0001752724-22-270618.txt : 20221128
0001752724-22-270618.hdr.sgml : 20221128
20221128145546
ACCESSION NUMBER: 0001752724-22-270618
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220930
FILED AS OF DATE: 20221128
DATE AS OF CHANGE: 20221128
PERIOD START: 20220930
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: 221424399
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
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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
2022-09-30
2022-09-30
N
1283633713.25
89227547.55
1194406165.70
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
67312860.94000000
BRL
USD
N
50% EMBIGLDIV / 50% JPMGBIEGDV Index
EMBIGJPMGB
POLISH ZLOTY
N/A
FX Forward Contract: PLN/USD SETTLE 2022-10-17
N/A
1.00000000
NC
-122165.88000000
-0.01022816890
N/A
DFE
PA
N
2
CITIGROUP GLOBAL MARKETS
N/A
2025472.36000000
USD
9418090.00000000
PLN
2022-10-17
-122165.88000000
N
N
N
N/A
N/A
Credit Default Swap
CDS98ZF03
9660384.00000000
NC
USD
963530.90000000
0.080670288522
N/A
DCR
XX
N
2
CDX.EM.38.V1 12/20/2027
N/A
Y
2027-12-20
845177.44000000
USD
0.00000000
USD
9660384.00000000
USD
118353.46000000
N
N
N
N/A
N/A
R186 BOND FUTURE NOV22 FINANCIAL COMMODITY FUTURE.
N/A
503.00000000
NC
3002497.88000000
0.251379971589
N/A
DIR
ZA
N
1
MORGAN STANLEY & CO, INC
N/A
Long
South African Govt. Bond Futures
Johannesburg Stock Exchange Interest Rate Exchange YieldX R186 Bond Future Nov 2022
2022-11-06
3275161.80000000
ZAR
-272663.92000000
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT INTERNATIONAL BOND MTN 4.750000% 04/11/2025
N/A
457000.00000000
PA
352046.29000000
0.029474587465
Long
DBT
NUSS
EG
N
2
2025-04-11
Fixed
4.75000000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2022-10-28
N/A
1.00000000
NC
-5949.54000000
-0.00049811698
N/A
DFE
XX
N
2
JP MORGAN
N/A
127744.21000000
USD
124130.37000000
EUR
2022-10-28
-5949.54000000
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 7.500000% 04/15/2040
N/A
13000000000.00000000
PA
856621.24000000
0.071719425485
Long
DBT
NUSS
ID
N
2
2040-04-15
Fixed
7.50000000
N
N
N
N
N
N
HAZINE MUSTESARLIGI VARLIK KIRALAMA ANONIM SIRKETI
6354003QFJP7RDXEOZ20
HAZINE MUSTESARLIGI VARLIK KIRALAMA AS 144A 7.250000% 02/24/2027
421790AH9
2508000.00000000
PA
USD
2407680.00000000
0.201579669390
Long
DBT
NUSS
TR
Y
2
2027-02-24
Fixed
7.25000000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2022-10-05
N/A
1.00000000
NC
-22292.72000000
-0.00186642706
N/A
DFE
XX
N
2
GOLDMAN, SACHS & CO.
N/A
900216.59000000
USD
896100.00000000
EUR
2022-10-05
-22292.72000000
N
N
N
The Export-Import Bank of Korea
549300APVP4R32PI3Y06
EXPORT-IMPORT BANK OF KOREA MTN 8.000000% 05/15/2024
N/A
8800000000.00000000
PA
586801.51000000
0.049129142736
Long
DBT
NUSS
KR
N
2
2024-05-15
Fixed
8.00000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 7.000000% 02/28/2031
N/A
54189755.00000000
PA
2330408.21000000
0.195110195921
Long
DBT
NUSS
ZA
N
2
2031-02-28
Fixed
7.00000000
N
N
N
N
N
N
Joint Stock Company National Company KazMunayGas
2138001H1M69RFJCSH88
KAZMUNAYGAS NATIONAL CO JSC 5.375000% 04/24/2030
N/A
4106000.00000000
PA
USD
3250921.31000000
0.272178878789
Long
DBT
NUSS
KZ
N
2
2030-04-24
Fixed
5.37500000
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
303468.00000000
0.025407437496
Long
DBT
NUSS
XX
Y
2
2029-09-21
Fixed
3.99400000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 7.250000% 10/26/2050
N/A
4553000000.00000000
PA
573382.12000000
0.048005622916
Long
DBT
NUSS
CO
N
2
2050-10-26
Fixed
7.25000000
N
N
N
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
823922.81000000
0.068981794774
Long
DBT
NUSS
MX
N
2
2024-12-09
Fixed
7.12500000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 6.375000% 01/23/2045
71654QBR2
710000.00000000
PA
USD
392275.00000000
0.032842680426
Long
DBT
NUSS
MX
N
2
2045-01-23
Fixed
6.37500000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 28-DAY MXN - TIIE
N/A
23145437.00000000
NC
-91778.31000000
-0.00768401174
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2025-05-21
0.00000000
MXN
0.00000000
MXN
-23145437.00000000
MXN
-91778.31000000
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP
N/A
3361902.00000000
NC
-68211.87000000
-0.00571094422
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2025-01-02
0.00000000
BRL
0.00000000
BRL
-3361902.00000000
BRL
-68211.87000000
N
N
N
Russia, Federation of (Government)
5493004EHVGF71PDBU58
RUSSIAN FEDERATION 7.500000% 03/31/2030
N/A
113.62500000
PA
USD
81.24000000
0.000006801706
Long
DBT
NUSS
RU
N
2
2030-03-31
Fixed
7.50000000
N
N
N
N
N
N
ECOPETROL S.A.
254900IDGKCJICKBPA66
ECOPETROL SA 6.875000% 04/29/2030
279158AN9
492000.00000000
PA
USD
413236.83000000
0.034597680576
Long
DBT
NUSS
CO
N
2
2030-04-29
Fixed
6.87500000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 4.625000% 04/03/2049
N/A
789000.00000000
PA
507825.47000000
0.042516983299
Long
DBT
NUSS
RO
N
2
2049-04-03
Fixed
4.62500000
N
N
N
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2022-12-21
N/A
1.00000000
NC
11869.92000000
0.000993792592
N/A
DFE
MX
N
2
GOLDMAN, SACHS & CO.
N/A
4148358.23000000
USD
84836000.00000000
MXN
2022-12-21
11869.92000000
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 6.500000% 02/28/2041
N/A
23055000.00000000
PA
775320.18000000
0.064912606972
Long
DBT
NUSS
ZA
N
2
2041-02-28
Fixed
6.50000000
N
N
N
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
406028.00000000
0.033994131281
Long
DBT
NUSS
MX
Y
2
2171-09-27
Fixed
7.50000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2022-10-28
N/A
1.00000000
NC
USD
15072.68000000
0.001261939232
N/A
DFE
US
N
2
JP MORGAN
N/A
313000.00000000
EUR
322183.11000000
USD
2022-10-28
15072.68000000
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
484950.00000000
0.040601766294
Long
DBT
NUSS
JM
Y
2
2024-05-25
Fixed
8.75000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2022-10-28
N/A
1.00000000
NC
USD
9909.04000000
0.000829620633
N/A
DFE
US
N
2
JP MORGAN
N/A
242895.78000000
EUR
248234.36000000
USD
2022-10-28
9909.04000000
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 3.300000% 06/17/2038
N/A
69042000.00000000
PA
1700937.99000000
0.142408674607
Long
DBT
NUSS
TH
N
2
2038-06-17
Fixed
3.30000000
N
N
N
N
N
N
Ceska republika
3157007EFDLQABN47912
CZECH REPUBLIC 0.250000% 02/10/2027
N/A
44470000.00000000
PA
1412784.33000000
0.118283408991
Long
DBT
NUSS
CZ
N
2
2027-02-10
Fixed
0.25000000
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
48497.41000000
0.004060378403
Long
DBT
NUSS
MO
Y
2
2025-07-15
Fixed
6.00000000
N
N
N
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
POLAND GOVERNMENT BOND 0.250000% 10/25/2026
N/A
3385000.00000000
PA
512855.94000000
0.042938152424
Long
DBT
NUSS
PL
N
2
2026-10-25
Fixed
0.25000000
N
N
N
N
N
N
Gobierno de Chile
549300FLZTJM5YJF8D34
BONOS TESORERIAGENL REP 1.90% 09/01/2030
N/A
628173410.00000000
PA
628543.91000000
0.052623967294
Long
DBT
NUSS
CL
N
2
2030-09-01
Fixed
0.00000000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 5.750000% 11/03/2027
N/A
4531300000.00000000
PA
744301.31000000
0.062315595094
Long
DBT
NUSS
CO
N
2
2027-11-03
Fixed
5.75000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2022-10-05
N/A
1.00000000
NC
USD
-11238.85000000
-0.00094095713
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
485492.00000000
EUR
464405.63000000
USD
2022-10-05
-11238.85000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 4.232000% 06/30/2031
N/A
1200000.00000000
PA
253193.11000000
0.021198242044
Long
DBT
NUSS
MY
N
2
2031-06-30
Fixed
4.23200000
N
N
N
N
N
N
Republic of Lebanon
529900QPC4K9S1KHL354
LEBANON GOVERNMENT INTERNATIONAL BOND MTN 6.375000% 03/09/2020
N/A
2750000.00000000
PA
USD
151250.00000000
0.012663196519
Long
DBT
NUSS
LB
N
2
2023-12-31
Fixed
6.37500000
Y
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 7.000000% 03/26/2031
N/A
17571700000.00000000
PA
2714499.58000000
0.227267713274
Long
DBT
NUSS
CO
N
2
2031-03-26
Fixed
7.00000000
N
N
N
N
N
N
BRK: BNP PARIBAS
N/A
BRK: BNP PARIBAS PAY: 6.395
N/A
752359754.00000000
NC
21876.93000000
0.001831615628
N/A
DIR
XX
N
2
BRK: BNP PARIBAS
N/A
Y
2027-01-06
0.00000000
COP
0.00000000
COP
-752359754.00000000
COP
21876.93000000
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 9.000000% 03/15/2029
N/A
36550000000.00000000
PA
2604501.03000000
0.218058237205
Long
DBT
NUSS
ID
N
2
2029-03-15
Fixed
9.00000000
N
N
N
N
N
N
VEDANTA RESOURCES LIMITED
2138007MYEKPEAZQTW83
VEDANTA RESOURCES LTD 7.125000% 05/31/2023
G9328DAJ9
200000.00000000
PA
USD
184642.70000000
0.015458954022
Long
DBT
NUSS
IN
N
2
2023-05-31
Fixed
7.12500000
N
N
N
N
N
N
Turkiye Cumhuriyeti
5493000PCHOG3B6S3Q85
REPUBLIC OF TURKEY 4.875000% 10/09/2026
900123CK4
1017000.00000000
PA
USD
832422.64000000
0.069693431255
Long
DBT
NUSS
TR
N
2
2026-10-09
Fixed
4.87500000
N
N
N
N
N
N
Republica de Guatemala
529900QKDFFU9UWW5315
GUATEMALA GOVERNMENT BOND 144A 5.250000% 08/10/2029
401494AV1
1250000.00000000
PA
USD
1119828.56000000
0.093756093375
Long
DBT
NUSS
GT
Y
2
2029-08-10
Fixed
5.25000000
N
N
N
N
N
N
MC Brazil Downstream Trading S.a r.l.
213800T2A7R9TYNXZI63
MC BRAZIL DOWNSTREAM TRADING SARL 7.250000% 06/30/2031
L626A6AA2
350000.00000000
PA
USD
263375.00000000
0.022050706666
Long
DBT
NUSS
BR
N
2
2031-06-30
Fixed
7.25000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2022-12-02
N/A
1.00000000
NC
USD
126195.41000000
0.010565535713
N/A
DFE
US
N
2
STANDARD BANK
N/A
13023218.00000000
BRL
2501722.73000000
USD
2022-12-02
126195.41000000
N
N
N
Republica Bolivariana de Venezuela
529900XM8PJTJK5OJI77
REPUBLIC OF VENEZUELA VARIABLE RATE 05/07/2028
P17625AB3
2941000.00000000
PA
USD
222045.50000000
0.018590451588
Long
DBT
NUSS
VE
N
2
2028-05-07
Floating
0.00000000
Y
N
N
N
N
N
Republic of Lebanon
529900QPC4K9S1KHL354
LEBANON GOVERNMENT INTERNATIONAL BOND MTN 6.400000% 05/26/2023
N/A
2649000.00000000
PA
USD
159469.80000000
0.013351387876
Long
DBT
NUSS
LB
N
2
2023-05-26
Fixed
6.40000000
Y
N
N
N
N
N
N/A
N/A
N/A
N/A
230000000.00000000
NC
26227.38000000
0.002195851022
N/A
DIR
XX
N
2
N/A
N/A
Y
2027-05-17
0.00000000
INR
0.00000000
INR
-230000000.00000000
INR
26227.38000000
N
N
N
TSMC ARIZONA CORPORATION
2549005GOBWLCSY63Q97
TSMC ARIZONA CORP 4.250000% 04/22/2032
872898AH4
444000.00000000
PA
USD
408811.74000000
0.034227196052
Long
DBT
CORP
TW
N
2
2032-04-22
Fixed
4.25000000
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
1191000.00000000
PA
USD
1023833.07000000
0.085719004087
Long
DBT
NUSS
MX
Y
2
2031-08-11
Fixed
2.72000000
N
N
N
N
N
N
Republica de El Salvador
529900AKDMUSFSDOM949
REPUBLIC OF EL SALVADOR 9.500000% 07/15/2052
P01012CC8
127000.00000000
PA
USD
43152.29000000
0.003612865643
Long
DBT
NUSS
SV
N
2
2052-07-15
Fixed
9.50000000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 4.921000% 07/06/2048
N/A
3070000.00000000
PA
648070.49000000
0.054258803128
Long
DBT
NUSS
MY
N
2
2048-07-06
Fixed
4.92100000
N
N
N
N
N
N
GHANA CEDI
N/A
FX Forward Contract: GHS/USD SETTLE 2022-12-21
N/A
1.00000000
NC
-192818.45000000
-0.01614345735
N/A
DFE
GH
N
2
STANDARD BANK
N/A
1103665.52000000
USD
9635000.00000000
GHS
2022-12-21
-192818.45000000
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/EUR SETTLE 2022-12-21
N/A
1.00000000
NC
-39860.85000000
-0.00333729439
N/A
DFE
HU
N
2
J P MORGAN CHASE BANK
N/A
939081.04000000
EUR
390845528.00000000
HUF
2022-12-21
-39860.85000000
N
N
N
Comision Federal de Electricidad
4469000001BFPONMPF32
COMISION FEDERAL DE ELECTRICIDAD 144A 4.688000% 05/15/2029
200447AL4
638000.00000000
PA
USD
532730.00000000
0.044602080539
Long
DBT
NUSS
MX
Y
2
2029-05-15
Fixed
4.68800000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/THB SETTLE 2022-12-15
N/A
1.00000000
NC
USD
1150.44000000
0.000096318993
N/A
DFE
US
N
2
JP MORGAN
N/A
1183300.00000000
THB
32696.88000000
USD
2022-12-15
1150.44000000
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS MTN 6.750000% 09/21/2047
71656MBM0
553000.00000000
PA
USD
308297.50000000
0.025811780686
Long
DBT
NUSS
MX
N
2
2047-09-21
Fixed
6.75000000
N
N
N
N
N
N
Empresa de los Ferrocarriles del Estado
8755006LY8XNRFOGWN86
EMPRESA DE LOS FERROCARRILES DEL ESTADO 3.830000% 09/14/2061
P3742RAX8
350000.00000000
PA
USD
234062.50000000
0.019596558249
Long
DBT
NUSS
CL
N
2
2061-09-14
Fixed
3.83000000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 4.125000% 03/11/2039
N/A
1057000.00000000
PA
673070.33000000
0.056351880066
Long
DBT
NUSS
RO
N
2
2039-03-11
Fixed
4.12500000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 7.500000% 08/26/2026
N/A
20721000000.00000000
PA
3854470.85000000
0.322710227114
Long
DBT
NUSS
CO
N
2
2026-08-26
Fixed
7.50000000
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
188578.00000000
0.015788431558
Long
DBT
NUSS
CN
N
2
2022-12-05
Fixed
6.95000000
N
N
N
N
N
N
Republic of the Philippines
529900RAHBALMYIJ3T08
REPUBLIC OF PHILIPPINES 3.900000% 11/26/2022
718286BX4
45000000.00000000
PA
759911.50000000
0.063622536606
Long
DBT
NUSS
PH
N
2
2022-11-26
Fixed
3.90000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2022-12-12
N/A
1.00000000
NC
USD
119369.17000000
0.009994018234
N/A
DFE
US
N
2
JP MORGAN
N/A
33936800.00000000
CNY
4894895.50000000
USD
2022-12-12
119369.17000000
N
N
N
Emirate of Sharjah
254900ZNL8O3F1CLJO24
FINANCE DEPARTMENT GOVERNMENT OF SHARJAH MTN 4.000000% 07/28/2050
38381CAB8
2703000.00000000
PA
USD
1589774.86000000
0.133101695692
Long
DBT
NUSS
AE
Y
2
2050-07-28
Fixed
4.00000000
N
N
N
N
N
N
Comision Federal de Electricidad
4469000001BFPONMPF32
COMISION FEDERAL DE ELECTRICIDAD 144A 4.688000% 05/15/2029
200447AL4
1234000.00000000
PA
USD
1030390.00000000
0.086267973959
Long
DBT
NUSS
MX
Y
2
2029-05-15
Fixed
4.68800000
N
N
N
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
FED REPUBLIC OF BRAZIL 4.750000% 01/14/2050
105756CB4
504000.00000000
PA
USD
342780.57000000
0.028698827906
Long
DBT
NUSS
BR
N
2
2050-01-14
Fixed
4.75000000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 28-DAY MXN - TIIE
N/A
26000000.00000000
NC
-126933.21000000
-0.01062730699
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2026-09-16
0.00000000
MXN
0.00000000
MXN
-26000000.00000000
MXN
-126933.21000000
N
N
N
Turkiye Cumhuriyeti
5493000PCHOG3B6S3Q85
REPUBLIC OF TURKEY 5.750000% 05/11/2047
900123CM0
708000.00000000
PA
USD
424162.80000000
0.035512442264
Long
DBT
NUSS
TR
N
2
2047-05-11
Fixed
5.75000000
N
N
N
N
N
N
SINGAPORE DOLLAR
N/A
FX Forward Contract: SGD/USD SETTLE 2022-10-31
N/A
1.00000000
NC
6877.42000000
0.000575802452
N/A
DFE
SG
N
2
CITIGROUP GLOBAL MARKETS
N/A
914080.91000000
USD
1320878.00000000
SGD
2022-10-31
6877.42000000
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
564086.25000000
0.047227339091
Long
DBT
NUSS
MX
Y
2
2171-09-27
Fixed
6.75000000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEX BONOS DESARR FIX RT 8.000000% 11/07/2047
N/A
56125000.00000000
PA
2353663.25000000
0.197057191899
Long
DBT
NUSS
MX
N
2
2047-11-07
Fixed
8.00000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/KRW SETTLE 2022-10-20
N/A
1.00000000
NC
USD
27949.92000000
0.002340068295
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
1327729169.00000000
KRW
954253.45000000
USD
2022-10-20
27949.92000000
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 9.250000% 05/28/2042
N/A
2626000000.00000000
PA
421734.06000000
0.035309099375
Long
DBT
NUSS
CO
N
2
2042-05-28
Fixed
9.25000000
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
870253.70000000
0.072860784295
Long
DBT
NUSS
VN
Y
2
2029-05-07
Fixed
5.12500000
N
N
N
N
N
N
INDONESIA RUPIAH
N/A
FX Forward Contract: IDR/USD SETTLE 2022-12-21
N/A
1.00000000
NC
-3943.69000000
-0.00033017997
N/A
DFE
ID
N
2
STANDARD BANK
N/A
606787.93000000
USD
9235312231.00000000
IDR
2022-12-21
-3943.69000000
N
N
N
Republic of Lebanon
529900QPC4K9S1KHL354
LEBANON GOVERNMENT INTERNATIONAL BOND MTN 6.150000% 06/19/2020
N/A
5287000.00000000
PA
USD
290785.00000000
0.024345570907
Long
DBT
NUSS
LB
N
2
2023-12-31
Fixed
6.15000000
Y
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2022-10-05
N/A
1.00000000
NC
-17237.85000000
-0.00144321508
N/A
DFE
XX
N
2
GOLDMAN, SACHS & CO.
N/A
1144990.38000000
USD
1151101.00000000
EUR
2022-10-05
-17237.85000000
N
N
N
Romania
315700IASY927EDWBK92
ROMANIA 3.624000% 05/26/2030
N/A
409000.00000000
PA
300817.77000000
0.025185550664
Long
DBT
NUSS
RO
N
2
2030-05-26
Fixed
3.62400000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 8.000000% 01/31/2030
N/A
48100000.00000000
PA
2289048.82000000
0.191647438345
Long
DBT
NUSS
ZA
N
2
2030-01-31
Fixed
8.00000000
N
N
N
N
N
N
Blossom Joy Limited
300300LGCJ91O86HIU38
BLOSSOM JOY LTD 3.100000% MATURITY: PERPETUAL
N/A
202000.00000000
PA
USD
190485.49000000
0.015948133513
Long
DBT
NUSS
CN
N
2
2171-04-21
Fixed
3.10000000
N
N
N
N
N
N
Minerva Luxembourg S.A.
222100NM3G3RCPGZ2Z17
MINERVA LUXEMBOURG SA 144A 4.375000% 03/18/2031
603374AF6
297000.00000000
PA
USD
224977.50000000
0.018835929222
Long
DBT
NUSS
BR
Y
2
2031-03-18
Fixed
4.37500000
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
1232254.13000000
0.103168768329
Long
DBT
NUSS
KZ
Y
2
2047-04-19
Fixed
5.75000000
N
N
N
N
N
N
Republika Srbija
254900W94OCY91V32O78
REPUBLIC OF SERBIA 2.125000% 12/01/2030
N/A
400000.00000000
PA
USD
260800.00000000
0.021835118361
Long
DBT
NUSS
RS
N
2
2030-12-01
Fixed
2.12500000
N
N
N
N
N
N
Petroleos de Venezuela, S.A.
549300YWR8TN1OFD4P06
PETROLEOS DE VENEZUELA 6.0% 05/16/2024
N/A
1755099.00000000
PA
USD
35101.98000000
0.002938864601
Long
DBT
NUSS
VE
N
2
2024-05-16
Fixed
6.00000000
Y
N
N
N
N
N
Republica de Honduras
5493002DW1JNBNG17615
HONDURAS GOVERNMENT 6.250000% 01/19/2027
P5178RAC2
326000.00000000
PA
USD
267414.19000000
0.022388882247
Long
DBT
NUSS
HN
N
2
2027-01-19
Fixed
6.25000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/RUB SETTLE 2022-10-25
N/A
1.00000000
NC
USD
-242341.50000000
-0.02028970604
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
113222923.00000000
RUB
1562773.26000000
USD
2022-10-25
-242341.50000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2022-11-03
N/A
1.00000000
NC
USD
29268.54000000
0.002450467926
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
4102610.00000000
BRL
782192.98000000
USD
2022-11-03
29268.54000000
N
N
N
Republica Bolivariana de Venezuela
529900XM8PJTJK5OJI77
REPUBLIC OF VENEZUELA VARIABLE RATE 10/13/2024
P97475AP5
3073600.00000000
PA
USD
215152.00000000
0.018013302859
Long
DBT
NUSS
VE
N
2
2024-10-13
Floating
0.00000000
Y
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2022-10-28
N/A
1.00000000
NC
-17707.42000000
-0.00148252918
N/A
DFE
XX
N
2
JP MORGAN
N/A
366704.90000000
USD
355690.34000000
EUR
2022-10-28
-17707.42000000
N
N
N
Republic of Lebanon
529900QPC4K9S1KHL354
LEBANESE REPUBLIC 6.850000% 03/23/2027
N/A
742000.00000000
PA
USD
42887.60000000
0.003590704839
Long
DBT
NUSS
LB
N
2
2027-03-23
Fixed
6.85000000
Y
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
185033.42000000
0.015491666512
Long
DBT
NUSS
AR
Y
2
2025-02-01
Fixed
6.87500000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 1.9865%
N/A
12429983.00000000
NC
193986.26000000
0.016241230627
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2024-03-25
0.00000000
PLN
0.00000000
PLN
-12429983.00000000
PLN
193986.26000000
N
N
N
Petroleos de Venezuela, S.A.
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA 9.750000% 05/17/2035
P7807HAQ8
1000000.00000000
PA
USD
20000.00000000
0.001674472267
Long
DBT
NUSS
VE
N
2
2035-05-17
Fixed
9.75000000
Y
N
N
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
POLAND GOVERNMENT BOND 2.750000% 10/25/2029
N/A
2679000.00000000
PA
405131.63000000
0.033919083946
Long
DBT
NUSS
PL
N
2
2029-10-25
Fixed
2.75000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
ARAB REPUBLIC OF EGYPT 7.625000% 05/29/2032
N/A
366000.00000000
PA
USD
220219.27000000
0.018437553013
Long
DBT
NUSS
EG
N
2
2032-05-29
Fixed
7.62500000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 7.500000% 05/15/2038
N/A
20345000000.00000000
PA
1340238.15000000
0.112209580667
Long
DBT
NUSS
ID
N
2
2038-05-15
Fixed
7.50000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/TWD SETTLE 2022-12-21
N/A
1.00000000
NC
USD
115028.56000000
0.009630606681
N/A
DFE
US
N
2
STANDARD BANK
N/A
80969798.00000000
TWD
2670507.85000000
USD
2022-12-21
115028.56000000
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 6.375000% 04/15/2032
N/A
11804000000.00000000
PA
720627.32000000
0.060333523109
Long
DBT
NUSS
ID
N
2
2032-04-15
Fixed
6.37500000
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
450052.36000000
0.037680009775
Long
DBT
NUSS
AE
Y
2
2040-09-30
Fixed
2.94000000
N
N
N
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 2.000000% 06/17/2042
N/A
18000000.00000000
PA
346569.56000000
0.029016055840
Long
DBT
NUSS
TH
N
2
2042-06-17
Fixed
2.00000000
N
N
N
N
N
N
Ceska republika
3157007EFDLQABN47912
CZECH REPUBLIC 0.050000% 11/29/2029
N/A
18530000.00000000
PA
509018.24000000
0.042616846313
Long
DBT
NUSS
CZ
N
2
2029-11-29
Fixed
0.05000000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
UNITED MEXICAN STATES 4.280000% 08/14/2041
91087BAQ3
676000.00000000
PA
USD
491679.98000000
0.041165224537
Long
DBT
NUSS
MX
N
2
2041-08-14
Fixed
4.28000000
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
767435.99000000
0.064252514097
Long
DBT
NUSS
KZ
N
2
2022-12-10
Fixed
4.12500000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 8.125000% 05/15/2024
N/A
77240000000.00000000
PA
5211537.89000000
0.436328783261
Long
DBT
NUSS
ID
N
2
2024-05-15
Fixed
8.12500000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 4.696000% 10/15/2042
N/A
2800000.00000000
PA
588597.80000000
0.049279534625
Long
DBT
NUSS
MY
N
2
2042-10-15
Fixed
4.69600000
N
N
N
N
N
N
Comision Federal de Electricidad
4469000001BFPONMPF32
COMISION FEDERAL DE ELECTRICIDAD 4.688000% 05/15/2029
P30179BQ0
1587000.00000000
PA
USD
1325145.00000000
0.110945927612
Long
DBT
NUSS
MX
N
2
2029-05-15
Fixed
4.68800000
N
N
N
N
N
N
United States of America
N/A
US 10YR NOTE (CBT)DEC22 FINANCIAL COMMODITY FUTURE.
N/A
35.00000000
NC
USD
3922187.50000000
0.328379709736
N/A
DIR
US
N
1
GOLDMAN, SACHS & CO.
N/A
Long
U.S. Treasury Futures
US 10 Year Treasury Note Future (consolidated) Dec 2022
2022-12-23
4047712.72000000
USD
-125525.22000000
N
N
N
CZECH REPUBLIC KORUNA
N/A
FX Forward Contract: CZK/USD SETTLE 2022-12-21
N/A
1.00000000
NC
31198.17000000
0.002612023522
N/A
DFE
CZ
N
2
GOLDMAN SACHS & CO
N/A
3126643.69000000
USD
79655000.00000000
CZK
2022-12-21
31198.17000000
N
N
N
Gobierno De La Republica De Panama
549300SHS4T08CL0LP14
REPUBLIC OF PANAMA 3.750000% 03/16/2025
698299BE3
859000.00000000
PA
USD
825807.52000000
0.069139589506
Long
DBT
NUSS
PA
N
2
2025-03-16
Fixed
3.75000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/COP SETTLE 2022-10-12
N/A
1.00000000
NC
USD
42225.98000000
0.003535311622
N/A
DFE
US
N
2
JP MORGAN
N/A
7511962562.17000000
COP
1675281.57000000
USD
2022-10-12
42225.98000000
N
N
N
Petroleos de Venezuela, S.A.
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA 9.000000% 11/17/2021
P7807HAP0
4300000.00000000
PA
USD
86000.00000000
0.007200230748
Long
DBT
NUSS
VE
N
2
2021-11-17
Fixed
9.00000000
Y
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
211900.00000000
0.017741033668
Long
DBT
NUSS
AE
N
2
2050-04-16
Fixed
3.87500000
N
N
N
N
N
N
Petroleos de Venezuela, S.A.
549300YWR8TN1OFD4P06
PETROLEOS DE VEN 5.375% 04/12/2027
N/A
199000.00000000
PA
USD
3980.00000000
0.000333219981
Long
DBT
NUSS
VE
N
2
2027-04-12
Fixed
5.37500000
Y
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA INVESTMNT ISSUE 4.070000% 09/30/2026
N/A
6500000.00000000
PA
1405635.08000000
0.117684847949
Long
DBT
NUSS
MY
N
2
2026-09-30
Fixed
4.07000000
N
N
N
N
N
N
BIOCEANICO SOVEREIGN CERTIFICATE LIMITED
N/A
BIOCEANICO SOVEREIGN CERTIFICATE LTD ZERO COUPON 06/05/2034
G11176AA5
1604929.21530000
PA
USD
1012744.04000000
0.084790590427
Long
DBT
NUSS
PY
N
2
2034-06-05
Fixed
0.00000000
N
N
N
N
N
N
INDONESIA RUPIAH
N/A
FX Forward Contract: IDR/USD SETTLE 2022-12-21
N/A
1.00000000
NC
-16571.25000000
-0.00138740492
N/A
DFE
ID
N
2
STANDARD BANK
N/A
2123212.70000000
USD
32272833004.00000000
IDR
2022-12-21
-16571.25000000
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 1D BRL- CETIP
N/A
5677464.00000000
NC
-87278.45000000
-0.00730726720
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2024-01-02
0.00000000
BRL
0.00000000
BRL
-5677464.00000000
BRL
-87278.45000000
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA 6.125000% 01/18/2041
195325BM6
2454000.00000000
PA
USD
1803258.76000000
0.150975339192
Long
DBT
NUSS
CO
N
2
2041-01-18
Fixed
6.12500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2022-10-28
N/A
1.00000000
NC
USD
10938.71000000
0.000915828326
N/A
DFE
US
N
2
JP MORGAN
N/A
232094.06000000
EUR
238665.57000000
USD
2022-10-28
10938.71000000
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2022-10-28
N/A
1.00000000
NC
-7541.77000000
-0.00063142423
N/A
DFE
XX
N
2
JP MORGAN
N/A
328388.77000000
USD
327000.00000000
EUR
2022-10-28
-7541.77000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/MXN SETTLE 2022-11-14
N/A
1.00000000
NC
USD
-1329.37000000
-0.00011129965
N/A
DFE
US
N
2
JP MORGAN
N/A
2593000.00000000
MXN
126663.79000000
USD
2022-11-14
-1329.37000000
N
N
N
Romania
315700IASY927EDWBK92
ROMANIA GOVERNMENT BOND 6.700000% 02/25/2032
N/A
22775000.00000000
PA
3935657.50000000
0.329507466808
Long
DBT
NUSS
RO
N
2
2032-02-25
Fixed
6.70000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT INTERNATIONAL BOND MTN 4.625000% 04/15/2043
Y20721BE8
698000.00000000
PA
USD
591908.01000000
0.049556677368
Long
DBT
NUSS
ID
N
2
2043-04-15
Fixed
4.62500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2022-12-02
N/A
1.00000000
NC
USD
36998.28000000
0.003097629689
N/A
DFE
US
N
2
STANDARD BANK
N/A
5800000.00000000
BRL
1094959.41000000
USD
2022-12-02
36998.28000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NGN SETTLE 2023-03-15
N/A
1.00000000
NC
USD
4802.30000000
0.000402065908
N/A
DFE
US
N
2
STANDARD BANK
N/A
86028893.63000000
NGN
181879.27000000
USD
2023-03-15
4802.30000000
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 144A 6.350000% 02/12/2048
71654QCJ9
430000.00000000
PA
USD
231082.00000000
0.019347020020
Long
DBT
NUSS
MX
Y
2
2048-02-12
Fixed
6.35000000
N
N
N
N
N
N
Africa Finance Corporation
213800LXFHRRXIJRXW97
AFRICA FINANCE CORP 144A 2.875000% 04/28/2028
00830YAD3
1679000.00000000
PA
USD
1357135.70000000
0.113624304610
Long
DBT
NUSS
XX
Y
2
2028-04-28
Fixed
2.87500000
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
201600.00000000
0.016878680451
Long
DBT
NUSS
SV
N
2
2050-01-20
Fixed
7.12460000
N
N
N
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 2.125000% 12/17/2026
N/A
10313000.00000000
PA
268954.30000000
0.022517825822
Long
DBT
NUSS
TH
N
2
2026-12-17
Fixed
2.12500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2022-10-28
N/A
1.00000000
NC
USD
18008.84000000
0.001507765157
N/A
DFE
US
N
2
JP MORGAN
N/A
419000.00000000
EUR
429124.72000000
USD
2022-10-28
18008.84000000
N
N
N
ATLANTICA TRANSMISION SUR S.A.
