0001752724-21-259454.txt : 20211126 0001752724-21-259454.hdr.sgml : 20211126 20211126100723 ACCESSION NUMBER: 0001752724-21-259454 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20210930 FILED AS OF DATE: 20211126 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: 0930 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-05601 FILM NUMBER: 211449578 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 2021-09-30 N 1618068895.87 77054360.54 1541014535.33 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 72952980.70000000 USD N State of Qatar 52990074F6OJOAXK4P65 QATAR GOVERNMENT INTERNATIONAL BOND 144A 4.000000% 03/14/2029 74727PBA8 985000.00000000 PA USD 1119206.25000000 0.072627884055 Long DBT NUSS QA N 2 2029-03-14 Fixed 4.00000000 N N N N N N Kingdom of Bahrain 549300RODM1WN85LFQ95 BAHRAIN GOVERNMENT INTERNATIONAL BOND 144A 6.750000% 09/20/2029 05674RAJ3 721000.00000000 PA USD 773301.34000000 0.050181313820 Long DBT NUSS BH N 2 2029-09-20 Fixed 6.75000000 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 441236.25000000 0.028632841539 Long DBT CORP IL N 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 353000.00000000 PA USD 390065.00000000 0.025312220686 Long DBT NUSS ZA N 2 2028-08-10 Fixed 8.45000000 N N N N N N Turkiye Cumhuriyeti 5493000PCHOG3B6S3Q85 TURKEY GOVERNMENT BOND 11.700000% 11/13/2030 N/A 4073000.00000000 PA 333523.65000000 0.021643121615 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 652343.88000000 0.042332104275 Long DBT NUSS RO N 2 2023-06-28 Fixed 4.25000000 N N N N N N RUSSIA, FEDERATION OF (GOVERNMENT) 5493004EHVGF71PDBU58 RUSSIA GOVT BOND - OFZ 4.500000% 07/16/2025 N/A 914186000.00000000 PA 11470058.44000000 0.744318640547 Long DBT NUSS RU N 2 2025-07-16 Fixed 4.50000000 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 779051.75000000 0.050554471235 Long DBT NUSS ID N 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 77000.00000000 PA USD 68722.50000000 0.004459562088 Long DBT NUSS GH N 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 625685.21000000 0.040602161475 Long DBT NUSS BR N 2 2045-05-15 Fixed 6.00000000 N N N N N N People's Republic of China 300300CHN201808MOF68 CHINA GOVERNMENT BOND 3.020000% 05/27/2031 N/A 1500000.00000000 PA 234931.87000000 0.015245272813 Long DBT NUSS CN N 2 2031-05-27 Fixed 3.02000000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 INDONESIA GOVERNMENT 7.500000% 08/15/2032 N/A 26770000000.00000000 PA 1999450.13000000 0.129748946824 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 1396399.20000000 0.090615576166 Long DBT NUSS BM N 2 2029-02-15 Fixed 4.75000000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 REPUBLIC OF COLOMBIA 5.625000% 02/26/2044 195325BR5 132000.00000000 PA USD 137661.48000000 0.008933172065 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 56606000000.00000000 PA 4136934.57000000 0.268455259516 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 900000.00000000 PA 1022694.56000000 0.066365017107 Long DBT NUSS EG N 2 2031-04-11 Fixed 6.37500000 N N N N N N CZECH REPUBLIC KORUNA N/A FX Forward Contract: CZK/EUR SETTLE 2021-12-15 N/A 1.00000000 NC -2389.27000000 -0.00015504526 N/A DFE CZ N 2 GOLDMAN, SACHS & CO. N/A 1719163.13000000 EUR 43660332.74000000 CZK 2021-12-15 -2389.27000000 N N N Republica del Ecuador 5299003Y2U5XK0A35H71 REPUBLIC OF ECUADOR 1.000000% 07/31/2035 N/A 3982124.00000000 PA USD 2623264.01000000 0.170229673365 Long DBT NUSS EC N 2 2035-07-31 Fixed 1.00000000 N N N N N N Minejesa Capital B.V. 549300KS7ERCP10BKC35 MINEJESA CAPITAL BV 144A 5.625000% 08/10/2037 602736AB6 297000.00000000 PA USD 313780.50000000 0.020361942915 Long DBT NUSS ID N 2 2037-08-10 Fixed 5.62500000 N N N N N N Republica de El Salvador 529900AKDMUSFSDOM949 EL SALVADOR GOVERNMENT INTERNATIONAL BOND 144A 7.625000% 02/01/2041 283875AQ5 545000.00000000 PA USD 382867.95000000 0.024845187454 Long DBT NUSS SV N 2 2041-02-01 Fixed 7.62500000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 REPUBLIC OF INDONESIA 1.300000% 03/23/2034 BR4171160 514000.00000000 PA 581403.49000000 0.037728618171 Long DBT NUSS ID N 2 2034-03-23 Fixed 1.30000000 N N N N N N TURKISH LIRA N/A FX Forward Contract: TRY/USD SETTLE 2021-12-15 N/A 1.00000000 NC -35943.46000000 -0.00233245431 N/A DFE TR N 2 BARCLAYS CAPITAL INC. N/A 932386.45000000 USD 8263834.31000000 TRY 2021-12-15 -35943.46000000 N N N BRK: GOLDMAN SACHS N/A BRK: GOLDMAN SACHS PAY: 1-DAY COP - COLUMBIA IBR OVERNIGHT INTERBANK N/A 879919000.00000000 NC 14465.88000000 0.000938724435 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2030-03-11 0.00000000 COP 0.00000000 COP -879919000.00000000 COP 14465.88000000 N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 PETROLEOS MEXICANOS 6.350000% 02/12/2048 P78625DE0 678000.00000000 PA USD 572886.27000000 0.037175916051 Long DBT NUSS MX N 2 2048-02-12 Fixed 6.35000000 N N N N N N Republica Federativa do Brasil 254900ZFY40OYEADAP90 FED REPUBLIC OF BRAZIL 4.750000% 01/14/2050 105756CB4 754000.00000000 PA USD 667493.58000000 0.043315203373 Long DBT NUSS BR N 2 2050-01-14 Fixed 4.75000000 N N N N N N INDONESIA RUPIAH N/A FX Forward Contract: IDR/USD SETTLE 2021-10-26 N/A 1.00000000 NC 57805.00000000 0.003751100244 N/A DFE ID N 2 CITIGROUP GLOBAL MARKETS N/A 2612916.04000000 USD 38273994150.00000000 IDR 2021-10-26 57805.00000000 N N N Republica de Mocambique N/A REPUBLIC OF MOZAMBIQUE 5.000000% 09/15/2031 N/A 200000.00000000 PA USD 172040.00000000 0.011164073800 Long DBT NUSS MZ N 2 2031-09-15 Fixed 5.00000000 N N N N N N Republic of Ghana 213800PP4399SNNXZ126 GHANA GOVERNMENT BOND 19.000000% 11/02/2026 N/A 11055000.00000000 PA 1821800.15000000 0.118220828436 Long DBT NUSS GH N 2 2026-11-02 Fixed 19.00000000 N N N N N N Republica de El Salvador 529900AKDMUSFSDOM949 EL SALVADOR GOVERNMENT INTERNATIONAL BOND 144A 6.375000% 01/18/2027 283875AS1 256000.00000000 PA USD 190082.56000000 0.012334897279 Long DBT NUSS SV N 2 2027-01-18 Fixed 6.37500000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 TITULOS DE TESORERIA 5.750000% 11/03/2027 N/A 34702000000.00000000 PA 8562593.53000000 0.555646512975 Long DBT NUSS CO N 2 2027-11-03 Fixed 5.75000000 N N N N N N Banque Centrale de Tunisie 254900B5LFB16S9T2T11 BANQUE CENTRALE DE TUNISIE INTERNATIONAL BOND 144A 6.375000% 07/15/2026 AZ5985371 1448000.00000000 PA 1400608.77000000 0.090888744907 Long DBT NUSS TN N 2 2026-07-15 Fixed 6.37500000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/EUR SETTLE 2021-12-15 N/A 1.00000000 NC USD 70194.40000000 0.004555077086 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 2847976.00000000 EUR 3375568.68000000 USD 2021-12-15 70194.40000000 N N N U.S. DOLLARS N/A FX Forward Contract: USD/CNY SETTLE 2021-10-08 N/A 1.00000000 NC USD -2540.42000000 -0.00016485373 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 3268963.00000000 CNY 503268.93000000 USD 2021-10-08 -2540.42000000 N N N U.S. DOLLARS N/A FX Forward Contract: USD/ZAR SETTLE 2021-10-01 N/A 1.00000000 NC USD 31394.28000000 0.002037247493 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 10079077.00000000 ZAR 701322.96000000 USD 2021-10-01 31394.28000000 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 307308.13000000 0.019941935845 Long DBT NUSS CO N 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 253273.80000000 0.016435523104 Long DBT NUSS TR N 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 1111000.00000000 PA USD 1106011.61000000 0.071771653325 Long DBT NUSS VN N 2 2029-05-07 Fixed 5.12500000 N N N N N N Saudi Arabian Oil Company 5586006WD91QHB7J4X50 SAUDI ARABIAN OIL CO MTN 4.250000% 04/16/2039 80414L2E4 920000.00000000 PA USD 1031448.80000000 0.066933100003 Long DBT NUSS SA N 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 933262.58000000 0.060561568927 Long DBT NUSS GH N 2 2023-12-18 Fixed 19.25000000 N N N N N N POLISH ZLOTY N/A FX Forward Contract: PLN/EUR SETTLE 2022-01-21 N/A 1.00000000 NC 12014.06000000 0.000779620160 N/A DFE PA N 2 JP MORGAN N/A 2540714.84000000 EUR 11770267.00000000 PLN 2022-01-21 12014.06000000 N N N Republica de Honduras 5493002DW1JNBNG17615 HONDURAS GOVERNMENT INTERNATIONAL BOND 144A 5.625000% 06/24/2030 438180AJ0 736000.00000000 PA USD 765447.36000000 0.049671650880 Long DBT NUSS HN N 2 2030-06-24 Fixed 5.62500000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/EUR SETTLE 2021-10-06 N/A 1.00000000 NC USD 21633.58000000 0.001403853078 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 2055687.00000000 EUR 2404143.83000000 USD 2021-10-06 21633.58000000 N N N U.S. DOLLARS N/A FX Forward Contract: USD/CNY SETTLE 2021-10-08 N/A 1.00000000 NC USD -9338.61000000 -0.00060600401 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 16645260.00000000 CNY 2566196.27000000 USD 2021-10-08 -9338.61000000 N N N Ukraine 6354001WLTJXOMEXPY07 UKRAINE GOVERNMENT VARIABLE RATE 05/31/2040 N/A 410000.00000000 PA USD 447221.44000000 0.029021234371 Long DBT NUSS UA N 2 2040-05-31 Floating 1.25799840 N N N N N N Republica del Peru 254900STKLK2DBJJZ530 REPUBLIC OF PERU 3.300000% 03/11/2041 715638DS8 568000.00000000 PA USD 550505.60000000 0.035723582573 Long DBT NUSS PE N 2 2041-03-11 Fixed 3.30000000 N N N N N N Romania 315700IASY927EDWBK92 ROMANIAN GOVERNMENT INTERNATIONAL BOND 144A 2.750000% 04/14/2041 N/A 623000.00000000 PA 670363.45000000 0.043501435880 Long DBT NUSS RO N 2 2041-04-14 Fixed 2.75000000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 REPUBLIC OF COLOMBIA 3.125000% 04/15/2031 195325DS1 1537000.00000000 PA USD 1438678.11000000 0.093359152494 Long DBT NUSS CO N 2 2031-04-15 Fixed 3.12500000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 INDONESIA GOVERNMENT 8.375000% 03/15/2034 N/A 117065000000.00000000 PA 9254780.61000000 0.600564134719 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 529276.46000000 0.034345974542 Long DBT NUSS KW N 2 2170-05-27 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 350181.60000000 0.022724094547 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 86525337.00000000 PA 5141978.56000000 0.333674890282 Long DBT NUSS ZA N 2 2032-03-31 Fixed 8.25000000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 REPUBLIC OF COLOMBIA 4.000000% 02/26/2024 195325BQ7 908000.00000000 PA USD 948860.00000000 0.061573721613 Long DBT NUSS CO N 2 2024-02-26 Fixed 4.00000000 N N N N N N Ukraine 6354001WLTJXOMEXPY07 UKRAINE GOVERNMENT INTERNATIONAL BOND 144A VARIABLE RATE 05/31/2040 903724AW2 2206000.00000000 PA USD 2406269.50000000 0.156148397359 Long DBT NUSS UA N 2 2040-05-31 Floating 1.25799840 N N N N N N CHILEAN PESO N/A FX Forward Contract: CLP/USD SETTLE 2021-12-15 N/A 1.00000000 NC -61749.32000000 -0.00400705629 N/A DFE CL N 2 STANDARD BANK N/A 1083403.63000000 USD 834925006.00000000 CLP 2021-12-15 -61749.32000000 N N N WANDA PROPERTIES OVERSEAS LIMITED 549300BJ7FGBP0KHXY31 WANDA PROPERTIES OVERSEAS LTD 6.875000% 07/23/2023 N/A 232000.00000000 PA USD 224136.33000000 0.014544725235 Long DBT NUSS CN N 2 2023-07-23 Fixed 6.87500000 N N N N N N EURO N/A FX Forward Contract: EUR/CZK SETTLE 2021-12-15 N/A 1.00000000 NC -3564.04000000 -0.00023127880 N/A DFE XX N 2 J P MORGAN CHASE BANK N/A 26437670.00000000 CZK 1036688.56000000 EUR 2021-12-15 -3564.04000000 N N N Republic of Georgia 254900MHQHBC58M2GR84 GEORGIA GOVERNMENT INTERNATIONAL BOND 144A 2.750000% 04/22/2026 37311PAB6 499000.00000000 PA USD 504538.90000000 0.032740697016 Long DBT NUSS GE N 2 2026-04-22 Fixed 2.75000000 N N N N N N Kingdom of Thailand 254900PHJ6MSKT6C7026 THAILAND GOVERNMENT BOND 2.125000% 12/17/2026 N/A 15000000.00000000 PA 466493.40000000 0.030271836462 Long DBT NUSS TH N 2 2026-12-17 Fixed 2.12500000 N N N N N N INDONESIA RUPIAH N/A FX Forward Contract: IDR/USD SETTLE 2021-12-15 N/A 1.00000000 NC -2445.35000000 -0.00015868442 N/A DFE ID N 2 CITIGROUP GLOBAL MARKETS N/A 658615.14000000 USD 9452444523.00000000 IDR 2021-12-15 -2445.35000000 N N N Romania 315700IASY927EDWBK92 ROMANIA GOVERNMENT BOND 5.850000% 04/26/2023 N/A 1720000.00000000 PA 420267.68000000 0.027272142498 Long DBT NUSS RO N 2 2023-04-26 Fixed 5.85000000 N N N N N N NEW RUSSIAN ROUBLE N/A FX Forward Contract: RUB/USD SETTLE 2021-12-15 N/A 1.00000000 NC 6334.26000000 0.000411044792 N/A DFE RU N 2 BARCLAYS CAPITAL INC. N/A 1219563.52000000 USD 90447343.00000000 RUB 2021-12-15 6334.26000000 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 EGYPT GOVERNMENT INTERNATIONAL BOND MTN 7.300000% 09/30/2033 03846JAE0 964000.00000000 PA USD 935851.20000000 0.060729550471 Long DBT NUSS EG N 2 2033-09-30 Fixed 7.30000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 PETROLEOS MEXICANOS 144A 6.500000% 01/23/2029 71654QCM2 785000.00000000 PA USD 806901.50000000 0.052361705973 Long DBT NUSS MX N 2 2029-01-23 Fixed 6.50000000 N N N N N N SOUTH AFRICAN RAND N/A FX Forward Contract: ZAR/USD SETTLE 2021-11-15 N/A 1.00000000 NC 498.50000000 0.000032348818 N/A DFE ZA N 2 MORGAN STANLEY & CO, INC N/A 56674.30000000 USD 865000.00000000 ZAR 2021-11-15 498.50000000 N N N U.S. DOLLARS N/A FX Forward Contract: USD/MYR SETTLE 2021-10-04 N/A 1.00000000 NC USD 800.20000000 0.000051926830 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 9346595.00000000 MYR 2233356.03000000 USD 2021-10-04 800.20000000 N N N Republica de Colombia 549300MHDRBVRF6B9117 REPUBLIC OF COLOMBIA 3.000000% 01/30/2030 195325DR3 1457000.00000000 PA USD 1376923.28000000 0.089351738639 Long DBT NUSS CO N 2 2030-01-30 Fixed 3.00000000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/EUR SETTLE 2022-01-28 N/A 1.00000000 NC USD 110521.36000000 0.007171986861 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 7566900.00000000 EUR 8902230.84000000 USD 2022-01-28 110521.36000000 N N N SOUTH AFRICAN RAND N/A FX Forward Contract: ZAR/USD SETTLE 2021-12-15 N/A 1.00000000 NC 1048.07000000 0.000068011688 N/A DFE ZA N 2 MORGAN STANLEY & CO, INC N/A 495281.33000000 USD 7541525.00000000 ZAR 2021-12-15 1048.07000000 N N N Romania 315700IASY927EDWBK92 ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 2.000000% 01/28/2032 N/A 40000.00000000 PA 45084.82000000 0.002925658322 Long DBT NUSS RO N 2 2032-01-28 Fixed 2.00000000 N N N N N N Sinopec Group Overseas Development (2018) Limited 549300C6OZZ8LTVR8209 SINOPEC GROUP OVERSEAS DEVELOPMENT 2018 LTD 2.300000% 01/08/2031 G82016AS8 2858000.00000000 PA USD 2829018.31000000 0.183581546126 Long DBT NUSS CN N 2 2031-01-08 Fixed 2.30000000 N N N N N N GOBIERNO DE LA REPUBLICA DE PANAMA 549300SHS4T08CL0LP14 REPUBLIC OF PANAMA 4.500000% 04/16/2050 698299BH6 1825000.00000000 PA USD 1985983.25000000 0.128875049810 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 3945000.00000000 PA USD 3742818.75000000 0.242880171743 Long DBT NUSS MX N 2 2035-06-15 Fixed 6.62500000 N N N N N N Magyarorszag 5299003F3UFKGCCMAP43 HUNGARY GOVERNMENT BOND 3.000000% 10/27/2038 N/A 138140000.00000000 PA 406154.32000000 0.026356293901 Long DBT NUSS HU N 2 2038-10-27 Fixed 3.00000000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/COP SETTLE 2021-12-15 N/A 1.00000000 NC USD 6759.53000000 0.000438641547 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 7330834075.29000000 COP 1921632.04000000 USD 2021-12-15 6759.53000000 N N N Government of Mongolia 254900PW61ADCBDCLP71 MONGOLIA GOVERNMENT INTERNATIONAL BOND MTN 8.750000% 03/09/2024 Y6142NAA6 2351000.00000000 PA USD 2665585.71000000 0.172976026435 Long DBT NUSS MN N 2 2024-03-09 Fixed 8.75000000 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 812812.50000000 0.052745284445 Long DBT NUSS MX N 2 2029-11-19 Fixed 5.45000000 N N N N N N DIANJIAN HAIYU LIMITED 30030053J86AJARAGD28 DIANJIAN HAIYU LTD MTN 4.300000% MATURITY: PERPETUAL N/A 204000.00000000 PA USD 212594.52000000 0.013795750469 Long DBT NUSS CN N 2 2169-12-20 Fixed 4.30000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 ARAB REPUBLIC OF EGYPT 7.625000% 05/29/2032 N/A 4332000.00000000 PA USD 4316967.96000000 0.280138042894 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 1258919.76000000 0.081694217097 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 9711000.00000000 PA 2590578.13000000 0.168108610957 Long DBT NUSS PL N 2 2029-10-25 Fixed 2.75000000 N N N N N N Republica del Peru 254900STKLK2DBJJZ530 BONOS DE TESORERIA 6.950000% 08/12/2031 N/A 1700000.00000000 PA 426244.99000000 0.027660023979 Long DBT NUSS PE N 2 2031-08-12 Fixed 6.95000000 N N N N N N Republica de El Salvador 529900AKDMUSFSDOM949 EL SALVADOR GOVERNMENT INTERNATIONAL BOND 144A 5.875000% 01/30/2025 283875AR3 93000.00000000 PA USD 70913.43000000 0.004601736607 Long DBT NUSS SV N 2 2025-01-30 Fixed 5.87500000 N N N N N N The Hashemite Kingdom of Jordan 5493000JZ4MYPVMBVN50 KINGDOM OF JORDAN 7.375000% 10/10/2047 N/A 342000.00000000 PA USD 354058.92000000 0.022975702816 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 613000.00000000 PA USD 602897.76000000 0.039123431101 Long DBT NUSS GA N 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 1195613.54000000 0.077586129954 Long DBT NUSS EG N 2 2028-01-05 Fixed 14.29200000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/EUR SETTLE 2021-12-03 N/A 1.00000000 NC USD 349175.70000000 0.022658819368 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 12882983.00000000 EUR 15295671.98000000 USD 2021-12-03 349175.70000000 N N N BELARUS, REPUBLIC OF (GOVERNMENT) 635400CVCOWYLHF4ZB08 REPUBLIC OF BELARUS INTERNATIONAL BOND 144A 6.200000% 02/28/2030 07737JAC7 89000.00000000 PA USD 78298.64000000 0.005080979978 Long DBT NUSS BY N 2 2030-02-28 Fixed 6.20000000 N N N N N N Qatar Petroleum 254900QTESJKJ3P87J26 QATAR PETROLEUM 144A 3.300000% 07/12/2051 74730DAD5 1635000.00000000 PA USD 1651350.00000000 0.107159923682 Long DBT NUSS QA N 2 2051-07-12 Fixed 3.30000000 N N N N N N Fondo MIVIVIENDA S.A. 549300X41PNOK11PZ670 FONDO MIVIVIENDA SA 144A 7.000000% 02/14/2024 344593AE8 3704000.00000000 PA 916011.22000000 0.059442088247 Long DBT NUSS PE N 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 508555000.00000000 PA 6951451.12000000 0.451095752871 Long DBT NUSS RU N 2 2028-01-19 Fixed 7.05000000 N N N N N N Kingdom of Saudi Arabia 635400FMICXSM3SI3H65 SAUDI GOVERNMENT INTERNATIONAL BOND MTN 4.625000% 10/04/2047 80413TAF6 390000.00000000 PA USD 458250.00000000 0.029736903156 Long DBT NUSS SA N 2 2047-10-04 Fixed 4.62500000 N N N N N N Republic of Ghana 213800PP4399SNNXZ126 REPUBLIC OF GHANA 8.750000% 03/11/2061 N/A 693000.00000000 PA USD 618502.50000000 0.040136058798 Long DBT NUSS GH N 2 2061-03-11 Fixed 8.75000000 N N N N N N KOREAN WON N/A FX Forward Contract: KRW/USD SETTLE 2021-11-22 N/A 1.00000000 NC 114.96000000 0.000007460020 N/A DFE KR N 2 CITIGROUP GLOBAL MARKETS N/A 74965.85000000 USD 88899000.00000000 KRW 2021-11-22 114.96000000 N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 MEX BONOS DESARR FIX RT 8.500000% 05/31/2029 N/A 81760000.00000000 PA 4256558.24000000 0.276217916340 Long DBT NUSS MX N 2 2029-05-31 Fixed 8.50000000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/IDR SETTLE 2021-11-01 N/A 1.00000000 NC USD 1519.88000000 0.000098628531 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 18250476400.00000000 IDR 1274563.61000000 USD 2021-11-01 1519.88000000 N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 REPUBLIC OF SOUTH AFRICA 7.000000% 02/28/2031 N/A 51041000.00000000 PA 2854496.34000000 0.185234874464 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 14483.70000000 0.000939880816 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2022-07-07 14.82000000 MXN 0.00000000 MXN -37637400.00000000 MXN 14468.88000000 N N N Gobierno de la Republica Dominicana 254900EHU7Q8FGVPI369 DOMINICAN REPUBLIC 4.500000% 01/30/2030 P3579ECF2 3319000.00000000 PA USD 3377115.69000000 0.219148853730 Long DBT NUSS DO N 2 2030-01-30 Fixed 4.50000000 N N N N N N CNAC (HK) FINBRIDGE COMPANY LIMITED 549300US1UQ7R7WABI28 CNAC HK FINBRIDGE CO LTD 3.000000% 09/22/2030 N/A 561000.00000000 PA USD 561639.68000000 0.036446098795 Long DBT NUSS CN N 2 2030-09-22 Fixed 3.00000000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 INDONESIA GOVERNMENT 8.125000% 05/15/2024 N/A 77129000000.00000000 PA 5876623.55000000 0.381347704078 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 309000.00000000 PA USD 293604.41000000 0.019052669735 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 917000.00000000 PA USD 857649.93000000 0.055654889057 Long DBT NUSS RS N 2 2030-12-01 Fixed 2.12500000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 Mexican Udibonos 4.500000% 12/04/2025 EF2271213 31311542.37000000 PA 1662120.22000000 0.107858828187 Long DBT NUSS MX N 2 2025-12-04 Fixed 4.50000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 EGYPT GOVERNMENT INTERNATIONAL BOND 144A 7.625000% 05/29/2032 03846JX54 3568000.00000000 PA USD 3555619.04000000 0.230732349272 Long DBT NUSS EG N 2 2032-05-29 Fixed 7.62500000 N N N N N N Republica del Peru 254900STKLK2DBJJZ530 REPUBLIC OF PERU 1.250000% 03/11/2033 N/A 2088000.00000000 PA 2330806.68000000 0.151251440305 Long DBT NUSS PE N 2 2033-03-11 Fixed 1.25000000 N N N N N N African Export-Import Bank 21380068LJCDYA42GJ76 AFRICAN EXPORT-IMPORT BANK/THE 144A 3.798000% 05/17/2031 00831TAC5 200000.00000000 PA USD 207000.00000000 0.013432709118 Long DBT NUSS XX N 2 2031-05-17 Fixed 3.79800000 N N N N N N KOREAN WON N/A FX Forward Contract: KRW/USD SETTLE 2021-10-01 N/A 1.00000000 NC 133.80000000 0.000008682591 N/A DFE KR N 2 CITIGROUP GLOBAL MARKETS N/A 176015.05000000 USD 208560233.00000000 KRW 2021-10-01 133.80000000 N N N Kingdom of Bahrain 549300RODM1WN85LFQ95 BAHRAIN GOVERNMENT INTERNATIONAL BOND MTN 4.250000% 01/25/2028 N/A 597000.00000000 PA USD 588045.00000000 0.038159601127 Long DBT NUSS BH N 2 2028-01-25 Fixed 4.25000000 N N N N N N Romania 315700IASY927EDWBK92 ROMANIA GOVERNMENT BOND 5.000000% 02/12/2029 N/A 8095000.00000000 PA 1989337.67000000 0.129092725888 Long DBT NUSS RO N 2 2029-02-12 Fixed 5.00000000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/IDR SETTLE 2021-12-03 N/A 1.00000000 NC USD -1589.21000000 -0.00010312751 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 19368758039.00000000 IDR 1344809.83000000 USD 2021-12-03 -1589.21000000 N N N GOBIERNO DE LA REPUBLICA DE PANAMA 549300SHS4T08CL0LP14 REPUBLIC OF PANAMA 8.125000% 04/28/2034 698299AT1 478000.00000000 PA USD 690714.78000000 0.044822080789 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 1896000.00000000 PA USD 312915.84000000 0.020305833126 Long DBT NUSS LB N 2 2026-11-27 Fixed 6.60000000 Y N N N N N Provincia de Buenos Aires 549300L6AYROPOTQ4L07 PROVINCIA DE BUENOS AIRES/GOVERNMENT BONDS MTN 2.000000% 09/01/2037 N/A 665743.00000000 PA 249602.12000000 0.016197259291 Long DBT NUSS AR N 2 2037-09-01 Fixed 2.00000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 EGYPT GOVERNMENT BOND 14.060000% 01/12/2026 N/A 44207000.00000000 PA 2767749.71000000 0.179605684861 Long DBT NUSS EG N 2 2026-01-12 Fixed 14.06000000 N N N N N N HUNGARIAN FORINT N/A FX Forward Contract: HUF/USD SETTLE 2021-12-13 N/A 1.00000000 NC -231928.91000000 -0.01505040378 N/A DFE HU N 2 MERRILL LYNCH N/A 4363887.69000000 USD 1283476100.00000000 HUF 2021-12-13 -231928.91000000 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 574056.34000000 0.037251844602 Long DBT NUSS CL N 2 2043-10-18 Fixed 5.62500000 N N N N N N Republic of the Philippines 529900RAHBALMYIJ3T08 REPUBLIC OF PHILIPPINES 1.648000% 06/10/2031 718286CK1 1928000.00000000 PA USD 1833241.54000000 0.118963286716 Long DBT NUSS PH N 2 2031-06-10 Fixed 1.64800000 N N N N N SINGAPORE DOLLAR N/A FX Forward Contract: SGD/USD SETTLE 2021-12-15 N/A 1.00000000 NC -99245.12000000 -0.00644024554 N/A DFE SG N 2 GOLDMAN, SACHS & CO. N/A 7955677.60000000 USD 10665182.50000000 SGD 2021-12-15 -99245.12000000 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 1237030.00000000 0.080273739905 Long DBT NUSS PE N 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 628221.51000000 0.040766747853 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 1716000.00000000 PA USD 1952070.12000000 0.126674348310 Long DBT NUSS MX N 2 2110-10-12 Fixed 5.75000000 N N N N N N POLISH ZLOTY N/A FX Forward Contract: PLN/USD SETTLE 2021-12-15 N/A 1.00000000 NC -191529.86000000 -0.01242881592 N/A DFE PA N 2 JP MORGAN N/A 6265307.26000000 USD 24118989.48000000 PLN 2021-12-15 -191529.86000000 N N N ROMANIAN LEU N/A FX Forward Contract: RON/EUR SETTLE 2021-10-06 N/A 1.00000000 NC 13559.19000000 0.000879887222 N/A DFE RO N 2 GOLDMAN, SACHS & CO. N/A 1814638.16000000 EUR 9040527.31000000 RON 2021-10-06 13559.19000000 N N N Kerajaan Malaysia 254900GSIL471JOBYY43 MALAYSIA GOVERNMENT 4.254000% 05/31/2035 N/A 5300000.00000000 PA 1312359.25000000 0.085162029293 Long DBT NUSS MY N 2 2035-05-31 Fixed 4.25400000 N N N N N N EURO N/A FX Forward Contract: EUR/USD SETTLE 2021-10-04 N/A 1.00000000 NC -5998.17000000 -0.00038923513 N/A DFE XX N 2 J P MORGAN CHASE BANK N/A 368486.44000000 USD 312773.00000000 EUR 2021-10-04 -5998.17000000 N N N CHINESE YUAN RENMINBI N/A FX Forward Contract: CNY/USD SETTLE 2021-10-08 N/A 1.00000000 NC 30.24000000 0.000001962343 N/A DFE CN N 2 MORGAN STANLEY & CO, INC N/A 4342.45000000 USD 28260.00000000 CNY 2021-10-08 30.24000000 N N N REPUBLICA DEL PARAGUAY 529900UXKJTJPCU0HK83 REPUBLIC OF PARAGUAY 6.100000% 08/11/2044 P75744AB1 1010000.00000000 PA USD 1229685.10000000 0.079797112344 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 737412.96000000 0.047852433776 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 296749.20000000 0.019256742437 Long DBT NUSS EG N 2 2050-05-29 Fixed 8.87500000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/RUB SETTLE 2021-12-20 N/A 1.00000000 NC USD -8311.51000000 -0.00053935312 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 240132231.99000000 RUB 3242160.41000000 USD 2021-12-20 -8311.51000000 N N N Republica Argentina 549300KPBYGYF7HCHO27 REPUBLIC OF ARGENTINA 0.500000% 07/09/2029 N/A 13070.00000000 PA 6028.70000000 0.000391216296 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 919273.15000000 0.059653762435 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 224000.00000000 PA USD 228905.19000000 0.014854187598 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 605000.00000000 PA USD 685050.53000000 0.044454514496 Long DBT NUSS ID N 2 2043-04-15 Fixed 4.62500000 N N N N N N Gobierno de Chile 549300FLZTJM5YJF8D34 REPUBLIC OF CHILE 3.100000% 05/07/2041 168863DS4 212000.00000000 PA USD 204584.24000000 0.013275944860 Long DBT NUSS CL N 2 2041-05-07 Fixed 3.10000000 N N N N N N HUNGARIAN FORINT N/A FX Forward Contract: HUF/EUR SETTLE 2021-12-15 N/A 1.00000000 NC -30357.87000000 -0.00196999245 N/A DFE HU N 2 MERRILL LYNCH N/A 1040248.06000000 EUR 365603293.00000000 HUF 2021-12-15 -30357.87000000 N N N Republique du Senegal 549300NP14ZLQGWIUZ97 SENEGAL GOVERNMENT INTERNATIONAL BOND 144A 4.750000% 03/13/2028 N/A 113000.00000000 PA 136119.92000000 0.008833136669 Long DBT NUSS SN N 2 2028-03-13 Fixed 4.75000000 N N N N N N Joint Stock Company KazTransGas 635400YGLXBBSVHONW39 KAZTRANSGAS JSC 144A 4.375000% 09/26/2027 48668NAA9 165000.00000000 PA USD 181633.32000000 0.011786606539 Long DBT NUSS KZ N 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 465868.00000000 0.030231252809 Long DBT CORP ZA N 2 2024-03-27 Fixed 5.87500000 N N N N N N MEXICAN PESO N/A FX Forward Contract: MXN/USD SETTLE 2021-12-15 N/A 1.00000000 NC -9202.98000000 -0.00059720267 N/A DFE MX N 2 CITIGROUP GLOBAL MARKETS N/A 759209.23000000 USD 15574680.00000000 MXN 2021-12-15 -9202.98000000 N N N Rzeczpospolita Polska 259400R9L8QEP0TPXS31 POLAND GOVERNMENT BOND 2.500000% 04/25/2024 N/A 8185000.00000000 PA 2144743.09000000 0.139177343290 Long DBT NUSS PL N 2 2024-04-25 Fixed 2.50000000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/RUB SETTLE 2021-12-15 N/A 1.00000000 NC USD -47929.22000000 -0.00311023802 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 335474426.00000000 RUB 4498996.55000000 USD 2021-12-15 -47929.22000000 N N N Republika Srbija 254900W94OCY91V32O78 SERBIA TREASURY BONDS 4.500000% 01/11/2026 N/A 27640000.00000000 PA 292868.76000000 0.019004931704 Long DBT NUSS RS N 2 2026-01-11 Fixed 4.50000000 N N N N N N United States of America N/A US ULTRA BOND CBT DEC21 FINANCIAL COMMODITY FUTURE. N/A 55.00000000 NC USD 10508437.50000000 0.681916832001 N/A DIR US N 1 GOLDMAN, SACHS & CO. N/A Long U.S. Treasury Futures US Ultra T-Bond Futures (Composite) Dec 2021 2021-12-24 10888707.45000000 USD -380269.95000000 N N N Republic of Uganda 549300NF1DEFHG8XLQ11 UGANDA GOVERNMENT BOND 16.375000% 03/04/2032 V3843WBJ8 1427900000.00000000 PA 465029.00000000 0.030176808157 Long DBT NUSS UG N 2 2032-03-04 Fixed 16.37500000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 REPUBLIC OF SOUTH AFRICA 8.500000% 01/31/2037 N/A 188228066.00000000 PA 10479170.26000000 0.680017613056 Long DBT NUSS ZA N 2 2037-01-31 Fixed 8.50000000 N N N N N N KOREAN WON N/A FX Forward Contract: KRW/USD SETTLE 2021-10-01 N/A 1.00000000 NC -37947.31000000 -0.00246248877 N/A DFE KR N 2 CITIGROUP GLOBAL MARKETS N/A 2388602.80000000 USD 2783176099.00000000 KRW 2021-10-01 -37947.31000000 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 967716.84000000 0.062797385606 Long DBT NUSS LK N 2 2029-03-14 Fixed 7.85000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 REPUBLIC OF SOUTH AFRICA 8.750000% 02/28/2048 N/A 163190910.00000000 PA 8925441.82000000 0.579192578354 Long DBT NUSS ZA N 2 2048-02-28 Fixed 8.75000000 N N N N N N Joint Stock Company National Company KazMunayGas 2138001H1M69RFJCSH88 KAZMUNAYGAS NATIONAL CO JSC 3.500000% 04/14/2033 N/A 1832000.00000000 PA USD 1885824.16000000 0.122375494634 Long DBT NUSS KZ N 2 2033-04-14 Fixed 3.50000000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 INDONESIA GOVERNMENT 8.375000% 04/15/2039 N/A 72056000000.00000000 PA 5658755.91000000 0.367209768646 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 51705.85000000 0.003355312283 Long DBT NUSS KR N 2 2024-12-07 Fixed 7.25000000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/BRL SETTLE 2021-12-02 N/A 1.00000000 NC USD 170725.47000000 0.011078770906 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 27358419.16000000 BRL 5142463.33000000 USD 2021-12-02 170725.47000000 N N N U.S. DOLLARS N/A FX Forward Contract: USD/EUR SETTLE 2021-10-04 N/A 1.00000000 NC USD 16780.13000000 0.001088901474 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 1033055.00000000 EUR 1214039.21000000 USD 2021-10-04 16780.13000000 N N N DERZHAVNE AHENTSTVO AVTOMOBIL'NYKH DORIH UKRAINY 254900FGEO8P5USHG994 STATE AGENCY OF ROADS OF UKRAINE 144A 6.250000% 06/24/2028 857329AA4 2131000.00000000 PA USD 2108334.68000000 0.136814717295 Long DBT NUSS UA N 2 2028-06-24 Fixed 6.25000000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 COLOMBIA GOVT BOND I/L 3.00% 03/25/2033 N/A 1380300000.00000000 PA 975079.85000000 0.063275188367 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 66663000000.00000000 PA 4988371.91000000 0.323706999229 Long DBT NUSS ID N 2 2027-05-15 Fixed 7.00000000 N N N N N N Magyarorszag 5299003F3UFKGCCMAP43 HUNGARY GOVERNMENT BOND 3.000000% 10/27/2027 N/A 354300000.00000000 PA 1155110.28000000 0.074957779665 Long DBT NUSS HU N 2 2027-10-27 Fixed 3.00000000 N N N N N N FEDERAL REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 6.125000% 09/28/2028 65412JAR4 665000.00000000 PA USD 666835.40000000 0.043272492550 Long DBT NUSS NG N 2 2028-09-28 Fixed 6.12500000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/PEN SETTLE 2021-10-26 N/A 1.00000000 NC USD 4471.09000000 0.000290139378 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 6892678.54000000 PEN 1675013.01000000 USD 2021-10-26 4471.09000000 N N N EURO N/A FX Forward Contract: EUR/USD SETTLE 2021-10-04 N/A 1.00000000 NC -10445.96000000 -0.00067786252 N/A DFE XX N 2 J P MORGAN CHASE BANK N/A 975278.78000000 USD 832506.00000000 EUR 2021-10-04 -10445.96000000 N N N Romania 315700IASY927EDWBK92 ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 6.125000% 01/22/2044 77586RAC4 468000.00000000 PA USD 611859.46000000 0.039704976557 Long DBT NUSS RO N 2 2044-01-22 Fixed 6.12500000 N N N N N N Romania 315700IASY927EDWBK92 ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 3.375000% 02/08/2038 N/A 241000.00000000 PA 289780.96000000 0.018804557215 Long DBT NUSS RO N 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 3196000.00000000 PA USD 3299263.40000000 0.214096838437 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 7329100000.00000000 PA 1818946.06000000 0.118035619930 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 1036791.99000000 0.067279831969 Long DBT NUSS DO N 2 2025-01-27 Fixed 5.50000000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/IDR SETTLE 2021-12-03 N/A 1.00000000 NC USD -357.13000000 -0.00002317499 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 16802030501.00000000 IDR 1167618.52000000 USD 2021-12-03 -357.13000000 N N N NEON CAPITAL LIMITED N/A NEON CAPITAL LTD/KY MTN VARIABLE RATE 01/06/2028 N/A 265619210.00000000 PA 1981401.46000000 0.128577726852 Long DBT NUSS KY N 2 2028-01-06 Floating 0.00000000 N N N N N N Bundesrepublik Deutschland N/A EURO-BUND FUTURE DEC21 FINANCIAL COMMODITY FUTURE. N/A -104.00000000 NC -20468540.31000000 -1.32825095680 N/A DIR DE N 1 GOLDMAN, SACHS & CO. N/A Short Germany Govt. Bond Futures Euro-Bund Future Dec 2021 2021-12-11 -21241375.72000000 EUR 772835.41000000 N N N BRK: GOLDMAN SACHS N/A BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP N/A 8953117.00000000 NC -148530.73000000 -0.00963850285 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2024-01-02 0.00000000 BRL 0.00000000 BRL -8953117.00000000 BRL -148530.73000000 N N N U.S. DOLLARS N/A FX Forward Contract: USD/RUB