC
USD
-154593.75000000
-0.01038773700
N/A
DIR
US
N
1
GOLDMAN, SACHS & CO.
N/A
Short
U.S. Treasury Futures
US Long Bond (CBT) Jun 2021
2021-06-24
-157747.89000000
USD
3154.14000000
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2021-05-05
N/A
1.00000000
NC
-10054.57000000
-0.00067560447
N/A
DFE
ZA
N
2
CITIGROUP GLOBAL MARKETS
N/A
1352431.18000000
USD
19904932.00000000
ZAR
2021-05-05
-10054.57000000
N
N
N
DP World Limited
549300M3U2DNF4QVSS04
DP WORLD PLC MTN 5.625000% 09/25/2048
23330JAB7
439000.00000000
PA
USD
514178.75000000
0.034549609082
Long
DBT
NUSS
AE
Y
2
2048-09-25
Fixed
5.62500000
N
N
N
N
N
N
RUSSIA, FEDERATION OF (GOVERNMENT)
5493004EHVGF71PDBU58
RUSSIAN FEDERATION 4.750000% 05/27/2026
N/A
1600000.00000000
PA
USD
1792000.00000000
0.120411237288
Long
DBT
NUSS
RU
N
2
2026-05-27
Fixed
4.75000000
N
N
N
N
N
Government of the Republic of Korea
549300O0QCVSQGPGDT58
REPUBLIC OF KOREA 1.000000% 09/16/2030
50064FAS3
791000.00000000
PA
USD
726248.74000000
0.048799391385
Long
DBT
NUSS
KR
N
2
2030-09-16
Fixed
1.00000000
N
N
N
N
N
African Export-Import Bank
21380068LJCDYA42GJ76
AFRICAN EXPORT-IMPORT BANK/THE MTN 3.994000% 09/21/2029
00831TAA9
363000.00000000
PA
USD
380696.98000000
0.025580465621
Long
DBT
NUSS
XX
Y
2
2029-09-21
Fixed
3.99400000
N
N
N
N
N
N
Ceska republika
3157007EFDLQABN47912
CZECH REPUBLIC 2.500000% 08/25/2028
N/A
18330000.00000000
PA
865802.93000000
0.058176563643
Long
DBT
NUSS
CZ
N
2
2028-08-25
Fixed
2.50000000
N
N
N
N
N
N
Republic of Georgia
254900MHQHBC58M2GR84
GEORGIA GOVERNMENT INTERNATIONAL BOND 144A 6.875000% 04/12/2021
37311PAA8
66000.00000000
PA
USD
65978.22000000
0.004433325393
Long
DBT
NUSS
GE
Y
2
2021-04-12
Fixed
6.87500000
N
N
N
N
N
N
AUSTRALIAN DOLLAR
N/A
FX Forward Contract: AUD/USD SETTLE 2021-04-06
N/A
1.00000000
NC
-54911.43000000
-0.00368970604
N/A
DFE
AU
N
2
GOLDMAN, SACHS & CO.
N/A
2566802.72000000
USD
3297986.00000000
AUD
2021-04-06
-54911.43000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PEN SETTLE 2021-06-16
N/A
1.00000000
NC
USD
25945.78000000
0.001743394794
N/A
DFE
US
N
2
JP MORGAN
N/A
9363641.57000000
PEN
2516342.22000000
USD
2021-06-16
25945.78000000
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT BOND 17.700000% 08/07/2025
N/A
29457000.00000000
PA
2063113.57000000
0.138628380374
Long
DBT
NUSS
EG
N
2
2025-08-07
Fixed
17.70000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
REPUBLIC OF INDONESIA 1.400000% 10/30/2031
N/A
495000.00000000
PA
584305.37000000
0.039261681113
Long
DBT
NUSS
ID
N
2
2031-10-30
Fixed
1.40000000
N
N
N
N
N
N
Republica Bolivariana de Venezuela
529900XM8PJTJK5OJI77
Venezuela Government International Bond Maturity:09/15/2027
922646AS3
2300000.00000000
PA
USD
235750.00000000
0.015840931468
Long
DBT
NUSS
VE
N
2
2027-09-15
Fixed
9.25000000
Y
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEX BONOS DESARR FIX RT 8.500000% 11/18/2038
N/A
139050300.00000000
PA
7466533.20000000
0.501704520574
Long
DBT
NUSS
MX
N
2
2038-11-18
Fixed
8.50000000
N
N
N
N
N
N
Republica de Guatemala
529900QKDFFU9UWW5315
REPUBLIC OF GUATEMALA 4.900000% 06/01/2030
P5015VAH9
1164000.00000000
PA
USD
1274591.64000000
0.085644618532
Long
DBT
NUSS
GT
N
2
2030-06-01
Fixed
4.90000000
N
N
N
N
N
N
State of Israel
213800T8ZHTFZIBYPE21
STATE OF ISRAEL 4.500000% 04/03/2120
46513JB59
4323000.00000000
PA
USD
5148649.77000000
0.345957192618
Long
DBT
NUSS
IL
N
2
2120-04-03
Fixed
4.50000000
N
N
N
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2021-04-14
N/A
1.00000000
NC
44011.81000000
0.002957319474
N/A
DFE
CL
N
2
JP MORGAN
N/A
5716144.80000000
USD
4137059800.00000000
CLP
2021-04-14
44011.81000000
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 1.61%
N/A
135000000.00000000
NC
34711.21000000
0.002332377089
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2030-01-17
0.00000000
HUF
0.00000000
HUF
-135000000.00000000
HUF
34711.21000000
N
N
N
RUSSIA, FEDERATION OF (GOVERNMENT)
5493004EHVGF71PDBU58
RUSSIA GOVT BOND - OFZ 7.000000% 08/16/2023
N/A
219831000.00000000
PA
2986310.35000000
0.200661453220
Long
DBT
NUSS
RU
N
2
2023-08-16
Fixed
7.00000000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
UNITED MEXICAN STATES 3.771000% 05/24/2061
91087BAN0
3170000.00000000
PA
USD
2789853.60000000
0.187460783387
Long
DBT
NUSS
MX
N
2
2061-05-24
Fixed
3.77100000
N
N
N
N
N
N
ESKOM HOLDINGS SOC LIMITED
3789001900ED06F65111
ESKOM HOLDINGS SOC LTD MTN 7.500000% 09/15/2033
N/A
35200000.00000000
PA
1696274.85000000
0.113979103499
Long
DBT
NUSS
ZA
N
2
2033-09-15
Fixed
7.50000000
N
N
N
N
N
N
TURKISH LIRA
N/A
FX Forward Contract: TRY/USD SETTLE 2021-06-16
N/A
1.00000000
NC
-608255.61000000
-0.04087098805
N/A
DFE
TR
N
2
GOLDMAN, SACHS & CO.