549300PQCSQSSZTVDH16
ATLANTICA TRANSMISION SUR SA 144A 6.875000% 04/30/2043
00289LAA3
259158.90000000
PA
USD
256891.26000000
0.021507864525
Long
DBT
NUSS
PE
Y
2
2043-04-30
Fixed
6.87500000
N
N
N
N
N
N
BRK: JPMORGAN CHASE BANK
N/A
BRK: JPMORGAN CHASE BANK PAY: BRL - 1D OVERNIGHT BRAZIL INTERBANK DEPOS
N/A
24924408.66000000
NC
12135.27000000
0.001016008653
N/A
DIR
XX
N
2
BRK: JPMORGAN CHASE BANK
N/A
Y
2025-01-02
0.00000000
BRL
0.00000000
BRL
-24924408.66000000
BRL
12135.27000000
N
N
N
ADANI ELECTRICITY MUMBAI LIMITED
335800AIC1B5EBFVUC38
ADANI ELECTRICITY MUMBAI LTD 144A 3.949000% 02/12/2030
00654GAA1
540000.00000000
PA
USD
407552.03000000
0.034121728579
Long
DBT
NUSS
IN
Y
2
2030-02-12
Fixed
3.94900000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/KRW SETTLE 2022-11-21
N/A
1.00000000
NC
USD
2714.54000000
0.000227271097
N/A
DFE
US
N
2
JP MORGAN
N/A
66972000.00000000
KRW
49390.47000000
USD
2022-11-21
2714.54000000
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 6.9225%
N/A
42601696.00000000
NC
249959.81000000
0.020927538485
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2029-08-31
0.00000000
MXN
0.00000000
MXN
-42601696.00000000
MXN
249959.81000000
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
1485000.00000000
PA
USD
1323506.25000000
0.110808725541
Long
DBT
NUSS
AE
Y
2
2047-11-02
Fixed
4.60000000
N
N
N
N
N
N
The State of Qatar
52990074F6OJOAXK4P65
STATE OF QATAR 4.400000% 04/16/2050
N/A
600000.00000000
PA
USD
527256.00000000
0.044143777480
Long
DBT
NUSS
QA
N
2
2050-04-16
Fixed
4.40000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2022-10-28
N/A
1.00000000
NC
USD
20875.14000000
0.001747742149
N/A
DFE
US
N
2
JP MORGAN
N/A
447000.00000000
EUR
459464.15000000
USD
2022-10-28
20875.14000000
N
N
N
Republique du Senegal
549300NP14ZLQGWIUZ97
REPUBLIC OF SENEGAL 5.375000% 06/08/2037
N/A
978000.00000000
PA
574591.89000000
0.048106909232
Long
DBT
NUSS
SN
N
2
2037-06-08
Fixed
5.37500000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEX BONOS DESARR FIX RT 7.500000% 06/03/2027
N/A
145764000.00000000
PA
6637109.93000000
0.555682825541
Long
DBT
NUSS
MX
N
2
2027-06-03
Floating
7.49999880
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
GHANA GOVERNMENT BOND 19.250000% 12/18/2023
BN1508850
4011000.00000000
PA
316432.99000000
0.026492913305
Long
DBT
NUSS
GH
N
2
2023-12-18
Fixed
19.25000000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
GHANA GOVERNMENT INTERNATIONAL BOND 144A 7.875000% 02/11/2035
37443GAH4
425000.00000000
PA
USD
157250.00000000
0.013165538199
Long
DBT
NUSS
GH
Y
2
2035-02-11
Fixed
7.87500000
N
N
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
BONOS DE TESORERIA 5.400000% 08/12/2034
N/A
4153000.00000000
PA
778368.03000000
0.065167783987
Long
DBT
NUSS
PE
N
2
2034-08-12
Fixed
5.40000000
N
N
N
N
N
N
Government of Bermuda
549300FP5PUZXX9FVJ40
BERMUDA GOVERNMENT INTERNATIONAL BOND 144A 5.000000% 07/15/2032
085209AJ3
896000.00000000
PA
USD
850750.31000000
0.071227890011
Long
DBT
NUSS
BM
Y
2
2032-07-15
Fixed
5.00000000
N
N
N
N
N
N
Kingdom of Saudi Arabia
635400FMICXSM3SI3H65
SAUDI GOVERNMENT INTERNATIONAL BOND MTN 3.450000% 02/02/2061
N/A
1061000.00000000
PA
USD
719860.91000000
0.060269356494
Long
DBT
NUSS
SA
N
2
2061-02-02
Fixed
3.45000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 7.000000% 09/15/2030
N/A
9582000000.00000000
PA
616658.57000000
0.051628883683
Long
DBT
NUSS
ID
N
2
2030-09-15
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
139655.60000000
0.011692471456
Long
DBT
NUSS
EG
N
2
2029-03-01
Fixed
7.60030000
N
N
N
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2022-11-14
N/A
1.00000000
NC
-627992.95000000
-0.05257783893
N/A
DFE
ZA
N
2
JP MORGAN
N/A
10373554.82000000
USD
175763600.00000000
ZAR
2022-11-14
-627992.95000000
N
N
N
Republica del Ecuador
5299003Y2U5XK0A35H71
ECUADOR GOVERNMENT INTERNATIONAL BOND 144A 5.500000% 07/31/2030
N/A
3987000.00000000
PA
USD
1877145.27000000
0.157161384787
Long
DBT
NUSS
EC
Y
2
2030-07-31
Fixed
5.50000000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIA GOVERNMENT BOND 5.000000% 02/12/2029
N/A
5175000.00000000
PA
841674.80000000
0.070468055521
Long
DBT
NUSS
RO
N
2
2029-02-12
Fixed
5.00000000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND 144A 5.250000% 11/25/2027
77586RAN0
740000.00000000
PA
USD
668908.20000000
0.056003411503
Long
DBT
NUSS
RO
Y
2
2027-11-25
Fixed
5.25000000
N
N
N
N
N
N
Republica del Ecuador
5299003Y2U5XK0A35H71
ECUADOR GOVERNMENT INTERNATIONAL BOND 144A 2.500000% 07/31/2035
N/A
2887633.00000000
PA
USD
950326.75000000
0.079564789373
Long
DBT
NUSS
EC
Y
2
2035-07-31
Fixed
2.50000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/COP SETTLE 2022-10-12
N/A
1.00000000
NC
USD
175.17000000
0.000014665865
N/A
DFE
US
N
2
JP MORGAN
N/A
18344200.00000000
COP
4163.09000000
USD
2022-10-12
175.17000000
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2022-11-14
N/A
1.00000000
NC
-61474.70000000
-0.00514688401
N/A
DFE
ZA
N
2
JP MORGAN
N/A
751456.99000000
USD
12444000.00000000
ZAR
2022-11-14
-61474.70000000
N
N
N
EGYPTIAN POUND
N/A
FX Forward Contract: EGP/USD SETTLE 2023-05-17
N/A
1.00000000
NC
-47764.87000000
-0.00399904750
N/A
DFE
EG
N
2
CITIGROUP GLOBAL MARKETS
N/A
1120300.13000000
USD
24649403.65000000
EGP
2023-05-17
-47764.87000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/HUF SETTLE 2022-10-17
N/A
1.00000000
NC
USD
6193.12000000
0.000518510384
N/A
DFE
US
N
2
JP MORGAN
N/A
22580000.00000000
HUF
58293.53000000
USD
2022-10-17
6193.12000000
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 7.470000% 11/12/2026
N/A
15660000.00000000
PA
657771.13000000
0.055070975760
Long
DBT
NUSS
MX
N
2
2026-11-12
Fixed
7.47000000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 7.750000% 09/18/2030
N/A
4918900000.00000000
PA
810796.69000000
0.067882828579
Long
DBT
NUSS
CO
N
2
2030-09-18
Fixed
7.75000000
N
N
N
N
N
N
Government of Mongolia
254900PW61ADCBDCLP71
MONGOLIA INTL BOND 3.500000% 07/07/2027
Y6142NAF5
857000.00000000
PA
USD
632029.11000000
0.052915760831
Long
DBT
NUSS
MN
N
2
2027-07-07
Fixed
3.50000000
N
N
N
N
N
N
Republica de El Salvador
529900AKDMUSFSDOM949
REPUBLIC OF EL SALVADOR 8.625000% 02/28/2029
P01012BX3
1328000.00000000
PA
USD
477745.36000000
0.039998567800
Long
DBT
NUSS
SV
N
2
2029-02-28
Fixed
8.62500000
N
N
N
N
N
N
Republica de Angola
549300QHR2R3J8JSGK83
ANGOLAN GOVERNMENT INTERNATIONAL BOND 144A 8.750000% 04/14/2032
035198AF7
1976000.00000000
PA
USD
1461252.00000000
0.122341297455
Long
DBT
NUSS
AO
Y
2
2032-04-14
Fixed
8.75000000
N
N
N
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2022-10-06
N/A
1.00000000
NC
-154566.77000000
-0.01294088848
N/A
DFE
KR
N
2
GOLDMAN, SACHS & CO.
N/A
2860308.19000000
USD
3871999194.00000000
KRW
2022-10-06
-154566.77000000
N
N
N
EGYPTIAN POUND
N/A
FX Forward Contract: EGP/USD SETTLE 2023-05-31
N/A
1.00000000
NC
-50440.37000000
-0.00422305003
N/A
DFE
EG
N
2
CITIGROUP GLOBAL MARKETS
N/A
780797.25000000
USD
16865220.66000000
EGP
2023-05-31
-50440.37000000
N
N
N
Republic of Kenya
549300VVURQQYU45PR87
REPUBLIC OF KENYA 7.000000% 05/22/2027
N/A
1914000.00000000
PA
USD
1467463.80000000
0.122861371796
Long
DBT
NUSS
KE
N
2
2027-05-22
Fixed
7.00000000
N
N
N
N
N
N
Republica de El Salvador
529900AKDMUSFSDOM949
REPUBLIC OF EL SALVADOR 8.250000% 04/10/2032
N/A
965000.00000000
PA
USD
345906.25000000
0.028960521130
Long
DBT
NUSS
SV
N
2
2032-04-10
Fixed
8.25000000
N
N
N
N
N
N
Gobierno de la Republica Dominicana
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC 6.000000% 02/22/2033
P3579ECN5
1106000.00000000
PA
USD
898798.16000000
0.075250629627
Long
DBT
NUSS
DO
N
2
2033-02-22
Fixed
6.00000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/MXN SETTLE 2022-11-14
N/A
1.00000000
NC
USD
-430.58000000
-0.00003604971
N/A
DFE
US
N
2
JP MORGAN
N/A
2532000.00000000
MXN
124551.56000000
USD
2022-11-14
-430.58000000
N
N
N
Republic of Lebanon
529900QPC4K9S1KHL354
LEBANESE REPUBLIC 6.1% 10/04/2022
N/A
569000.00000000
PA
USD
32148.50000000
0.002691588583
Long
DBT
NUSS
LB
N
2
2022-10-04
Fixed
6.10000000
Y
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS MTN 6.750000% 09/21/2047
71654QCC4
2535000.00000000
PA
USD
1413262.50000000
0.118323443112
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 2022-10-28
N/A
1.00000000
NC
USD
10514.47000000
0.000880309420
N/A
DFE
US
N
2
JP MORGAN
N/A
440000.00000000
EUR
442235.20000000
USD
2022-10-28
10514.47000000
N
N
N
Republika Srbija
254900W94OCY91V32O78
SERBIA TREASURY BONDS 4.500000% 01/11/2026
N/A
15250000.00000000
PA
117799.29000000
0.009862582208
Long
DBT
NUSS
RS
N
2
2026-01-11
Fixed
4.50000000
N
N
N
N
N
N
Republic of Lebanon
529900QPC4K9S1KHL354
LEBANON GOVERNMENT INTERNATIONAL BOND MTN 6.375000% 03/09/2020
N/A
2739000.00000000
PA
USD
150645.00000000
0.012612543733
Long
DBT
NUSS
LB
N
2
2023-12-31
Fixed
6.37500000
Y
N
N
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
NOTA DO TESOURO NACIONAL 10.000000% 01/01/2033
N/A
3882000.00000000
PA
653163.72000000
0.054685226747
Long
DBT
NUSS
BR
N
2
2033-01-01
Fixed
10.00000000
N
N
N
N
N
N
Republica de El Salvador
529900AKDMUSFSDOM949
REPUBLIC OF EL SALVADOR 9.500000% 07/15/2052
P01012CC8
1468000.00000000
PA
USD
498799.71000000
0.041761314059
Long
DBT
NUSS
SV
N
2
2052-07-15
Fixed
9.50000000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 6.000000% 04/28/2028
N/A
4950500000.00000000
PA
802447.40000000
0.067183795851
Long
DBT
NUSS
CO
N
2
2028-04-28
Fixed
6.00000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT INTERNATIONAL BOND 144A 8.875000% 05/29/2050
03846JX62
1290000.00000000
PA
USD
714709.02000000
0.059838021648
Long
DBT
NUSS
EG
Y
2
2050-05-29
Fixed
8.87500000
N
N
N
N
N
N
Republika Srbija
254900W94OCY91V32O78
REPUBLIC OF SERBIA 3.125000% 05/15/2027
N/A
320000.00000000
PA
255086.49000000
0.021356762659
Long
DBT
NUSS
RS
N
2
2027-05-15
Fixed
3.12500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZMW SETTLE 2022-12-21
N/A
1.00000000
NC
USD
-22194.06000000
-0.00185816689
N/A
DFE
US
N
2
STANDARD BANK
N/A
11028910.15000000
ZMW
667569.16000000
USD
2022-12-21
-22194.06000000
N
N
N
BRK: GOLDMAN
N/A
BRK: GOLDMAN PAY: 7.4455 % FIXED
N/A
4372900000.00000000
NC
-83171.48000000
-0.00696341683
N/A
DIR
XX
N
2
BRK: GOLDMAN
N/A
Y
2027-07-14
0.00000000
CLP
0.00000000
CLP
-4372900000.00000000
CLP
-83171.48000000
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
REPUBLIC OF GHANA 7.750000% 04/07/2029
N/A
870000.00000000
PA
USD
328425.00000000
0.027496927714
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/ILS SETTLE 2022-10-06
N/A
1.00000000
NC
USD
46396.63000000
0.003884493510
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
3136353.00000000
ILS
928299.59000000
USD
2022-10-06
46396.63000000
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
REPUBLIC OF PERU 1.250000% 03/11/2033
N/A
2088000.00000000
PA
1356994.43000000
0.113612476975
Long
DBT
NUSS
PE
N
2
2033-03-11
Fixed
1.25000000
N
N
N
N
N
N
Republica Argentina
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA 0.125000% 07/09/2030
N/A
402550.00000000
PA
72956.44000000
0.006108176773
Long
DBT
NUSS
AR
N
2
2030-07-09
Fixed
0.12500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/IDR SETTLE 2022-10-21
N/A
1.00000000
NC
USD
72427.08000000
0.006063856841
N/A
DFE
US
N
2
JP MORGAN
N/A
43583909300.00000000
IDR
2928829.33000000
USD
2022-10-21
72427.08000000
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
BONOS DE TESORERIA 6.150000% 08/12/2032
N/A
2767000.00000000
PA
573716.34000000
0.048033605022
Long
DBT
NUSS
PE
N
2
2032-08-12
Fixed
6.15000000
N
N
N
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2022-10-17
N/A
1.00000000
NC
-71928.29000000
-0.00602209634
N/A
DFE
HU
N
2
JP MORGAN
N/A
2095842.73000000
USD
877152100.00000000
HUF
2022-10-17
-71928.29000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ILS SETTLE 2022-10-06
N/A
1.00000000
NC
USD
107030.28000000
0.008960961779
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
6406511.00000000
ILS
1908460.48000000
USD
2022-10-06
107030.28000000
N
N
N
Democratic Socialist Republic of Sri Lanka
254900HXCCIOHM74FA02
REPUBLIC OF SRI LANKA 6.750000% 04/18/2028
Y8137FAL2
91000.00000000
PA
USD
22285.08000000
0.001865787421
Long
DBT
NUSS
LK
N
2
2028-04-18
Fixed
6.75000000
Y
N
N
N
N
N
Turkiye Cumhuriyeti
5493000PCHOG3B6S3Q85
REPUBLIC OF TURKEY 5.950000% 01/15/2031
900123DA5
2985000.00000000
PA
USD
2192727.27000000
0.183583050135
Long
DBT
NUSS
TR
N
2
2031-01-15
Fixed
5.95000000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2022-10-28
N/A
1.00000000
NC
-19905.03000000
-0.00166652103
N/A
DFE
XX
N
2
JP MORGAN
N/A
474386.31000000
USD
463197.04000000
EUR
2022-10-28
-19905.03000000
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
NOTA DO TESOURO NACIONAL 10.000000% 01/01/2029
N/A
4000000.00000000
PA
680639.66000000
0.056985611724
Long
DBT
NUSS
BR
N
2
2029-01-01
Fixed
10.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 2.750000% 08/15/2032
91282CFF3
1459000.00000000
PA
USD
1334073.13000000
0.111693422916
Long
SN
UST
US
N
2
2032-08-15
Fixed
2.75000000
N
N
N
N
N
N
Republic of the Philippines
529900RAHBALMYIJ3T08
REPUBLIC OF PHILIPPINES 1.648000% 06/10/2031
718286CK1
1728000.00000000
PA
USD
1296622.51000000
0.108557921688
Long
DBT
NUSS
PH
N
2
2031-06-10
Fixed
1.64800000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
REPUBLIC OF INDONESIA 4.650000% 09/20/2032
455780DN3
464000.00000000
PA
USD
435200.04000000
0.036436519878
Long
DBT
NUSS
ID
N
2
2032-09-20
Fixed
4.65000000
N
N
N
N
N
N
COLOMBIA PESO
N/A
FX Forward Contract: COP/USD SETTLE 2022-10-05
N/A
1.00000000
NC
-31161.16000000
-0.00260892491
N/A
DFE
CO
N
2
CITIGROUP GLOBAL MARKETS
N/A
1432583.19000000
USD
6439174901.00000000
COP
2022-10-05
-31161.16000000
N
N
N
GALAXY PIPELINE ASSETS BIDCO LIMITED
549300L82YB0C6JQIC26
GALAXY PIPELINE ASSETS BIDCO LTD 2.160000% 03/31/2034
N/A
1595027.60000000
PA
USD
1309825.53000000
0.109663326229
Long
DBT
NUSS
AE
N
2
2034-03-31
Fixed
2.16000000
N
N
N
N
N
N
Emirate of Abu Dhabi
213800FER4348CINTA77
ABU DHABI GOVERNMENT INTERNATIONAL BOND 144A 4.125000% 10/11/2047
29135LAB6
352000.00000000
PA
USD
299317.57000000
0.025059948499
Long
DBT
NUSS
AE
Y
2
2047-10-11
Fixed
4.12500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZMW SETTLE 2022-12-21
N/A
1.00000000
NC
USD
-59876.16000000
-0.00501304846
N/A
DFE
US
N
2
STANDARD BANK
N/A
24130811.15000000
ZMW
1449297.97000000
USD
2022-12-21
-59876.16000000
N
N
N
Republica de Angola
549300QHR2R3J8JSGK83
ANGOLAN GOVERNMENT INTERNATIONAL BOND MTN 8.000000% 11/26/2029
035198AD2
731000.00000000
PA
USD
548410.82000000
0.045914935450
Long
DBT
NUSS
AO
Y
2
2029-11-26
Fixed
8.00000000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEX BONOS DESARR FIX RT 8.500000% 11/18/2038
N/A
69855100.00000000
PA
3133065.94000000
0.262311601360
Long
DBT
NUSS
MX
N
2
2038-11-18
Fixed
8.50000000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/CZK SETTLE 2022-12-21
N/A
1.00000000
NC
-5849.22000000
-0.00048971783
N/A
DFE
XX
N
2
GOLDMAN, SACHS & CO.
N/A
37568132.00000000
CZK
1505171.48000000
EUR
2022-12-21
-5849.22000000
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
POLAND GOVERNMENT BOND 2.750000% 04/25/2028
N/A
5821000.00000000
PA
937040.75000000
0.078452437446
Long
DBT
NUSS
PL
N
2
2028-04-25
Fixed
2.75000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 8.250000% 05/15/2036
N/A
50369000000.00000000
PA
3475866.20000000
0.291012077785
Long
DBT
NUSS
ID
N
2
2036-05-15
Fixed
8.25000000
N
N
N
N
N
N
Emirate of Abu Dhabi
213800FER4348CINTA77
ABU DHABI GOVERNMENT INTERNATIONAL BOND MTN 3.000000% 09/15/2051
29135LAR1
519000.00000000
PA
USD
356812.50000000
0.029873631788
Long
DBT
NUSS
AE
Y
2
2051-09-15
Fixed
3.00000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/COP SETTLE 2022-12-21
N/A
1.00000000
NC
USD
11304.47000000
0.000946451075
N/A
DFE
US
N
2
STANDARD BANK
N/A
1466130000.00000000
COP
326169.08000000
USD
2022-12-21
11304.47000000
N
N
N
Independent State of Papua New Guinea
254900NKI6OC90ZW9W36
PNG GOVT INTL BOND 8.375000% 10/04/2028
Y6726SAP6
282000.00000000
PA
USD
228095.78000000
0.019097002891
Long
DBT
NUSS
PG
N
2
2028-10-04
Fixed
8.37500000
N
N
N
N
N
N
Republica de Angola
549300QHR2R3J8JSGK83
REPUBLIC OF ANGOLA 8.750000% 04/14/2032
BV8060618
206000.00000000
PA
USD
152337.00000000
0.012754204086
Long
DBT
NUSS
AO
N
2
2032-04-14
Fixed
8.75000000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2022-10-28
N/A
1.00000000
NC
-6619.63000000
-0.00055421934
N/A
DFE
XX
N
2
JP MORGAN
N/A
433434.44000000
USD
435000.00000000
EUR
2022-10-28
-6619.63000000
N
N
N
Turkiye Cumhuriyeti
5493000PCHOG3B6S3Q85
REPUBLIC OF TURKEY 6.875000% 03/17/2036
900123AY6
550000.00000000
PA
USD
398750.00000000
0.033384790823
Long
DBT
NUSS
TR
N
2
2036-03-17
Fixed
6.87500000
N
N
N
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2022-11-03
N/A
1.00000000
NC
1016.85000000
0.000085134356
N/A
DFE
BR
N
2
J.P. MORGAN SECURITIES
N/A
483483.32000000
USD
2639993.00000000
BRL
2022-11-03
1016.85000000
N
N
N
Joint Stock Company National Company KazMunayGas
2138001H1M69RFJCSH88
KAZMUNAYGAS NATIONAL CO JSC 6.375000% 10/24/2048
Y44709AG1
200000.00000000
PA
USD
139025.60000000
0.011639725580
Long
DBT
NUSS
KZ
N
2
2048-10-24
Fixed
6.37500000
N
N
N
N
N
N
EGYPTIAN POUND
N/A
FX Forward Contract: EGP/USD SETTLE 2023-05-17
N/A
1.00000000
NC
-206.08000000
-0.00001725376
N/A
DFE
EG
N
2
CITIGROUP GLOBAL MARKETS
N/A
4706.20000000
USD
103423.41000000
EGP
2023-05-17
-206.08000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/IDR SETTLE 2022-10-17
N/A
1.00000000
NC
USD
109101.78000000
0.009134395244
N/A
DFE
US
N
2
JP MORGAN
N/A
82334337333.00000000
IDR
5507681.94000000
USD
2022-10-17
109101.78000000
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
495000.00000000
0.041443188608
Long
DBT
NUSS
AE
N
2
2051-09-15
Fixed
3.00000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/TRY SETTLE 2022-12-21
N/A
1.00000000
NC
USD
28803.78000000
0.002411556539
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
31215812.00000000
TRY
1551867.36000000
USD
2022-12-21
28803.78000000
N
N
N
SHIMAO GROUP HOLDINGS LIMITED
254900WTJ6B5CU69ZD26
SHIMAO GROUP HOLDINGS LTD 5.600000% 07/15/2026
N/A
1949000.00000000
PA
USD
232067.43000000
0.019429523780
Long
DBT
NUSS
CN
N
2
2026-07-15
Fixed
5.60000000
Y
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
UNITED MEXICAN STATES 3.750000% 04/19/2071
91087BAP5
466000.00000000
PA
USD
270367.41000000
0.022636136497
Long
DBT
NUSS
MX
N
2
2071-04-19
Fixed
3.75000000
N
N
N
N
N
N
United States of America
N/A
US ULTRA BOND CBT DEC22 FINANCIAL COMMODITY FUTURE.
N/A
43.00000000
NC
USD
5891000.00000000
0.493215806245
N/A
DIR
US
N
1
GOLDMAN, SACHS & CO.
N/A
Long
U.S. Treasury Futures
US Ultra T-Bond Futures (Composite) Dec 2022
2022-12-23
6426085.05000000
USD
-535085.05000000
N
N
N
Republica de Guatemala
529900QKDFFU9UWW5315
GUATEMALA GOVERNMENT BOND 144A 3.700000% 10/07/2033
401494AT6
226000.00000000
PA
USD
163853.97000000
0.013718446430
Long
DBT
NUSS
GT
Y
2
2033-10-07
Fixed
3.70000000
N
N
N
N
N
N
Azarbayjan Respublikasi
549300P74FF45UQVU281
REPUBLIC OF AZERBAIJAN 3.500000% 09/01/2032
N/A
300000.00000000
PA
USD
241409.40000000
0.020211667264
Long
DBT
NUSS
AZ
N
2
2032-09-01
Fixed
3.50000000
N
N
N
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2022-12-21
N/A
1.00000000
NC
-58306.62000000
-0.00488164090
N/A
DFE
CL
N
2
JP MORGAN
N/A
731732.51000000
USD
654461560.00000000
CLP
2022-12-21
-58306.62000000
N
N
N
BRK:JP MORGAN CHASE
N/A
BRK:JP MORGAN CHASE REC:7.505
N/A
347626074.00000000
NC
-61225.92000000
-0.00512605525
N/A
DIR
XX
N
2
BRK:JP MORGAN CHASE
N/A
Y
2024-04-04
0.00000000
HUF
0.00000000
HUF
-347626074.00000000
HUF
-61225.92000000
N
N
N
Federal Republic of Nigeria
549300GSBZD84TNEQ285
NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 7.375000% 09/28/2033
65412JAS2
799000.00000000
PA
USD
481397.50000000
0.040304338157
Long
DBT
NUSS
NG
Y
2
2033-09-28
Fixed
7.37500000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 6.250000% 07/09/2036
N/A
7144600000.00000000
PA
908518.24000000
0.076064429847
Long
DBT
NUSS
CO
N
2
2036-07-09
Fixed
6.25000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2022-10-05
N/A
1.00000000
NC
USD
10530.20000000
0.000881626393
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
708546.24000000
EUR
704704.57000000
USD
2022-10-05
10530.20000000
N
N
N
Qatar Energy
254900QTESJKJ3P87J26
QATAR ENERGY 144A 2.250000% 07/12/2031
74730DAC7
705000.00000000
PA
USD
567918.39000000
0.047548179698
Long
DBT
NUSS
QA
Y
2
2031-07-12
Fixed
2.25000000
N
N
N
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVERNMENT BOND 2.750000% 06/15/2029
N/A
3000000.00000000
PA
424171.13000000
0.035513139682
Long
DBT
NUSS
CN
N
2
2029-06-15
Fixed
2.75000000
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
137458.18000000
0.011508495514
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
137458.18000000
N
N
N
State of Israel
213800T8ZHTFZIBYPE21
STATE OF ISRAEL 4.500000% 04/03/2120
46513JB59
1199000.00000000
PA
USD
972484.92000000
0.081419951430
Long
DBT
NUSS
IL
N
2
2120-04-03
Fixed
4.50000000
N
N
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
REPUBLIC OF PERU 5.940000% 02/12/2029
P78024AE9
10794000.00000000
PA
2373944.53000000
0.198755213944
Long
DBT
NUSS
PE
N
2
2029-02-12
Fixed
5.94000000
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
230698.00000000
0.019314870152
Long
DBT
NUSS
TR
Y
2
2024-05-03
Fixed
6.12500000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/PLN SETTLE 2022-12-21
N/A
1.00000000
NC
67225.80000000
0.005628386886
N/A
DFE
XX
N
2
GOLDMAN, SACHS & CO.
N/A
13040033.00000000
PLN
2712927.44000000
EUR
2022-12-21
67225.80000000
N
N
N
PT Freeport Indonesia
549300T4HTQHRKLNE619
FREEPORT INDONESIA PT 144A 6.200000% 04/14/2052
69377FAC0
662000.00000000
PA
USD
507737.13000000
0.042509587155
Long
DBT
NUSS
ID
Y
2
2052-04-14
Fixed
6.20000000
N
N
N
N
N
N
Republic of Georgia
N/A
REPUBLIC OF GEORGIA 2.750000% 04/22/2026
N/A
480000.00000000
PA
USD
408074.70000000
0.034165488400
Long
DBT
NUSS
GE
N
2
2026-04-22
Fixed
2.75000000
N
N
N
N
N
N
Provincia de Cordoba
5299006CLM2Z97AATT29
PROVINCIA DE CORDOBA 144A 6.875000% 12/10/2025
74408DAC8
540167.00000000
PA
USD
409446.59000000
0.034280347988
Long
DBT
NUSS
AR
Y
2
2025-12-10
Fixed
6.87500000
N
N
N
N
N
N
PT Perusahaan Listrik Negara (Persero)
254900OYVDRYS9J51J61
PERUSAHAAN PERSEROAN PERSERO PT PERUSAHAAN LISTRIK 5.250000% 05/15/2047
71568QAD9
480000.00000000
PA
USD
354202.57000000
0.029655119018
Long
DBT
NUSS
ID
N
2
2047-05-15
Fixed
5.25000000
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
291230.40000000
0.024382861405
Long
DBT
NUSS
ZA
Y
2
2026-09-23
Fixed
3.62500000
N
N
N
N
N
N
Republica de Honduras
5493002DW1JNBNG17615
HONDURAS GOVERNMENT 5.625000% 06/24/2030
P5178RAD0
645000.00000000
PA
USD
464251.84000000
0.038868841549
Long
DBT
NUSS
HN
N
2
2030-06-24
Fixed
5.62500000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP
N/A
12388713.00000000
NC
-303076.61000000
-0.02537466891
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2025-01-02
0.00000000
BRL
0.00000000
BRL
-12388713.00000000
BRL
-303076.61000000
N
N
N
KSA SUKUK LIMITED
635400XBJFPNCGN9CK71
KSA SUKUK LTD 144A 2.250000% 05/17/2031
48266XAE5
1716000.00000000
PA
USD
1427629.63000000
0.119526311149
Long
DBT
NUSS
SA
Y
2
2031-05-17
Fixed
2.25000000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.906000% 07/15/2026
N/A
4329000.00000000
PA
928868.13000000
0.077768196169
Long
DBT
NUSS
MY
N
2
2026-07-15
Fixed
3.90600000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 2.124000% 07/16/2031
N/A
158000.00000000
PA
98157.91000000
0.008218134904
Long
DBT
NUSS
RO
N
2
2031-07-16
Fixed
2.12400000
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
388850.00000000
0.032555927051
Long
DBT
NUSS
ZM
Y
2
2025-04-01
Fixed
7.50000000
N
N
N
N
N
N
Republica de Costa Rica
549300S1EK2VN6XVJP58
COSTA RICA GOVERNMENT 6.125000% 02/19/2031
P3699PGK7
797000.00000000
PA
USD
728973.39000000
0.061032286246
Long
DBT
NUSS
CR
N
2
2031-02-19
Fixed
6.12500000
N
N
N
N
N
N
NETWORK I2I LIMITED
2549003L8M1FGHLHOX45
NETWORK I2I LTD 144A 5.650000% MATURITY: PERPETUAL
64132NAA4
260000.00000000
PA
USD
237380.00000000
0.019874311337
Long
DBT
NUSS
IN
Y
2
2171-04-15
Fixed
5.65000000
N
N
N
N
N
N
MV24 CAPITAL B.V
N/A
MV24 CAPITAL BV 144A 6.748000% 06/01/2034
55388RAA4
368893.49000000
PA
USD
311715.00000000
0.026097906135
Long
DBT
NUSS
BR
Y
2
2034-06-01
Fixed
6.74800000
N
N
N
N
N
N
Ukraine
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT 7.253000% 03/15/2033
N/A
285000.00000000
PA
USD
52335.12000000
0.004381685351
Long
DBT
NUSS
UA
N
2
2033-03-15
Fixed
7.25300000
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
225680.00000000
0.018894745060
Long
DBT
NUSS
XX
N
2
2031-10-22
Fixed
4.70000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/TRY SETTLE 2022-12-21
N/A
1.00000000
NC
USD
-7609.57000000
-0.00063710069
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
41118044.00000000
TRY
1998597.90000000
USD
2022-12-21
-7609.57000000
N
N
N
COLOMBIA PESO
N/A
FX Forward Contract: COP/USD SETTLE 2022-12-12
N/A
1.00000000
NC
-4725.57000000
-0.00039564179
N/A
DFE
CO
N
2
CITIGROUP GLOBAL MARKETS
N/A
163131.39000000
USD
736397912.00000000
COP
2022-12-12
-4725.57000000
N
N
N
1MDB Global Investments Limited
N/A
1MDB GLOBAL INVESTMENTS LTD 4.400000% 03/09/2023
N/A
1000000.00000000
PA
USD
957817.39000000
0.080191932820
Long
DBT
NUSS
MY
N
2
2023-03-09
Fixed
4.40000000
N
N
N
N
N
N
Federal Republic of Nigeria
549300GSBZD84TNEQ285
NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 7.625000% 11/28/2047
65412JAB9
478000.00000000
PA
USD
265290.00000000
0.022211037385
Long
DBT
NUSS
NG
Y
2
2047-11-28
Fixed
7.62500000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEX BONOS DESARR FIX RT 8.500000% 05/31/2029
N/A
106096100.00000000
PA
4969935.47000000
0.416100955665
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/COP SETTLE 2022-12-12
N/A
1.00000000
NC
USD
42740.30000000
0.003578372351
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
4289408398.00000000
COP
965430.65000000
USD
2022-12-12
42740.30000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.502000% 05/31/2027
N/A
1050000.00000000
PA
220933.94000000
0.018497387768
Long
DBT
NUSS
MY
N
2
2027-05-31
Fixed
3.50200000
N
N
N
N
N
N
Turkiye Cumhuriyeti
5493000PCHOG3B6S3Q85
REPUBLIC OF TURKEY 6.125000% 10/24/2028
900123CQ1
1295000.00000000
PA
USD
1030561.00000000
0.086282290697
Long
DBT
NUSS
TR
N
2
2028-10-24
Fixed
6.12500000
N
N
N
N
N
N
Qatar Energy
254900QTESJKJ3P87J26
QATAR ENERGY 144A 3.300000% 07/12/2051
74730DAD5
234000.00000000
PA
USD
166102.56000000
0.013906706509
Long
DBT
NUSS
QA
Y
2
2051-07-12
Fixed
3.30000000
N
N
N
N
N
N
Gobierno de Chile
549300FLZTJM5YJF8D34
REPUBLIC OF CHILE 2.550000% 01/27/2032
168863DN5
893000.00000000
PA
USD
700450.88000000
0.058644278647
Long
DBT
NUSS
CL
N
2
2032-01-27
Fixed
2.55000000
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
236783.07000000
0.019824334200
Long
DBT
NUSS
CN
N
2
2028-03-14
Fixed
5.12500000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 7.000000% 05/15/2027
N/A
28700000000.00000000
PA
1883843.31000000
0.157722168898
Long
DBT
NUSS
ID
N
2
2027-05-15
Fixed
7.00000000
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
180944.87000000
0.015149358333
Long
DBT
NUSS
MO
Y
2
2028-01-15
Fixed
6.50000000
N
N
N
N
N
N
Republique du Benin
635400Q11P6AE5A5Y230
BENIN GOVERNMENT INTERNATIONAL BOND 144A 4.875000% 01/19/2032
N/A
2449000.00000000
PA
1632082.87000000
0.136643875163
Long
DBT
NUSS
BJ
Y
2
2032-01-19
Fixed
4.87500000
N
N
N
N
N
N
Turkiye Cumhuriyeti
5493000PCHOG3B6S3Q85
REPUBLIC OF TURKEY 5.125000% 02/17/2028
900123CP3
711000.00000000
PA
USD
551025.00000000
0.046133804046
Long
DBT
NUSS
TR
N
2
2028-02-17
Fixed
5.12500000
N
N
N
N
N
N
Gobierno de la Republica Dominicana
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC 7.450000% 04/30/2044
P3579EAY3
2443000.00000000
PA
USD
2049326.26000000
0.171576999420
Long
DBT
NUSS
DO
N
2
2044-04-30
Fixed
7.45000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT INTERNATIONAL BOND 144A 6.588000% 02/21/2028
03846JW48
429000.00000000
PA
USD
300234.79000000
0.025136741472
Long
DBT
NUSS
EG
Y
2
2028-02-21
Fixed
6.58800000
N
N
N
N
N
N
Gobierno de Chile
549300FLZTJM5YJF8D34
BONOS TESORERIA PESOS 4.500000% 03/01/2026
N/A
390000000.00000000
PA
373945.00000000
0.031308026594
Long
DBT
NUSS
CL
N
2
2026-03-01
Fixed
4.50000000
N
N
N
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
NOTA DO TESOURO NACIONAL 10.000000% 01/01/2023
N/A
45091000.00000000
PA
8263019.68000000
0.691809864792
Long
DBT
NUSS
BR
N
2
2023-01-01
Fixed
10.00000000
N
N
N
N
N
N
Ukraine
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT 7.750000% 09/01/2027
N/A
845000.00000000
PA
USD
173877.34000000
0.014557639184
Long
DBT
NUSS
UA
N
2
2027-09-01
Fixed
7.75000000
N
N
N
N
N
N
GEOPARK LIMITED
529900ZR5QI19AH4KZ07
GEOPARK LTD 144A 5.500000% 01/17/2027
37255BAB5
974000.00000000
PA
USD
760048.40000000
0.063633998368
Long
DBT
NUSS
CO
Y
2
2027-01-17
Fixed
5.50000000
N
N
N
N
N
N
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
STANDARD CHARTERED BANK MTN 8.250000% 05/18/2029
AV6441332
6861000000.00000000
PA
472418.88000000
0.039552615648
Long
DBT
NUSS
GB
Y
2
2029-05-18
Fixed
8.25000000
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
41917.93000000
0.003509520563
Long
DBT
NUSS
KZ
N
2
2047-04-19
Fixed
5.75000000
N
N
N
N
N
N
Kallpa Generacion S.A.
549300NG1PWEI5BZG095
KALLPA GENERACION SA 144A 4.125000% 08/16/2027
156830AA9
213000.00000000
PA
USD
184803.06000000
0.015472379941
Long
DBT
NUSS
PE
Y
2
2027-08-16
Fixed
4.12500000
N
N
N
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
NOTA DO TESOURO NACIONAL 10.000000% 01/01/2027
N/A
38279000.00000000
PA
6683170.80000000
0.559539208011
Long
DBT
NUSS
BR
N
2
2027-01-01
Fixed
10.00000000
N
N
N
N
N
N
Republic of Kenya
549300VVURQQYU45PR87
REPUBLIC OF KENYA GOVERNMENT INTERNATIONAL BOND 14 7.000000% 05/22/2027
491798AJ3
493000.00000000
PA
USD
377983.10000000
0.031646110917
Long
DBT
NUSS
KE
Y
2
2027-05-22
Fixed
7.00000000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/HUF SETTLE 2022-11-30
N/A
1.00000000
NC
23484.40000000
0.001966198825
N/A
DFE
XX
N
2
GOLDMAN, SACHS & CO.