SETTLE 2021-12-15 N/A 1.00000000 NC USD -12926.85000000 -0.00083885321 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 75844723.00000000 RUB 1015051.14000000 USD 2021-12-15 -12926.85000000 N N N People's Republic of China 300300CHN201808MOF68 CHINA GOVERNMENT BOND 3.280000% 12/03/2027 N/A 50290000.00000000 PA 8017271.00000000 0.520259271810 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 3312000.00000000 PA USD 2005217.28000000 0.130123190536 Long DBT NUSS LK N 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 10982000.00000000 PA 2506618.87000000 0.162660300245 Long DBT NUSS MY N 2 2040-05-22 Fixed 3.75700000 N N N N N N ROMANIAN LEU N/A FX Forward Contract: RON/USD SETTLE 2021-11-15 N/A 1.00000000 NC -127659.39000000 -0.00828411329 N/A DFE RO N 2 GOLDMAN, SACHS & CO. N/A 6540462.60000000 USD 27442800.00000000 RON 2021-11-15 -127659.39000000 N N N Kingdom of Thailand 254900PHJ6MSKT6C7026 THAILAND GOVERNMENT BOND 1.875000% 06/17/2022 N/A 20000000.00000000 PA 596653.67000000 0.038718237649 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 1867875.47000000 0.121210762596 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 255704.20000000 0.016593237385 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 352898.26000000 0.022900384902 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 227250.00000000 0.014746778488 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 786000.00000000 PA USD 664487.54000000 0.043120134480 Long DBT NUSS TN N 2 2025-01-30 Fixed 5.75000000 N N N N N N Magyarorszag 5299003F3UFKGCCMAP43 HUNGARY 5.375000% 02/21/2023 445545AH9 694000.00000000 PA USD 739595.80000000 0.047994083316 Long DBT NUSS HU N 2 2023-02-21 Fixed 5.37500000 N N N N N N THE REPUBLIC OF KENYA 549300VVURQQYU45PR87 REPUBLIC OF KENYA GOVERNMENT INTERNATIONAL BOND 14 8.250000% 02/28/2048 491798AH7 780000.00000000 PA USD 842548.20000000 0.054674902843 Long DBT NUSS KE N 2 2048-02-28 Fixed 8.25000000 N N N N N N Republic of the Philippines 529900RAHBALMYIJ3T08 REPUBLIC OF PHILIPPINES 1.750000% 04/28/2041 N/A 402000.00000000 PA 464407.02000000 0.030136446435 Long DBT NUSS PH N 2 2041-04-28 Fixed 1.75000000 N N N N N N CNAC (HK) FINBRIDGE COMPANY LIMITED 549300US1UQ7R7WABI28 CNAC HK FINBRIDGE CO LTD 3.875000% 06/19/2029 N/A 1156000.00000000 PA USD 1236318.88000000 0.080227593682 Long DBT NUSS CN N 2 2029-06-19 Fixed 3.87500000 N N N N N N Sultanate of Oman 549300SZ20F0QTKNQC75 OMAN GOV INTERNTL BOND 6.750000% 10/28/2027 N/A 3535000.00000000 PA USD 3928728.30000000 0.254944272745 Long DBT NUSS OM N 2 2027-10-28 Fixed 6.75000000 N N N N N N CENCOSUD S.A. 549300NLTGCFV7482429 CENCOSUD SA 144A 4.375000% 07/17/2027 15132HAH4 1819000.00000000 PA USD 1975888.75000000 0.128219994341 Long DBT NUSS CL N 2 2027-07-17 Fixed 4.37500000 N N N N N N Gobierno de Chile 549300FLZTJM5YJF8D34 BONOS TESORERIAGENL REP 1.50% 03/01/2026 N/A 636931050.00000000 PA 784361.53000000 0.050899035149 Long DBT USGA CL N 2 2026-03-01 Fixed 0.00000000 N N N N N N BRK: GOLDMAN SACHS N/A BRK: GOLDMAN SACHS REC: 2.158% FIXED N/A 89310081.00000000 NC -92819.81000000 -0.00602329230 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2026-08-30 0.00000000 CZK 0.00000000 CZK -89310081.00000000 CZK -92819.81000000 N N N Suzano Austria GmbH 254900287ZNSGVP1R341 SUZANO AUSTRIA GMBH 144A 5.000000% 01/15/2030 86964WAG7 494000.00000000 PA USD 547599.00000000 0.035534966572 Long DBT NUSS BR N 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 548000.00000000 PA USD 638420.00000000 0.041428551474 Long DBT NUSS AE N 2 2028-11-07 Fixed 4.50000000 N N N N N N WANDA PROPERTIES OVERSEAS LIMITED 549300BJ7FGBP0KHXY31 WANDA PROPERTIES OVERSEAS LTD 6.950000% 12/05/2022 N/A 200000.00000000 PA USD 195130.83000000 0.012662491204 Long DBT NUSS CN N 2 2022-12-05 Fixed 6.95000000 N N N N N N Ukraine 6354001WLTJXOMEXPY07 UKRAINE GOVERNMENT 7.750000% 09/01/2026 N/A 1905000.00000000 PA USD 2065663.89000000 0.134045710967 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 387695.00000000 0.025158425901 Long DBT NUSS EG N 2 2022-01-31 Fixed 6.12500000 N N N N N N Kerajaan Malaysia 254900GSIL471JOBYY43 MALAYSIA GOVERNMENT 3.899000% 11/16/2027 N/A 3026000.00000000 PA 751053.78000000 0.048737618158 Long DBT NUSS MY N 2 2027-11-16 Fixed 3.89900000 N N N N N N BANK RAZVITIYA RESPUBLIKI BELARUS' OAO 253400D4JRB0M70A0687 DEVELOPMENT BANK BELARUS 6.750000% 05/02/2024 N/A 972000.00000000 PA USD 913096.80000000 0.059252964788 Long DBT NUSS BY N 2 2024-05-02 Fixed 6.75000000 N N N N N N AI CANDELARIA (SPAIN) S.A. N/A AI CANDELARIA SPAIN SLU 144A 7.500000% 12/15/2028 001355AA4 975000.00000000 PA USD 1057884.75000000 0.068648589987 Long DBT NUSS CO N 2 2028-12-15 Fixed 7.50000000 N N N N N N Ukraine 6354001WLTJXOMEXPY07 UKRAINE GOVERNMENT 7.750000% 09/01/2027 N/A 1804000.00000000 PA USD 1954107.23000000 0.126806541093 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 414435.32000000 0.026893667158 Long DBT NUSS ZM N 2 2025-04-01 Fixed 7.50000000 N N N N N N TURKISH LIRA N/A FX Forward Contract: TRY/USD SETTLE 2021-12-15 N/A 1.00000000 NC -17649.97000000 -0.00114534740 N/A DFE TR N 2 BARCLAYS CAPITAL INC. N/A 780843.74000000 USD 7035480.16000000 TRY 2021-12-15 -17649.97000000 N N N BRK: CITIGROUP N/A BRK: CITIGROUP REC: 1.822 % FIXED N/A 65749863.00000000 NC -111357.27000000 -0.00722623099 N/A DIR XX N 2 BRK: CITIGROUP N/A Y 2026-07-12 0.00000000 CZK 0.00000000 CZK -65749863.00000000 CZK -111357.27000000 N N N The Hashemite Kingdom of Jordan 5493000JZ4MYPVMBVN50 KINGDOM OF JORDAN 4.950000% 07/07/2025 N/A 1100000.00000000 PA USD 1146750.00000000 0.074415261745 Long DBT NUSS JO N 2 2025-07-07 Fixed 4.95000000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 INDONESIA GOVERNMENT 8.250000% 05/15/2036 N/A 70055000000.00000000 PA 5467349.17000000 0.354788942261 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 262389.75000000 0.017027078199 Long DBT NUSS VE N 2 2027-04-12 Fixed 5.37500000 Y N N N N N SOUTH AFRICAN RAND N/A FX Forward Contract: ZAR/USD SETTLE 2021-10-01 N/A 1.00000000 NC -35450.48000000 -0.00230046370 N/A DFE ZA N 2 MORGAN STANLEY & CO, INC N/A 747996.25000000 USD 10720251.12000000 ZAR 2021-10-01 -35450.48000000 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 530145.00000000 0.034402336113 Long DBT NUSS MX N 2 2170-09-27 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 4678000.00000000 PA USD 4672900.98000000 0.303235360398 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 2021-12-15 N/A 1.00000000 NC -6119.60000000 -0.00039711500 N/A DFE PE N 2 CITIGROUP GLOBAL MARKETS N/A 1502935.38000000 USD 6180916.00000000 PEN 2021-12-15 -6119.60000000 N N N Republica Federativa do Brasil 254900ZFY40OYEADAP90 FED REPUBLIC OF BRAZIL 5.000000% 01/27/2045 105756BW9 2338000.00000000 PA USD 2179530.36000000 0.141434769759 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 295004000.00000000 PA 4143896.08000000 0.268907008012 Long DBT USGA RU N 2 2030-07-17 Fixed 2.50000000 N N N N N N INDIA RUPEE N/A FX Forward Contract: INR/USD SETTLE 2021-12-13 N/A 1.00000000 NC -6565.61000000 -0.00042605762 N/A DFE IN N 2 CITIGROUP GLOBAL MARKETS N/A 995543.34000000 USD 73913717.00000000 INR 2021-12-13 -6565.61000000 N N N MEXICAN PESO N/A FX Forward Contract: MXN/USD SETTLE 2021-12-15 N/A 1.00000000 NC -23854.84000000 -0.00154799578 N/A DFE MX N 2 CITIGROUP GLOBAL MARKETS N/A 2082802.01000000 USD 42756234.53000000 MXN 2021-12-15 -23854.84000000 N N N U.S. DOLLARS N/A FX Forward Contract: USD/PHP SETTLE 2021-10-20 N/A 1.00000000 NC USD 26192.30000000 0.001699678971 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 61709879.00000000 PHP 1233432.85000000 USD 2021-10-20 26192.30000000 N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 PETROLEOS MEXICANOS 5.350000% 02/12/2028 71654QCK6 908000.00000000 PA USD 894834.00000000 0.058067849425 Long DBT NUSS MX N 2 2028-02-12 Fixed 5.35000000 N N N N N N Republic of the Philippines 529900RAHBALMYIJ3T08 REPUBLIC OF PHILIPPINES 3.900000% 11/26/2022 718286BX4 45000000.00000000 PA 886589.81000000 0.057532864854 Long DBT NUSS PH N 2 2022-11-26 Fixed 3.90000000 N N N N N N Ukraine 6354001WLTJXOMEXPY07 UKRAINE GOVERNMENT INTERNATIONAL BOND 144A 6.876000% 05/21/2029 90372UAR5 281000.00000000 PA USD 284773.83000000 0.018479632960 Long DBT NUSS UA N 2 2029-05-21 Fixed 6.87600000 N N N N N N Suzano Austria GmbH 254900287ZNSGVP1R341 SUZANO AUSTRIA GMBH 144A 6.000000% 01/15/2029 86964WAC6 288000.00000000 PA USD 337968.00000000 0.021931525774 Long DBT NUSS BR N 2 2029-01-15 Fixed 6.00000000 N N N N N N INDONESIA RUPIAH N/A FX Forward Contract: IDR/USD SETTLE 2021-10-15 N/A 1.00000000 NC -1797.70000000 -0.00011665691 N/A DFE ID N 2 CITIGROUP GLOBAL MARKETS N/A 2568659.67000000 USD 36761886593.00000000 IDR 2021-10-15 -1797.70000000 N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 PETROLEOS MEXICANOS MTN 4.875000% 02/21/2028 AM5152690 755000.00000000 PA 883757.32000000 0.057349058022 Long DBT NUSS MX N 2 2028-02-21 Fixed 4.87500000 N N N N N N ATP TOWER HOLDINGS, LLC 254900CIKL1FQZ45N873 ATP TOWER HOLDINGS LLC / ANDEAN TOWER PARTNERS COL 4.050000% 04/27/2026 00216DAA9 255000.00000000 PA USD 255637.50000000 0.016588909068 Long DBT NUSS CL N 2 2026-04-27 Fixed 4.05000000 N N N N N N Kingdom of Thailand 254900PHJ6MSKT6C7026 THAILAND GOVERNMENT BOND 2.000000% 12/17/2031 N/A 66700000.00000000 PA 1985148.92000000 0.128820908206 Long DBT NUSS TH N 2 2031-12-17 Fixed 2.00000000 N N N N N N POLISH ZLOTY N/A FX Forward Contract: PLN/USD SETTLE 2021-11-15 N/A 1.00000000 NC -59584.99000000 -0.00386660791 N/A DFE PA N 2 JP MORGAN N/A 2725235.57000000 USD 10584150.00000000 PLN 2021-11-15 -59584.99000000 N N N Romania 315700IASY927EDWBK92 ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 2.875000% 04/13/2042 BQ4352952 297000.00000000 PA 321396.09000000 0.020856136177 Long DBT NUSS RO N 2 2042-04-13 Fixed 2.87500000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/EGP SETTLE 2021-10-27 N/A 1.00000000 NC USD -1863.88000000 -0.00012095148 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 11530511.00000000 EGP 728396.15000000 USD 2021-10-27 -1863.88000000 N N N People's Republic of China 300300CHN201808MOF68 CHINA GOVERNMENT BOND 3.020000% 10/22/2025 N/A 43500000.00000000 PA 6814941.57000000 0.442237332209 Long DBT NUSS CN N 2 2025-10-22 Fixed 3.02000000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/THB SETTLE 2021-10-15 N/A 1.00000000 NC USD 32094.36000000 0.002082677305 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 40328811.00000000 THB 1223987.93000000 USD 2021-10-15 32094.36000000 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 707072.00000000 0.045883538655 Long DBT NUSS RU N 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 336806.32000000 0.021856141670 Long DBT NUSS GH N 2 2023-03-06 Fixed 20.75000000 N N N N N N Republic of Zambia 213800DMLAZ6LGMMD849 ZAMBIA GOVERNMENT BOND 13.000000% 08/29/2026 N/A 1375000.00000000 PA 60560.68000000 0.003929922697 Long DBT NUSS ZM N 2 2026-08-29 Fixed 13.00000000 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 20697000.00000000 NC -39885.29000000 -0.00258824878 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 -39885.29000000 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 EGYPT GOVERNMENT INTERNATIONAL BOND MTN 6.375000% 04/11/2031 N/A 232000.00000000 PA 263627.93000000 0.017107426565 Long DBT NUSS EG N 2 2031-04-11 Fixed 6.37500000 N N N N N N INDONESIA RUPIAH N/A FX Forward Contract: IDR/USD SETTLE 2021-12-15 N/A 1.00000000 NC -2615.25000000 -0.00016970962 N/A DFE ID N 2 CITIGROUP GLOBAL MARKETS N/A 505788.02000000 USD 7248448106.00000000 IDR 2021-12-15 -2615.25000000 N N N Kingdom of Bahrain 549300RODM1WN85LFQ95 BAHRAIN GOVERNMENT INTERNATIONAL BOND 144A 5.625000% 09/30/2031 05675M2A1 1146000.00000000 PA USD 1134540.00000000 0.073622926584 Long DBT NUSS BH N 2 2031-09-30 Fixed 5.62500000 N N N N N N POLISH ZLOTY N/A FX Forward Contract: PLN/USD SETTLE 2021-12-15 N/A 1.00000000 NC -192644.91000000 -0.01250117410 N/A DFE PA N 2 JP MORGAN N/A 6266422.31000000 USD 24118989.48000000 PLN 2021-12-15 -192644.91000000 N N N JBS Investments II GmbH 529900V1Q46CPWIWT649 JBS USA FOOD CO 144A 5.750000% 01/15/2028 46650CAB5 466000.00000000 PA USD 489304.66000000 0.031752111922 Long DBT CORP US N 2 2028-01-15 Fixed 5.75000000 N N N N N N Magyarorszag 5299003F3UFKGCCMAP43 HUNGARY GOVERNMENT BOND 2.750000% 12/22/2026 N/A 910960000.00000000 PA 2938332.72000000 0.190675211208 Long DBT NUSS HU N 2 2026-12-22 Fixed 2.75000000 N N N N N N Republica del Peru 254900STKLK2DBJJZ530 REPUBLIC OF PERU 8.750000% 11/21/2033 715638AP7 490000.00000000 PA USD 757388.10000000 0.049148666844 Long DBT NUSS PE N 2 2033-11-21 Fixed 8.75000000 N N N N N N EURO N/A FX Forward Contract: EUR/USD SETTLE 2021-10-04 N/A 1.00000000 NC -15334.06000000 -0.00099506264 N/A DFE XX N 2 J P MORGAN CHASE BANK N/A 739456.45000000 USD 624809.00000000 EUR 2021-10-04 -15334.06000000 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 0.017282445680 Long DBT NUSS ID N 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 2948000.00000000 PA USD 3065377.57000000 0.198919445580 Long DBT NUSS ZA N 2 2025-02-11 Fixed 7.12500000 N N N N N N TULLOW OIL PLC 2138003EYHWO75RKS857 TULLOW OIL PLC 144A 10.250000% 05/15/2026 899415AG8 810000.00000000 PA USD 845850.60000000 0.054889203223 Long DBT NUSS GH N 2 2026-05-15 Fixed 10.25000000 N N N N N N TURKISH LIRA N/A FX Forward Contract: TRY/USD SETTLE 2021-12-22 N/A 1.00000000 NC -21406.69000000 -0.00138912966 N/A DFE TR N 2 BARCLAYS CAPITAL INC. N/A 1184479.61000000 USD 10760405.00000000 TRY 2021-12-22 -21406.69000000 N N N EURO N/A FX Forward Contract: EUR/USD SETTLE 2021-10-04 N/A 1.00000000 NC -10571.44000000 -0.00068600521 N/A DFE XX N 2 J P MORGAN CHASE BANK N/A 975421.65000000 USD 832521.00000000 EUR 2021-10-04 -10571.44000000 N N N EURO N/A FX Forward Contract: EUR/USD SETTLE 2021-10-04 N/A 1.00000000 NC -55098.80000000 -0.00357548866 N/A DFE XX N 2 J P MORGAN CHASE BANK N/A 2300215.58000000 USD 1937199.01000000 EUR 2021-10-04 -55098.80000000 N N N BRK: GOLDMAN SACHS N/A BRK: GOLDMAN SACHS PAY: 28-DAY MXN - TIIE N/A 26758053.00000000 NC 10447.52000000 0.000677963754 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2022-06-23 0.00000000 MXN 0.00000000 MXN -26758053.00000000 MXN 10447.52000000 N N N TURKISH LIRA N/A FX Forward Contract: TRY/USD SETTLE 2021-12-15 N/A 1.00000000 NC -14495.50000000 -0.00094064654 N/A DFE TR N 2 BARCLAYS CAPITAL INC. N/A 713161.82000000 USD 6440635.71000000 TRY 2021-12-15 -14495.50000000 N N N U.S. DOLLARS N/A FX Forward Contract: USD/IDR SETTLE 2021-10-07 N/A 1.00000000 NC USD -3863.52000000 -0.00025071275 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 7738603234.00000000 IDR 536732.09000000 USD 2021-10-07 -3863.52000000 N N N FEDERAL REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 6.500000% 11/28/2027 65412JAC7 667000.00000000 PA USD 691185.42000000 0.044852621708 Long DBT NUSS NG N 2 2027-11-28 Fixed 6.50000000 N N N N N N Joint Stock Company Development Bank of Kazakhstan 213800LCDPGJ1BI7KX98 DEVELOPMENT BANK OF KAZAKHSTAN JSC 2.950000% 05/06/2031 N/A 530000.00000000 PA USD 532809.00000000 0.034575209239 Long DBT NUSS KZ N 2 2031-05-06 Fixed 2.95000000 N N N N N N StoneCo Ltd. 549300O1A9LEF0XZCR35 STONECO LTD 3.950000% 06/16/2028 G85158AA4 1270000.00000000 PA USD 1228090.00000000 0.079693602613 Long DBT NUSS BR N 2 2028-06-16 Fixed 3.95000000 N N N N N FEDERAL REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 REPUBLIC OF NIGERIA 7.875000% 02/16/2032 N/A 3315000.00000000 PA USD 3443588.85000000 0.223462450940 Long DBT NUSS NG N 2 2032-02-16 Fixed 7.87500000 N N N N N INDONESIA RUPIAH N/A FX Forward Contract: IDR/USD SETTLE 2021-10-15 N/A 1.00000000 NC -64.84000000 -0.00000420761 N/A DFE ID N 2 CITIGROUP GLOBAL MARKETS N/A 138114.95000000 USD 1977115499.00000000 IDR 2021-10-15 -64.84000000 N N N Republic of Zambia 213800DMLAZ6LGMMD849 REPUBLIC OF ZAMBIA 8.970000% 07/30/2027 N/A 1821000.00000000 PA USD 1404533.66000000 0.091143440103 Long DBT NUSS ZM N 2 2027-07-30 Fixed 8.97000000 Y N N N N N PETROLEOS DEL PERU - PETROPERU S.A. 549300ZMGDLC9JT2OR80 PETROLEOS DEL PERU SA 144A 5.625000% 06/19/2047 716564AB5 917000.00000000 PA USD 916000.47000000 0.059441390655 Long DBT NUSS PE N 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 924592.16000000 0.059998925305 Long DBT NUSS PE N 2 2026-08-12 Fixed 8.20000000 N N N N N N Republic of Uganda 549300NF1DEFHG8XLQ11 UGANDA GOVERNMENT BOND 17.000000% 04/03/2031 N/A 8683400000.00000000 PA 2925551.14000000 0.189845784898 Long DBT NUSS UG N 2 2031-04-03 Fixed 17.00000000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 TITULOS DE TESORERIA 7.50000% 10/18/2034 P6S32JS68 18842900000.00000000 PA 4686590.12000000 0.304123680377 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 2656274.05000000 0.172371771265 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 420000.00000000 PA USD 424200.00000000 0.027527319845 Long DBT NUSS GH N 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 2024941.16000000 0.131403118762 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 48660.89000000 0.003157717781 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2031-02-19 0.00000000 KRW 0.00000000 KRW -1600000000.00000000 KRW 48660.89000000 N N N Republic of the Philippines 529900RAHBALMYIJ3T08 REPUBLIC OF PHILIPPINES 5.000000% 01/13/2037 718286BW6 519000.00000000 PA USD 639705.16000000 0.041511948481 Long DBT NUSS PH N 2 2037-01-13 Fixed 5.00000000 N N N N N N PETRONAS Capital Limited 549300G7YFX3540OYR85 PETRONAS CAPITAL LTD MTN 3.500000% 04/21/2030 Y68856AT3 819000.00000000 PA USD 886190.39000000 0.057506945566 Long DBT NUSS MY N 2 2030-04-21 Fixed 3.50000000 N N N N N N BRK: GOLDMAN SACHS N/A BRK: GOLDMAN SACHS PAY: 6.23% FIXED N/A 41889945.00000000 NC 269683.87000000 0.017500410529 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2023-01-02 0.00000000 BRL 0.00000000 BRL -41889945.00000000 BRL 269683.87000000 N N N Islamic Republic of Pakistan 529900LOP29R5WKHOD86 PAKISTAN GOVERNMENT INTERNATIONAL BOND MTN 8.875000% 04/08/2051 N/A 396000.00000000 PA USD 397980.00000000 0.025825843356 Long DBT NUSS PK N 2 2051-04-08 Fixed 8.87500000 N N N N N N Republica de Costa Rica 549300S1EK2VN6XVJP58 COSTA RICA GOVERNMENT 4.375000% 04/30/2025 P3699PGE1 393000.00000000 PA USD 398898.93000000 0.025885474851 Long DBT NUSS CR N 2 2025-04-30 Fixed 4.37500000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/TRY SETTLE 2021-12-22 N/A 1.00000000 NC USD 5617.51000000 0.000364533226 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 10825735.00000000 TRY 1175751.83000000 USD 2021-12-22 5617.51000000 N N N ROMANIAN LEU N/A FX Forward Contract: RON/EUR SETTLE 2022-04-06 N/A 1.00000000 NC -520.19000000 -0.00003375633 N/A DFE RO N 2 GOLDMAN, SACHS & CO. N/A 4311489.22000000 EUR 21655886.00000000 RON 2022-04-06 -520.19000000 N N N BRK: GOLDMAN SACHS N/A BRK: GOLDMAN SACHS PAY: 6.9225% N/A 42601696.00000000 NC 51727.03000000 0.003356686703 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2029-08-31 0.00000000 MXN 0.00000000 MXN -42601696.00000000 MXN 51727.03000000 N N N BRK: GOLDMAN SACHS N/A BRK: GOLDMAN SACHS PAY: 28-DAY MXN - TIIE N/A 26000000.00000000 NC -36339.88000000 -0.00235817892 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2026-09-16 0.00000000 MXN 0.00000000 MXN -26000000.00000000 MXN -36339.88000000 N N N Turkiye Cumhuriyeti 5493000PCHOG3B6S3Q85 TURKEY GOVERNMENT BOND 9.000000% 05/04/2022 N/A 3294000.00000000 PA 353898.53000000 0.022965294738 Long DBT NUSS TR N 2 2022-05-04 Fixed 9.00000000 N N N N N N INDONESIA RUPIAH N/A FX Forward Contract: IDR/USD SETTLE 2021-12-15 N/A 1.00000000 NC -2873.91000000 -0.00018649467 N/A DFE ID N 2 CITIGROUP GLOBAL MARKETS N/A 508065.85000000 USD 7277535226.00000000 IDR 2021-12-15 -2873.91000000 N N N Republica de El Salvador 529900AKDMUSFSDOM949 EL SALVADOR GOVERNMENT INTERNATIONAL BOND 144A 8.250000% 04/10/2032 283875AH5 404000.00000000 PA USD 301060.80000000 0.019536532141 Long DBT NUSS SV Y 2 2032-04-10 Fixed 8.25000000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/THB SETTLE 2021-10-25 N/A 1.00000000 NC USD 16593.71000000 0.001076804249 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 40645700.00000000 THB 1217823.15000000 USD 2021-10-25 16593.71000000 N N N SOUTH AFRICAN RAND N/A FX Forward Contract: ZAR/USD SETTLE 2021-10-01 N/A 1.00000000 NC -30885.47000000 -0.00200422963 N/A DFE ZA N 2 MORGAN STANLEY & CO, INC N/A 1167346.95000000 USD 17098063.00000000 ZAR 2021-10-01 -30885.47000000 N N N Sultanate of Oman 549300SZ20F0QTKNQC75 OMAN GOVERNMENT INTERNATIONAL BOND 144A 7.000000% 01/25/2051 68205LAT0 448000.00000000 PA USD 454396.54000000 0.029486843218 Long DBT NUSS OM N 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 -325191.57000000 -0.02110243365 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2024-01-02 0.00000000 BRL 0.00000000 BRL -18818980.00000000 BRL -325191.57000000 N N N RUSSIA, FEDERATION OF (GOVERNMENT) 5493004EHVGF71PDBU58 RUSSIA GOVT BOND - OFZ 6.900000% 05/23/2029 N/A 403763000.00000000 PA 5466624.28000000 0.354741902472 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 34229000.00000000 PA 3282562.74000000 0.213013093954 Long DBT NUSS TR N 2 2025-10-01 Fixed 12.60000000 N N N N N N BRK: GOLDMAN SACHS N/A BRK: GOLDMAN SACHS PAY:4.21% N/A 266911013.00000000 NC -10788.83000000 -0.00070011215 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2030-07-08 0.00000000 COP 0.00000000 COP -266911013.00000000 COP -10788.83000000 N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 REPUBLIC OF SOUTH AFRICA 8.750000% 01/31/2044 N/A 126009377.00000000 PA 6906854.95000000 0.448201804178 Long DBT NUSS ZA N 2 2044-01-31 Fixed 8.75000000 N N N N N N UZAUTO MOTORS Joint Stock Company 25490082QA3E2MKBZI88 UZAUTO MOTORS AJ 144A 4.850000% 05/04/2026 46653NAA0 727000.00000000 PA USD 719599.14000000 0.046696453764 Long DBT NUSS UZ N 2 2026-05-04 Fixed 4.85000000 N N N N N N CHILEAN PESO N/A FX Forward Contract: CLP/USD SETTLE 2021-12-15 N/A 1.00000000 NC -116860.79000000 -0.00758336714 N/A DFE CL N 2 STANDARD BANK N/A 2222087.86000000 USD 1720451528.00000000 CLP 2021-12-15 -116860.79000000 N N N Ceska republika 3157007EFDLQABN47912 CZECH REPUBLIC 1.250000% 02/14/2025 N/A 48060000.00000000 PA 2139350.44000000 0.138827401750 Long DBT NUSS CZ N 2 2025-02-14 Fixed 1.25000000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 INDONESIA GOVERNMENT 5.500000% 04/15/2026 N/A 60500000000.00000000 PA 4273149.34000000 0.277294551221 Long DBT NUSS ID N 2 2026-04-15 Fixed 5.50000000 N N N N N N Magyarorszag 5299003F3UFKGCCMAP43 HUNGARY GOVERNMENT BOND 4.000000% 04/28/2051 N/A 124570000.00000000 PA 424030.17000000 0.027516299183 Long DBT NUSS HU N 2 2051-04-28 Fixed 4.00000000 N N N N N N ESKOM HOLDINGS SOC LIMITED 3789001900ED06F65111 ESKOM HOLDINGS SOC LTD MTN 6.750000% 08/06/2023 N/A 846000.00000000 PA USD 872176.93000000 0.056597579711 Long DBT NUSS ZA N 2 2023-08-06 Fixed 6.75000000 N N N N N N Huarong Finance II Co., Ltd. 549300BHVD63HE2GHX17 HUARONG FINANCE II CO LTD MTN 5.500000% 01/16/2025 N/A 640000.00000000 PA USD 632000.00000000 0.041011942814 Long DBT NUSS CN N 2 2025-01-16 Fixed 5.50000000 N N N N N N Suzano Austria GmbH 254900287ZNSGVP1R341 SUZANO AUSTRIA GMBH 144A 7.000000% 03/16/2047 86964WAB8 399000.00000000 PA USD 523192.74000000 0.033951187870 Long DBT NUSS BR N 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 787316.22000000 0.051090771822 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 870000.00000000 PA USD 828414.00000000 0.053757701891 Long DBT NUSS GH N 2 2029-04-07 Fixed 7.75000000 N N N N N N EURO N/A FX Forward Contract: EUR/USD SETTLE 2021-10-06 N/A 1.00000000 NC -84352.39000000 -0.00547382182 N/A DFE XX N 2 J P MORGAN CHASE BANK N/A 2466862.64000000 USD 2055687.00000000 EUR 2021-10-06 -84352.39000000 N N N FEDERAL REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 REPUBLIC OF NIGERIA 9.248000% 01/21/2049 N/A 322000.00000000 PA USD 349772.50000000 0.022697547101 Long DBT NUSS NG N 2 2049-01-21 Fixed 9.24800000 N N N N N N Gobierno de Chile 549300FLZTJM5YJF8D34 REPUBLIC OF CHILE 3.250000% 09/21/2071 168863DU9 1615000.00000000 PA USD 1458926.40000000 0.094673110898 Long DBT NUSS CL N 2 2071-09-21 Fixed 3.25000000 N N N N N N GOVERNMENT OF BERMUDA 549300FP5PUZXX9FVJ40 GOVT OF BERMUDA 2.375000% 08/20/2030 G10367AE3 221000.00000000 PA USD 218790.00000000 0.014197789507 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 593000.00000000 PA USD 591763.52000000 0.038400904497 Long DBT NUSS AE N 2 2040-09-30 Fixed 2.94000000 N N N N N N SOUTH AFRICAN RAND N/A FX Forward Contract: ZAR/USD SETTLE 2021-11-15 N/A 1.00000000 NC -21466.58000000 -0.00139301606 N/A DFE ZA N 2 MORGAN STANLEY & CO, INC N/A 870558.74000000 USD 12846400.00000000 ZAR 2021-11-15 -21466.58000000 N N N Sultanate of Oman 549300SZ20F0QTKNQC75 OMAN GOV INTERNTL BOND 4.750000% 06/15/2026 N/A 900000.00000000 PA USD 922500.00000000 0.059863160200 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/IDR SETTLE 2021-10-26 N/A 1.00000000 NC USD 4590.90000000 0.000297914127 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 105174103554.00000000 IDR 7343534.67000000 USD 2021-10-26 4590.90000000 N N N RUSSIA, FEDERATION OF (GOVERNMENT) 5493004EHVGF71PDBU58 RUSSIA GOVT BOND - OFZ 7.950000% 10/07/2026 N/A 267449000.00000000 PA 3797816.29000000 0.246449089410 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 30757000.00000000 PA 7689669.20000000 0.499000432747 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 837481.11000000 0.054346087645 Long DBT NUSS MN N 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 1227000.00000000 PA USD 1270595.31000000 0.082451870561 Long DBT NUSS JO N 2 2030-07-07 Fixed 5.85000000 N N N N N N EURO N/A FX Forward Contract: EUR/USD SETTLE 2021-10-04 N/A 1.00000000 NC -5716.68000000 -0.00037096859 N/A DFE XX N 2 J P MORGAN CHASE BANK N/A 547640.54000000 USD 467599.00000000 EUR 2021-10-04 -5716.68000000 N N N Kingdom of Bahrain 549300RODM1WN85LFQ95 BAHRAIN GOVERNMENT INTERNATIONAL BOND MTN 5.250000% 01/25/2033 05675M2G8 1640000.00000000 PA USD 1557114.40000000 0.101044757482 Long DBT NUSS BH N 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 33019000.00000000 PA 7814373.87000000 0.507092807422 Long DBT NUSS MY N 2 2034-07-05 Fixed 3.82800000 N N N N N N Republica Argentina 549300KPBYGYF7HCHO27 REPUBLIC OF ARGENTINA 1.125000% 07/09/2035 040114HT0 1959000.00000000 PA USD 640710.54000000 0.041577189916 Long DBT NUSS AR N 2 2035-07-09 Fixed 1.12500000 N N N N N N Republic of Lebanon 529900QPC4K9S1KHL354 LEBANON GOVERNMENT INTERNATIONAL BOND MTN 6.650000% 02/26/2030 N/A 1925000.00000000 PA USD 317409.40000000 0.020597430635 Long DBT NUSS LB N 2 2030-02-26 Fixed 6.65000000 Y N N N N N CHINESE YUAN RENMINBI N/A FX Forward Contract: CNY/USD SETTLE 2021-12-08 N/A 1.00000000 NC 200.99000000 0.000013042706 N/A DFE CN N 2 MORGAN STANLEY & CO, INC N/A 131736.69000000 USD 856000.00000000 CNY 2021-12-08 200.99000000 N N N U.S. DOLLARS N/A FX Forward Contract: USD/BRL SETTLE 2021-12-02 N/A 1.00000000 NC USD 161049.59000000 0.010450880657 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 25807878.96000000 BRL 4851013.88000000 USD 2021-12-02 161049.59000000 N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 INDONESIA GOVERNMENT 7.500000% 05/15/2038 N/A 58662000000.00000000 PA 4266699.88000000 0.276876030834 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 4125000.00000000 PA USD 4853310.00000000 0.314942519277 Long DBT NUSS AZ N 2 2026-03-24 Fixed 6.87500000 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 825472.63000000 0.053566829583 Long DBT CORP CO N 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 1053000.00000000 PA USD 1020830.85000000 0.066244076651 Long DBT NUSS BR N 2 2030-06-12 Fixed 3.87500000 N N N N N N Kingdom of Bahrain 549300RODM1WN85LFQ95 KINGDOM OF BAHRAIN 6.000000% 09/19/2044 N/A 297000.00000000 PA USD 272883.60000000 0.017708048415 Long DBT NUSS BH N 2 2044-09-19 Fixed 6.00000000 N N N N N N RUSSIA, FEDERATION OF (GOVERNMENT) 5493004EHVGF71PDBU58 RUSSIA GOVT BOND - OFZ 8.150000% 02/03/2027 EJ0370613 821910000.00000000 PA 11790108.28000000 0.765087415445 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 1737000.00000000 PA USD 1718177.87000000 0.111496538845 Long DBT NUSS EG N 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 297082.92000000 0.019278398301 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 1.000000% 07/31/2035 N/A 5391299.00000000 PA USD 3551572.13000000 0.230469735915 Long DBT NUSS EC N 2 2035-07-31 Fixed 1.00000000 N N N N N N People's Republic of China 300300CHN201808MOF68 CHINA GOVERNMENT BOND 2.880000% 11/05/2023 N/A 25000000.00000000 PA 3893083.30000000 0.252631186192 Long DBT NUSS CN N 2 2023-11-05 Fixed 2.88000000 N N N N N N Republica de Costa Rica 549300S1EK2VN6XVJP58 COSTA RICA GOVERNMENT 7.158% 03/12/2045 N/A 500000.00000000 PA USD 499375.00000000 0.032405599593 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 1904700.00000000 PA USD 2039000.40000000 0.132315455386 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 -82486.52000000 -0.00535274120 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2025-01-02 0.00000000 BRL 0.00000000 BRL -4102283.00000000 BRL -82486.52000000 N N N U.S. DOLLARS N/A FX Forward Contract: USD/ZAR SETTLE 2021-10-01 N/A 1.00000000 NC USD 55197.20000000 0.003581874066 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 17532878.00000000 ZAR 1220559.65000000 USD 2021-10-01 55197.20000000 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 EGYPT GOVERNMENT INTERNATIONAL BOND MTN 8.150000% 11/20/2059 N/A 277000.00000000 PA USD 255197.33000000 0.016560345418 Long DBT NUSS EG N 2 2059-11-20 Fixed 8.15000000 N N N N N N Turkiye Cumhuriyeti 5493000PCHOG3B6S3Q85 REPUBLIC OF TURKEY 6.500000% 09/20/2033 900123DD9 3685000.00000000 PA USD 3534224.54000000 0.229344010648 Long DBT NUSS TR N 2 2033-09-20 Fixed 6.50000000 N N N 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 261012.00000000 0.016937672813 Long DBT NUSS ID N 2 2025-05-15 Fixed 4.75000000 N N N N N N INDONESIA RUPIAH N/A FX Forward Contract: IDR/USD SETTLE 2021-10-04 N/A 1.00000000 NC -240.16000000 -0.00001558453 N/A DFE ID N 2 CITIGROUP GLOBAL MARKETS N/A 72364.43000000 USD 1032278582.00000000 IDR 2021-10-04 -240.16000000 N N N Magyarorszag 5299003F3UFKGCCMAP43 HUNGARY GOVERNMENT BOND 1.500000% 04/22/2026 N/A 188890000.00000000 PA 579789.96000000 0.037623912475 Long DBT NUSS HU N 2 2026-04-22 Fixed 1.50000000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/CNY SETTLE 2021-10-29 N/A 1.00000000 NC USD -4731.61000000 -0.00030704512 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 19699838.00000000 CNY 3041741.37000000 USD 2021-10-29 -4731.61000000 N N N Republic of Lebanon 529900QPC4K9S1KHL354 LEBANESE REPUBLIC 8.250000% 05/17/2034 N/A 7412000.00000000 PA USD 1198891.00000000 0.077798811919 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 945090.80000000 0.061329129500 Long DBT NUSS GH N 2 2029-05-16 Fixed 7.62500000 N N N N N N FEDERAL REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 7.375000% 09/28/2033 65412JAS2 271000.00000000 PA USD 273168.00000000 0.017726503789 Long DBT NUSS NG N 2 2033-09-28 Fixed 7.37500000 N N N N N N CHINESE YUAN RENMINBI N/A FX Forward Contract: CNY/USD SETTLE 2021-10-08 N/A 1.00000000 NC 29794.03000000 0.001933403567 N/A DFE CN N 2 MORGAN STANLEY & CO, INC N/A 4670939.23000000 USD 30380069.00000000 CNY 2021-10-08 29794.03000000 N N N SHIMAO GROUP HOLDINGS LIMITED 254900WTJ6B5CU69ZD26 SHIMAO GROUP HOLDINGS LTD 5.600000% 07/15/2026 N/A 200000.00000000 PA USD 197526.27000000 0.012817936850 Long DBT NUSS CN N 2 2026-07-15 Fixed 5.60000000 N N N N N N SINGAPORE DOLLAR N/A FX Forward Contract: SGD/USD SETTLE 2021-12-15 N/A 1.00000000 NC -96990.64000000 -0.00629394712 N/A DFE SG N 2 GOLDMAN, SACHS & CO. N/A 7953423.12000000 USD 10665182.50000000 SGD 2021-12-15 -96990.64000000 N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 REPUBLIC OF SOUTH AFRICA 8.875000% 02/28/2035 N/A 183640769.00000000 PA 10844686.57000000 0.703736812429 Long DBT NUSS ZA N 2 2035-02-28 Fixed 8.87500000 N N N N N N INDONESIA RUPIAH N/A FX Forward Contract: IDR/USD SETTLE 2021-11-15 N/A 1.00000000 NC -6653.89000000 -0.00043178632 N/A DFE ID N 2 CITIGROUP GLOBAL MARKETS N/A 2037591.34000000 USD 29157932124.00000000 IDR 2021-11-15 -6653.89000000 N N N Gobierno de Chile 549300FLZTJM5YJF8D34 BONOS TESORERIA PESOS 4.500000% 03/01/2026 N/A 625000000.00000000 PA 753893.75000000 0.048921910385 Long DBT NUSS CL N 2 2026-03-01 Fixed 4.50000000 N N N N N N THAILAND BAHT N/A FX Forward Contract: THB/USD SETTLE 2021-12-15 N/A 1.00000000 NC -111363.43000000 -0.00722663073 N/A DFE TH N 2 DEUTSCHE BANK SECURITIES, INC. N/A 3403442.79000000 USD 111416805.00000000 THB 2021-12-15 -111363.43000000 N N N Republica Argentina 549300KPBYGYF7HCHO27 REPUBLIC OF ARGENTINA 0.500000% 07/09/2030 040114HS2 19036076.00000000 PA USD 6980909.79000000 0.453007394151 Long DBT NUSS AR N 2 2030-07-09 Fixed 0.50000000 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 1168549.68000000 0.075829893437 Long DBT NUSS PA N 2 2029-04-01 Fixed 9.37500000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/ZAR SETTLE 2021-10-01 N/A 1.00000000 NC USD -31768.94000000 -0.00206156004 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 37215478.00000000 ZAR 2441842.09000000 USD 2021-10-01 -31768.94000000 N N N MEXICAN PESO N/A FX Forward Contract: MXN/USD SETTLE 2021-11-16 N/A 1.00000000 NC -952.63000000 -0.00006181836 N/A DFE MX N 2 CITIGROUP GLOBAL MARKETS N/A 195979.85000000 USD 4033000.00000000 