N/A
5896313.65000000
USD
45886292.10000000
TRY
2021-06-16
-608255.61000000
N
N
N
VEDANTA RESOURCES FINANCE II PLC
8945002DGA3BBXO3N634
VEDANTA RESOURCES FINANCE II PLC 144A 13.875000% 01/21/2024
92243XAD3
286000.00000000
PA
USD
308165.00000000
0.020706768381
Long
DBT
NUSS
IN
Y
2
2024-01-21
Fixed
13.87500000
N
N
N
N
N
N
BRK: J.P. MORGAN CHASE
N/A
BRK: J.P. MORGAN CHASE PAY: 1-DAY-CLP - Sinacofi Chile Interbank Rate Avg
N/A
444724581.00000000
NC
-66223.87000000
-0.00444983154
N/A
DIR
XX
N
2
BRK: J.P. MORGAN CHASE
N/A
Y
2030-08-24
0.00000000
CLP
0.00000000
CLP
-444724581.00000000
CLP
-66223.87000000
N
N
N
Republica de El Salvador
529900AKDMUSFSDOM949
REPUBLIC OF EL SALVADOR 7.750000% 01/24/2023
P01012AJ5
2000000.00000000
PA
USD
2090000.00000000
0.140434980989
Long
DBT
NUSS
SV
N
2
2023-01-24
Fixed
7.75000000
N
N
N
N
N
N
TURKISH LIRA
N/A
FX Forward Contract: TRY/USD SETTLE 2021-06-16
N/A
1.00000000
NC
-445650.48000000
-0.02994493621
N/A
DFE
TR
N
2
GOLDMAN, SACHS & CO.
N/A
4388191.53000000
USD
34210780.00000000
TRY
2021-06-16
-445650.48000000
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 1.4925%
N/A
33000000.00000000
NC
-36168.87000000
-0.00243032276
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2029-11-18
0.00000000
CZK
0.00000000
CZK
-33000000.00000000
CZK
-36168.87000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2021-04-06
N/A
1.00000000
NC
USD
15768.29000000
0.001059530864
N/A
DFE
US
N
2
JP MORGAN
N/A
959645.00000000
EUR
1143714.12000000
USD
2021-04-06
15768.29000000
N
N
N
Republique du Senegal
549300NP14ZLQGWIUZ97
REPUBLIC OF SENEGAL 6.750000% 03/13/2048
N/A
940000.00000000
PA
USD
893094.00000000
0.060010353546
Long
DBT
NUSS
SN
N
2
2048-03-13
Fixed
6.75000000
N
N
N
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT BOND 2.250000% 04/20/2033
N/A
771990000.00000000
PA
2374027.29000000
0.159519845617
Long
DBT
NUSS
HU
N
2
2033-04-20
Fixed
2.25000000
N
N
N
N
N
N
VEDANTA RESOURCES LIMITED
2138007MYEKPEAZQTW83
VEDANTA RESOURCES LTD 6.375000% 07/30/2022
G9328DAM2
350000.00000000
PA
USD
332500.00000000
0.022341928793
Long
DBT
NUSS
IN
N
2
2022-07-30
Fixed
6.37500000
N
N
N
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2021-06-16
N/A
1.00000000
NC
23426.03000000
0.001574083290
N/A
DFE
KR
N
2
CITIGROUP GLOBAL MARKETS
N/A
3850438.21000000
USD
4364779745.00000000
KRW
2021-06-16
23426.03000000
N
N
N
GTLK EUROPE CAPITAL DESIGNATED ACTIVITY COMPANY
635400I6H6CSZ39WIN49
GTLK EUROPE CAPITAL DAC 4.650000% 03/10/2027
N/A
596000.00000000
PA
USD
604105.60000000
0.040592133230
Long
DBT
NUSS
RU
N
2
2027-03-10
Fixed
4.65000000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP
N/A
6361099.00000000
NC
6713.92000000
0.000451133601
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2023-01-02
0.00000000
BRL
0.00000000
BRL
-6361099.00000000
BRL
6713.92000000
N
N
N
Petroleos de Venezuela, S.A.