N/A
402126259.00000000
HUF
955396.20000000
EUR
2022-11-30
23484.40000000
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 8.000000% 01/31/2030
N/A
6929000.00000000
PA
329746.76000000
0.027607590237
Long
DBT
NUSS
ZA
N
2
2030-01-31
Fixed
8.00000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
ARAB REPUBLIC OF EGYPT 8.700200% 03/01/2049
N/A
1190000.00000000
PA
USD
657427.40000000
0.055042197443
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/EUR SETTLE 2022-12-21
N/A
1.00000000
NC
USD
84936.95000000
0.007111228360
N/A
DFE
US
N
2
STANDARD BANK
N/A
2889000.00000000
EUR
2932343.67000000
USD
2022-12-21
84936.95000000
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 7.690000% 01/23/2050
71654QDD1
1230000.00000000
PA
USD
753252.00000000
0.063064979203
Long
DBT
NUSS
MX
N
2
2050-01-23
Fixed
7.69000000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 4.059000% 09/30/2024
N/A
7200000.00000000
PA
1566284.74000000
0.131135017967
Long
DBT
NUSS
MY
N
2
2024-09-30
Fixed
4.05900000
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
-482895.13000000
-0.04042972515
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2025-06-23
0.00000000
CLP
0.00000000
CLP
-2335690714.00000000
CLP
-482895.13000000
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 7.000000% 09/15/2030
N/A
6550000000.00000000
PA
421531.37000000
0.035292129436
Long
DBT
NUSS
ID
N
2
2030-09-15
Fixed
7.00000000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2022-10-05
N/A
1.00000000
NC
-13465.69000000
-0.00112739622
N/A
DFE
XX
N
2
GOLDMAN, SACHS & CO.
N/A
576877.08000000
USD
575076.00000000
EUR
2022-10-05
-13465.69000000
N
N
N
Petroleos de Venezuela, S.A.
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA 6.000000% 11/15/2026
P7807HAR6
5067000.00000000
PA
USD
101340.00000000
0.008484550976
Long
DBT
NUSS
VE
N
2
2026-11-15
Fixed
6.00000000
Y
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 9.250000% 05/28/2042
N/A
1954700000.00000000
PA
313923.67000000
0.026282823968
Long
DBT
NUSS
CO
N
2
2042-05-28
Fixed
9.25000000
N
N
N
N
N
N
Republic of Lebanon
529900QPC4K9S1KHL354
LEBANON GOVERNMENT INTERNATIONAL BOND MTN 6.100000% 10/04/2022
N/A
3174000.00000000
PA
USD
179331.00000000
0.015014239305
Long
DBT
NUSS
LB
N
2
2022-10-04
Fixed
6.10000000
Y
N
N
N
N
N
ESKOM HOLDINGS SOC LIMITED
3789001900ED06F65111
ESKOM HOLDINGS SOC LTD MTN 8.450000% 08/10/2028
29646AAD8
391000.00000000
PA
USD
332115.40000000
0.027805901337
Long
DBT
NUSS
ZA
Y
2
2028-08-10
Fixed
8.45000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 7.000000% 02/28/2031
N/A
15314000.00000000
PA
658572.30000000
0.055138052608
Long
DBT
NUSS
ZA
N
2
2031-02-28
Fixed
7.00000000
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
22314.42000000
0.001868243872
Long
DBT
NUSS
LB
N
2
2029-05-25
Fixed
6.85000000
Y
N
N
N
N
N
Republica de Guatemala
529900QKDFFU9UWW5315
REPUBLIC OF GUATEMALA 5.250000% 08/10/2029
P5015VAP1
200000.00000000
PA
USD
179172.57000000
0.015000974973
Long
DBT
NUSS
GT
N
2
2029-08-10
Fixed
5.25000000
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
119000.00000000
PA
88874.44000000
0.007440889251
Long
DBT
NUSS
BR
N
2
2045-05-15
Fixed
6.00000000
N
N
N
N
N
N
Russia, Federation of (Government)
5493004EHVGF71PDBU58
RUSSIA GOVT BOND - OFZ 6.700000% 03/14/2029
N/A
326479000.00000000
PA
1682468.47000000
0.140862339655
Long
DBT
NUSS
RU
N
2
2029-03-14
Fixed
6.70000000
N
N
N
N
N
N
Republica Del Paraguay
529900UXKJTJPCU0HK83
REPUBLIC OF PARAGUAY 6.100000% 08/11/2044
P75744AB1
1260000.00000000
PA
USD
1043481.73000000
0.087364060900
Long
DBT
NUSS
PY
N
2
2044-08-11
Fixed
6.10000000
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
1038000.00000000
PA
USD
925117.50000000
0.077454179873
Long
DBT
NUSS
AE
Y
2
2047-11-02
Fixed
4.60000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZMW SETTLE 2022-12-21
N/A
1.00000000
NC
USD
-9371.39000000
-0.00078460663
N/A
DFE
US
N
2
STANDARD BANK
N/A
3142531.16000000
ZMW
187166.83000000
USD
2022-12-21
-9371.39000000
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
-204428.48000000
-0.01711549101
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
-204428.48000000
N
N
N
Federal Republic of Nigeria
549300GSBZD84TNEQ285
NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 7.375000% 09/28/2033
N/A
2953000.00000000
PA
USD
1779182.50000000
0.148959587709
Long
DBT
NUSS
NG
N
2
2033-09-28
Fixed
7.37500000
N
N
N
N
N
N
Petroleos de Venezuela, S.A.
549300YWR8TN1OFD4P06
PETROLEOS DE VEN 5.375% 04/12/2027
N/A
4364300.00000000
PA
USD
87286.00000000
0.007307899314
Long
DBT
NUSS
VE
N
2
2027-04-12
Fixed
5.37500000
Y
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND 144A 3.625000% 03/27/2032
77586RAL4
1168000.00000000
PA
USD
840780.13000000
0.070393150516
Long
DBT
NUSS
RO
Y
2
2032-03-27
Fixed
3.62500000
N
N
N
N
N
N
Republica de Costa Rica
549300S1EK2VN6XVJP58
COSTA RICA GOVERNMENT 7.000000% 04/04/2044
P3699PGH4
58000.00000000
PA
USD
48201.49000000
0.004035602911
Long
DBT
NUSS
CR
N
2
2044-04-04
Fixed
7.00000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
REPUBLIC OF INDONESIA 1.400000% 10/30/2031
N/A
520000.00000000
PA
378880.65000000
0.031721257046
Long
DBT
NUSS
ID
N
2
2031-10-30
Fixed
1.40000000
N
N
N
N
N
N
Sagicor Financial Corporation Limited
213800UV8KH689JE3785
SAGICOR FINANCIAL CO LTD 144A 5.300000% 05/13/2028
78669QAA8
520000.00000000
PA
USD
486033.60000000
0.040692489201
Long
DBT
NUSS
US
Y
2
2028-05-13
Fixed
5.30000000
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
779081.00000000
0.065227476412
Long
DBT
NUSS
KZ
Y
2
2030-04-24
Fixed
5.37500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/MXN SETTLE 2022-12-21
N/A
1.00000000
NC
USD
-27.26000000
-0.00000228230
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
145307.61000000
MXN
7098.40000000
USD
2022-12-21
-27.26000000
N
N
N
State of Israel
213800T8ZHTFZIBYPE21
STATE OF ISRAEL 3.800000% 05/13/2060
N/A
200000.00000000
PA
USD
151446.40000000
0.012679639836
Long
DBT
NUSS
IL
N
2
2060-05-13
Fixed
3.80000000
N
N
N
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2022-11-21
N/A
1.00000000
NC
-167980.50000000
-0.01406393443
N/A
DFE
CL
N
2
JP MORGAN
N/A
2393954.55000000
USD
2149053000.00000000
CLP
2022-11-21
-167980.50000000
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND 144A 2.750000% 04/14/2041
N/A
2688000.00000000
PA
1346567.47000000
0.112739494208
Long
DBT
NUSS
RO
Y
2
2041-04-14
Fixed
2.75000000
N
N
N
N
N
N
Republique du Benin
635400Q11P6AE5A5Y230
BENIN INTL GOV BOND 4.875000% 01/19/2032
N/A
102000.00000000
PA
67975.69000000
0.005691170386
Long
DBT
NUSS
BJ
N
2
2032-01-19
Fixed
4.87500000
N
N
N
N
N
N
Republic of Zambia
213800DMLAZ6LGMMD849
ZAMBIA GOVERNMENT BOND 11.000000% 06/28/2026
BQ2494160
78885000.00000000
PA
3236377.29000000
0.270961200882
Long
DBT
NUSS
ZM
N
2
2026-06-28
Fixed
11.00000000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 9.02% FIXED
N/A
2184689893.00000000
NC
24702.59000000
0.002068190093
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2032-08-11
0.00000000
COP
0.00000000
COP
-2184689893.00000000
COP
24702.59000000
N
N
N
Republic of Lebanon
529900QPC4K9S1KHL354
LEBANON GOVERNMENT INTERNATIONAL BOND MTN 6.100000% 10/04/2022
N/A
5903000.00000000
PA
USD
333519.50000000
0.027923457662
Long
DBT
NUSS
LB
N
2
2022-10-04
Fixed
6.10000000
Y
N
N
N
N
N
BROKER: GOLDMAN SACHS
N/A
BROKER: GOLDMAN SACHS REC: 12.765 FIXED
N/A
49740442.53000000
NC
-6435.99000000
-0.00053884433
N/A
DIR
XX
N
2
BROKER: GOLDMAN SACHS
N/A
Y
2024-01-02
0.00000000
BRL
0.00000000
BRL
-49740442.53000000
BRL
-6435.99000000
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2022-12-21
N/A
1.00000000
NC
-34575.36000000
-0.00289477407
N/A
DFE
HU
N
2
CITIGROUP GLOBAL MARKETS
N/A
415667.58000000
USD
168170000.00000000
HUF
2022-12-21
-34575.36000000
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
REPUBLIC OF INDONESIA 1.300000% 03/23/2034
BR4171160
514000.00000000
PA
337312.34000000
0.028241007932
Long
DBT
NUSS
ID
N
2
2034-03-23
Fixed
1.30000000
N
N
N
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVERNMENT BOND 2.800000% 03/24/2029
N/A
7430000.00000000
PA
1051850.66000000
0.088064737959
Long
DBT
NUSS
CN
N
2
2029-03-24
Fixed
2.80000000
N
N
N
N
N
N
Ukraine
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT INTERNATIONAL BOND 144A 7.750000% 09/01/2026
903724AT9
636000.00000000
PA
USD
129020.23000000
0.010802039850
Long
DBT
NUSS
UA
Y
2
2026-09-01
Fixed
7.75000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/INR SETTLE 2022-12-21
N/A
1.00000000
NC
USD
57977.45000000
0.004854081606
N/A
DFE
US
N
2
STANDARD BANK
N/A
253757629.50000000
INR
3149608.15000000
USD
2022-12-21
57977.45000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2022-10-17
N/A
1.00000000
NC
USD
29911.17000000
0.002504271231
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
12115948.00000000
CNY
1737614.00000000
USD
2022-10-17
29911.17000000
N
N
N
Comision Federal de Electricidad
4469000001BFPONMPF32
COMISION FEDERAL DE ELECTRICIDAD 3.875000% 07/26/2033
P30179BK3
720000.00000000
PA
USD
500400.00000000
0.041895296120
Long
DBT
NUSS
MX
N
2
2033-07-26
Fixed
3.87500000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA 4.125000% 02/22/2042
195325EA9
3224000.00000000
PA
USD
1833045.21000000
0.153469168415
Long
DBT
NUSS
CO
N
2
2042-02-22
Fixed
4.12500000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT BOND 14.664000% 10/06/2030
N/A
4750000.00000000
PA
202674.82000000
0.016968668265
Long
DBT
NUSS
EG
N
2
2030-10-06
Fixed
14.66400000
N
N
N
N
N
N
The State of Qatar
52990074F6OJOAXK4P65
STATE OF QATAR 4.400000% 04/16/2050
N/A
2702000.00000000
PA
USD
2374409.52000000
0.198794144587
Long
DBT
NUSS
QA
N
2
2050-04-16
Fixed
4.40000000
N
N
N
N
N
N
BANCO NACIONAL DE PANAMA
529900H2Q7WMDKKIW109
BANCO NACIONAL DE PANAMA 144A 2.500000% 08/11/2030
059626AC5
563000.00000000
PA
USD
413131.67000000
0.034588876201
Long
DBT
NUSS
PA
Y
2
2030-08-11
Fixed
2.50000000
N
N
N
N
N
N
Gobierno de Chile
549300FLZTJM5YJF8D34
BONOS TESORERIA PESOS 5.000000% 03/01/2035
N/A
275000000.00000000
PA
244059.91000000
0.020433577539
Long
DBT
NUSS
CL
N
2
2035-03-01
Fixed
5.00000000
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
444478.53000000
0.037213348588
Long
DBT
NUSS
RU
N
2
2036-07-30
Fixed
7.00000000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP
N/A
3000000.00000000
NC
-4810.37000000
-0.00040274155
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2023-01-02
0.00000000
BRL
0.00000000
BRL
-3000000.00000000
BRL
-4810.37000000
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2022-10-28
N/A
1.00000000
NC
1517.55000000
0.000127054769
N/A
DFE
XX
N
2
JP MORGAN
N/A
567568.86000000
USD
580000.00000000
EUR
2022-10-28
1517.55000000
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT BOND 14.382000% 01/12/2031
BN4651095
4531000.00000000
PA
189775.82000000
0.015888717376
Long
DBT
NUSS
EG
N
2
2031-01-12
Fixed
14.38200000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/COP SETTLE 2022-10-12
N/A
1.00000000
NC
USD
1209.35000000
0.000101251151
N/A
DFE
US
N
2
JP MORGAN
N/A
294806000.00000000
COP
65298.41000000
USD
2022-10-12
1209.35000000
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2022-12-21
N/A
1.00000000
NC
-247934.79000000
-0.02075799649
N/A
DFE
HU
N
2
CITIGROUP GLOBAL MARKETS
N/A
3028704.71000000
USD
1227110000.00000000
HUF
2022-12-21
-247934.79000000
N
N
N
Republic of the Philippines
529900RAHBALMYIJ3T08
REPUBLIC OF PHILIPPINES 3.000000% 02/01/2028
718286CC9
471000.00000000
PA
USD
428039.42000000
0.035837006898
Long
DBT
NUSS
PH
N
2
2028-02-01
Fixed
3.00000000
N
N
N
N
N
N
CT Trust
5493003LN2KNNGM2Q244
CT TRUST 144A 5.125000% 02/03/2032
12659BAA2
548000.00000000
PA
USD
412370.00000000
0.034525106437
Long
DBT
NUSS
GT
Y
2
2032-02-03
Fixed
5.12500000
N
N
N
N
N
N
Saudi Arabian Oil Company
5586006WD91QHB7J4X50
SAUDI ARABIAN OIL CO 1.625000% 11/24/2025
N/A
703000.00000000
PA
USD
632463.79000000
0.052952153811
Long
DBT
NUSS
SA
N
2
2025-11-24
Fixed
1.62500000
N
N
N
N
N
N
BRK: GOLDMAN SACHS INTERNATIONAL
N/A
BRK: GOLDMAN SACHS INTERNATIONAL REC: 9.981% FIXED
N/A
539017913.00000000
NC
-44851.40000000
-0.00375512127
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS INTERNATIONAL
N/A
Y
2027-08-04
0.00000000
HUF
0.00000000
HUF
-539017913.00000000
HUF
-44851.40000000
N
N
N
Russia, Federation of (Government)
5493004EHVGF71PDBU58
RUSSIA GOVT BOND - OFZ 6.100000% 07/18/2035
N/A
74413000.00000000
PA
383478.04000000
0.032106167149
Long
DBT
NUSS
RU
N
2
2035-07-18
Fixed
6.10000000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIA 5.125000% 06/15/2048
N/A
244000.00000000
PA
USD
168970.00000000
0.014146778947
Long
DBT
NUSS
RO
N
2
2048-06-15
Fixed
5.12500000
N
N
N
N
N
N
INDONESIA RUPIAH
N/A
FX Forward Contract: IDR/USD SETTLE 2022-12-21
N/A
1.00000000
NC
-20583.09000000
-0.00172329066
N/A
DFE
ID
N
2
STANDARD BANK
N/A
1612364.64000000
USD
24385402800.00000000
IDR
2022-12-21
-20583.09000000
N
N
N
Saudi Arabian Oil Company
5586006WD91QHB7J4X50
SAUDI ARABIAN OIL CO MTN 4.250000% 04/16/2039
N/A
160000.00000000
PA
USD
137000.00000000
0.011470135028
Long
DBT
NUSS
SA
N
2
2039-04-16
Fixed
4.25000000
N
N
N
N
N
N
Provincia de Buenos Aires
549300L6AYROPOTQ4L07
PROVINCIA DE BUENOS AIRES/GOVERNMENT BONDS MTN 3.000000% 09/01/2037
N/A
665743.00000000
PA
137783.11000000
0.011535699827
Long
DBT
NUSS
AR
N
2
2037-09-01
Fixed
3.00000000
N
N
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
REPUBLIC OF PERU 8.750000% 11/21/2033
715638AP7
490000.00000000
PA
USD
589731.42000000
0.049374445388
Long
DBT
NUSS
PE
N
2
2033-11-21
Fixed
8.75000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZAR SETTLE 2022-10-17
N/A
1.00000000
NC
USD
19231.41000000
0.001610123135
N/A
DFE
US
N
2
JP MORGAN
N/A
4183600.00000000
ZAR
251755.66000000
USD
2022-10-17
19231.41000000
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA 4.125000% 05/15/2051
195325DT9
1675000.00000000
PA
USD
899336.76000000
0.075295723165
Long
DBT
NUSS
CO
N
2
2051-05-15
Fixed
4.12500000
N
N
N
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 1.600000% 12/17/2029
N/A
7000000.00000000
PA
167997.20000000
0.014065332616
Long
DBT
NUSS
TH
N
2
2029-12-17
Fixed
1.60000000
N
N
N
N
N
N
Bundesrepublik Deutschland
N/A
EURO-BUND FUTURE DEC22 FINANCIAL COMMODITY FUTURE.
N/A
-80.00000000
NC
-10853767.25000000
-0.90871661263
N/A
DIR
DE
N
1
GOLDMAN, SACHS & CO.
N/A
Short
Germany Govt. Bond Futures
Euro-Bund Future Dec 2022
2022-12-11
-11518977.47000000
EUR
665210.22000000
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT INTERNATIONAL BOND MTN 4.750000% 04/16/2026
N/A
420000.00000000
PA
290260.29000000
0.024301640290
Long
DBT
NUSS
EG
N
2
2026-04-16
Fixed
4.75000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2022-11-25
N/A
1.00000000
NC
USD
-206.14000000
-0.00001725878
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
141668.00000000
CNY
19733.53000000
USD
2022-11-25
-206.14000000
N
N
N
SASOL FINANCING USA LLC
549300XRB1PFMESFEL85
SASOL FINANCING USA LLC 6.500000% 09/27/2028
80386WAB1
360000.00000000
PA
USD
324000.00000000
0.027126450725
Long
DBT
CORP
ZA
N
2
2028-09-27
Fixed
6.50000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 7.500000% 04/15/2040
N/A
17705000000.00000000
PA
1166652.24000000
0.097676341055
Long
DBT
NUSS
ID
N
2
2040-04-15
Fixed
7.50000000
N
N
N
N
N
N
Gobierno de Chile
549300FLZTJM5YJF8D34
BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS 144 4.700000% 09/01/2030
N/A
1035000000.00000000
PA
949498.66000000
0.079495458686
Long
DBT
NUSS
CL
Y
2
2030-09-01
Fixed
4.70000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GHS SETTLE 2023-02-09
N/A
1.00000000
NC
USD
25491.55000000
0.002134244675
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
1874284.00000000
GHS
197293.05000000
USD
2023-02-09
25491.55000000
N
N
N
Gobierno de Chile
549300FLZTJM5YJF8D34
BONOS TESORERIA PESOS 5.000000% 03/01/2035
N/A
115000000.00000000
PA
102061.42000000
0.008544950866
Long
DBT
NUSS
CL
N
2
2035-03-01
Fixed
5.00000000
N
N
N
N
N
N
GRUPO AVAL LIMITED
549300J4FW1ELLQ80113
GRUPO AVAL LTD 144A 4.375000% 02/04/2030
40053FAC2
812000.00000000
PA
USD
588050.40000000
0.049233704319
Long
DBT
NUSS
CO
Y
2
2030-02-04
Fixed
4.37500000
N
N
N
N
N
N
MEITUAN
21380033K525E5JLIA77
MEITUAN 3.050000% 10/28/2030
G59669AC8
204000.00000000
PA
USD
134834.73000000
0.011288850800
Long
DBT
NUSS
CN
N
2
2030-10-28
Fixed
3.05000000
N
N
N
N
N
N
Federal Republic of Nigeria
549300GSBZD84TNEQ285
NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.375000% 03/24/2029
65412JAU7
549000.00000000
PA
USD
391766.40000000
0.032800098597
Long
DBT
NUSS
NG
Y
2
2029-03-24
Fixed
8.37500000
N
N
N
N
N
N
BRK: JPMORGAN CHASE
N/A
BRK: JPMORGAN CHASE REC:1D OVERNIGHT BRAZIL INTERBANK DEPOSIT
N/A
12557923.51000000
NC
52965.83000000
0.004434490671
N/A
DIR
XX
N
2
BRK: JPMORGAN CHASE
N/A
Y
2023-01-02
0.00000000
BRL
0.00000000
BRL
-12557923.51000000
BRL
52965.83000000
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEX BONOS DESARR FIX RT 8.500000% 11/18/2038
N/A
36448900.00000000
PA
1634766.93000000
0.136868594364
Long
DBT
NUSS
MX
N
2
2038-11-18
Fixed
8.50000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/COP SETTLE 2022-12-21
N/A
1.00000000
NC
USD
187102.50000000
0.015664897366
N/A
DFE
US
N
2
STANDARD BANK
N/A
18587204839.00000000
COP
4178872.02000000
USD
2022-12-21
187102.50000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PHP SETTLE 2022-12-21
N/A
1.00000000
NC
USD
-6070.84000000
-0.00050827266
N/A
DFE
US
N
2
STANDARD BANK
N/A
48678056.78000000
PHP
818283.63000000
USD
2022-12-21
-6070.84000000
N
N
N
Republica de Angola
549300QHR2R3J8JSGK83
REPUBLIC OF ANGOLA 8.750000% 04/14/2032
BV8060618
891000.00000000
PA
USD
658894.50000000
0.055165028356
Long
DBT
NUSS
AO
N
2
2032-04-14
Fixed
8.75000000
N
N
N
N
N
N
OOREDOO INTERNATIONAL FINANCE LIMITED
549300BHXCDJ03WU7N77
OOREDOO INTERNATIONAL FINANCE LTD MTN 2.625000% 04/08/2031
74735KAA0
363000.00000000
PA
USD
299838.00000000
0.025103520779
Long
DBT
NUSS
QA
Y
2
2031-04-08
Fixed
2.62500000
N
N
N
N
N
N
Republica Argentina
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA 3.500000% 07/09/2041
040114HV5
6639349.00000000
PA
USD
1415239.12000000
0.118488932880
Long
DBT
NUSS
AR
N
2
2041-07-09
Fixed
3.50000000
N
N
N
N
N
N
Corporacion Nacional del Cobre de Chile
549300UVMBCBCIPSUI70
CORP NACIONAL DEL COBRE DE CHILE 3.150000% 01/14/2030
P3143NBH6
600000.00000000
PA
USD
500274.00000000
0.041884746945
Long
DBT
NUSS
CL
N
2
2030-01-14
Fixed
3.15000000
N
N
N
N
N
N
Comision Federal de Electricidad
4469000001BFPONMPF32
COMISION FEDERAL DE ELECTRICIDAD 144A 6.264000% 02/15/2052
200447AM2
263000.00000000
PA
USD
184750.09000000
0.015467945101
Long
DBT
NUSS
MX
Y
2
2052-02-15
Fixed
6.26400000
N
N
N
N
N
N
Republique de Cote d'Ivoire
254900ICW11T82O6H590
IVORY COAST 6.875000% 10/17/2040
N/A
1619000.00000000
PA
991609.55000000
0.083021134558
Long
DBT
NUSS
CI
N
2
2040-10-17
Fixed
6.87500000
N
N
N
N
N
N
Government of Bermuda
549300FP5PUZXX9FVJ40
GOVT OF BERMUDA 3.717000% 01/25/2027
G10367AD5
631000.00000000
PA
USD
591285.18000000
0.049504531789
Long
DBT
NUSS
BM
N
2
2027-01-25
Fixed
3.71700000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZAR SETTLE 2022-12-21
N/A
1.00000000
NC
USD
-10785.24000000
-0.00090297926
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
30836266.00000000
ZAR
1693345.54000000
USD
2022-12-21
-10785.24000000
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
461150.48000000
0.038609184483
Long
DBT
NUSS
IN
N
2
2031-01-13
Fixed
2.25000000
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
166155.00000000
0.013911096976
Long
DBT
NUSS
JO
Y
2
2047-10-10
Fixed
7.37500000
N
N
N
N
N
N
Gobierno de Chile
549300FLZTJM5YJF8D34
REPUBLIC OF CHILE 2.550000% 07/27/2033
168863DT2
6602000.00000000
PA
USD
4942152.69000000
0.413774880934
Long
DBT
NUSS
CL
N
2
2033-07-27
Fixed
2.55000000
N
N
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
REPUBLIC OF PERU 2.783000% 01/23/2031
715638DF6
2796000.00000000
PA
USD
2213840.09000000
0.185350691714
Long
DBT
NUSS
PE
N
2
2031-01-23
Fixed
2.78300000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 8.375000% 04/15/2039
N/A
18619000000.00000000
PA
1310733.58000000
0.109739351456
Long
DBT
NUSS
ID
N
2
2039-04-15
Fixed
8.37500000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 8.375000% 03/15/2034
N/A
17922000000.00000000
PA
1248625.83000000
0.104539466209
Long
DBT
NUSS
ID
N
2
2034-03-15
Fixed
8.37500000
N
N
N
N
N
N
INDONESIA RUPIAH
N/A
FX Forward Contract: IDR/USD SETTLE 2022-12-21
N/A
1.00000000
NC
-28297.66000000
-0.00236918234
N/A
DFE
ID
N
2
MORGAN STANLEY & CO, INC
N/A
1294029.39000000
USD
19390460996.00000000
IDR
2022-12-21
-28297.66000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NGN SETTLE 2023-05-17
N/A
1.00000000
NC
USD
22057.49000000
0.001846732764
N/A
DFE
US
N
2
STANDARD BANK
N/A
303626524.81000000
NGN
620913.14000000
USD
2023-05-17
22057.49000000
N
N
N
ESKOM HOLDINGS SOC LIMITED
3789001900ED06F65111
ESKOM HOLDINGS SOC LTD 144A 7.125000% 02/11/2025
29646AAB2
2564000.00000000
PA
USD
2270422.00000000
0.190087933669
Long
DBT
NUSS
ZA
Y
2
2025-02-11
Fixed
7.12500000
N
N
N
N
N
N
Banque Centrale de Tunisie
254900B5LFB16S9T2T11
TUNISIAN REPUBLIC 6.375000% 07/15/2026
N/A
622000.00000000
PA
348293.68000000
0.029160405396
Long
DBT
NUSS
TN
N
2
2026-07-15
Fixed
6.37500000
N
N
N
N
N
N
Republic of Zambia
213800DMLAZ6LGMMD849
REPUBLIC OF ZAMBIA 5.375000% 09/20/2022
N/A
912000.00000000
PA
USD
428640.00000000
0.035887289626
Long
DBT
NUSS
ZM
N
2
2022-09-20
Fixed
5.37500000
Y
N
N
N
N
N
Gobierno De La Republica De Panama
549300SHS4T08CL0LP14
REPUBLIC OF PANAMA 4.300000% 04/29/2053
698299BB9
200000.00000000
PA
USD
133370.26000000
0.011166240080
Long
DBT
NUSS
PA
N
2
2053-04-29
Fixed
4.30000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PLN SETTLE 2022-11-14
N/A
1.00000000
NC
USD
3301.75000000
0.000276434440
N/A
DFE
US
N
2
JP MORGAN
N/A
459000.00000000
PLN
95678.88000000
USD
2022-11-14
3301.75000000
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
199173.78000000
0.016675548546
Long
DBT
NUSS
CL
Y
2
2031-01-15
Fixed
3.75000000
N
N
N
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2022-11-03
N/A
1.00000000
NC
-32967.08000000
-0.00276012305
N/A
DFE
BR
N
2
J.P. MORGAN SECURITIES
N/A
966763.63000000
USD
5088164.00000000
BRL
2022-11-03
-32967.08000000
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/EUR SETTLE 2022-11-30
N/A
1.00000000
NC
-19790.44000000
-0.00165692714
N/A
DFE
HU
N
2
J P MORGAN CHASE BANK
N/A
488067.46000000
EUR
202006731.00000000
HUF
2022-11-30
-19790.44000000
N
N
N
CBB INTERNATIONAL SUKUK PROGRAMME COMPANY W.L.L
5493006IRJ2IWXTNIM16
CBB INTERNATIONAL SUKUK PROGRAMME CO WLL 144A 3.875000% 05/18/2029
12482TAC2
1094000.00000000
PA
USD
959013.53000000
0.080292077983
Long
DBT
NUSS
BH
Y
2
2029-05-18
Fixed
3.87500000
N
N
N
N
N
N
BRK:GOLDMAN SACHS INTERNATIONAL
N/A
BRK:GOLDMAN SACHS INTERNATIONAL PAY: 6M POLAND WARSAW INTERBANK OFFER RATE (WIBOR)
N/A
5962021.00000000
NC
28169.21000000
0.002358428046
N/A
DIR
XX
N
2
BRK:GOLDMAN SACHS INTERNATIONAL
N/A
Y
2027-09-06
0.00000000
PLN
0.00000000
PLN
-5962021.00000000
PLN
28169.21000000
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEXICAN UDIBONOS 4.00% 11/30/2028
N/A
97935375.28830000
PA
4714048.61000000
0.394677183137
Long
DBT
NUSS
MX
N
2
2028-11-30
Fixed
4.00000000
N
N
N
N
N
N
SINGAPORE DOLLAR
N/A
FX Forward Contract: SGD/USD SETTLE 2022-12-21
N/A
1.00000000
NC
-76612.99000000
-0.00641431635
N/A
DFE
SG
N
2
GOLDMAN, SACHS & CO.
N/A
3826638.11000000
USD
5373747.90000000
SGD
2022-12-21
-76612.99000000
N
N
N
TURKISH LIRA
N/A
FX Forward Contract: TRY/USD SETTLE 2022-12-21
N/A
1.00000000
NC
-11903.25000000
-0.00099658310
N/A
DFE
TR
N
2
CITIGROUP GLOBAL MARKETS
N/A
342383.15000000
USD
6773321.00000000
TRY
2022-12-21
-11903.25000000
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA 5.000000% 06/15/2045
195325CU7
1177000.00000000
PA
USD
712435.48000000
0.059647672664
Long
DBT
NUSS
CO
N
2
2045-06-15
Fixed
5.00000000
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
1005236.58000000
0.084162038749
Long
DBT
NUSS
ZA
Y
2
2023-08-06
Fixed
6.75000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EGP SETTLE 2023-03-15
N/A
1.00000000
NC
USD
-23784.34000000
-0.00199131088
N/A
DFE
US
N
2
STANDARD BANK
N/A
24715000.00000000
EGP
1080201.05000000
USD
2023-03-15
-23784.34000000
N
N
N
Romania
315700IASY927EDWBK92
ROMANIA GOVERNMENT BOND 3.650000% 09/24/2031
N/A
2635000.00000000
PA
361410.46000000
0.030258589613
Long
DBT
NUSS
RO
N
2
2031-09-24
Fixed
3.65000000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEX BONOS DESARR FIX RT 7.750000% 05/29/2031
N/A
69460000.00000000
PA
3065739.69000000
0.256674804437
Long
DBT
NUSS
MX
N
2
2031-05-29
Fixed
7.75000000
N
N
N
N
N
N
Federal Republic of Nigeria
549300GSBZD84TNEQ285
REPUBLIC OF NIGERIA 9.248000% 01/21/2049
N/A
322000.00000000
PA
USD
206080.00000000
0.017253762239
Long
DBT
NUSS
NG
N
2
2049-01-21
Fixed
9.24800000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT INTERNATIONAL BOND MTN 5.250000% 01/17/2042
Y20721BB4
692000.00000000
PA
USD
624882.92000000
0.052317455983
Long
DBT
NUSS
ID
N
2
2042-01-17
Fixed
5.25000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT INTERNATIONAL BOND 144A 8.875000% 05/29/2050
03846JX62
1476000.00000000
PA
USD
817760.09000000
0.068465829588
Long
DBT
NUSS
EG
Y
2
2050-05-29
Fixed
8.87500000
N
N
N
N
N
N
Petroleos de Venezuela, S.A.
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA 6.000000% 05/16/2024
P7807HAT2
2089797.00000000
PA
USD
41795.94000000
0.003499307120
Long
DBT
NUSS
VE
N
2
2024-05-16
Fixed
6.00000000
Y
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
UNITED MEXICAN STATES 4.750000% 04/27/2032
91087BAK6
695000.00000000
PA
USD
623667.24000000
0.052215674860
Long
DBT
NUSS
MX
N
2
2032-04-27
Fixed
4.75000000
N
N
N
N
N
N
DERZHAVNE AHENTSTVO AVTOMOBIL'NYKH DORIH UKRAINY
254900FGEO8P5USHG994
STATE AGE ROADS 6.250000% 06/24/2028
N/A
1016000.00000000
PA
USD
186149.49000000
0.015585107926
Long
DBT
NUSS
UA
N
2
2028-06-24
Fixed
6.25000000
N
N
N
N
N
N
Ukraine
6354001WLTJXOMEXPY07
GOVERNMENT OF UKRAINE 15.840000% 02/26/2025
N/A
66553000.00000000
PA
1029934.33000000
0.086229823620
Long
DBT
NUSS
UA
N
2
2025-02-26
Fixed
15.84000000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
REPUBLIC OF GHANA 8.875000% 05/07/2042
N/A
1286000.00000000
PA
USD
472605.00000000
0.039568198287
Long
DBT
NUSS
GH
N
2
2042-05-07
Fixed
8.87500000
N
N
N
N
N
N
ISRAELI SHEKEL
N/A
FX Forward Contract: ILS/USD SETTLE 2022-10-06
N/A
1.00000000
NC
-60147.28000000
-0.00503574761
N/A
DFE
IL
N
2
GOLDMAN, SACHS & CO.
N/A
1056870.87000000
USD
3544695.00000000
ILS
2022-10-06
-60147.28000000
N
N
N
Minejesa Capital B.V.
549300KS7ERCP10BKC35
MINEJESA CAPITAL BV 144A 4.625000% 08/10/2030
602736AA8
386000.00000000
PA
USD
318450.00000000
0.026661784671
Long
DBT
NUSS
ID
Y
2
2030-08-10
Fixed
4.62500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/COP SETTLE 2022-12-21
N/A
1.00000000
NC
USD
9569.43000000
0.000801187257
N/A
DFE
US
N
2
STANDARD BANK
N/A
1290750000.00000000
COP
286769.61000000
USD
2022-12-21
9569.43000000
N
N
N
Republique de Cote d'Ivoire
254900ICW11T82O6H590
Ivory Coast Government International Bond 6.625000% 03/22/2048
AR7769417
524000.00000000
PA
301586.06000000
0.025249874679
Long
DBT
CORP
CI
N
2
2048-03-22
Fixed
6.62500000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 2.000000% 01/28/2032
N/A
40000.00000000
PA
24036.76000000
0.002012444400
Long
DBT
NUSS
RO
N
2
2032-01-28
Fixed
2.00000000
N
N
N
N
N
N
CEMEX, S.A.B. de C.V.