MXN 2021-11-16 -952.63000000 N N N NEW RUSSIAN ROUBLE N/A FX Forward Contract: RUB/USD SETTLE 2021-12-15 N/A 1.00000000 NC 1432.29000000 0.000092944613 N/A DFE RU N 2 BARCLAYS CAPITAL INC. N/A 587716.55000000 USD 43467692.00000000 RUB 2021-12-15 1432.29000000 N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 PETROLEOS MEXICANOS 9.500000% 09/15/2027 U70577AS7 280000.00000000 PA USD 322896.00000000 0.020953468808 Long DBT NUSS MX N 2 2027-09-15 Fixed 9.50000000 N N N N N N Republica de Guatemala 529900QKDFFU9UWW5315 REPUBLIC OF GUATEMALA 6.125000% 06/01/2050 P5015VAJ5 168000.00000000 PA USD 193201.68000000 0.012537304196 Long DBT NUSS GT N 2 2050-06-01 Fixed 6.12500000 N N N N N N DIGICEL HOLDINGS (BERMUDA) LIMITED N/A DIGICEL INTERNATIONAL FINANCE LTD/DIGICEL INTERNAT 8.750000% 05/25/2024 25381VAA5 530000.00000000 PA USD 548550.00000000 0.035596679163 Long DBT NUSS JM N 2 2024-05-25 Fixed 8.75000000 N N N N N N Republic of Trinidad and Tobago HYBZ5SXKW67ICKUUWH81 TRINIDAD & TOBAGO 4.500000% 08/04/2026 P93960AG0 482000.00000000 PA USD 507309.82000000 0.032920508429 Long DBT NUSS TT N 2 2026-08-04 Fixed 4.50000000 N N N N N N BRK: GOLDMAN SACHS N/A BRK: GOLDMAN SACHS PAY: 28-DAY MXN - TIIE N/A 52614870.00000000 NC -23874.64000000 -0.00154928064 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2023-04-13 0.00000000 MXN 0.00000000 MXN -52614870.00000000 MXN -23874.64000000 N N N Ukraine 6354001WLTJXOMEXPY07 UKRAINE GOVERNMENT INTERNATIONAL BOND 144A 7.750000% 09/01/2027 903724AU6 223000.00000000 PA USD 241555.38000000 0.015675087707 Long DBT NUSS UA N 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 1401000.00000000 PA USD 1713634.62000000 0.111201716837 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 586024.65000000 0.038028495939 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 373683.10000000 0.024249161278 Long DBT NUSS PE N 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 631308.80000000 0.040967089247 Long DBT NUSS BR N 2 2028-01-28 Fixed 6.75000000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/MXN SETTLE 2021-12-15 N/A 1.00000000 NC USD 34367.14000000 0.002230163260 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 22940288.00000000 MXN 1139067.81000000 USD 2021-12-15 34367.14000000 N N N Kingdom of Saudi Arabia 635400FMICXSM3SI3H65 SAUDI GOVERNMENT INTERNATIONAL BOND MTN 3.250000% 10/22/2030 80413TAT6 1286000.00000000 PA USD 1376436.66000000 0.089320160741 Long DBT NUSS SA N 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 311875.00000000 0.020238290609 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 1199000.00000000 PA USD 1165739.74000000 0.075647549927 Long DBT NUSS SA N 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 407550.25000000 0.026446879030 Long DBT NUSS VE N 2 2019-10-13 Floating 0.00000000 Y N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 PETROLEOS MEXICANOS 144A 6.350000% 02/12/2048 71654QCJ9 430000.00000000 PA USD 363334.95000000 0.023577645873 Long DBT NUSS MX N 2 2048-02-12 Fixed 6.35000000 N N N N N N ROMANIAN LEU N/A FX Forward Contract: RON/EUR SETTLE 2021-10-06 N/A 1.00000000 NC 7681.57000000 0.000498474856 N/A DFE RO N 2 GOLDMAN, SACHS & CO. N/A 1141328.53000000 EUR 5682483.00000000 RON 2021-10-06 7681.57000000 N N N EURO N/A FX Forward Contract: EUR/USD SETTLE 2021-10-04 N/A 1.00000000 NC -11318.45000000 -0.00073448041 N/A DFE XX N 2 J P MORGAN CHASE BANK N/A 495910.21000000 USD 418130.00000000 EUR 2021-10-04 -11318.45000000 N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 UNITED MEXICAN STATES 4.600000% 02/10/2048 91087BAD2 394000.00000000 PA USD 405745.14000000 0.026329741264 Long DBT NUSS MX N 2 2048-02-10 Fixed 4.60000000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/ZAR SETTLE 2021-12-15 N/A 1.00000000 NC USD 246150.18000000 0.015973254914 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 63682260.00000000 ZAR 4437262.48000000 USD 2021-12-15 246150.18000000 N N N Republica Oriental del Uruguay 549300RDR012H2V82H43 REPUBLICA ORIENT URUGUAY 4.375000% 10/27/2027 760942BB7 1819000.00000000 PA USD 2085501.69000000 0.135333031725 Long DBT NUSS UY N 2 2027-10-27 Fixed 4.37500000 N N N N N N Petroleos de Venezuela, S.A. 549300YWR8TN1OFD4P06 Petroleos de Venezuela SA 6.000000% 11/15/2026 P7807HAR6 13215353.00000000 PA USD 759882.80000000 0.049310553702 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 151607000.00000000 PA 2150659.39000000 0.139561265691 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 4082.69000000 0.000264935203 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 69000.00000000 PA USD 57159.60000000 0.003709218744 Long DBT NUSS TR N 2 2047-05-11 Fixed 5.75000000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 TITULOS DE TESORERIA 7.500000% 08/26/2026 N/A 29694400000.00000000 PA 8068269.32000000 0.523568670834 Long DBT NUSS CO N 2 2026-08-26 Fixed 7.50000000 N N N N N N UKRANIAN HRYVNIA N/A FX Forward Contract: UAH/USD SETTLE 2021-12-09 N/A 1.00000000 NC 58539.00000000 0.003798731203 N/A DFE UA N 2 CITIGROUP GLOBAL MARKETS N/A 1371605.96000000 USD 38651856.00000000 UAH 2021-12-09 58539.00000000 N N N Comision Federal de Electricidad 4469000001BFPONMPF32 COMISION FEDERAL DE ELECTRICIDAD 144A 4.750000% 02/23/2027 200447AF7 258000.00000000 PA USD 288960.00000000 0.018751283221 Long DBT NUSS MX N 2 2027-02-23 Fixed 4.75000000 N N N N N N BRAZILIAN REAL N/A FX Forward Contract: BRL/USD SETTLE 2021-11-22 N/A 1.00000000 NC -112862.51000000 -0.00732390950 N/A DFE BR N 2 CITIGROUP GLOBAL MARKETS N/A 3410117.22000000 USD 18110791.53000000 BRL 2021-11-22 -112862.51000000 N N N PT Pertamina (Persero) 254900NDAKGNZ2IBBL45 PERTAMINA PERSERO PT MTN 3.650000% 07/30/2029 69370PAD3 1035000.00000000 PA USD 1106544.40000000 0.071806227302 Long DBT NUSS ID N 2 2029-07-30 Fixed 3.65000000 N N N N N N CHILEAN PESO N/A FX Forward Contract: CLP/USD SETTLE 2021-12-15 N/A 1.00000000 NC -53957.22000000 -0.00350140889 N/A DFE CL N 2 STANDARD BANK N/A 1993598.63000000 USD 1585130206.00000000 CLP 2021-12-15 -53957.22000000 N N N State Institution National Bank of the Republic of Kazakhstan N/A KAZAKHSTAN NATIONAL BANK ZERO COUPON 10/15/2021 BQ5516365 415220600.00000000 PA 971729.31000000 0.063057764071 Long DBT NUSS KZ N 2 2021-10-15 Fixed 0.00000000 N N N N N N MALAYSIAN RINGGIT N/A FX Forward Contract: MYR/USD SETTLE 2021-10-14 N/A 1.00000000 NC 12663.04000000 0.000821733975 N/A DFE MY N 2 STANDARD BANK N/A 1027424.14000000 USD 4354429.00000000 MYR 2021-10-14 12663.04000000 N N N 1MDB Global Investments Limited N/A 1MDB GLOBAL INVESTMENTS LTD 4.400000% 03/09/2023 N/A 4000000.00000000 PA USD 4015886.80000000 0.260600189545 Long DBT NUSS MY N 2 2023-03-09 Fixed 4.40000000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/ZAR SETTLE 2021-10-01 N/A 1.00000000 NC USD 3589.90000000 0.000232956920 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 7952663.63000000 ZAR 532181.70000000 USD 2021-10-01 3589.90000000 N N N Republic of Uganda 549300NF1DEFHG8XLQ11 UGANDA GOVERNMENT BOND 17.000000% 01/16/2025 N/A 440400000.00000000 PA 145244.52000000 0.009425253082 Long DBT NUSS UG N 2 2025-01-16 Fixed 17.00000000 N N N N N N BRK: GOLDMAN SACHS N/A BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP N/A 12388713.00000000 NC -319834.25000000 -0.02075478476 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2025-01-02 0.00000000 BRL 0.00000000 BRL -12388713.00000000 BRL -319834.25000000 N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 MEX BONOS DESARR FIX RT 8.000000% 12/07/2023 N/A 30252000.00000000 PA 1523680.64000000 0.098875163411 Long DBT NUSS MX N 2 2023-12-07 Fixed 8.00000000 N N N N N N 0000902 N/A FX Forward Contract: VND/USD SETTLE 2021-11-19 N/A 1.00000000 NC 8397.23000000 0.000544915690 N/A DFE VN N 2 J P MORGAN CHASE BANK N/A 1335158.70000000 USD 30595161569.00000000 VND 2021-11-19 8397.23000000 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 834786.16000000 0.054171206102 Long DBT NUSS LK N 2 2025-11-03 Fixed 6.85000000 N N N N N N Republic of Zambia 213800DMLAZ6LGMMD849 ZAMBIA GOVERNMENT INTERNATIONAL BOND 144A 5.375000% 09/20/2022 988895AA6 299000.00000000 PA USD 223998.84000000 0.014535803190 Long DBT NUSS ZM N 2 2022-09-20 Fixed 5.37500000 Y N N N N N Republica del Peru 254900STKLK2DBJJZ530 REPUBLIC OF PERU 1.862000% 12/01/2032 715638DP4 1585000.00000000 PA USD 1439576.25000000 0.093417434877 Long DBT NUSS PE N 2 2032-12-01 Fixed 1.86200000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/IDR SETTLE 2021-11-15 N/A 1.00000000 NC USD -20709.33000000 -0.00134387635 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 22287249560.00000000 IDR 1531664.46000000 USD 2021-11-15 -20709.33000000 N N N Sultanate of Oman 549300SZ20F0QTKNQC75 OMAN GOVERNMENT INTERNATIONAL BOND 144A 6.750000% 01/17/2048 682051AJ6 1089000.00000000 PA USD 1076803.20000000 0.069876251995 Long DBT NUSS OM N 2 2048-01-17 Fixed 6.75000000 N N N N N N Gobierno de la Republica Dominicana 254900EHU7Q8FGVPI369 DOMINICAN REPUBLIC 6.400000% 06/05/2049 P3579ECE5 1026000.00000000 PA USD 1086031.26000000 0.070475082168 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 381949.43000000 0.024785582565 Long DBT NUSS AE N 2 2026-04-03 Fixed 3.85400000 N N N N N N Republic of Uganda 549300NF1DEFHG8XLQ11 UGANDA GOVERNMENT BOND 10.000000% 09/07/2023 BR1345247 2225200000.00000000 PA 626056.73000000 0.040626270268 Long DBT NUSS UG N 2 2023-09-07 Fixed 10.00000000 N N N N N N FEDERAL REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 7.375000% 09/28/2033 N/A 616000.00000000 PA USD 620928.00000000 0.040293455107 Long DBT NUSS NG N 2 2033-09-28 Fixed 7.37500000 N N N N N N BRK: GOLDMAN SACHS N/A BRK: GOLDMAN SACHS PAY: 5.37 N/A 1800000000.00000000 NC 27584.25000000 0.001790005828 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2029-06-21 0.00000000 COP 0.00000000 COP -1800000000.00000000 COP 27584.25000000 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 EGYPT GOVERNMENT BOND 15.900000% 07/02/2024 N/A 20628000.00000000 PA 1350096.60000000 0.087610893281 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 282000.00000000 PA USD 283551.00000000 0.018400280691 Long DBT NUSS PG N 2 2028-10-04 Fixed 8.37500000 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 251724.70000000 0.016334998420 Long DBT NUSS CL N 2 2031-01-15 Fixed 3.75000000 N N N N N N Republica de El Salvador 529900AKDMUSFSDOM949 EL SALVADOR GOVERNMENT INTERNATIONAL BOND 144A 7.650000% 06/15/2035 283875AN2 149000.00000000 PA USD 107280.00000000 0.006961647508 Long DBT NUSS SV Y 2 2035-06-15 Fixed 7.65000000 N N N N N N People's Republic of China 300300CHN201808MOF68 CHINA GOVERNMENT BOND 3.810000% 09/14/2050 N/A 9340000.00000000 PA 1533695.74000000 0.099525066431 Long DBT NUSS CN N 2 2050-09-14 Fixed 3.81000000 N N N N N N PT Indonesia Asahan Aluminium (Persero) 2549008P48EB9SN2OI80 INDONESIA ASAHAN ALUMINIUM PERSERO PT 6.757000% 11/15/2048 Y7140WAD0 257000.00000000 PA USD 330579.10000000 0.021452042950 Long DBT NUSS ID N 2 2048-11-15 Fixed 6.75700000 N N N N N N Empresa Nacional del Petroleo 549300YP3P0JZBLIV197 EMPRESA NACIONAL DEL PETROLEO 144A 3.450000% 09/16/2031 29245JAM4 331000.00000000 PA USD 325042.00000000 0.021092727715 Long DBT NUSS CL N 2 2031-09-16 Fixed 3.45000000 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 637295.35000000 0.041355570332 Long DBT NUSS GH N 2 2027-03-26 Fixed 7.87500000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/TRY SETTLE 2021-12-22 N/A 1.00000000 NC USD 474.33000000 0.000030780371 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 10671879.00000000 TRY 1153978.63000000 USD 2021-12-22 474.33000000 N N N Republica del Peru 254900STKLK2DBJJZ530 REPUBLIC OF PERU 3.750000% 03/01/2030 JK2053607 200000.00000000 PA 274671.15000000 0.017824046672 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 67000000.00000000 PA 1990235.72000000 0.129151002431 Long DBT NUSS TH N 2 2025-06-17 Fixed 0.95000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 PETROLEOS MEXICANOS 6.350000% 02/12/2048 71654QCL4 981000.00000000 PA USD 828910.67000000 0.053789931956 Long DBT NUSS MX N 2 2048-02-12 Fixed 6.35000000 N N N N N N Bundesrepublik Deutschland N/A EURO-BOBL FUTURE DEC21 FINANCIAL COMMODITY FUTURE. N/A -38.00000000 NC -5942330.64000000 -0.38561158923 N/A DIR DE N 1 GOLDMAN, SACHS & CO. N/A Short Germany Govt. Bond Futures Euro-BOBL Future Dec 2021 2021-12-11 -6109881.59000000 EUR 167550.95000000 N N N Romania 315700IASY927EDWBK92 ROMANIA 3.000000% 02/14/2031 N/A 1210000.00000000 PA USD 1233488.52000000 0.080043925071 Long DBT NUSS RO N 2 2031-02-14 Fixed 3.00000000 N N N N N GEOPARK LIMITED 529900ZR5QI19AH4KZ07 GEOPARK LTD 144A 5.500000% 01/17/2027 37255BAB5 974000.00000000 PA USD 959643.24000000 0.062273471015 Long DBT NUSS CO N 2 2027-01-17 Fixed 5.50000000 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 594238.75000000 0.038561527901 Long DBT NUSS NG N 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 92472000.00000000 PA 3033845.89000000 0.196873281883 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: ZMW/USD SETTLE 2022-02-16 N/A 1.00000000 NC 2799.15000000 0.000181643322 N/A DFE ZM N 2 STANDARD BANK N/A 174295.35000000 USD 3179147.14000000 ZMW 2022-02-16 2799.15000000 N N N INTER AMERICAN DEVELOPMENT BANK VKU1UKDS9E7LYLMACP54 INTER-AMERICAN DEVELOPMENT BANK MTN 7.875000% 03/14/2023 N/A 44650000000.00000000 PA 3264090.48000000 0.211814386247 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 441014.54000000 0.028618454264 Long DBT NUSS CO N 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 1190178.80000000 0.077233457096 Long DBT NUSS PA N 2 2025-03-16 Fixed 3.75000000 N N N N N N TURKISH LIRA N/A FX Forward Contract: TRY/USD SETTLE 2021-12-15 N/A 1.00000000 NC -15605.95000000 -0.00101270621 N/A DFE TR N 2 BARCLAYS CAPITAL INC. N/A 712645.87000000 USD 6425642.76000000 TRY 2021-12-15 -15605.95000000 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 709612.50000000 0.046048397580 Long DBT NUSS PA N 2 2049-05-02 Fixed 5.12500000 N N N N N N N/A N/A R2040 BOND FUTURE NOV21 FINANCIAL COMMODITY FUTURE. N/A 229.00000000 NC 1332793.70000000 0.086488068051 N/A DIR ZA N 1 BARCLAYS CAPITAL INC - NY N/A Long South African Govt. Bond Futures Johannesburg Stock Exchange R2040 Bond Future Nov 2021 2021-11-07 1336120.30000000 ZAR -3326.60000000 N N N U.S. DOLLARS N/A FX Forward Contract: USD/CNY SETTLE 2021-10-08 N/A 1.00000000 NC USD -22591.19000000 -0.00146599460 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 19976659.00000000 CNY 3068413.82000000 USD 2021-10-08 -22591.19000000 N N N MALAYSIA WAKALA SUKUK BERHAD 254900MRLMI21YQTK511 MALAYSIA WAKALA SUKUK BHD 2.070000% 04/28/2031 Y57542AA3 1230000.00000000 PA USD 1218895.35000000 0.079096940493 Long DBT NUSS MY N 2 2031-04-28 Fixed 2.07000000 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 97440.00000000 0.006323107132 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 -20501.50000000 -0.00133038978 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2025-07-25 0.00000000 MXN 0.00000000 MXN -6143793.00000000 MXN -20501.50000000 N N N SOUTH AFRICAN RAND N/A FX Forward Contract: ZAR/USD SETTLE 2021-10-01 N/A 1.00000000 NC -59736.41000000 -0.00387643390 N/A DFE ZA N 2 MORGAN STANLEY & CO, INC N/A 3527214.81000000 USD 52168212.50000000 ZAR 2021-10-01 -59736.41000000 N N N Kerajaan Malaysia 254900GSIL471JOBYY43 MALAYSIA GOVERNMENT 3.800000% 08/17/2023 N/A 31953000.00000000 PA 7885973.84000000 0.511739095200 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 INTERNATIONAL BOND MTN 3.700000% 11/25/2030 91822Q2C0 205000.00000000 PA USD 198337.50000000 0.012870579443 Long DBT NUSS UZ N 2 2030-11-25 Fixed 3.70000000 N N N N N N MALAYSIAN RINGGIT N/A FX Forward Contract: MYR/USD SETTLE 2021-10-04 N/A 1.00000000 NC -4113.79000000 -0.00026695335 N/A DFE MY N 2 STANDARD BANK N/A 2236669.62000000 USD 9346595.00000000 MYR 2021-10-04 -4113.79000000 N N N Gobierno de Chile 549300FLZTJM5YJF8D34 BONOS TESORERIAGENL REP 1.90% 09/01/2030 N/A 1901187848.59000000 PA 2306612.30000000 0.149681410987 Long DBT NUSS CL N 2 2030-09-01 Fixed 0.00000000 N N N N N N People's Republic of China 300300CHN201808MOF68 CHINA GOVT INTL BOND 0.550000% 10/21/2025 Y15025AB8 1150000.00000000 PA USD 1127540.50000000 0.073168712828 Long DBT NUSS CN N 2 2025-10-21 Fixed 0.55000000 N N N N N N ADANI ELECTRICITY MUMBAI LIMITED 335800AIC1B5EBFVUC38 ADANI ELECTRICITY MUMBAI LTD 144A 3.949000% 02/12/2030 00654GAA1 540000.00000000 PA USD 538660.57000000 0.034954931160 Long DBT NUSS IN N 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 968756.75000000 0.062864867773 Long DBT NUSS XX N 2 2027-07-27 Fixed 5.00000000 N N N N N N Banco Nacional de Comercio Exterior, S.N.C. 4469000001BL6VG3DH44 BANCO NACIONAL DE COMERCIO EXTERIOR SNC/CAYMAN ISL 2.720000% 08/11/2031 05973JAA8 1833000.00000000 PA USD 1839873.75000000 0.119393666173 Long DBT NUSS MX N 2 2031-08-11 Fixed 2.72000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 EGYPT GOVERNMENT BOND 14.483000% 04/06/2026 N/A 31272000.00000000 PA 1985763.88000000 0.128860814383 Long DBT NUSS EG N 2 2026-04-06 Fixed 14.48300000 N N N N N N Kerajaan Malaysia 254900GSIL471JOBYY43 MALAYSIA GOVERNMENT 2.632000% 04/15/2031 N/A 13166000.00000000 PA 2949511.07000000 0.191400600213 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 2290000.00000000 PA USD 378124.80000000 0.024537393472 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 1633441.50000000 0.105997799667 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 2048000.00000000 PA USD 328007.68000000 0.021285177555 Long DBT NUSS LB N 2 2028-03-20 Fixed 7.00000000 Y N N N N N State of Israel 213800T8ZHTFZIBYPE21 STATE OF ISRAEL 2.500000% 01/15/2030 46513JXM8 203000.00000000 PA USD 211954.33000000 0.013754207059 Long DBT NUSS IL N 2 2030-01-15 Fixed 2.50000000 N N N N N N MALAYSIAN RINGGIT N/A FX Forward Contract: MYR/USD SETTLE 2021-12-01 N/A 1.00000000 NC 4022.11000000 0.000261004027 N/A DFE MY N 2 STANDARD BANK N/A 2227925.96000000 USD 9346595.00000000 MYR 2021-12-01 4022.11000000 N N N FEDERAL REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 NIGERIA GOVERNMENT INTERNATIONAL BOND 144A 7.875000% 02/16/2032 65412JAA1 723000.00000000 PA USD 751045.17000000 0.048737059435 Long DBT NUSS NG N 2 2032-02-16 Fixed 7.87500000 N N N N N N Sultanate of Oman 549300SZ20F0QTKNQC75 OMAN GOVERNMENT INTERNATIONAL BOND MTN 6.000000% 08/01/2029 68205LAB9 1051000.00000000 PA USD 1104775.47000000 0.071691437340 Long DBT NUSS OM N 2 2029-08-01 Fixed 6.00000000 N N N N N N Republique du Benin 635400Q11P6AE5A5Y230 BENIN INTL GOV BOND 4.950000% 01/22/2035 N/A 389000.00000000 PA 438981.89000000 0.028486550901 Long DBT NUSS BJ N 2 2035-01-22 Fixed 4.95000000 N N N N N N BRK: GOLDMAN SACHS N/A BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP N/A 11518838.00000000 NC -103206.30000000 -0.00669729568 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2023-01-02 0.00000000 BRL 0.00000000 BRL -11518838.00000000 BRL -103206.30000000 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 EGYPT GOVERNMENT BOND 14.406000% 07/07/2027 N/A 17842000.00000000 PA 1128229.94000000 0.073213452185 Long DBT NUSS EG N 2 2027-07-07 Fixed 14.40600000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 Mexican Udibonos 2.000000% 06/09/2022 N/A 34394735.82000000 PA 1678192.56000000 0.108901799530 Long DBT USGA MX N 2 2022-06-09 Fixed 2.00000000 N N N N N N Republique du Benin 635400Q11P6AE5A5Y230 BENIN INTL GOV BOND 4.875000% 01/19/2032 N/A 102000.00000000 PA 117789.70000000 0.007643646266 Long DBT NUSS BJ N 2 2032-01-19 Fixed 4.87500000 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 420526827.00000000 NC 4804.08000000 0.000311747870 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 4804.08000000 N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 INDONESIA GOVERNMENT 7.500000% 06/15/2035 N/A 12896000000.00000000 PA 953290.34000000 0.061861216629 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 253703.93000000 0.016463435235 Long DBT NUSS ID N 2 2045-01-15 Fixed 5.12500000 N N N N N N CHINA MINMETALS CORPORATION 3003002ULBI4T3DT7Z09 CHINA MINMETALS CORP 3.750000% MATURITY: PERPETUAL N/A 2047000.00000000 PA USD 2080257.88000000 0.134992748757 Long DBT NUSS CN N 2 2170-05-13 Fixed 3.75000000 N N N N N N GOBIERNO DE LA REPUBLICA DE PANAMA 549300SHS4T08CL0LP14 PANAMA BONOS DEL 3.362000% 06/30/2031 N/A 1458000.00000000 PA USD 1468935.00000000 0.095322592118 Long DBT NUSS PA N 2 2031-06-30 Fixed 3.36200000 N N N N N N Gobierno de Chile 549300FLZTJM5YJF8D34 Bonos de la Tesoreria de la Republica 2.000000% 03/01/2035 N/A 1393428565.00000000 PA 1633101.02000000 0.105975705131 Long DBT NUSS CL N 2 2035-03-01 Fixed 2.00000000 N N N N N N Kingdom of Thailand 254900PHJ6MSKT6C7026 THAILAND GOVERNMENT BOND 1.450000% 12/17/2024 N/A 85200000.00000000 PA 2572915.73000000 0.166962456940 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 1052140.00000000 0.068275799862 Long DBT NUSS IL N 2 2027-06-30 Fixed 6.50000000 N N N N N Leader Goal International Limited N/A LEADER GOAL INTERNATIONAL LTD MTN 4.250000% MATURITY: PERPETUAL N/A 212000.00000000 PA USD 217331.90000000 0.014103170023 Long DBT NUSS CN N 2 2170-07-19 Fixed 4.25000000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/ZAR SETTLE 2021-10-01 N/A 1.00000000 NC USD 10830.70000000 0.000702829191 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 18536347.00000000 ZAR 1242890.99000000 USD 2021-10-01 10830.70000000 N N N ROMANIAN LEU N/A FX Forward Contract: RON/EUR SETTLE 2022-06-30 N/A 1.00000000 NC -57.42000000 -0.00000372611 N/A DFE RO N 2 GOLDMAN, SACHS & CO. N/A 347999.55000000 EUR 1761968.00000000 RON 2022-06-30 -57.42000000 N N N Financiera de Desarrollo Territorial S.A. 54930036EU95I2CWYJ76 FINDETER 7.875000% 08/12/2024 P40420AA2 884000000.00000000 PA 241047.37000000 0.015642121762 Long DBT NUSS CO N 2 2024-08-12 Fixed 7.87500000 N N N N N N Republic of Lebanon 529900QPC4K9S1KHL354 LEBANESE REPUBLIC 6.000000% 01/27/2023 N/A 560000.00000000 PA USD 92467.20000000 0.006000410630 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 960315.00000000 0.062317063076 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 87000.00000000 PA USD 86130.00000000 0.005589175054 Long DBT NUSS MO N 2 2025-07-15 Fixed 6.00000000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/BRL SETTLE 2021-11-03 N/A 1.00000000 NC USD 9416.44000000 0.000611054586 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 1559647.00000000 BRL 294356.33000000 USD 2021-11-03 9416.44000000 N N N Kingdom of Saudi Arabia 635400FMICXSM3SI3H65 SAUDI GOVERNMENT INTERNATIONAL BOND MTN 3.250000% 10/26/2026 80413TAB5 1884000.00000000 PA USD 2030179.56000000 0.131743050662 Long DBT NUSS SA N 2 2026-10-26 Fixed 3.25000000 N N N N N N Romania 315700IASY927EDWBK92 ROMANIA GOVERNMENT BOND 4.750000% 10/11/2034 N/A 870000.00000000 PA 206653.27000000 0.013410209005 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 259000.00000000 PA USD 264182.59000000 0.017143419737 Long DBT NUSS DO N 2 2032-09-23 Fixed 4.87500000 N N N N N N Turkiye Cumhuriyeti 5493000PCHOG3B6S3Q85 REPUBLIC OF TURKEY 5.950000% 01/15/2031 900123DA5 2756000.00000000 PA USD 2605599.57000000 0.169083386967 Long DBT NUSS TR N 2 2031-01-15 Fixed 5.95000000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/PHP SETTLE 2021-10-25 N/A 1.00000000 NC USD 17561.47000000 0.001139604435 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 58940281.00000000 PHP 1169867.83000000 USD 2021-10-25 17561.47000000 N N N U.S. DOLLARS N/A FX Forward Contract: USD/EUR SETTLE 2021-10-05 N/A 1.00000000 NC USD 34343.48000000 0.002228627907 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 1106468.00000000 EUR 1316703.89000000 USD 2021-10-05 34343.48000000 N N N BRK: GOLDMAN SACHS N/A BRK: GOLDMAN SACHS PAY: 1D BRL- CETIP N/A 5677464.00000000 NC -87008.64000000 -0.00564619203 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2024-01-02 0.00000000 BRL 0.00000000 BRL -5677464.00000000 BRL -87008.64000000 N N N TENGIZCHEVROIL FINANCE COMPANY INTERNATIONAL LTD. 5493001VEV2XTJIBZH31 TENGIZCHEVROIL FINANCE CO INTERNATIONAL LTD 2.625000% 08/15/2025 N/A 1071000.00000000 PA USD 1091884.50000000 0.070854912459 Long DBT NUSS KZ N 2 2025-08-15 Fixed 2.62500000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 REPUBLIC OF INDONESIA 3.200000% 09/23/2061 455780DG8 873000.00000000 PA USD 811614.08000000 0.052667516197 Long DBT NUSS ID N 2 2061-09-23 Fixed 3.20000000 N N N N N N CHINESE YUAN RENMINBI N/A FX Forward Contract: CNY/USD SETTLE 2021-12-08 N/A 1.00000000 NC 31448.04000000 0.002040736104 N/A DFE CN N 2 MORGAN STANLEY & CO, INC N/A 11342320.05000000 USD 73792000.00000000 CNY 2021-12-08 31448.04000000 N N N ULKER BISKUVI SANAYI ANONIM SIRKETI 7890009HEU9BS7J3DA93 ULKER BISKUVI SANAYI AS 6.950000% 10/30/2025 N/A 871000.00000000 PA USD 923146.77000000 0.059905130602 Long DBT NUSS TR N 2 2025-10-30 Fixed 6.95000000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/ZAR SETTLE 2021-10-01 N/A 1.00000000 NC USD 38463.79000000 0.002496004360 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 15271888.00000000 ZAR 1053544.41000000 USD 2021-10-01 38463.79000000 N N N RUSSIA, FEDERATION OF (GOVERNMENT) 5493004EHVGF71PDBU58 RUSSIA GOVT BOND - OFZ 6.000000% 10/06/2027 N/A 16284000.00000000 PA 211609.24000000 0.013731813370 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 582876.38000000 0.037824197412 Long DBT NUSS CO N 2 2027-11-08 Fixed 8.37500000 N N N N N N EURO N/A FX Forward Contract: EUR/USD SETTLE 2021-10-04 N/A 1.00000000 NC -80063.16000000 -0.00519548376 N/A DFE XX N 2 J P MORGAN CHASE BANK N/A 6398955.20000000 USD 5452256.00000000 EUR 2021-10-04 -80063.16000000 N N N CHINALCO CAPITAL HOLDINGS LIMITED 5493003PX4GYVUD3CQ19 CHINALCO CAPITAL HOLDINGS LTD 2.125000% 06/03/2026 N/A 413000.00000000 PA USD 409344.38000000 0.026563304278 Long DBT NUSS CN N 2 2026-06-03 Fixed 2.12500000 N N N N N N DIGICEL HOLDINGS (BERMUDA) LIMITED N/A DIGICEL INTERNATIONAL FINANCE LTD/DIGICEL INTERNAT 8.750000% 05/25/2024 25381XAA1 435000.00000000 PA USD 450225.00000000 0.029216142332 Long DBT NUSS JM N 2 2024-05-25 Fixed 8.75000000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/PLN SETTLE 2021-12-15 N/A 1.00000000 NC USD 17252.80000000 0.001119574124 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 2111482.00000000 PLN 548977.88000000 USD 2021-12-15 17252.80000000 N N N State of Qatar 52990074F6OJOAXK4P65 QATAR GOVERNMENT INTERNATIONAL BOND 144A 6.400000% 01/20/2040 74727PAL5 547000.00000000 PA USD 799910.92000000 0.051908071057 Long DBT NUSS QA N 2 2040-01-20 Fixed 6.40000000 N N N N N N MALAYSIAN RINGGIT N/A FX Forward Contract: MYR/USD SETTLE 2021-12-15 N/A 1.00000000 NC -16499.83000000 -0.00107071215 N/A DFE MY N 2 STANDARD BANK N/A 3156796.15000000 USD 13156895.00000000 MYR 2021-12-15 -16499.83000000 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 EGYPT GOVERNMENT BOND 14.556000% 10/13/2027 N/A 11537000.00000000 PA 734393.10000000 0.047656468071 Long DBT NUSS EG N 2 2027-10-13 Fixed 14.55600000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 REPUBLIC OF COLOMBIA 7.375000% 09/18/2037 195325BK0 1009000.00000000 PA USD 1239516.14000000 0.080435071284 Long DBT NUSS CO N 2 2037-09-18 Fixed 7.37500000 N N N N N N CHILEAN PESO N/A FX Forward Contract: CLP/USD SETTLE 2021-12-15 N/A 1.00000000 NC -106701.89000000 -0.00692413261 N/A DFE CL N 2 STANDARD BANK N/A 3232198.80000000 USD 2554245100.00000000 CLP 2021-12-15 -106701.89000000 N N N U.S. DOLLARS N/A FX Forward Contract: USD/COP SETTLE 2021-12-15 N/A 1.00000000 NC USD 5664.51000000 0.000367583164 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 3665417037.65000000 COP 963100.76000000 USD 2021-12-15 5664.51000000 N N N Gobierno de la Republica Dominicana 254900EHU7Q8FGVPI369 DOMINICAN REPUBLIC 5.950000% 01/25/2027 P3579EBV8 625000.00000000 PA USD 703131.25000000 0.045627814266 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 7429390.58000000 0.482110350659 Long DBT NUSS MY N 2 2023-03-09 Fixed 4.40000000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/EUR SETTLE 2021-10-04 N/A 1.00000000 NC USD 14671.44000000 0.000952063699 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 521833.00000000 EUR 619449.79000000 USD 2021-10-04 14671.44000000 N N N DP WORLD CRESCENT LIMITED 21380096JRTWB8TL9236 DP WORLD CRESCENT LTD MTN 4.848000% 09/26/2028 N/A 475000.00000000 PA USD 541276.75000000 0.035124701136 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 134713.80000000 0.008741890287 Long DBT NUSS NG N 2 2027-11-28 Fixed 6.50000000 N N N N N N People's Republic of China 300300CHN201808MOF68 CHINA GOVERNMENT BOND 3.390000% 03/16/2050 N/A 8350000.00000000 PA 1266645.70000000 0.082195571226 Long DBT NUSS CN N 2 2050-03-16 Fixed 3.39000000 N N N N N N Turkiye Cumhuriyeti 5493000PCHOG3B6S3Q85 REPUBLIC OF TURKEY 6.350000% 08/10/2024 900123CV0 294000.00000000 PA USD 304070.09000000 0.019731811934 Long DBT NUSS TR N 2 2024-08-10 Fixed 6.35000000 N N N N N N BRK: GOLDMAN SACHS N/A BRK: GOLDMAN SACHS PAY: 28-DAY MXN - TIIE N/A 16624088.00000000 NC -22450.33000000 -0.00145685387 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2025-12-08 0.00000000 MXN 0.00000000 MXN -16624088.00000000 MXN -22450.33000000 N N N Ceska republika 3157007EFDLQABN47912 CZECH REPUBLIC 0.250000% 02/10/2027 N/A 10460000.00000000 PA 434273.30000000 0.028180999597 Long DBT NUSS CZ N 2 2027-02-10 Fixed 0.25000000 N N N N N N BROKER: GOLDMAN SACHS N/A BROKER: GOLDMAN SACHS PAY: 0.733 FIXED N/A 67400000.00000000 NC -8459.41000000 -0.00054895069 N/A DIR XX N 2 BROKER: GOLDMAN SACHS N/A Y 2026-09-30 0.00000000 TWD 0.00000000 TWD -67400000.00000000 TWD -8459.41000000 N N N NWD (MTN) LIMITED 254900STSWBVJ5FV9O74 NWD MTN LTD 4.125000% 07/18/2029 N/A 757000.00000000 PA USD 754532.18000000 0.048963339585 Long DBT NUSS HK N 2 2029-07-18 Fixed 4.12500000 N N N N N N Republica de Costa Rica 549300S1EK2VN6XVJP58 COSTA RICA GOVERNMENT INTERNATIONAL BOND 144A 7.158000% 03/12/2045 221597BV8 665000.00000000 PA USD 664168.75000000 0.043099447459 Long DBT NUSS CR N 2 2045-03-12 Fixed 7.15800000 N N N N N N Republica del Ecuador 5299003Y2U5XK0A35H71 REPUBLIC OF ECUADOR 0.500000% 07/31/2040 N/A 1611329.00000000 PA USD 936601.09000000 0.060778212568 Long DBT NUSS EC N 2 2040-07-31 Fixed 0.50000000 N N N N N N European Bank for Reconstruction and Development 549300HTGDOVDU6OGK19 EUROPEAN BANK FOR RECONSTRUCTION & DEVELOPMENT MTN 5.200000% 05/28/2024 N/A 11593600000.00000000 PA 817080.48000000 0.053022243545 Long DBT NUSS XX N 2 2024-05-28 Fixed 5.20000000 N N N N N N Republic of Ghana 213800PP4399SNNXZ126 REPUBLIC OF GHANA 10.750000% 10/14/2030 N/A 2404000.00000000 PA USD 2902830.00000000 0.188371357534 Long DBT NUSS GH N 2 2030-10-14 Fixed 10.75000000 N N N N N N Romania 315700IASY927EDWBK92 ROMANIA GOVERNMENT BOND 3.650000% 09/24/2031 N/A 5510000.00000000 PA 1207485.66000000 0.078356539300 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 550648.80000000 0.035732875153 Long DBT NUSS BH N 2 2023-08-01 Fixed 6.12500000 N N N N N N KOREAN WON N/A FX Forward Contract: KRW/USD SETTLE 2021-10-12 N/A 1.00000000 NC -16539.04000000 -0.00107325658 N/A DFE KR N 2 CITIGROUP GLOBAL MARKETS N/A 1226009.62000000 USD 1431905675.00000000 KRW 2021-10-12 -16539.04000000 N N N CHINESE YUAN RENMINBI N/A FX Forward Contract: CNY/USD SETTLE 2021-10-08 N/A 1.00000000 NC 1679.93000000 0.000109014546 N/A DFE CN N 2 MORGAN STANLEY & CO, INC N/A 3046492.33000000 USD 19699838.00000000 CNY 2021-10-08 1679.93000000 N N N U.S. DOLLARS N/A FX Forward Contract: USD/EGP SETTLE 2021-10-27 N/A 1.00000000 NC USD -65934.51000000 -0.00427864296 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 26314950.00000000 EGP 1600666.06000000 USD 2021-10-27 -65934.51000000 N N N INDONESIA RUPIAH N/A FX Forward Contract: IDR/USD SETTLE 2021-12-15 N/A 1.00000000 NC -2313.80000000 -0.00015014783 N/A DFE ID N 2 CITIGROUP GLOBAL MARKETS N/A 1042078.01000000 USD 14978308323.00000000 IDR 2021-12-15 -2313.80000000 N N N Avenir Issuer II (Ireland) DAC 635400VEZIQKZPR7KU35 REPUBLIC OF ANGOLA VIA AVENIR ISSUER II IRELAND DA 6.927000% 02/19/2027 N/A 2537857.14000000 PA USD 2385585.71000000 0.154806178352 Long DBT NUSS AO N 2 2027-02-19 Fixed 6.92700000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/ZAR SETTLE 2021-10-01 N/A 1.00000000 NC USD 74112.36000000 0.004809322579 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 22893201.75000000 ZAR 1595760.86000000 USD 2021-10-01 74112.36000000 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 308875.00000000 0.020043613666 Long DBT NUSS ID N 2 2048-05-21 Fixed 6.15000000 N N N N N N EXPORT-IMPORT BANK OF INDIA 335800OFZ8YEIVN1QI11 EXPORT-IMPORT BANK OF INDIA MTN 2.250000% 01/13/2031 30216KAF9 615000.00000000 PA USD 570596.69000000 0.037027339906 Long DBT NUSS IN N 2 2031-01-13 Fixed 2.25000000 N N N N N N Dianjian International Finance Limited 549300UN39CUV8F5DI82 DIANJIAN INTERNATIONAL FINANCE LTD 4.600000% MATURITY: PERPETUAL N/A 303000.00000000 PA USD 312843.59000000 0.020301144656 Long DBT NUSS CN N 2 2170-07-19 Fixed 4.60000000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 INDONESIA GOVERNMENT 6.125000% 05/15/2028 N/A 11097000000.00000000 PA 790842.97000000 0.051319630793 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 70195000.00000000 PA 3224350.94000000 0.209235595516 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 631000.00000000 PA USD 690951.31000000 0.044837429768 Long DBT NUSS BM N 2 2027-01-25 Fixed 3.71700000 N N N N N N TURKISH LIRA N/A FX Forward Contract: TRY/USD SETTLE 2021-12-15 N/A 1.00000000 NC -198180.89000000 -0.01286041665 