549300YWR8TN1OFD4P06
PETROLEOS DE VENEZUELA 6.0% 05/16/2024
N/A
7785099.00000000
PA
USD
338651.81000000
0.022755292105
Long
DBT
NUSS
VE
N
2
2024-05-16
Fixed
6.00000000
Y
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/JPY SETTLE 2021-06-30
N/A
1.00000000
NC
USD
24147.95000000
0.001622591817
N/A
DFE
US
N
2
JP MORGAN
N/A
234130800.00000000
JPY
2145234.63000000
USD
2021-06-30
24147.95000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA INVESTMNT ISSUE 4.369000% 10/31/2028
N/A
1200000.00000000
PA
310788.94000000
0.020883080804
Long
DBT
NUSS
MY
N
2
2028-10-31
Fixed
4.36900000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT BOND 16.300000% 04/09/2024
N/A
15034000.00000000
PA
1002747.97000000
0.067378417274
Long
DBT
NUSS
EG
N
2
2024-04-09
Fixed
16.30000000
N
N
N
N
N
N
Comision Federal de Electricidad
4469000001BFPONMPF32
COMISION FEDERAL DE ELECTRICIDAD 144A 5.750000% 02/14/2042
200447AC4
500000.00000000
PA
USD
543005.00000000
0.036486553517
Long
DBT
NUSS
MX
Y
2
2042-02-14
Fixed
5.75000000
N
N
N
N
N
N
Turkiye Cumhuriyeti
5493000PCHOG3B6S3Q85
TURKEY GOVERNMENT BOND 10.600000% 02/11/2026
N/A
13915967.00000000
PA
1264438.26000000
0.084962374643
Long
DBT
NUSS
TR
N
2
2026-02-11
Fixed
10.60000000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 28-DAY MXN - TIIE
N/A
27064261.00000000
NC
30538.80000000
0.002052017127
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2025-04-01
0.00000000
MXN
0.00000000
MXN
-27064261.00000000
MXN
30538.80000000
N
N
N
BRAZIL LOAN TRUST 1
N/A
BRAZIL LOAN TRUST 1 5.477000% 07/24/2023
U0952YAA8
193870.74000000
PA
USD
201142.83000000
0.013515545218
Long
DBT
NUSS
BR
N
2
2023-07-24
Fixed
5.47700000
N
N
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
REPUBLIC OF PERU 3.550000% 03/10/2051
715638DT6
878000.00000000
PA
USD
852643.36000000
0.057292322513
Long
DBT
NUSS
PE
N
2
2051-03-10
Fixed
3.55000000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 10.000000% 07/24/2024
N/A
20024400000.00000000
PA
6370467.26000000
0.428055717011
Long
DBT
NUSS
CO
N
2
2024-07-24
Fixed
10.00000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/RUB SETTLE 2021-06-16
N/A
1.00000000
NC
USD
-3940.63000000
-0.00026478578
N/A
DFE
US
N
2
JP MORGAN
N/A
55128472.93000000
RUB
719106.12000000
USD
2021-06-16
-3940.63000000
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT BOND 3.000000% 08/21/2030
N/A
727940000.00000000
PA
2469963.42000000
0.165966155948
Long
DBT
NUSS
HU
N
2
2030-08-21
Fixed
3.00000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/COP SETTLE 2021-06-16
N/A
1.00000000
NC
USD
166417.92000000
0.011182247574
N/A
DFE
US
N
2
JP MORGAN
N/A
16469038065.70000000
COP
4644398.78000000
USD
2021-06-16
166417.92000000
N
N
N
Sultanate of Oman
549300SZ20F0QTKNQC75
OMAN GOVERNMENT INTERNATIONAL BOND MTN 4.875000% 02/01/2025
68205LAA1
717000.00000000
PA
USD
746755.50000000
0.050177317916
Long
DBT
NUSS
OM
Y
2
2025-02-01
Fixed
4.87500000
N
N
N
N
N
N
Emirate of Sharjah
N/A
FINANCE DEPARTMENT GOVERNMENT OF SHARJAH MTN 4.000000% 07/28/2050
38381CAB8
1165000.00000000
PA
USD
1024547.60000000
0.068843216616
Long
DBT
NUSS
AE
Y
2
2050-07-28
Fixed
4.00000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 7.750000% 02/28/2023
N/A
7161000.00000000
PA
505820.11000000
0.033987960541
Long
DBT
NUSS
ZA
N
2
2023-02-28
Fixed
7.75000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PEN SETTLE 2021-06-16
N/A
1.00000000
NC
USD
130546.54000000
0.008771914288
N/A
DFE
US
N
2
JP MORGAN
N/A
30842206.23000000
PEN
8333479.12000000
USD
2021-06-16
130546.54000000
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 1.9865%
N/A
14396202.00000000
NC
-131758.63000000
-0.00885335918
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2024-03-25
0.00000000
PLN
0.00000000
PLN
-14396202.00000000
PLN
-131758.63000000
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2021-06-30
N/A
1.00000000
NC
-62.38000000
-0.00000419154
N/A
DFE
XX
N
2
CITIGROUP GLOBAL MARKETS
N/A
16443.44000000
USD
13912.88000000
EUR
2021-06-30
-62.38000000
N
N
N
ABU DHABI CRUDE OIL PIPELINE L.L.C.
549300DONDFW2383FV66
ABU DHABI CRUDE OIL PIPELINE LLC 4.600000% 11/02/2047
AP6574192
330000.00000000
PA
USD
372114.60000000
0.025003783146
Long
DBT
NUSS
AE
N
2
2047-11-02
Fixed
4.60000000
N
N
N
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
NOTA DO TESOURO NACIONAL 10.000000% 01/01/2029
N/A
25306000.00000000
PA
4681308.37000000
0.314554761697
Long
DBT
NUSS
BR
N
2
2029-01-01
Fixed
10.00000000
N
N
N
N
N
N
MEDCO BELL PTE. LTD.