549300RIG2CXWN6IV731
CEMEX SAB DE CV 144A 5.125000% MATURITY: PERPETUAL
151290CA9
200000.00000000
PA
USD
160251.00000000
0.013416792762
Long
DBT
NUSS
MX
Y
2
2171-09-08
Fixed
5.12500000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.800000% 08/17/2023
N/A
4300000.00000000
PA
932826.31000000
0.078099589301
Long
DBT
NUSS
MY
N
2
2023-08-17
Fixed
3.80000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT INTERNATIONAL BOND MTN 5.125000% 01/15/2045
Y20721BM0
123000.00000000
PA
USD
107534.70000000
0.009003193644
Long
DBT
NUSS
ID
N
2
2045-01-15
Fixed
5.12500000
N
N
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
BONOS DE TESORERIA 5.350000% 08/12/2040
N/A
708000.00000000
PA
121613.30000000
0.010181904907
Long
DBT
NUSS
PE
N
2
2040-08-12
Fixed
5.35000000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 7.000000% 03/26/2031
N/A
4153200000.00000000
PA
641591.86000000
0.053716388815
Long
DBT
NUSS
CO
N
2
2031-03-26
Fixed
7.00000000
N
N
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
REPUBLIC OF PERU 3.000000% 01/15/2034
715638DU3
722000.00000000
PA
USD
542118.65000000
0.045388132242
Long
DBT
NUSS
PE
N
2
2034-01-15
Fixed
3.00000000
N
N
N
N
N
N
Democratic Socialist Republic of Sri Lanka
254900HXCCIOHM74FA02
REPUBLIC OF SRI LANKA 6.850000% 11/03/2025
Y8137FAE8
1339000.00000000
PA
USD
344149.31000000
0.028813423765
Long
DBT
NUSS
LK
N
2
2025-11-03
Fixed
6.85000000
Y
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 4.059000% 09/30/2024
N/A
1580000.00000000
PA
343712.48000000
0.028776850779
Long
DBT
NUSS
MY
N
2
2024-09-30
Fixed
4.05900000
N
N
N
N
N
N
Gobierno de la Republica Dominicana
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC 6.400000% 06/05/2049
P3579ECE5
651000.00000000
PA
USD
468406.63000000
0.039216695580
Long
DBT
NUSS
DO
N
2
2049-06-05
Fixed
6.40000000
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
229000.00000000
PA
USD
205527.50000000
0.017207504942
Long
DBT
NUSS
CN
N
2
2025-01-16
Fixed
5.50000000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 3.375000% 02/08/2038
N/A
890000.00000000
PA
537178.91000000
0.044974559360
Long
DBT
NUSS
RO
Y
2
2038-02-08
Fixed
3.37500000
N
N
N
N
N
N
Russia, Federation of (Government)
5493004EHVGF71PDBU58
RUSSIA GOVT BOND - OFZ 8.150000% 02/03/2027
EJ0370613
251767000.00000000
PA
1297449.57000000
0.108627166139
Long
DBT
NUSS
RU
N
2
2027-02-03
Fixed
8.15000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS MTN 8.750000% 06/02/2029
71654QDJ8
2108943.00000000
PA
USD
1804390.54000000
0.151070095903
Long
DBT
NUSS
MX
Y
2
2029-06-02
Fixed
8.75000000
N
N
N
N
N
N
Republic of Lebanon
529900QPC4K9S1KHL354
LEBANON GOVERNMENT INTERNATIONAL BOND MTN 5.800000% 04/14/2020
N/A
6672000.00000000
PA
USD
366960.00000000
0.030723217154
Long
DBT
NUSS
LB
N
2
2023-04-14
Fixed
5.80000000
Y
N
N
N
N
N
Republica de Angola
549300QHR2R3J8JSGK83
ANGOLAN GOVERNMENT INTERNATIONAL BOND MTN 9.125000% 11/26/2049
035198AE0
828000.00000000
PA
USD
556432.56000000
0.046586544508
Long
DBT
NUSS
AO
Y
2
2049-11-26
Fixed
9.12500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2022-10-04
N/A
1.00000000
NC
USD
-3146.93000000
-0.00026347235
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
289325.01000000
EUR
280291.07000000
USD
2022-10-04
-3146.93000000
N
N
N
EGYPTIAN POUND
N/A
FX Forward Contract: EGP/USD SETTLE 2023-05-31
N/A
1.00000000
NC
-7066.56000000
-0.00059163793
N/A
DFE
EG
N
2
CITIGROUP GLOBAL MARKETS
N/A
121616.47000000
USD
2645158.26000000
EGP
2023-05-31
-7066.56000000
N
N
N
Federal Republic of Nigeria
549300GSBZD84TNEQ285
NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.375000% 03/24/2029
65412JAU7
2436000.00000000
PA
USD
1738329.60000000
0.145539235305
Long
DBT
NUSS
NG
Y
2
2029-03-24
Fixed
8.37500000
N
N
N
N
N
N
Ceska republika
3157007EFDLQABN47912
CZECH REPUBLIC 1.000000% 06/26/2026
N/A
46200000.00000000
PA
1563660.00000000
0.130915265250
Long
DBT
NUSS
CZ
N
2
2026-06-26
Fixed
1.00000000
N
N
N
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
POLAND GOVERNMENT BOND 2.750000% 04/25/2028
N/A
8054000.00000000
PA
1296499.95000000
0.108547660522
Long
DBT
NUSS
PL
N
2
2028-04-25
Fixed
2.75000000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.955000% 09/15/2025
EK7974596
10701000.00000000
PA
2311840.32000000
0.193555625078
Long
DBT
NUSS
MY
N
2
2025-09-15
Fixed
3.95500000
N
N
N
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2022-10-17
N/A
1.00000000
NC
-102033.90000000
-0.00854264679
N/A
DFE
ZA
N
2
JP MORGAN
N/A
2030770.64000000
USD
34702028.00000000
ZAR
2022-10-17
-102033.90000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZAR SETTLE 2022-11-14
N/A
1.00000000
NC
USD
5128.37000000
0.000429365666
N/A
DFE
US
N
2
JP MORGAN
N/A
906000.00000000
ZAR
55363.34000000
USD
2022-11-14
5128.37000000
N
N
N
Gobierno de la Republica Dominicana
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC INTERNATIONAL BOND 144A 6.000000% 02/22/2033
25714PEN4
1498000.00000000
PA
USD
1217359.53000000
0.101921738597
Long
DBT
NUSS
DO
Y
2
2033-02-22
Fixed
6.00000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 10.500000% 12/21/2026
N/A
53442518.00000000
PA
3063373.60000000
0.256476706833
Long
DBT
NUSS
ZA
N
2
2026-12-21
Fixed
10.50000000
N
N
N
N
N
N
Republica Bolivariana de Venezuela
529900XM8PJTJK5OJI77
Venezuela Government International Bond Maturity:09/15/2027
922646AS3
2300000.00000000
PA
USD
173650.00000000
0.014538605458
Long
DBT
NUSS
VE
N
2
2027-09-15
Fixed
9.25000000
Y
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 2.125000% 03/07/2028
N/A
715000.00000000
PA
543060.14000000
0.045466957187
Long
DBT
NUSS
RO
N
2
2028-03-07
Fixed
2.12500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: RSD/EUR SETTLE 2022-10-27
N/A
1.00000000
NC
3078.66000000
0.000257756539
N/A
DFE
RS
N
2
JPM CHASE
N/A
256945.92000000
EUR
30532884.00000000
RSD
2022-10-27
3078.66000000
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA 3.125000% 04/15/2031
195325DS1
332000.00000000
PA
USD
230213.36000000
0.019274294340
Long
DBT
NUSS
CO
N
2
2031-04-15
Fixed
3.12500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2022-10-11
N/A
1.00000000
NC
USD
20094.07000000
0.001682348147
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
6658136.00000000
CNY
958761.15000000
USD
2022-10-11
20094.07000000
N
N
N
Government of Bermuda
549300FP5PUZXX9FVJ40
GOVT OF BERMUDA 5.000000% 07/15/2032
G10367AH6
409000.00000000
PA
USD
388344.73000000
0.032513624021
Long
DBT
NUSS
BM
N
2
2032-07-15
Fixed
5.00000000
N
N
N
N
N
N
Nexa Resources S.A.
549300QRMRHM7GAU7L47
NEXA RESOURCES SA 144A 5.375000% 05/04/2027
91832CAA4
2591000.00000000
PA
USD
2293035.00000000
0.191981175738
Long
DBT
NUSS
BR
Y
2
2027-05-04
Fixed
5.37500000
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
446660.50000000
0.037396031000
Long
DBT
NUSS
MX
Y
2
2047-07-31
Fixed
5.50000000
N
N
N
N
N
N
Gobierno De La Republica De Panama
549300SHS4T08CL0LP14
REPUBLIC OF PANAMA 2.252000% 09/29/2032
698299BN3
2717000.00000000
PA
USD
1911297.48000000
0.160020731212
Long
DBT
NUSS
PA
N
2
2032-09-29
Fixed
2.25200000
N
N
N
N
N
N
AI CANDELARIA (SPAIN) S.A.
213800L5KA2MJ5FKRZ02
AI CANDELARIA SPAIN SA 144A 7.500000% 12/15/2028
001355AA4
975000.00000000
PA
USD
840937.50000000
0.070406326101
Long
DBT
NUSS
CO
Y
2
2028-12-15
Fixed
7.50000000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.955000% 09/15/2025
EK7974596
21955000.00000000
PA
4743150.58000000
0.397113705221
Long
DBT
NUSS
MY
N
2
2025-09-15
Fixed
3.95500000
N
N
N
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
221785.04000000
0.018568644935
Long
DBT
NUSS
PA
Y
2
2061-08-11
Fixed
5.12500000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2022-10-28
N/A
1.00000000
NC
5728.58000000
0.000479617416
N/A
DFE
XX
N
2
JP MORGAN
N/A
463277.12000000
USD
478000.00000000
EUR
2022-10-28
5728.58000000
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2022-12-21
N/A
1.00000000
NC
5289.88000000
0.000442887867
N/A
DFE
MX
N
2
GOLDMAN, SACHS & CO.
N/A
394864.08000000
USD
8160000.00000000
MXN
2022-12-21
5289.88000000
N
N
N
Gobierno de Chile
549300FLZTJM5YJF8D34
BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS 144 2.800000% 10/01/2033
N/A
640000000.00000000
PA
470211.44000000
0.039367800795
Long
DBT
NUSS
CL
Y
2
2033-10-01
Fixed
2.80000000
N
N
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
PERUVIAN GOVERNMENT INTERNATIONAL BOND 144A 5.700000% 08/12/2024
715638BT8
4932000.00000000
PA
1218522.49000000
0.102019105811
Long
DBT
NUSS
PE
Y
2
2024-08-12
Fixed
5.70000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EGP SETTLE 2022-10-24
N/A
1.00000000
NC
USD
-11351.86000000
-0.00095041873
N/A
DFE
US
N
2
STANDARD BANK
N/A
7458749.47000000
EGP
358593.72000000
USD
2022-10-24
-11351.86000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.480000% 03/15/2023
N/A
4136000.00000000
PA
894624.67000000
0.074901209964
Long
DBT
NUSS
MY
N
2
2023-03-15
Fixed
3.48000000
N
N
N
N
N
N
Republic of Zambia
213800DMLAZ6LGMMD849
ZAMBIA GOVERNMENT BOND 13.000000% 08/29/2026
N/A
1375000.00000000
PA
59353.43000000
0.004969283624
Long
DBT
NUSS
ZM
N
2
2026-08-29
Fixed
13.00000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2022-11-14
N/A
1.00000000
NC
USD
279425.53000000
0.023394515033
N/A
DFE
US
N
2
JP MORGAN
N/A
37993400.00000000
CNY
5628902.03000000
USD
2022-11-14
279425.53000000
N
N
N
Petroleos de Venezuela, S.A.
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA 6.000000% 11/15/2026
P7807HAR6
4166279.00000000
PA
USD
83325.58000000
0.006976318642
Long
DBT
NUSS
VE
N
2
2026-11-15
Fixed
6.00000000
Y
N
N
N
N
N
ROMANIAN LEU
N/A
FX Forward Contract: RON/EUR SETTLE 2022-12-09
N/A
1.00000000
NC
7074.97000000
0.000592342052
N/A
DFE
RO
N
2
GOLDMAN, SACHS & CO.
N/A
1744734.66000000
EUR
8791369.00000000
RON
2022-12-09
7074.97000000
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 5.750000% 09/30/2049
836205BB9
2712000.00000000
PA
USD
1739748.00000000
0.145657988878
Long
DBT
NUSS
ZA
N
2
2049-09-30
Fixed
5.75000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 8.250000% 05/15/2036
N/A
23920000000.00000000
PA
1650672.43000000
0.138200260296
Long
DBT
NUSS
ID
N
2
2036-05-15
Fixed
8.25000000
N
N
N
N
N
N
BRK: JP MORGAN CHASE
N/A
BRK: JP MORGAN CHASE REC:7.61
N/A
804913471.00000000
NC
-150335.65000000
-0.01258664383
N/A
DIR
XX
N
2
BRK: JP MORGAN CHASE
N/A
Y
2024-03-31
0.00000000
HUF
0.00000000
HUF
-804913471.00000000
HUF
-150335.65000000
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
REPUBLIC OF INDONESIA 4.300000% 03/31/2052
455780DK9
311000.00000000
PA
USD
237013.13000000
0.019843595655
Long
DBT
NUSS
ID
N
2
2052-03-31
Fixed
4.30000000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEX BONOS DESARR FIX RT 8.000000% 11/07/2047
N/A
9449400.00000000
PA
396270.92000000
0.033177233287
Long
DBT
NUSS
MX
N
2
2047-11-07
Fixed
8.00000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 8.875000% 02/28/2035
N/A
136651075.00000000
PA
6212691.24000000
0.520148959241
Long
DBT
NUSS
ZA
N
2
2035-02-28
Fixed
8.87500000
N
N
N
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
FED REPUBLIC OF BRAZIL 5.000000% 01/27/2045
105756BW9
1519000.00000000
PA
USD
1102380.01000000
0.092295237722
Long
DBT
NUSS
BR
N
2
2045-01-27
Fixed
5.00000000
N
N
N
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/EUR SETTLE 2022-11-30
N/A
1.00000000
NC
-18485.53000000
-0.00154767536
N/A
DFE
HU
N
2
J P MORGAN CHASE BANK
N/A
356516.22000000
EUR
145790212.00000000
HUF
2022-11-30
-18485.53000000
N
N
N
EGYPTIAN POUND
N/A
FX Forward Contract: EGP/USD SETTLE 2023-05-17
N/A
1.00000000
NC
-14682.44000000
-0.00122926692
N/A
DFE
EG
N
2
CITIGROUP GLOBAL MARKETS
N/A
253260.64000000
USD
5483092.84000000
EGP
2023-05-17
-14682.44000000
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
NOTA DO TESOURO NACIONAL 10.000000% 01/01/2029
N/A
41485000.00000000
PA
7059084.10000000
0.591012027793
Long
DBT
NUSS
BR
N
2
2029-01-01
Fixed
10.00000000
N
N
N
N
N
N
DERZHAVNE AHENTSTVO AVTOMOBIL'NYKH DORIH UKRAINY
254900FGEO8P5USHG994
STATE AGENCY OF ROADS OF UKRAINE 144A 6.250000% 06/24/2028
857329AA4
363000.00000000
PA
USD
66508.13000000
0.005568300960
Long
DBT
NUSS
UA
Y
2
2028-06-24
Fixed
6.25000000
N
N
N
N
N
N
Republique de Cote d'Ivoire
254900ICW11T82O6H590
IVORY COAST GOVERNMENT INTERNATIONAL BOND 144A 6.625000% 03/22/2048
AR7769417
523000.00000000
PA
301010.51000000
0.025201687553
Long
DBT
NUSS
CI
Y
2
2048-03-22
Fixed
6.62500000
N
N
N
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 1.585000% 12/17/2035
N/A
10400000.00000000
PA
217047.64000000
0.018172012689
Long
DBT
NUSS
TH
N
2
2035-12-17
Fixed
1.58500000
N
N
N
N
N
N
Republic of Kazakhstan
5493007OEK8EF02UO833
KAZAKHSTAN GOVERNMENT INTERNATIONAL BOND MTN 2.375000% 11/09/2028
N/A
350000.00000000
PA
301934.62000000
0.025279057381
Long
DBT
NUSS
KZ
N
2
2028-11-09
Fixed
2.37500000
N
N
N
N
N
N
Republica del Ecuador
5299003Y2U5XK0A35H71
ECUADOR GOVERNMENT INTERNATIONAL BOND 144A 1.500000% 07/31/2040
N/A
321000.00000000
PA
USD
93892.50000000
0.007861019366
Long
DBT
NUSS
EC
Y
2
2040-07-31
Fixed
1.50000000
N
N
N
N
N
N
Republica del Ecuador
5299003Y2U5XK0A35H71
REPUBLIC OF ECUADOR 2.500000% 07/31/2035
N/A
4640765.00000000
PA
USD
1527286.57000000
0.127869950261
Long
DBT
NUSS
EC
N
2
2035-07-31
Fixed
2.50000000
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
261487.50000000
0.021892678345
Long
DBT
NUSS
CN
N
2
2171-10-01
Fixed
3.08000000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 6M HUF BUBOR
N/A
345651277.00000000
NC
-287072.37000000
-0.02403473610
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2031-11-11
0.00000000
HUF
0.00000000
HUF
-345651277.00000000
HUF
-287072.37000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2022-10-28
N/A
1.00000000
NC
USD
5442.16000000
0.000455637299
N/A
DFE
US
N
2
JP MORGAN
N/A
277055.88000000
EUR
277284.81000000
USD
2022-10-28
5442.16000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2022-12-12
N/A
1.00000000
NC
-61073.66000000
-0.00511330749
N/A
DFE
CL
N
2
GOLDMAN, SACHS & CO.
N/A
1867548.74000000
USD
1751947471.00000000
CLP
2022-12-12
-61073.66000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/COP SETTLE 2022-12-21
N/A
1.00000000
NC
USD
13496.34000000
0.001129962351
N/A
DFE
US
N
2
STANDARD BANK
N/A
1936210000.00000000
COP
429314.86000000
USD
2022-12-21
13496.34000000
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVT INTL BOND 0.400000% 10/21/2023
Y15025AA0
2410000.00000000
PA
USD
2313744.60000000
0.193715058281
Long
DBT
NUSS
CN
N
2
2023-10-21
Fixed
0.40000000
N
N
N
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2022-10-17
N/A
1.00000000
NC
-4312.91000000
-0.00036109240
N/A
DFE
ZA
N
2
JP MORGAN
N/A
73232.04000000
USD
1240000.00000000
ZAR
2022-10-17
-4312.91000000
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 7.50000% 10/18/2034
P6S32JS68
1137200000.00000000
PA
165522.68000000
0.013858156860
Long
DBT
NUSS
CO
N
2
2034-10-18
Fixed
7.25000000
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
117719.04000000
0.009855863388
Long
DBT
NUSS
LB
N
2
2028-03-20
Fixed
7.00000000
Y
N
N
N
N
N
DP WORLD SALAAM
549300SUYBT9X88E9435
DP WORLD SALAAM 6.000000% MATURITY: PERPETUAL
N/A
877000.00000000
PA
USD
852012.52000000
0.071333566793
Long
DBT
NUSS
AE
N
2
2171-01-01
Fixed
6.00000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2022-10-05
N/A
1.00000000
NC
USD
632.58000000
0.000052961883
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
49550.81000000
EUR
49178.32000000
USD
2022-10-05
632.58000000
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
UNITED MEXICAN STATES 4.875000% 05/19/2033
91087BAT7
492000.00000000
PA
USD
432460.53000000
0.036207158202
Long
DBT
NUSS
MX
N
2
2033-05-19
Fixed
4.87500000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
REPUBLIC OF INDONESIA 3.050000% 03/12/2051
455780CW4
1187000.00000000
PA
USD
786935.49000000
0.065885082696
Long
DBT
NUSS
ID
N
2
2051-03-12
Fixed
3.05000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 8.750000% 02/28/2048
N/A
140353000.00000000
PA
5880417.80000000
0.492329826224
Long
DBT
NUSS
ZA
N
2
2048-02-28
Fixed
8.75000000
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
550498.00000000
0.046089681701
Long
DBT
NUSS
XX
Y
2
2031-10-22
Fixed
4.70000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/UGX SETTLE 2022-11-16
N/A
1.00000000
NC
USD
755.43000000
0.000063247329
N/A
DFE
US
N
2
STANDARD BANK
N/A
451718557.00000000
UGX
117025.53000000
USD
2022-11-16
755.43000000
N
N
N
Republika Srbija
254900W94OCY91V32O78
REPUBLIC OF SERBIA 2.125000% 12/01/2030
N/A
517000.00000000
PA
USD
337084.00000000
0.028221890482
Long
DBT
NUSS
RS
N
2
2030-12-01
Fixed
2.12500000
N
N
N
N
N
N
N/A
N/A
SEI LIQUIDITY FUND
N/A
56768326.43700000
NS
USD
56771381.13000000
4.753105163077
Long
EC
US
N
2
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 9.000000% 01/31/2040
N/A
40985923.00000000
PA
1798842.46000000
0.150605590598
Long
DBT
NUSS
ZA
N
2
2040-01-31
Fixed
9.00000000
N
N
N
N
N
N
State of Israel
213800T8ZHTFZIBYPE21
ISRAEL FIXED BOND 1.300000% 04/30/2032
N/A
16370392.00000000
PA
3848391.73000000
0.322201261222
Long
DBT
NUSS
IL
N
2
2032-04-30
Fixed
1.30000000
N
N
N
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVERNMENT BOND 3.280000% 12/03/2027
N/A
25350000.00000000
PA
3701459.52000000
0.309899565683
Long
DBT
NUSS
CN
N
2
2027-12-03
Fixed
3.28000000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2022-10-05
N/A
1.00000000
NC
-14431.79000000
-0.00120828160
N/A
DFE
XX
N
2
GOLDMAN, SACHS & CO.
N/A
372176.27000000
USD
365151.06000000
EUR
2022-10-05
-14431.79000000
N
N
N
Republica de Honduras
5493002DW1JNBNG17615
HONDURAS GOVERNMENT 5.625000% 06/24/2030
P5178RAD0
299000.00000000
PA
USD
215211.32000000
0.018018269344
Long
DBT
NUSS
HN
N
2
2030-06-24
Fixed
5.62500000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2022-10-05
N/A
1.00000000
NC
-13401.76000000
-0.00112204377
N/A
DFE
XX
N
2
GOLDMAN, SACHS & CO.
N/A
953173.16000000
USD
959228.00000000
EUR
2022-10-05
-13401.76000000
N
N
N
Republic of Lebanon
529900QPC4K9S1KHL354
LEBANESE REPUBLIC 8.200000% 05/17/2033
N/A
2700000.00000000
PA
USD
155898.00000000
0.013052343874
Long
DBT
NUSS
LB
N
2
2033-05-17
Fixed
8.20000000
Y
N
N
N
N
N
MILLICOM INTERNATIONAL CELLULAR S.A.
549300CTHC1CP86P2G96
MILLICOM INTERNATIONAL CELLULAR SA 144A 6.250000% 03/25/2029
600814AQ0
288000.00000000
PA
USD
244298.88000000
0.020453584970
Long
DBT
NUSS
CO
Y
2
2029-03-25
Fixed
6.25000000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 3.750000% 02/07/2034
N/A
2160000.00000000
PA
1460074.26000000
0.122242692806
Long
DBT
NUSS
RO
N
2
2034-02-07
Fixed
3.75000000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2022-10-28
N/A
1.00000000
NC
-7651.69000000
-0.00064062713
N/A
DFE
XX
N
2
JP MORGAN
N/A
323592.77000000
USD
322000.00000000
EUR
2022-10-28
-7651.69000000
N
N
N
EURO
N/A
FX Forward Contract: EUR/RON SETTLE 2022-12-09
N/A
1.00000000
NC
82.64000000
0.000006918919
N/A
DFE
XX
N
2
GOLDMAN, SACHS & CO.
N/A
20128.08000000
RON
4095.03000000
EUR
2022-12-09
82.64000000
N
N
N
NAUTILUS INKIA HOLDINGS LLC
N/A
INKIA ENERGY LTD 144A 5.875000% 11/09/2027
45721RAC7
204000.00000000
PA
USD
187680.00000000
0.015713247753
Long
DBT
NUSS
PE
Y
2
2027-11-09
Fixed
5.87500000
N
N
N
N
N
N
Joint Stock Company National Company KazMunayGas
2138001H1M69RFJCSH88
KAZMUNAYGAS NATIONAL CO JSC 3.500000% 04/14/2033
N/A
1498000.00000000
PA
USD
983976.28000000
0.082382049612
Long
DBT
NUSS
KZ
N
2
2033-04-14
Fixed
3.50000000
N
N
N
N
N
N
GHANA CEDI
N/A
FX Forward Contract: GHS/USD SETTLE 2022-12-21
N/A
1.00000000
NC
-94205.68000000
-0.00788723992
N/A
DFE
GH
N
2
STANDARD BANK
N/A
549629.21000000
USD
4817500.00000000
GHS
2022-12-21
-94205.68000000
N
N
N
Ukraine
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT 7.375000% 09/25/2032
N/A
1508000.00000000
PA
USD
278051.07000000
0.023279440276
Long
DBT
NUSS
UA
N
2
2032-09-25
Fixed
7.37500000
N
N
N
N
N
N
Gol Finance SA
5299007RH8MA67ZC6J07
GOL FINANCE SA 144A 7.000000% 01/31/2025
36254VAA6
998000.00000000
PA
USD
468406.56000000
0.039216689720
Long
DBT
NUSS
BR
Y
2
2025-01-31
Fixed
7.00000000
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
746757.73000000
0.062521255452
Long
DBT
NUSS
MN
Y
2
2023-10-23
Fixed
7.25000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 8.875000% 02/28/2035
N/A
21395000.00000000
PA
972700.21000000
0.081437976287
Long
DBT
NUSS
ZA
N
2
2035-02-28
Fixed
8.87500000
N
N
N
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2022-12-21
N/A
1.00000000
NC
-185025.48000000
-0.01549100174
N/A
DFE
HU
N
2
CITIGROUP GLOBAL MARKETS
N/A
2458246.21000000
USD
1003136530.00000000
HUF
2022-12-21
-185025.48000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/COP SETTLE 2022-10-05
N/A
1.00000000
NC
USD
4884.87000000
0.000408978967
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
730133239.00000000
COP
163791.07000000
USD
2022-10-05
4884.87000000
N
N
N
Gobierno de la Republica Dominicana
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC INTERNATIONAL BOND 144A 5.875000% 04/18/2024
25714PBY3
47333.33000000
PA
USD
47191.33000000
0.003951028666
Long
DBT
NUSS
DO
Y
2
2024-04-18
Fixed
5.87500000
N
N
N
N
N
N
Republic of Lebanon
529900QPC4K9S1KHL354
LEBANON GOVERNMENT INTERNATIONAL BOND MTN 6.650000% 02/26/2030
N/A
1225000.00000000
PA
USD
70437.50000000
0.005897282015
Long
DBT
NUSS
LB
N
2
2030-02-26
Fixed
6.65000000
Y
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.582000% 07/15/2032
N/A
2637000.00000000
PA
529208.42000000
0.044307241137
Long
DBT
NUSS
MY
N
2
2032-07-15
Fixed
3.58200000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIA GOVERNMENT BOND 2.500000% 10/25/2027
N/A
10790000.00000000
PA
1607019.57000000
0.134545485124
Long
DBT
NUSS
RO
N
2
2027-10-25
Fixed
2.50000000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEX BONOS DESARR FIX RT 7.750000% 11/13/2042
N/A
27620000.00000000
PA
1139126.68000000
0.095371801713
Long
DBT
NUSS
MX
N
2
2042-11-13
Fixed
7.75000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 8.375000% 03/15/2024
N/A
20173000000.00000000
PA
1362689.30000000
0.114089272069
Long
DBT
NUSS
ID
N
2
2024-03-15
Fixed
8.37500000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 7.500000% 06/15/2035
N/A
4700000000.00000000
PA
308642.85000000
0.025840694636
Long
DBT
NUSS
ID
N
2
2035-06-15
Fixed
7.50000000
N
N
N
N
N
N
Gobierno de Chile
549300FLZTJM5YJF8D34
REPUBLIC OF CHILE 3.250000% 09/21/2071
168863DU9
308000.00000000
PA
USD
175604.02000000
0.014702203073
Long
DBT
NUSS
CL
N
2
2071-09-21
Fixed
3.25000000
N
N
N
N
N
N
Petroleos de Venezuela, S.A.
549300YWR8TN1OFD4P06
PETROLEOS DE VENEZUELA 6.0% 05/16/2024
N/A
6030000.00000000
PA
USD
120600.00000000
0.010097067770
Long
DBT
NUSS
VE
N
2
2024-05-16
Fixed
6.00000000
Y
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
162132.00000000
0.013574276879
Long
DBT
NUSS
XX
Y
2
2031-05-17
Fixed
3.79800000
N
N
N
N
N
N
Gobierno De La Republica De Panama
549300SHS4T08CL0LP14
REPUBLIC OF PANAMA 3.160000% 01/23/2030
698299BK9
165000.00000000
PA
USD
134487.63000000
0.011259790334
Long
DBT
NUSS
PA
N
2
2030-01-23
Fixed
3.16000000
N
N
N
N
N
N
ALFA DESARROLLO SPA
2549006BJAN34R520038
ALFA DESARROLLO SPA 144A 4.550000% 09/27/2051
01538TAA3
226388.04880000
PA
USD
149416.11000000
0.012509656621
Long
DBT
NUSS
CL
Y
2
2051-09-27
Fixed
4.55000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2022-11-25
N/A
1.00000000
NC
USD
14717.22000000
0.001232178836
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
7949311.00000000
CNY
1133577.04000000
USD
2022-11-25
14717.22000000
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 7.000000% 03/26/2031
N/A
1211900000.00000000
PA
187215.92000000
0.015674393299
Long
DBT
NUSS
CO
N
2
2031-03-26
Fixed
7.00000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2022-10-28
N/A
1.00000000
NC
USD
21298.30000000
0.001783170634
N/A
DFE
US
N
2
JP MORGAN
N/A
470000.00000000
EUR
482454.53000000
USD
2022-10-28
21298.30000000
N
N
N
N/A
N/A
KOREA 3YR BND FUT DEC22 FINANCIAL COMMODITY FUTURE.
N/A
22.00000000
NC
1566617.74000000
0.131162897931
N/A
DIR
KR
N
1
GOLDMAN, SACHS & CO.
N/A
Long
Korea Govt. Bond Futures
KOREA 3YR BND FUT Dec 2022
2022-12-23
1633195.49000000
KRW
-66577.75000000
N
N
N
Republic of Zambia
213800DMLAZ6LGMMD849
REPUBLIC OF ZAMBIA 8.500000% 04/14/2024
N/A
200000.00000000
PA
USD
94938.00000000
0.007948552404
Long
DBT
NUSS
ZM
N
2
2024-04-14
Fixed
8.50000000
Y
N
N
N
N
N
PETROLEOS DEL PERU - PETROPERU S.A.
549300ZMGDLC9JT2OR80
PETROLEOS DEL PERU SA 144A 5.625000% 06/19/2047
716564AB5
720000.00000000
PA
USD
432288.00000000
0.036192713367
Long
DBT
NUSS
PE
Y
2
2047-06-19
Fixed
5.62500000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
UNITED MEXICAN STATES 2.659000% 05/24/2031
91087BAM2
2912000.00000000
PA
USD
2232583.92000000
0.186919992889
Long
DBT
NUSS
MX
N
2
2031-05-24
Fixed
2.65900000
N
N
N
N
N
N
Joint Stock Company National Company KazMunayGas
2138001H1M69RFJCSH88
KAZMUNAYGAS NATIONAL CO JSC 144A 3.500000% 04/14/2033
48126PAA0
212000.00000000
PA
USD
139254.32000000
0.011658874845
Long
DBT
NUSS
KZ
Y
2
2033-04-14
Fixed
3.50000000
N
N
N
N
N
N
Ukraine
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT 7.253000% 03/15/2033
N/A
724000.00000000
PA
USD
132949.57000000
0.011131018393
Long
DBT
NUSS
UA
N
2
2033-03-15
Fixed
7.25300000
N
N
N
N
N
N
Emirate of Abu Dhabi
213800FER4348CINTA77
ABU DHABI GOVERNMENT INTERNATIONAL BOND MTN 1.700000% 03/02/2031
N/A
970000.00000000
PA
USD
768946.16000000
0.064378950986
Long
DBT
NUSS
AE
N
2
2031-03-02
Fixed
1.70000000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2022-10-28
N/A
1.00000000
NC
-40800.68000000
-0.00341598035
N/A
DFE
XX
N
2
JP MORGAN
N/A
910697.76000000
USD
886579.43000000
EUR
2022-10-28
-40800.68000000
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
FED REPUBLIC OF BRAZIL 5.625000% 01/07/2041
105756BR0
757000.00000000
PA
USD
611088.36000000
0.051162525575
Long
DBT
NUSS
BR
N
2
2041-01-07
Fixed
5.62500000
N
N
N
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2022-11-14
N/A
1.00000000
NC
-233.19000000
-0.00001952350
N/A
DFE
MX
N
2
JP MORGAN
N/A
107309.61000000
USD
2169250.00000000
MXN
2022-11-14
-233.19000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 4.642000% 11/07/2033
N/A
500000.00000000
PA
107399.23000000
0.008991851606
Long
DBT
NUSS
MY
N
2
2033-11-07
Fixed
4.64200000
N
N
N
N
N
N
Democratic Socialist Republic of Sri Lanka
254900HXCCIOHM74FA02
SRI LANKA GOVERNMENT INTERNATIONAL BOND 144A 6.750000% 04/18/2028
85227SAW6
2993000.00000000
PA
USD
732958.85000000
0.061365963358
Long
DBT
NUSS
LK
Y
2
2028-04-18
Fixed
6.75000000
Y
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 6.300000% 06/22/2048
836205AZ7
540000.00000000
PA
USD
378324.00000000
0.031674652297
Long
DBT
NUSS
ZA
N
2
2048-06-22
Fixed
6.30000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 5.125000% 04/15/2027
N/A
34000000000.00000000
PA
2093497.95000000
0.175275212914
Long
DBT
NUSS
ID
N
2
2027-04-15
Fixed
5.12500000
N
N
N
N
N
N
United Arab Emirates Government
98450060C643D82DF808
UAE INTERNATIONAL GOVERNMENT BOND MTN 2.000000% 10/19/2031
31424EAA0
620000.00000000
PA
USD
496823.36000000
0.041595846895
Long
DBT
NUSS
AE
Y
2
2031-10-19
Fixed
2.00000000
N
N
N
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
POLAND GOVERNMENT BOND 3.750000% 05/25/2027
N/A
7048000.00000000
PA
1218494.89000000
0.102016795039
Long
DBT
NUSS
PL
N
2
2027-05-25
Fixed
3.75000000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
REPUBLIC OF GHANA 7.625000% 05/16/2029
N/A
1414000.00000000
PA
USD
537320.00000000
0.044986371925
Long
DBT
NUSS
GH
N
2
2029-05-16
Fixed
7.62500000
N
N
N
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVT INTL BOND 1.875000% 12/03/2022
N/A
200000.00000000
PA
USD
199270.00000000
0.016683604432
Long
DBT
NUSS
CN
N
2
2022-12-03
Fixed
1.87500000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA 5.200000% 05/15/2049
195325DQ5
294000.00000000
PA
USD
181262.82000000
0.015175978256
Long
DBT
NUSS
CO
N
2
2049-05-15
Fixed
5.20000000
N
N
N
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
POLAND GOVERNMENT BOND 0.250000% 10/25/2026
N/A
5980000.00000000
PA
906020.25000000
0.075855289098
Long
DBT
NUSS
PL
N
2
2026-10-25
Fixed
0.25000000
N
N
N
N
N
N
Federal Republic of Nigeria
549300GSBZD84TNEQ285
NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 6.500000% 11/28/2027
65412JAC7
667000.00000000
PA
USD
481814.12000000
0.040339219089
Long
DBT
NUSS
NG
Y
2
2027-11-28
Fixed
6.50000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2022-12-21
N/A
1.00000000
NC
USD
36673.14000000
0.003070407793
N/A
DFE
US
N
2
STANDARD BANK
N/A
1444500.00000000
EUR
1460376.50000000
USD
2022-12-21
36673.14000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PLN SETTLE 2022-11-14
N/A
1.00000000
NC
USD
7180.55000000
0.000601181591
N/A
DFE
US
N
2
JP MORGAN
N/A
441000.00000000
PLN
95935.05000000
USD
2022-11-14
7180.55000000
N
N
N
EGYPTIAN POUND
N/A
FX Forward Contract: EGP/USD SETTLE 2022-10-18
N/A
1.00000000
NC
5276.11000000
0.000441734993
N/A
DFE
EG
N
2
HSBC
N/A
310924.86000000
USD
6314884.00000000
EGP
2022-10-18
5276.11000000
N
N
N
GHANA CEDI
N/A
FX Forward Contract: GHS/USD SETTLE 2022-12-21
N/A
1.00000000
NC
-84654.95000000
-0.00708761830
N/A
DFE
GH
N
2
STANDARD BANK
N/A
540078.48000000
USD
4817500.00000000
GHS
2022-12-21
-84654.95000000
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
REPUBLIC OF PERU 6.850000% 02/12/2042
715638BL5
613000.00000000
PA
126388.44000000
0.010581696882
Long
DBT
NUSS
PE
N
2
2042-02-12
Fixed
6.85000000
N
N
N
N
N
N
National company QazaqGaz JSC
635400YGLXBBSVHONW39
KAZTRANSGAS JSC 4.375000% 09/26/2027
N/A
1015000.00000000
PA
USD
857675.00000000
0.071807650080
Long
DBT
NUSS
KZ
N
2
2027-09-26
Fixed
4.37500000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA 4.500000% 03/15/2029
195325DP7
1234000.00000000
PA
USD
1012052.25000000
0.084732671269
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/EGP SETTLE 2022-12-21
N/A
1.00000000
NC
USD
-24408.67000000
-0.00204358204
N/A
DFE
US
N
2
STANDARD BANK
N/A
15777897.07000000
EGP
717177.14000000
USD
2022-12-21
-24408.67000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 4.181000% 07/15/2024
N/A
4186000.00000000
PA
910575.05000000
0.076236633412
Long
DBT
NUSS
MY
N
2
2024-07-15
Fixed
4.18100000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2022-10-28
N/A
1.00000000
NC
-12932.23000000
-0.00108273302
N/A
DFE
XX
N
2
JP MORGAN
N/A
315397.09000000
USD
308265.34000000
EUR
2022-10-28
-12932.23000000
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2022-10-06
N/A
1.00000000
NC
-94028.95000000
-0.00787244345
N/A
DFE
KR
N
2
GOLDMAN, SACHS & CO.