N/A DFE TR N 2 BARCLAYS CAPITAL INC. N/A 6002282.45000000 USD 53504946.00000000 TRY 2021-12-15 -198180.89000000 N N N Republica Oriental del Uruguay 549300RDR012H2V82H43 REPUBLICA ORIENT URUGUAY 9.875000% 06/20/2022 P96006AE4 13061000.00000000 PA 309680.06000000 0.020095855872 Long DBT NUSS UY N 2 2022-06-20 Fixed 9.87500000 N N N N N N CZECH REPUBLIC KORUNA N/A FX Forward Contract: CZK/EUR SETTLE 2021-12-15 N/A 1.00000000 NC 8590.43000000 0.000557452885 N/A DFE CZ N 2 GOLDMAN, SACHS & CO. N/A 2097238.70000000 EUR 53514099.00000000 CZK 2021-12-15 8590.43000000 N N N Republica de Mocambique N/A MOZAMBIQUE INTERNATIONAL BOND 144A 5.000000% 09/15/2031 N/A 1839000.00000000 PA USD 1581907.80000000 0.102653658595 Long DBT NUSS MZ N 2 2031-09-15 Fixed 5.00000000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/BRL SETTLE 2021-11-03 N/A 1.00000000 NC USD 18775.37000000 0.001218377216 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 5579209.00000000 BRL 1038069.62000000 USD 2021-11-03 18775.37000000 N N N THE REPUBLIC OF KENYA 549300VVURQQYU45PR87 REPUBLIC OF KENYA 7.000000% 05/22/2027 N/A 1394000.00000000 PA USD 1504906.64000000 0.097656875097 Long DBT NUSS KE N 2 2027-05-22 Fixed 7.00000000 N N N N N N N/A N/A KAZAKHSTAN NATIONAL BANK ZERO COUPON 03/25/2022 Y6S04LPJ2 600000000.00000000 PA 1349719.33000000 0.087586411357 Long DBT NUSS KZ N 2 2022-03-25 Fixed 0.00000000 N N N N N N BRK: JP MORGAN CHASE N/A BRK: JP MORGAN CHASE PAY: 1D BRL CETIP N/A 3999241.00000000 NC -65254.52000000 -0.00423451683 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 -65254.52000000 N N N Federal Democratic Republic of Ethiopia N/A ETHIOPIA INTERNATIONAL BOND 144A 6.625000% 12/11/2024 29766LAA4 296000.00000000 PA USD 256087.36000000 0.016618101525 Long DBT NUSS ET N 2 2024-12-11 Fixed 6.62500000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/BRL SETTLE 2021-12-13 N/A 1.00000000 NC USD 260561.02000000 0.016908407677 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 26759369.80000000 BRL 5113581.08000000 USD 2021-12-13 260561.02000000 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 985153.72000000 0.063928905108 Long DBT NUSS UA N 2 2026-11-08 Fixed 7.62500000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 PETROLEOS MEXICANOS 7.190000% 09/12/2024 P78625DC4 45182100.00000000 PA 2091229.48000000 0.135704721276 Long DBT NUSS MX N 2 2024-09-12 Fixed 7.19000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 PETROLEOS MEXICANOS 9.500000% 09/15/2027 71654QAM4 169000.00000000 PA USD 194890.80000000 0.012646915102 Long DBT NUSS MX N 2 2027-09-15 Fixed 9.50000000 N N N N N N Africa Finance Corporation 213800LXFHRRXIJRXW97 AFRICA FINANCE CORP 144A 2.875000% 04/28/2028 00830YAD3 1679000.00000000 PA USD 1689074.00000000 0.109607921358 Long DBT NUSS XX N 2 2028-04-28 Fixed 2.87500000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/MXN SETTLE 2021-12-15 N/A 1.00000000 NC USD 6569.25000000 0.000426293837 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 6782232.00000000 MXN 333170.91000000 USD 2021-12-15 6569.25000000 N N N Republic of Kazakhstan 5493007OEK8EF02UO833 KAZAKHSTAN GOVERNMENT INTERNATIONAL BOND 144A 4.875000% 10/14/2044 486661AF8 318000.00000000 PA USD 389795.50000000 0.025294732208 Long DBT NUSS KZ N 2 2044-10-14 Fixed 4.87500000 N N N N N N BRK: GOLDMAN SACHS N/A BRK: GOLDMAN SACHS PAY: 3-MONTH MOSCOW PRIME OFFERED RATE - RUB N/A 715569627.00000000 NC -134579.58000000 -0.00873318044 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2023-04-02 0.00000000 RUB 0.00000000 RUB -715569627.00000000 RUB -134579.58000000 N N N Magyarorszag 5299003F3UFKGCCMAP43 HUNGARY GOVERNMENT INTERNATIONAL BOND 144A 2.125000% 09/22/2031 445545AM8 3882000.00000000 PA USD 3818917.50000000 0.247818395767 Long DBT NUSS HU N 2 2031-09-22 Fixed 2.12500000 N N N N N N Kingdom of Saudi Arabia 635400FMICXSM3SI3H65 SAUDI GOVERNMENT INTERNATIONAL BOND MTN 4.500000% 10/26/2046 N/A 580000.00000000 PA USD 669169.20000000 0.043423938234 Long DBT NUSS SA N 2 2046-10-26 Fixed 4.50000000 N N N N N N Republica Argentina 549300KPBYGYF7HCHO27 REPUBLIC OF ARGENTINA 2.000000% 01/09/2038 040114HU7 3404246.00000000 PA USD 1320132.56000000 0.085666457371 Long DBT NUSS AR N 2 2038-01-09 Fixed 2.00000000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/ZAR SETTLE 2021-10-01 N/A 1.00000000 NC USD 856.43000000 0.000055575724 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 4235353.00000000 ZAR 282368.76000000 USD 2021-10-01 856.43000000 N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 REPUBLIC OF SOUTH AFRICA 6.300000% 06/22/2048 836205AZ7 1464000.00000000 PA USD 1507890.72000000 0.097850518955 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 77155000.00000000 PA 14279079.35000000 0.926602509102 Long DBT NUSS BR N 2 2023-01-01 Fixed 10.00000000 N N N N N N Kerajaan Malaysia 254900GSIL471JOBYY43 MALAYSIA GOVERNMENT 4.059000% 09/30/2024 N/A 8576000.00000000 PA 2133899.84000000 0.138473699700 Long DBT NUSS MY N 2 2024-09-30 Fixed 4.05900000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: ZMW/USD SETTLE 2022-02-16 N/A 1.00000000 NC 22329.14000000 0.001448989577 N/A DFE ZM N 2 STANDARD BANK N/A 223399.53000000 USD 4411247.10000000 ZMW 2022-02-16 22329.14000000 N N N U.S. DOLLARS N/A FX Forward Contract: USD/EGP SETTLE 2021-10-06 N/A 1.00000000 NC USD -32239.41000000 -0.00209208993 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 49131368.20000000 EGP 3091967.79000000 USD 2021-10-06 -32239.41000000 N N N GALAXY PIPELINE ASSETS BIDCO LIMITED 549300L82YB0C6JQIC26 GALAXY PIPELINE ASSETS BIDCO LTD 2.940000% 09/30/2040 N/A 3622000.00000000 PA USD 3614447.70000000 0.234549877183 Long DBT NUSS AE N 2 2040-09-30 Fixed 2.94000000 N N N N N N Republica Federativa do Brasil 254900ZFY40OYEADAP90 FED REPUBLIC OF BRAZIL 5.625000% 01/07/2041 105756BR0 517000.00000000 PA USD 522149.32000000 0.033883477931 Long DBT NUSS BR N 2 2041-01-07 Fixed 5.62500000 N N N N N N Emirate of Abu Dhabi 213800FER4348CINTA77 ABU DHABI GOVERNMENT INTERNATIONAL BOND MTN 1.625000% 06/02/2028 N/A 1152000.00000000 PA USD 1141761.02000000 0.074091515285 Long DBT NUSS AE N 2 2028-06-02 Fixed 1.62500000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 JPMORGAN CHASE BANK NA MTN 7.500000% 06/15/2035 ZR7661609 41500000000.00000000 PA 3067737.99000000 0.199072618698 Long DBT CORP US N 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 -125604.80000000 -0.00815078619 N/A DIR XX N 2 BRK: JPMORGAN CHASE N/A Y 2024-01-02 0.00000000 BRL 0.00000000 BRL -6669601.00000000 BRL -125604.80000000 N N N HUNGARIAN FORINT N/A FX Forward Contract: HUF/EUR SETTLE 2021-12-15 N/A 1.00000000 NC -48641.62000000 -0.00315646730 N/A DFE HU N 2 MERRILL LYNCH N/A 1308698.47000000 EUR 456706322.00000000 HUF 2021-12-15 -48641.62000000 N N N Gobierno de la Republica Dominicana 254900EHU7Q8FGVPI369 DOMINICAN REPUBLIC 5.875000% 01/30/2060 P3579ECG0 1862000.00000000 PA USD 1821985.62000000 0.118232864014 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 1122975.00000000 0.072872446966 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 661856.10000000 0.042949374248 Long DBT NUSS TR N 2 2024-09-07 Fixed 6.87500000 N N N N N N EURO N/A FX Forward Contract: EUR/HUF SETTLE 2021-12-15 N/A 1.00000000 NC 35511.82000000 0.002304444194 N/A DFE XX N 2 J P MORGAN CHASE BANK N/A 364915111.00000000 HUF 1042779.96000000 EUR 2021-12-15 35511.82000000 N N N Republica de El Salvador 529900AKDMUSFSDOM949 REPUBLIC OF EL SALVADOR 8.250000% 04/10/2032 N/A 1661000.00000000 PA USD 1237777.20000000 0.080322227443 Long DBT NUSS SV N 2 2032-04-10 Fixed 8.25000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 PETROLEOS MEXICANOS 5.625000% 01/23/2046 71654QBX9 253000.00000000 PA USD 203207.07000000 0.013186577111 Long DBT NUSS MX N 2 2046-01-23 Fixed 5.62500000 N N N N N N Kerajaan Malaysia 254900GSIL471JOBYY43 MALAYSIA GOVERNMENT 3.757000% 04/20/2023 N/A 14611000.00000000 PA 3584372.20000000 0.232598208376 Long DBT NUSS MY N 2 2023-04-20 Fixed 3.75700000 N N N N N N Republica de Honduras 5493002DW1JNBNG17615 HONDURAS GOVERNMENT 5.625000% 06/24/2030 P5178RAD0 299000.00000000 PA USD 310962.99000000 0.020179108170 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 1573203.84000000 0.102088838484 Long DBT NUSS KR N 2 2021-11-30 Fixed 8.40000000 N N N N N N GOBIERNO DE LA REPUBLICA DE PANAMA 549300SHS4T08CL0LP14 REPUBLIC OF PANAMA 3.160000% 01/23/2030 698299BK9 1762000.00000000 PA USD 1813908.52000000 0.117708722300 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 1173007.05000000 PA USD 574773.45000000 0.037298379530 Long DBT NUSS BL N 2 2038-02-20 Fixed 5.00000000 N Y N N N N Empresa Nacional del Petroleo 549300YP3P0JZBLIV197 EMPRESA NACIONAL DEL PETROLEO 3.750000% 08/05/2026 P37110AK2 749000.00000000 PA USD 786392.92000000 0.051030856748 Long DBT NUSS CL N 2 2026-08-05 Fixed 3.75000000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/CNY SETTLE 2021-10-08 N/A 1.00000000 NC USD -2888.49000000 -0.00018744080 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 3282240.00000000 CNY 504975.23000000 USD 2021-10-08 -2888.49000000 N N N AEROPUERTO INTERNACIONAL DE TOCUMEN, S.A. 254900FO1PHX49ZIGB14 AEROPUERTO INTERNACIONAL DE TOCUMEN SA 144A 5.125000% 08/11/2061 00787CAE2 311000.00000000 PA USD 325617.00000000 0.021130040796 Long DBT NUSS PA N 2 2061-08-11 Fixed 5.12500000 N N N N N N Republique du Senegal 549300NP14ZLQGWIUZ97 REPUBLIC OF SENEGAL 5.375000% 06/08/2037 N/A 268000.00000000 PA 306368.24000000 0.019880944207 Long DBT NUSS SN N 2 2037-06-08 Fixed 5.37500000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/THB SETTLE 2021-10-15 N/A 1.00000000 NC USD 40667.74000000 0.002639023777 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 42230360.00000000 THB 1288760.44000000 USD 2021-10-15 40667.74000000 N N N Sultanate of Oman 549300SZ20F0QTKNQC75 OMAN GOVERNMENT INTERNATIONAL BOND 144A 6.250000% 01/25/2031 68205LAS2 954000.00000000 PA USD 1019703.89000000 0.066170945609 Long DBT NUSS OM N 2 2031-01-25 Fixed 6.25000000 N N N N N N Republique du Senegal 549300NP14ZLQGWIUZ97 SENEGAL GOVERNMENT INTERNATIONAL BOND 144A 5.375000% 06/08/2037 N/A 152000.00000000 PA 173761.09000000 0.011275759314 Long DBT NUSS SN N 2 2037-06-08 Fixed 5.37500000 N N N N N N KOREAN WON N/A FX Forward Contract: KRW/USD SETTLE 2021-10-27 N/A 1.00000000 NC -496.98000000 -0.00003225018 N/A DFE KR N 2 CITIGROUP GLOBAL MARKETS N/A 2048751.85000000 USD 2424615866.00000000 KRW 2021-10-27 -496.98000000 N N N DAE FUNDING LLC 635400SZTPQL3Y1P2C76 DAE FUNDING LLC 144A 3.375000% 03/20/2028 23371DAG9 550000.00000000 PA USD 566786.00000000 0.036780055411 Long DBT CORP AE N 2 2028-03-20 Fixed 3.37500000 N N N N N N Republica Argentina 549300KPBYGYF7HCHO27 REPUBLIC OF ARGENTINA 1.125000% 07/09/2046 040114HW3 1056000.00000000 PA USD 350908.80000000 0.022771284238 Long DBT NUSS AR N 2 2046-07-09 Fixed 1.12500000 N N N N N N Romania 315700IASY927EDWBK92 ROMANIA GOVERNMENT BOND 4.400000% 09/25/2023 N/A 790000.00000000 PA 189803.29000000 0.012316774803 Long DBT NUSS RO N 2 2023-09-25 Fixed 4.40000000 N N N N N N BIZ FINANCE PLC 213800CQK26QNHYTY203 UKREXIMBANK VIA BIZ FINANCE PLC 9.750000% 01/22/2025 N/A 237562.50000000 PA USD 255873.82000000 0.016604244420 Long DBT NUSS UA N 2 2025-01-22 Fixed 9.75000000 N N N N N N BRK: MORGAN STANLEY & CO N/A BRK: MORGAN STANLEY & CO PAY: 10.29 % FIXED N/A 2660091.00000000 NC 6128.76000000 0.000397709421 N/A DIR XX N 2 BRK: MORGAN STANLEY & CO N/A Y 2027-01-04 0.00000000 BRL 0.00000000 BRL -2660091.00000000 BRL 6128.76000000 N N N Kerajaan Malaysia 254900GSIL471JOBYY43 MALAYSIA GOVERNMENT 3.900000% 11/30/2026 N/A 2006000.00000000 PA 501032.82000000 0.032513179370 Long DBT NUSS MY N 2 2026-11-30 Fixed 3.90000000 N N N N N N Minerva Luxembourg S.A. 222100NM3G3RCPGZ2Z17 MINERVA LUXEMBOURG SA 144A 4.375000% 03/18/2031 603374AF6 1189000.00000000 PA USD 1148514.55000000 0.074529767479 Long DBT NUSS BR N 2 2031-03-18 Fixed 4.37500000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 INDONESIA GOVERNMENT 8.375000% 03/15/2024 N/A 20173000000.00000000 PA 1537728.77000000 0.099786779082 Long DBT NUSS ID N 2 2024-03-15 Fixed 8.37500000 N N N N N N HUNGARIAN FORINT N/A FX Forward Contract: HUF/USD SETTLE 2021-12-15 N/A 1.00000000 NC -134814.32000000 -0.00874841326 N/A DFE HU N 2 MERRILL LYNCH N/A 3007633.65000000 USD 892394979.00000000 HUF 2021-12-15 -134814.32000000 N N N Republica Bolivariana de Venezuela 529900XM8PJTJK5OJI77 REPUBLIC OF VENEZUELA VARIABLE RATE 05/07/2028 P17625AB3 2941000.00000000 PA USD 313216.50000000 0.020325343649 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 1353000.00000000 PA USD 1793823.64000000 0.116405367949 Long DBT NUSS QA N 2 2048-04-23 Fixed 5.10300000 N N N N N N ROMANIAN LEU N/A FX Forward Contract: RON/EUR SETTLE 2022-06-30 N/A 1.00000000 NC 1824.58000000 0.000118401219 N/A DFE RO N 2 GOLDMAN, SACHS & CO. N/A 1238928.35000000 EUR 6281674.00000000 RON 2022-06-30 1824.58000000 N N N U.S. DOLLARS N/A FX Forward Contract: USD/PEN SETTLE 2021-10-13 N/A 1.00000000 NC USD 1302.16000000 0.000084500176 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 542200.00000000 PEN 132551.03000000 USD 2021-10-13 1302.16000000 N N N IHS Netherlands Holdco B.V. 5493006Z6YQYCCN2XI74 IHS NETHERLANDS HOLDCO BV 144A 8.000000% 09/18/2027 44963LAC0 299000.00000000 PA USD 319182.50000000 0.020712491198 Long DBT NUSS NG N 2 2027-09-18 Fixed 8.00000000 N N N N N N Republica del Ecuador 5299003Y2U5XK0A35H71 ECUADOR GOVERNMENT INTERNATIONAL BOND 144A 0.500000% 07/31/2040 N/A 2887485.00000000 PA USD 1678379.53000000 0.108913932446 Long DBT NUSS EC N 2 2040-07-31 Fixed 0.50000000 N N N N N N Romania 315700IASY927EDWBK92 ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 2.500000% 02/08/2030 N/A 657000.00000000 PA 795846.79000000 0.051644340254 Long DBT NUSS RO N 2 2030-02-08 Fixed 2.50000000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/IDR SETTLE 2021-12-03 N/A 1.00000000 NC USD -451.02000000 -0.00002926773 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 4817635595.00000000 IDR 334441.90000000 USD 2021-12-03 -451.02000000 N N N Republica de Colombia 549300MHDRBVRF6B9117 REPUBLIC OF COLOMBIA 6.125000% 01/18/2041 195325BM6 2378000.00000000 PA USD 2611828.74000000 0.169487612226 Long DBT NUSS CO N 2 2041-01-18 Fixed 6.12500000 N N N N N N RUSSIA, FEDERATION OF (GOVERNMENT) 5493004EHVGF71PDBU58 RUSSIA GOVT BOND - OFZ 7.700000% 03/16/2039 N/A 54617000.00000000 PA 775143.43000000 0.050300851304 Long DBT NUSS RU N 2 2039-03-16 Fixed 7.70000000 N N N N N N DP World Limited 549300M3U2DNF4QVSS04 DP WORLD LTD/UNITED ARAB EMIRATES MTN 6.850000% 07/02/2037 23330JAA9 210000.00000000 PA USD 280350.00000000 0.018192560392 Long DBT NUSS AE N 2 2037-07-02 Fixed 6.85000000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/ZAR SETTLE 2021-10-01 N/A 1.00000000 NC USD 326.01000000 0.000021155543 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 12993941.00000000 ZAR 863997.73000000 USD 2021-10-01 326.01000000 N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 INDONESIA GOVERNMENT 9.000000% 03/15/2029 N/A 42750000000.00000000 PA 3487205.24000000 0.226292819441 Long DBT NUSS ID N 2 2029-03-15 Fixed 9.00000000 N N N N N N Ceska republika 3157007EFDLQABN47912 CZECH REPUBLIC 2.750000% 07/23/2029 N/A 55670000.00000000 PA 2665475.69000000 0.172968886982 Long DBT NUSS CZ N 2 2029-07-23 Fixed 2.75000000 N N N N N N Magyarorszag 5299003F3UFKGCCMAP43 HUNGARY GOVERNMENT BOND 5.500000% 06/24/2025 N/A 338870000.00000000 PA 1210263.71000000 0.078536813394 Long DBT NUSS HU N 2 2025-06-24 Fixed 5.50000000 N N N N N N OCP S.A. 213800D26TAPVTCVWG40 OCP SA 144A 3.750000% 06/23/2031 67091TAD7 202000.00000000 PA USD 201252.60000000 0.013059747029 Long DBT NUSS MA N 2 2031-06-23 Fixed 3.75000000 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 248862.00000000 0.016149231191 Long DBT NUSS SA N 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 18487000.00000000 PA 4635288.89000000 0.300794624822 Long DBT NUSS PE N 2 2031-08-12 Fixed 6.95000000 N N N N N N Republica Argentina 549300KPBYGYF7HCHO27 REPUBLIC OF ARGENTINA 2.500000% 07/09/2041 040114HV5 5586899.00000000 PA USD 2051900.40000000 0.133152566244 Long DBT NUSS AR N 2 2041-07-09 Fixed 2.50000000 N N N N N N Republica del Peru 254900STKLK2DBJJZ530 REPUBLIC OF PERU 6.95% 08/12/2031 715638BE1 154000.00000000 PA 38612.78000000 0.002505672666 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 5.000000% 12/10/2025 74408DAC8 540167.00000000 PA USD 408312.24000000 0.026496326325 Long DBT NUSS AR N 2 2025-12-10 Fixed 5.00000000 N N N N N Ukraine 6354001WLTJXOMEXPY07 GOVERNMENT OF UKRAINE 17.000000% 05/11/2022 N/A 71848000.00000000 PA 2789421.40000000 0.181012010986 Long DBT NUSS UA N 2 2022-05-11 Fixed 17.00000000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 REPUBLIC OF INDONESIA 3.500000% 01/11/2028 455780CD6 1659000.00000000 PA USD 1798481.06000000 0.116707598712 Long DBT NUSS ID N 2 2028-01-11 Fixed 3.50000000 N N N N N N ROMANIAN LEU N/A FX Forward Contract: RON/EUR SETTLE 2021-10-06 N/A 1.00000000 NC 5220.03000000 0.000338739828 N/A DFE RO N 2 GOLDMAN, SACHS & CO. N/A 579561.25000000 EUR 2891173.16000000 RON 2021-10-06 5220.03000000 N N N Republica Argentina 549300KPBYGYF7HCHO27 REPUBLIC OF ARGENTINA 0.125000% 07/09/2030 N/A 402550.00000000 PA 167252.92000000 0.010853429099 Long DBT NUSS AR N 2 2030-07-09 Fixed 0.12500000 N N N N N N FEDERAL REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 REPUBLIC OF NIGERIA 8.747000% 01/21/2031 N/A 628000.00000000 PA USD 688279.21000000 0.044664031014 Long DBT NUSS NG N 2 2031-01-21 Fixed 8.74700000 N N N N N N Romania 315700IASY927EDWBK92 ROMANIA 4.000000% 02/14/2051 N/A 438000.00000000 PA USD 436248.00000000 0.028309142451 Long DBT NUSS RO N 2 2051-02-14 Fixed 4.00000000 N N N N N N BRK: GOLDMAN SACHS N/A BRK: GOLDMAN SACHS PAY:2.33% N/A 830040908.00000000 NC 157204.95000000 0.010201393069 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2030-06-05 0.00000000 CLP 0.00000000 CLP -830040908.00000000 CLP 157204.95000000 N N N Islamic Republic of Pakistan 529900LOP29R5WKHOD86 ISLAMIC REP OF PAKISTAN 7.875000% 03/31/2036 Y8793YAL6 200000.00000000 PA USD 195882.00000000 0.012711236364 Long DBT NUSS PK N 2 2036-03-31 Fixed 7.87500000 N N N N N N UKRANIAN HRYVNIA N/A FX Forward Contract: UAH/USD SETTLE 2021-12-16 N/A 1.00000000 NC 67132.09000000 0.004356356702 N/A DFE UA N 2 CITIGROUP GLOBAL MARKETS N/A 1250404.38000000 USD 35674037.00000000 UAH 2021-12-16 67132.09000000 N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 REPUBLIC OF SOUTH AFRICA 5.875000% 09/16/2025 836205AR5 790000.00000000 PA USD 884784.20000000 0.057415694642 Long DBT NUSS ZA N 2 2025-09-16 Fixed 5.87500000 N N N N N N HUNGARIAN FORINT N/A FX Forward Contract: HUF/EUR SETTLE 2021-12-15 N/A 1.00000000 NC -12132.96000000 -0.00078733585 N/A DFE HU N 2 MERRILL LYNCH N/A 1028480.86000000 EUR 367022219.00000000 HUF 2021-12-15 -12132.96000000 N N N TAIWAN DOLLAR N/A FX Forward Contract: TWD/USD SETTLE 2021-12-15 N/A 1.00000000 NC -70226.88000000 -0.00455718478 N/A DFE TW N 2 GOLDMAN, SACHS & CO. N/A 9643503.54000000 USD 265263852.00000000 TWD 2021-12-15 -70226.88000000 N N N U.S. DOLLARS N/A FX Forward Contract: ZMW/USD SETTLE 2022-02-16 N/A 1.00000000 NC 13385.48000000 0.000868614778 N/A DFE ZM N 2 STANDARD BANK N/A 171845.79000000 USD 3325216.06000000 ZMW 2022-02-16 13385.48000000 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 EGYPT GOVERNMENT INTERNATIONAL BOND MTN 7.500000% 02/16/2061 N/A 1119000.00000000 PA USD 980333.52000000 0.063616111173 Long DBT NUSS EG N 2 2061-02-16 Fixed 7.50000000 N N N N N N Republique du Benin 635400Q11P6AE5A5Y230 BENIN INTL GOV BOND 6.875000% 01/19/2052 N/A 158000.00000000 PA 188475.68000000 0.012230623117 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 4204000.00000000 PA USD 4097386.56000000 0.265888897610 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 247250.00000000 0.016044624780 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 464362.55000000 0.030133560674 Long DBT NUSS MY N 2 2048-07-06 Fixed 4.92100000 N N N N N N PETROBRAS GLOBAL FINANCE B.V. 549300FNENFFSMO3GT38 PETROBRAS GLOBAL FINANCE BV 5.500000% 06/10/2051 71647NBJ7 457000.00000000 PA USD 425467.00000000 0.027609538407 Long DBT NUSS BR N 2 2051-06-10 Fixed 5.50000000 N N N N N N Qatar Petroleum 254900QTESJKJ3P87J26 QATAR PETROLEUM 144A 3.125000% 07/12/2041 74730DAE3 912000.00000000 PA USD 911562.24000000 0.059153383637 Long DBT NUSS QA N 2 2041-07-12 Fixed 3.12500000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 TITULOS DE TESORERIA 6.250000% 11/26/2025 N/A 25567200000.00000000 PA 6717214.32000000 0.435895584759 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 1166000.00000000 PA USD 1498030.16000000 0.097210644394 Long DBT NUSS KZ N 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 796950.00000000 0.051715930105 Long DBT NUSS KZ N 2 2022-12-10 Fixed 4.12500000 N N N N N N State of Qatar 52990074F6OJOAXK4P65 STATE OF QATAR 5.103000% 04/23/2048 N/A 567000.00000000 PA USD 751735.40000000 0.048781850058 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 2704080.05000000 0.175474013255 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 -17177.99000000 -0.00111471953 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2022-01-03 0.00000000 BRL 0.00000000 BRL -27057471.00000000 BRL -17177.99000000 N N N Republica Oriental del Uruguay 549300RDR012H2V82H43 REPUBLICA ORIENT URUGUAY 5.100000% 06/18/2050 760942BA9 350000.00000000 PA USD 444860.50000000 0.028868027510 Long DBT NUSS UY N 2 2050-06-18 Fixed 5.10000000 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 1931133335.00000000 NC -276207.78000000 -0.01792376214 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2025-06-17 0.00000000 CLP 0.00000000 CLP -1931133335.00000000 CLP -276207.78000000 N N N MEXICAN PESO N/A FX Forward Contract: MXN/USD SETTLE 2021-11-16 N/A 1.00000000 NC -47734.38000000 -0.00309759440 N/A DFE MX N 2 CITIGROUP GLOBAL MARKETS N/A 2485748.73000000 USD 50416100.00000000 MXN 2021-11-16 -47734.38000000 N N N FEDERAL REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 65412JAT0 970000.00000000 PA USD 976790.00000000 0.063386163959 Long DBT NUSS NG N 2 2051-09-28 Fixed 8.25000000 N N N N N N Turkiye Cumhuriyeti 5493000PCHOG3B6S3Q85 REPUBLIC OF TURKEY 6.375000% 10/14/2025 900123CZ1 200000.00000000 PA USD 205276.00000000 0.013320834767 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 279000.00000000 PA USD 274954.50000000 0.017842433909 Long DBT NUSS MX N 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 1510000.00000000 PA USD 1377875.00000000 0.089413497952 Long DBT NUSS EG N 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 419120.00000000 0.027197666887 Long DBT NUSS ZM N 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 25552000.00000000 PA 6010229.32000000 0.390017691735 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 2532714.37000000 0.164353697640 Long DBT NUSS MY N 2 2022-08-15 Fixed 3.41800000 N N N N N N Republica del Peru 254900STKLK2DBJJZ530 REPUBLIC OF PERU 3.230000% 07/28/2121 715638DR0 2442000.00000000 PA USD 2023123.74000000 0.131285182171 Long DBT NUSS PE N 2 2121-07-28 Fixed 3.23000000 N N N N N N Republic of the Philippines 529900RAHBALMYIJ3T08 REPUBLIC OF PHILIPPINES 3.700000% 03/01/2041 718286CA3 714000.00000000 PA USD 754241.11000000 0.048944451379 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 1419000.00000000 PA 1923136.81000000 0.124796798856 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 1290000000.00000000 PA 1213762.62000000 0.078763865763 Long DBT NUSS CL N 2 2033-10-01 Fixed 2.80000000 N N N N N N BRK: GOLDMAN SACHS N/A BRK: GOLDMAN SACHS PAY: 5.148% FIXED N/A 200000000.00000000 NC 11728.24000000 0.000761072639 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2026-09-02 0.00000000 INR 0.00000000 INR -200000000.00000000 INR 11728.24000000 N N N Republic of Uzbekistan 213800L6VDKUM3TCM927 REPUBLIC OF UZBEKISTAN INTERNATIONAL BOND MTN 5.375000% 02/20/2029 N/A 833000.00000000 PA USD 906587.22000000 0.058830543075 Long DBT NUSS UZ N 2 2029-02-20 Fixed 5.37500000 N N N N N N INDONESIA RUPIAH N/A FX Forward Contract: IDR/USD SETTLE 2021-11-03 N/A 1.00000000 NC 71.65000000 0.000004649534 N/A DFE ID N 2 CITIGROUP GLOBAL MARKETS N/A 90911.98000000 USD 1304496000.00000000 IDR 2021-11-03 71.65000000 N N N MEGLOBAL CANADA ULC 635400MHHHT7LMKMQL03 MEGLOBAL CANADA ULC MTN 5.875000% 05/18/2030 58518N2A9 222000.00000000 PA USD 272560.50000000 0.017687081708 Long DBT NUSS KW N 2 2030-05-18 Fixed 5.87500000 N N N N N N C&W SENIOR FINANCING DESIGNATED ACTIVITY COMPANY 5493009O8OIWZPZRY516 C&W SENIOR FINANCING DAC 144A 7.500000% 10/15/2026 12674TAB2 677000.00000000 PA USD 702123.47000000 0.045562417089 Long DBT NUSS PA N 2 2026-10-15 Fixed 7.50000000 N N N N N N Republic of Ghana 213800PP4399SNNXZ126 REPUBLIC OF GHANA 8.625000% 04/07/2034 N/A 2907000.00000000 PA USD 2763103.50000000 0.179304181540 Long DBT NUSS GH N 2 2034-04-07 Fixed 8.62500000 N N N N N N SOUTH AFRICAN RAND N/A FX Forward Contract: ZAR/USD SETTLE 2021-10-01 N/A 1.00000000 NC -17304.23000000 -0.00112291153 N/A DFE ZA N 2 MORGAN STANLEY & CO, INC N/A 472413.83000000 USD 6847124.00000000 ZAR 2021-10-01 -17304.23000000 N N N Kingdom of Bahrain 549300RODM1WN85LFQ95 BAHRAIN GOVERNMENT INTERNATIONAL BOND MTN 6.250000% 01/25/2051 N/A 541000.00000000 PA USD 495707.48000000 0.032167605732 Long DBT NUSS BH N 2 2051-01-25 Fixed 6.25000000 N N N N N N BRK: GOLDMAN SACHS N/A BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP N/A 3591362.00000000 NC -70998.87000000 -0.00460728100 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2025-01-02 0.00000000 BRL 0.00000000 BRL -3591362.00000000 BRL -70998.87000000 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 642495.00000000 0.041692987656 Long DBT NUSS MX N 2 2170-09-27 Fixed 6.75000000 N N N N N N SASOL FINANCING USA LLC 549300XRB1PFMESFEL85 SASOL FINANCING USA LLC 6.500000% 09/27/2028 80386WAB1 360000.00000000 PA USD 397260.00000000 0.025779120890 Long DBT CORP ZA N 2 2028-09-27 Fixed 6.50000000 N N N N N N BELARUS, REPUBLIC OF (GOVERNMENT) 635400CVCOWYLHF4ZB08 REPUBLIC OF BELARUS 6.200000% 02/28/2030 N/A 1240000.00000000 PA USD 1090902.40000000 0.070791181717 Long DBT NUSS BY N 2 2030-02-28 Fixed 6.20000000 N N N N N N Republic of Ghana 213800PP4399SNNXZ126 GHANA GOVERNMENT INTERNATIONAL BOND 144A 7.750000% 04/07/2029 37443GAL5 413000.00000000 PA USD 393258.60000000 0.025519460782 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/CLP SETTLE 2021-12-13 N/A 1.00000000 NC USD 94043.92000000 0.006102727641 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 1345498700.00000000 CLP 1740776.91000000 USD 2021-12-13 94043.92000000 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 566988.75000000 0.036793212328 Long DBT NUSS LK N 2 2026-07-18 Fixed 6.82500000 N N N N N N Gobierno de la Republica Dominicana 254900EHU7Q8FGVPI369 DOMINICAN REPUBLIC 6.500000% 02/15/2048 P3579EBY2 2472000.00000000 PA USD 2641356.72000000 0.171403751193 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 2.25% 04/18/2029 P6S32JU32 181900000.00000000 PA 130004.41000000 0.008436287070 Long DBT NUSS CO N 2 2029-04-18 Fixed 2.25000000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 TITULOS DE TESORERIA 7.750000% 09/18/2030 N/A 12738000000.00000000 PA 3408079.06000000 0.221158138477 Long DBT NUSS CO N 2 2030-09-18 Fixed 7.75000000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/EGP SETTLE 2021-10-06 N/A 1.00000000 NC USD -5798.68000000 -0.00037628976 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 10410202.00000000 EGP 656174.09000000 USD 2021-10-06 -5798.68000000 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 1497724.14000000 0.097190786047 Long DBT NUSS TR N 2 2022-02-21 Fixed 5.80000000 N N N N N N THE REPUBLIC OF KENYA 549300VVURQQYU45PR87 REPUBLIC OF KENYA 8.000000% 05/22/2032 N/A 639000.00000000 PA USD 705647.70000000 0.045791112531 Long DBT NUSS KE N 2 2032-05-22 Fixed 8.00000000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/ZAR SETTLE 2021-10-01 N/A 1.00000000 NC USD 15239.78000000 0.000988944597 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 6506684.00000000 ZAR 447721.27000000 USD 2021-10-01 15239.78000000 N N N BRK: GOLDMAN SACHS N/A BRK: GOLDMAN SACHS PAY: 1D SINACOFI CHILE INTERBANK RATE AVG(CLICP) N/A 1623158367.00000000 NC -210917.38000000 -0.01368691697 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2026-03-16 0.00000000 CLP 0.00000000 CLP -1623158367.00000000 CLP -210917.38000000 N N N Ukraine 6354001WLTJXOMEXPY07 GOVERNMENT OF UKRAINE 15.840000% 02/26/2025 N/A 66553000.00000000 PA 2659044.46000000 0.172551549582 Long DBT NUSS UA N 2 2025-02-26 Fixed 15.84000000 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 7.625000% 11/07/2024 67778M2C3 794000.00000000 PA USD 869896.87000000 0.056449621340 Long DBT NUSS BH N 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 755000.00000000 PA USD 768220.05000000 0.049851577151 Long DBT NUSS DO N 2 2030-01-30 Fixed 4.50000000 N N N N N N Republica de Guatemala 529900QKDFFU9UWW5315 REPUBLIC OF GUATEMALA 5.375000% 04/24/2032 P5015VAK2 498000.00000000 PA USD 565230.00000000 0.036679082970 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 1063000.00000000 PA USD 1095891.35000000 0.071114926230 Long DBT NUSS ZA N 2 2023-08-06 Fixed 6.75000000 N N N N N N Republica de El Salvador 529900AKDMUSFSDOM949 REPUBLIC OF EL SALVADOR 7.124600% 01/20/2050 P01012CA2 640000.00000000 PA USD 440006.40000000 0.028553033726 Long DBT NUSS SV N 2 2050-01-20 Fixed 7.12460000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/EUR SETTLE 2021-10-04 N/A 1.00000000 NC USD 8937.76000000 0.000579991933 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 527912.00000000 EUR 620761.37000000 USD 2021-10-04 8937.76000000 N N N EURO N/A FX Forward Contract: EUR/USD SETTLE 2021-11-03 N/A 1.00000000 NC -91549.63000000 -0.00594086738 N/A DFE XX N 2 J P MORGAN CHASE BANK N/A 10014989.56000000 USD 8558570.00000000 EUR 2021-11-03 -91549.63000000 N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 PETROLEOS MEXICANOS 7.470000% 11/12/2026 N/A 15660000.00000000 PA 682897.81000000 0.044314819512 Long DBT NUSS MX N 2 2026-11-12 Fixed 7.47000000 N N N N N N RUSSIA, FEDERATION OF (GOVERNMENT) 5493004EHVGF71PDBU58 RUSSIAN FEDERATION 5.250000% 06/23/2047 N/A 1000000.00000000 PA USD 1266300.00000000 0.082173137953 Long DBT NUSS RU N 2 2047-06-23 Fixed 5.25000000 N N N N N Romania 315700IASY927EDWBK92 ROMANIA GOVERNMENT BOND 3.250000% 06/24/2026 N/A 2360000.00000000 PA 544118.87000000 0.035309132881 Long DBT NUSS RO N 2 2026-06-24 Fixed 3.25000000 N N N N N N Republika Srbija 254900W94OCY91V32O78 REPUBLIC OF SERBIA 1.500000% 06/26/2029 N/A 903000.00000000 PA 1032200.64000000 0.066981888641 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 721000.00000000 PA USD 759861.90000000 0.049309197452 Long DBT NUSS CO N 2 2029-03-15 Fixed 4.50000000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/THB SETTLE 2021-10-21 N/A 1.00000000 NC USD 24569.00000000 0.001594339276 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 47054845.00000000 THB 1415225.87000000 USD 2021-10-21 24569.00000000 N N N Magyarorszag 5299003F3UFKGCCMAP43 HUNGARY GOVERNMENT BOND 6.750000% 10/22/2028 N/A 489630000.00000000 PA 1962793.76000000 0.127370230130 Long DBT NUSS HU N 2 2028-10-22 Fixed 6.75000000 N N N N N N People's Republic of China 300300CHN201808MOF68 CHINA GOVERNMENT BOND 1.990000% 04/09/2025 N/A 60830000.00000000 PA 9195264.30000000 0.596701983607 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 850202.99000000 PA USD 850202.99000000 0.055171639884 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 6800000.00000000 PA USD 7699476.80000000 0.499636870612 Long DBT NUSS RU N 2 2029-03-21 Fixed 4.37500000 N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 REPUBLIC OF INDONESIA 8.500000% 10/12/2035 Y20721AE9 1359000.00000000 PA USD 2121653.68000000 0.137679018033 Long DBT NUSS ID N 2 2035-10-12 Fixed 8.50000000 N N N N N N BRK: GOLDMAN SACHS N/A BRK: GOLDMAN SACHS REC: 7.7325% FIXED N/A 10901721.00000000 NC -151162.55000000 -0.00980928774 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2025-01-02 0.00000000 BRL 0.00000000 BRL -10901721.00000000 BRL -151162.55000000 N N N Corporacion Nacional del Cobre de Chile 549300UVMBCBCIPSUI70 CORP NACIONAL DEL COBRE DE CHILE 3.150000% 01/14/2030 P3143NBH6 800000.00000000 PA USD 825616.00000000 0.053576133194 Long DBT NUSS CL N 2 2030-01-14 Fixed 3.15000000 N N N N N N BRK: JPMORGAN CHASE BANK N/A BRK: JPMORGAN CHASE BANK PAY: 6M PLN WIBOR N/A 2144948.00000000 NC -14245.23000000 -0.00092440594 N/A DIR XX N 2 BRK: JPMORGAN CHASE BANK N/A Y 2031-05-18 0.00000000 PLN 0.00000000 PLN -2144948.00000000 PLN -14245.23000000 N N N Kerajaan Malaysia 254900GSIL471JOBYY43 MALAYSIA GOVERNMENT 4.392000% 04/15/2026 N/A 3480000.00000000 PA 883167.23000000 0.057310765716 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 694402.50000000 0.045061385475 Long DBT NUSS MX N 2 2050-01-26 Fixed 4.50000000 N N N N N N UKRANIAN HRYVNIA N/A FX Forward Contract: UAH/USD SETTLE 2022-02-16 N/A 1.00000000 NC 4510.02000000 0.000292665636 N/A DFE UA N 2 CITIGROUP GLOBAL MARKETS N/A 403585.27000000 USD 11219670.41000000 UAH 2022-02-16 4510.02000000 N N N RUSSIA, FEDERATION OF (GOVERNMENT) 5493004EHVGF71PDBU58 RUSSIAN FEDERATION 5.100000% 03/28/2035 N/A 4000000.00000000 PA USD 4786440.00000000 0.310603170201 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 399720.87000000 0.025938812440 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 35687.09000000 