2549003PNDCWIWGKC768
MEDCO BELL PTE LTD 144A 6.375000% 01/30/2027
58406LAA9
466000.00000000
PA
USD
467398.00000000
0.031406234088
Long
DBT
NUSS
ID
Y
2
2027-01-30
Fixed
6.37500000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 4.065000% 06/15/2050
N/A
1019000.00000000
PA
231311.65000000
0.015542701995
Long
DBT
NUSS
MY
N
2
2050-06-15
Fixed
4.06500000
N
N
N
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/EUR SETTLE 2021-07-06
N/A
1.00000000
NC
-93101.96000000
-0.00625587176
N/A
DFE
PA
N
2
CITIGROUP GLOBAL MARKETS
N/A
2955183.66000000
EUR
13353352.00000000
PLN
2021-07-06
-93101.96000000
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP
N/A
2705129.00000000
NC
-5228.45000000
-0.00035131927
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2023-01-02
0.00000000
BRL
0.00000000
BRL
-2705129.00000000
BRL
-5228.45000000
N
N
N
BELARUS, REPUBLIC OF (GOVERNMENT)
635400CVCOWYLHF4ZB08
REPUBLIC OF BELARUS MINISTRY OF FINANCE 144A 6.378000% 02/24/2031
07737JAD5
604000.00000000
PA
USD
558180.56000000
0.037506256618
Long
DBT
NUSS
BY
Y
2
2031-02-24
Fixed
6.37800000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
REPUBLIC OF INDONESIA 4.750000% 02/11/2029
455780CH7
525000.00000000
PA
USD
602750.41000000
0.040501072904
Long
DBT
NUSS
ID
N
2
2029-02-11
Fixed
4.75000000
N
N
N
N
N
N
ISRAELI SHEKEL
N/A
FX Forward Contract: ILS/USD SETTLE 2021-05-10
N/A
1.00000000
NC
-12195.88000000
-0.00081948716
N/A
DFE
IL
N
2
CITIGROUP GLOBAL MARKETS
N/A
733775.29000000
USD
2404037.90000000
ILS
2021-05-10
-12195.88000000
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT BOND 16.100000% 05/07/2029
N/A
14920000.00000000
PA
1011489.69000000
0.067965806404
Long
DBT
NUSS
EG
N
2
2029-05-07
Fixed
16.10000000
N
N
N
N
N
N
Republique de Cote d'Ivoire
254900ICW11T82O6H590
IVORY COAST 4.875000% 01/30/2032
N/A
939000.00000000
PA
1075085.20000000
0.072239028528
Long
DBT
NUSS
CI
N
2
2032-01-30
Fixed
4.87500000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 4.893000% 06/08/2038
N/A
800000.00000000
PA
206477.72000000
0.013874016594
Long
DBT
NUSS
MY
N
2
2038-06-08
Fixed
4.89300000
N
N
N
N
N
N
LIQUID TELECOMMUNICATIONS FINANCING PLC
635400MXAVJRJJCWVI87
LIQUID TELECOMMUNICATIONS FINANCING PLC 144A 8.500000% 07/13/2022
536333AA5
496000.00000000
PA
USD
504184.00000000
0.033878024141
Long
DBT
NUSS
ZA
Y
2
2022-07-13
Fixed
8.50000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 4.850000% 09/27/2027
836205AW4
420000.00000000
PA
USD
433230.00000000
0.029110357327
Long
DBT
NUSS
ZA
N
2
2027-09-27
Fixed
4.85000000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 28-DAY MXN - TIIE
N/A
75955700.00000000
NC
57963.12000000
0.003894760600
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2022-09-12
0.00000000
MXN
0.00000000
MXN
-75955700.00000000
MXN
57963.12000000
N
N
N
Comision Federal de Electricidad
4469000001BFPONMPF32
COMISION FEDERAL DE ELECTRICIDAD 144A 4.677000% 02/09/2051
200447AJ9
1180000.00000000
PA
USD
1104775.00000000
0.074233998144
Long
DBT
NUSS
MX
Y
2
2051-02-09
Fixed
4.67700000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 6.000000% 04/28/2028
N/A
29249400000.00000000
PA
7781658.89000000
0.522879003964
Long
DBT
NUSS
CO
N
2
2028-04-28
Fixed
6.00000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/RUB SETTLE 2021-06-16
N/A
1.00000000
NC
USD
-4223.48000000
-0.00028379154
N/A
DFE
US
N
2
JP MORGAN
N/A
94207077.24000000
RUB
1231365.27000000
USD
2021-06-16
-4223.48000000
N
N
N
Wanda Properties International Co. Limited
N/A
WANDA PROPERTIES INTERNATIONAL CO LTD 7.250000% 01/29/2024
N/A
600000.00000000
PA
USD
585840.00000000
0.039364798690
Long
DBT
NUSS
CN
N
2
2024-01-29
Fixed
7.25000000
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 7.4325% FIXED
N/A
6304196.00000000
NC
41584.59000000
0.002794225409
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2027-01-04
0.00000000
BRL
0.00000000
BRL
-6304196.00000000
BRL
41584.59000000
N
N
N
KONDOR FINANCE PLC
213800PUC1T9GI6EIO63
NAK NAFTOGAZ UKRAINE VIA KONDOR FINANCE PLC 7.125000% 07/19/2024
N/A
720000.00000000
PA
869669.62000000
0.058436381125
Long
DBT
NUSS
UA
N
2
2024-07-19
Fixed
7.12500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2021-06-03
N/A
1.00000000
NC
USD
30726.77000000
0.002064647541
N/A
DFE
US
N
2
JP MORGAN
N/A
1095935.00000000
EUR
1320372.62000000
USD
2021-06-03
30726.77000000
N
N
N
Republica de Angola
549300QHR2R3J8JSGK83
ANGOLAN GOVERNMENT INTERNATIONAL BOND MTN 9.125000% 11/26/2049
N/A
409000.00000000
PA
USD
379637.89000000
0.025509301370
Long
DBT
NUSS
AO
N
2
2049-11-26
Fixed
9.12500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2021-04-06
N/A
1.00000000
NC
USD
7103.98000000
0.000477343203
N/A
DFE
US
N
2
JP MORGAN
N/A
214112.00000000
EUR
258766.56000000
USD
2021-04-06
7103.98000000
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT BOND 18.000000% 11/06/2028
N/A
30307000.00000000
PA
2219613.51000000
0.149144201474
Long
DBT
NUSS
EG
N
2
2028-11-06
Fixed
18.00000000
N
N
N
N
N
N
BRK: JPMORGAN CHASE
N/A
BRK: JPMORGAN CHASE PAY: 1.3965%
N/A
1600000000.00000000
NC
40094.04000000
0.002694069734
N/A
DIR
XX
N
2
BRK: JPMORGAN CHASE
N/A
Y
2031-02-05
0.00000000
KRW
0.00000000
KRW
-1600000000.00000000
KRW
40094.04000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PEN SETTLE 2021-04-16
N/A
1.00000000
NC
USD
49035.49000000
0.003294879476
N/A
DFE
US
N
2
JP MORGAN
N/A
4896081.00000000
PEN
1350829.36000000
USD
2021-04-16
49035.49000000
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 3.400000% 06/17/2036
N/A
207584000.00000000
PA
7361705.90000000
0.494660779003
Long
DBT
NUSS
TH
N
2
2036-06-17
Fixed
3.40000000
N
N
N
N
N
N
Banco Santander (Mexico) S.A., Institucion de Banca Multiple, Grupo Financiero Santander Mexico
SCRYQ25DTVRHYYMM6P89
BANCO SANTANDER MEXICO SA INSTITUCION DE BANCA MUL 5.375000% 04/17/2025
05969BAD5
414000.00000000
PA
USD
464839.20000000
0.031234298667
Long
DBT
NUSS
MX
Y
2
2025-04-17
Fixed
5.37500000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.882000% 03/10/2022
N/A
4459000.00000000
PA
1095426.76000000
0.073605854648
Long
DBT
NUSS
MY
N
2
2022-03-10
Fixed
3.88200000
N
N
N
N
N
N
Centrais Eletricas Brasileiras S.A.