N/A
1909149.75000000
USD
2597493693.00000000
KRW
2022-10-06
-94028.95000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.480000% 03/15/2023
N/A
1350000.00000000
PA
292007.57000000
0.024447928885
Long
DBT
NUSS
MY
N
2
2023-03-15
Fixed
3.48000000
N
N
N
N
N
N
Banque Centrale de Tunisie
254900B5LFB16S9T2T11
TUNISIAN REPUBLIC 5.625000% 02/17/2024
N/A
3300000.00000000
PA
2140795.67000000
0.179235148936
Long
DBT
NUSS
TN
N
2
2024-02-17
Fixed
5.62500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2022-12-12
N/A
1.00000000
NC
USD
138726.52000000
0.011614685521
N/A
DFE
US
N
2
JP MORGAN
N/A
28123996.17000000
BRL
5256821.71000000
USD
2022-12-12
138726.52000000
N
N
N
Comision Federal de Electricidad
4469000001BFPONMPF32
COMISION FEDERAL DE ELECTRICIDAD 144A 3.348000% 02/09/2031
200447AH3
391000.00000000
PA
USD
279076.25000000
0.023365272050
Long
DBT
NUSS
MX
Y
2
2031-02-09
Fixed
3.34800000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.882000% 03/14/2025
N/A
16274000.00000000
PA
3517423.12000000
0.294491373287
Long
DBT
NUSS
MY
N
2
2025-03-14
Fixed
3.88200000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT INTERNATIONAL BOND MTN 8.500000% 01/31/2047
038461AM1
830000.00000000
PA
USD
460216.74000000
0.038531008396
Long
DBT
NUSS
EG
Y
2
2047-01-31
Fixed
8.50000000
N
N
N
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 5.670000% 03/13/2028
N/A
3000000.00000000
PA
91106.29000000
0.007627747797
Long
DBT
NUSS
TH
N
2
2028-03-13
Fixed
5.67000000
N
N
N
N
N
N
N/A
N/A
Credit Default Swap
N/A
6930000.00000000
NC
USD
691201.22000000
0.057869863690
N/A
DCR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2027-12-20
571998.04000000
USD
0.00000000
USD
6930000.00000000
USD
119203.18000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/UGX SETTLE 2022-11-14
N/A
1.00000000
NC
USD
-512.83000000
-0.00004293598
N/A
DFE
US
N
2
STANDARD BANK
N/A
362415500.00000000
UGX
92808.07000000
USD
2022-11-14
-512.83000000
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEXICAN UDIBONOS 3.5% 11/16/2023
N/A
108177984.04000000
PA
5332637.96000000
0.446467718698
Long
DBT
NUSS
MX
N
2
2023-11-16
Fixed
3.50000000
N
N
N
N
N
N
PHILLIPINE PESO
N/A
FX Forward Contract: PHP/USD SETTLE 2022-10-17
N/A
1.00000000
NC
-28692.71000000
-0.00240225735
N/A
DFE
PH
N
2
JP MORGAN
N/A
750979.45000000
USD
42400300.00000000
PHP
2022-10-17
-28692.71000000
N
N
N
Gobierno de Chile
549300FLZTJM5YJF8D34
REPUBLIC OF CHILE 3.250000% 09/21/2071
168863DU9
379000.00000000
PA
USD
216084.17000000
0.018091347500
Long
DBT
NUSS
CL
N
2
2071-09-21
Fixed
3.25000000
N
N
N
N
N
N
PETROLEOS DEL PERU - PETROPERU S.A.
549300ZMGDLC9JT2OR80
PETROLEOS DEL PERU SA 144A 4.750000% 06/19/2032
716564AA7
588000.00000000
PA
USD
415421.29000000
0.034780571461
Long
DBT
NUSS
PE
Y
2
2032-06-19
Fixed
4.75000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/TWD SETTLE 2022-12-21
N/A
1.00000000
NC
USD
132254.37000000
0.011072813737
N/A
DFE
US
N
2
STANDARD BANK
N/A
81355101.00000000
TWD
2699894.17000000
USD
2022-12-21
132254.37000000
N
N
N
Ukraine
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT 6.876000% 05/21/2031
N/A
260000.00000000
PA
USD
47512.40000000
0.003977909806
Long
DBT
NUSS
UA
N
2
2031-05-21
Fixed
6.87600000
N
N
N
N
N
N
Republique de Cote d'Ivoire
254900ICW11T82O6H590
IVORY COAST 5.250000% 03/22/2030
N/A
720000.00000000
PA
514418.72000000
0.043068994013
Long
DBT
NUSS
CI
N
2
2030-03-22
Fixed
5.25000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2022-10-28
N/A
1.00000000
NC
USD
817885.66000000
0.068476342762
N/A
DFE
US
N
2
JP MORGAN
N/A
19217000.00000000
EUR
19673288.45000000
USD
2022-10-28
817885.66000000
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2022-10-28
N/A
1.00000000
NC
-50739.69000000
-0.00424811018
N/A
DFE
XX
N
2
JP MORGAN
N/A
1160630.04000000
USD
1131175.14000000
EUR
2022-10-28
-50739.69000000
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2022-11-21
N/A
1.00000000
NC
-251018.96000000
-0.02101621435
N/A
DFE
BR
N
2
JP MORGAN
N/A
4943191.89000000
USD
25664063.68000000
BRL
2022-11-21
-251018.96000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EGP SETTLE 2022-10-24
N/A
1.00000000
NC
USD
-24211.38000000
-0.00202706421
N/A
DFE
US
N
2
STANDARD BANK
N/A
15439611.41000000
EGP
741575.96000000
USD
2022-10-24
-24211.38000000
N
N
N
PETRONAS Capital Limited
549300G7YFX3540OYR85
PETRONAS CAPITAL LTD MTN 4.550000% 04/21/2050
Y68856AV8
1401000.00000000
PA
USD
1246440.05000000
0.104356464810
Long
DBT
NUSS
MY
N
2
2050-04-21
Fixed
4.55000000
N
N
N
N
N
N
Banque Centrale de Tunisie
254900B5LFB16S9T2T11
TUNISIAN REPUBLIC 5.750000% 01/30/2025
N/A
426000.00000000
PA
USD
253214.40000000
0.021200024520
Long
DBT
NUSS
TN
N
2
2025-01-30
Fixed
5.75000000
N
N
N
N
N
N
Republic of Armenia
5299000H77JSW90G7935
REPUBLIC OF ARMENIA 3.600000% 02/02/2031
N/A
370000.00000000
PA
USD
250157.00000000
0.020944047944
Long
DBT
NUSS
AM
N
2
2031-02-02
Fixed
3.60000000
N
N
N
N
N
N
0000005
N/A
FX Forward Contract: VND/USD SETTLE 2022-11-03
N/A
1.00000000
NC
-14633.23000000
-0.00122514689
N/A
DFE
VN
N
2
GOLDMAN, SACHS & CO.
N/A
924012.01000000
USD
21740154666.00000000
VND
2022-11-03
-14633.23000000
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEX BONOS DESARR FIX RT 10.000000% 12/05/2024
N/A
81082000.00000000
PA
4002747.06000000
0.335124447189
Long
DBT
NUSS
MX
N
2
2024-12-05
Floating
10.00000080
N
N
N
N
N
N
Perusahaan Penerbit Surat Berharga Syariah Negara Indonesia III
254900G208H6Q0L5B953
PERUSAHAAN PENERBIT SBSN INDONESIA III 4.700000% 06/06/2032
71567RAV8
355000.00000000
PA
USD
333314.62000000
0.027906304368
Long
DBT
NUSS
ID
N
2
2032-06-06
Fixed
4.70000000
N
N
N
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
POLAND GOVERNMENT BOND 2.500000% 07/25/2026
N/A
2452000.00000000
PA
414193.89000000
0.034677809098
Long
DBT
NUSS
PL
N
2
2026-07-25
Fixed
2.50000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EGP SETTLE 2022-10-18
N/A
1.00000000
NC
USD
-413.70000000
-0.00003463645
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
18565502.00000000
EGP
929204.30000000
USD
2022-10-18
-413.70000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ILS SETTLE 2022-10-06
N/A
1.00000000
NC
USD
46396.63000000
0.003884493510
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
3136353.00000000
ILS
928299.59000000
USD
2022-10-06
46396.63000000
N
N
N
PT Perusahaan Listrik Negara (Persero)
254900OYVDRYS9J51J61
PERUSAHAAN PERSEROAN PERSERO PT PERUSAHAAN LISTRIK 4.875000% 07/17/2049
71568QAK3
311000.00000000
PA
USD
216561.20000000
0.018131286175
Long
DBT
NUSS
ID
N
2
2049-07-17
Fixed
4.87500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PHP SETTLE 2022-11-17
N/A
1.00000000
NC
USD
22848.21000000
0.001912934699
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
29506646.00000000
PHP
524003.66000000
USD
2022-11-17
22848.21000000
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2022-12-21
N/A
1.00000000
NC
127.74000000
0.000010694854
N/A
DFE
MX
N
2
CITIGROUP GLOBAL MARKETS
N/A
155779.94000000
USD
3179293.00000000
MXN
2022-12-21
127.74000000
N
N
N
SINGAPORE DOLLAR
N/A
FX Forward Contract: SGD/USD SETTLE 2022-12-21
N/A
1.00000000
NC
-102695.71000000
-0.00859805591
N/A
DFE
SG
N
2
GOLDMAN, SACHS & CO.
N/A
5102729.20000000
USD
7164997.20000000
SGD
2022-12-21
-102695.71000000
N
N
N
MEGLOBAL CANADA ULC
635400MHHHT7LMKMQL03
MEGLOBAL CANADA ULC MTN 5.875000% 05/18/2030
58518N2A9
222000.00000000
PA
USD
219780.00000000
0.018400775742
Long
DBT
NUSS
KW
Y
2
2030-05-18
Fixed
5.87500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2022-12-21
N/A
1.00000000
NC
USD
195675.34000000
0.016382646508
N/A
DFE
US
N
2
STANDARD BANK
N/A
45261784.00000000
CNY
6565102.19000000
USD
2022-12-21
195675.34000000
N
N
N
TULLOW OIL PLC
2138003EYHWO75RKS857
TULLOW OIL PLC 144A 7.000000% 03/01/2025
899415AE3
1241000.00000000
PA
USD
801834.92000000
0.067132516812
Long
DBT
NUSS
GH
Y
2
2025-03-01
Fixed
7.00000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT INTERNATIONAL BOND 144A 7.903000% 02/21/2048
03846JW55
290000.00000000
PA
USD
150892.80000000
0.012633290444
Long
DBT
NUSS
EG
Y
2
2048-02-21
Fixed
7.90300000
N
N
N
N
N
N
ESKOM HOLDINGS SOC LIMITED
3789001900ED06F65111
ESKOM HOLDINGS SOC LTD MTN 8.450000% 08/10/2028
N/A
800000.00000000
PA
USD
679520.00000000
0.056891869743
Long
DBT
NUSS
ZA
N
2
2028-08-10
Fixed
8.45000000
N
N
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
BONOS DE TESORERIA 6.150000% 08/12/2032
N/A
13669000.00000000
PA
2834162.85000000
0.237286354624
Long
DBT
NUSS
PE
N
2
2032-08-12
Fixed
6.15000000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA 5.000000% 06/15/2045
195325CU7
2220000.00000000
PA
USD
1343761.05000000
0.112504530585
Long
DBT
NUSS
CO
N
2
2045-06-15
Fixed
5.00000000
N
N
N
N
N
N
CZECH REPUBLIC KORUNA
N/A
FX Forward Contract: CZK/USD SETTLE 2022-12-21
N/A
1.00000000
NC
46731.62000000
0.003912540084
N/A
DFE
CZ
N
2
GOLDMAN SACHS & CO
N/A
3111110.24000000
USD
79655000.00000000
CZK
2022-12-21
46731.62000000
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVERNMENT BOND 3.020000% 10/22/2025
N/A
37700000.00000000
PA
5422777.53000000
0.454014529205
Long
DBT
NUSS
CN
N
2
2025-10-22
Fixed
3.02000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 3.000000% 08/15/2052
912810TJ7
11614000.00000000
PA
USD
10022519.06000000
0.839121510573
Long
DBT
UST
US
N
2
2052-08-15
Fixed
3.00000000
N
N
N
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2022-11-14
N/A
1.00000000
NC
6997.44000000
0.000585850961
N/A
DFE
MX
N
2
JP MORGAN
N/A
270589.27000000
USD
5623600.00000000
MXN
2022-11-14
6997.44000000
N
N
N
Gobierno De La Republica De Panama
549300SHS4T08CL0LP14
REPUBLIC OF PANAMA 4.500000% 04/01/2056
698299BM5
2524000.00000000
PA
USD
1703001.81000000
0.142581465074
Long
DBT
NUSS
PA
N
2
2056-04-01
Fixed
4.50000000
N
N
N
N
N
N
Banque Centrale de Tunisie
254900B5LFB16S9T2T11
TUNISIAN REPUBLIC 5.625000% 02/17/2024
N/A
250000.00000000
PA
162181.49000000
0.013578420361
Long
DBT
NUSS
TN
N
2
2024-02-17
Fixed
5.62500000
N
N
N
N
N
N
Republika Srbija
254900W94OCY91V32O78
REPUBLIC OF SERBIA 1.500000% 06/26/2029
N/A
1373000.00000000
PA
886579.47000000
0.074227636750
Long
DBT
NUSS
RS
N
2
2029-06-26
Fixed
1.50000000
N
N
N
N
N
N
Republique Gabonaise
N/A
GABON GOVERNMENT INTERNATIONAL BOND 144A 6.625000% 02/06/2031
362420AD3
1158000.00000000
PA
USD
759277.44000000
0.063569450811
Long
DBT
NUSS
GA
Y
2
2031-02-06
Fixed
6.62500000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2022-10-05
N/A
1.00000000
NC
-15362.72000000
-0.00128622242
N/A
DFE
XX
N
2
GOLDMAN, SACHS & CO.
N/A
946766.37000000
USD
950687.00000000
EUR
2022-10-05
-15362.72000000
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
877303.25000000
0.073450998093
Long
DBT
NUSS
ID
Y
2
2050-05-15
Fixed
5.80000000
N
N
N
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 2.000000% 12/17/2031
N/A
73000000.00000000
PA
1769446.48000000
0.148144452935
Long
DBT
NUSS
TH
N
2
2031-12-17
Fixed
2.00000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT INTERNATIONAL BOND MTN 6.375000% 04/11/2031
N/A
2720000.00000000
PA
1545499.97000000
0.129394841920
Long
DBT
NUSS
EG
N
2
2031-04-11
Fixed
6.37500000
N
N
N
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 3.650000% 06/20/2031
N/A
58000000.00000000
PA
1594457.26000000
0.133493723139
Long
DBT
NUSS
TH
N
2
2031-06-20
Fixed
3.65000000
N
N
N
N
N
N
Comision Federal de Electricidad
4469000001BFPONMPF32
COMISION FEDERAL DE ELECTRICIDAD 144A 4.750000% 02/23/2027
200447AF7
258000.00000000
PA
USD
231815.58000000
0.019408437988
Long
DBT
NUSS
MX
Y
2
2027-02-23
Fixed
4.75000000
N
N
N
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 2.400000% 12/17/2023
N/A
88000000.00000000
PA
2352322.91000000
0.196944973791
Long
DBT
NUSS
TH
N
2
2023-12-17
Fixed
2.40000000
N
N
N
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2022-10-17
N/A
1.00000000
NC
-34782.18000000
-0.00291208978
N/A
DFE
HU
N
2
JP MORGAN
N/A
712943.60000000
USD
293911000.00000000
HUF
2022-10-17
-34782.18000000
N
N
N
Romania
315700IASY927EDWBK92
ROMANIA GOVERNMENT BOND 3.650000% 07/28/2025
N/A
12120000.00000000
PA
2108081.03000000
0.176496161066
Long
DBT
NUSS
RO
N
2
2025-07-28
Fixed
3.65000000
N
N
N
N
N
N
Joint Stock Company National Company KazMunayGas
2138001H1M69RFJCSH88
KAZMUNAYGAS NATIONAL CO JSC 144A 6.375000% 10/24/2048
48667QAS4
720000.00000000
PA
USD
500492.16000000
0.041903012088
Long
DBT
NUSS
KZ
Y
2
2048-10-24
Fixed
6.37500000
N
N
N
N
N
N
Joint-Stock Cornpany Uzbekneftegaz
213800LUZJZFLJD4MJ51
UZBEKNEFTEGAZ JSC 144A 4.750000% 11/16/2028
91825MAB9
218000.00000000
PA
USD
164485.36000000
0.013771308682
Long
DBT
NUSS
UZ
Y
2
2028-11-16
Fixed
4.75000000
N
N
N
N
N
N
Ceska republika
3157007EFDLQABN47912
CZECH REPUBLIC 4.200000% 12/04/2036
N/A
7740000.00000000
PA
273532.80000000
0.022901154385
Long
DBT
NUSS
CZ
N
2
2036-12-04
Fixed
4.20000000
N
N
N
N
N
N
Republic of Zambia
213800DMLAZ6LGMMD849
ZAMBIA GOVERNMENT BOND 11.000000% 01/25/2026
N/A
18620000.00000000
PA
816046.29000000
0.068322344059
Long
DBT
NUSS
ZM
N
2
2026-01-25
Fixed
11.00000000
N
N
N
N
N
N
BRK: GOLDMAN SACHS INTERNATIONAL
N/A
BRK: GOLDMAN SACHS INTERNATIONAL PAY: 5.462% FIXED
N/A
55223312.00000000
NC
-7600.03000000
-0.00063630197
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS INTERNATIONAL
N/A
Y
2027-09-01
0.00000000
CZK
0.00000000
CZK
-55223312.00000000
CZK
-7600.03000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.757000% 04/20/2023
N/A
1500000.00000000
PA
324896.72000000
0.027201527363
Long
DBT
NUSS
MY
N
2
2023-04-20
Fixed
3.75700000
N
N
N
N
N
N
Republica de Costa Rica
549300S1EK2VN6XVJP58
COSTA RICA GOVERNMENT 7.158000% 03/12/2045
P3699PGJ0
387000.00000000
PA
USD
325923.19000000
0.027287467141
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 2.500000% 07/31/2035
N/A
5100000.00000000
PA
USD
1678421.88000000
0.140523544519
Long
DBT
NUSS
EC
N
2
2035-07-31
Fixed
2.50000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/HUF SETTLE 2022-10-17
N/A
1.00000000
NC
USD
10478.28000000
0.000877279463
N/A
DFE
US
N
2
JP MORGAN
N/A
116970700.00000000
HUF
280372.96000000
USD
2022-10-17
10478.28000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/TWD SETTLE 2022-10-20
N/A
1.00000000
NC
USD
13518.34000000
0.001131804271
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
29095228.00000000
TWD
929732.28000000
USD
2022-10-20
13518.34000000
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 144A 5.950000% 01/28/2031
71654QCZ3
540000.00000000
PA
USD
364716.00000000
0.030535341366
Long
DBT
NUSS
MX
Y
2
2031-01-28
Fixed
5.95000000
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
436341.84000000
0.036532115500
Long
DBT
NUSS
MX
Y
2
2050-01-26
Fixed
4.50000000
N
N
N
N
N
N
Republic of Kazakhstan
5493007OEK8EF02UO833
KAZAKHSTAN GOVERNMENT INTERNATIONAL BOND MTN 6.500000% 07/21/2045
486661AH4
3697000.00000000
PA
USD
3415103.75000000
0.285924825915
Long
DBT
NUSS
KZ
Y
2
2045-07-21
Fixed
6.50000000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
REPUBLIC OF GHANA 10.750000% 10/14/2030
N/A
400000.00000000
PA
USD
289200.00000000
0.024212868980
Long
DBT
NUSS
GH
N
2
2030-10-14
Fixed
10.75000000
N
N
N
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVERNMENT BOND 3.270000% 11/19/2030
N/A
35230000.00000000
PA
5164223.77000000
0.432367474172
Long
DBT
NUSS
CN
N
2
2030-11-19
Fixed
3.27000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PHP SETTLE 2022-12-21
N/A
1.00000000
NC
USD
-2037.51000000
-0.00017058769
N/A
DFE
US
N
2
STANDARD BANK
N/A
16227115.65000000
PHP
272765.89000000
USD
2022-12-21
-2037.51000000
N
N
N
Republica Oriental del Uruguay
549300RDR012H2V82H43
REPUBLICA ORIENT URUGUAY 4.975000% 04/20/2055
760942BD3
1762042.00000000
PA
USD
1572918.51000000
0.131690421162
Long
DBT
NUSS
UY
N
2
2055-04-20
Fixed
4.97500000
N
N
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
REPUBLIC OF PERU 2.783000% 01/23/2031
715638DF6
4146000.00000000
PA
USD
3282754.29000000
0.274844050899
Long
DBT
NUSS
PE
N
2
2031-01-23
Fixed
2.78300000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PEN SETTLE 2022-10-12
N/A
1.00000000
NC
USD
60047.63000000
0.005027404556
N/A
DFE
US
N
2
JP MORGAN
N/A
9116645.38000000
PEN
2350802.04000000
USD
2022-10-12
60047.63000000
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 6.500000% 06/02/2041
71654QAZ5
640000.00000000
PA
USD
371072.00000000
0.031067488653
Long
DBT
NUSS
MX
N
2
2041-06-02
Fixed
6.50000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2022-12-21
N/A
1.00000000
NC
USD
-21831.01000000
-0.00182777104
N/A
DFE
US
N
2
STANDARD BANK
N/A
2780000.00000000
EUR
2718145.00000000
USD
2022-12-21
-21831.01000000
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
NOTA DO TESOURO NACIONAL 10.000000% 01/01/2027
N/A
10000000.00000000
PA
1745910.50000000
0.146173935645
Long
DBT
NUSS
BR
N
2
2027-01-01
Fixed
10.00000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PEN SETTLE 2022-12-21
N/A
1.00000000
NC
USD
70064.05000000
0.005866015431
N/A
DFE
US
N
2
STANDARD BANK
N/A
12541582.00000000
PEN
3201424.89000000
USD
2022-12-21
70064.05000000
N
N
N
Braskem Netherlands Finance B.V.
2549000TLMHFQ74DS330
BRASKEM NETHERLANDS FINANCE BV 144A 5.875000% 01/31/2050
10554TAE5
904000.00000000
PA
USD
640484.00000000
0.053623634772
Long
DBT
NUSS
BR
Y
2
2050-01-31
Fixed
5.87500000
N
N
N
N
N
N
Republic of Zambia
213800DMLAZ6LGMMD849
ZAMBIA GOVERNMENT BOND 13.000000% 12/18/2027
AQ3216613
5630000.00000000
PA
216233.22000000
0.018103826504
Long
DBT
NUSS
ZM
N
2
2027-12-18
Fixed
13.00000000
N
N
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
REPUBLIC OF PERU 8.200000% 08/12/2026
715638AY8
3397000.00000000
PA
883665.09000000
0.073983634326
Long
DBT
NUSS
PE
N
2
2026-08-12
Fixed
8.20000000
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
419580.00000000
0.035128753689
Long
DBT
NUSS
CN
N
2
2024-01-29
Fixed
7.25000000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 7.500000% 08/26/2026
N/A
4587900000.00000000
PA
853430.18000000
0.071452258411
Long
DBT
NUSS
CO
N
2
2026-08-26
Fixed
7.50000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/JPY SETTLE 2022-10-28
N/A
1.00000000
NC
USD
66763.94000000
0.005589718298
N/A
DFE
US
N
2
JP MORGAN
N/A
180160400.00000000
JPY
1314424.61000000
USD
2022-10-28
66763.94000000
N
N
N
EURO
N/A
FX Forward Contract: EUR/RON SETTLE 2022-12-09
N/A
1.00000000
NC
9957.65000000
0.000833690438
N/A
DFE
XX
N
2
GOLDMAN, SACHS & CO.
N/A
2345079.92000000
RON
477437.99000000
EUR
2022-12-09
9957.65000000
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 6.250000% 11/26/2025
N/A
647300000.00000000
PA
119899.58000000
0.010038426076
Long
DBT
NUSS
CO
N
2
2025-11-26
Fixed
6.25000000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND 144A 2.000000% 04/14/2033
N/A
179000.00000000
PA
103562.23000000
0.008670604102
Long
DBT
NUSS
RO
Y
2
2033-04-14
Fixed
2.00000000
N
N
N
N
N
N
ECOPETROL S.A.
254900IDGKCJICKBPA66
ECOPETROL SA 5.875000% 11/02/2051
279158AQ2
346000.00000000
PA
USD
205005.00000000
0.017163759354
Long
DBT
NUSS
CO
N
2
2051-11-02
Fixed
5.87500000
N
N
N
N
N
N
Ceska republika
3157007EFDLQABN47912
CZECH REPUBLIC 1.200000% 03/13/2031
N/A
29710000.00000000
PA
850270.10000000
0.071187685095
Long
DBT
NUSS
CZ
N
2
2031-03-13
Fixed
1.20000000
N
N
N
N
N
N
BRK:GOLDMAN SACHS INTERNATIONAL
N/A
BRK:GOLDMAN SACHS INTERNATIONAL PAY: 9.8% FIXED
N/A
3894489847.00000000
NC
41102.14000000
0.003441219677
N/A
DIR
XX
N
2
BRK:GOLDMAN SACHS INTERNATIONAL
N/A
Y
2024-09-14
0.00000000
CLP
0.00000000
CLP
-3894489847.00000000
CLP
41102.14000000
N
N
N
Gobierno de la Republica Dominicana
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC INTERNATIONAL BOND 144A 4.500000% 01/30/2030
25714PED6
206000.00000000
PA
USD
161888.50000000
0.013553890179
Long
DBT
NUSS
DO
Y
2
2030-01-30
Fixed
4.50000000
N
N
N
N
N
N
CHINESE YUAN RENMINBI
N/A
FX Forward Contract: CNY/USD SETTLE 2022-10-11
N/A
1.00000000
NC
260.66000000
0.000021823397
N/A
DFE
CN
N
2
BNP PARIBAS
N/A
19711.76000000
USD
141668.00000000
CNY
2022-10-11
260.66000000
N
N
N
MDGH GMTN (RSC) LTD
213800WRY6FRL9IXLT77
MDGH GMTN RSC LTD MTN 3.950000% 05/21/2050
N/A
200000.00000000
PA
USD
162208.00000000
0.013580639874
Long
DBT
NUSS
AE
N
2
2050-05-21
Fixed
3.95000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NGN SETTLE 2023-05-17
N/A
1.00000000
NC
USD
22073.85000000
0.001848102482
N/A
DFE
US
N
2
STANDARD BANK
N/A
265452791.09000000
NGN
545637.80000000
USD
2023-05-17
22073.85000000
N
N
N
Russia, Federation of (Government)
5493004EHVGF71PDBU58
RUSSIA GOVT BOND - OFZ 6.900000% 05/23/2029
N/A
82879000.00000000
PA
427106.50000000
0.035758899465
Long
DBT
NUSS
RU
N
2
2029-05-23
Fixed
6.90000000
N
N
N
N
N
N
DP World Limited
549300M3U2DNF4QVSS04
DP WORLD LTD/UNITED ARAB EMIRATES MTN 4.700000% 09/30/2049
23330JAC5
826000.00000000
PA
USD
623466.45000000
0.052198863996
Long
DBT
NUSS
AE
Y
2
2049-09-30
Fixed
4.70000000
N
N
N
N
N
N
Emirate of Abu Dhabi
213800FER4348CINTA77
ABU DHABI GOVERNMENT INTERNATIONAL BOND MTN 1.625000% 06/02/2028
N/A
1599000.00000000
PA
USD
1351174.19000000
0.113125185452
Long
DBT
NUSS
AE
N
2
2028-06-02
Fixed
1.62500000
N
N
N
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2022-11-21
N/A
1.00000000
NC
-2960.42000000
-0.00024785705
N/A
DFE
BR
N
2
JP MORGAN
N/A
62160.93000000
USD
323800.00000000
BRL
2022-11-21
-2960.42000000
N
N
N
Democratic Socialist Republic of Sri Lanka
254900HXCCIOHM74FA02
REPUBLIC OF SRI LANKA 6.750000% 04/18/2028
Y8137FAL2
2557000.00000000
PA
USD
626186.36000000
0.052426584689
Long
DBT
NUSS
LK
N
2
2028-04-18
Fixed
6.75000000
Y
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 6.500000% 06/15/2025
N/A
5895000000.00000000
PA
383443.09000000
0.032103241008
Long
DBT
NUSS
ID
N
2
2025-06-15
Fixed
6.50000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2022-10-05
N/A
1.00000000
NC
USD
772.23000000
0.000064653885
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
31501.48000000
EUR
31634.75000000
USD
2022-10-05
772.23000000
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
945298.94000000
0.079143842952
Long
DBT
NUSS
CL
Y
2
2027-10-12
Fixed
3.50000000
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
2476307.67630000
PA
USD
2485593.83000000
0.208102896768
Long
DBT
NUSS
AO
N
2
2023-07-01
Floating
10.44671040
N
N
N
N
N
N
Republica Bolivariana de Venezuela
529900XM8PJTJK5OJI77
REPUBLIC OF VENEZUELA VARIABLE RATE 10/13/2024
P97475AP5
230000.00000000
PA
USD
16100.00000000
0.001347950174
Long
DBT
NUSS
VE
N
2
2024-10-13
Floating
0.00000000
Y
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT INTERNATIONAL BOND 144A 8.700200% 03/01/2049
03846JW89
529000.00000000
PA
USD
292251.34000000
0.024468338191
Long
DBT
NUSS
EG
Y
2
2049-03-01
Fixed
8.70020000
N
N
N
N
N
N
CNAC (HK) FINBRIDGE COMPANY LIMITED
549300US1UQ7R7WABI28
CNAC HK FINBRIDGE CO LTD 4.125000% 07/19/2027
N/A
1363000.00000000
PA
USD
1269203.85000000
0.106262332399
Long
DBT
NUSS
CN
N
2
2027-07-19
Fixed
4.12500000
N
N
N
N
N
N
PHILLIPINE PESO
N/A
FX Forward Contract: PHP/USD SETTLE 2022-12-21
N/A
1.00000000
NC
-7046.02000000
-0.00058991825
N/A
DFE
PH
N
2
GOLDMAN, SACHS & CO.
N/A
232581.15000000
USD
13317829.00000000
PHP
2022-12-21
-7046.02000000
N
N
N
PT Freeport Indonesia
549300T4HTQHRKLNE619
FREEPORT INDONESIA PT MTN 5.315000% 04/14/2032
69377FAB2
1099000.00000000
PA
USD
909422.50000000
0.076140137761
Long
DBT
NUSS
ID
Y
2
2032-04-14
Fixed
5.31500000
N
N
N
N
N
N
Minejesa Capital B.V.
549300KS7ERCP10BKC35
MINEJESA CAPITAL BV 144A 5.625000% 08/10/2037
602736AB6
995000.00000000
PA
USD
711425.00000000
0.059563071627
Long
DBT
NUSS
ID
Y
2
2037-08-10
Fixed
5.62500000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 9.250000% 05/28/2042
N/A
6575300000.00000000
PA
1055989.33000000
0.088411242366
Long
DBT
NUSS
CO
N
2
2042-05-28
Fixed
9.25000000
N
N
N
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2022-12-12
N/A
1.00000000
NC
-3758.13000000
-0.00031464422
N/A
DFE
CL
N
2
GOLDMAN, SACHS & CO.
N/A
185776.90000000
USD
176524620.00000000
CLP
2022-12-12
-3758.13000000
N
N
N
Ceska republika
3157007EFDLQABN47912
CZECH REPUBLIC 6.000000% 02/26/2026
N/A
72840000.00000000
PA
2931669.19000000
0.245449937733
Long
DBT
NUSS
CZ
N
2
2026-02-26
Fixed
6.00000000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
UNITED MEXICAN STATES 4.875000% 05/19/2033
91087BAT7
1600000.00000000
PA
USD
1406375.71000000
0.117746856168
Long
DBT
NUSS
MX
N
2
2033-05-19
Fixed
4.87500000
N
N
N
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
POLAND GOVERNMENT BOND 2.500000% 07/25/2027
N/A
5419000.00000000
PA
886196.86000000
0.074195603258
Long
DBT
NUSS
PL
N
2
2027-07-25
Fixed
2.50000000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/CZK SETTLE 2022-12-21
N/A
1.00000000
NC
-2262.22000000
-0.00018940123
N/A
DFE
XX
N
2
GOLDMAN, SACHS & CO.
N/A
9838151.00000000
CZK
393425.51000000
EUR
2022-12-21
-2262.22000000
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVERNMENT BOND 2.690000% 08/12/2026
Y6S39BF47
4000000.00000000
PA
568210.42000000
0.047572629505
Long
DBT
NUSS
CN
N
2
2026-08-12
Fixed
2.69000000
N
N
N
N
N
N
Islamic Republic of Pakistan
529900LOP29R5WKHOD86
PAKISTAN GOVERNMENT INTERNATIONAL BOND MTN 7.375000% 04/08/2031
N/A
2521000.00000000
PA
USD
920265.84000000
0.077047981367
Long
DBT
NUSS
PK
N
2
2031-04-08
Fixed
7.37500000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIA GOVERNMENT BOND 4.000000% 10/25/2023
N/A
3430000.00000000
PA
651249.33000000
0.054524947099
Long
DBT
NUSS
RO
N
2
2023-10-25
Fixed
4.00000000
N
N
N
N
N
N
THAILAND BAHT
N/A
FX Forward Contract: THB/USD SETTLE 2022-12-21
N/A
1.00000000
NC
-80868.33000000
-0.00677058879
N/A
DFE
TH
N
2
CITIGROUP GLOBAL MARKETS
N/A
3453208.57000000
USD
126404699.81000000
THB
2022-12-21
-80868.33000000
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
REPUBLIC OF PERU 5.625000% 11/18/2050
715638BM3
417000.00000000
PA
USD
392758.70000000
0.032883177538
Long
DBT
NUSS
PE
N
2
2050-11-18
Fixed
5.62500000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 4.392000% 04/15/2026
N/A
3480000.00000000
PA
760182.22000000
0.063645202262
Long
DBT
NUSS
MY
N
2
2026-04-15
Fixed
4.39200000
N
N
N
N
N
N
Petroleos de Venezuela, S.A.
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA 6.000000% 11/15/2026
P7807HAR6
3982074.00000000
PA
USD
79641.48000000
0.006667872478
Long
DBT
NUSS
VE
N
2
2026-11-15
Fixed
6.00000000
Y
N
N
N
N
N
Gobierno de Chile
549300FLZTJM5YJF8D34
REPUBLIC OF CHILE 2.750000% 01/31/2027
168863DX3
1303000.00000000
PA
USD
1173273.63000000
0.098230707751
Long
DBT
NUSS
CL
N
2
2027-01-31
Fixed
2.75000000
N
N
N
N
N
N
Gobierno De La Republica De Panama
549300SHS4T08CL0LP14
REPUBLIC OF PANAMA 9.375000% 04/01/2029
698299AK0
350000.00000000
PA
USD
406624.93000000
0.034044108417
Long
DBT
NUSS
PA
N
2
2029-04-01
Fixed
9.37500000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 144A 6.500000% 01/23/2029
71654QCM2
785000.00000000
PA
USD
604371.50000000
0.050600165785
Long
DBT
NUSS
MX
Y
2
2029-01-23
Fixed
6.50000000
N
N
N
N
N
N
Republica Del Paraguay
529900UXKJTJPCU0HK83
REPUBLIC OF PARAGUAY 5.400000% 03/30/2050
P75744AG0
571000.00000000
PA
USD
419795.09000000
0.035146761801
Long
DBT
NUSS
PY
N
2
2050-03-30
Fixed
5.40000000
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
788000.00000000
PA
USD
761405.00000000
0.063747577822
Long
DBT
NUSS
BR
N
2
2028-02-15
Fixed
5.33300000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2022-10-28
N/A
1.00000000
NC
5386.45000000
0.000450973057
N/A
DFE
XX
N
2
JP MORGAN
N/A
297799.24000000
USD
309000.00000000
EUR
2022-10-28
5386.45000000
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 6.625000% 06/15/2035
706451BG5
1253000.00000000
PA
USD
798787.50000000
0.066877375798
Long
DBT
NUSS
MX
N
2
2035-06-15
Fixed
6.62500000
N
N
N
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2022-10-04
N/A
1.00000000
NC
-36185.05000000
-0.00302954313
N/A
DFE
BR
N
2
J.P. MORGAN SECURITIES
N/A
991939.23000000
USD
5169531.00000000
BRL
2022-10-04
-36185.05000000
N
N
N
EGYPTIAN POUND
N/A
FX Forward Contract: EGP/USD SETTLE 2023-05-17
N/A
1.00000000
NC
-278009.19000000
-0.02327593393
N/A
DFE
EG
N
2
CITIGROUP GLOBAL MARKETS
N/A
3731264.69000000
USD
79364000.00000000
EGP
2023-05-17
-278009.19000000
N
N
N
ISRAELI SHEKEL
N/A
FX Forward Contract: ILS/USD SETTLE 2022-11-30
N/A
1.00000000
NC
-118450.08000000
-0.00991706869
N/A
DFE
IL
N
2
GOLDMAN, SACHS & CO.