0.002315817870 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2023-01-03 0.00000000 BRL 0.00000000 BRL -5012193.00000000 BRL 35687.09000000 N N N STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 STANDARD CHARTERED BANK MTN 8.375000% 10/18/2039 AX1409058 20797000000.00000000 PA 1633245.62000000 0.105985088560 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 492000.00000000 PA USD 507252.00000000 0.032916756355 Long DBT NUSS PA N 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 139000.00000000 PA 166934.03000000 0.010832735588 Long DBT NUSS CI N 2 2030-03-22 Fixed 5.25000000 N N N N N N INDONESIA RUPIAH N/A FX Forward Contract: IDR/USD SETTLE 2021-11-15 N/A 1.00000000 NC -675.46000000 -0.00004383216 N/A DFE ID N 2 CITIGROUP GLOBAL MARKETS N/A 320226.43000000 USD 4587756000.00000000 IDR 2021-11-15 -675.46000000 N N N BRK: JPMORGAN CHASE N/A BRK: JPMORGAN CHASE REC:1D OVERNIGHT BRAZIL INTERBANK DEPOSIT N/A 12557923.51000000 NC 130102.93000000 0.008442680261 N/A DIR XX N 2 BRK: JPMORGAN CHASE N/A Y 2023-01-02 0.00000000 BRL 0.00000000 BRL -12557923.51000000 BRL 130102.93000000 N N N U.S. DOLLARS N/A FX Forward Contract: USD/IDR SETTLE 2021-11-15 N/A 1.00000000 NC USD -7416.30000000 -0.00048126087 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 7245800203.00000000 IDR 497275.42000000 USD 2021-11-15 -7416.30000000 N N N Gobierno de la Republica Dominicana 254900EHU7Q8FGVPI369 DOMINICAN REPUBLIC 7.450000% 04/30/2044 P3579EAY3 228000.00000000 PA USD 271664.28000000 0.017628923918 Long DBT NUSS DO N 2 2044-04-30 Fixed 7.45000000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/CNY SETTLE 2021-10-25 N/A 1.00000000 NC USD -7152.30000000 -0.00046412930 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 7932358.00000000 CNY 1219674.12000000 USD 2021-10-25 -7152.30000000 N N N Republica del Ecuador 5299003Y2U5XK0A35H71 REPUBLIC OF ECUADOR ZERO COUPON 07/31/2030 N/A 292282.00000000 PA USD 156008.44000000 0.010123748765 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 -135145.62000000 -0.00876991208 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2023-11-22 0.00000000 MXN 0.00000000 MXN -148276430.00000000 MXN -135145.62000000 N N N Republic of Zambia 213800DMLAZ6LGMMD849 ZAMBIA GOVERNMENT BOND 11.000000% 06/28/2026 BQ2494160 78885000.00000000 PA 3241638.17000000 0.210357403884 Long DBT NUSS ZM N 2 2026-06-28 Fixed 11.00000000 N N N N N N Kerajaan Malaysia 254900GSIL471JOBYY43 MALAYSIA GOVERNMENT 5.248000% 09/15/2028 N/A 1050000.00000000 PA 281871.66000000 0.018291304432 Long DBT NUSS MY N 2 2028-09-15 Fixed 5.24800000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/EUR SETTLE 2021-10-04 N/A 1.00000000 NC USD 11547.05000000 0.000749314801 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 468617.00000000 EUR 554650.72000000 USD 2021-10-04 11547.05000000 N N N Kerajaan Malaysia 254900GSIL471JOBYY43 MALAYSIA GOVERNMENT 3.795000% 09/30/2022 N/A 3200000.00000000 PA 779999.52000000 0.050615974224 Long DBT NUSS MY N 2 2022-09-30 Fixed 3.79500000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/COP SETTLE 2021-12-15 N/A 1.00000000 NC USD -11424.42000000 -0.00074135705 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 14241654040.00000000 COP 3708609.55000000 USD 2021-12-15 -11424.42000000 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 644856.80000000 0.041846250325 Long DBT NUSS BH N 2 2028-11-07 Fixed 8.37500000 N N N N N N BRK: CITIGROUP N/A BRK: CITIGROUP REC: 1.8282% FIXED N/A 70762510.00000000 NC -118930.34000000 -0.00771766503 N/A DIR XX N 2 BRK: CITIGROUP N/A Y 2026-07-12 0.00000000 CZK 0.00000000 CZK -70762510.00000000 CZK -118930.34000000 N N N NEW RUSSIAN ROUBLE N/A FX Forward Contract: RUB/USD SETTLE 2021-12-15 N/A 1.00000000 NC 74950.82000000 0.004863732189 N/A DFE RU N 2 BARCLAYS CAPITAL INC. N/A 10503016.42000000 USD 780447640.83000000 RUB 2021-12-15 74950.82000000 N N N Republica de Angola 549300QHR2R3J8JSGK83 ANGOLAN GOVERNMENT INTERNATIONAL BOND MTN 9.125000% 11/26/2049 035198AE0 670000.00000000 PA USD 679808.80000000 0.044114366504 Long DBT NUSS AO N 2 2049-11-26 Fixed 9.12500000 N N N N N N ROMANIAN LEU N/A FX Forward Contract: RON/EUR SETTLE 2021-10-06 N/A 1.00000000 NC 222.67000000 0.000014449571 N/A DFE RO N 2 GOLDMAN, SACHS & CO. N/A 296106.15000000 EUR 1466702.00000000 RON 2021-10-06 222.67000000 N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 MEX BONOS DESARR FIX RT 8.000000% 11/07/2047 N/A 61317400.00000000 PA 3004939.11000000 0.194997454021 Long DBT NUSS MX N 2 2047-11-07 Fixed 8.00000000 N N N N N N MC Brazil Downstream Trading S.a r.l. 213800T2A7R9TYNXZI63 MC BRAZIL DOWNSTREAM TRADING SARL 144A 7.250000% 06/30/2031 55292WAA8 3213000.00000000 PA USD 3230671.50000000 0.209645751284 Long DBT NUSS BR N 2 2031-06-30 Fixed 7.25000000 N N N N N N Romania 315700IASY927EDWBK92 ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 4.125000% 03/11/2039 N/A 613000.00000000 PA 792136.52000000 0.051403572246 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 1864580.82000000 0.120996965132 Long DBT NUSS LK N 2 2030-03-28 Fixed 7.55000000 N N N N N N Republique du Cameroun 54930021BO6NHYGBBV24 REPUBLIC OF CAMEROON 5.950000% 07/07/2032 N/A 543000.00000000 PA 615213.30000000 0.039922614997 Long DBT NUSS CM N 2 2032-07-07 Fixed 5.95000000 N N N N N N Kerajaan Malaysia 254900GSIL471JOBYY43 MALAYSIA GOVERNMENT 3.733000% 06/15/2028 N/A 19541000.00000000 PA 4786693.16000000 0.310619598339 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 108177.85000000 PA USD 111424.27000000 0.007230578780 Long DBT CORP BR N 2 2023-07-24 Fixed 5.47700000 N N N N N N ROYAUME DU MAROC 529900F3MBW9XY5K1X07 KINGDOM OF MOROCCO 3.000000% 12/15/2032 N/A 2235000.00000000 PA USD 2123339.40000000 0.137788408306 Long DBT NUSS MA N 2 2032-12-15 Fixed 3.00000000 N N N N N N United States of America N/A US 2YR NOTE (CBT) DEC21 FINANCIAL COMMODITY FUTURE. N/A 14.00000000 NC USD 3080765.63000000 0.199918012411 N/A DIR US N 1 GOLDMAN, SACHS & CO. N/A Long U.S. Treasury Futures US 2-YEAR NOTE (Globex) Dec 2021 2022-01-03 3082518.74000000 USD -1753.11000000 N N N TURKISH LIRA N/A FX Forward Contract: TRY/USD SETTLE 2021-10-20 N/A 1.00000000 NC -53288.23000000 -0.00345799658 N/A DFE TR N 2 BARCLAYS CAPITAL INC. N/A 1399986.30000000 USD 12061050.00000000 TRY 2021-10-20 -53288.23000000 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 2977828.92000000 0.193238211044 Long DBT NUSS RU N 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 410785.06000000 0.026656793338 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 1290000.00000000 PA USD 1261516.80000000 0.081862745034 Long DBT NUSS PA N 2 2060-07-23 Fixed 3.87000000 N N N N N N Turkiye Cumhuriyeti 5493000PCHOG3B6S3Q85 REPUBLIC OF TURKEY 5.750000% 03/22/2024 900123CF5 200000.00000000 PA USD 204425.60000000 0.013265650343 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 31262.91000000 0.002028722590 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 1105000.00000000 PA 1082304.50000000 0.070233244086 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 -355697.66000000 -0.02308204444 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2025-06-23 0.00000000 CLP 0.00000000 CLP -2335690714.00000000 CLP -355697.66000000 N N N POLISH ZLOTY N/A FX Forward Contract: PLN/EUR SETTLE 2021-12-15 N/A 1.00000000 NC -122376.54000000 -0.00794129693 N/A DFE PA N 2 JP MORGAN N/A 6136223.31000000 EUR 27794453.00000000 PLN 2021-12-15 -122376.54000000 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 324316.16000000 0.021045626278 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 218192.00000000 0.014158983902 Long DBT NUSS PA N 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 -22167.95000000 -0.00143852958 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2021-12-14 0.00000000 RUB 0.00000000 RUB -535000000.00000000 RUB -22167.95000000 N N N Republica del Peru 254900STKLK2DBJJZ530 BONOS DE TESORERIA 6.350000% 08/12/2028 N/A 1513000.00000000 PA 377989.57000000 0.024528618084 Long DBT NUSS PE N 2 2028-08-12 Fixed 6.35000000 N N N N N N POLISH ZLOTY N/A FX Forward Contract: PLN/USD SETTLE 2021-11-15 N/A 1.00000000 NC 436.83000000 0.000028346909 N/A DFE PA N 2 JP MORGAN N/A 87711.74000000 USD 350000.00000000 PLN 2021-11-15 436.83000000 N N N TURKISH LIRA N/A FX Forward Contract: TRY/USD SETTLE 2021-11-17 N/A 1.00000000 NC -56437.20000000 -0.00366234053 N/A DFE TR N 2 BARCLAYS CAPITAL INC. N/A 1383925.60000000 USD 12061050.00000000 TRY 2021-11-17 -56437.20000000 N N N CHINALCO CAPITAL HOLDINGS LIMITED 5493003PX4GYVUD3CQ19 CHINALCO CAPITAL HOLDINGS LTD 4.250000% 04/21/2022 N/A 740000.00000000 PA USD 751100.00000000 0.048740617481 Long DBT NUSS CN N 2 2022-04-21 Fixed 4.25000000 N N N N N N PETROLEOS DEL PERU - PETROPERU S.A. 549300ZMGDLC9JT2OR80 PETROLEOS DEL PERU SA 4.750000% 06/19/2032 P7808BAA5 754000.00000000 PA USD 776620.00000000 0.050396669349 Long DBT NUSS PE N 2 2032-06-19 Fixed 4.75000000 N N N N N N PHILLIPINE PESO N/A FX Forward Contract: PHP/USD SETTLE 2021-12-20 N/A 1.00000000 NC -11298.40000000 -0.00073317932 N/A DFE PH N 2 STANDARD BANK N/A 490858.45000000 USD 24673000.00000000 PHP 2021-12-20 -11298.40000000 N N N Kingdom of Thailand 254900PHJ6MSKT6C7026 THAILAND GOVERNMENT BOND 5.670000% 03/13/2028 N/A 3000000.00000000 PA 112305.35000000 0.007287754101 Long DBT NUSS TH N 2 2028-03-13 Fixed 5.67000000 N N N N N N SUNAC CHINA HOLDINGS LIMITED 549300OLARYHDXP3WK18 SUNAC CHINA HOLDINGS LTD 7.000000% 07/09/2025 N/A 214000.00000000 PA USD 172035.39000000 0.011163774646 Long DBT NUSS CN N 2 2025-07-09 Fixed 7.00000000 N N N N N N Rzeczpospolita Polska 259400R9L8QEP0TPXS31 POLAND GOVERNMENT BOND 2.500000% 07/25/2026 N/A 11319000.00000000 PA 2995598.11000000 0.194391294911 Long DBT NUSS PL N 2 2026-07-25 Fixed 2.50000000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 REPUBLIC OF COLOMBIA 5.200000% 05/15/2049 195325DQ5 1060000.00000000 PA USD 1055908.40000000 0.068520340061 Long DBT NUSS CO N 2 2049-05-15 Fixed 5.20000000 N N N N N N HUNGARIAN FORINT N/A FX Forward Contract: HUF/EUR SETTLE 2021-12-15 N/A 1.00000000 NC -15016.94000000 -0.00097448399 N/A DFE HU N 2 MERRILL LYNCH N/A 1035540.74000000 EUR 368671609.00000000 HUF 2021-12-15 -15016.94000000 N N N Kingdom of Saudi Arabia 635400FMICXSM3SI3H65 SAUDI INTERNATIONAL BOND 5.250000% 01/16/2050 N/A 680000.00000000 PA USD 879471.20000000 0.057070921775 Long DBT NUSS SA N 2 2050-01-16 Fixed 5.25000000 N N N N N N Kingdom of Bahrain 549300RODM1WN85LFQ95 KINGDOM OF BAHRAIN 6.750000% 09/20/2029 N/A 200000.00000000 PA USD 214508.00000000 0.013919920616 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 1014000.00000000 PA USD 924007.50000000 0.059960985364 Long DBT NUSS GH N 2 2051-03-26 Fixed 8.95000000 N N N N N N RUSSIA, FEDERATION OF (GOVERNMENT) 5493004EHVGF71PDBU58 RUSSIA GOVT BOND - OFZ 6.900000% 07/23/2031 N/A 463627000.00000000 PA 6192352.16000000 0.401836064360 Long DBT NUSS RU N 2 2031-07-23 Fixed 6.90000000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/BRL SETTLE 2021-11-03 N/A 1.00000000 NC USD 50611.15000000 0.003284274667 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 5218500.00000000 BRL 1004005.63000000 USD 2021-11-03 50611.15000000 N N N BRK: GOLDMAN SACHS N/A BRK: GOLDMAN SACHS PAY: 28-DAY MXN - TIIE N/A 47200221.00000000 NC -73445.53000000 -0.00476605043 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2026-03-05 0.00000000 MXN 0.00000000 MXN -47200221.00000000 MXN -73445.53000000 N N N SIERRACOL ENERGY ANDINA, LLC N/A SIERRACOL ENERGY ANDINA LLC 144A 6.000000% 06/15/2028 82653LAA9 672000.00000000 PA USD 657014.40000000 0.042635185128 Long DBT CORP CO N 2 2028-06-15 Fixed 6.00000000 N N N N N N Republica del Peru 254900STKLK2DBJJZ530 REPUBLIC OF PERU 2.783000% 01/23/2031 715638DF6 2887000.00000000 PA USD 2856975.20000000 0.185395733427 Long DBT NUSS PE N 2 2031-01-23 Fixed 2.78300000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 MEX BONOS DESARR FIX RT 7.750000% 11/13/2042 N/A 76026800.00000000 PA 3657923.58000000 0.237371127665 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 9426000.00000000 PA 2553950.52000000 0.165731760567 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 4898000.00000000 PA 1295824.09000000 0.084089024489 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 2837000.00000000 PA USD 3644466.94000000 0.236497895149 Long DBT NUSS QA N 2 2049-03-14 Fixed 4.81700000 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 207000.00000000 PA USD 230028.75000000 0.014927098007 Long DBT NUSS AE N 2 2029-11-02 Fixed 3.65000000 N N N N N N Republica del Ecuador 5299003Y2U5XK0A35H71 ECUADOR GOVERNMENT INTERNATIONAL BOND 144A ZERO COUPON 07/31/2030 N/A 1612758.00000000 PA USD 860825.71000000 0.055860972772 Long DBT NUSS EC N 2 2030-07-31 Fixed 0.00000000 N N N N N N BRK: JPMORGAN CHASE N/A BRK: JPMORGAN CHASE REC: 2.7% FIXED N/A 459110520.00000000 NC -73211.23000000 -0.00475084616 N/A DIR XX N 2 BRK: JPMORGAN CHASE N/A Y 2031-08-06 0.00000000 HUF 0.00000000 HUF -459110520.00000000 HUF -73211.23000000 N N N U.S. DOLLARS N/A FX Forward Contract: USD/MXN SETTLE 2021-12-15 N/A 1.00000000 NC USD 21274.17000000 0.001380530132 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 24441870.00000000 MXN 1198284.25000000 USD 2021-12-15 21274.17000000 N N N BRK: GOLDMAN SACHS N/A BRK: GOLDMAN SACHS PAY: 28-DAY MXN - TIIE N/A 8000000.00000000 NC 10866.45000000 0.000705149091 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2026-12-03 0.00000000 MXN 0.00000000 MXN -8000000.00000000 MXN 10866.45000000 N N N United States of America N/A US 10YR NOTE (CBT)DEC21 FINANCIAL COMMODITY FUTURE. N/A 22.00000000 NC USD 2895406.25000000 0.187889613213 N/A DIR US N 1 GOLDMAN, SACHS & CO. N/A Long U.S. Treasury Futures US 10 Year Treasury Note Future (consolidated) Dec 2021 2021-12-24 2924020.70000000 USD -28614.45000000 N N N Magyarorszag 5299003F3UFKGCCMAP43 HUNGARY 1.500000% 11/17/2050 N/A 255000.00000000 PA 274881.94000000 0.017837725323 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 29710000.00000000 PA 1254177.21000000 0.081386462051 Long DBT NUSS CZ N 2 2031-03-13 Fixed 1.20000000 N N N N N N The Commonwealth of The Bahamas 549300W13SXC7EKNJC20 BAHAMAS GOVERNMENT INTERNATIONAL BOND 144A 8.950000% 10/15/2032 056732AL4 510000.00000000 PA USD 479400.00000000 0.031109375609 Long DBT NUSS BS N 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 100213000.00000000 PA 1364485.67000000 0.088544633338 Long DBT NUSS RU N 2 2034-05-10 Fixed 7.25000000 N N N N N N Bundesrepublik Deutschland N/A EURO-BUXL 30Y BND DEC21 FINANCIAL COMMODITY FUTURE. N/A -37.00000000 NC -8719452.97000000 -0.56582548510 N/A DIR DE N 1 GOLDMAN, SACHS & CO. N/A Short Germany Govt. Bond Futures EURO BUXL 30Y BND Dec 2021 2021-12-11 -9207449.60000000 EUR 487996.63000000 N N N BRK: GOLDMAN SACHS & CO N/A BRK: GOLDMAN SACHS & CO REC: 6.22% FIXED N/A 117315378.00000000 NC -77069.14000000 -0.00500119487 N/A DIR XX N 2 BRK: GOLDMAN SACHS & CO N/A Y 2024-09-04 0.00000000 MXN 0.00000000 MXN -117315378.00000000 MXN -77069.14000000 N N N BRK: GOLDMAN SACHS N/A BRK: GOLDMAN SACHS PAY: 1.055% FIXED N/A 10457608.00000000 NC 96541.29000000 0.006264787760 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2026-07-22 0.00000000 PLN 0.00000000 PLN -10457608.00000000 PLN 96541.29000000 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 1055147.52000000 0.068470964796 Long DBT NUSS TR N 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 4531309.00000000 NC -34265.49000000 -0.00222356695 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2030-02-26 0.00000000 PLN 0.00000000 PLN -4531309.00000000 PLN -34265.49000000 N N N U.S. DOLLARS N/A FX Forward Contract: USD/IDR SETTLE 2021-11-15 N/A 1.00000000 NC USD -19065.75000000 -0.00123722064 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 20311978969.00000000 IDR 1395724.52000000 USD 2021-11-15 -19065.75000000 N N N Republica Argentina 549300KPBYGYF7HCHO27 REPUBLIC OF ARGENTINA 1.000000% 07/09/2029 040114HX1 7383372.00000000 PA USD 2805755.19000000 0.182071948425 Long DBT NUSS AR N 2 2029-07-09 Fixed 1.00000000 N N N N N N Republica Federativa do Brasil 254900ZFY40OYEADAP90 LETRA TESOURO NACIONAL ZERO COUPON 07/01/2023 N/A 14000000.00000000 PA 2190103.69000000 0.142120897615 Long DBT NUSS BR N 2 2023-07-01 None 0.00000000 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 234415.35000000 0.015211754634 Long DBT NUSS AR N 2 2025-02-01 Fixed 6.87500000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/IDR SETTLE 2021-11-03 N/A 1.00000000 NC USD 73.89000000 0.000004794893 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 1032278582.00000000 IDR 72071.39000000 USD 2021-11-03 73.89000000 N N N PT Indonesia Asahan Aluminium (Persero) 2549008P48EB9SN2OI80 INDONESIA ASAHAN ALUMINIUM PERSERO PT 144A 5.800000% 05/15/2050 74445PAG7 1165000.00000000 PA USD 1361593.75000000 0.088356969956 Long DBT NUSS ID N 2 2050-05-15 Fixed 5.80000000 N N N N N Sinopec Group Overseas Development (2018) Limited 549300C6OZZ8LTVR8209 SINOPEC GROUP OVERSEAS DEVELOPMENT 2018 LTD 2.700000% 05/13/2030 G82016AP4 548000.00000000 PA USD 560325.57000000 0.036360823156 Long DBT NUSS CN N 2 2030-05-13 Fixed 2.70000000 N N N N N N SOUTH AFRICAN RAND N/A FX Forward Contract: ZAR/USD SETTLE 2021-10-01 N/A 1.00000000 NC -31025.58000000 -0.00201332169 N/A DFE ZA N 2 MORGAN STANLEY & CO, INC N/A 1245410.36000000 USD 18270419.00000000 ZAR 2021-10-01 -31025.58000000 N N N U.S. DOLLARS N/A FX Forward Contract: USD/EUR SETTLE 2022-01-28 N/A 1.00000000 NC USD 2120.88000000 0.000137628812 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 234691.18000000 EUR 274800.14000000 USD 2022-01-28 2120.88000000 N N N Kingdom of Thailand 254900PHJ6MSKT6C7026 THAILAND GOVERNMENT BOND 3.650000% 06/20/2031 N/A 78000000.00000000 PA 2668128.26000000 0.173141018389 Long DBT NUSS TH N 2 2031-06-20 Fixed 3.65000000 N N N N N N Republic of Uganda 549300NF1DEFHG8XLQ11 UGANDA GOVERNMENT BOND 16.250000% 11/08/2035 V3843WFY1 1123900000.00000000 PA 360180.39000000 0.023372939173 Long DBT NUSS UG N 2 2035-11-08 Fixed 16.25000000 N N N N N N TURKISH LIRA N/A FX Forward Contract: TRY/USD SETTLE 2021-12-15 N/A 1.00000000 NC -16292.28000000 -0.00105724375 N/A DFE TR N 2 BARCLAYS CAPITAL INC. N/A 720778.83000000 USD 6494289.37000000 TRY 2021-12-15 -16292.28000000 N N N Republica del Peru 254900STKLK2DBJJZ530 PERUVIAN GOVERNMENT INTERNATIONAL BOND 144A 5.700000% 08/12/2024 715638BT8 4932000.00000000 PA 1235268.84000000 0.080159454156 Long DBT NUSS PE N 2 2024-08-12 Fixed 5.70000000 N N N N N N People's Republic of China 300300CHN201808MOF68 CHINA GOVT INTL BOND 3.250000% 10/19/2023 N/A 1192000.00000000 PA USD 1261839.33000000 0.081883674752 Long DBT NUSS CN N 2 2023-10-19 Fixed 3.25000000 N N N N N N PERUVIAN INTI N/A FX Forward Contract: PEN/USD SETTLE 2021-10-13 N/A 1.00000000 NC -316.70000000 -0.00002055139 N/A DFE PE N 2 CITIGROUP GLOBAL MARKETS N/A 56215.96000000 USD 230924.50000000 PEN 2021-10-13 -316.70000000 N N N Republica del Peru 254900STKLK2DBJJZ530 BONOS DE TESORERIA 5.940000% 02/12/2029 N/A 1918000.00000000 PA 466041.32000000 0.030242499945 Long DBT NUSS PE N 2 2029-02-12 Fixed 5.94000000 N N N N N N MEXICAN PESO N/A FX Forward Contract: MXN/USD SETTLE 2021-12-15 N/A 1.00000000 NC -33342.61000000 -0.00216367913 N/A DFE MX N 2 CITIGROUP GLOBAL MARKETS N/A 1280437.17000000 USD 25897249.00000000 MXN 2021-12-15 -33342.61000000 N N N Nexa Resources S.A. 549300QRMRHM7GAU7L47 NEXA RESOURCES SA 144A 5.375000% 05/04/2027 91832CAA4 2591000.00000000 PA USD 2720575.91000000 0.176544467792 Long DBT NUSS BR N 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 107422000.00000000 PA 1475634.31000000 0.095757325850 Long DBT NUSS RU N 2 2024-10-16 Fixed 7.10000000 N N N N N N UKRANIAN HRYVNIA N/A FX Forward Contract: UAH/USD SETTLE 2022-02-16 N/A 1.00000000 NC 1932.87000000 0.000125428408 N/A DFE UA N 2 CITIGROUP GLOBAL MARKETS N/A 172965.11000000 USD 4808430.18000000 UAH 2022-02-16 1932.87000000 N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 REPUBLIC OF INDONESIA 3.050000% 03/12/2051 455780CW4 2378000.00000000 PA USD 2246448.80000000 0.145777262218 Long DBT NUSS ID N 2 2051-03-12 Fixed 3.05000000 N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/COP SETTLE 2021-12-15 N/A 1.00000000 NC USD -61991.88000000 -0.00402279657 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 34097343785.00000000 COP 8844507.10000000 USD 2021-12-15 -61991.88000000 N N N Republic of the Philippines 529900RAHBALMYIJ3T08 REPUBLIC OF PHILIPPINES 2.650000% 12/10/2045 718286CL9 1071000.00000000 PA USD 977548.12000000 0.063435360120 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 1380441.19000000 0.089580023961 Long DBT NUSS EG N 2 2023-07-07 Fixed 14.19600000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/PLN SETTLE 2021-11-15 N/A 1.00000000 NC USD 10975.43000000 0.000712221056 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 2048200.00000000 PLN 526820.87000000 USD 2021-11-15 10975.43000000 N N N INDONESIA RUPIAH N/A FX Forward Contract: IDR/USD SETTLE 2021-12-15 N/A 1.00000000 NC -3443.78000000 -0.00022347485 N/A DFE ID N 2 CITIGROUP GLOBAL MARKETS N/A 1067199.35000000 USD 15323915495.00000000 IDR 2021-12-15 -3443.78000000 N N N Republica de El Salvador 529900AKDMUSFSDOM949 REPUBLIC OF EL SALVADOR 5.875000% 01/30/2025 P01012AS5 1606000.00000000 PA USD 1224591.06000000 0.079466548298 Long DBT NUSS SV N 2 2025-01-30 Fixed 5.87500000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/CNY SETTLE 2021-10-18 N/A 1.00000000 NC USD 2254.95000000 0.000146328924 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 16525785.00000000 CNY 2558624.55000000 USD 2021-10-18 2254.95000000 N N N U.S. DOLLARS N/A FX Forward Contract: USD/ZAR SETTLE 2021-10-18 N/A 1.00000000 NC USD 798.33000000 0.000051805481 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 1336400.00000000 ZAR 89465.45000000 USD 2021-10-18 798.33000000 N N N EURO N/A FX Forward Contract: EUR/RON SETTLE 2021-10-06 N/A 1.00000000 NC 260.37000000 0.000016896011 N/A DFE XX N 2 J P MORGAN CHASE BANK N/A 21655886.00000000 RON 4375074.95000000 EUR 2021-10-06 260.37000000 N N N Kerajaan Malaysia 254900GSIL471JOBYY43 MALAYSIA GOVERNMENT 3.906000% 07/15/2026 N/A 16854000.00000000 PA 4209576.74000000 0.273169178063 Long DBT NUSS MY N 2 2026-07-15 Fixed 3.90600000 N N N N N N Republika Hrvatska 74780000O00QGQ7CER13 CROATIA 1.125000% 03/04/2033 N/A 452000.00000000 PA 521016.63000000 0.033809975055 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 427000.00000000 PA USD 404326.30000000 0.026237669452 Long DBT NUSS MX N 2 2050-01-23 Fixed 7.69000000 N N N N N N CHINESE YUAN RENMINBI N/A FX Forward Contract: CNY/USD SETTLE 2021-12-06 N/A 1.00000000 NC 26884.98000000 0.001744628579 N/A DFE CN N 2 MORGAN STANLEY & CO, INC N/A 6938943.49000000 USD 45186400.00000000 CNY 2021-12-06 26884.98000000 N N N THE DEMOCRATIC SOCIALIST REPUBLIC OF SRI LANKA 254900HXCCIOHM74FA02 SRI LANKA GOVERNMENT INTERNATIONAL BOND 144A 6.350000% 06/28/2024 85227SBA3 864000.00000000 PA USD 547931.52000000 0.035556544564 Long DBT NUSS LK N 2 2024-06-28 Fixed 6.35000000 N N N N N N THE BIDVEST GROUP (UK) PLC 984500A80C777F496830 BIDVEST GROUP UK PLC/THE 144A 3.625000% 09/23/2026 88332EAA1 344000.00000000 PA USD 343759.20000000 0.022307330146 Long DBT NUSS ZA N 2 2026-09-23 Fixed 3.62500000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 UNITED MEXICAN STATES 2.659000% 05/24/2031 91087BAM2 1940000.00000000 PA USD 1871576.20000000 0.121450911532 Long DBT NUSS MX N 2 2031-05-24 Fixed 2.65900000 N N N N N N THAILAND BAHT N/A FX Forward Contract: THB/USD SETTLE 2021-12-20 N/A 1.00000000 NC -40886.32000000 -0.00265320793 N/A DFE TH N 2 DEUTSCHE BANK SECURITIES, INC. N/A 1545983.19000000 USD 50938600.00000000 THB 2021-12-20 -40886.32000000 N N N Sultanate of Oman 549300SZ20F0QTKNQC75 OMAN GOVERNMENT INTERNATIONAL BOND 144A 7.375000% 10/28/2032 68205LAE3 701000.00000000 PA USD 797802.49000000 0.051771250154 Long DBT NUSS OM N 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 215695.73000000 0.013996995164 Long DBT NUSS OM N 2 2031-02-03 Fixed 5.80000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 PETROLEOS MEXICANOS 144A 5.950000% 01/28/2031 71654QCZ3 540000.00000000 PA USD 523476.00000000 0.033969569267 Long DBT NUSS MX N 2 2031-01-28 Fixed 5.95000000 N N N 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 548430.00000000 0.035588892085 Long DBT NUSS TR N 2 2026-03-14 Fixed 6.95000000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/BRL SETTLE 2021-11-03 N/A 1.00000000 NC USD 5915.97000000 0.000383900986 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 1908958.00000000 BRL 354673.28000000 USD 2021-11-03 5915.97000000 N N N U.S. DOLLARS N/A FX Forward Contract: USD/BRL SETTLE 2021-11-03 N/A 1.00000000 NC USD 12368.56000000 0.000802624486 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 1308844.00000000 BRL 251487.97000000 USD 2021-11-03 12368.56000000 N N N KOREAN WON N/A FX Forward Contract: KRW/USD SETTLE 2021-11-22 N/A 1.00000000 NC -55479.89000000 -0.00360021847 N/A DFE KR N 2 CITIGROUP GLOBAL MARKETS N/A 10436541.71000000 USD 12291637000.00000000 KRW 2021-11-22 -55479.89000000 N N N Republic of Armenia 5299000H77JSW90G7935 REPUBLIC OF ARMENIA INTERNATIONAL BOND 144A 3.600000% 02/02/2031 042207AD2 449000.00000000 PA USD 423182.50000000 0.027461291915 Long DBT NUSS AM N 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 1887.81000000 0.000122504360 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2021-12-12 0.00000000 CLP 0.00000000 CLP -2569904926.00000000 CLP 1887.81000000 N N N EURO N/A FX Forward Contract: EUR/RON SETTLE 2022-06-30 N/A 1.00000000 NC -185.32000000 -0.00001202584 N/A DFE XX N 2 J P MORGAN CHASE BANK N/A 708300.13000000 RON 139714.85000000 EUR 2022-06-30 -185.32000000 N N N U.S. DOLLARS N/A FX Forward Contract: USD/PEN SETTLE 2021-12-15 N/A 1.00000000 NC USD 101.60000000 0.000006593059 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 219516.97000000 PEN 53261.43000000 USD 2021-12-15 101.60000000 N N N TULLOW OIL PLC 2138003EYHWO75RKS857 TULLOW OIL PLC 144A 7.000000% 03/01/2025 899415AE3 783000.00000000 PA USD 679252.50000000 0.044078266909 Long DBT NUSS GH N 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 6892000.00000000 PA USD 6484131.44000000 0.420770297186 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 1871000.00000000 PA USD 1910938.37000000 0.124005213850 Long DBT NUSS PL N 2 2022-03-23 Fixed 5.00000000 N N N N N N INDONESIA RUPIAH N/A FX Forward Contract: IDR/USD SETTLE 2021-12-15 N/A 1.00000000 NC -2642.25000000 -0.00017146171 N/A DFE ID N 2 CITIGROUP GLOBAL MARKETS N/A 497647.53000000 USD 7130791483.00000000 IDR 2021-12-15 -2642.25000000 N N N OOREDOO INTERNATIONAL FINANCE LIMITED 549300BHXCDJ03WU7N77 OOREDOO INTERNATIONAL FINANCE LTD MTN 2.625000% 04/08/2031 74735KAA0 363000.00000000 PA USD 369621.12000000 0.023985569994 Long DBT NUSS QA N 2 2031-04-08 Fixed 2.62500000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 REPUBLIC OF SOUTH AFRICA 9.000000% 01/31/2040 N/A 62828901.00000000 PA 3568292.87000000 0.231554783435 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 1789716.48000000 0.116138844830 Long DBT NUSS MX N 2 2051-04-27 Fixed 5.00000000 N N N N N Republica de Angola 549300QHR2R3J8JSGK83 ANGOLAN GOVERNMENT INTERNATIONAL BOND MTN 8.000000% 11/26/2029 N/A 2097000.00000000 PA USD 2145482.64000000 0.139225334402 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 236039.28000000 0.015317135211 Long DBT NUSS JO N 2 2047-10-10 Fixed 7.37500000 N N N N N N N/A N/A SEI LIQUIDITY FUND N/A 50688951.02400000 NS USD 50698507.76000000 3.289943514331 Long EC US N 2 N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 INDONESIA GOVERNMENT INTERNATIONAL BOND MTN 3.750000% 06/14/2028 N/A 307000.00000000 PA 419713.14000000 0.027236157114 Long DBT NUSS ID N 2 2028-06-14 Fixed 3.75000000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 REPUBLIC OF INDONESIA 2.150000% 07/28/2031 455780CY0 660000.00000000 PA USD 644240.30000000 0.041806244213 Long DBT NUSS ID N 2 2031-07-28 Fixed 2.15000000 N N N N N N HAZINE MUSTESARLIGI VARLIK KIRALAMA ANONIM SIRKETI 6354003QFJP7RDXEOZ20 HAZINE MUSTESARLIGI VARLIK KIRALAMA AS 144A 5.125000% 06/22/2026 421790AG1 855000.00000000 PA USD 844620.30000000 0.054809366208 Long DBT NUSS TR N 2 2026-06-22 Fixed 5.12500000 N N N N N N Romania 315700IASY927EDWBK92 ROMANIA GOVERNMENT BOND 4.000000% 10/25/2023 N/A 3430000.00000000 PA 818220.80000000 0.053096241550 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 1386000.00000000 PA USD 1545403.86000000 0.100284833437 Long DBT NUSS DO N 2 2045-01-27 Fixed 6.85000000 N N N N N N CZECH REPUBLIC KORUNA N/A FX Forward Contract: CZK/USD SETTLE 2021-12-15 N/A 1.00000000 NC -163544.93000000 -0.01061280904 N/A DFE CZ N 2 GOLDMAN, SACHS & CO. N/A 9731971.68000000 USD 209626670.00000000 CZK 2021-12-15 -163544.93000000 N N N ROMANIAN LEU N/A FX Forward Contract: RON/USD SETTLE 2021-11-15 N/A 1.00000000 NC -128.34000000 -0.00000832827 N/A DFE RO N 2 GOLDMAN, SACHS & CO. N/A 46396.76000000 USD 198000.00000000 RON 2021-11-15 -128.34000000 N N N State of Qatar 52990074F6OJOAXK4P65 QATAR GOVERNMENT INTERNATIONAL BOND 144A 4.400000% 04/16/2050 74727PBE0 2071000.00000000 PA USD 2524010.54000000 0.163788885966 Long DBT NUSS QA N 2 2050-04-16 Fixed 4.40000000 N N N N N N State of Qatar 52990074F6OJOAXK4P65 STATE OF QATAR 4.000000% 03/14/2029 N/A 267000.00000000 PA USD 303378.75000000 0.019686949282 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 207238.76000000 0.013448202807 Long DBT NUSS CN N 2 2170-04-21 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 1483977.55000000 0.096298738005 Long DBT NUSS PE N 2 2028-08-12 Fixed 6.35000000 N N N N N N Sociedad Quimica y Minera de Chile S.A. TJ88LXZZW5PWIN93ZC81 SOCIEDAD QUIMICA Y MINERA DE CHILE SA 144A 3.500000% 09/10/2051 833636AL7 1495000.00000000 PA USD 1441180.00000000 0.093521505927 Long DBT NUSS CL N 2 2051-09-10 Fixed 3.50000000 N N N N N N Kingdom of Saudi Arabia 635400FMICXSM3SI3H65 SAUDI GOVERNMENT INTERNATIONAL BOND MTN 3.250000% 10/22/2030 N/A 1567000.00000000 PA USD 1677197.71000000 0.108837241411 Long DBT NUSS SA N 2 2030-10-22 Fixed 3.25000000 N N N 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 677490.95000000 0.043963955852 Long DBT NUSS XX N 2 2022-12-13 Fixed 6.45000000 N N N 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 2928675.68000000 0.190048543531 Long DBT NUSS AZ N 2 2030-03-18 Fixed 6.95000000 N N N N N N ENN Clean Energy International Investment Limited 3003009YZ3S5V395NR77 ENN CLEAN ENERGY INTERNATIONAL INVESTMENT LTD 144A 3.375000% 05/12/2026 268733AA0 647000.00000000 PA USD 651912.14000000 0.042304087667 Long DBT NUSS CN N 2 2026-05-12 Fixed 3.37500000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/RON SETTLE 2021-12-15 N/A 1.00000000 NC USD 15013.35000000 0.000974251031 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 3116286.00000000 RON 741969.32000000 USD 2021-12-15 15013.35000000 N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 INDONESIA GOVERNMENT 7.125000% 06/15/2042 N/A 1189000000.00000000 PA 84569.57000000 0.005487915140 Long DBT NUSS ID N 2 2042-06-15 Fixed 7.12500000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 EGYPT GOVERNMENT INTERNATIONAL BOND MTN 5.625000% 04/16/2030 N/A 732000.00000000 PA 809971.98000000 0.052560956527 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 594384.37000000 0.038570977519 Long DBT NUSS EG N 2 2031-01-12 Fixed 14.38200000 N N N N N N Romania 315700IASY927EDWBK92 ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 2.124000% 07/16/2031 N/A 158000.00000000 PA 182674.62000000 0.011854178906 Long DBT NUSS RO N 2 2031-07-16 Fixed 2.12400000 N N N N N N PERUVIAN INTI N/A FX Forward Contract: PEN/USD SETTLE 2021-12-15 N/A 1.00000000 NC -22112.14000000 -0.00143490794 N/A DFE PE N 2 CITIGROUP GLOBAL MARKETS N/A 6826073.88000000 USD 28096120.11000000 PEN 2021-12-15 -22112.14000000 N N N CNAC (HK) FINBRIDGE COMPANY LIMITED 549300US1UQ7R7WABI28 CNAC HK FINBRIDGE CO LTD 4.125000% 07/19/2027 N/A 713000.00000000 PA USD 777183.95000000 0.050433265370 Long DBT NUSS CN N 2 2027-07-19 Fixed 4.12500000 N N N N N N Emirate of Abu Dhabi 213800FER4348CINTA77 ABU DHABI GOVERNMENT INTERNATIONAL BOND MTN 1.875000% 09/15/2031 29135LAQ3 941000.00000000 PA USD 917661.32000000 0.059549167055 Long DBT NUSS AE N 2 2031-09-15 Fixed 1.87500000 N N N N N N BRK: GOLDMAN SACHS N/A BRK: GOLDMAN SACHS PAY: 1.1% N/A 95000000.00000000 NC 14651.06000000 0.000950741194 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2026-03-10 0.00000000 THB 0.00000000 THB -95000000.00000000 THB 14651.06000000 N N N Kerajaan Malaysia 254900GSIL471JOBYY43 MALAYSIA GOVERNMENT 4.232000% 06/30/2031 N/A 1200000.00000000 PA 304055.60000000 0.019730871645 Long DBT NUSS MY N 2 2031-06-30 Fixed 4.23200000 N N N N N N SOUTH AFRICAN RAND N/A FX Forward Contract: ZAR/USD SETTLE 2021-10-01 N/A 1.00000000 NC -21645.77000000 -0.00140464411 N/A DFE ZA N 2 MORGAN STANLEY & CO, INC N/A 1327499.94000000 USD 19646576.00000000 ZAR 2021-10-01 -21645.77000000 N N N MEITUAN 21380033K525E5JLIA77 MEITUAN 3.050000% 10/28/2030 G59669AC8 204000.00000000 PA USD 189172.25000000 0.012275825156 Long DBT NUSS CN N 2 2030-10-28 Fixed 3.05000000 N N N N N N COLOMBIA PESO N/A FX Forward Contract: COP/USD SETTLE 2021-10-25 N/A 1.00000000 NC 651.97000000 0.000042307842 N/A DFE CO N 2 JP MORGAN N/A 110357.72000000 USD 423575000.00000000 COP 2021-10-25 651.97000000 N N N INDONESIA RUPIAH N/A FX Forward Contract: IDR/USD SETTLE 2021-12-15 N/A 1.00000000 NC -1630.66000000 -0.00010581730 N/A