254900I8KYDELP4B4Z08
CENTRAIS ELETRICAS BRASILEIRAS SA 144A 4.625000% 02/04/2030
15236FAB6
226000.00000000
PA
USD
225717.50000000
0.015166809962
Long
DBT
NUSS
BR
Y
2
2030-02-04
Fixed
4.62500000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
REPUBLIC OF INDONESIA 7.750000% 01/17/2038
Y20721AL3
1797000.00000000
PA
USD
2645829.50000000
0.177783261021
Long
DBT
NUSS
ID
N
2
2038-01-17
Fixed
7.75000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 8.250000% 05/15/2029
N/A
68743000000.00000000
PA
5159014.25000000
0.346653621111
Long
DBT
NUSS
ID
N
2
2029-05-15
Fixed
8.25000000
N
N
N
N
N
N
BANCO NACIONAL DE COMERCIO EXTERIOR, SOCIEDAD NACIONAL DE CREDITO
N/A
BANCO NACIONAL DE COMERCIO EXTERIOR SNC/CAYMAN ISL 3.800000% 08/11/2026
P14517AB5
844000.00000000
PA
USD
841898.44000000
0.056570330821
Long
DBT
NUSS
MX
N
2
2026-08-11
Fixed
3.80000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/IDR SETTLE 2021-06-16
N/A
1.00000000
NC
USD
6371.27000000
0.000428109656
N/A
DFE
US
N
2
JP MORGAN
N/A
12488517619.00000000
IDR
857551.17000000
USD
2021-06-16
6371.27000000
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT INTERNATIONAL BOND MTN 4.750000% 04/16/2026
N/A
670000.00000000
PA
812055.59000000
0.054565077198
Long
DBT
NUSS
EG
N
2
2026-04-16
Fixed
4.75000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 6.500000% 06/15/2025
N/A
53637000000.00000000
PA
3777743.46000000
0.253840828224
Long
DBT
NUSS
ID
N
2
2025-06-15
Fixed
6.50000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 7.000000% 05/15/2022
N/A
40233000000.00000000
PA
2866722.43000000
0.192625889932
Long
DBT
NUSS
ID
N
2
2022-05-15
Fixed
7.00000000
N
N
N
N
N
N
REPUBLICA DEL PARAGUAY
529900UXKJTJPCU0HK83
REPUBLIC OF PARAGUAY 5.400000% 03/30/2050
P75744AG0
571000.00000000
PA
USD
643237.21000000
0.043221533664
Long
DBT
NUSS
PY
N
2
2050-03-30
Fixed
5.40000000
N
N
N
N
N
N
BRK:GOLDMAN SACHS
N/A
BRK:GOLDMAN SACHS PAY:2.42%
N/A
219576747.00000000
NC
19233.27000000
0.001292355936
N/A
DIR
XX
N
2
BRK:GOLDMAN SACHS
N/A
Y
2031-03-16
0.00000000
HUF
0.00000000
HUF
-219576747.00000000
HUF
19233.27000000
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT INTERNATIONAL BOND MTN 7.052900% 01/15/2032
03846JX21
547000.00000000
PA
USD
539170.24000000
0.036228881533
Long
DBT
NUSS
EG
Y
2
2032-01-15
Fixed
7.05290000
N
N
N
N
N
N
Republic of Iraq
2549004N3P710UQ9X454
REPUBLIC OF IRAQ 01/15/2028 5.8%
N/A
1661625.00000000
PA
USD
1569471.28000000
0.105458693478
Long
DBT
NUSS
IQ
N
2
2028-01-15
Fixed
5.80000000
N
N
N
N
N
N
Perusahaan Penerbit Surat Berharga Syariah Negara Indonesia III
254900G208H6Q0L5B953
PERUSAHAAN PENERBIT SBSN 4.325000% 05/28/2025
71567RAD8
2135000.00000000
PA
USD
2372561.45000000
0.159421350300
Long
DBT
NUSS
ID
N
2
2025-05-28
Fixed
4.32500000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT INTERNATIONAL BOND MTN 8.500000% 01/31/2047
N/A
3680000.00000000
PA
USD
3657184.00000000
0.245739983500
Long
DBT
NUSS
EG
N
2
2047-01-31
Fixed
8.50000000
N
N
N
N
N
N
Republica Oriental del Uruguay
549300RDR012H2V82H43
REPUBLICA ORIENT URUGUAY 4.975000% 04/20/2055
760942BD3
661000.00000000
PA
USD
807213.20000000
0.054239698754
Long
DBT
NUSS
UY
N
2
2055-04-20
Fixed
4.97500000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 3.375000% 01/28/2050
N/A
2100000.00000000
PA
2579185.52000000
0.173305200703
Long
DBT
NUSS
RO
N
2
2050-01-28
Fixed
3.37500000
N
N
N
N
N
N
GAZ FINANCE PLC
213800UNP9N6BPNYMQ45
GAZPROM PJSC VIA GAZ FINANCE PLC 144A 4.598500% MATURITY: PERPETUAL
N/A
574000.00000000
PA
USD
577856.13000000
0.038828332359
Long
DBT
NUSS
RU
Y
2
2170-01-26
Fixed
4.59850000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/RUB SETTLE 2021-04-16
N/A
1.00000000
NC
USD
-2188.49000000
-0.00014705289
N/A
DFE
US
N
2
JP MORGAN
N/A
26196040.00000000
RUB
344049.60000000
USD
2021-04-16
-2188.49000000
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT INTERNATIONAL BOND MTN 8.150000% 11/20/2059
03846JX39
1019000.00000000
PA
USD
970842.06000000
0.065234538870
Long
DBT
NUSS
EG
Y
2
2059-11-20
Fixed