N/A
2996873.37000000
USD
10183112.00000000
ILS
2022-11-30
-118450.08000000
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 8.375000% 04/15/2039
N/A
25561000000.00000000
PA
1799433.97000000
0.150655113953
Long
DBT
NUSS
ID
N
2
2039-04-15
Fixed
8.37500000
N
N
N
N
N
N
Russia, Federation of (Government)
5493004EHVGF71PDBU58
RUSSIA GOVT BOND - OFZ 7.050000% 01/19/2028
N/A
271518000.00000000
PA
1399233.87000000
0.117148915518
Long
DBT
NUSS
RU
N
2
2028-01-19
Fixed
7.05000000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA INVESTMNT ISSUE 4.369000% 10/31/2028
N/A
1200000.00000000
PA
258689.21000000
0.021658395395
Long
DBT
NUSS
MY
N
2
2028-10-31
Fixed
4.36900000
N
N
N
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
POLAND GOVERNMENT BOND 2.750000% 04/25/2028
N/A
5790000.00000000
PA
932050.50000000
0.078034635684
Long
DBT
NUSS
PL
N
2
2028-04-25
Fixed
2.75000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 5.875000% 04/20/2032
836205BC7
2307000.00000000
PA
USD
1903533.38000000
0.159370692706
Long
DBT
NUSS
ZA
N
2
2032-04-20
Fixed
5.87500000
N
N
N
N
N
N
Republic of Lebanon
529900QPC4K9S1KHL354
LEBANON GOVERNMENT INTERNATIONAL BOND MTN 6.850000% 05/25/2029
N/A
1609000.00000000
PA
USD
92774.94000000
0.007767453205
Long
DBT
NUSS
LB
N
2
2029-05-25
Fixed
6.85000000
Y
N
N
N
N
N
Republica de El Salvador
529900AKDMUSFSDOM949
REPUBLIC OF EL SALVADOR 9.500000% 07/15/2052
P01012CC8
4778000.00000000
PA
USD
1623477.54000000
0.135923405841
Long
DBT
NUSS
SV
N
2
2052-07-15
Fixed
9.50000000
N
N
N
N
N
N
Republica de Angola
549300QHR2R3J8JSGK83
ANGOLAN GOVERNMENT INTERNATIONAL BOND 144A 8.250000% 05/09/2028
035198AB6
2182000.00000000
PA
USD
1715706.60000000
0.143645156000
Long
DBT
NUSS
AO
Y
2
2028-05-09
Fixed
8.25000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 5.875000% 04/20/2032
836205BC7
1677000.00000000
PA
USD
1383712.82000000
0.115849437129
Long
DBT
NUSS
ZA
N
2
2032-04-20
Fixed
5.87500000
N
N
N
N
N
N
BRK: GOLDMAN SACHS INTERNATIONAL
N/A
BRK: GOLDMAN SACHS INTERNATIONAL PAY: 6M PRAGUE INTERBANK OFFER RATE (PRIBOR)
N/A
129115362.00000000
NC
-11845.05000000
-0.00099171038
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS INTERNATIONAL
N/A
Y
2024-09-01
0.00000000
CZK
0.00000000
CZK
-129115362.00000000
CZK
-11845.05000000
N
N
N
DIANJIAN HAIYU LIMITED
30030053J86AJARAGD28
DIANJIAN HAIYU LTD MTN 4.300000% MATURITY: PERPETUAL
N/A
204000.00000000
PA
USD
199910.30000000
0.016737212661
Long
DBT
NUSS
CN
N
2
2170-12-20
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
3489000.00000000
PA
USD
2099303.39000000
0.175761265328
Long
DBT
NUSS
EG
N
2
2032-05-29
Fixed
7.62500000
N
N
N
N
N
N
EGYPTIAN POUND
N/A
FX Forward Contract: EGP/USD SETTLE 2023-05-17
N/A
1.00000000
NC
-8790.92000000
-0.00073600758
N/A
DFE
EG
N
2
CITIGROUP GLOBAL MARKETS
N/A
130990.63000000
USD
2808439.11000000
EGP
2023-05-17
-8790.92000000
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
REPUBLIC OF PERU 6.950000% 08/12/2031
715638BE1
19744000.00000000
PA
4414632.57000000
0.369608990373
Long
DBT
NUSS
PE
N
2
2031-08-12
Fixed
6.95000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 5.950000% 01/28/2031
P78625EA7
1490000.00000000
PA
USD
1006346.00000000
0.084254923400
Long
DBT
NUSS
MX
N
2
2031-01-28
Fixed
5.95000000
N
N
N
N
N
N
MALAYSIAN RINGGIT
N/A
FX Forward Contract: UGX/USD SETTLE 2022-11-14
N/A
1.00000000
NC
2147.19000000
0.000179770505
N/A
DFE
XX
N
2
CITIGROUP GLOBAL MARKETS
N/A
91173.71000000
USD
362415500.00000000
UGX
2022-11-14
2147.19000000
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
BONOS DE TESORERIA 6.950000% 08/12/2031
N/A
2903000.00000000
PA
649092.30000000
0.054344352753
Long
DBT
NUSS
PE
N
2
2031-08-12
Fixed
6.95000000
N
N
N
N
N
N
N/A
N/A
R2037 BOND FUTURE NOV22 FINANCIAL COMMODITY FUTURE.
N/A
431.00000000
NC
1904153.08000000
0.159422576229
N/A
DIR
ZA
N
1
NEDBANK LTD
N/A
Long
South African Govt. Bond Futures
Johannesburg Stock Exchange R2037 Bond Future Nov 2022
2022-11-06
2124808.22000000
ZAR
-220655.14000000
N
N
N
POWER FINANCE CORPORATION LIMITED
3358003Q6D9LIJJZ1614
POWER FINANCE CORP LTD MTN 3.950000% 04/23/2030
73928QAB4
569000.00000000
PA
USD
477926.07000000
0.040013697494
Long
DBT
NUSS
IN
Y
2
2030-04-23
Fixed
3.95000000
N
N
N
N
N
N
Republica Argentina
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA 0.500000% 07/09/2030
040114HS2
6255501.00000000
PA
USD
1247856.66000000
0.104475068518
Long
DBT
NUSS
AR
N
2
2030-07-09
Fixed
0.50000000
N
N
N
N
N
N
Republica Argentina
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA 1.500000% 07/09/2035
040114HT0
11200000.00000000
PA
USD
2026015.26000000
0.169625318269
Long
DBT
NUSS
AR
N
2
2035-07-09
Fixed
1.50000000
N
N
N
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2022-10-17
N/A
1.00000000
NC
-85470.12000000
-0.00715586727
N/A
DFE
KR
N
2
GOLDMAN, SACHS & CO.
N/A
2032931.82000000
USD
2790443521.00000000
KRW
2022-10-17
-85470.12000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZMW SETTLE 2023-03-15
N/A
1.00000000
NC
USD
-41642.91000000
-0.00348649489
N/A
DFE
US
N
2
STANDARD BANK
N/A
9998962.79000000
ZMW
571369.30000000
USD
2023-03-15
-41642.91000000
N
N
N
United States of America
N/A
US LONG BOND(CBT) DEC22 FINANCIAL COMMODITY FUTURE.
N/A
15.00000000
NC
USD
1896093.75000000
0.158747820000
N/A
DIR
US
N
1
GOLDMAN, SACHS & CO.
N/A
Long
U.S. Treasury Futures
US Long Bond (CBT) Dec 2022
2022-12-23
2040381.93000000
USD
-144288.18000000
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
LETRA TESOURO NACIONAL ZERO COUPON 07/01/2023
N/A
14000000.00000000
PA
2356644.02000000
0.197306752734
Long
DBT
NUSS
BR
N
2
2023-07-01
None
0.00000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/HUF SETTLE 2022-10-17
N/A
1.00000000
NC
USD
5404.50000000
0.000452484268
N/A
DFE
US
N
2
JP MORGAN
N/A
25147000.00000000
HUF
63427.93000000
USD
2022-10-17
5404.50000000
N
N
N
EGYPTIAN POUND
N/A
FX Forward Contract: EGP/USD SETTLE 2022-10-18
N/A
1.00000000
NC
25622.22000000
0.002145184840
N/A
DFE
EG
N
2
HSBC
N/A
656964.82000000
USD
13632020.00000000
EGP
2022-10-18
25622.22000000
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT INTERNATIONAL BOND MTN 6.375000% 04/11/2031
N/A
1327000.00000000
PA
753999.43000000
0.063127556743
Long
DBT
NUSS
EG
Y
2
2031-04-11
Fixed
6.37500000
N
N
N
N
N
N
BRK: GOLDMAN SACHS INTERNATIONAL
N/A
BRK: GOLDMAN SACHS INTERNATIONAL PAY: 6.74% FIXED
N/A
3027895.00000000
NC
5885.42000000
0.000492748628
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS INTERNATIONAL
N/A
Y
2032-09-28
0.00000000
PLN
0.00000000
PLN
-3027895.00000000
PLN
5885.42000000
N
N
N
Republica del Ecuador
5299003Y2U5XK0A35H71
REPUBLIC OF ECUADOR 1.500000% 07/31/2040
N/A
1124697.00000000
PA
USD
328973.87000000
0.027542881094
Long
DBT
NUSS
EC
N
2
2040-07-31
Fixed
1.50000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/MXN SETTLE 2022-12-21
N/A
1.00000000
NC
USD
5415.15000000
0.000453375924
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
8856986.72000000
MXN
439748.28000000
USD
2022-12-21
5415.15000000
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVERNMENT BOND 3.530000% 10/18/2051
Y6S39BG95
300000.00000000
PA
44890.85000000
0.003758424168
Long
DBT
NUSS
CN
N
2
2051-10-18
Fixed
3.53000000
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
300409.21000000
0.025151344544
Long
DBT
NUSS
CN
N
2
2171-07-19
Fixed
4.60000000
N
N
N
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
NOTA DO TESOURO NACIONAL 10.000000% 01/01/2027
N/A
18000000.00000000
PA
3142638.90000000
0.263113084162
Long
DBT
NUSS
BR
N
2
2027-01-01
Fixed
10.00000000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.757000% 05/22/2040
N/A
6320000.00000000
PA
1178902.03000000
0.098701937737
Long
DBT
NUSS
MY
N
2
2040-05-22
Fixed
3.75700000
N
N
N
N
N
N
INDONESIA RUPIAH
N/A
FX Forward Contract: IDR/USD SETTLE 2022-12-21
N/A
1.00000000
NC
-86321.88000000
-0.00722717970
N/A
DFE
ID
N
2
STANDARD BANK
N/A
3549473.67000000
USD
53053982960.00000000
IDR
2022-12-21
-86321.88000000
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
-140472.70000000
-0.01176088202
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
-140472.70000000
N
N
N
Gobierno de Chile
549300FLZTJM5YJF8D34
REPUBLIC OF CHILE 3.625000% 10/30/2042
168863BP2
925000.00000000
PA
USD
663614.54000000
0.055560207160
Long
DBT
NUSS
CL
N
2
2042-10-30
Fixed
3.62500000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/HUF SETTLE 2022-11-30
N/A
1.00000000
NC
18157.07000000
0.001520175508
N/A
DFE
XX
N
2
GOLDMAN, SACHS & CO.
N/A
386356602.00000000
HUF
913449.24000000
EUR
2022-11-30
18157.07000000
N
N
N
Republic of Uzbekistan
213800L6VDKUM3TCM927
REPUBLIC OF UZBEKISTAN INTERNATIONAL BOND MTN 3.700000% 11/25/2030
N/A
205000.00000000
PA
USD
146197.80000000
0.012240208079
Long
DBT
NUSS
UZ
N
2
2030-11-25
Fixed
3.70000000
N
N
N
N
N
N
Republica Bolivariana de Venezuela
529900XM8PJTJK5OJI77
REPUBLIC OF VENEZUELA VARIABLE RATE 10/13/2019
P97475AN0
3976100.00000000
PA
USD
258446.50000000
0.021638074837
Long
DBT
NUSS
VE
N
2
2019-10-13
Floating
0.00000000
Y
N
N
N
N
N
THAILAND BAHT
N/A
FX Forward Contract: THB/USD SETTLE 2022-12-21
N/A
1.00000000
NC
-119261.16000000
-0.00998497524
N/A
DFE
TH
N
2
CITIGROUP GLOBAL MARKETS
N/A
3491601.40000000
USD
126404699.80000000
THB
2022-12-21
-119261.16000000
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 6.82%
N/A
17914814.00000000
NC
109942.75000000
0.009204804291
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2029-09-10
0.00000000
MXN
0.00000000
MXN
-17914814.00000000
MXN
109942.75000000
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
REPUBLIC OF GHANA 7.625000% 05/16/2029
N/A
774000.00000000
PA
USD
294120.00000000
0.024624789158
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 2.500000% 02/08/2030
N/A
657000.00000000
PA
458149.97000000
0.038357970944
Long
DBT
NUSS
RO
Y
2
2030-02-08
Fixed
2.50000000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 2.25% 04/18/2029
P6S32JU32
883500000.00000000
PA
512375.27000000
0.042897908995
Long
DBT
NUSS
CO
N
2
2029-04-18
Fixed
2.25000000
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
622827.31000000
0.052145352886
Long
DBT
NUSS
XX
N
2
2022-12-13
Fixed
6.45000000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP
N/A
3591362.00000000
NC
-72867.53000000
-0.00610073290
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2025-01-02
0.00000000
BRL
0.00000000
BRL
-3591362.00000000
BRL
-72867.53000000
N
N
N
EGYPTIAN POUND
N/A
FX Forward Contract: EGP/USD SETTLE 2023-06-21
N/A
1.00000000
NC
-21019.14000000
-0.00175979835
N/A
DFE
EG
N
2
CITIGROUP GLOBAL MARKETS
N/A
283348.43000000
USD
6101200.00000000
EGP
2023-06-21
-21019.14000000
N
N
N
Romania
315700IASY927EDWBK92
ROMANIA GOVERNMENT BOND 4.850000% 07/25/2029
N/A
2915000.00000000
PA
464810.29000000
0.038915597001
Long
DBT
NUSS
RO
N
2
2029-07-25
Fixed
4.85000000
N
N
N
N
N
N
N/A
N/A
R213 BOND FUTURE NOV22 FINANCIAL COMMODITY FUTURE.
N/A
867.00000000
NC
3791938.89000000
0.317474825473
N/A
DIR
ZA
N
1
MORGAN STANLEY & CO, INC
N/A
Long
South African Govt. Bond Futures
Johannesburg Stock Exchange Interest Rate Exchange YieldX R213 Bond Future Nov 2022
2022-11-06
4198283.85000000
ZAR
-406344.96000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/TRY SETTLE 2022-12-21
N/A
1.00000000
NC
USD
1718.89000000
0.000143911681
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
3756812.00000000
TRY
185019.06000000
USD
2022-12-21
1718.89000000
N
N
N
BRAZIL MINAS SPE
N/A
BRAZIL MINAS SPE VIA STATE OF MINAS GERAIS 144A 5.333000% 02/15/2028
105860AA8
134390.44000000
PA
USD
129854.76000000
0.010871909717
Long
DBT
NUSS
BR
Y
2
2028-02-15
Fixed
5.33300000
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
3486393.75000000
0.291893482311
Long
DBT
NUSS
OM
N
2
2027-10-28
Fixed
6.75000000
N
N
N
N
N
N
Ukraine
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT 9.750000% 11/01/2028
N/A
497000.00000000
PA
USD
105355.05000000
0.008820705470
Long
DBT
NUSS
UA
N
2
2028-11-01
Fixed
9.75000000
N
N
N
N
N
N
Republica de Angola
549300QHR2R3J8JSGK83
ANGOLAN GOVERNMENT INTERNATIONAL BOND 144A 8.750000% 04/14/2032
035198AF7
837000.00000000
PA
USD
618961.50000000
0.051821693304
Long
DBT
NUSS
AO
Y
2
2032-04-14
Fixed
8.75000000
N
N
N
N
N
N
Republica de El Salvador
529900AKDMUSFSDOM949
EL SALVADOR GOVERNMENT INTERNATIONAL BOND 144A 6.375000% 01/18/2027
283875AS1
838000.00000000
PA
USD
308474.01000000
0.025826558741
Long
DBT
NUSS
SV
Y
2
2027-01-18
Fixed
6.37500000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 5.750000% 09/30/2049
836205BB9
2222000.00000000
PA
USD
1425413.00000000
0.119340726876
Long
DBT
NUSS
ZA
N
2
2049-09-30
Fixed
5.75000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS MTN 4.875000% 02/21/2028
AM5152690
755000.00000000
PA
542339.36000000
0.045406610881
Long
DBT
NUSS
MX
N
2
2028-02-21
Fixed
4.87500000
N
N
N
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/EUR SETTLE 2022-11-30
N/A
1.00000000
NC
-54116.18000000
-0.00453080213
N/A
DFE
HU
N
2
J P MORGAN CHASE BANK
N/A
966019.36000000
EUR
393266482.00000000
HUF
2022-11-30
-54116.18000000
N
N
N
DP World Limited
549300M3U2DNF4QVSS04
DP WORLD LTD/UNITED ARAB EMIRATES MTN 6.850000% 07/02/2037
23330JAA9
210000.00000000
PA
USD
213513.72000000
0.017876140138
Long
DBT
NUSS
AE
Y
2
2037-07-02
Fixed
6.85000000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 7.000000% 06/30/2032
N/A
11590000000.00000000
PA
1732101.57000000
0.145017802129
Long
DBT
NUSS
CO
N
2
2032-06-30
Fixed
7.00000000
N
N
N
N
N
N
FIRST QUANTUM MINERALS LTD.
549300I7UVBGWRYMYZ18
FIRST QUANTUM MINERALS LTD 144A 6.875000% 10/15/2027
335934AT2
529000.00000000
PA
USD
476100.00000000
0.039860812315
Long
DBT
NUSS
ZM
Y
2
2027-10-15
Fixed
6.87500000
N
N
N
N
N
N
1MDB Global Investments Limited
N/A
1MDB GLOBAL INVESTMENTS LTD 4.400000% 03/09/2023
N/A
2600000.00000000
PA
USD
2490325.21000000
0.208499024997
Long
DBT
NUSS
MY
N
2
2023-03-09
Fixed
4.40000000
N
N
N
N
N
N
Republica Argentina
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA 3.500000% 07/09/2041
040114HV5
1546899.00000000
PA
USD
329735.94000000
0.027606684348
Long
DBT
NUSS
AR
N
2
2041-07-09
Fixed
3.50000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZAR SETTLE 2022-10-17
N/A
1.00000000
NC
USD
3001.16000000
0.000251267959
N/A
DFE
US
N
2
JP MORGAN
N/A
938000.00000000
ZAR
55135.15000000
USD
2022-10-17
3001.16000000
N
N
N
PT Perusahaan Listrik Negara (Persero)
254900OYVDRYS9J51J61
PERUSAHAAN PERSEROAN PERSERO PT PERUSAHAAN LISTRIK 1.875000% 11/05/2031
N/A
891000.00000000
PA
628721.62000000
0.052638845817
Long
DBT
NUSS
ID
Y
2
2031-11-05
Fixed
1.87500000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/RON SETTLE 2022-12-09
N/A
1.00000000
NC
8427.49000000
0.000705579914
N/A
DFE
XX
N
2
GOLDMAN, SACHS & CO.
N/A
2369534.00000000
RON
480756.62000000
EUR
2022-12-09
8427.49000000
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
2748886.44000000
0.230146705445
Long
DBT
NUSS
AE
N
2
2040-09-30
Fixed
2.94000000
N
N
N
N
N
N
N/A
N/A
N/A
N/A
1.00000000
NS
USD
0.00000000
0.000000
Long
EC
US
N
2
N
N
N
Gobierno de Chile
549300FLZTJM5YJF8D34
REPUBLIC OF CHILE 3.500000% 01/31/2034
168863DV7
228000.00000000
PA
USD
185881.86000000
0.015562700975
Long
DBT
NUSS
CL
N
2
2034-01-31
Fixed
3.50000000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
Mexican Udibonos 4.500000% 12/04/2025
EF2271213
137940222.50300000
PA
6806011.40000000
0.569823866909
Long
DBT
NUSS
MX
N
2
2025-12-04
Fixed
4.50000000
N
N
N
N
N
N
JANUB GAZ DAHLIZI GAPALI SAHMDAR JAMIYYATI
213800DG58KG59XY6318
SOUTHERN GAS CORRIDOR CJSC 144A 6.875000% 03/24/2026
84302LAA0
1132000.00000000
PA
USD
1113435.20000000
0.093220818175
Long
DBT
NUSS
AZ
Y
2
2026-03-24
Fixed
6.87500000
N
N
N
N
N
N
CHINESE YUAN RENMINBI
N/A
FX Forward Contract: CNY/USD SETTLE 2022-12-05
N/A
1.00000000
NC
-392380.01000000
-0.03285147224
N/A
DFE
CN
N
2
JP MORGAN
N/A
10994221.51000000
USD
75343400.00000000
CNY
2022-12-05
-392380.01000000
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT INTERNATIONAL BOND MTN 7.300000% 09/30/2033
N/A
647000.00000000
PA
USD
372163.46000000
0.031158869628
Long
DBT
NUSS
EG
N
2
2033-09-30
Fixed
7.30000000
N
N
N
N
N
N
PT Perusahaan Listrik Negara (Persero)
254900OYVDRYS9J51J61
PERUSAHAAN PERSEROAN PERSERO PT PERUSAHAAN LISTRIK 6.150000% 05/21/2048
71568QAF4
740000.00000000
PA
USD
612128.00000000
0.051249567992
Long
DBT
NUSS
ID
N
2
2048-05-21
Fixed
6.15000000
N
N
N
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 1.000000% 06/17/2027
Y6065BNV5
39000000.00000000
PA
960013.37000000
0.080375788200
Long
DBT
NUSS
TH
N
2
2027-06-17
Fixed
1.00000000
N
N
N
N
N
N
Republic of Zambia
213800DMLAZ6LGMMD849
REPUBLIC OF ZAMBIA 5.375000% 09/20/2022
N/A
1792000.00000000
PA
USD
842240.00000000
0.070515376107
Long
DBT
NUSS
ZM
N
2
2022-09-20
Fixed
5.37500000
Y
N
N
N
N
N
EIG Pearl Holdings S.a r.l.
549300KIMRL45BWA5H76
EIG PEARL HOLDINGS SARL 144A 4.387000% 11/30/2046
28249NAB7
822000.00000000
PA
USD
579750.02000000
0.048538766514
Long
DBT
NUSS
SA
Y
2
2046-11-30
Fixed
4.38700000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT INTERNATIONAL BOND 144A 7.625000% 05/29/2032
03846JX54
2092000.00000000
PA
USD
1258739.66000000
0.105386232602
Long
DBT
NUSS
EG
Y
2
2032-05-29
Fixed
7.62500000
N
N
N
N
N
N
CT Trust
5493003LN2KNNGM2Q244
CT TRUST 144A 5.125000% 02/03/2032
12659BAA2
414000.00000000
PA
USD
311535.00000000
0.026082835885
Long
DBT
NUSS
GT
Y
2
2032-02-03
Fixed
5.12500000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2022-10-05
N/A
1.00000000
NC
-5151.29000000
-0.00043128461
N/A
DFE
XX
N
2
GOLDMAN, SACHS & CO.
N/A
284582.08000000
USD
285216.00000000
EUR
2022-10-05
-5151.29000000
N
N
N
PRIVATE JOINT STOCK COMPANY NATIONAL POWER COMPANY UKRENERGO
8945009LCLS92V4AK321
NPC UKRENERGO 144A 6.875000% 11/09/2026
63718LAA2
731000.00000000
PA
USD
139907.55000000
0.011713565620
Long
DBT
NUSS
UA
Y
2
2026-11-09
Fixed
6.87500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZAR SETTLE 2022-10-17
N/A
1.00000000
NC
USD
10254.32000000
0.000858528722
N/A
DFE
US
N
2
JP MORGAN
N/A
5240100.00000000
ZAR
301498.78000000
USD
2022-10-17
10254.32000000
N
N
N
ESKOM HOLDINGS SOC LIMITED
3789001900ED06F65111
ESKOM HOLDINGS SOC LTD 4.314000% 07/23/2027
N/A
1189000.00000000
PA
USD
960474.20000000
0.080414370553
Long
DBT
NUSS
ZA
N
2
2027-07-23
Fixed
4.31400000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
REPUBLIC OF GHANA 7.875000% 02/11/2035
N/A
285000.00000000
PA
USD
105450.00000000
0.008828655027
Long
DBT
NUSS
GH
N
2
2035-02-11
Fixed
7.87500000
N
N
N
N
N
N
PETRONAS Capital Limited
549300G7YFX3540OYR85
PETRONAS CAPITAL LTD MTN 3.500000% 04/21/2030
Y68856AT3
819000.00000000
PA
USD
746157.62000000
0.062471012075
Long
DBT
NUSS
MY
N
2
2030-04-21
Fixed
3.50000000
N
N
N
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
448291.76000000
0.037532605982
Long
DBT
NUSS
AE
Y
2
2036-03-31
Fixed
2.62500000
N
N
N
N
N
N
Republique de Cote d'Ivoire
254900ICW11T82O6H590
IVORY COAST 6.625000% 03/22/2048
N/A
356000.00000000
PA
204894.34000000
0.017154494499
Long
DBT
NUSS
CI
N
2
2048-03-22
Fixed
6.62500000
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
787750.00000000
0.065953276416
Long
DBT
NUSS
SA
Y
2
2039-04-16
Fixed
4.25000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EGP SETTLE 2022-12-21
N/A
1.00000000
NC
USD
-25321.76000000
-0.00212002924
N/A
DFE
US
N
2
STANDARD BANK
N/A
24715000.00000000
EGP
1136321.84000000
USD
2022-12-21
-25321.76000000
N
N
N
Ukraine
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT 6.750000% 06/20/2026
N/A
1299000.00000000
PA
241788.06000000
0.020243370048
Long
DBT
NUSS
UA
N
2
2026-06-20
Fixed
6.75000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZAR SETTLE 2022-10-17
N/A
1.00000000
NC
USD
21001.87000000
0.001758352443
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
17351014.00000000
ZAR
985370.24000000
USD
2022-10-17
21001.87000000
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP
N/A
4693020.00000000
NC
-16259.57000000
-0.00136130995
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2023-01-02
0.00000000
BRL
0.00000000
BRL
-4693020.00000000
BRL
-16259.57000000
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 6.375000% 04/15/2032
N/A
26000000000.00000000
PA
1587284.85000000
0.132893223057
Long
DBT
NUSS
ID
N
2
2032-04-15
Fixed
6.37500000
N
N
N
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
361835.10000000
0.030294142008
Long
DBT
NUSS
KZ
Y
2
2031-05-06
Fixed
2.95000000
N
N
N
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie B 6.000000% 05/15/2035
N/A
268000.00000000
PA
199899.99000000
0.016736349471
Long
DBT
NUSS
BR
N
2
2035-05-15
Fixed
6.00000000
N
N
N
N
N
N
Republic of Zambia
213800DMLAZ6LGMMD849
REPUBLIC OF ZAMBIA 8.970000% 07/30/2027
N/A
2431000.00000000
PA
USD
1143056.20000000
0.095700795326
Long
DBT
NUSS
ZM
N
2
2027-07-30
Fixed
8.97000000
Y
N
N
N
N
N
Turkiye Cumhuriyeti
5493000PCHOG3B6S3Q85
REPUBLIC OF TURKEY 4.875000% 04/16/2043
900123CB4
2852000.00000000
PA
USD
1605676.00000000
0.134432996589
Long
DBT
NUSS
TR
N
2
2043-04-16
Fixed
4.87500000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 6.375000% 04/15/2032
N/A
9252000000.00000000
PA
564829.21000000
0.047289542386
Long
DBT
NUSS
ID
N
2
2032-04-15
Fixed
6.37500000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.955000% 09/15/2025
EK7974596
2500000.00000000
PA
540099.13000000
0.045219050730
Long
DBT
NUSS
MY
N
2
2025-09-15
Fixed
3.95500000
N
N
N
N
N
N
Prosus N.V.
635400Z5LQ5F9OLVT688
PROSUS NV MTN 3.061000% 07/13/2031
74365PAF5
907000.00000000
PA
USD
622858.59000000
0.052147971760
Long
DBT
NUSS
CN
Y
2
2031-07-13
Fixed
3.06100000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/INR SETTLE 2022-12-21
N/A
1.00000000
NC
USD
57273.94000000
0.004795181207
N/A
DFE
US
N
2
STANDARD BANK
N/A
253757629.50000000
INR
3148904.64000000
USD
2022-12-21
57273.94000000
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 7.690000% 01/23/2050
71654QDD1
1773000.00000000
PA
USD
1085785.20000000
0.090905860266
Long
DBT
NUSS
MX
N
2
2050-01-23
Fixed
7.69000000
N
N
N
N
N
N
Ceska republika
3157007EFDLQABN47912
CZECH REPUBLIC 2.500000% 08/25/2028
N/A
4980000.00000000
PA
169568.92000000
0.014196922694
Long
DBT
NUSS
CZ
N
2
2028-08-25
Fixed
2.50000000
N
N
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
REPUBLIC OF PERU 8.2% 08/12/2026
715638AY8
15000.00000000
PA
3901.97000000
0.000326687027
Long
DBT
NUSS
PE
N
2
2026-08-12
Fixed
8.20000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
REPUBLIC OF INDONESIA 1.100000% 03/12/2033
N/A
690000.00000000
PA
460849.46000000
0.038583982001
Long
DBT
NUSS
ID
N
2
2033-03-12
Fixed
1.10000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 8.875000% 02/28/2035
N/A
99317284.00000000
PA
4515351.38000000
0.378041533078
Long
DBT
NUSS
ZA
N
2
2035-02-28
Fixed
8.87500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZAR SETTLE 2022-10-17
N/A
1.00000000
NC
USD
17022.10000000
0.001425151718
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
17351014.00000000
ZAR
981390.47000000
USD
2022-10-17
17022.10000000
N
N
N
IHS Netherlands Holdco B.V.
5493006Z6YQYCCN2XI74
IHS NETHERLANDS HOLDCO BV 144A 8.000000% 09/18/2027
44963LAC0
299000.00000000
PA
USD
250711.50000000
0.020990472688
Long
DBT
NUSS
NG
Y
2
2027-09-18
Fixed
8.00000000
N
N
N
N
N
N
Poinsettia Finance Limited S.a r.l.
N/A
POINSETTIA FINANCE LTD 6.625000% 06/17/2031
G7150PAA8
4910400.00000000
PA
USD
4468464.00000000
0.374115952204
Long
DBT
NUSS
MX
N
2
2031-06-17
Fixed
6.62500000
N
N
N
N
N
N
Ukraine
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT INTERNATIONAL BOND 144A 7.750000% 09/01/2023
903724AQ5
24000.00000000
PA
USD
5613.60000000
0.000469990875
Long
DBT
NUSS
UA
Y
2
2023-09-01
Fixed
7.75000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2022-10-04
N/A
1.00000000
NC
USD
9936.51000000
0.000831920521
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
1822216.00000000
BRL
346831.78000000
USD
2022-10-04
9936.51000000
N
N
N
EGYPTIAN POUND
N/A
FX Forward Contract: EGP/USD SETTLE 2023-05-17
N/A
1.00000000
NC
-39368.64000000
-0.00329608479
N/A
DFE
EG
N
2
CITIGROUP GLOBAL MARKETS
N/A
843723.22000000
USD
18485975.69000000
EGP
2023-05-17
-39368.64000000
N
N
N
Republica de Guatemala
529900QKDFFU9UWW5315
GUATEMALA GOVERNMENT BOND 144A 5.250000% 08/10/2029
401494AV1
939000.00000000
PA
USD
841215.22000000
0.070429577823
Long
DBT
NUSS
GT
Y
2
2029-08-10
Fixed
5.25000000
N
N
N
N
N
N
PHILLIPINE PESO
N/A
FX Forward Contract: PHP/USD SETTLE 2022-10-11
N/A
1.00000000
NC
-82226.40000000
-0.00688429132
N/A
DFE
PH
N
2
JP MORGAN
N/A
1518450.17000000
USD
84258800.00000000
PHP
2022-10-11
-82226.40000000
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT INTERNATIONAL BOND 144A 5.250000% 06/16/2029
445545AP1
378000.00000000
PA
USD
341103.42000000
0.028558410848
Long
DBT
NUSS
HU
Y
2
2029-06-16
Fixed
5.25000000
N
N
N
N
N
N
BROKER: GOLDMAN SACHS
N/A
BROKER: GOLDMAN SACHS PAY: FIXED 63.96
N/A
188804367.00000000
NC
-16806.05000000
-0.00140706323
N/A
DIR
XX
N
2
BROKER: GOLDMAN SACHS
N/A
Y
2027-06-24
0.00000000
INR
0.00000000
INR
-188804367.00000000
INR
-16806.05000000
N
N
N
Ukraine
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT INTERNATIONAL BOND 144A 7.750000% 09/01/2027
903724AU6
223000.00000000
PA
USD
45887.16000000
0.003841838841
Long
DBT
NUSS
UA
Y
2
2027-09-01
Fixed
7.75000000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 2.875000% 04/13/2042
BQ4352952
378000.00000000
PA
189783.20000000
0.015889335257
Long
DBT
NUSS
RO
N
2
2042-04-13
Fixed
2.87500000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
ARAB REPUBLIC OF EGYPT 8.875000% 05/29/2050
N/A
1650000.00000000
PA
USD
914162.70000000
0.076537004433
Long
DBT
NUSS
EG
N
2
2050-05-29
Fixed
8.87500000
N
N
N
N
N
N
Republica Argentina
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA 1.500000% 07/09/2035
040114HT0
17250000.00000000
PA
USD
3120425.30000000
0.261253281304
Long
DBT
NUSS
AR
N
2
2035-07-09
Fixed
1.50000000
N
N
N
N
N
N
Democratic Socialist Republic of Sri Lanka
254900HXCCIOHM74FA02
SRI LANKA GOVERNMENT INTERNATIONAL BOND 144A 6.825000% 07/18/2026
85227SAR7
909000.00000000
PA
USD
227990.56000000
0.019088193492
Long
DBT
NUSS
LK
Y
2
2026-07-18
Fixed
6.82500000
Y
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 5.750000% 11/03/2027
N/A
13657500000.00000000
PA
2243350.71000000
0.187821427452
Long
DBT
NUSS
CO
N
2
2027-11-03
Fixed
5.75000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 8.500000% 01/31/2037
N/A
44698000.00000000
PA
1918488.65000000
0.160622801949
Long
DBT
NUSS
ZA
N
2
2037-01-31
Fixed
8.50000000
N
N
N
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 3.400000% 06/17/2036
N/A
135084000.00000000
PA
3430788.66000000
0.287238023255
Long
DBT
NUSS
TH
N
2
2036-06-17
Fixed
3.40000000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 3.375000% 01/28/2050
N/A
2100000.00000000
PA
1056725.22000000
0.088472853736
Long
DBT
NUSS
RO
N
2
2050-01-28
Fixed
3.37500000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 4.254000% 05/31/2035
N/A
7600000.00000000
PA
1549209.36000000
0.129705405454
Long
DBT
NUSS
MY
N
2
2035-05-31
Fixed
4.25400000
N
N
N
N
N
N
Ceska republika
3157007EFDLQABN47912
CZECH REPUBLIC 0.950000% 05/15/2030
N/A
5750000.00000000
PA
166180.88000000
0.013913263743
Long
DBT
NUSS
CZ
N
2
2030-05-15
Fixed
0.95000000
N
N
N
N
N
N
PT Pertamina (Persero)
254900NDAKGNZ2IBBL45
PERTAMINA PERSERO PT MTN 3.650000% 07/30/2029
69370PAD3
1035000.00000000
PA
USD
895522.80000000
0.074976404653
Long
DBT
NUSS
ID
Y
2
2029-07-30
Fixed
3.65000000
N
N
N
N
N
N
Republic of Uzbekistan
213800L6VDKUM3TCM927
REPUBLIC OF UZBEKISTAN INTERNATIONAL BOND MTN 5.375000% 02/20/2029
N/A
1233000.00000000
PA
USD
1030788.00000000
0.086301295957
Long
DBT
NUSS
UZ
N
2
2029-02-20
Fixed
5.37500000
N
N
N
N
N
N
THAILAND BAHT
N/A
FX Forward Contract: THB/USD SETTLE 2022-12-21
N/A
1.00000000
NC
-8007.04000000
-0.00067037832
N/A
DFE
TH
N
2
CITIGROUP GLOBAL MARKETS
N/A
330177.39000000
USD
12075841.66000000
THB
2022-12-21
-8007.04000000
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
46040.92000000
0.003854712184
Long
DBT
NUSS
KR
N
2
2024-12-07
Fixed
7.25000000
N
N
N
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 2.000000% 12/17/2031
N/A
21883000.00000000
PA
530421.88000000
0.044408836393
Long
DBT
NUSS
TH
N
2
2031-12-17
Fixed
2.00000000
N
N
N
N
N
N
Republica de Angola
549300QHR2R3J8JSGK83
REPUBLIC OF ANGOLA 8.250000% 05/09/2028
N/A
1085000.00000000
PA
USD
853135.50000000
0.071427586737
Long
DBT
NUSS
AO
N
2
2028-05-09
Fixed
8.25000000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 28-DAY MXN - TIIE
N/A
47200221.00000000
NC
-228074.32000000
-0.01909520618
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2026-03-05
0.00000000
MXN
0.00000000
MXN
-47200221.00000000
MXN
-228074.32000000
N
N
N
Russia, Federation of (Government)
5493004EHVGF71PDBU58
RUSSIAN FEDERATION 4.375000% 03/21/2029
N/A
3000000.00000000
PA
USD
1290000.00000000
0.108003461221
Long
DBT
NUSS
RU
N
2
2029-03-21
Fixed
4.37500000
N
N
N
N
N
N
CHINALCO CAPITAL HOLDINGS LIMITED
5493003PX4GYVUD3CQ19
CHINALCO CAPITAL HOLDINGS LTD 2.125000% 06/03/2026
N/A
173000.00000000
PA
USD
156049.23000000
0.013065005396
Long
DBT
NUSS
CN
N
2
2026-06-03
Fixed
2.12500000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2022-10-05
N/A
1.00000000
NC
-50936.91000000
-0.00426462215
N/A
DFE
XX
N
2
GOLDMAN, SACHS & CO.