DFE ID N 2 CITIGROUP GLOBAL MARKETS N/A 1146679.05000000 USD 16494978156.00000000 IDR 2021-12-15 -1630.66000000 N N N State of Qatar 52990074F6OJOAXK4P65 QATAR GOVERNMENT INTERNATIONAL BOND 144A 4.817000% 03/14/2049 74727PBB6 1036000.00000000 PA USD 1330866.32000000 0.086362995902 Long DBT NUSS QA N 2 2049-03-14 Fixed 4.81700000 N N N N N N NEW RUSSIAN ROUBLE N/A FX Forward Contract: RUB/USD SETTLE 2021-12-20 N/A 1.00000000 NC -180.54000000 -0.00001171565 N/A DFE RU N 2 BARCLAYS CAPITAL INC. N/A 187948.00000000 USD 13871530.27000000 RUB 2021-12-20 -180.54000000 N N N U.S. DOLLARS N/A FX Forward Contract: USD/ZAR SETTLE 2021-10-01 N/A 1.00000000 NC USD -824.92000000 -0.00005353096 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 7541525.00000000 ZAR 500439.62000000 USD 2021-10-01 -824.92000000 N N N People's Republic of China 300300CHN201808MOF68 CHINA GOVERNMENT BOND 3.130000% 11/21/2029 N/A 6500000.00000000 PA 1019034.09000000 0.066127480736 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 1000000.00000000 PA USD 1023220.06000000 0.066399118018 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 8360000.00000000 PA 1995459.16000000 0.129489963543 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 38770000.00000000 PA 448299.74000000 0.029091207754 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 13645000.00000000 PA 3207457.11000000 0.208139315786 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 93953.28000000 0.006096845801 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 234949.42000000 0.015246411673 Long DBT NUSS IM N 2 2030-10-01 Fixed 3.75000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 EGYPT TREASURY BILL ZERO COUPON 10/05/2021 BN2902755 95375000.00000000 PA 6061169.71000000 0.393323331548 Long DBT NUSS EG N 2 2021-10-05 Fixed 0.00000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 MEX BONOS DESARR FIX RT 6.500000% 06/09/2022 EJ0234298 8698000.00000000 PA 425765.71000000 0.027628922390 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 -78508.04000000 -0.00509456842 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 -78508.04000000 N N N EURO N/A FX Forward Contract: EUR/USD SETTLE 2021-10-04 N/A 1.00000000 NC -12523.47000000 -0.00081267695 N/A DFE XX N 2 J P MORGAN CHASE BANK N/A 621769.57000000 USD 525688.00000000 EUR 2021-10-04 -12523.47000000 N N N U.S. DOLLARS N/A FX Forward Contract: USD/JPY SETTLE 2022-01-28 N/A 1.00000000 NC USD 36971.02000000 0.002399135060 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 224737900.00000000 JPY 2054019.74000000 USD 2022-01-28 36971.02000000 N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 PETROLEOS MEXICANOS 6.840000% 01/23/2030 P78625DX8 2693000.00000000 PA USD 2781572.77000000 0.180502695219 Long DBT NUSS MX N 2 2030-01-23 Fixed 6.84000000 N N N N N N EURO N/A FX Forward Contract: EUR/USD SETTLE 2021-11-03 N/A 1.00000000 NC -21904.04000000 -0.00142140385 N/A DFE XX N 2 J P MORGAN CHASE BANK N/A 2405419.80000000 USD 2055687.00000000 EUR 2021-11-03 -21904.04000000 N N N BRK: GOLDMAN SACHS N/A BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP N/A 4693020.00000000 NC -27855.82000000 -0.00180762863 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2023-01-02 0.00000000 BRL 0.00000000 BRL -4693020.00000000 BRL -27855.82000000 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 557375.00000000 0.036169353839 Long DBT NUSS AE N 2 2043-01-30 Fixed 5.25000000 N N N N N N SOUTH AFRICAN RAND N/A FX Forward Contract: ZAR/USD SETTLE 2021-11-15 N/A 1.00000000 NC -127580.77000000 -0.00827901146 N/A DFE ZA N 2 MORGAN STANLEY & CO, INC N/A 4804336.02000000 USD 70757300.00000000 ZAR 2021-11-15 -127580.77000000 N N N Republic of Ghana 213800PP4399SNNXZ126 REPUBLIC OF GHANA 6.375000% 02/11/2027 N/A 1016000.00000000 PA USD 955294.00000000 0.061991238765 Long DBT NUSS GH N 2 2027-02-11 Fixed 6.37500000 N N N N N N Republika Srbija 254900W94OCY91V32O78 REPUBLIC OF SERBIA 3.125000% 05/15/2027 N/A 320000.00000000 PA 407187.90000000 0.026423365300 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 710205.30000000 0.046086865744 Long DBT NUSS BR N 2 2047-02-21 Fixed 5.62500000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/IDR SETTLE 2021-10-22 N/A 1.00000000 NC USD 23141.72000000 0.001501719774 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 97268675350.00000000 IDR 6812008.92000000 USD 2021-10-22 23141.72000000 N N N U.S. DOLLARS N/A FX Forward Contract: USD/BRL SETTLE 2021-11-03 N/A 1.00000000 NC USD 27362.28000000 0.001775601681 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 6680038.00000000 BRL 1247772.61000000 USD 2021-11-03 27362.28000000 N N N Kerajaan Malaysia 254900GSIL471JOBYY43 MALAYSIA GOVERNMENT 4.642000% 11/07/2033 N/A 500000.00000000 PA 128319.33000000 0.008326938329 Long DBT NUSS MY N 2 2033-11-07 Fixed 4.64200000 N N N N N N BRAZILIAN REAL N/A FX Forward Contract: BRL/USD SETTLE 2021-11-03 N/A 1.00000000 NC -36478.25000000 -0.00236715807 N/A DFE BR N 2 CITIGROUP GLOBAL MARKETS N/A 1239400.28000000 USD 6584314.00000000 BRL 2021-11-03 -36478.25000000 N N N Instituto Costarricense de Electricidad 5493009VA6AFUB2Q0289 INSTITUTO COSTARRICENSE DE ELECTRICIDAD 6.375000% 05/15/2043 P56226AQ9 250000.00000000 PA USD 217187.50000000 0.014093799572 Long DBT NUSS CR N 2 2043-05-15 Fixed 6.37500000 N N N N N N BRK: GOLDMAN SACHS N/A BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP N/A 3000000.00000000 NC 34872.46000000 0.002262954644 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2023-01-02 0.00000000 BRL 0.00000000 BRL -3000000.00000000 BRL 34872.46000000 N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 REPUBLIC OF SOUTH AFRICA 6.500000% 02/28/2041 N/A 23055000.00000000 PA 1000046.06000000 0.064895303520 Long DBT NUSS ZA N 2 2041-02-28 Fixed 6.50000000 N N N N N N Romania 315700IASY927EDWBK92 ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 2.000000% 04/14/2033 N/A 530000.00000000 PA 585558.32000000 0.037998234706 Long DBT NUSS RO N 2 2033-04-14 Fixed 2.00000000 N N N N N N Republic of Ghana 213800PP4399SNNXZ126 REPUBLIC OF GHANA 7.875000% 02/11/2035 N/A 1114000.00000000 PA USD 1001352.32000000 0.064980069755 Long DBT NUSS GH N 2 2035-02-11 Fixed 7.87500000 N N N N N N POWER FINANCE CORPORATION LIMITED 3358003Q6D9LIJJZ1614 POWER FINANCE CORP LTD MTN 3.950000% 04/23/2030 73928QAB4 569000.00000000 PA USD 581284.44000000 0.037720892741 Long DBT NUSS IN N 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 75118.00000000 0.004874580886 Long DBT NUSS DO N 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 718217.88000000 0.046606820606 Long DBT NUSS LK N 2 2027-05-11 Fixed 6.20000000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/IDR SETTLE 2021-11-15 N/A 1.00000000 NC USD -13901.90000000 -0.00090212646 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 13935125507.00000000 IDR 956721.40000000 USD 2021-11-15 -13901.90000000 N N N U.S. DOLLARS N/A FX Forward Contract: USD/CLP SETTLE 2021-12-15 N/A 1.00000000 NC USD 31739.14000000 0.002059626257 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 927675163.00000000 CLP 1166887.00000000 USD 2021-12-15 31739.14000000 N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 MEX BONOS DESARR FIX RT 7.500000% 06/03/2027 N/A 139959000.00000000 PA 6920730.54000000 0.449102223329 Long DBT NUSS MX N 2 2027-06-03 Floating 7.49999880 N N N N N N Ukraine 6354001WLTJXOMEXPY07 UKRAINE GOVERNMENT 6.876000% 05/21/2029 N/A 3069000.00000000 PA USD 3110216.67000000 0.201829158563 Long DBT NUSS UA N 2 2029-05-21 Fixed 6.87600000 N N N N N N BRAZILIAN REAL N/A FX Forward Contract: BRL/USD SETTLE 2021-12-13 N/A 1.00000000 NC -589.42000000 -0.00003824882 N/A DFE BR N 2 CITIGROUP GLOBAL MARKETS N/A 125182.22000000 USD 687000.00000000 BRL 2021-12-13 -589.42000000 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 EGYPT GOVERNMENT INTERNATIONAL BOND MTN 4.750000% 04/11/2025 N/A 457000.00000000 PA 538908.85000000 0.034971042624 Long DBT NUSS EG N 2 2025-04-11 Fixed 4.75000000 N N N N N N Republic of Lebanon 529900QPC4K9S1KHL354 LEBANON GOVERNMENT INTERNATIONAL BOND MTN 6.850000% 05/25/2029 N/A 387000.00000000 PA USD 62887.50000000 0.004080915433 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 1842000.00000000 PA USD 1724738.28000000 0.111922259035 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 793000.00000000 PA USD 847615.50000000 0.055003731669 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 1084303.00000000 PA USD 1152245.43000000 0.074771872917 Long DBT NUSS GA N 2 2024-12-12 Fixed 6.37500000 N N N N N N NBK SPC LIMITED 549300P1ANDK86KWB419 NBK SPC LTD 144A 1.625000% 09/15/2027 62877PAB0 680000.00000000 PA USD 671500.00000000 0.043575189240 Long DBT NUSS KW N 2 2027-09-15 Fixed 1.62500000 N N N N N N REPUBLICA DEL PARAGUAY 529900UXKJTJPCU0HK83 REPUBLIC OF PARAGUAY 2.739000% 01/29/2033 P75744AK1 674000.00000000 PA USD 647040.00000000 0.041987923226 Long DBT NUSS PY N 2 2033-01-29 Fixed 2.73900000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/PEN SETTLE 2021-12-15 N/A 1.00000000 NC USD -1464.74000000 -0.00009505036 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 3512271.59000000 PEN 849092.61000000 USD 2021-12-15 -1464.74000000 N N N PETRONAS Capital Limited 549300G7YFX3540OYR85 PETRONAS CAPITAL LTD MTN 2.480000% 01/28/2032 Y6886MAE0 1266000.00000000 PA USD 1258822.79000000 0.081687924489 Long DBT NUSS MY N 2 2032-01-28 Fixed 2.48000000 N N N N N N Qatar Petroleum 254900QTESJKJ3P87J26 QATAR PETROLEUM 144A 2.250000% 07/12/2031 74730DAC7 3226000.00000000 PA USD 3195030.40000000 0.207332917811 Long DBT NUSS QA N 2 2031-07-12 Fixed 2.25000000 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 832571.25000000 0.054027475465 Long DBT NUSS CN N 2 2170-09-03 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 165575000.00000000 PA 8835367.95000000 0.573347476447 Long DBT NUSS MX N 2 2024-12-05 Floating 10.00000080 N N N N N N Republica del Peru 254900STKLK2DBJJZ530 REPUBLIC OF PERU 5.400000% 08/12/2034 N/A 1243000.00000000 PA 259346.12000000 0.016829570004 Long DBT NUSS PE N 2 2034-08-12 Fixed 5.40000000 N N N N N N EXPORT-IMPORT BANK OF INDIA 335800OFZ8YEIVN1QI11 EXPORT-IMPORT BANK OF INDIA MTN 3.250000% 01/15/2030 30216KAE2 1060000.00000000 PA USD 1075168.15000000 0.069770149816 Long DBT NUSS IN N 2 2030-01-15 Fixed 3.25000000 N N N N N N Republic of North Macedonia 529900FA29F5OY2J7P74 NORTH MACEDONIA 1.625000% 03/10/2028 N/A 296000.00000000 PA 334379.66000000 0.021698670086 Long DBT NUSS MK N 2 2028-03-10 Fixed 1.62500000 N N N N N N Gobierno de la Republica Dominicana 254900EHU7Q8FGVPI369 DOMINICAN REPUBLIC INTERNATIONAL BOND 144A 5.875000% 01/30/2060 25714PEE4 75000.00000000 PA USD 73388.25000000 0.004762333405 Long DBT NUSS DO N 2 2060-01-30 Fixed 5.87500000 N N N N N N Iochpe-Maxion Austria GmbH 529900AOUL9V2EKUEZ41 IOCHPE-MAXION AUSTRIA GMBH / MAXION WHEELS DE MEXI 5.000000% 05/07/2028 46188AAA2 581000.00000000 PA USD 580419.00000000 0.037664732336 Long DBT NUSS BR N 2 2028-05-07 Fixed 5.00000000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/RON SETTLE 2021-12-15 N/A 1.00000000 NC USD 157553.47000000 0.010224009338 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 31943368.00000000 RON 7609187.23000000 USD 2021-12-15 157553.47000000 N N N EURO N/A FX Forward Contract: EUR/RON SETTLE 2022-06-30 N/A 1.00000000 NC -816.87000000 -0.00005300858 N/A DFE XX N 2 J P MORGAN CHASE BANK N/A 1566240.00000000 RON 308597.44000000 EUR 2022-06-30 -816.87000000 N N N Magyarorszag 5299003F3UFKGCCMAP43 HUNGARY 1.750000% 06/05/2035 N/A 265000.00000000 PA 322170.71000000 0.020906403061 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/CNY SETTLE 2021-10-18 N/A 1.00000000 NC USD 1323.11000000 0.000085859670 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 4278633.00000000 CNY 663183.79000000 USD 2021-10-18 1323.11000000 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 675195.90000000 0.043815024746 Long DBT NUSS ID N 2 2023-11-15 Fixed 5.71000000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/EUR SETTLE 2021-10-05 N/A 1.00000000 NC USD 16035.61000000 0.001040587848 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 509369.00000000 EUR 606377.71000000 USD 2021-10-05 16035.61000000 N N N MV24 CAPITAL B.V N/A MV24 CAPITAL BV 144A 6.748000% 06/01/2034 55388RAA4 649903.91000000 PA USD 686142.55000000 0.044525378201 Long DBT NUSS BR N 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 356107.05000000 0.023108610712 Long DBT CORP ZA N 2 2026-09-18 Fixed 4.37500000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: ZMW/USD SETTLE 2022-02-16 N/A 1.00000000 NC 2392.93000000 0.000155282766 N/A DFE ZM N 2 STANDARD BANK N/A 173003.99000000 USD 3148672.67000000 ZMW 2022-02-16 2392.93000000 N N N EURO N/A FX Forward Contract: EUR/USD SETTLE 2022-01-28 N/A 1.00000000 NC -3913.48000000 -0.00025395477 N/A DFE XX N 2 J P MORGAN CHASE BANK N/A 286227.83000000 USD 242983.97000000 EUR 2022-01-28 -3913.48000000 N N N Kingdom of Saudi Arabia 635400FMICXSM3SI3H65 SAUDI GOVERNMENT INTERNATIONAL BOND 144A 4.375000% 04/16/2029 80413TAK5 1514000.00000000 PA USD 1743028.84000000 0.113109175808 Long DBT NUSS SA N 2 2029-04-16 Fixed 4.37500000 N N N N N N Islamic Republic of Pakistan 529900LOP29R5WKHOD86 PAKISTAN GOVERNMENT INTERNATIONAL BOND MTN 6.000000% 04/08/2026 N/A 2441000.00000000 PA USD 2425743.75000000 0.157412126517 Long DBT NUSS PK N 2 2026-04-08 Fixed 6.00000000 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 4068219.43000000 0.263996175034 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 1809000.00000000 PA 1397269.18000000 0.090672031182 Long DBT NUSS BR N 2 2050-08-15 Fixed 6.00000000 N N N N N N Republica de Costa Rica 549300S1EK2VN6XVJP58 COSTA RICA GOVERNMENT 7.158000% 03/12/2045 P3699PGJ0 2407000.00000000 PA USD 2403991.25000000 0.156000556444 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 1788000.00000000 PA USD 1677873.50000000 0.108881094988 Long DBT NUSS TR N 2 2031-06-26 Fixed 5.87500000 N N N N N N CNAC (HK) FINBRIDGE COMPANY LIMITED 549300US1UQ7R7WABI28 CNAC HK FINBRIDGE CO LTD 5.125000% 03/14/2028 N/A 246000.00000000 PA USD 281001.42000000 0.018234832544 Long DBT NUSS CN N 2 2028-03-14 Fixed 5.12500000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/EUR SETTLE 2021-10-04 N/A 1.00000000 NC USD 5574.48000000 0.000361740909 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 415587.00000000 EUR 487219.03000000 USD 2021-10-04 5574.48000000 N N N HUNGARIAN FORINT N/A FX Forward Contract: HUF/EUR SETTLE 2021-12-15 N/A 1.00000000 NC -18464.43000000 -0.00119819960 N/A DFE HU N 2 MERRILL LYNCH N/A 1038220.18000000 EUR 368566700.00000000 HUF 2021-12-15 -18464.43000000 N N N GALAXY PIPELINE ASSETS BIDCO LIMITED 549300L82YB0C6JQIC26 GALAXY PIPELINE ASSETS BIDCO LTD 144A 2.625000% 03/31/2036 36321PAB6 580000.00000000 PA USD 570995.78000000 0.037053237779 Long DBT NUSS AE N 2 2036-03-31 Fixed 2.62500000 N N N N N N BRK: MORGAN STANLEY & CO N/A BRK: MORGAN STANLEY & CO PAY: 5.145% FIXED N/A 200000000.00000000 NC 11701.19000000 0.000759317302 N/A DIR XX N 2 BRK: MORGAN STANLEY & CO N/A Y 2026-08-27 0.00000000 INR 0.00000000 INR -200000000.00000000 INR 11701.19000000 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 ARAB REPUBLIC OF EGYPT 7.903000% 02/21/2048 N/A 762000.00000000 PA USD 695325.00000000 0.045121248635 Long DBT NUSS EG N 2 2048-02-21 Fixed 7.90300000 N N N N N N Republic of the Philippines 529900RAHBALMYIJ3T08 REPUBLIC OF PHILIPPINES 3.200000% 07/06/2046 718286CP0 1971000.00000000 PA USD 1936314.66000000 0.125651940043 Long DBT NUSS PH N 2 2046-07-06 Fixed 3.20000000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/KRW SETTLE 2021-10-01 N/A 1.00000000 NC USD -1785.46000000 -0.00011586263 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 2783176099.00000000 KRW 2348870.03000000 USD 2021-10-01 -1785.46000000 N N N FIRST QUANTUM MINERALS LTD. 549300I7UVBGWRYMYZ18 FIRST QUANTUM MINERALS LTD 144A 6.875000% 10/15/2027 335934AT2 529000.00000000 PA USD 559417.50000000 0.036301896391 Long DBT NUSS ZM N 2 2027-10-15 Fixed 6.87500000 N N N N N N Republic of Zambia 213800DMLAZ6LGMMD849 ZAMBIA GOVERNMENT BOND 13.000000% 12/18/2027 AQ3216613 5630000.00000000 PA 228239.43000000 0.014810984891 Long DBT NUSS ZM N 2 2027-12-18 Fixed 13.00000000 N N N N N N SINGAPORE DOLLAR N/A FX Forward Contract: SGD/USD SETTLE 2021-10-25 N/A 1.00000000 NC -8783.41000000 -0.00056997580 N/A DFE SG N 2 GOLDMAN, SACHS & CO. N/A 2442592.73000000 USD 3303763.00000000 SGD 2021-10-25 -8783.41000000 N N N Ceska republika 3157007EFDLQABN47912 CZECH REPUBLIC 2.000000% 10/13/2033 N/A 46630000.00000000 PA 2103629.87000000 0.136509411285 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 183253.12000000 0.011891719110 Long DBT NUSS UA N 2 2026-09-01 Fixed 7.75000000 N N N N N N Ukraine 6354001WLTJXOMEXPY07 UKRAINE GOVERNMENT INTERNATIONAL BOND 144A 7.750000% 09/01/2025 903724AS1 2103000.00000000 PA USD 2284446.84000000 0.148243042984 Long DBT NUSS UA N 2 2025-09-01 Fixed 7.75000000 N N N N N N ROYAUME DU MAROC 529900F3MBW9XY5K1X07 KINGDOM OF MOROCCO 4.000000% 12/15/2050 N/A 1049000.00000000 PA USD 956897.80000000 0.062095313059 Long DBT NUSS MA N 2 2050-12-15 Fixed 4.00000000 N N N N N N ROMANIAN LEU N/A FX Forward Contract: RON/EUR SETTLE 2021-10-06 N/A 1.00000000 NC 4526.24000000 0.000293718189 N/A DFE RO N 2 GOLDMAN, SACHS & CO. N/A 516287.82000000 EUR 2575001.00000000 RON 2021-10-06 4526.24000000 N N N SUNAC CHINA HOLDINGS LIMITED 549300OLARYHDXP3WK18 SUNAC CHINA HOLDINGS LTD 6.500000% 01/26/2026 N/A 206000.00000000 PA USD 165322.47000000 0.010728157730 Long DBT NUSS CN N 2 2026-01-26 Fixed 6.50000000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 INDONESIA GOVERNMENT 5.625000% 05/15/2023 N/A 1885000000.00000000 PA 135193.19000000 0.008772999014 Long DBT NUSS ID N 2 2023-05-15 Fixed 5.62500000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/IDR SETTLE 2021-11-15 N/A 1.00000000 NC USD -9388.15000000 -0.00060921878 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 7077632333.00000000 IDR 483590.17000000 USD 2021-11-15 -9388.15000000 N N N BRK: GOLDMAN SACHS N/A BRK: GOLDMAN SACHS PAY: 0.995% N/A 91000000.00000000 NC 25606.09000000 0.001661638447 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2026-03-01 0.00000000 THB 0.00000000 THB -91000000.00000000 THB 25606.09000000 N N N Gobierno de la Republica Dominicana 254900EHU7Q8FGVPI369 DOMINICAN REPUBLIC 6.600000% 01/28/2024 P3579EAT4 656000.00000000 PA USD 722590.56000000 0.046890573932 Long DBT NUSS DO N 2 2024-01-28 Fixed 6.60000000 N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 REPUBLIC OF SOUTH AFRICA 8.000000% 01/31/2030 N/A 40088000.00000000 PA 2475635.92000000 0.160649744907 Long DBT NUSS ZA N 2 2030-01-31 Fixed 8.00000000 N N N N N N N/A N/A R213 BOND FUTURE NOV21 FINANCIAL COMMODITY FUTURE. N/A 837.00000000 NC 4741269.81000000 0.307671972022 N/A DIR ZA N 1 BARCLAYS CAPITAL INC - NY N/A Long South African Govt. Bond Futures Johannesburg Stock Exchange Interest Rate Exchange YieldX R213 Bond Future Nov 2021 2021-11-07 4842819.63000000 ZAR -101549.82000000 N N N RUSSIA, FEDERATION OF (GOVERNMENT) 5493004EHVGF71PDBU58 RUSSIAN FEDERATION 7.500000% 03/31/2030 N/A 1429.20000000 PA USD 1657.87000000 0.000107583021 Long DBT NUSS RU N 2 2030-03-31 Fixed 7.50000000 N N N N N N MALAYSIAN RINGGIT N/A FX Forward Contract: MYR/USD SETTLE 2021-10-01 N/A 1.00000000 NC -105.33000000 -0.00000683510 N/A DFE MY N 2 STANDARD BANK N/A 176385.72000000 USD 737997.87000000 MYR 2021-10-01 -105.33000000 N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 INDONESIA GOVERNMENT 6.500000% 02/15/2031 N/A 43827000000.00000000 PA 3094301.03000000 0.200796355846 Long DBT NUSS ID N 2 2031-02-15 Fixed 6.50000000 N N N N N N THAILAND BAHT N/A FX Forward Contract: THB/USD SETTLE 2021-12-28 N/A 1.00000000 NC -572.07000000 -0.00003712294 N/A DFE TH N 2 DEUTSCHE BANK SECURITIES, INC. N/A 325767.22000000 USD 11006013.00000000 THB 2021-12-28 -572.07000000 N N N Republica del Peru 254900STKLK2DBJJZ530 REPUBLIC OF PERU 2.844000% 06/20/2030 715638DA7 173000.00000000 PA USD 174401.30000000 0.011317304022 Long DBT NUSS PE N 2 2030-06-20 Fixed 2.84400000 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 4394380.00000000 0.285161489346 Long DBT NUSS KZ N 2 2030-04-24 Fixed 5.37500000 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 5579011.00000000 NC -37830.70000000 -0.00245492168 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 -37830.70000000 N N N TURKISH LIRA N/A FX Forward Contract: TRY/USD SETTLE 2021-12-22 N/A 1.00000000 NC -14651.81000000 -0.00095078986 N/A DFE TR N 2 BARCLAYS CAPITAL INC. N/A 361764.45000000 USD 3211383.00000000 TRY 2021-12-22 -14651.81000000 N N N EURO N/A FX Forward Contract: EUR/USD SETTLE 2021-11-03 N/A 1.00000000 NC -4761.46000000 -0.00030898216 N/A DFE XX N 2 J P MORGAN CHASE BANK N/A 594228.80000000 USD 508392.00000000 EUR 2021-11-03 -4761.46000000 N N N MALAYSIAN RINGGIT N/A FX Forward Contract: MYR/USD SETTLE 2021-10-01 N/A 1.00000000 NC -52.89000000 -0.00000343215 N/A DFE MY N 2 STANDARD BANK N/A 88556.59000000 USD 370520.76000000 MYR 2021-10-01 -52.89000000 N N N Joint Stock Company Development Bank of Kazakhstan 213800LCDPGJ1BI7KX98 DEVELOPMENT BANK OF KAZAKHSTAN JSC 144A 2.950000% 05/06/2031 25159XAD5 465000.00000000 PA USD 467464.50000000 0.030334853389 Long DBT NUSS KZ N 2 2031-05-06 Fixed 2.95000000 N N N N N N PT Pertamina (Persero) 254900NDAKGNZ2IBBL45 PERTAMINA PERSERO PT MTN 6.450000% 05/30/2044 69370RAA5 959000.00000000 PA USD 1249529.24000000 0.081084844519 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 1326473.64000000 0.086077944729 Long DBT NUSS KZ N 2 2027-09-26 Fixed 4.37500000 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 736535.69000000 0.047795505695 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 1557000.00000000 PA USD 1752842.57000000 0.113746011462 Long DBT NUSS QA N 2 2030-04-16 Fixed 3.75000000 N N N N N N Kingdom of Saudi Arabia 635400FMICXSM3SI3H65 SAUDI GOVERNMENT INTERNATIONAL BOND MTN 4.000000% 04/17/2025 N/A 2038000.00000000 PA USD 2229042.12000000 0.144647702464 Long DBT NUSS SA N 2 2025-04-17 Fixed 4.00000000 N N N 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 3507000.00000000 PA USD 4135103.70000000 0.268336450124 Long DBT NUSS AE N 2 2047-11-02 Fixed 4.60000000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/PEN SETTLE 2021-12-15 N/A 1.00000000 NC USD -274.64000000 -0.00001782202 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 658550.95000000 PEN 159204.87000000 USD 2021-12-15 -274.64000000 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 455859.00000000 0.029581745632 Long DBT NUSS KZ N 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 202855.60000000 0.013163769409 Long DBT NUSS OM N 2 2051-01-25 Fixed 7.00000000 N N N N N N HUNGARIAN FORINT N/A FX Forward Contract: HUF/USD SETTLE 2021-12-15 N/A 1.00000000 NC -136912.34000000 -0.00888455863 N/A DFE HU N 2 MERRILL LYNCH N/A 2949580.55000000 USD 873710001.71000000 HUF 2021-12-15 -136912.34000000 N N N Ceska republika 3157007EFDLQABN47912 CZECH REPUBLIC 0.950000% 05/15/2030 N/A 5530000.00000000 PA 230595.38000000 0.014963867939 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 -111478.60000000 -0.00723410438 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2024-02-22 0.00000000 MXN 0.00000000 MXN -123473362.00000000 MXN -111478.60000000 N N N INDONESIA RUPIAH N/A FX Forward Contract: IDR/USD SETTLE 2021-12-15 N/A 1.00000000 NC -1456.84000000 -0.00009453771 N/A DFE ID N 2 CITIGROUP GLOBAL MARKETS N/A 626730.16000000 USD 9007365788.00000000 IDR 2021-12-15 -1456.84000000 N N N Republica Federativa do Brasil 254900ZFY40OYEADAP90 NOTA DO TESOURO NACIONAL 10.000000% 01/01/2025 EK0169285 46744000.00000000 PA 8518791.48000000 0.552804096567 Long DBT NUSS BR N 2 2025-01-01 Fixed 10.00000000 N N N N N N REPUBLICA DEL PARAGUAY 529900UXKJTJPCU0HK83 REPUBLIC OF PARAGUAY 4.950000% 04/28/2031 P75744AJ4 880000.00000000 PA USD 992640.00000000 0.064414707145 Long DBT NUSS PY N 2 2031-04-28 Fixed 4.95000000 N N N N N Republic of Uzbekistan 213800L6VDKUM3TCM927 REPUBLIC OF UZBEKISTAN INTERNATIONAL BOND 144A 3.900000% 10/19/2031 91822Q2E6 1363000.00000000 PA USD 1325735.58000000 0.086030050308 Long DBT NUSS UZ N 2 2031-10-19 Fixed 3.90000000 N N N N N N Islamic Republic of Pakistan 529900LOP29R5WKHOD86 PAKISTAN GOVERNMENT INTERNATIONAL BOND MTN 6.000000% 04/08/2026 695847AS2 462000.00000000 PA USD 459112.50000000 0.029792872777 Long DBT NUSS PK N 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 138701.89000000 0.009000686678 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 242000.00000000 PA USD 229416.00000000 0.014887335241 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 680000.00000000 PA USD 643892.00000000 0.041783642219 Long DBT NUSS MX N 2 2050-01-23 Fixed 7.69000000 N N N N N N BRK: GOLDMAN SACHS N/A BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP N/A 15624975.00000000 NC -30810.28000000 -0.00199935038 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2022-01-03 0.00000000 BRL 0.00000000 BRL -15624975.00000000 BRL -30810.28000000 N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 MEXICAN UDIBONOS 3.5% 11/16/2023 N/A 66254401.26000000 PA 3330666.75000000 0.216134674504 Long DBT NUSS MX N 2 2023-11-16 Fixed 3.50000000 N N N N N N Republica del Peru 254900STKLK2DBJJZ530 BONOS DE TESORERIA 5.350000% 08/12/2040 N/A 708000.00000000 PA 135836.07000000 0.008814716985 Long DBT NUSS PE N 2 2040-08-12 Fixed 5.35000000 N N N N N N People's Republic of China 300300CHN201808MOF68 CHINA GOVERNMENT BOND 3.720000% 04/12/2051 N/A 20100000.00000000 PA 3285940.90000000 0.213232310576 Long DBT NUSS CN N 2 2051-04-12 Fixed 3.72000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 REPUBLIC OF SOUTH AFRICA 5.650000% 09/27/2047 836205AX2 946000.00000000 PA USD 899646.00000000 0.058380111243 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 -66643.75000000 -0.00432466718 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2024-01-02 0.00000000 BRL 0.00000000 BRL -4807975.00000000 BRL -66643.75000000 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 ARAB REPUBLIC OF EGYPT 8.700200% 03/01/2049 N/A 600000.00000000 PA USD 582039.60000000 0.037769896821 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 57500.00000000 0.003731308088 Long DBT NUSS VE N 2 2035-05-17 Fixed 9.75000000 Y N N N N N Romania 315700IASY927EDWBK92 ROMANIA GOVERNMENT BOND 4.150000% 10/24/2030 N/A 670000.00000000 PA 156477.60000000 0.010154193644 Long DBT NUSS RO N 2 2030-10-24 Fixed 4.15000000 N N N N N N Studio City Finance Limited 254900D6R731QAUIG324 STUDIO CITY FINANCE LTD 144A 6.500000% 01/15/2028 86389QAF9 371000.00000000 PA USD 363873.09000000 0.023612567023 Long DBT NUSS MO N 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 4404834.00000000 PA USD 5093001.22000000 0.330496637327 Long DBT NUSS UY N 2 2031-01-23 Fixed 4.37500000 N N N N N BANCO NACIONAL DE PANAMA 529900H2Q7WMDKKIW109 BANCO NACIONAL DE PANAMA 144A 2.500000% 08/11/2030 059626AC5 791000.00000000 PA USD 758569.00000000 0.049225298179 Long DBT NUSS PA N 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 869000.00000000 PA USD 1123912.46000000 0.072933280915 Long DBT NUSS SA N 2 2050-01-16 Fixed 5.25000000 N N N N N N People's Republic of China 300300CHN201808MOF68 CHINA GOVERNMENT BOND 2.850000% 06/04/2027 N/A 41980000.00000000 PA 6502559.96000000 0.421966166503 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 1690716.72000000 0.109714521261 Long DBT CORP AZ N 2 2026-03-24 Fixed 6.87500000 N N N N N N EURO N/A FX Forward Contract: EUR/USD SETTLE 2021-10-04 N/A 1.00000000 NC -8514.46000000 -0.00055252301 N/A DFE XX N 2 J P MORGAN CHASE BANK N/A 551837.17000000 USD 468806.00000000 EUR 2021-10-04 -8514.46000000 N N N Republica de El Salvador 529900AKDMUSFSDOM949 REPUBLIC OF EL SALVADOR 7.625000% 02/01/2041 P01012AR7 527000.00000000 PA USD 370222.77000000 0.024024612455 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 369090.00000000 0.023951104388 Long DBT NUSS LB N 2 2024-04-22 Fixed 6.65000000 Y N N N N N EURO N/A FX Forward Contract: EUR/USD SETTLE 2021-10-04 N/A 1.00000000 NC -3484.06000000 -0.00022608871 N/A DFE XX N 2 J P MORGAN CHASE BANK N/A 244961.72000000 USD 208359.00000000 EUR 2021-10-04 -3484.06000000 N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 INDONESIA GOVERNMENT 8.750000% 05/15/2031 N/A 62105000000.00000000 PA 5076880.35000000 0.329450516760 Long DBT NUSS ID N 2 2031-05-15 Fixed 8.75000000 N N N N N N Joint Stock Company National Company KazMunayGas 2138001H1M69RFJCSH88 KAZMUNAYGAS NATIONAL CO JSC 144A 5.750000% 04/19/2047 48667QAP0 1852000.00000000 PA USD 2222177.76000000 0.144202258256 Long DBT NUSS KZ N 2 2047-04-19 Fixed 5.75000000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/IDR SETTLE 2021-11-15 N/A 1.00000000 NC USD -18298.08000000 -0.00118740476 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 20311978968.00000000 IDR 1396492.19000000 USD 2021-11-15 -18298.08000000 N N N Kallpa Generacion S.A. 549300NG1PWEI5BZG095 KALLPA GENERACION SA 144A 4.125000% 08/16/2027 156830AA9 936000.00000000 PA USD 976004.64000000 0.063335200131 Long DBT NUSS PE N 2 2027-08-16 Fixed 4.12500000 N N N N N N Government of Mongolia 254900PW61ADCBDCLP71 MONGOLIA INTL BOND 3.500000% 07/07/2027 Y6142NAF5 1130000.00000000 PA USD 1096840.52000000 0.071176520068 Long DBT NUSS MN N 2 2027-07-07 Fixed 3.50000000 N N N N N N Republic of Ghana 213800PP4399SNNXZ126 GHANA GOVERNMENT INTERNATIONAL BOND 144A 6.375000% 02/11/2027 37443GAG6 451000.00000000 PA USD 424052.75000000 0.027517764451 Long DBT NUSS GH N 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 932444.45000000 0.060508478578 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/IDR SETTLE 2021-10-15 N/A 1.00000000 NC USD -6696.30000000 -0.00043453840 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 67832887950.00000000 IDR 4729667.27000000 USD 2021-10-15 -6696.30000000 N N N BRK: GOLDMAN SACHS N/A BRK: GOLDMAN SACHS PAY: 5.915% N/A 3600000000.00000000 NC 22953.62000000 0.001489513529 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2029-05-15 0.00000000 COP 0.00000000 COP -3600000000.00000000 COP 22953.62000000 N N N Kerajaan Malaysia 254900GSIL471JOBYY43 MALAYSIA GOVERNMENT 3.885000% 08/15/2029 N/A 24960000.00000000 PA 6168229.49000000 0.400270688470 Long DBT NUSS MY N 2 2029-08-15 Fixed 3.88500000 N N N N N N Ukraine 6354001WLTJXOMEXPY07 UKRAINE GOVERNMENT INTERNATIONAL BOND 144A 7.253000% 03/15/2033 903724BY7 297000.00000000 PA USD 300784.97000000 0.019518632894 Long DBT NUSS UA N 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 1005000.00000000 PA USD 947212.50000000 0.061466811524 Long DBT NUSS AM N 2 2031-02-02 Fixed 3.60000000 N N N N N N Kingdom of Saudi Arabia 635400FMICXSM3SI3H65 SAUDI GOVERNMENT INTERNATIONAL BOND MTN 4.500000% 10/26/2046 80413TAC3 663000.00000000 PA USD 764929.62000000 0.049638053533 Long DBT NUSS SA N 2 2046-10-26 Fixed 4.50000000 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 749974.98000000 0.048667612329 Long DBT NUSS XX N 2 2031-10-22 Fixed 4.70000000 N N N N N N EURO N/A FX Forward Contract: EUR/USD SETTLE 2021-11-03 N/A 1.00000000 NC -3105.61000000 -0.00020153022 N/A DFE XX N 2 J P MORGAN CHASE BANK N/A 594137.08000000 USD 509741.00000000 EUR 2021-11-03 -3105.61000000 N N N U.S. DOLLARS N/A FX Forward Contract: USD/ZAR SETTLE 2021-12-15 N/A 1.00000000 NC USD -486.54000000 -0.00003157270 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 1670000.00000000 ZAR 109420.95000000 USD 2021-12-15 -486.54000000 N N N U.S. DOLLARS N/A FX Forward Contract: USD/MYR SETTLE 2021-10-14 N/A 1.00000000 NC USD -6580.91000000 -0.00042705048 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 1861378.00000000 MYR 438022.83000000 USD 2021-10-14 -6580.91000000 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 438223.50000000 0.028437337218 Long DBT NUSS TR N 2 2024-06-21 Fixed 5.85000000 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 818567.37000000 0.053118731279 Long DBT NUSS DO N 2 2044-04-30 Fixed 7.45000000 N N N N N N PHILLIPINE PESO N/A FX Forward Contract: PHP/USD SETTLE 2021-12-15 N/A 1.00000000 NC -10771.22000000 -0.00069896939 N/A DFE PH N 2 STANDARD BANK N/A 475096.74000000 USD 23878362.00000000 PHP 2021-12-15 -10771.22000000 N N N BRK: GOLDMAN SACHS N/A BRK: GOLDMAN SACHS PAY: 28-DAY MXN - TIIE N/A 23145437.00000000 NC -18756.08000000 -0.00121712544 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2025-05-21 0.00000000 MXN 0.00000000 MXN -23145437.00000000 MXN -18756.08000000 N N N Republic of Ghana 213800PP4399SNNXZ126 REPUBLIC OF GHANA 8.875000% 05/07/2042 N/A 1286000.00000000 PA USD 1195980.00000000 0.077609910392 Long DBT NUSS GH N 2 2042-05-07 Fixed 8.87500000 N N N N N EURO N/A FX Forward Contract: EUR/USD SETTLE 2021-11-03 N/A 1.00000000 NC -5608.17000000 -0.00036392713 N/A DFE XX N 2 J P MORGAN CHASE BANK N/A 594966.52000000 USD 508298.00000000 EUR 2021-11-03 -5608.17000000 N N N EURO N/A FX Forward Contract: EUR/USD SETTLE 2021-10-04 N/A 1.00000000 NC -8219.17000000 -0.00053336096 N/A DFE XX N 2 J P MORGAN CHASE BANK N/A 491536.08000000 USD 417030.00000000 EUR 2021-10-04 -8219.17000000 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 199835.66000000 0.012967798513 Long DBT NUSS MX N 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 6294719.37000000 0.408478909554 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/KRW SETTLE 2021-10-01 N/A 1.00000000 NC USD 4115.32000000 0.000267052640 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 208560233.00000000 KRW 180264.17000000 USD 2021-10-01 