8.15000000
N
N
N
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT BOND 2.500000% 10/24/2024
N/A
374170000.00000000
PA
1256601.50000000
0.084435793188
Long
DBT
NUSS
HU
N
2
2024-10-24
Fixed
2.50000000
N
N
N
N
N
N
Leviathan Bond LTD
254900D9T8VKYVQNZ220
LEVIATHAN BOND LTD 144A 6.750000% 06/30/2030
N/A
393849.00000000
PA
USD
431737.27000000
0.029010055169
Long
DBT
NUSS
IL
Y
2
2030-06-30
Fixed
6.75000000
N
N
N
N
N
N
Turkiye Cumhuriyeti
5493000PCHOG3B6S3Q85
REPUBLIC OF TURKEY 7.250000% 12/23/2023
900123CR9
1061000.00000000
PA
USD
1092617.80000000
0.073417110034
Long
DBT
NUSS
TR
N
2
2023-12-23
Fixed
7.25000000
N
N
N
N
N
N
BRK:GOLDMAN SACHS
N/A
BRK:GOLDMAN SACHS PAY: 3M PRIBOR - CZK
N/A
134546102.00000000
NC
-193.81000000
-0.00001302282
N/A
DIR
XX
N
2
BRK:GOLDMAN SACHS
N/A
Y
2023-03-22
0.00000000
CZK
0.00000000
CZK
-134546102.00000000
CZK
-193.81000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/IDR SETTLE 2021-05-24
N/A
1.00000000
NC
USD
1519.47000000
0.000102098918
N/A
DFE
US
N
2
JP MORGAN
N/A
5115594177.00000000
IDR
351201.03000000
USD
2021-05-24
1519.47000000
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA 9.850000% 06/28/2027
N/A
5060000000.00000000
PA
1701275.27000000
0.114315100574
Long
DBT
NUSS
CO
N
2
2027-06-28
Fixed
9.85000000
N
N
N
N
N
N
Ceska republika
3157007EFDLQABN47912
CZECH REPUBLIC 1.000000% 06/26/2026
N/A
16430000.00000000
PA
717296.84000000
0.048197879468
Long
DBT
NUSS
CZ
N
2
2026-06-26
Fixed
1.00000000
N
N
N
N
N
N
AEROPUERTO INTERNACIONAL DE TOCUMEN, S.A.
254900FO1PHX49ZIGB14
AEROPUERTO INTERNACIONAL DE TOCUMEN SA 144A 6.000000% 11/18/2048
00787CAC6
934533.48000000
PA
USD
985119.78000000
0.066193912716
Long
DBT
NUSS
PA
Y
2
2048-11-18
Fixed
6.00000000
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT BOND 14.664000% 10/06/2030
N/A
4750000.00000000
PA
300446.76000000
0.020188150731
Long
DBT
NUSS
EG
N
2
2030-10-06
Fixed
14.66400000
N
N
N
N
N
N
BRK: J.P. MORGAN CHASE
N/A
BRK: J.P. MORGAN CHASE PAY: 1-DAY BRL - CETIP
N/A
21544051.00000000
NC
-222849.60000000
-0.01497410494
N/A
DIR
XX
N
2
BRK: J.P. MORGAN CHASE
N/A
Y
2024-01-02
0.00000000
BRL
0.00000000
BRL
-21544051.00000000
BRL
-222849.60000000
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 5.000000% 10/12/2046
836205AV6
357000.00000000
PA
USD
306991.44000000
0.020627912459
Long
DBT
NUSS
ZA
N
2
2046-10-12
Fixed
5.00000000
N
N
N
N
N
N
Mexico City Airport Trust
N/A
MEXICO CITY AIRPORT TRUST 144A 5.500000% 07/31/2047
59284MAD6
715000.00000000
PA
USD
709637.50000000
0.047683219532
Long
DBT
NUSS
MX
Y
2
2047-07-31
Fixed
5.50000000
N
N
N
N
N
N
Republica de Angola
549300QHR2R3J8JSGK83
REPUBLIC OF ANGOLA 9.375000% 05/08/2048
N/A
2800000.00000000
PA
USD
2634240.00000000
0.177004518814
Long
DBT
NUSS
AO
N
2
2048-05-08
Fixed
9.37500000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS MTN 6.750000% 09/21/2047
71654QCC4
1609000.00000000
PA
USD
1379942.76000000
0.092723557544
Long
DBT
NUSS
MX
N
2
2047-09-21
Fixed
6.75000000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.502000% 05/31/2027
N/A
7185000.00000000
PA
1787259.73000000
0.120092720672
Long
DBT
NUSS
MY
N
2
2027-05-31
Fixed
3.50200000
N
N
N
N
N
N
GOBIERNO DE LA REPUBLICA DE PANAMA
549300SHS4T08CL0LP14
REPUBLIC OF PANAMA 4.500000% 04/01/2056
698299BM5
2482000.00000000
PA
USD
2707837.18000000
0.181949790859
Long
DBT
NUSS
PA
N
2
2056-04-01
Fixed
4.50000000
N
N
N
N
N
N
Republique de Cote d'Ivoire
254900ICW11T82O6H590
IVORY COAST 6.875000% 10/17/2040
N/A
1169000.00000000
PA
1439181.41000000
0.096704025815
Long
DBT
NUSS
CI
N
2
2040-10-17
Fixed
6.87500000
N
N
N
N
N
N
THE REPUBLIC OF KENYA
549300VVURQQYU45PR87
REPUBLIC OF KENYA 8.250000% 02/28/2048
N/A
1154000.00000000
PA
USD
1188666.16000000
0.079870961522
Long
DBT
NUSS
KE
N
2
2048-02-28
Fixed
8.25000000
N
N
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2021-06-16
N/A
1.00000000
NC
13342.66000000
0.000896543638
N/A
DFE
MX
N
2
JP MORGAN
N/A
1730495.37000000
USD
35973364.78000000
MXN
2021-06-16
13342.66000000
N
N
N
ABY TRANSMISION SUR S.A.