N/A
1921090.12000000
USD
1908872.00000000
EUR
2022-10-05
-50936.91000000
N
N
N
Republic of Lebanon
529900QPC4K9S1KHL354
LEBANON GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 04/12/2021
N/A
11902000.00000000
PA
USD
716500.40000000
0.059988002454
Long
DBT
NUSS
LB
N
2
2023-12-31
Fixed
8.25000000
Y
N
N
N
N
N
Republique Gabonaise
N/A
GABON GOVERNMENT INTERNATIONAL BOND 144A 6.375000% 12/12/2024
362420AB7
481000.00000000
PA
USD
437758.10000000
0.036650689905
Long
DBT
NUSS
GA
Y
2
2024-12-12
Fixed
6.37500000
N
N
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
BONOS DE TESORERIA 5.940000% 02/12/2029
N/A
2683000.00000000
PA
590077.19000000
0.049403394502
Long
DBT
NUSS
PE
N
2
2029-02-12
Fixed
5.94000000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.906000% 07/15/2026
N/A
10695000.00000000
PA
2294812.82000000
0.192130021252
Long
DBT
NUSS
MY
N
2
2026-07-15
Fixed
3.90600000
N
N
N
N
N
N
Republique du Senegal
549300NP14ZLQGWIUZ97
REPUBLIC OF SENEGAL 6.750000% 03/13/2048
N/A
722000.00000000
PA
USD
448578.60000000
0.037556621263
Long
DBT
NUSS
SN
N
2
2048-03-13
Fixed
6.75000000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
REPUBLIC OF GHANA 8.625000% 04/07/2034
N/A
292000.00000000
PA
USD
107759.68000000
0.009022029783
Long
DBT
NUSS
GH
N
2
2034-04-07
Fixed
8.62500000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEX BONOS DESARR FIX RT 7.750000% 05/29/2031
N/A
68976000.00000000
PA
3044377.49000000
0.254886283864
Long
DBT
NUSS
MX
N
2
2031-05-29
Fixed
7.75000000
N
N
N
N
N
N
Republic of Kenya
549300VVURQQYU45PR87
REPUBLIC OF KENYA GOVERNMENT INTERNATIONAL BOND 14 8.000000% 05/22/2032
491798AK0
301000.00000000
PA
USD
203325.50000000
0.017023145546
Long
DBT
NUSS
KE
Y
2
2032-05-22
Fixed
8.00000000
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
788274.50000000
0.065997189451
Long
DBT
NUSS
XX
Y
2
2027-07-27
Fixed
5.00000000
N
N
N
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
NOTA DO TESOURO NACIONAL 10.000000% 01/01/2025
EK0169285
10956000.00000000
PA
1959094.01000000
0.164022429409
Long
DBT
NUSS
BR
N
2
2025-01-01
Fixed
10.00000000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIA GOVERNMENT BOND 5.000000% 02/12/2029
N/A
8095000.00000000
PA
1316590.82000000
0.110229740753
Long
DBT
NUSS
RO
N
2
2029-02-12
Fixed
5.00000000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2022-10-05
N/A
1.00000000
NC
-4834.67000000
-0.00040477604
N/A
DFE
XX
N
2
GOLDMAN, SACHS & CO.
N/A
286799.01000000
USD
287802.00000000
EUR
2022-10-05
-4834.67000000
N
N
N
Government of Bermuda
549300FP5PUZXX9FVJ40
GOVT OF BERMUDA 4.750000% 02/15/2029
G10367AF0
1754000.00000000
PA
USD
1684851.06000000
0.141061818699
Long
DBT
NUSS
BM
N
2
2029-02-15
Fixed
4.75000000
N
N
N
N
N
N
Gobierno de la Republica Dominicana
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC 5.875000% 01/30/2060
P3579ECG0
3002000.00000000
PA
USD
1977597.94000000
0.165571645290
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 8.750000% 04/14/2032
BV8060618
1007000.00000000
PA
USD
744676.50000000
0.062347007356
Long
DBT
NUSS
AO
N
2
2032-04-14
Fixed
8.75000000
N
N
N
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
POLAND GOVERNMENT BOND 2.500000% 04/25/2024
N/A
5096000.00000000
PA
959872.20000000
0.080363968938
Long
DBT
NUSS
PL
N
2
2024-04-25
Fixed
2.50000000
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
395020.00000000
0.033072501745
Long
DBT
NUSS
PK
N
2
2025-09-30
Fixed
8.25000000
N
N
N
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2022-12-21
N/A
1.00000000
NC
-20089.23000000
-0.00168194292
N/A
DFE
ZA
N
2
CITIGROUP GLOBAL MARKETS
N/A
537220.71000000
USD
9357500.00000000
ZAR
2022-12-21
-20089.23000000
N
N
N
Government of Bermuda
549300FP5PUZXX9FVJ40
GOVT OF BERMUDA 4.750000% 02/15/2029
G10367AF0
313000.00000000
PA
USD
300660.42000000
0.025172376753
Long
DBT
NUSS
BM
N
2
2029-02-15
Fixed
4.75000000
N
N
N
N
N
N
Gobierno de Chile
549300FLZTJM5YJF8D34
REPUBLIC OF CHILE 3.100000% 01/22/2061
168863DQ8
308000.00000000
PA
USD
178459.88000000
0.014941305991
Long
DBT
NUSS
CL
N
2
2061-01-22
Fixed
3.10000000
N
N
N
N
N
N
Republica Del Paraguay
529900UXKJTJPCU0HK83
REPUBLIC OF PARAGUAY 5.600000% 03/13/2048
P75744AF2
403000.00000000
PA
USD
302294.18000000
0.025309161044
Long
DBT
NUSS
PY
N
2
2048-03-13
Fixed
5.60000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/KRW SETTLE 2022-10-06
N/A
1.00000000
NC
USD
79939.08000000
0.006692788625
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
2626289574.00000000
KRW
1915182.36000000
USD
2022-10-06
79939.08000000
N
N
N
Ukraine
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT INTERNATIONAL BOND 144A VARIABLE RATE 08/01/2041
903724AW2
2206000.00000000
PA
USD
614918.09000000
0.051483164409
Long
DBT
NUSS
UA
Y
2
2041-08-01
Floating
1.25799840
N
N
N
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
POLAND GOVERNMENT BOND 1.750000% 04/25/2032
N/A
24982000.00000000
PA
3207852.68000000
0.268573017464
Long
DBT
NUSS
PL
N
2
2032-04-25
Fixed
1.75000000
N
N
N
N
N
N
Ceska republika
3157007EFDLQABN47912
CZECH REPUBLIC 2.400000% 09/17/2025
N/A
65400000.00000000
PA
2373167.92000000
0.198690193348
Long
DBT
NUSS
CZ
N
2
2025-09-17
Fixed
2.40000000
N
N
N
N
N
N
Republica de Costa Rica
549300S1EK2VN6XVJP58
COSTA RICA GOVERNMENT 7.000000% 04/04/2044
P3699PGH4
1171000.00000000
PA
USD
973171.54000000
0.081477437738
Long
DBT
NUSS
CR
N
2
2044-04-04
Fixed
7.00000000
N
N
N
N
N
N
Ukraine
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT INTERNATIONAL BOND 144A 7.750000% 09/01/2025
903724AS1
2445000.00000000
PA
USD
480442.50000000
0.040224382106
Long
DBT
NUSS
UA
Y
2
2025-09-01
Fixed
7.75000000
N
N
N
N
N
N
The Hashemite Kingdom of Jordan
5493000JZ4MYPVMBVN50
KINGDOM OF JORDAN 4.950000% 07/07/2025
N/A
270000.00000000
PA
USD
248737.50000000
0.020825202275
Long
DBT
NUSS
JO
N
2
2025-07-07
Fixed
4.95000000
N
N
N
N
N
N
Federal Republic of Nigeria
549300GSBZD84TNEQ285
NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051
65412JAT0
2100000.00000000
PA
USD
1178100.00000000
0.098634788887
Long
DBT
NUSS
NG
Y
2
2051-09-28
Fixed
8.25000000
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
745142.43000000
0.062386016700
Long
DBT
NUSS
XX
N
2
2024-05-28
Fixed
5.20000000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 4.935000% 09/30/2043
N/A
2200000.00000000
PA
469245.78000000
0.039286952250
Long
DBT
NUSS
MY
N
2
2043-09-30
Fixed
4.93500000
N
N
N
N
N
N
DAE FUNDING LLC
635400SZTPQL3Y1P2C76
DAE FUNDING LLC 144A 3.375000% 03/20/2028
23371DAG9
550000.00000000
PA
USD
465885.20000000
0.039005592350
Long
DBT
CORP
AE
Y
2
2028-03-20
Fixed
3.37500000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 144A 6.700000% 02/16/2032
71643VAA3
183000.00000000
PA
USD
128397.38000000
0.010749892598
Long
DBT
NUSS
MX
Y
2
2032-02-16
Fixed
6.70000000
N
N
N
N
N
N
AES Panama Generation Holding, S.R.L.
N/A
AES PANAMA GENERATION HOLDINGS SRL 144A 4.375000% 05/31/2030
00109AAB3
492000.00000000
PA
USD
387450.00000000
0.032438713992
Long
DBT
NUSS
PA
Y
2
2030-05-31
Fixed
4.37500000
N
N
N
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
NOTA DO TESOURO NACIONAL 10.000000% 01/01/2031
N/A
25306000.00000000
PA
4220532.37000000
0.353358220277
Long
DBT
NUSS
BR
N
2
2031-01-01
Fixed
10.00000000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 2.000000% 04/14/2033
N/A
675000.00000000
PA
390527.98000000
0.032696413599
Long
DBT
NUSS
RO
N
2
2033-04-14
Fixed
2.00000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZMW SETTLE 2022-12-21
N/A
1.00000000
NC
USD
-4051.85000000
-0.00033923552
N/A
DFE
US
N
2
STANDARD BANK
N/A
4760931.21000000
ZMW
293703.34000000
USD
2022-12-21
-4051.85000000
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 2.000000% 06/17/2042
N/A
68120000.00000000
PA
1311573.25000000
0.109809651663
Long
DBT
NUSS
TH
N
2
2042-06-17
Fixed
2.00000000
N
N
N
N
N
N
Republica de Angola
549300QHR2R3J8JSGK83
REPUBLIC OF ANGOLA 9.500000% 11/12/2025
N/A
325000.00000000
PA
USD
303127.50000000
0.025378929605
Long
DBT
NUSS
AO
N
2
2025-11-12
Fixed
9.50000000
N
N
N
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2022-11-03
N/A
1.00000000
NC
-302403.44000000
-0.02531830868
N/A
DFE
BR
N
2
J.P. MORGAN SECURITIES
N/A
6337561.91000000
USD
32884975.00000000
BRL
2022-11-03
-302403.44000000
N
N
N
Ukraine
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT 6.876000% 05/21/2031
N/A
5982000.00000000
PA
USD
1093150.68000000
0.091522524865
Long
DBT
NUSS
UA
N
2
2031-05-21
Fixed
6.87600000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
UNITED MEXICAN STATES 2.375000% 02/11/2030
N/A
550000.00000000
PA
439754.30000000
0.036817818982
Long
DBT
NUSS
MX
N
2
2030-02-11
Fixed
2.37500000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 10.000000% 07/24/2024
N/A
9150800000.00000000
PA
1937625.21000000
0.162224983899
Long
DBT
NUSS
CO
N
2
2024-07-24
Fixed
10.00000000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
GHANA GOVERNMENT BOND 20.750000% 03/06/2023
BG6008471
1920000.00000000
PA
173385.59000000
0.014516468097
Long
DBT
NUSS
GH
N
2
2023-03-06
Fixed
20.75000000
N
N
N
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2022-10-04
N/A
1.00000000
NC
222950.71000000
0.018666239040
N/A
DFE
BR
N
2
J.P. MORGAN SECURITIES
N/A
8033488.64000000
USD
44657842.00000000
BRL
2022-10-04
222950.71000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.733000% 06/15/2028
N/A
6300000.00000000
PA
1317341.75000000
0.110292611326
Long
DBT
NUSS
MY
N
2
2028-06-15
Fixed
3.73300000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIA GOVERNMENT BOND 3.250000% 06/24/2026
N/A
3585000.00000000
PA
590241.24000000
0.049417129361
Long
DBT
NUSS
RO
N
2
2026-06-24
Fixed
3.25000000
N
N
N
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY 5.250000% 06/16/2029
N/A
432000.00000000
PA
USD
389832.48000000
0.032638183826
Long
DBT
NUSS
HU
N
2
2029-06-16
Fixed
5.25000000
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
438050.15000000
0.036675141386
Long
DBT
NUSS
ID
N
2
2030-06-30
Fixed
3.00000000
N
N
N
N
N
N
Gobierno De La Republica De Panama
549300SHS4T08CL0LP14
REPUBLIC OF PANAMA 3.870000% 07/23/2060
698299BL7
1142000.00000000
PA
USD
677820.86000000
0.056749611603
Long
DBT
NUSS
PA
N
2
2060-07-23
Fixed
3.87000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 6.500000% 02/15/2031
N/A
4338000000.00000000
PA
269265.09000000
0.022543846283
Long
DBT
NUSS
ID
N
2
2031-02-15
Fixed
6.50000000
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
295783.71000000
0.024764080971
Long
DBT
NUSS
MX
N
2
2044-03-08
Fixed
4.75000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT INTERNATIONAL BOND MTN 3.750000% 06/14/2028
N/A
1057000.00000000
PA
985033.25000000
0.082470542959
Long
DBT
NUSS
ID
N
2
2028-06-14
Fixed
3.75000000
N
N
N
N
N
N
Turkiye Cumhuriyeti
5493000PCHOG3B6S3Q85
REPUBLIC OF TURKEY 6.500000% 09/20/2033
900123DD9
300000.00000000
PA
USD
217122.00000000
0.018178238377
Long
DBT
NUSS
TR
N
2
2033-09-20
Fixed
6.50000000
N
N
N
N
N
N
Sultanate of Oman
549300SZ20F0QTKNQC75
OMAN GOV INTERNTL BOND 6.750000% 01/17/2048
N/A
3769000.00000000
PA
USD
3017438.79000000
0.252630878561
Long
DBT
NUSS
OM
N
2
2048-01-17
Fixed
6.75000000
N
N
N
N
N
N
MALAYSIAN RINGGIT
N/A
FX Forward Contract: MYR/USD SETTLE 2022-10-21
N/A
1.00000000
NC
-36808.07000000
-0.00308170462
N/A
DFE
MY
N
2
JPM CHASE
N/A
1718782.73000000
USD
7805508.00000000
MYR
2022-10-21
-36808.07000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/UGX SETTLE 2022-10-19
N/A
1.00000000
NC
USD
-60.47000000
-0.00000506276
N/A
DFE
US
N
2
STANDARD BANK
N/A
611886177.00000000
UGX
158355.64000000
USD
2022-10-19
-60.47000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NGN SETTLE 2023-03-15
N/A
1.00000000
NC
USD
4749.16000000
0.000397616835
N/A
DFE
US
N
2
STANDARD BANK
N/A
85076991.52000000
NGN
179866.79000000
USD
2023-03-15
4749.16000000
N
N
N
Federal Republic of Nigeria
549300GSBZD84TNEQ285
NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.375000% 03/24/2029
N/A
1630000.00000000
PA
USD
1163168.00000000
0.097384627893
Long
DBT
NUSS
NG
N
2
2029-03-24
Fixed
8.37500000
N
N
N
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
144783.50000000
0.012121797773
Long
DBT
NUSS
CI
Y
2
2031-10-17
Fixed
5.87500000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 8.250000% 06/15/2032
N/A
12030000000.00000000
PA
832220.82000000
0.069676534155
Long
DBT
NUSS
ID
N
2
2032-06-15
Fixed
8.25000000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA INVESTMNT ISSUE 4.119000% 11/30/2034
N/A
1248000.00000000
PA
257299.61000000
0.021542053062
Long
DBT
NUSS
MY
N
2
2034-11-30
Fixed
4.11900000
N
N
N
N
N
N
Kingdom of Saudi Arabia
635400FMICXSM3SI3H65
SAUDI GOVERNMENT INTERNATIONAL BOND MTN 3.250000% 11/17/2051
80413TAZ2
1380000.00000000
PA
USD
936139.56000000
0.078376986563
Long
DBT
NUSS
SA
Y
2
2051-11-17
Fixed
3.25000000
N
N
N
N
N
N
Gobierno de Chile
549300FLZTJM5YJF8D34
REPUBLIC OF CHILE 2.450000% 01/31/2031
168863DP0
236000.00000000
PA
USD
188781.53000000
0.015805471825
Long
DBT
NUSS
CL
N
2
2031-01-31
Fixed
2.45000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2022-10-05
N/A
1.00000000
NC
USD
27962.45000000
0.002341117352
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
1918482.00000000
EUR
1907530.73000000
USD
2022-10-05
27962.45000000
N
N
N
VEB FINANCE PUBLIC LIMITED COMPANY
635400KYY8E2NCZXJ191
VEB FINANCE 6.8% 11/22/2025
N/A
580000.00000000
PA
USD
27773.13000000
0.002325266797
Long
DBT
NUSS
RU
N
2
2025-11-22
Fixed
6.80000000
N
N
N
N
N
N
United Arab Emirates Government
98450060C643D82DF808
UAE INTERNATIONAL GOVERNMENT BOND MTN 4.951000% 07/07/2052
N/A
332000.00000000
PA
USD
318720.00000000
0.026684390046
Long
DBT
NUSS
AE
N
2
2052-07-07
Fixed
4.95100000
N
N
N
N
N
N
BRL : GOLDMAN SACH
N/A
BRL : GOLDMAN SACH PAY 6.86%
N/A
6859336.00000000
NC
2111.97000000
0.000176821759
N/A
DIR
XX
N
2
BRL : GOLDMAN SACH
N/A
Y
2032-09-30
0.00000000
PLN
0.00000000
PLN
-6859336.00000000
PLN
2111.97000000
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT INTERNATIONAL BOND MTN 5.250000% 01/17/2042
Y20721BB4
2568000.00000000
PA
USD
2318929.68000000
0.194149171914
Long
DBT
NUSS
ID
N
2
2042-01-17
Fixed
5.25000000
N
N
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
JPMORGAN CHASE BANK NA MTN VARIABLE RATE 09/18/2030
U48057EU0
50431000000.00000000
PA
3245534.16000000
0.271727847126
Long
DBT
CORP
US
Y
2
2030-09-18
Fixed
7.00000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2022-12-02
N/A
1.00000000
NC
USD
152807.42000000
0.012793589349
N/A
DFE
US
N
2
STANDARD BANK
N/A
13185000.00000000
BRL
2557844.93000000
USD
2022-12-02
152807.42000000
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 7.500000% 08/15/2032
N/A
26770000000.00000000
PA
1763013.92000000
0.147605895768
Long
DBT
NUSS
ID
N
2
2032-08-15
Fixed
7.50000000
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
1130000.00000000
PA
USD
879298.20000000
0.073618022516
Long
DBT
NUSS
KZ
N
2
2031-05-06
Fixed
2.95000000
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
8511327.56000000
0.712599097729
Long
DBT
NUSS
CN
N
2
2025-04-09
Fixed
1.99000000
N
N
N
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
POLAND GOVERNMENT BOND 2.750000% 10/25/2029
N/A
2643000.00000000
PA
399687.53000000
0.033463284222
Long
DBT
NUSS
PL
N
2
2029-10-25
Fixed
2.75000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/UGX SETTLE 2022-10-19
N/A
1.00000000
NC
USD
962.37000000
0.000080573093
N/A
DFE
US
N
2
STANDARD BANK
N/A
451718557.00000000
UGX
117911.40000000
USD
2022-10-19
962.37000000
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 3.750000% 02/07/2034
N/A
195000.00000000
PA
131812.26000000
0.011035798691
Long
DBT
NUSS
RO
Y
2
2034-02-07
Fixed
3.75000000
N
N
N
N
N
N
Republica de Honduras
5493002DW1JNBNG17615
HONDURAS GOVERNMENT 5.625000% 06/24/2030
P5178RAD0
463000.00000000
PA
USD
333253.65000000
0.027901199740
Long
DBT
NUSS
HN
N
2
2030-06-24
Fixed
5.62500000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 7.300000% 04/20/2052
836205BE3
769000.00000000
PA
USD
586362.50000000
0.049092387232
Long
DBT
NUSS
ZA
N
2
2052-04-20
Fixed
7.30000000
N
N
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
REPUBLIC OF PERU 5.400000% 08/12/2034
N/A
1243000.00000000
PA
232966.88000000
0.019504828984
Long
DBT
NUSS
PE
N
2
2034-08-12
Fixed
5.40000000
N
N
N
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2022-11-21
N/A
1.00000000
NC
-27233.08000000
-0.00228005186
N/A
DFE
KR
N
2
JP MORGAN
N/A
388652.02000000
USD
518574500.00000000
KRW
2022-11-21
-27233.08000000
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT INTERNATIONAL BOND MTN 7.300000% 09/30/2033
N/A
2353000.00000000
PA
USD
1353478.54000000
0.113318113960
Long
DBT
NUSS
EG
N
2
2033-09-30
Fixed
7.30000000
N
N
N
N
N
N
1MDB Global Investments Limited
N/A
1MDB GLOBAL INVESTMENTS 4.4% 03/09/2023
N/A
3100000.00000000
PA
USD
2969233.91000000
0.248594991826
Long
DBT
NUSS
MY
N
2
2023-03-09
Fixed
4.40000000
N
N
N
N
N
N
PETROLEOS DEL PERU - PETROPERU S.A.
549300ZMGDLC9JT2OR80
PETROLEOS DEL PERU SA 5.625000% 06/19/2047
P7808BAB3
1179000.00000000
PA
USD
707871.60000000
0.059265568139
Long
DBT
NUSS
PE
N
2
2047-06-19
Fixed
5.62500000
N
N
N
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/USD SETTLE 2022-11-14
N/A
1.00000000
NC
-581188.79000000
-0.04865922553
N/A
DFE
PA
N
2
JP MORGAN
N/A
9484885.19000000
USD
44240350.00000000
PLN
2022-11-14
-581188.79000000
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 1.600000% 06/17/2035
N/A
27023000.00000000
PA
569781.07000000
0.047704129998
Long
DBT
NUSS
TH
N
2
2035-06-17
Fixed
1.60000000
N
N
N
N
N
N
Republica del Ecuador
5299003Y2U5XK0A35H71
ECUADOR GOVERNMENT INTERNATIONAL BOND 144A 1.500000% 07/31/2040
N/A
1447485.00000000
PA
USD
423389.36000000
0.035447687073
Long
DBT
NUSS
EC
Y
2
2040-07-31
Fixed
1.50000000
N
N
N
N
N
N
Bundesrepublik Deutschland
N/A
EURO-BUXL 30Y BND DEC22 FINANCIAL COMMODITY FUTURE.
N/A
-26.00000000
NC
-3735062.75000000
-0.31271294951
N/A
DIR
DE
N
1
GOLDMAN, SACHS & CO.
N/A
Short
Germany Govt. Bond Futures
EURO BUXL 30Y BND Dec 2022
2022-12-11
-4123818.92000000
EUR
388756.17000000
N
N
N
BRK:JP MORGAN CHASE
N/A
BRK:JP MORGAN CHASE PAY: 7.64
N/A
23014490.00000000
NC
111412.22000000
0.009327833629
N/A
DIR
XX
N
2
BRK:JP MORGAN CHASE
N/A
Y
2032-01-01
0.00000000
MXN
0.00000000
MXN
-23014490.00000000
MXN
111412.22000000
N
N
N
Gobierno de Chile
549300FLZTJM5YJF8D34
BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS 144 4.700000% 09/01/2030
N/A
225000000.00000000
PA
206412.75000000
0.017281621271
Long
DBT
NUSS
CL
Y
2
2030-09-01
Fixed
4.70000000
N
N
N
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVERNMENT BOND 3.530000% 10/18/2051
Y6S39BG95
11100000.00000000
PA
1660961.47000000
0.139061695903
Long
DBT
NUSS
CN
N
2
2051-10-18
Fixed
3.53000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EGP SETTLE 2022-12-21
N/A
1.00000000
NC
USD
-46579.57000000
-0.00389980990
N/A
DFE
US
N
2
STANDARD BANK
N/A
90862505.48000000
EGP
4224100.11000000
USD
2022-12-21
-46579.57000000
N
N
N
Kingdom of Bahrain
549300RODM1WN85LFQ95
BAHRAIN GOVERNMENT INTERNATIONAL BOND MTN 4.250000% 01/25/2028
N/A
797000.00000000
PA
USD
696364.40000000
0.058302143776
Long
DBT
NUSS
BH
N
2
2028-01-25
Fixed
4.25000000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
GHANA GOVERNMENT INTERNATIONAL BOND 144A 8.750000% 03/11/2061
37443GAJ0
23000.00000000
PA
USD
8406.50000000
0.000703822555
Long
DBT
NUSS
GH
Y
2
2061-03-11
Fixed
8.75000000
N
N
N
N
N
N
BRK: JPMORGAN CHASE BANK
N/A
BRK: JPMORGAN CHASE BANK PAY: 9.3% FIXED
N/A
3475273454.00000000
NC
-18800.32000000
-0.00157403072
N/A
DIR
XX
N
2
BRK: JPMORGAN CHASE BANK
N/A
Y
2025-10-03
0.00000000
CLP
0.00000000
CLP
-3475273454.00000000
CLP
-18800.32000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2022-12-21
N/A
1.00000000
NC
USD
-36843.01000000
-0.00308462992
N/A
DFE
US
N
2
STANDARD BANK
N/A
2780000.00000000
EUR
2703133.00000000
USD
2022-12-21
-36843.01000000
N
N
N
EGYPTIAN POUND
N/A
FX Forward Contract: EGP/USD SETTLE 2023-06-21
N/A
1.00000000
NC
-18912.49000000
-0.00158342200
N/A
DFE
EG
N
2
CITIGROUP GLOBAL MARKETS
N/A
254949.83000000
USD
5489707.23000000
EGP
2023-06-21
-18912.49000000
N
N
N
BRK: JPMORGAN CHASE BANK
N/A
BRK: JPMORGAN CHASE BANK PAY: 5.415% FIXED
N/A
55223281.00000000
NC
2005.69000000
0.000167923614
N/A
DIR
XX
N
2
BRK: JPMORGAN CHASE BANK
N/A
Y
2027-12-21
0.00000000
CZK
0.00000000
CZK
-55223281.00000000
CZK
2005.69000000
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 6.250000% 03/31/2036
N/A
69274000.00000000
PA
2446415.79000000
0.204822769695
Long
DBT
NUSS
ZA
N
2
2036-03-31
Fixed
6.25000000
N
N
N
N
N
N
Gobierno de Chile
549300FLZTJM5YJF8D34
BONOS TESORERIA PESOS 6.000000% 01/01/2043
N/A
375000000.00000000
PA
356830.53000000
0.029875141325
Long
DBT
NUSS
CL
N
2
2043-01-01
Fixed
6.00000000
N
N
N
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2022-10-17
N/A
1.00000000
NC
-63363.41000000
-0.00530501363
N/A
DFE
HU
N
2
JP MORGAN
N/A
732421.57000000
USD
289965700.00000000
HUF
2022-10-17
-63363.41000000
N
N
N
Gobierno de Chile
549300FLZTJM5YJF8D34
REPUBLIC OF CHILE 2.550000% 07/27/2033
168863DT2
1141000.00000000
PA
USD
854134.54000000
0.071511229975
Long
DBT
NUSS
CL
N
2
2033-07-27
Fixed
2.55000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EGP SETTLE 2022-10-24
N/A
1.00000000
NC
USD
-16998.14000000
-0.00142314570
N/A
DFE
US
N
2
STANDARD BANK
N/A
8787152.75000000
EGP
418834.74000000
USD
2022-10-24
-16998.14000000
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
NOTA DO TESOURO NACIONAL 10.000000% 01/01/2029
N/A
4868000.00000000
PA
828338.47000000
0.069351489785
Long
DBT
NUSS
BR
N
2
2029-01-01
Fixed
10.00000000
N
N
N
N
N
N
Kingdom of Bahrain
549300RODM1WN85LFQ95
KINGDOM OF BAHRAIN 5.450000% 09/16/2032
N/A
4179000.00000000
PA
USD
3332752.50000000
0.279030081701
Long
DBT
NUSS
BH
N
2
2032-09-16
Fixed
5.45000000
N
N
N
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 2.875000% 06/17/2046
N/A
3431000.00000000
PA
73859.04000000
0.006183745707
Long
DBT
NUSS
TH
N
2
2046-06-17
Fixed
2.87500000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
REPUBLIC OF GHANA 7.875000% 02/11/2035
N/A
1033000.00000000
PA
USD
382210.00000000
0.032000002258
Long
DBT
NUSS
GH
N
2
2035-02-11
Fixed
7.87500000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEX BONOS DESARR FIX RT 7.750000% 11/13/2042
N/A
71470000.00000000
PA
2947624.33000000
0.246785759706
Long
DBT
NUSS
MX
N
2
2042-11-13
Fixed
7.75000000
N
N
N
N
N
N
TENGIZCHEVROIL FINANCE COMPANY INTERNATIONAL LTD.
5493001VEV2XTJIBZH31
TENGIZCHEVROIL FINANCE CO INTERNATIONAL LTD 2.625000% 08/15/2025
N/A
200000.00000000
PA
USD
165000.00000000
0.013814396202
Long
DBT
NUSS
KZ
N
2
2025-08-15
Fixed
2.62500000
N
N
N
N
N
N
Republic of Kenya
549300VVURQQYU45PR87
REPUBLIC OF KENYA 6.300000% 01/23/2034
N/A
540000.00000000
PA
USD
329400.00000000
0.027578558237
Long
DBT
NUSS
KE
N
2
2034-01-23
Fixed
6.30000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2022-12-08
N/A
1.00000000
NC
USD
115701.90000000
0.009686981139
N/A
DFE
US
N
2
JP MORGAN
N/A
26402200.00000000
CNY
3830902.94000000
USD
2022-12-08
115701.90000000
N
N
N
Republique du Cameroun
54930021BO6NHYGBBV24
REPUBLIC OF CAMEROON 5.950000% 07/07/2032
N/A
543000.00000000
PA
350274.02000000
0.029326206617
Long
DBT
NUSS
CM
N
2
2032-07-07
Fixed
5.95000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 8.500000% 01/31/2037
N/A
107567027.00000000
PA
4616898.30000000
0.386543408145
Long
DBT
NUSS
ZA
N
2
2037-01-31
Fixed
8.50000000
N
N
N
N
N
N
Republic of Zambia
213800DMLAZ6LGMMD849
ZAMBIA GOVERNMENT BOND 10.000000% 06/28/2024
BQ2493055
66325000.00000000
PA
3617700.80000000
0.302886982995
Long
DBT
NUSS
ZM
N
2
2024-06-28
Fixed
10.00000000
N
N
N
N
N
N
Democratic Socialist Republic of Sri Lanka
254900HXCCIOHM74FA02
SRI LANKA GOVERNMENT INTERNATIONAL BOND 144A 6.750000% 04/18/2028
85227SAW6
2542000.00000000
PA
USD
622513.00000000
0.052119037717
Long
DBT
NUSS
LK
Y
2
2028-04-18
Fixed
6.75000000
Y
N
N
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 2.000000% 12/17/2031
N/A
9121000.00000000
PA
221083.85000000
0.018509938775
Long
DBT
NUSS
TH
N
2
2031-12-17
Fixed
2.00000000
N
N
N
N
N
N
Republic of Kazakhstan
5493007OEK8EF02UO833
KAZAKHSTAN GOVERNMENT INTERNATIONAL BOND 144A 4.875000% 10/14/2044
486661AF8
993000.00000000
PA
USD
764268.41000000
0.063987312854
Long
DBT
NUSS
KZ
Y
2
2044-10-14
Fixed
4.87500000
N
N
N
N
N
N
Royaume du Maroc
529900F3MBW9XY5K1X07
KINGDOM OF MOROCCO 5.500000% 12/11/2042
N/A
200000.00000000
PA
USD
147000.00000000
0.012307371162
Long
DBT
NUSS
MA
N
2
2042-12-11
Fixed
5.50000000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.478000% 06/14/2024
N/A
4234000.00000000
PA
911687.95000000
0.076329809421
Long
DBT
NUSS
MY
N
2
2024-06-14
Fixed
3.47800000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIA GOVERNMENT BOND 3.650000% 09/24/2031
N/A
2875000.00000000
PA
394328.30000000
0.033014590122
Long
DBT
NUSS
RO
N
2
2031-09-24
Fixed
3.65000000
N
N
N
N
N
N
Suzano Austria GmbH
254900287ZNSGVP1R341
SUZANO AUSTRIA GMBH 144A 7.000000% 03/16/2047
86964WAB8
399000.00000000
PA
USD
363092.00000000
0.030399374218
Long
DBT
NUSS
BR
Y
2
2047-03-16
Fixed
7.00000000
N
N
N
N
N
N
United States of America
N/A
US 5YR NOTE (CBT) DEC22 FINANCIAL COMMODITY FUTURE.
N/A
163.00000000
NC
USD
17523773.44000000
1.467153631924
N/A
DIR
US
N
1
GOLDMAN, SACHS & CO.
N/A
Long
U.S. Treasury Futures
US 5-Year Note (consolidated) Dec 2022
2023-01-02
18164631.98000000
USD
-640858.54000000
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
170024.00000000
0.014235023636
Long
DBT
NUSS
ID
Y
2
2050-02-05
Fixed
4.37500000
N
N
N
N
N
N
Republic of Zambia
213800DMLAZ6LGMMD849
REPUBLIC OF ZAMBIA 5.375000% 09/20/2022
N/A
853000.00000000
PA
USD
400910.00000000
0.033565633828
Long
DBT
NUSS
ZM
N
2
2022-09-20
Fixed
5.37500000
Y
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
371860.19000000
0.031133478767
Long
DBT
NUSS
ZM
Y
2
2026-03-01
Fixed
6.87500000
N
N
N
N
N
N
Gobierno De La Republica De Panama
549300SHS4T08CL0LP14
REPUBLIC OF PANAMA 4.500000% 01/19/2063
698299BS2
1262000.00000000
PA
USD
832276.61000000
0.069681205095
Long
DBT
NUSS
PA
N
2
2063-01-19
Fixed
4.50000000
N
N
N
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY 1.750000% 06/05/2035
N/A
1547000.00000000
PA
937605.34000000
0.078499706961
Long
DBT
NUSS
HU
N
2
2035-06-05
Fixed
1.75000000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP
N/A
8953117.00000000
NC
-145822.68000000
-0.01220880167
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2024-01-02
0.00000000
BRL
0.00000000
BRL
-8953117.00000000
BRL
-145822.68000000
N
N
N
Suzano Austria GmbH
254900287ZNSGVP1R341
SUZANO AUSTRIA GMBH 144A 5.000000% 01/15/2030
86964WAG7
494000.00000000
PA
USD
428154.74000000
0.035846661905
Long
DBT
NUSS
BR
Y
2
2030-01-15
Fixed
5.00000000
N
N
N
N
N
N
Republique Gabonaise
N/A
GABON GOVERNMENT INTERNATIONAL BOND 144A 7.000000% 11/24/2031
362420AE1
900000.00000000
PA
USD
590886.00000000
0.049471110997
Long
DBT
NUSS
GA
Y
2
2031-11-24
Fixed
7.00000000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.828000% 07/05/2034
N/A
2920000.00000000
PA
578919.40000000
0.048469224006
Long
DBT
NUSS
MY
N
2
2034-07-05
Fixed
3.82800000
N
N
N
N
N
N
Royaume du Maroc
529900F3MBW9XY5K1X07
KINGDOM OF MOROCCO 3.000000% 12/15/2032
N/A
933000.00000000
PA
USD
653100.00000000
0.054679891878
Long
DBT
NUSS
MA
N
2
2032-12-15
Fixed
3.00000000
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
270900.00000000
0.022680726856
Long
DBT
NUSS
RU
Y
2
2171-01-26
Fixed
4.59850000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 8.250000% 05/15/2029
N/A
7110000000.00000000
PA
489563.95000000
0.040988062859
Long
DBT
NUSS
ID
N
2
2029-05-15
Fixed
8.25000000
N
N
N
N
N
N
PETRONAS Capital Limited
549300G7YFX3540OYR85
PETRONAS CAPITAL LTD MTN 2.480000% 01/28/2032
Y6886MAE0
1924000.00000000
PA
USD
1577674.50000000
0.132088609830
Long
DBT
NUSS
MY
N
2
2032-01-28
Fixed
2.48000000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2022-10-05
N/A
1.00000000
NC
8556.00000000
0.000716339235
N/A
DFE
XX
N
2
GOLDMAN, SACHS & CO.
N/A
743186.27000000
USD
767306.00000000
EUR
2022-10-05
8556.00000000
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS REC: 7.7325% FIXED
N/A
10901721.00000000
NC
-171147.28000000
-0.01432906869
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2025-01-02
0.00000000
BRL
0.00000000
BRL
-10901721.00000000
BRL
-171147.28000000
N
N
N
PETROLEOS DEL PERU - PETROPERU S.A.