4115.32000000 N N N U.S. DOLLARS N/A FX Forward Contract: USD/EUR SETTLE 2021-10-04 N/A 1.00000000 NC USD 18150.85000000 0.001177850668 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 1019349.00000000 EUR 1199525.36000000 USD 2021-10-04 18150.85000000 N N N U.S. DOLLARS N/A FX Forward Contract: USD/EUR SETTLE 2021-10-04 N/A 1.00000000 NC USD 90340.06000000 0.005862375592 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 8558570.00000000 EUR 10009294.69000000 USD 2021-10-04 90340.06000000 N N N Republic of Zambia 213800DMLAZ6LGMMD849 ZAMBIA GOVERNMENT BOND 10.000000% 06/28/2024 BQ2493055 66325000.00000000 PA 3105062.96000000 0.201494722393 Long DBT NUSS ZM N 2 2024-06-28 Fixed 10.00000000 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 864300.00000000 0.056086427492 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 940375.48000000 0.061023141472 Long DBT NUSS BR N 2 2025-01-31 Fixed 7.00000000 N N N N N N EURO N/A FX Forward Contract: EUR/USD SETTLE 2021-10-04 N/A 1.00000000 NC -7305.56000000 -0.00047407469 N/A DFE XX N 2 J P MORGAN CHASE BANK N/A 609361.54000000 USD 519484.00000000 EUR 2021-10-04 -7305.56000000 N N N U.S. DOLLARS N/A FX Forward Contract: USD/TRY SETTLE 2021-12-22 N/A 1.00000000 NC USD 48000.44000000 0.003114859652 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 10442293.00000000 TRY 1176689.20000000 USD 2021-12-22 48000.44000000 N N N Republique de Cote d'Ivoire 254900ICW11T82O6H590 IVORY COAST GOVERNMENT INTERNATIONAL BOND 144A 5.875000% 10/17/2031 N/A 205000.00000000 PA 247629.83000000 0.016069272827 Long DBT NUSS CI N 2 2031-10-17 Fixed 5.87500000 N N N N N N Banque Centrale de Tunisie 254900B5LFB16S9T2T11 BNQ CEN TUNISIA INT BOND 5.750000% 01/30/2025 N/A 200000.00000000 PA USD 169080.80000000 0.010972044463 Long DBT NUSS TN N 2 2025-01-30 Fixed 5.75000000 N N N N N N CSN Resources S.A. 222100ZEX458NMOXZP08 CSN RESOURCES SA 144A 4.625000% 06/10/2031 12644VAD0 315000.00000000 PA USD 311062.50000000 0.020185565604 Long DBT NUSS BR N 2 2031-06-10 Fixed 4.62500000 N N N N N N Emirate of Abu Dhabi 213800FER4348CINTA77 ABU DHABI GOVERNMENT INTERNATIONAL BOND 144A 4.125000% 10/11/2047 29135LAB6 591000.00000000 PA USD 698118.75000000 0.045302541539 Long DBT NUSS AE N 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 908000.00000000 PA USD 862454.72000000 0.055966683001 Long DBT NUSS GH N 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 550000.00000000 PA 714108.25000000 0.046340137203 Long DBT NUSS RO N 2 2035-10-29 Fixed 3.87500000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/KRW SETTLE 2021-10-12 N/A 1.00000000 NC USD -2732.69000000 -0.00017733057 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 1401713436.00000000 KRW 1181235.78000000 USD 2021-10-12 -2732.69000000 N N N EURO N/A FX Forward Contract: EUR/USD SETTLE 2021-10-04 N/A 1.00000000 NC -3855.25000000 -0.00025017609 N/A DFE XX N 2 J P MORGAN CHASE BANK N/A 365671.32000000 USD 312193.00000000 EUR 2021-10-04 -3855.25000000 N N N Republica del Peru 254900STKLK2DBJJZ530 BONOS DE TESORERIA 5.400000% 08/12/2034 N/A 8120000.00000000 PA 1694199.92000000 0.109940554171 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 576386.46000000 0.037403051482 Long DBT NUSS MY N 2 2043-09-30 Fixed 4.93500000 N N N N N N TURKISH LIRA N/A FX Forward Contract: TRY/USD SETTLE 2021-12-15 N/A 1.00000000 NC -17533.47000000 -0.00113778745 N/A DFE TR N 2 BARCLAYS CAPITAL INC. N/A 429447.27000000 USD 3797215.69000000 TRY 2021-12-15 -17533.47000000 N N N BRK: GOLDMAN SACHS N/A BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP N/A 2368423.00000000 NC 939.83000000 0.000060987744 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2023-01-02 0.00000000 BRL 0.00000000 BRL -2368423.00000000 BRL 939.83000000 N N N Republica de Costa Rica 549300S1EK2VN6XVJP58 REPUBLIC OF COSTA RICA 7% 04/04/2044 N/A 230000.00000000 PA USD 226552.30000000 0.014701503120 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 749000.00000000 PA USD 752804.92000000 0.048851253686 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 5097000.00000000 PA USD 3085927.68000000 0.200252989783 Long DBT NUSS LK N 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 1309686.32000000 0.084988576679 Long DBT NUSS ID N 2 2031-02-09 Fixed 2.30000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 PETROLEOS MEXICANOS 5.950000% 01/28/2031 71654QDE9 2673000.00000000 PA USD 2591206.20000000 0.168149367873 Long DBT NUSS MX N 2 2031-01-28 Fixed 5.95000000 N N N N N N ESKOM HOLDINGS SOC LIMITED 3789001900ED06F65111 ESKOM HOLDINGS SOC LTD 4.314000% 07/23/2027 N/A 253000.00000000 PA USD 247717.36000000 0.016074952852 Long DBT NUSS ZA N 2 2027-07-23 Fixed 4.31400000 N N N N N N BRK:GOLDMAN SACHS N/A BRK:GOLDMAN SACHS REC:7.45% FIXED N/A 9407094.00000000 NC -89067.06000000 -0.00577976767 N/A DIR XX N 2 BRK:GOLDMAN SACHS N/A Y 2024-01-02 0.00000000 BRL 0.00000000 BRL -9407094.00000000 BRL -89067.06000000 N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 INDONESIA GOVERNMENT INTERNATIONAL BOND MTN 5.250000% 01/17/2042 Y20721BB4 2985000.00000000 PA USD 3622948.44000000 0.235101509877 Long DBT NUSS ID N 2 2042-01-17 Fixed 5.25000000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 REPUBLIC OF COLOMBIA 3.875000% 04/25/2027 195325DL6 558000.00000000 PA USD 578294.46000000 0.037526866018 Long DBT NUSS CO N 2 2027-04-25 Fixed 3.87500000 N N N N N N INDONESIA RUPIAH N/A FX Forward Contract: IDR/USD SETTLE 2021-12-15 N/A 1.00000000 NC -3735.46000000 -0.00024240264 N/A DFE ID N 2 CITIGROUP GLOBAL MARKETS N/A 622198.00000000 USD 8909253195.00000000 IDR 2021-12-15 -3735.46000000 N N N Kerajaan Malaysia 254900GSIL471JOBYY43 MALAYSIA GOVERNMENT 3.480000% 03/15/2023 N/A 9914000.00000000 PA 2418510.89000000 0.156942769490 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 7375000.00000000 PA 104470.98000000 0.006779363698 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 20513000.00000000 PA 5112794.28000000 0.331781054803 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 182624.60000000 0.011850932993 Long DBT NUSS LB N 2 2021-04-12 Fixed 8.25000000 Y N N N N N THE REPUBLIC OF KENYA 549300VVURQQYU45PR87 REPUBLIC OF KENYA GOVERNMENT INTERNATIONAL BOND 14 6.300000% 01/23/2034 491798AL8 854000.00000000 PA USD 842291.66000000 0.054658255369 Long DBT NUSS KE N 2 2034-01-23 Fixed 6.30000000 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 235257.46000000 0.015266401101 Long DBT NUSS CL N 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 34600000.00000000 PA 5496142.92000000 0.356657435344 Long DBT NUSS CN N 2 2030-11-19 Fixed 3.27000000 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 167845.73000000 0.010891897912 Long DBT NUSS BR N 2 2028-02-15 Fixed 5.33300000 N N N 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 564152.50000000 0.036609161501 Long DBT NUSS ID N 2 2030-06-30 Fixed 3.00000000 N N N N N N Republic of Uganda 549300NF1DEFHG8XLQ11 UGANDA GOVERNMENT BOND 14.250000% 06/22/2034 V3843WBS8 5311800000.00000000 PA 1548384.02000000 0.100478222917 Long DBT NUSS UG N 2 2034-06-22 Fixed 14.25000000 N N N N N N Kingdom of Thailand 254900PHJ6MSKT6C7026 THAILAND GOVERNMENT BOND 2.875000% 06/17/2046 N/A 3431000.00000000 PA 105416.57000000 0.006840725222 Long DBT NUSS TH N 2 2046-06-17 Fixed 2.87500000 N N N N N N Republic of Kazakhstan 5493007OEK8EF02UO833 REPUBLIC OF KAZAKHSTAN 4.875000% 10/14/2044 N/A 510000.00000000 PA USD 625143.72000000 0.040567022936 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 680945.52000000 0.044188130896 Long DBT NUSS RU N 2 2025-11-22 Fixed 6.80000000 N N N N N N The Commonwealth of The Bahamas 549300W13SXC7EKNJC20 COMMONWEALTH OF BAHAMAS 6.000000% 11/21/2028 P06518AG2 200000.00000000 PA USD 171752.00000000 0.011145384813 Long DBT NUSS BS N 2 2028-11-21 Fixed 6.00000000 N N N N N N NEW RUSSIAN ROUBLE N/A FX Forward Contract: RUB/USD SETTLE 2021-12-15 N/A 1.00000000 NC 5652.87000000 0.000366827818 N/A DFE RU N 2 BARCLAYS CAPITAL INC. N/A 1228462.92000000 USD 91053672.00000000 RUB 2021-12-15 5652.87000000 N N N Kingdom of Bahrain 549300RODM1WN85LFQ95 KINGDOM OF BAHRAIN 5.625000% 09/30/2031 N/A 528000.00000000 PA USD 522720.00000000 0.033920510677 Long DBT NUSS BH N 2 2031-09-30 Fixed 5.62500000 N N N N N N EURO N/A FX Forward Contract: EUR/PLN SETTLE 2021-12-15 N/A 1.00000000 NC 6930.39000000 0.000449729048 N/A DFE XX N 2 J P MORGAN CHASE BANK N/A 4754155.00000000 PLN 1037517.79000000 EUR 2021-12-15 6930.39000000 N N N VEDANTA RESOURCES LIMITED 2138007MYEKPEAZQTW83 VEDANTA RESOURCES LTD 7.125000% 05/31/2023 G9328DAJ9 200000.00000000 PA USD 191500.00000000 0.012426878242 Long DBT NUSS IN N 2 2023-05-31 Fixed 7.12500000 N N N N N N Banque Centrale de Tunisie 254900B5LFB16S9T2T11 BNQ CEN TUNISIA INT BOND 6.375000% 07/15/2026 N/A 622000.00000000 PA 601642.72000000 0.039041988651 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 165160000.00000000 PA 7643891.69000000 0.496029824167 Long DBT NUSS CZ N 2 2025-09-17 Fixed 2.40000000 N N N N N N Republika Srbija 254900W94OCY91V32O78 SERBIA INTERNATIONAL BOND MTN 2.050000% 09/23/2036 N/A 491000.00000000 PA 533570.21000000 0.034624605918 Long DBT NUSS RS N 2 2036-09-23 Fixed 2.05000000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/ZAR SETTLE 2021-12-15 N/A 1.00000000 NC USD 1031.45000000 0.000066933177 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 1140000.00000000 ZAR 76058.12000000 USD 2021-12-15 1031.45000000 N N N Kingdom of Bahrain 549300RODM1WN85LFQ95 BAHRAIN GOVERNMENT INTERNATIONAL BOND 144A 7.000000% 01/26/2026 05674RAF1 1165000.00000000 PA USD 1289440.64000000 0.083674787643 Long DBT NUSS BH N 2 2026-01-26 Fixed 7.00000000 N N N N N N Republica del Peru 254900STKLK2DBJJZ530 BONOS DE TESORERIA 6.150000% 08/12/2032 N/A 14279000.00000000 PA 3347053.31000000 0.217198036310 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 1944000.00000000 PA 449651.62000000 0.029178934376 Long DBT NUSS PE N 2 2037-08-12 Fixed 6.90000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 EGYPT GOVERNMENT INTERNATIONAL BOND MTN 8.750000% 09/30/2051 03846JAF7 839000.00000000 PA USD 818360.60000000 0.053105313495 Long DBT NUSS EG N 2 2051-09-30 Fixed 8.75000000 N N N N N N Turkiye Cumhuriyeti 5493000PCHOG3B6S3Q85 REPUBLIC OF TURKEY 4.750000% 01/26/2026 900123DB3 3813000.00000000 PA USD 3682061.58000000 0.238937498354 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 649000.00000000 PA USD 694436.49000000 0.045063591165 Long DBT NUSS GT N 2 2026-05-03 Fixed 4.50000000 N N N N N N CZECH REPUBLIC KORUNA N/A FX Forward Contract: CZK/EUR SETTLE 2021-12-15 N/A 1.00000000 NC 7911.61000000 0.000513402684 N/A DFE CZ N 2 GOLDMAN, SACHS & CO. N/A 1013789.92000000 EUR 25950680.00000000 CZK 2021-12-15 7911.61000000 N N N BRK: GOLDMAN SACHS N/A BRK: GOLDMAN SACHS PAY: 4.88 % N/A 1954438429.00000000 NC -61687.68000000 -0.00400305633 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2031-03-16 0.00000000 COP 0.00000000 COP -1954438429.00000000 COP -61687.68000000 N N N Republic of Lebanon 529900QPC4K9S1KHL354 LEBANON GOVERNMENT INTERNATIONAL BOND MTN 6.375000% 03/09/2020 N/A 2750000.00000000 PA USD 454300.00000000 0.029480578513 Long DBT NUSS LB N 2 2021-10-31 Fixed 6.37500000 Y N N N N N BRK: GOLDMAN SACHS N/A BRK: GOLDMAN SACHS PAY: 28-DAY MXN - TIIE N/A 8109783.00000000 NC 6980.34000000 0.000452970419 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2027-04-20 0.00000000 MXN 0.00000000 MXN -8109783.00000000 MXN 6980.34000000 N N N Kingdom of Bahrain 549300RODM1WN85LFQ95 KINGDOM OF BAHRAIN 5.450000% 09/16/2032 N/A 3479000.00000000 PA USD 3374630.00000000 0.218987551553 Long DBT NUSS BH N 2 2032-09-16 Fixed 5.45000000 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 717420.08000000 0.046555049517 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 556581.69000000 0.036117874117 Long DBT NUSS NL N 2 2027-11-25 Fixed 3.37500000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/PEN SETTLE 2021-12-15 N/A 1.00000000 NC USD -775.49000000 -0.00005032334 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 1536631.15000000 PEN 371346.34000000 USD 2021-12-15 -775.49000000 N N N CHILEAN PESO N/A FX Forward Contract: CLP/USD SETTLE 2021-12-15 N/A 1.00000000 NC -61889.92000000 -0.00401618015 N/A DFE CL N 2 STANDARD BANK N/A 1083544.23000000 USD 834925007.00000000 CLP 2021-12-15 -61889.92000000 N N N Republic of Ghana 213800PP4399SNNXZ126 GHANA GOVERNMENT INTERNATIONAL BOND 144A 8.627000% 06/16/2049 374422AH6 593000.00000000 PA USD 530735.00000000 0.034440622578 Long DBT NUSS GH N 2 2049-06-16 Fixed 8.62700000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 TITULOS DE TESORERIA 7.000000% 03/26/2031 N/A 17065600000.00000000 PA 4278386.88000000 0.277634427314 Long DBT NUSS CO N 2 2031-03-26 Fixed 7.00000000 N N N N N N Republique de Cote d'Ivoire 254900ICW11T82O6H590 IVORY COAST 6.625000% 03/22/2048 N/A 2469000.00000000 PA 2872292.41000000 0.186389702637 Long DBT NUSS CI N 2 2048-03-22 Fixed 6.62500000 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 211602.98000000 0.013731407144 Long DBT NUSS ID N 2 2047-01-08 Fixed 5.25000000 N N N N N N Republique du Cameroun 54930021BO6NHYGBBV24 REPUBLIC OF CAMEROON INTERNATIONAL BOND 144A 5.950000% 07/07/2032 N/A 250000.00000000 PA 283247.38000000 0.018380578087 Long DBT NUSS CM N 2 2032-07-07 Fixed 5.95000000 N N N N N N Ukraine 6354001WLTJXOMEXPY07 UKRAINE GOVERNMENT 7.375000% 09/25/2032 N/A 3520000.00000000 PA USD 3603635.20000000 0.233848229032 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 586352.51000000 0.038049771534 Long DBT NUSS NG N 2 2031-01-21 Fixed 8.74700000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 REPUBLIC OF INDONESIA 1.100000% 03/12/2033 N/A 690000.00000000 PA 773686.04000000 0.050206277894 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 292875.00000000 0.019005336632 Long DBT NUSS IN N 2 2170-04-15 Fixed 5.65000000 N N N N N N INDIA RUPEE N/A FX Forward Contract: INR/USD SETTLE 2021-12-14 N/A 1.00000000 NC -13037.38000000 -0.00084602576 N/A DFE IN N 2 CITIGROUP GLOBAL MARKETS N/A 2651267.16000000 USD 197195949.00000000 INR 2021-12-14 -13037.38000000 N N N Republica de Colombia 549300MHDRBVRF6B9117 REPUBLIC OF COLOMBIA 4.375000% 03/21/2023 195325BP9 2871000000.00000000 PA 753905.25000000 0.048922656647 Long DBT NUSS CO N 2 2023-03-21 Fixed 4.37500000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 REPUBLIC OF COLOMBIA 3.875000% 02/15/2061 195325DX0 2327000.00000000 PA USD 1873630.59000000 0.121584225654 Long DBT NUSS CO N 2 2061-02-15 Fixed 3.87500000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/COP SETTLE 2021-12-15 N/A 1.00000000 NC USD 3896.36000000 0.000252843818 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 3665417037.64000000 COP 961332.61000000 USD 2021-12-15 3896.36000000 N N N U.S. DOLLARS N/A FX Forward Contract: USD/THB SETTLE 2021-12-28 N/A 1.00000000 NC USD 3635.84000000 0.000235938073 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 21873263.00000000 THB 649926.10000000 USD 2021-12-28 3635.84000000 N N N People's Republic of China 300300CHN201808MOF68 CHINA GOVERNMENT BOND 2.680000% 05/21/2030 N/A 51050000.00000000 PA 7710409.23000000 0.500346301298 Long DBT NUSS CN N 2 2030-05-21 Fixed 2.68000000 N N N N N N Republica Federativa do Brasil 254900ZFY40OYEADAP90 LETRA TESOURO NACIONAL ZERO COUPON 01/01/2024 N/A 58000000.00000000 PA 8592098.22000000 0.557561140600 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 75592.44000000 0.004905368396 Long DBT NUSS KZ N 2 2047-04-19 Fixed 5.75000000 N N N N N N BRAZILIAN REAL N/A FX Forward Contract: BRL/USD SETTLE 2021-11-03 N/A 1.00000000 NC -265511.62000000 -0.01722966356 N/A DFE BR N 2 CITIGROUP GLOBAL MARKETS N/A 7906992.55000000 USD 41826410.00000000 BRL 2021-11-03 -265511.62000000 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 867485.26000000 0.056293126386 Long DBT NUSS MX N 2 2024-12-09 Fixed 7.12500000 N N N N N N MALAYSIAN RINGGIT N/A FX Forward Contract: MYR/USD SETTLE 2021-10-14 N/A 1.00000000 NC 8590.00000000 0.000557424982 N/A DFE MY N 2 STANDARD BANK N/A 1867232.15000000 USD 7853317.00000000 MYR 2021-10-14 8590.00000000 N N N STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 STANDARD CHARTERED BANK MTN 8.250000% 05/18/2029 AV6441332 14336000000.00000000 PA 1127848.80000000 0.073188719129 Long DBT NUSS GB N 2 2029-05-18 Fixed 8.25000000 N N N N N N EURO N/A FX Forward Contract: EUR/USD SETTLE 2021-10-04 N/A 1.00000000 NC -5930.90000000 -0.00038486982 N/A DFE XX N 2 J P MORGAN CHASE BANK N/A 368203.60000000 USD 312587.00000000 EUR 2021-10-04 -5930.90000000 N N N Independent State of Papua New Guinea 254900NKI6OC90ZW9W36 PAPUA NEW GUINEA GOVERNMENT INTERNATIONAL BOND 144 8.375000% 10/04/2028 69888UAB1 275000.00000000 PA USD 276512.50000000 0.017943536135 Long DBT NUSS PG N 2 2028-10-04 Fixed 8.37500000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/EUR SETTLE 2021-10-04 N/A 1.00000000 NC USD 34053.65000000 0.002209820168 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 1459694.00000000 EUR 1725766.00000000 USD 2021-10-04 34053.65000000 N N N Poinsettia Finance Limited S.a r.l. N/A POINSETTIA FINANCE LTD 6.625000% 06/17/2031 G7150PAA8 4195507.50000000 PA USD 4137862.86000000 0.268515498402 Long DBT NUSS MX N 2 2031-06-17 Fixed 6.62500000 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 1159890.00000000 0.075267946758 Long DBT NUSS KZ N 2 2030-04-24 Fixed 5.37500000 N N N N N N Republic of Ghana 213800PP4399SNNXZ126 GHANA GOVERNMENT INTERNATIONAL BOND 144A 8.875000% 05/07/2042 37443GAN1 426000.00000000 PA USD 396180.00000000 0.025709037190 Long DBT NUSS GH N 2 2042-05-07 Fixed 8.87500000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 PETROLEOS MEXICANOS 5.950000% 01/28/2031 P78625EA7 1490000.00000000 PA USD 1444406.00000000 0.093730848534 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 56563000.00000000 PA 1724729.63000000 0.111921697716 Long DBT USGA TH N 2 2028-03-12 Fixed 1.25000000 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 384969.25000000 0.024981545674 Long DBT NUSS TR N 2 2026-01-08 Fixed 6.50000000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/COP SETTLE 2021-12-15 N/A 1.00000000 NC USD 12068.70000000 0.000783165876 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 7552980562.42000000 COP 1984967.65000000 USD 2021-12-15 12068.70000000 N N N Kerajaan Malaysia 254900GSIL471JOBYY43 MALAYSIA INVESTMNT ISSUE 4.070000% 09/30/2026 N/A 6500000.00000000 PA 1638703.91000000 0.106339289632 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 574000.00000000 PA USD 501618.60000000 0.032551191990 Long DBT NUSS MX N 2 2060-01-28 Fixed 6.95000000 N N N 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 285438.90000000 0.018522790892 Long DBT NUSS CN N 2 2170-10-01 Fixed 3.08000000 N N N N N N SOUTH AFRICAN RAND N/A FX Forward Contract: ZAR/USD SETTLE 2021-10-01 N/A 1.00000000 NC -49837.25000000 -0.00323405450 N/A DFE ZA N 2 MORGAN STANLEY & CO, INC N/A 1308647.69000000 USD 18938803.00000000 ZAR 2021-10-01 -49837.25000000 N N N U.S. DOLLARS N/A FX Forward Contract: USD/BRL SETTLE 2021-11-03 N/A 1.00000000 NC USD 32366.02000000 0.002100305951 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 24559978.32000000 BRL 4519354.17000000 USD 2021-11-03 32366.02000000 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 EGYPT GOVERNMENT INTERNATIONAL BOND MTN 4.750000% 04/11/2025 N/A 443000.00000000 PA 522399.61000000 0.033899719828 Long DBT NUSS EG N 2 2025-04-11 Fixed 4.75000000 N N N N N N Comision Federal de Electricidad 4469000001BFPONMPF32 COMISION FEDERAL DE ELECTRICIDAD 144A 3.348000% 02/09/2031 200447AH3 391000.00000000 PA USD 383672.66000000 0.024897406948 Long DBT NUSS MX N 2 2031-02-09 Fixed 3.34800000 N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/ZAR SETTLE 2021-10-01 N/A 1.00000000 NC USD 51877.24000000 0.003366434177 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 20663820.00000000 ZAR 1425344.84000000 USD 2021-10-01 51877.24000000 N N N Republica del Peru 254900STKLK2DBJJZ530 BONOS DE TESORERIA 5.200000% 09/12/2023 N/A 800000.00000000 PA 199782.54000000 0.012964351433 Long DBT NUSS PE N 2 2023-09-12 Fixed 5.20000000 N 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 4222350.71000000 0.273998110543 Long DBT CORP US N 2 2030-09-18 Fixed 7.00000000 N N N N N N Turkiye Cumhuriyeti 5493000PCHOG3B6S3Q85 REPUBLIC OF TURKEY 6.000000% 01/14/2041 900123BJ8 558000.00000000 PA USD 482670.00000000 0.031321573478 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 32210000000.00000000 PA 2359628.65000000 0.153121764649 Long DBT NUSS ID N 2 2030-09-15 Fixed 7.00000000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/PHP SETTLE 2021-12-07 N/A 1.00000000 NC USD 12582.37000000 0.000816499112 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 29379348.00000000 PHP 584291.56000000 USD 2021-12-07 12582.37000000 N N N Republica de Colombia 549300MHDRBVRF6B9117 REPUBLIC OF COLOMBIA 4.125000% 02/22/2042 195325EA9 8131000.00000000 PA USD 7309931.62000000 0.474358382248 Long DBT NUSS CO N 2 2042-02-22 Fixed 4.12500000 N N N N N N Republica Federativa do Brasil 254900ZFY40OYEADAP90 FED REPUBLIC OF BRAZIL 3.750000% 09/12/2031 105756CE8 6586000.00000000 PA USD 6246821.00000000 0.405370673461 Long DBT NUSS BR N 2 2031-09-12 Fixed 3.75000000 N N N N N TENCENT HOLDINGS LIMITED 254900N4SLUMW4XUYY11 TENCENT HOLDINGS LTD MTN 3.240000% 06/03/2050 88032WAV8 450000.00000000 PA USD 423499.50000000 0.027481862778 Long DBT NUSS CN N 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 52134.01000000 0.003383096577 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2029-09-10 0.00000000 MXN 0.00000000 MXN -33993222.00000000 MXN 52134.01000000 N N N POLISH ZLOTY N/A FX Forward Contract: PLN/USD SETTLE 2021-12-15 N/A 1.00000000 NC -323785.45000000 -0.02101118727 N/A DFE PA N 2 JP MORGAN N/A 10595131.39000000 USD 40787547.54000000 PLN 2021-12-15 -323785.45000000 N N N Republica Federativa do Brasil 254900ZFY40OYEADAP90 NOTA DO TESOURO NACIONAL 10.000000% 01/01/2027 N/A 46182000.00000000 PA 8262752.68000000 0.536189146212 Long DBT NUSS BR N 2 2027-01-01 Fixed 10.00000000 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 559567.70000000 0.036311643217 Long DBT CORP CI N 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 476888.66000000 0.030946408944 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 204897.33000000 0.013296261995 Long DBT NUSS TH N 2 2029-12-17 Fixed 1.60000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 PETROLEOS MEXICANOS MTN 6.875000% 08/04/2026 71654QCB6 713000.00000000 PA USD 775458.80000000 0.050321316393 Long DBT NUSS MX N 2 2026-08-04 Fixed 6.87500000 N N N N N N Kingdom of Bahrain 549300RODM1WN85LFQ95 BAHRAIN GOVERNMENT INTERNATIONAL BOND 144A 7.000000% 10/12/2028 05674RAG9 507000.00000000 PA USD 553897.50000000 0.035943690815 Long DBT NUSS BH N 2 2028-10-12 Fixed 7.00000000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/BRL SETTLE 2021-11-03 N/A 1.00000000 NC USD -872.36000000 -0.00005660945 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 1758892.00000000 BRL 320468.62000000 USD 2021-11-03 -872.36000000 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 1076308.76000000 0.069844166639 Long DBT NUSS TR N 2 2022-05-03 Fixed 5.12500000 N N N N N N Saudi Arabian Oil Company 5586006WD91QHB7J4X50 SAUDI ARABIAN OIL CO MTN 4.250000% 04/16/2039 N/A 160000.00000000 PA USD 179382.40000000 0.011640539131 Long DBT NUSS SA N 2 2039-04-16 Fixed 4.25000000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: ZMW/USD SETTLE 2022-02-16 N/A 1.00000000 NC 5545.64000000 0.000359869415 N/A DFE ZM N 2 STANDARD BANK N/A 68738.32000000 USD 1333523.34000000 ZMW 2022-02-16 5545.64000000 N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 INDONESIA GOVERNMENT 6.625000% 05/15/2033 N/A 24323000000.00000000 PA 1705371.56000000 0.110665507748 Long DBT NUSS ID N 2 2033-05-15 Fixed 6.62500000 N N N N N N Sultanate of Oman 549300SZ20F0QTKNQC75 OMAN GOV INTERNTL BOND 6.750000% 01/17/2048 N/A 3429000.00000000 PA USD 3390595.20000000 0.220023570334 Long DBT NUSS OM N 2 2048-01-17 Fixed 6.75000000 N N N N N N People's Republic of China 300300CHN201808MOF68 CHINA GOVT INTL BOND 0.400000% 10/21/2023 Y15025AA0 2410000.00000000 PA USD 2410626.60000000 0.156431139663 Long DBT NUSS CN N 2 2023-10-21 Fixed 0.40000000 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 444262.50000000 0.028829221906 Long DBT NUSS MX N 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 6671000.00000000 PA 1634725.64000000 0.106081130483 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 1424352.72000000 0.092429544780 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 438750.00000000 0.028471503022 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 5.000000% 07/31/2030 N/A 2447644.00000000 PA USD 2056045.44000000 0.133421547484 Long DBT NUSS EC N 2 2030-07-31 Fixed 5.00000000 N N N N N N BIOCEANICO SOVEREIGN CERTIFICATE LIMITED N/A BIOCEANICO SOVEREIGN CERTIFICATE LTD ZERO COUPON 06/05/2034 G11176AA5 1665975.11530000 PA USD 1253646.27000000 0.081352008125 Long DBT NUSS PY 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 575886.00000000 0.037370575474 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 802256.00000000 0.052060248726 Long DBT NUSS CO N 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 974082.60000000 0.063210474506 Long DBT NUSS TR N 2 2026-10-09 Fixed 4.87500000 N N N N N N Emirate of Abu Dhabi 213800FER4348CINTA77 ABU DHABI GOVERNMENT INTERNATIONAL BOND MTN 3.000000% 09/15/2051 N/A 720000.00000000 PA USD 706003.20000000 0.045814181749 Long DBT NUSS AE N 2 2051-09-15 Fixed 3.00000000 N N N N N N DP World Limited 549300M3U2DNF4QVSS04 DP WORLD LTD/UNITED ARAB EMIRATES MTN 4.700000% 09/30/2049 23330JAC5 134000.00000000 PA USD 146869.36000000 0.009530692711 Long DBT NUSS AE N 2 2049-09-30 Fixed 4.70000000 N N N N N N Ukraine 6354001WLTJXOMEXPY07 UKRAINE GOVERNMENT 7.253000% 03/15/2033 N/A 724000.00000000 PA USD 733226.66000000 0.047580775079 Long DBT NUSS UA N 2 2033-03-15 Fixed 7.25300000 N N N N N N Minejesa Capital B.V. 549300KS7ERCP10BKC35 MINEJESA CAPITAL BV 144A 4.625000% 08/10/2030 602736AA8 386000.00000000 PA USD 396946.96000000 0.025758807000 Long DBT NUSS ID N 2 2030-08-10 Fixed 4.62500000 N N N N N N Republica Federativa do Brasil 254900ZFY40OYEADAP90 NOTA DO TESOURO NACIONAL 10.000000% 01/01/2031 N/A 7579000.00000000 PA 1303418.95000000 0.084581872533 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 947796.67000000 0.061504719668 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 3093000.00000000 PA USD 2404838.43000000 0.156055531915 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: ZMW/USD SETTLE 2022-02-16 N/A 1.00000000 NC 13864.12000000 0.000899674836 N/A DFE ZM N 2 STANDARD BANK N/A 171845.79000000 USD 3333808.35000000 ZMW 2022-02-16 13864.12000000 N N N Kingdom of Saudi Arabia 635400FMICXSM3SI3H65 SAUDI GOVERNMENT INTERNATIONAL BOND MTN 4.500000% 04/17/2030 80413TAH2 463000.00000000 PA USD 542084.10000000 0.035177091946 Long DBT NUSS SA N 2 2030-04-17 Fixed 4.50000000 N N N N N N N/A N/A REPUBLIC OF ANGOLA VIA AVENIR II BV MTN VARIABLE RATE 07/01/2023 N/A 2940615.35630000 PA USD 2896506.13000000 0.187960986972 Long DBT NUSS AO N 2 2023-07-01 Floating 7.66087920 N N N N N N BRK: GOLDMAN SACHS N/A BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP N/A 3361902.00000000 NC -66462.60000000 -0.00431291194 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2025-01-02 0.00000000 BRL 0.00000000 BRL -3361902.00000000 BRL -66462.60000000 N N N U.S. DOLLARS N/A FX Forward Contract: USD/ZAR SETTLE 2021-10-18 N/A 1.00000000 NC USD 853211.09000000 0.055366842455 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 296383500.00000000 ZAR 20517585.60000000 USD 2021-10-18 853211.09000000 N N N INDONESIA RUPIAH N/A FX Forward Contract: IDR/USD SETTLE 2021-12-03 N/A 1.00000000 NC 6.70000000 0.000000434778 N/A DFE ID N 2 CITIGROUP GLOBAL MARKETS N/A 241098.70000000 USD 3468445848.00000000 IDR 2021-12-03 6.70000000 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 572343.20000000 0.037140674982 Long DBT NUSS MX N 2 2031-07-11 Fixed 3.87500000 N N N N N N Romania 315700IASY927EDWBK92 ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 6.750000% 02/07/2022 77586TAA4 988000.00000000 PA USD 1008115.68000000 0.065418959840 Long DBT NUSS RO N 2 2022-02-07 Fixed 6.75000000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/EUR SETTLE 2021-10-04 N/A 1.00000000 NC USD 8307.27000000 0.000539077978 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 519438.00000000 EUR 610309.94000000 USD 2021-10-04 8307.27000000 N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 REPUBLIC OF SOUTH AFRICA 10.500000% 12/21/2026 N/A 157533071.00000000 PA 11755558.58000000 0.762845405444 Long DBT NUSS ZA N 2 2026-12-21 Fixed 10.50000000 N N N N N N Rzeczpospolita Polska 259400R9L8QEP0TPXS31 POLAND GOVERNMENT BOND 0.250000% 10/25/2026 N/A 10120000.00000000 PA 2391594.59000000 0.155196108483 Long DBT NUSS PL N 2 2026-10-25 Fixed 0.25000000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/CNY SETTLE 2021-12-15 N/A 1.00000000 NC USD 5700.26000000 0.000369903065 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 101279314.00000000 CNY 15607365.16000000 USD 2021-12-15 5700.26000000 N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 REPUBLIC OF SOUTH AFRICA 4.850000% 09/30/2029 836205BA1 2362000.00000000 PA USD 2427309.30000000 0.157513718680 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 1119272.30000000 0.072632170193 Long DBT NUSS CL N 2 2027-10-12 Fixed 3.50000000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/KRW SETTLE 2021-10-01 N/A 1.00000000 NC USD 1838.11000000 0.000119279212 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 2574615866.00000000 KRW 2176344.75000000 USD 2021-10-01 1838.11000000 N N N U.S. DOLLARS N/A FX Forward Contract: USD/EUR SETTLE 2021-10-04 N/A 1.00000000 NC USD 8670.52000000 0.000562650111 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 414324.00000000 EUR 488851.32000000 USD 2021-10-04 8670.52000000 N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 PETROLEOS MEXICANOS 144A 6.950000% 01/28/2060 71654QDA7 864000.00000000 PA USD 755049.60000000 0.048996916167 Long DBT NUSS MX N 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 -71345.10000000 -0.00462974867 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 -71345.10000000 N N N Republica Federativa do Brasil 254900ZFY40OYEADAP90 LETRA TESOURO NACIONAL ZERO COUPON 01/01/2022 N/A 77000000.00000000 PA 13886439.65000000 0.901123210173 Long DBT NUSS BR N 2 2022-01-01 None 0.00000000 N N N N N N MEXICAN PESO N/A FX Forward Contract: MXN/USD SETTLE 2021-11-16 N/A 1.00000000 NC -3581.21000000 -0.00023239300 N/A DFE MX N 2 CITIGROUP GLOBAL MARKETS N/A 126797.02000000 USD 2548000.00000000 MXN 2021-11-16 -3581.21000000 N N N Republic of Georgia 254900MHQHBC58M2GR84 REPUBLIC OF GEORGIA 2.750000% 04/22/2026 N/A 480000.00000000 PA USD 485328.00000000 0.031494057250 Long DBT NUSS GE N 2 2026-04-22 Fixed 2.75000000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/EUR SETTLE 2021-11-03 N/A 1.00000000 NC USD 3998.39000000 0.000259464781 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 349976.00000000 EUR 409786.48000000 USD 2021-11-03 3998.39000000 N N N SOUTH AFRICAN RAND N/A FX Forward Contract: ZAR/USD SETTLE 2021-12-15 N/A 1.00000000 NC -239.98000000 -0.00001557285 N/A DFE ZA N 2 MORGAN STANLEY & CO, INC N/A 402985.45000000 USD 6119554.94000000 ZAR 2021-12-15 -239.98000000 N N N DP World Limited 549300M3U2DNF4QVSS04 DP WORLD LTD/UNITED ARAB EMIRATES MTN 5.625000% 09/25/2048 23330JAB7 439000.00000000 PA USD 541155.30000000 0.035116819964 Long DBT NUSS AE N 2 2048-09-25 Fixed 5.62500000 N 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 746435.87000000 0.048437951290 Long DBT NUSS KR N 2 2030-09-16 Fixed 1.00000000 N 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 383261.93000000 0.024870753728 Long DBT NUSS XX N 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 84640000.00000000 PA 3973983.32000000 0.257880975739 Long DBT NUSS CZ N 2 2028-08-25 Fixed 2.50000000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/IDR SETTLE 2021-10-15 N/A 1.00000000 NC USD 633.22000000 0.000041091111 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 34874913371.00000000 IDR 2435739.17000000 USD 2021-10-15 633.22000000 N N N GRAN TIERRA ENERGY INC. 549300IH2S17MAIUCM32 GRAN TIERRA ENERGY INC 144A 7.750000% 05/23/2027 38502JAA9 293000.00000000 PA USD 253884.50000000 0.016475152841 Long DBT CORP CO N 2 2027-05-23 Fixed 7.75000000 N N N N N N Magyarorszag 5299003F3UFKGCCMAP43 HUNGARY GOVERNMENT INTERNATIONAL BOND 144A 3.125000% 09/21/2051 445545AN6 1983000.00000000 PA USD 1952640.27000000 0.126711346663 Long DBT NUSS HU N 2 2051-09-21 Fixed 3.12500000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/EUR SETTLE 2021-10-05 N/A 1.00000000 NC USD 308461.71000000 0.020016794321 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 10355394.00000000 EUR 12310026.39000000 USD 2021-10-05 308461.71000000 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 EGYPT GOVERNMENT BOND 17.700000% 08/07/2025 N/A 29457000.00000000 PA 2041991.45000000 0.132509551544 Long DBT NUSS EG N 2 2025-08-07 Fixed 17.70000000 N N N N N N NEW RUSSIAN ROUBLE N/A FX Forward Contract: RUB/USD SETTLE 2021-12-15 N/A 1.00000000 NC -3906.01000000 -0.00025347002 N/A DFE RU N 2 BARCLAYS CAPITAL INC. N/A 1288026.82000000 USD 94743067.00000000 RUB 2021-12-15 -3906.01000000 N N N Republica Bolivariana de Venezuela 529900XM8PJTJK5OJI77 Venezuela Government International