549300PQCSQSSZTVDH16
ABY TRANSMISION SUR SA 144A 6.875000% 04/30/2043
00289LAA3
264564.30000000
PA
USD
353526.69000000
0.023754791382
Long
DBT
NUSS
PE
Y
2
2043-04-30
Fixed
6.87500000
N
N
N
N
N
N
Republica de Angola
549300QHR2R3J8JSGK83
ANGOLAN GOVERNMENT INTERNATIONAL BOND MTN 8.000000% 11/26/2029
035198AD2
1357000.00000000
PA
USD
1271419.44000000
0.085431466452
Long
DBT
NUSS
AO
Y
2
2029-11-26
Fixed
8.00000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/MXN SETTLE 2021-06-04
N/A
1.00000000
NC
USD
-7381.18000000
-0.00049596931
N/A
DFE
US
N
2
JP MORGAN
N/A
54682254.00000000
MXN
2646849.77000000
USD
2021-06-04
-7381.18000000
N
N
N
Ukraine
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT 9.750000% 11/01/2028
N/A
897000.00000000
PA
USD
1044339.43000000
0.070173104305
Long
DBT
NUSS
UA
N
2
2028-11-01
Fixed
9.75000000
N
N
N
N
N
N
Azarbayjan Respublikasi
549300P74FF45UQVU281
REPUBLIC OF AZERBAIJAN 5.125000% 09/01/2029
N/A
1711000.00000000
PA
USD
1885966.86000000
0.126725224943
Long
DBT
NUSS
AZ
N
2
2029-09-01
Fixed
5.12500000
N
N
N
N
N
N
Banque Centrale de Tunisie
254900B5LFB16S9T2T11
BNQ CEN TUNISIA INT BOND 8.250000% 09/19/2027
066716AB7
337000.00000000
PA
USD
310107.40000000
0.020837285561
Long
DBT
NUSS
TN
N
2
2027-09-19
Fixed
8.25000000
N
N
N
N
N
N
TAIWAN DOLLAR
N/A
FX Forward Contract: TWD/USD SETTLE 2021-04-09
N/A
1.00000000
NC
-14437.71000000
-0.00097012417
N/A
DFE
TW
N
2
CITIGROUP GLOBAL MARKETS
N/A
695893.42000000
USD
19418906.00000000
TWD
2021-04-09
-14437.71000000
N
N
N
Emirate of Abu Dhabi
213800FER4348CINTA77
ABU DHABI GOVERNMENT INTERNATIONAL BOND MTN 3.875000% 04/16/2050
N/A
460000.00000000
PA
USD
499376.00000000
0.033554956491
Long
DBT
NUSS
AE
N
2
2050-04-16
Fixed
3.87500000
N
N
N
N
N
N
Islamic Republic of Pakistan
529900LOP29R5WKHOD86
ISLAMIC REP OF PAKISTAN 8.250000% 09/30/2025
N/A
1000000.00000000
PA
USD
1106654.00000000
0.074360255240
Long
DBT
NUSS
PK
N
2
2025-09-30
Fixed
8.25000000
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT INTERNATIONAL BOND 144A 8.700200% 03/01/2049
03846JW89
816000.00000000
PA
USD
817083.65000000
0.054902931509
Long
DBT
NUSS
EG
Y
2
2049-03-01
Fixed
8.70020000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 6.490000% 01/23/2027
71654QDB5
847000.00000000
PA
USD
885030.30000000
0.059468523136
Long
DBT
NUSS
MX
N
2
2027-01-23
Fixed
6.49000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2021-06-03
N/A
1.00000000
NC
USD
12363.83000000
0.000830772359
N/A
DFE
US
N
2
JP MORGAN
N/A
848084.00000000
EUR
1010350.03000000
USD
2021-06-03
12363.83000000
N
N
N
Republica de Costa Rica
549300DYYS8QPMR8OP36
COSTA RICA GOVERNMENT 7.000000% 04/04/2044
P3699PGH4
1208000.00000000
PA
USD
1165732.08000000
0.078329934207
Long
DBT
NUSS
CR
N
2
2044-04-04
Fixed
7.00000000
N
N
N
N
N
N
PT Perusahaan Listrik Negara (Persero)
254900OYVDRYS9J51J61
PERUSAHAAN PERSEROAN PERSERO PT PERUSAHAAN LISTRIK 6.150000% 05/21/2048
71568PAF6
657000.00000000
PA
USD
799128.81000000
0.053696478105
Long
DBT
NUSS
ID
Y
2
2048-05-21
Fixed
6.15000000
N
N
N
N
N
N
Republique du Cameroun
54930021BO6NHYGBBV24
REPUBLIC OF CAMEROON 9.500000% 11/19/2025
N/A
220000.00000000
PA
USD
238561.40000000
0.016029840035
Long
DBT
NUSS
CM
N
2
2025-11-19
Fixed
9.50000000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
UNITED MEXICAN STATES 4.750000% 04/27/2032
91087BAK6
508000.00000000
PA
USD
565658.00000000
0.038008694007
Long
DBT
NUSS
MX
N
2
2032-04-27
Fixed
4.75000000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 1D SINACOFI CHILE INTERBANK RATE AVG(CLICP)
N/A
597887874.00000000
NC
-33977.16000000
-0.00228305350
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2026-01-12
0.00000000
CLP
0.00000000
CLP
-597887874.00000000
CLP
-33977.16000000
N
N
N
KOSMOS ENERGY LTD.