Bond Maturity:09/15/2027 922646AS3 2300000.00000000 PA USD 243800.00000000 0.015820746294 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 163217000.00000000 PA 8445066.61000000 0.548019919110 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 964000.00000000 PA USD 1045949.64000000 0.067874093074 Long DBT NUSS GT N 2 2030-06-01 Fixed 4.90000000 N N N N N BRK: JP MORGAN CHASE N/A BRK: JP MORGAN CHASE REC: 7.192 % FIXED N/A 1287603600.00000000 NC -98722.77000000 -0.00640634904 N/A DIR XX N 2 BRK: JP MORGAN CHASE N/A Y 2023-07-27 0.00000000 RUB 0.00000000 RUB -1287603600.00000000 RUB -98722.77000000 N N N State of Israel 213800T8ZHTFZIBYPE21 STATE OF ISRAEL 4.500000% 04/03/2120 46513JB59 3121000.00000000 PA USD 3917635.25000000 0.254224419055 Long DBT NUSS IL N 2 2120-04-03 Fixed 4.50000000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 TITULOS DE TESORERIA 6.250000% 07/09/2036 N/A 5769500000.00000000 PA 1276684.24000000 0.082846995322 Long DBT NUSS CO N 2 2036-07-09 Fixed 6.25000000 N N N N N N RUSSIA, FEDERATION OF (GOVERNMENT) 5493004EHVGF71PDBU58 RUSSIA GOVT BOND - OFZ 7.000000% 08/16/2023 N/A 219831000.00000000 PA 3016050.51000000 0.195718498486 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 434000.00000000 PA USD 384832.14000000 0.024972648289 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 1738993.71000000 0.112847326883 Long DBT NUSS ZA N 2 2033-09-15 Fixed 7.50000000 N N N N N N Qatar Petroleum 254900QTESJKJ3P87J26 QATAR PETROLEUM 3.125000% 07/12/2041 N/A 474000.00000000 PA USD 473772.48000000 0.030744192811 Long DBT NUSS QA N 2 2041-07-12 Fixed 3.12500000 N N N 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 309237.50000000 0.020067137130 Long DBT NUSS IN N 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 -128729.52000000 -0.00835355650 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 -128729.52000000 N N N Emirate of Abu Dhabi 213800FER4348CINTA77 ABU DHABI GOVERNMENT INTERNATIONAL BOND MTN 3.000000% 09/15/2051 29135LAR1 1576000.00000000 PA USD 1545362.56000000 0.100282153384 Long DBT NUSS AE N 2 2051-09-15 Fixed 3.00000000 N N N N N N Republica de El Salvador 529900AKDMUSFSDOM949 REPUBLIC OF EL SALVADOR 7.750000% 01/24/2023 P01012AJ5 1630000.00000000 PA USD 1373291.30000000 0.089116051050 Long DBT NUSS SV N 2 2023-01-24 Fixed 7.75000000 N N N N N N Republic of Uganda 549300NF1DEFHG8XLQ11 UGANDA GOVERNMENT BOND 16.000000% 05/06/2027 N/A 2226000000.00000000 PA 738569.51000000 0.047927484982 Long DBT NUSS UG N 2 2027-05-06 Fixed 16.00000000 N N N N N N ROYAUME DU MAROC 529900F3MBW9XY5K1X07 KINGDOM OF MOROCCO 2.375000% 12/15/2027 N/A 745000.00000000 PA USD 729198.55000000 0.047319381698 Long DBT NUSS MA N 2 2027-12-15 Fixed 2.37500000 N N N N N N Republique du Senegal 549300NP14ZLQGWIUZ97 REPUBLIC OF SENEGAL 6.750000% 03/13/2048 N/A 1622000.00000000 PA USD 1637198.14000000 0.106241576731 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 36320000.00000000 PA 105320.10000000 0.006834465060 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 349125.00000000 0.022655529327 Long DBT NUSS IN N 2 2022-07-30 Fixed 6.37500000 N N N 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 622963.04000000 0.040425513563 Long DBT NUSS RU N 2 2027-03-10 Fixed 4.65000000 N N N N N N BRAZILIAN REAL N/A FX Forward Contract: BRL/USD SETTLE 2021-11-03 N/A 1.00000000 NC -323108.59000000 -0.02096726426 N/A DFE BR N 2 CITIGROUP GLOBAL MARKETS N/A 6027836.31000000 USD 31225397.64000000 BRL 2021-11-03 -323108.59000000 N N N BRK: GOLDMAN SACHS N/A BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP N/A 6361099.00000000 NC -35444.52000000 -0.00230007694 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2023-01-02 0.00000000 BRL 0.00000000 BRL -6361099.00000000 BRL -35444.52000000 N N N Petroleos de Venezuela, S.A. 549300YWR8TN1OFD4P06 PETROLEOS DE VENEZUELA 6.0% 05/16/2024 N/A 7785099.00000000 PA USD 447643.19000000 0.029048602705 Long DBT NUSS VE N 2 2024-05-16 Fixed 6.00000000 Y N N N N N Kerajaan Malaysia 254900GSIL471JOBYY43 MALAYSIA INVESTMNT ISSUE 4.369000% 10/31/2028 N/A 1200000.00000000 PA 305819.06000000 0.019845306646 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 990742.23000000 0.064291556457 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 545630.00000000 0.035407193604 Long DBT NUSS MX N 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 1228812.35000000 0.079740477576 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 -16563.11000000 -0.00107481854 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2025-04-01 0.00000000 MXN 0.00000000 MXN -27064261.00000000 MXN -16563.11000000 N N N SOUTH AFRICAN RAND N/A FX Forward Contract: ZAR/USD SETTLE 2021-10-01 N/A 1.00000000 NC -16048.33000000 -0.00104141327 N/A DFE ZA N 2 MORGAN STANLEY & CO, INC N/A 1209025.07000000 USD 17948335.00000000 ZAR 2021-10-01 -16048.33000000 N N N SOUTH AFRICAN RAND N/A FX Forward Contract: ZAR/USD SETTLE 2021-10-01 N/A 1.00000000 NC -6300.19000000 -0.00040883391 N/A DFE ZA N 2 MORGAN STANLEY & CO, INC N/A 1321359.88000000 USD 19785073.00000000 ZAR 2021-10-01 -6300.19000000 N N N Ukraine 6354001WLTJXOMEXPY07 UKRAINE GOVERNMENT INTERNATIONAL BOND 144A 7.750000% 09/01/2024 903724AR3 131000.00000000 PA USD 141975.18000000 0.009213098043 Long DBT NUSS UA N 2 2024-09-01 Fixed 7.75000000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 TITULOS DE TESORERIA 10.000000% 07/24/2024 N/A 20024400000.00000000 PA 5862392.58000000 0.380424223496 Long DBT NUSS CO N 2 2024-07-24 Fixed 10.00000000 N N N N N N Magyarorszag 5299003F3UFKGCCMAP43 HUNGARY GOVERNMENT BOND 3.000000% 08/21/2030 N/A 727940000.00000000 PA 2332377.36000000 0.151353365365 Long DBT NUSS HU N 2 2030-08-21 Fixed 3.00000000 N N N N N N Sultanate of Oman 549300SZ20F0QTKNQC75 OMAN GOVERNMENT INTERNATIONAL BOND MTN 4.875000% 02/01/2025 68205LAA1 717000.00000000 PA USD 744694.84000000 0.048324971823 Long DBT NUSS OM N 2 2025-02-01 Fixed 4.87500000 N N N N N N POLISH ZLOTY N/A FX Forward Contract: PLN/USD SETTLE 2021-12-15 N/A 1.00000000 NC -272431.02000000 -0.01767867945 N/A DFE PA N 2 JP MORGAN N/A 7745397.94000000 USD 29675175.50000000 PLN 2021-12-15 -272431.02000000 N N N Emirate of Sharjah N/A FINANCE DEPARTMENT GOVERNMENT OF SHARJAH MTN 4.000000% 07/28/2050 38381CAB8 1627000.00000000 PA USD 1447053.80000000 0.093902670404 Long DBT NUSS AE N 2 2050-07-28 Fixed 4.00000000 N N N N N N EURO N/A FX Forward Contract: EUR/USD SETTLE 2021-10-04 N/A 1.00000000 NC -6238.21000000 -0.00040481188 N/A DFE XX N 2 J P MORGAN CHASE BANK N/A 487946.50000000 USD 415642.00000000 EUR 2021-10-04 -6238.21000000 N N N U.S. DOLLARS N/A FX Forward Contract: USD/EUR SETTLE 2021-10-04 N/A 1.00000000 NC USD 4531.44000000 0.000294055629 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 207162.00000000 EUR 244621.84000000 USD 2021-10-04 4531.44000000 N N N BRK: GOLDMAN SACHS N/A BRK: GOLDMAN SACHS PAY: 1.9865% N/A 12429983.00000000 NC -44178.22000000 -0.00286682694 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2024-03-25 0.00000000 PLN 0.00000000 PLN -12429983.00000000 PLN -44178.22000000 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 389103.00000000 0.025249794280 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 4442049.69000000 0.288254885866 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 470077.50000000 0.030504417007 Long DBT NUSS ID N 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 3119000.00000000 PA 717455.68000000 0.046557359684 Long DBT NUSS MY N 2 2050-06-15 Fixed 4.06500000 N N N N N N BRK: GOLDMAN SACHS N/A BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP N/A 2705129.00000000 NC -22095.16000000 -0.00143380607 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2023-01-02 0.00000000 BRL 0.00000000 BRL -2705129.00000000 BRL -22095.16000000 N N N BELARUS, REPUBLIC OF (GOVERNMENT) 635400CVCOWYLHF4ZB08 REPUBLIC OF BELARUS INTERNATIONAL BOND 144A 6.378000% 02/24/2031 07737JAD5 899000.00000000 PA USD 791120.00000000 0.051337607911 Long DBT NUSS BY N 2 2031-02-24 Fixed 6.37800000 N N N N N N ROYAUME DU MAROC 529900F3MBW9XY5K1X07 KINGDOM OF MOROCCO 5.500000% 12/11/2042 N/A 401000.00000000 PA USD 451258.13000000 0.029283184529 Long DBT NUSS MA N 2 2042-12-11 Fixed 5.50000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 EGYPT GOVERNMENT BOND 16.100000% 05/07/2029 N/A 14920000.00000000 PA 1012593.87000000 0.065709559954 Long DBT NUSS EG N 2 2029-05-07 Fixed 16.10000000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/IDR SETTLE 2021-10-04 N/A 1.00000000 NC USD -922.82000000 -0.00005988392 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 1032278582.00000000 IDR 71201.45000000 USD 2021-10-04 -922.82000000 N N N BRK: GOLDMAN SACHS N/A BRK: GOLDMAN SACHS PAY: 28D MEXICAN INTERBANK RATE TIIE N/A 27590294.00000000 NC -63438.78000000 -0.00411668926 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2026-04-06 0.00000000 MXN 0.00000000 MXN -27590294.00000000 MXN -63438.78000000 N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 REPUBLIC OF SOUTH AFRICA 4.850000% 09/27/2027 836205AW4 682000.00000000 PA USD 714360.90000000 0.046356532246 Long DBT NUSS ZA N 2 2027-09-27 Fixed 4.85000000 N N N N N N GALAXY PIPELINE ASSETS BIDCO LIMITED 549300L82YB0C6JQIC26 GALAXY PIPELINE ASSETS BIDCO LTD 2.160000% 03/31/2034 N/A 1660000.00000000 PA USD 1629038.78000000 0.105712096975 Long DBT NUSS AE N 2 2034-03-31 Fixed 2.16000000 N N N N N N BRK: GOLDMAN SACHS N/A BRK: GOLDMAN SACHS PAY: 28-DAY MXN - TIIE N/A 75955700.00000000 NC 2906.37000000 0.000188601076 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2022-09-12 0.00000000 MXN 0.00000000 MXN -75955700.00000000 MXN 2906.37000000 N N N Republica de Colombia 549300MHDRBVRF6B9117 TITULOS DE TESORERIA 6.000000% 04/28/2028 N/A 25503900000.00000000 PA 6292995.48000000 0.408367042342 Long DBT NUSS CO N 2 2028-04-28 Fixed 6.00000000 N N N 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 579570.00000000 0.037609638761 Long DBT NUSS CN N 2 2024-01-29 Fixed 7.25000000 N N N N N N EURO N/A FX Forward Contract: EUR/RON SETTLE 2022-06-30 N/A 1.00000000 NC 1201.98000000 0.000077999264 N/A DFE XX N 2 J P MORGAN CHASE BANK N/A 3349893.00000000 RON 662562.11000000 EUR 2022-06-30 1201.98000000 N N N KONDOR FINANCE PLC 213800PUC1T9GI6EIO63 NAK NAFTOGAZ UKRAINE VIA KONDOR FINANCE PLC 7.125000% 07/19/2024 N/A 720000.00000000 PA 841853.86000000 0.054629845514 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/PEN SETTLE 2021-12-15 N/A 1.00000000 NC USD 265.88000000 0.000017253568 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 658208.91000000 PEN 159662.56000000 USD 2021-12-15 265.88000000 N N N Gobierno de la Republica Dominicana 254900EHU7Q8FGVPI369 DOMINICAN REPUBLIC 5.300000% 01/21/2041 P3579ECJ4 2694000.00000000 PA USD 2664392.94000000 0.172898624828 Long DBT NUSS DO N 2 2041-01-21 Fixed 5.30000000 N N N N N N Republica de Angola 549300QHR2R3J8JSGK83 ANGOLAN GOVERNMENT INTERNATIONAL BOND MTN 9.125000% 11/26/2049 N/A 409000.00000000 PA USD 414987.76000000 0.026929516269 Long DBT NUSS AO N 2 2049-11-26 Fixed 9.12500000 N N N N N N INDONESIA RUPIAH N/A FX Forward Contract: IDR/USD SETTLE 2021-11-15 N/A 1.00000000 NC -42.37000000 -0.00000274948 N/A DFE ID N 2 CITIGROUP GLOBAL MARKETS N/A 1042473.41000000 USD 14966060952.00000000 IDR 2021-11-15 -42.37000000 N N N UKRANIAN HRYVNIA N/A FX Forward Contract: UAH/USD SETTLE 2022-02-16 N/A 1.00000000 NC 13108.10000000 0.000850614948 N/A DFE UA N 2 CITIGROUP GLOBAL MARKETS N/A 1254670.93000000 USD 34854758.41000000 UAH 2022-02-16 13108.10000000 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 EGYPT GOVERNMENT BOND 18.000000% 11/06/2028 N/A 30307000.00000000 PA 2212421.56000000 0.143569155856 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 59909.58000000 0.003887671311 N/A DIR XX N 2 BRK: JPMORGAN CHASE N/A Y 2031-02-05 0.00000000 KRW 0.00000000 KRW -1600000000.00000000 KRW 59909.58000000 N N N Republica de Colombia 549300MHDRBVRF6B9117 REPUBLIC OF COLOMBIA 3.250000% 04/22/2032 195325DZ5 269000.00000000 PA USD 250847.88000000 0.016278099540 Long DBT NUSS CO N 2 2032-04-22 Fixed 3.25000000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/CLP SETTLE 2021-12-15 N/A 1.00000000 NC USD 29685.76000000 0.001926377676 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 858458888.00000000 CLP 1080137.26000000 USD 2021-12-15 29685.76000000 N N N Kingdom of Thailand 254900PHJ6MSKT6C7026 THAILAND GOVERNMENT BOND 3.400000% 06/17/2036 N/A 193984000.00000000 PA 6448846.52000000 0.418480577058 Long DBT NUSS TH N 2 2036-06-17 Fixed 3.40000000 N N N N N N RUSSIA, FEDERATION OF (GOVERNMENT) 5493004EHVGF71PDBU58 RUSSIA GOVT BOND - OFZ 7.000000% 07/30/2036 N/A 86250000.00000000 PA 1136459.44000000 0.073747483488 Long DBT NUSS RU N 2 2036-07-30 Fixed 7.00000000 N N N N N N Kerajaan Malaysia 254900GSIL471JOBYY43 MALAYSIA GOVERNMENT 3.882000% 03/10/2022 N/A 4459000.00000000 PA 1074809.62000000 0.069746883975 Long DBT NUSS MY N 2 2022-03-10 Fixed 3.88200000 N N N N N N ALFA DESARROLLO SPA 2549006BJAN34R520038 ALFA DESARROLLO SPA 144A 4.550000% 09/27/2051 01538TAA3 2047000.00000000 PA USD 1996848.50000000 0.129580121031 Long DBT NUSS CL N 2 2051-09-27 Fixed 4.55000000 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 224531.00000000 0.014570336285 Long DBT NUSS BR N 2 2030-02-04 Fixed 4.62500000 N N N N N N EURO N/A FX Forward Contract: EUR/USD SETTLE 2021-12-15 N/A 1.00000000 NC -12872.49000000 -0.00083532567 N/A DFE XX N 2 J P MORGAN CHASE BANK N/A 1107567.59000000 USD 943211.00000000 EUR 2021-12-15 -12872.49000000 N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 REPUBLIC OF INDONESIA 7.750000% 01/17/2038 Y20721AL3 1797000.00000000 PA USD 2672793.27000000 0.173443741685 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 5408182.92000000 0.350949507354 Long DBT NUSS ID N 2 2029-05-15 Fixed 8.25000000 N N N N N N BRAZILIAN REAL N/A FX Forward Contract: BRL/USD SETTLE 2021-11-03 N/A 1.00000000 NC -166294.93000000 -0.01079126291 N/A DFE BR N 2 CITIGROUP GLOBAL MARKETS N/A 5703207.39000000 USD 30306844.06000000 BRL 2021-11-03 -166294.93000000 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 EGYPT GOVERNMENT INTERNATIONAL BOND MTN 4.750000% 04/16/2026 N/A 670000.00000000 PA 780006.26000000 0.050616411598 Long DBT NUSS EG N 2 2026-04-16 Fixed 4.75000000 N N N N N N United States of America N/A US 5YR NOTE (CBT) DEC21 FINANCIAL COMMODITY FUTURE. N/A 93.00000000 NC USD 11415023.44000000 0.740747292014 N/A DIR US N 1 GOLDMAN, SACHS & CO. N/A Long U.S. Treasury Futures US 5-Year Note (consolidated) Dec 2021 2022-01-03 11470258.53000000 USD -55235.09000000 N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 INDONESIA GOVERNMENT 6.500000% 06/15/2025 N/A 58731000000.00000000 PA 4308649.78000000 0.279598256941 Long DBT NUSS ID N 2 2025-06-15 Fixed 6.50000000 N N N N N N Republic of Zambia 213800DMLAZ6LGMMD849 ZAMBIA GOVERNMENT BOND 13.000000% 01/25/2031 N/A 30744000.00000000 PA 1032501.43000000 0.067001407600 Long DBT NUSS ZM N 2 2031-01-25 Fixed 13.00000000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 INDONESIA GOVERNMENT 7.000000% 05/15/2022 N/A 40233000000.00000000 PA 2875693.21000000 0.186610388420 Long DBT NUSS ID N 2 2022-05-15 Fixed 7.00000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 EGYPT GOVERNMENT INTERNATIONAL BOND MTN 7.600300% 03/01/2029 N/A 200000.00000000 PA USD 207126.00000000 0.013440885549 Long DBT NUSS EG N 2 2029-03-01 Fixed 7.60030000 N N N N N N REPUBLICA DEL PARAGUAY 529900UXKJTJPCU0HK83 REPUBLIC OF PARAGUAY 5.400000% 03/30/2050 P75744AG0 571000.00000000 PA USD 655228.21000000 0.042519275125 Long DBT NUSS PY N 2 2050-03-30 Fixed 5.40000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 EGYPT GOVERNMENT INTERNATIONAL BOND MTN 7.052900% 01/15/2032 03846JX21 547000.00000000 PA USD 529692.92000000 0.034372999595 Long DBT NUSS EG N 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 1339812.50000000 PA USD 1290574.39000000 0.083748359305 Long DBT NUSS IQ N 2 2028-01-15 Fixed 5.80000000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/COP SETTLE 2021-10-25 N/A 1.00000000 NC USD -8755.54000000 -0.00056816725 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 11683319335.01000000 COP 3053185.42000000 USD 2021-10-25 -8755.54000000 N N N Republic of the Philippines 529900RAHBALMYIJ3T08 REPUBLIC OF PHILIPPINES 1.950000% 01/06/2032 718286CN5 3849000.00000000 PA USD 3714653.46000000 0.241052460884 Long DBT NUSS PH N 2 2032-01-06 Fixed 1.95000000 N N N N N N B3 S.A. - BRASIL, BOLSA, BALCAO 4GTK5S46E6H318LMDS44 B3 SA - BRASIL BOLSA BALCAO 144A 4.125000% 09/20/2031 11778EAA4 437000.00000000 PA USD 428150.75000000 0.027783693156 Long DBT NUSS BR N 2 2031-09-20 Fixed 4.12500000 N N N N N N EURO N/A FX Forward Contract: EUR/USD SETTLE 2021-10-04 N/A 1.00000000 NC -21093.10000000 -0.00136878008 N/A DFE XX N 2 J P MORGAN CHASE BANK N/A 1989927.36000000 USD 1698808.64000000 EUR 2021-10-04 -21093.10000000 N N N Perusahaan Penerbit Surat Berharga Syariah Negara Indonesia III 254900G208H6Q0L5B953 PERUSAHAAN PENERBIT SBSN 4.325000% 05/28/2025 71567RAD8 1673000.00000000 PA USD 1853600.35000000 0.120284417019 Long DBT NUSS ID N 2 2025-05-28 Fixed 4.32500000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/TRY SETTLE 2021-12-22 N/A 1.00000000 NC USD -5308.15000000 -0.00034445813 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 11352055.00000000 TRY 1221715.15000000 USD 2021-12-22 -5308.15000000 N N N U.S. DOLLARS N/A FX Forward Contract: USD/EUR SETTLE 2021-10-04 N/A 1.00000000 NC USD 15997.56000000 0.001038118696 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 932992.00000000 EUR 1097288.63000000 USD 2021-10-04 15997.56000000 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 EGYPT GOVERNMENT INTERNATIONAL BOND MTN 8.500000% 01/31/2047 N/A 2970000.00000000 PA USD 2866050.00000000 0.185984618203 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 446000.00000000 PA USD 557937.08000000 0.036205828511 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 2391933.71000000 0.155218114765 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 774000.00000000 PA USD 805460.00000000 0.052268163702 Long DBT NUSS RU N 2 2170-01-26 Fixed 4.59850000 N N N N N N MEXICAN PESO N/A FX Forward Contract: MXN/USD SETTLE 2021-12-15 N/A 1.00000000 NC -259220.83000000 -0.01682143964 N/A DFE MX N 2 CITIGROUP GLOBAL MARKETS N/A 8534728.67000000 USD 171849749.00000000 MXN 2021-12-15 -259220.83000000 N N N U.S. DOLLARS N/A FX Forward Contract: USD/BRL SETTLE 2021-12-02 N/A 1.00000000 NC USD 269024.52000000 0.017457623781 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 41715609.83000000 BRL 7849838.14000000 USD 2021-12-02 269024.52000000 N N N Kallpa Generacion S.A. 549300NG1PWEI5BZG095 KALLPA GENERACION SA 144A 4.875000% 05/24/2026 48344FAA8 263000.00000000 PA USD 281544.13000000 0.018270050252 Long DBT NUSS PE N 2 2026-05-24 Fixed 4.87500000 N N N N N N OQ S.A.O.C 549300YK417GKI6EQ392 OQ SAOC MTN 5.125000% 05/06/2028 67624L2A5 273000.00000000 PA USD 276134.04000000 0.017918976990 Long DBT NUSS OM N 2 2028-05-06 Fixed 5.12500000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 EGYPT GOVERNMENT INTERNATIONAL BOND MTN 8.150000% 11/20/2059 03846JX39 1019000.00000000 PA USD 938794.51000000 0.060920548669 Long DBT NUSS EG N 2 2059-11-20 Fixed 8.15000000 N N N N N N BELARUS, REPUBLIC OF (GOVERNMENT) 635400CVCOWYLHF4ZB08 REPUBLIC OF BELARUS 6.378000% 02/24/2031 N/A 372000.00000000 PA USD 327360.00000000 0.021243148101 Long DBT NUSS BY N 2 2031-02-24 Fixed 6.37800000 N N N N N N BRK: BNP PARIBAS SA N/A BRK: BNP PARIBAS SA REC: 2.465% FXIED N/A 89830258.00000000 NC -25840.58000000 -0.00167685504 N/A DIR XX N 2 BRK: BNP PARIBAS SA N/A Y 2024-09-21 0.00000000 CZK 0.00000000 CZK -89830258.00000000 CZK -25840.58000000 N N N Republic of Zambia 213800DMLAZ6LGMMD849 ZAMBIA GOVERNMENT BOND 11.000000% 01/25/2026 N/A 18620000.00000000 PA 789555.02000000 0.051236052736 Long DBT NUSS ZM N 2 2026-01-25 Fixed 11.00000000 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 435203.15000000 0.028241339716 Long DBT NUSS IL N 2 2030-06-30 Fixed 6.75000000 N N N N N N KOREAN WON N/A FX Forward Contract: KRW/USD SETTLE 2021-10-01 N/A 1.00000000 NC 1651.66000000 0.000107180040 N/A DFE KR N 2 CITIGROUP GLOBAL MARKETS N/A 2172854.98000000 USD 2574615866.00000000 KRW 2021-10-01 1651.66000000 N N N Turkiye Cumhuriyeti 5493000PCHOG3B6S3Q85 REPUBLIC OF TURKEY 7.250000% 12/23/2023 900123CR9 1061000.00000000 PA USD 1128447.77000000 0.073227587678 Long DBT NUSS TR N 2 2023-12-23 Fixed 7.25000000 N N N N N N EURO N/A FX Forward Contract: EUR/CZK SETTLE 2021-12-15 N/A 1.00000000 NC 3996.69000000 0.000259354464 N/A DFE XX N 2 J P MORGAN CHASE BANK N/A 52939317.95000000 CZK 2085478.62000000 EUR 2021-12-15 3996.69000000 N N N Republica de Colombia 549300MHDRBVRF6B9117 REPUBLIC OF COLOMBIA 9.850000% 06/28/2027 N/A 5060000000.00000000 PA 1549753.01000000 0.100567059847 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 35200000.00000000 PA 1529554.90000000 0.099256357739 Long DBT NUSS CZ N 2 2026-06-26 Fixed 1.00000000 N N N N N N CHINESE YUAN RENMINBI N/A FX Forward Contract: CNY/USD SETTLE 2021-10-08 N/A 1.00000000 NC 196.22000000 0.000012733169 N/A DFE CN N 2 MORGAN STANLEY & CO, INC N/A 354000.60000000 USD 2289116.00000000 CNY 2021-10-08 196.22000000 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 EGYPT GOVERNMENT BOND 14.664000% 10/06/2030 N/A 4750000.00000000 PA 301413.74000000 0.019559435235 Long DBT NUSS EG N 2 2030-10-06 Fixed 14.66400000 N N N N N N BANQUE OUEST AFRICAINE DE DEVELOPPEMENT 529900LIZJABE4JJS826 BANQUE OUEST AFRICAINE DE DEVELOPPEMENT 4.700000% 10/22/2031 N/A 280000.00000000 PA USD 307456.80000000 0.019951583385 Long DBT NUSS XX N 2 2031-10-22 Fixed 4.70000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 UNITED MEXICAN STATES 4.280000% 08/14/2041 91087BAQ3 1402000.00000000 PA USD 1430460.60000000 0.092825899250 Long DBT NUSS MX N 2 2041-08-14 Fixed 4.28000000 N N N N N N AYDEM YENILENEBILIR ENERJI ANONIM SIRKETI 9845009C50EDA74OA532 AYDEM YENILENEBILIR ENERJI AS 144A 7.750000% 02/02/2027 054644AA7 655000.00000000 PA USD 637970.00000000 0.041399349933 Long DBT NUSS TR N 2 2027-02-02 Fixed 7.75000000 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 -423570.50000000 -0.02748647013 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 -423570.50000000 N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 REPUBLIC OF SOUTH AFRICA 5.000000% 10/12/2046 836205AV6 357000.00000000 PA USD 316172.05000000 0.020517136130 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 730458.30000000 0.047401129791 Long DBT NUSS MX N 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 2885568.00000000 0.187251186399 Long DBT NUSS AO N 2 2048-05-08 Fixed 9.37500000 N N N N N N HUNGARIAN FORINT N/A FX Forward Contract: HUF/EUR SETTLE 2021-12-15 N/A 1.00000000 NC 1060.06000000 0.000068789746 N/A DFE HU N 2 MERRILL LYNCH N/A 506463.31000000 EUR 182921025.00000000 HUF 2021-12-15 1060.06000000 N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 PETROLEOS MEXICANOS MTN 6.750000% 09/21/2047 71654QCC4 6432000.00000000 PA USD 5609765.28000000 0.364030653273 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 1750826.43000000 0.113615179471 Long DBT NUSS MY N 2 2027-05-31 Fixed 3.50200000 N N N N N N HUNGARIAN FORINT N/A FX Forward Contract: HUF/USD SETTLE 2021-12-15 N/A 1.00000000 NC -162571.68000000 -0.01054965260 N/A DFE HU N 2 MERRILL LYNCH N/A 3536714.16000000 USD 1048122925.93000000 HUF 2021-12-15 -162571.68000000 N N N GOBIERNO DE LA REPUBLICA DE PANAMA 549300SHS4T08CL0LP14 REPUBLIC OF PANAMA 4.500000% 04/01/2056 698299BM5 444000.00000000 PA USD 483049.80000000 0.031346219579 Long DBT NUSS PA N 2 2056-04-01 Fixed 4.50000000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/CNY SETTLE 2021-10-08 N/A 1.00000000 NC USD -7455.95000000 -0.00048383385 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 4601751.00000000 CNY 704576.80000000 USD 2021-10-08 -7455.95000000 N N N Republique de Cote d'Ivoire 254900ICW11T82O6H590 IVORY COAST 6.875000% 10/17/2040 N/A 1169000.00000000 PA 1445002.41000000 0.093769550959 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 1246539.26000000 0.080890817797 Long DBT NUSS KE N 2 2048-02-28 Fixed 8.25000000 N N N N N N ATLANTICA TRANSMISION SUR S.A. 549300PQCSQSSZTVDH16 ABY TRANSMISION SUR SA 144A 6.875000% 04/30/2043 00289LAA3 262980.90000000 PA USD 339931.74000000 0.022058957408 Long DBT NUSS PE N 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 731000.00000000 PA USD 747900.72000000 0.048533008797 Long DBT NUSS AO N 2 2029-11-26 Fixed 8.00000000 N N N N N N Ukraine 6354001WLTJXOMEXPY07 UKRAINE GOVERNMENT 9.750000% 11/01/2028 N/A 751000.00000000 PA USD 880697.70000000 0.057150512198 Long DBT NUSS UA N 2 2028-11-01 Fixed 9.75000000 N N N N N N EURO N/A FX Forward Contract: EUR/USD SETTLE 2021-10-04 N/A 1.00000000 NC -6002.00000000 -0.00038948367 N/A DFE XX N 2 J P MORGAN CHASE BANK N/A 487013.76000000 USD 415041.00000000 EUR 2021-10-04 -6002.00000000 N N N Azarbayjan Respublikasi 549300P74FF45UQVU281 REPUBLIC OF AZERBAIJAN 5.125000% 09/01/2029 N/A 1711000.00000000 PA USD 1902820.21000000 0.123478407657 Long DBT NUSS AZ N 2 2029-09-01 Fixed 5.12500000 N N N N N N BRK: GOLDMAN SACHS N/A BRK: GOLDMAN SACHS REC: 6.69% FIXED N/A 7233498.00000000 NC -18664.37000000 -0.00121117416 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2031-05-27 0.00000000 MXN 0.00000000 MXN -7233498.00000000 MXN -18664.37000000 N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 PETROLEOS MEXICANOS 6.500000% 06/02/2041 71654QAZ5 201000.00000000 PA USD 177891.03000000 0.011543760679 Long DBT NUSS MX N 2 2041-06-02 Fixed 6.50000000 N N N N N N Emirate of Abu Dhabi 213800FER4348CINTA77 ABU DHABI GOVERNMENT INTERNATIONAL BOND MTN 3.875000% 04/16/2050 N/A 260000.00000000 PA USD 296839.40000000 0.019262595724 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 1083750.00000000 0.070327045926 Long DBT NUSS PK N 2 2025-09-30 Fixed 8.25000000 N N N N N N CEMEX, Sociedad Anonima Bursatil de Capital Variable 549300RIG2CXWN6IV731 CEMEX SAB DE CV 144A 5.125000% MATURITY: PERPETUAL 151290CA9 200000.00000000 PA USD 203702.00000000 0.013218694264 Long DBT NUSS MX N 2 2170-09-08 Fixed 5.12500000 N N N N N N THAILAND BAHT N/A FX Forward Contract: THB/USD SETTLE 2021-12-28 N/A 1.00000000 NC -349.25000000 -0.00002266364 N/A DFE TH N 2 DEUTSCHE BANK SECURITIES, INC. N/A 323544.12000000 USD 10938315.00000000 THB 2021-12-28 -349.25000000 N N N TURKISH LIRA N/A FX Forward Contract: TRY/USD SETTLE 2021-10-26 N/A 1.00000000 NC -39778.75000000 -0.00258133515 N/A DFE TR N 2 BARCLAYS CAPITAL INC. N/A 1499994.28000000 USD 13117450.00000000 TRY 2021-10-26 -39778.75000000 N N N Ceska republika 3157007EFDLQABN47912 CZECH REPUBLIC 0.050000% 11/29/2029 N/A 31030000.00000000 PA 1203691.16000000 0.078110305412 Long DBT NUSS CZ N 2 2029-11-29 Fixed 0.05000000 N N N N N N BRK: CITIGROUP N/A BRK: CITIGROUP REC: 1.8775 % FIXED N/A 39645445.00000000 NC -62424.72000000 -0.00405088456 N/A DIR XX N 2 BRK: CITIGROUP N/A Y 2026-07-09 0.00000000 CZK 0.00000000 CZK -39645445.00000000 CZK -62424.72000000 N N N N/A N/A KOREA 10YR BND FU DEC21 FINANCIAL COMMODITY FUTURE. N/A -14.00000000 NC -1468699.32000000 -0.09530729829 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 Dec 2021 2021-12-24 -1508110.35000000 KRW 39411.03000000 N N N CZECH REPUBLIC KORUNA N/A FX Forward Contract: CZK/USD SETTLE 2021-12-13 N/A 1.00000000 NC -2389.28000000 -0.00015504590 N/A DFE CZ N 2 GOLDMAN, SACHS & CO. N/A 114735.54000000 USD 2461300.00000000 CZK 2021-12-13 -2389.28000000 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 EGYPT GOVERNMENT INTERNATIONAL BOND 144A 8.700200% 03/01/2049 03846JW89 816000.00000000 PA USD 791573.86000000 0.051367059936 Long DBT NUSS EG N 2 2049-03-01 Fixed 8.70020000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/CNY SETTLE 2021-10-08 N/A 1.00000000 NC USD -6222.79000000 -0.00040381124 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 4622410.00000000 CNY 709006.54000000 USD 2021-10-08 -6222.79000000 N N N Republica de Costa Rica 549300S1EK2VN6XVJP58 COSTA RICA GOVERNMENT INTERNATIONAL BOND 144A 7.000000% 04/04/2044 221602AC9 563000.00000000 PA USD 554560.63000000 0.035986722856 Long DBT NUSS CR N 2 2044-04-04 Fixed 7.00000000 N N N N N N SA GLOBAL SUKUK LIMITED 5493007DFAVKU7UOGR47 SA GLOBAL SUKUK LTD 1.602000% 06/17/2026 N/A 1680000.00000000 PA USD 1669516.80000000 0.108338809383 Long DBT NUSS SA N 2 2026-06-17 Fixed 1.60200000 N N N N N N Republica de Costa Rica 549300S1EK2VN6XVJP58 COSTA RICA GOVERNMENT 7.000000% 04/04/2044 P3699PGH4 2052000.00000000 PA USD 2021240.52000000 0.131162975667 Long DBT NUSS CR N 2 2044-04-04 Fixed 7.00000000 N N N N N N SAGICOR FINANCIAL COMPANY LTD 213800UV8KH689JE3785 SAGICOR FINANCIAL CO LTD 144A 5.300000% 05/13/2028 78669QAA8 520000.00000000 PA USD 544700.00000000 0.035346843752 Long DBT NUSS US N 2 2028-05-13 Fixed 5.30000000 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 811723.50000000 0.052674616714 Long DBT NUSS ID N 2 2048-05-21 Fixed 6.15000000 N N N N N N Gobierno de Chile 549300FLZTJM5YJF8D34 REPUBLIC OF CHILE 2.550000% 07/27/2033 168863DT2 7436000.00000000 PA USD 7248910.24000000 0.470398563661 Long DBT NUSS CL N 2 2033-07-27 Fixed 2.55000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 UNITED MEXICAN STATES 4.750000% 04/27/2032 91087BAK6 1222000.00000000 PA USD 1374468.94000000 0.089192470835 Long DBT NUSS MX N 2 2032-04-27 Fixed 4.75000000 N N N N N N Sultanate of Oman 549300SZ20F0QTKNQC75 OMAN GOVERNMENT INTERNATIONAL BOND MTN 6.000000% 08/01/2029 N/A 392000.00000000 PA USD 412057.07000000 0.026739337011 Long DBT NUSS OM N 2 2029-08-01 Fixed 6.00000000 N N N N N N EURO N/A FX Forward Contract: EUR/USD SETTLE 2021-10-04 N/A 1.00000000 NC -10252.98000000 -0.00066533960 N/A DFE XX N 2 J P MORGAN CHASE BANK N/A 433603.50000000 USD 365288.00000000 EUR 2021-10-04 -10252.98000000 N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 PETROLEOS MEXICANOS MTN 6.750000% 09/21/2047 71656MBM0 553000.00000000 PA USD 482307.25000000 0.031298033791 Long DBT NUSS MX N 2 2047-09-21 Fixed 6.75000000 N N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/EUR SETTLE 2021-10-04 N/A 1.00000000 NC USD 10629.12000000 0.000689748198 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 458187.00000000 EUR 541644.94000000 USD 2021-10-04 10629.12000000 N N N CHINALCO CAPITAL HOLDINGS LIMITED 5493003PX4GYVUD3CQ19 CHINALCO CAPITAL HOLDINGS LTD 4.100000% MATURITY: PERPETUAL N/A 224000.00000000 PA USD 234606.36000000 0.015224149715 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 3087000.00000000 PA USD 2312656.92000000 0.150073660369 Long DBT NUSS ZM N 2 2022-09-20 Fixed 5.37500000 Y N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 EGYPT TREASURY BILL ZERO COUPON 01/11/2022 BP0468739 21625000.00000000 PA 1331516.68000000 0.086405199267 Long DBT NUSS EG N 2 2022-01-11 Fixed 0.00000000 N 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 176106.60000000 0.011427964886 Long DBT NUSS RU N 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 794110000.00000000 PA 2587729.71000000 0.167923770391 Long DBT NUSS HU N 2 2031-10-22 Fixed 3.25000000 N N N N N N HUNGARIAN FORINT N/A FX Forward Contract: HUF/USD SETTLE 2021-12-15 N/A 1.00000000 NC -118537.56000000 -0.00769217663 N/A DFE HU N 2 MERRILL LYNCH N/A 2550184.88000000 USD 755352009.36000000 HUF 2021-12-15 -118537.56000000 N N N Republic of the Philippines 529900RAHBALMYIJ3T08 REPUBLIC OF PHILIPPINES 3.000000% 02/01/2028 718286CC9 262000.00000000 PA USD 279476.11000000 0.018135851647 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 2619000.00000000 PA USD 2589536.25000000 0.168041000953 Long DBT NUSS NG N 2 2038-02-23 Fixed 7.69600000 N N N N N N MEXICAN PESO N/A FX Forward Contract: MXN/USD SETTLE 2021-12-15 N/A 1.00000000 NC -246956.43000000 -0.01602557434 N/A DFE MX N 2 CITIGROUP GLOBAL MARKETS N/A 8339252.40000000 USD 168045159.00000000 MXN 2021-12-15 -246956.43000000 N N N GTLK EUROPE CAPITAL DESIGNATED ACTIVITY COMPANY 635400I6H6CSZ39WIN49 GTLK EUROPE CAPITAL DAC 4.949000% 02/18/2026 N/A 718000.00000000 PA USD 763539.87000000 0.049547869438 Long DBT NUSS RU N 2 2026-02-18 Fixed 4.94900000 N N N N N N Turkiye Cumhuriyeti 5493000PCHOG3B6S3Q85 REPUBLIC OF TURKEY 6.875000% 03/17/2036 900123AY6 2482000.00000000 PA USD 2407540.00000000 0.156230843045 Long DBT NUSS TR N 2 2036-03-17 Fixed 6.87500000 N N N N N N Republica de Costa Rica 549300S1EK2VN6XVJP58 COSTA RICA GOVERNMENT 6.125000% 02/19/2031 P3699PGK7 1921000.00000000 PA USD 1969044.21000000 0.127775836298 Long DBT NUSS CR N 2 2031-02-19 Fixed 6.12500000 N N N N N U.S. DOLLARS N/A FX Forward Contract: USD/PEN SETTLE 2021-12-15 N/A 1.00000000 NC USD -1300.06000000 -0.00008436390 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 2195168.74000000 PEN 530298.04000000 USD 2021-12-15 -1300.06000000 N N N CHILEAN PESO N/A FX Forward Contract: CLP/USD SETTLE 2021-12-15 N/A 1.00000000 NC -123217.50000000 -0.00799586877 N/A DFE CL N 2 STANDARD BANK N/A 2166526.13000000 USD 1669850013.00000000 CLP 2021-12-15 -123217.50000000 N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 REPUBLIC OF SOUTH AFRICA 5.750000% 09/30/2049 836205BB9 3793000.00000000 PA USD 3612832.50000000 0.234445063117 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 1358000.00000000 PA 364219.28000000 0.023635032094 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 1357333.37000000 0.088080504036 Long DBT NUSS MY N 2 2034-11-30 Fixed 4.11900000 N N N N N N 2021-09-30 SEI INSTITUTIONAL INTERNATIONAL TRUST Peter Rodriguez Peter Rodriguez CFO