213800YDFJ3OT9B5P157
KOSMOS ENERGY LTD 144A 7.125000% 04/04/2026
500688AC0
182000.00000000
PA
USD
176485.40000000
0.011858719518
Long
DBT
CORP
GH
Y
2
2026-04-04
Fixed
7.12500000
N
N
N
N
N
N
Republic of Armenia
5299000H77JSW90G7935
REPUBLIC OF ARMENIA 3.950000% 09/26/2029
N/A
758000.00000000
PA
USD
716416.12000000
0.048138700570
Long
DBT
NUSS
AM
N
2
2029-09-26
Fixed
3.95000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS MTN 6.750000% 09/21/2047
71656MBM0
553000.00000000
PA
USD
474274.92000000
0.031868320274
Long
DBT
NUSS
MX
N
2
2047-09-21
Fixed
6.75000000
N
N
N
N
N
N
CHINALCO CAPITAL HOLDINGS LIMITED
5493003PX4GYVUD3CQ19
CHINALCO CAPITAL HOLDINGS LTD 4.100000% MATURITY: PERPETUAL
N/A
224000.00000000
PA
USD
233072.00000000
0.015660986549
Long
DBT
NUSS
CN
N
2
2170-03-11
Fixed
4.10000000
N
N
N
N
N
N
Republic of Zambia
213800DMLAZ6LGMMD849
REPUBLIC OF ZAMBIA 5.375000% 09/20/2022
N/A
2282000.00000000
PA
USD
1266601.28000000
0.085107716114
Long
DBT
NUSS
ZM
N
2
2022-09-20
Fixed
5.37500000
Y
N
N
N
N
N
VEB FINANCE PUBLIC LIMITED COMPANY
635400KYY8E2NCZXJ191
VNESHECONOMBANK VIA VEB FINANCE PLC 144A 6.800000% 11/22/2025
91821XAD5
150000.00000000
PA
USD
175815.00000000
0.011813672814
Long
DBT
NUSS
RU
Y
2
2025-11-22
Fixed
6.80000000
N
N
N
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT BOND 3.250000% 10/22/2031
N/A
1044790000.00000000
PA
3587435.51000000
0.241053319449
Long
DBT
NUSS
HU
N
2
2031-10-22
Fixed
3.25000000
N
N
N
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
POLAND GOVERNMENT BOND 0.750000% 04/25/2025
N/A
3311000.00000000
PA
844032.23000000
0.056713708217
Long
DBT
NUSS
PL
N
2
2025-04-25
Fixed
0.75000000
N
N
N
N
N
N
Republic of the Philippines
529900RAHBALMYIJ3T08
REPUBLIC OF PHILIPPINES 3.000000% 02/01/2028
718286CC9
262000.00000000
PA
USD
277305.87000000
0.018633227072
Long
DBT
NUSS
PH
N
2
2028-02-01
Fixed
3.00000000
N
N
N
N
N
N
FEDERAL REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
REPUBLIC OF NIGERIA 7.696000% 02/23/2038
N/A
3163000.00000000
PA
USD
3100119.56000000
0.208308723193
Long
DBT
NUSS
NG
N
2
2038-02-23
Fixed
7.69600000
N
N
N
N
N
N
TURKIYE IHRACAT KREDI BANKASI ANONIM SIRKETI
789000JVRVYLAXGDWR11
TURKIYE IHRACAT KREDI BANKASI AS 144A 5.000000% 09/23/2021
30214YAE4
538000.00000000
PA
USD
538242.10000000
0.036166516306
Long
DBT
NUSS
TR
Y
2
2021-09-23
Fixed
5.00000000
N
N
N
N
N
N
GTLK EUROPE CAPITAL DESIGNATED ACTIVITY COMPANY
635400I6H6CSZ39WIN49
GTLK EUROPE CAPITAL DAC 4.949000% 02/18/2026
N/A
968000.00000000
PA
USD
1018026.24000000
0.068405021847
Long
DBT
NUSS
RU
N
2
2026-02-18
Fixed
4.94900000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEXICO CETES ZERO COUPON 05/20/2021
N/A
548578000.00000000
PA
2665861.18000000
0.179129265136
Long
DBT
NUSS
MX
N
2
2021-05-20
Fixed
0.00000000
N
N
N
N
N
N
Turkiye Cumhuriyeti
5493000PCHOG3B6S3Q85
REPUBLIC OF TURKEY 6.875000% 03/17/2036
900123AY6
2482000.00000000
PA
USD
2349833.50000000
0.157894173637
Long
DBT
NUSS
TR
N
2
2036-03-17
Fixed
6.87500000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 6-MONTH PLN - WIBOR
N/A
6841849.00000000
NC
21171.50000000
0.001422592918
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2021-11-16
0.00000000
PLN
0.00000000
PLN
-6841849.00000000
PLN
21171.50000000
N
N
N
Republica de Costa Rica
549300DYYS8QPMR8OP36
COSTA RICA GOVERNMENT 6.125000% 02/19/2031
P3699PGK7
1299000.00000000
PA
USD
1308105.99000000
0.087896574085
Long
DBT
NUSS
CR
N
2
2031-02-19
Fixed
6.12500000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 5.750000% 09/30/2049
836205BB9
4550000.00000000
PA
USD
4186682.50000000
0.281318984352
Long
DBT
NUSS
ZA
N
2
2049-09-30
Fixed
5.75000000
N
N
N
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
POLAND GOVERNMENT BOND 2.750000% 04/25/2028
N/A
15785000.00000000
PA
4407079.19000000
0.296128269027
Long
DBT
NUSS
PL
N
2
2028-04-25
Fixed
2.75000000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA INVESTMNT ISSUE 4.119000% 11/30/2034
N/A
5564000.00000000
PA
1340263.22000000
0.090057339627
Long
DBT
NUSS
MY
N
2
2034-11-30
Fixed
4.11900000
N
N
N
N
N
N
TURKISH LIRA
N/A
FX Forward Contract: TRY/USD SETTLE 2021-04-07
N/A
1.00000000
NC
-117952.35000000
-0.00792566317
N/A
DFE
TR
N
2
GOLDMAN, SACHS & CO.
N/A
1289897.02000000
USD
9727026.00000000
TRY
2021-04-07
-117952.35000000
N
N
N
2021-03-31
SEI INSTITUTIONAL INTERNATIONAL TRUST
Peter Rodriguez
Peter Rodriguez
CFO