549300ZMGDLC9JT2OR80
PETROLEOS DEL PERU SA 5.625000% 06/19/2047
P7808BAB3
640000.00000000
PA
USD
384256.00000000
0.032171300771
Long
DBT
NUSS
PE
N
2
2047-06-19
Fixed
5.62500000
N
N
N
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/USD SETTLE 2022-12-21
N/A
1.00000000
NC
-145036.70000000
-0.01214299659
N/A
DFE
PA
N
2
CITIGROUP GLOBAL MARKETS
N/A
3355746.16000000
USD
16061943.42000000
PLN
2022-12-21
-145036.70000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/IDR SETTLE 2022-10-14
N/A
1.00000000
NC
USD
88629.95000000
0.007420419665
N/A
DFE
US
N
2
JP MORGAN
N/A
62321298416.00000000
IDR
4176470.88000000
USD
2022-10-14
88629.95000000
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 5.875000% 09/16/2025
836205AR5
852000.00000000
PA
USD
836592.43000000
0.070042541140
Long
DBT
NUSS
ZA
N
2
2025-09-16
Fixed
5.87500000
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
351510.23000000
0.029429706585
Long
DBT
NUSS
IL
Y
2
2030-06-30
Fixed
6.75000000
N
N
N
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2022-12-12
N/A
1.00000000
NC
-52521.14000000
-0.00439725961
N/A
DFE
CL
N
2
JP MORGAN
N/A
817386.40000000
USD
741778154.00000000
CLP
2022-12-12
-52521.14000000
N
N
N
Democratic Socialist Republic of Sri Lanka
254900HXCCIOHM74FA02
REPUBLIC OF SRI LANKA 6.825000% 07/18/2026
Y8137FAF5
500000.00000000
PA
USD
125407.35000000
0.010499556482
Long
DBT
NUSS
LK
N
2
2026-07-18
Fixed
6.82500000
Y
N
N
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
POLAND GOVERNMENT BOND 1.250000% 10/25/2030
N/A
4084000.00000000
PA
525900.79000000
0.044030314402
Long
DBT
NUSS
PL
N
2
2030-10-25
Fixed
1.25000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/COP SETTLE 2022-12-21
N/A
1.00000000
NC
USD
35100.87000000
0.002938771668
N/A
DFE
US
N
2
STANDARD BANK
N/A
4226010000.00000000
COP
942674.55000000
USD
2022-12-21
35100.87000000
N
N
N
ABU DHABI CRUDE OIL PIPELINE L.L.C.
549300DONDFW2383FV66
ABU DHABI CRUDE OIL PIPELINE LLC 4.600000% 11/02/2047
AP6574192
580000.00000000
PA
USD
516925.00000000
0.043278828830
Long
DBT
NUSS
AE
N
2
2047-11-02
Fixed
4.60000000
N
N
N
N
N
N
Russia, Federation of (Government)
5493004EHVGF71PDBU58
RUSSIA GOVT BOND - OFZ 6.900000% 07/23/2031
N/A
32372000.00000000
PA
166825.03000000
0.013967194308
Long
DBT
NUSS
RU
N
2
2031-07-23
Fixed
6.90000000
N
N
N
N
N
N
Suzano Austria GmbH
254900287ZNSGVP1R341
SUZANO AUSTRIA GMBH 144A 6.000000% 01/15/2029
86964WAC6
288000.00000000
PA
USD
268335.07000000
0.022465981648
Long
DBT
NUSS
BR
Y
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
BRK:GOLDMAN SACHS
N/A
BRK:GOLDMAN SACHS REC:7.45% FIXED
N/A
9407094.00000000
NC
-112275.78000000
-0.00940013399
N/A
DIR
XX
N
2
BRK:GOLDMAN SACHS
N/A
Y
2024-01-02
0.00000000
BRL
0.00000000
BRL
-9407094.00000000
BRL
-112275.78000000
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
REPUBLIC OF INDONESIA 2.850000% 02/14/2030
455780CQ7
2929000.00000000
PA
USD
2508565.72000000
0.210026186404
Long
DBT
NUSS
ID
N
2
2030-02-14
Fixed
2.85000000
N
N
N
N
N
N
Gobierno De La Republica De Panama
549300SHS4T08CL0LP14
REPUBLIC OF PANAMA 3.298000% 01/19/2033
698299BR4
1160000.00000000
PA
USD
894893.45000000
0.074923713197
Long
DBT
NUSS
PA
N
2
2033-01-19
Fixed
3.29800000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2022-10-04
N/A
1.00000000
NC
USD
26231.52000000
0.002196197638
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
5116943.00000000
BRL
972263.12000000
USD
2022-10-04
26231.52000000
N
N
N
Sultanate of Oman
549300SZ20F0QTKNQC75
OMAN GOV INTERNTL BOND 7.000000% 01/25/2051
N/A
200000.00000000
PA
USD
164796.80000000
0.013797383564
Long
DBT
NUSS
OM
N
2
2051-01-25
Fixed
7.00000000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA 5.200000% 05/15/2049
195325DQ5
3070000.00000000
PA
USD
1892778.38000000
0.158470245244
Long
DBT
NUSS
CO
N
2
2049-05-15
Fixed
5.20000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/TWD SETTLE 2022-10-20
N/A
1.00000000
NC
USD
13199.51000000
0.001105110671
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
29430448.00000000
TWD
939969.59000000
USD
2022-10-20
13199.51000000
N
N
N
EGYPTIAN POUND
N/A
FX Forward Contract: EGP/USD SETTLE 2023-05-17
N/A
1.00000000
NC
-42323.06000000
-0.00354343951
N/A
DFE
EG
N
2
CITIGROUP GLOBAL MARKETS
N/A
782925.60000000
USD
17020802.46000000
EGP
2023-05-17
-42323.06000000
N
N
N
Republica del Ecuador
5299003Y2U5XK0A35H71
REPUBLIC OF ECUADOR 2.500000% 07/31/2035
N/A
2388000.00000000
PA
USD
785896.36000000
0.065798082977
Long
DBT
NUSS
EC
N
2
2035-07-31
Fixed
2.50000000
N
N
N
N
N
N
Belarus, Republic of (Government)
635400CVCOWYLHF4ZB08
REPUBLIC OF BELARUS 5.875000% 02/24/2026
N/A
1112000.00000000
PA
USD
272440.00000000
0.022809661221
Long
DBT
NUSS
BY
N
2
2026-02-24
Fixed
5.87500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PLN SETTLE 2022-12-21
N/A
1.00000000
NC
USD
43642.48000000
0.003653906121
N/A
DFE
US
N
2
STANDARD BANK
N/A
15205000.00000000
PLN
3083052.84000000
USD
2022-12-21
43642.48000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ILS SETTLE 2022-10-06
N/A
1.00000000
NC
USD
123088.60000000
0.010305422354
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
10164391.00000000
ILS
2981187.33000000
USD
2022-10-06
123088.60000000
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
458816.00000000
0.038413733382
Long
DBT
NUSS
TR
Y
2
2026-03-14
Fixed
6.95000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
REPUBLIC OF INDONESIA 3.500000% 01/11/2028
455780CD6
1859000.00000000
PA
USD
1687120.08000000
0.141251789253
Long
DBT
NUSS
ID
N
2
2028-01-11
Fixed
3.50000000
N
N
N
N
N
N
DP World Limited
549300M3U2DNF4QVSS04
DP WORLD LTD/UNITED ARAB EMIRATES MTN 5.625000% 09/25/2048
23330JAB7
439000.00000000
PA
USD
383221.54000000
0.032084692042
Long
DBT
NUSS
AE
Y
2
2048-09-25
Fixed
5.62500000
N
N
N
N
N
N
Ceska republika
3157007EFDLQABN47912
CZECH REPUBLIC 2.400000% 09/17/2025
N/A
99760000.00000000
PA
3619988.26000000
0.303078497412
Long
DBT
NUSS
CZ
N
2
2025-09-17
Fixed
2.40000000
N
N
N
N
N
N
EGYPTIAN POUND
N/A
FX Forward Contract: EGP/USD SETTLE 2022-10-18
N/A
1.00000000
NC
2936.28000000
0.000245835971
N/A
DFE
EG
N
2
HSBC
N/A
147009.03000000
USD
2994574.00000000
EGP
2022-10-18
2936.28000000
N
N
N
VEDANTA RESOURCES FINANCE II PLC
8945002DGA3BBXO3N634
VEDANTA RESOURCES FINANCE II PLC 8.950000% 03/11/2025
G9T27HAD6
540000.00000000
PA
USD
366945.46000000
0.030721999813
Long
DBT
NUSS
IN
N
2
2025-03-11
Fixed
8.95000000
N
N
N
N
N
N
EGYPTIAN POUND
N/A
FX Forward Contract: EGP/USD SETTLE 2023-05-17
N/A
1.00000000
NC
-8790.92000000
-0.00073600758
N/A
DFE
EG
N
2
CITIGROUP GLOBAL MARKETS
N/A
130990.63000000
USD
2808439.10000000
EGP
2023-05-17
-8790.92000000
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
238877.15000000
0.019999658144
Long
DBT
NUSS
IN
Y
2
2024-01-21
Fixed
13.87500000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
COLOMBIA GOVT BOND I/L 3.00% 03/25/2033
N/A
1051100000.00000000
PA
581168.69000000
0.048657542692
Long
DBT
NUSS
CO
N
2
2033-03-25
Fixed
3.00000000
N
N
N
N
N
N
BRK: STANDARD CHARTERED BANK
N/A
BRK: STANDARD CHARTERED BANK PAY: 1.26% FIXED
N/A
56000000.00000000
NC
42.49000000
0.000003557416
N/A
DIR
XX
N
2
BRK: STANDARD CHARTERED BANK
N/A
Y
2027-07-18
0.00000000
TWD
0.00000000
TWD
-56000000.00000000
TWD
42.49000000
N
N
N
Republica Del Paraguay
529900UXKJTJPCU0HK83
REPUBLIC OF PARAGUAY 2.739000% 01/29/2033
P75744AK1
1074000.00000000
PA
USD
769799.05000000
0.064450358019
Long
DBT
NUSS
PY
N
2
2033-01-29
Fixed
2.73900000
N
N
N
N
N
N
Royaume du Maroc
529900F3MBW9XY5K1X07
KINGDOM OF MOROCCO 3.000000% 12/15/2032
N/A
336000.00000000
PA
USD
235200.00000000
0.019691793859
Long
DBT
NUSS
MA
N
2
2032-12-15
Fixed
3.00000000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA 9.850000% 06/28/2027
N/A
5060000000.00000000
PA
977017.31000000
0.081799419498
Long
DBT
NUSS
CO
N
2
2027-06-28
Fixed
9.85000000
N
N
N
N
N
N
Gobierno de la Republica Dominicana
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC 6.400000% 06/05/2049
P3579ECE5
520000.00000000
PA
USD
374149.69000000
0.031325163980
Long
DBT
NUSS
DO
N
2
2049-06-05
Fixed
6.40000000
N
N
N
N
N
N
Kingdom of Saudi Arabia
635400FMICXSM3SI3H65
SAUDI GOVERNMENT INTERNATIONAL BOND MTN 3.250000% 10/22/2030
N/A
1641000.00000000
PA
USD
1474829.06000000
0.123478017976
Long
DBT
NUSS
SA
N
2
2030-10-22
Fixed
3.25000000
N
N
N
N
N
N
Republica Oriental del Uruguay
549300RDR012H2V82H43
REPUBLICA ORIENT URUGUAY 5.100000% 06/18/2050
760942BA9
170000.00000000
PA
USD
155377.72000000
0.013008784152
Long
DBT
NUSS
UY
N
2
2050-06-18
Fixed
5.10000000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/RON SETTLE 2022-12-09
N/A
1.00000000
NC
9451.24000000
0.000791291963
N/A
DFE
XX
N
2
GOLDMAN, SACHS & CO.
N/A
2365208.00000000
RON
480934.60000000
EUR
2022-12-09
9451.24000000
N
N
N
Federal Democratic Republic of Ethiopia
N/A
FEDERAL REP OF ETHIOPIA 6.625000% 12/11/2024
N/A
400000.00000000
PA
USD
201200.00000000
0.016845191006
Long
DBT
NUSS
ET
N
2
2024-12-11
Fixed
6.62500000
N
N
N
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/EUR SETTLE 2022-12-21
N/A
1.00000000
NC
889.30000000
0.000074455409
N/A
DFE
PA
N
2
GOLDMAN SACHS & CO
N/A
307666.02000000
EUR
1521424.42000000
PLN
2022-12-21
889.30000000
N
N
N
Federal Republic of Nigeria
549300GSBZD84TNEQ285
REPUBLIC OF NIGERIA 7.696000% 02/23/2038
N/A
1811000.00000000
PA
USD
1054038.22000000
0.088247888387
Long
DBT
NUSS
NG
N
2
2038-02-23
Fixed
7.69600000
N
N
N
N
N
N
CEMEX, S.A.B. de C.V.
549300RIG2CXWN6IV731
CEMEX SAB DE CV 144A 3.875000% 07/11/2031
151290BZ5
572000.00000000
PA
USD
450723.68000000
0.037736215112
Long
DBT
NUSS
MX
Y
2
2031-07-11
Fixed
3.87500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2022-10-28
N/A
1.00000000
NC
USD
7127.94000000
0.000596776892
N/A
DFE
US
N
2
JP MORGAN
N/A
361032.19000000
EUR
361366.76000000
USD
2022-10-28
7127.94000000
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA 4.500000% 03/15/2029
195325DP7
843000.00000000
PA
USD
691377.67000000
0.057884636721
Long
DBT
NUSS
CO
N
2
2029-03-15
Fixed
4.50000000
N
N
N
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVERNMENT BOND 2.750000% 02/17/2032
N/A
3000000.00000000
PA
419796.57000000
0.035146885712
Long
DBT
NUSS
CN
N
2
2032-02-17
Fixed
2.75000000
N
N
N
N
N
N
Government of Bermuda
549300FP5PUZXX9FVJ40
GOVT OF BERMUDA 3.717000% 01/25/2027
G10367AD5
143000.00000000
PA
USD
133999.65000000
0.011218934885
Long
DBT
NUSS
BM
N
2
2027-01-25
Fixed
3.71700000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT INTERNATIONAL BOND MTN 5.800000% 09/30/2027
N/A
1132000.00000000
PA
USD
792359.25000000
0.066339179481
Long
DBT
NUSS
EG
N
2
2027-09-30
Fixed
5.80000000
N
N
N
N
N
N
Republica Argentina
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA 0.500000% 07/09/2029
N/A
13070.00000000
PA
2509.60000000
0.000210112780
Long
DBT
NUSS
AR
N
2
2029-07-09
Fixed
0.50000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT BOND 14.406000% 07/07/2027
N/A
17842000.00000000
PA
788222.27000000
0.065992816567
Long
DBT
NUSS
EG
N
2
2027-07-07
Fixed
14.40600000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.885000% 08/15/2029
N/A
800000.00000000
PA
167519.67000000
0.014025352079
Long
DBT
NUSS
MY
N
2
2029-08-15
Fixed
3.88500000
N
N
N
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVERNMENT BOND 2.850000% 06/04/2027
N/A
46160000.00000000
PA
6595699.37000000
0.552215783827
Long
DBT
NUSS
CN
N
2
2027-06-04
Fixed
2.85000000
N
N
N
N
N
N
Government of Mongolia
254900PW61ADCBDCLP71
MONGOLIA INTL BOND 5.125000% 04/07/2026
Y6142NAC2
381000.00000000
PA
USD
315228.24000000
0.026392047282
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:2.33%
N/A
830040908.00000000
NC
204599.71000000
0.017129827011
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2030-06-05
0.00000000
CLP
0.00000000
CLP
-830040908.00000000
CLP
204599.71000000
N
N
N
Ukraine
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT VARIABLE RATE 08/01/2041
N/A
410000.00000000
PA
USD
114286.68000000
0.009568493807
Long
DBT
NUSS
UA
N
2
2041-08-01
Floating
1.25799840
N
N
N
N
N
N
TSMC ARIZONA CORPORATION
2549005GOBWLCSY63Q97
TSMC ARIZONA CORP 2.500000% 10/25/2031
872898AC5
200000.00000000
PA
USD
159032.23000000
0.013314752934
Long
DBT
CORP
TW
N
2
2031-10-25
Fixed
2.50000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
REPUBLIC OF INDONESIA 4.150000% 09/20/2027
455780DM5
372000.00000000
PA
USD
353373.27000000
0.029585687025
Long
DBT
NUSS
ID
N
2
2027-09-20
Fixed
4.15000000
N
N
N
N
N
N
Republica del Ecuador
5299003Y2U5XK0A35H71
ECUADOR GOVERNMENT INTERNATIONAL BOND 144A 2.500000% 07/31/2035
N/A
97666.00000000
PA
USD
32142.11000000
0.002691053589
Long
DBT
NUSS
EC
Y
2
2035-07-31
Fixed
2.50000000
N
N
N
N
N
N
BRAZIL MINAS SPE
N/A
BRAZIL MINAS SPE 5.333% 02/15/28
G13201AA9
616000.00000000
PA
USD
595210.00000000
0.049833131902
Long
DBT
NUSS
BR
N
2
2028-02-15
Fixed
5.33300000
N
N
N
N
N
N
INTER AMERICAN DEVELOPMENT BANK
VKU1UKDS9E7LYLMACP54
INTER-AMERICAN DEVELOPMENT BANK MTN 7.875000% 03/14/2023
N/A
44650000000.00000000
PA
2946856.02000000
0.246721434016
Long
DBT
NUSS
XX
N
2
2023-03-14
Fixed
7.87500000
N
N
N
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2022-12-21
N/A
1.00000000
NC
-42085.00000000
-0.00352350826
N/A
DFE
ZA
N
2
CITIGROUP GLOBAL MARKETS
N/A
1076347.95000000
USD
18715000.00000000
ZAR
2022-12-21
-42085.00000000
N
N
N
Ceska republika
3157007EFDLQABN47912
CZECH REPUBLIC 1.250000% 02/14/2025
N/A
48060000.00000000
PA
1715187.06000000
0.143601658234
Long
DBT
NUSS
CZ
N
2
2025-02-14
Fixed
1.25000000
N
N
N
N
N
N
Government of Mongolia
254900PW61ADCBDCLP71
MONGOLIA GOVERNMENT INTERNATIONAL BOND MTN 8.750000% 03/09/2024
Y6142NAA6
2651000.00000000
PA
USD
2511762.48000000
0.210293830702
Long
DBT
NUSS
MN
N
2
2024-03-09
Fixed
8.75000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 7.500000% 06/15/2035
N/A
12896000000.00000000
PA
846863.45000000
0.070902468048
Long
DBT
NUSS
ID
N
2
2035-06-15
Fixed
7.50000000
N
N
N
N
N
N
BRK: MORGAN STANLEY
N/A
Credit Default Swap
CDS98V2K1
17291887.00000000
NC
USD
67466.67000000
0.005648553393
N/A
DCR
XX
N
2
BRK: MORGAN STANLEY
N/A
Y
2027-12-20
0.00000000
USD
-234773.30000000
USD
17291887.00000000
USD
302239.97000000
N
N
N
Republic of Iraq
2549004N3P710UQ9X454
REPUBLIC OF IRAQ 01/15/2028 5.8%
N/A
858687.50000000
PA
USD
704034.45000000
0.058944308076
Long
DBT
NUSS
IQ
N
2
2028-01-15
Fixed
5.80000000
N
N
N
N
N
N
Sultanate of Oman
549300SZ20F0QTKNQC75
OMAN GOV INTERNTL BOND 6.250000% 01/25/2031
N/A
1418000.00000000
PA
USD
1320503.99000000
0.110557365485
Long
DBT
NUSS
OM
N
2
2031-01-25
Fixed
6.25000000
N
N
N
N
N
N
Republica del Ecuador
5299003Y2U5XK0A35H71
ECUADOR GOVERNMENT INTERNATIONAL BOND 144A ZERO COUPON 07/31/2030
N/A
1500533.00000000
PA
USD
430404.39000000
0.036035010732
Long
DBT
NUSS
EC
Y
2
2030-07-31
Fixed
0.00000000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEX BONOS DESARR FIX RT 5.750000% 03/05/2026
N/A
48685000.00000000
PA
2124658.68000000
0.177884101825
Long
DBT
NUSS
MX
N
2
2026-03-05
Fixed
5.75000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EGP SETTLE 2022-12-21
N/A
1.00000000
NC
USD
-13374.87000000
-0.00111979244
N/A
DFE
US
N
2
STANDARD BANK
N/A
9985257.32000000
EGP
455947.82000000
USD
2022-12-21
-13374.87000000
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 7.50000% 10/18/2034
P6S32JS68
7650100000.00000000
PA
1113493.74000000
0.093225719355
Long
DBT
NUSS
CO
N
2
2034-10-18
Fixed
7.25000000
N
N
N
N
N
N
Gobierno de la Republica Dominicana
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC 6.500000% 02/15/2048
P3579EBY2
296000.00000000
PA
USD
218000.98000000
0.018251829759
Long
DBT
NUSS
DO
N
2
2048-02-15
Fixed
6.50000000
N
N
N
N
N
N
THAILAND BAHT
N/A
FX Forward Contract: THB/USD SETTLE 2022-12-21
N/A
1.00000000
NC
-148052.35000000
-0.01239547770
N/A
DFE
TH
N
2
CITIGROUP GLOBAL MARKETS
N/A
5778932.39000000
USD
211061058.39000000
THB
2022-12-21
-148052.35000000
N
N
N
PETROLEOS DEL PERU - PETROPERU S.A.
549300ZMGDLC9JT2OR80
PETROLEOS DEL PERU SA 144A 4.750000% 06/19/2032
716564AA7
613000.00000000
PA
USD
433083.76000000
0.036259337270
Long
DBT
NUSS
PE
Y
2
2032-06-19
Fixed
4.75000000
N
N
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
REPUBLIC OF PERU 2.844000% 06/20/2030
715638DA7
173000.00000000
PA
USD
141782.96000000
0.011870581722
Long
DBT
NUSS
PE
N
2
2030-06-20
Fixed
2.84400000
N
N
N
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
2667857.14000000
PA
USD
2387732.14000000
0.199909562472
Long
DBT
NUSS
AO
N
2
2027-02-19
Fixed
6.92700000
N
N
N
N
N
N
NEON CAPITAL LIMITED
N/A
NEON CAPITAL LTD/KY MTN VARIABLE RATE 01/06/2028
N/A
245168372.00000000
PA
1319466.39000000
0.110470493864
Long
DBT
NUSS
KY
N
2
2028-01-06
Floating
0.00000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT INTERNATIONAL BOND MTN 4.750000% 04/16/2026
N/A
250000.00000000
PA
172773.98000000
0.014465261898
Long
DBT
NUSS
EG
N
2
2026-04-16
Fixed
4.75000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2022-10-28
N/A
1.00000000
NC
USD
26408.11000000
0.002210982390
N/A
DFE
US
N
2
JP MORGAN
N/A
523000.00000000
EUR
539567.07000000
USD
2022-10-28
26408.11000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2022-12-02
N/A
1.00000000
NC
USD
19069.97000000
0.001596606794
N/A
DFE
US
N
2
STANDARD BANK
N/A
12850000.00000000
BRL
2363001.10000000
USD
2022-12-02
19069.97000000
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/EUR SETTLE 2022-12-21
N/A
1.00000000
NC
-38392.60000000
-0.00321436719
N/A
DFE
HU
N
2
J P MORGAN CHASE BANK
N/A
931340.43000000
EUR
388126810.00000000
HUF
2022-12-21
-38392.60000000
N
N
N
BANCO NACIONAL DE PANAMA
529900H2Q7WMDKKIW109
BANCO NACIONAL DE PANAMA 144A 2.500000% 08/11/2030
059626AC5
228000.00000000
PA
USD
167307.32000000
0.014007573370
Long
DBT
NUSS
PA
Y
2
2030-08-11
Fixed
2.50000000
N
N
N
N
N
N
Turkiye Cumhuriyeti
5493000PCHOG3B6S3Q85
REPUBLIC OF TURKEY 4.750000% 01/26/2026
900123DB3
248000.00000000
PA
USD
210081.79000000
0.017588806557
Long
DBT
NUSS
TR
N
2
2026-01-26
Fixed
4.75000000
N
N
N
N
N
N
Russia, Federation of (Government)
5493004EHVGF71PDBU58
RUSSIA GOVT BOND - OFZ 7.700000% 03/23/2033
N/A
98296000.00000000
PA
506556.07000000
0.042410704544
Long
DBT
NUSS
RU
N
2
2033-03-23
Fixed
7.70000000
N
N
N
N
N
N
EGYPTIAN POUND
N/A
FX Forward Contract: EGP/USD SETTLE 2023-06-21
N/A
1.00000000
NC
-21046.16000000
-0.00176206056
N/A
DFE
EG
N
2
CITIGROUP GLOBAL MARKETS
N/A
283712.73000000
USD
6109044.40000000
EGP
2023-06-21
-21046.16000000
N
N
N
SINGAPORE DOLLAR
N/A
FX Forward Contract: SGD/USD SETTLE 2022-12-21
N/A
1.00000000
NC
-66462.33000000
-0.00556446641
N/A
DFE
SG
N
2
GOLDMAN, SACHS & CO.
N/A
3816487.45000000
USD
5373747.90000000
SGD
2022-12-21
-66462.33000000
N
N
N
Republic of Armenia
5299000H77JSW90G7935
REPUBLIC OF ARMENIA 3.600000% 02/02/2031
N/A
435000.00000000
PA
USD
294103.50000000
0.024623407718
Long
DBT
NUSS
AM
N
2
2031-02-02
Fixed
3.60000000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/PLN SETTLE 2022-10-04
N/A
1.00000000
NC
-1690.44000000
-0.00014152974
N/A
DFE
XX
N
2
GOLDMAN, SACHS & CO.
N/A
1521424.42000000
PLN
312715.51000000
EUR
2022-10-04
-1690.44000000
N
N
N
Gobierno De La Republica De Panama
549300SHS4T08CL0LP14
REPUBLIC OF PANAMA 9.375000% 04/01/2029
698299AK0
454000.00000000
PA
USD
527450.62000000
0.044160071770
Long
DBT
NUSS
PA
N
2
2029-04-01
Fixed
9.37500000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEXICO GOVERNMENT INTERNATIONAL BOND MTN 5.750000% 10/12/2110
91086QAZ1
2756000.00000000
PA
USD
2126969.07000000
0.178077536024
Long
DBT
NUSS
MX
N
2
2110-10-12
Fixed
5.75000000
N
N
N
N
N
N
Republic of Lebanon
529900QPC4K9S1KHL354
LEBANON GOVERNMENT INTERNATIONAL BOND MTN 6.600000% 11/27/2026
N/A
1613000.00000000
PA
USD
93309.50000000
0.007812208499
Long
DBT
NUSS
LB
N
2
2026-11-27
Fixed
6.60000000
Y
N
N
N
N
N
EGYPTIAN POUND
N/A
FX Forward Contract: EGP/USD SETTLE 2023-05-17
N/A
1.00000000
NC
-36444.72000000
-0.00305128364
N/A
DFE
EG
N
2
CITIGROUP GLOBAL MARKETS
N/A
832283.50000000
USD
18290262.24000000
EGP
2023-05-17
-36444.72000000
N
N
N
Republique Gabonaise
N/A
REPUBLIC OF GABON 6.625000% 02/06/2031
N/A
240000.00000000
PA
USD
157363.20000000
0.013175015712
Long
DBT
NUSS
GA
N
2
2031-02-06
Fixed
6.62500000
N
N
N
N
N
N
BRK: JPMORGAN CHASE BANK
N/A
BRK: JPMORGAN CHASE BANK PAY: 3M PRAGUE INTERBANK OFFER RATE (PRIBOR)
N/A
251655606.00000000
NC
-33694.07000000
-0.00282098928
N/A
DIR
XX
N
2
BRK: JPMORGAN CHASE BANK
N/A
Y
2023-12-21
0.00000000
CZK
0.00000000
CZK
-251655606.00000000
CZK
-33694.07000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.502000% 05/31/2027
N/A
7036000.00000000
PA
1480467.79000000
0.123950112827
Long
DBT
NUSS
MY
N
2
2027-05-31
Fixed
3.50200000
N
N
N
N
N
N
THAILAND BAHT
N/A
FX Forward Contract: THB/USD SETTLE 2022-12-21
N/A
1.00000000
NC
-5598.36000000
-0.00046871492
N/A
DFE
TH
N
2
CITIGROUP GLOBAL MARKETS
N/A
391472.32000000
USD
14463630.00000000
THB
2022-12-21
-5598.36000000
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY:7.14
N/A
10885264411.00000000
NC
258794.83000000
0.021667238283
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2027-01-31
0.00000000
COP
0.00000000
COP
-10885264411.00000000
COP
258794.83000000
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
NOTA DO TESOURO NACIONAL 10.000000% 01/01/2025
EK0169285
35886000.00000000
PA
6416944.86000000
0.537249810347
Long
DBT
NUSS
BR
N
2
2025-01-01
Fixed
10.00000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2022-10-05
N/A
1.00000000
NC
USD
-3684.77000000
-0.00030850225
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
238584.00000000
EUR
230059.89000000
USD
2022-10-05
-3684.77000000
N
N
N
Gobierno De La Republica De Panama
549300SHS4T08CL0LP14
REPUBLIC OF PANAMA 3.870000% 07/23/2060
698299BL7
651000.00000000
PA
USD
386393.50000000
0.032350259994
Long
DBT
NUSS
PA
N
2
2060-07-23
Fixed
3.87000000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
GHANA GOVERNMENT INTERNATIONAL BOND 144A 8.950000% 03/26/2051
37443GAC5
613000.00000000
PA
USD
224971.00000000
0.018835385018
Long
DBT
NUSS
GH
Y
2
2051-03-26
Fixed
8.95000000
N
N
N
N
N
N
Republique du Senegal
549300NP14ZLQGWIUZ97
REPUBLIC OF SENEGAL 6.750000% 03/13/2048
N/A
230000.00000000
PA
USD
142899.00000000
0.011964020624
Long
DBT
NUSS
SN
N
2
2048-03-13
Fixed
6.75000000
N
N
N
N
N
N
Republica del Ecuador
5299003Y2U5XK0A35H71
REPUBLIC OF ECUADOR 5.500000% 07/31/2030
N/A
498098.00000000
PA
USD
234512.74000000
0.019634253969
Long
DBT
NUSS
EC
N
2
2030-07-31
Fixed
5.50000000
N
N
N
N
N
N
Ukraine
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT 7.750000% 09/01/2026
N/A
1905000.00000000
PA
USD
386452.11000000
0.032355167035
Long
DBT
NUSS
UA
N
2
2026-09-01
Fixed
7.75000000
N
N
N
N
N
N
Democratic Socialist Republic of Sri Lanka
254900HXCCIOHM74FA02
SRI LANKA GOVERNMENT INTERNATIONAL BOND 144A 6.350000% 06/28/2024
85227SBA3
864000.00000000
PA
USD
213876.52000000
0.017906515065
Long
DBT
NUSS
LK
Y
2
2024-06-28
Fixed
6.35000000
Y
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 8.250000% 03/31/2032
N/A
150301367.00000000
PA
6879282.49000000
0.575958387318
Long
DBT
NUSS
ZA
N
2
2032-03-31
Fixed
8.25000000
N
N
N
N
N
N
Independent State of Papua New Guinea
254900NKI6OC90ZW9W36
PAPUA NEW GUINEA GOVERNMENT INTERNATIONAL BOND 144 8.375000% 10/04/2028
69888UAB1
275000.00000000
PA
USD
222433.83000000
0.018622963978
Long
DBT
NUSS
PG
Y
2
2028-10-04
Fixed
8.37500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2022-10-28
N/A
1.00000000
NC
USD
17901.35000000
0.001498765705
N/A
DFE
US
N
2
JP MORGAN
N/A
364000.00000000
EUR
375052.13000000
USD
2022-10-28
17901.35000000
N
N
N
COLOMBIA PESO
N/A
FX Forward Contract: COP/USD SETTLE 2022-10-05
N/A
1.00000000
NC
-40560.93000000
-0.00339590762
N/A
DFE
CO
N
2
CITIGROUP GLOBAL MARKETS
N/A
1441982.96000000
USD
6439174901.00000000
COP
2022-10-05
-40560.93000000
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 8.750000% 01/31/2044
N/A
29971056.00000000
PA
1264879.45000000
0.105900278006
Long
DBT
NUSS
ZA
N
2
2044-01-31
Fixed
8.75000000
N
N
N
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVERNMENT BOND 3.280000% 12/03/2027
N/A
23300000.00000000
PA
3402130.45000000
0.284838654362
Long
DBT
NUSS
CN
N
2
2027-12-03
Fixed
3.28000000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP
N/A
2705129.00000000
NC
-10603.06000000
-0.00088772649
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2023-01-02
0.00000000
BRL
0.00000000
BRL
-2705129.00000000
BRL
-10603.06000000
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
GHANA GOVERNMENT INTERNATIONAL BOND 144A 10.750000% 10/14/2030
374422AD5
786000.00000000
PA
USD
568278.00000000
0.047578287547
Long
DBT
NUSS
GH
Y
2
2030-10-14
Fixed
10.75000000
N
N
N
N
N
N
The State of Qatar
52990074F6OJOAXK4P65
QATAR GOVERNMENT INTERNATIONAL BOND 144A 4.000000% 03/14/2029
74727PBA8
759000.00000000
PA
USD
726894.30000000
0.060858217319
Long
DBT
NUSS
QA
Y
2
2029-03-14
Fixed
4.00000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2022-10-11
N/A
1.00000000
NC
USD
20406.76000000
0.001708527683
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
6657896.00000000
CNY
959040.01000000
USD
2022-10-11
20406.76000000
N
N
N
The Hashemite Kingdom of Jordan
5493000JZ4MYPVMBVN50
JORDAN GOVERNMENT INTERNATIONAL BOND 144A 7.750000% 01/15/2028
41809JAA3
932000.00000000
PA
USD
879761.40000000
0.073656803293
Long
DBT
NUSS
JO
Y
2
2028-01-15
Fixed
7.75000000
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
800028.36000000
0.066981265081
Long
DBT
NUSS
ZA
N
2
2023-08-06
Fixed
6.75000000
N
N
N
N
N
N
Joint Stock Company National Company KazMunayGas
2138001H1M69RFJCSH88
KAZMUNAYGAS NATIONAL CO JSC 3.500000% 04/14/2033
N/A
320000.00000000
PA
USD
210195.20000000
0.017598301652
Long
DBT
NUSS
KZ
N
2
2033-04-14
Fixed
3.50000000
N
N
N
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2022-12-21
N/A
1.00000000
NC
-43290.89000000
-0.00362446973
N/A
DFE
HU
N
2
CITIGROUP GLOBAL MARKETS
N/A
460527.62000000
USD
184120000.00000000
HUF
2022-12-21
-43290.89000000
N
N
N
N/A
N/A
R2035 BOND FUTURE NOV22 FINANCIAL COMMODITY FUTURE.
N/A
320.00000000
NC
1483003.48000000
0.124162409956
N/A
DIR
ZA
N
1
NEDBANK LTD
N/A
Long
South African Govt. Bond Futures
Johannesburg Stock Exchange R2035 Bond Future Nov 2022
2022-11-06
1656722.33000000
ZAR
-173718.85000000
N
N
N
MALAYSIAN RINGGIT
N/A
FX Forward Contract: UGX/USD SETTLE 2022-11-16
N/A
1.00000000
NC
2715.91000000
0.000227385798
N/A
DFE
XX
N
2
CITIGROUP GLOBAL MARKETS
N/A
113554.19000000
USD
451718557.00000000
UGX
2022-11-16
2715.91000000
N
N
N
Republique de Cote d'Ivoire
254900ICW11T82O6H590
Ivory Coast Government International Bond 6.625000% 03/22/2048
AR7769417
271000.00000000
PA
155972.94000000
0.013058618121
Long
DBT
CORP
CI
N
2
2048-03-22
Fixed
6.62500000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2022-10-28
N/A
1.00000000
NC
-16779.96000000
-0.00140487888
N/A
DFE
XX
N
2
JP MORGAN
N/A
350970.14000000
USD
340599.07000000
EUR
2022-10-28
-16779.96000000
N
N
N
Republique du Benin
635400Q11P6AE5A5Y230
BENIN INTL GOV BOND 4.950000% 01/22/2035
N/A
389000.00000000
PA
239931.03000000
0.020087892786
Long
DBT
NUSS
BJ
N
2
2035-01-22
Fixed
4.95000000
N
N
N
N
N
N
Russia, Federation of (Government)
5493004EHVGF71PDBU58
RUSSIA GOVT BOND - OFZ 7.700000% 03/16/2039
N/A
83896000.00000000
PA
432347.48000000
0.036197693248
Long
DBT
NUSS
RU
N
2
2039-03-16
Fixed
7.70000000
N
N
N
N
N
N
Republica Argentina
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA 1.500000% 07/09/2035
040114HT0
2297000.00000000
PA
USD
415514.02000000
0.034788335152
Long
DBT
NUSS
AR
N
2
2035-07-09
Fixed
1.50000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/TWD SETTLE 2022-12-21
N/A
1.00000000
NC
USD
124347.98000000
0.010410862198
N/A
DFE
US
N
2
STANDARD BANK
N/A
81355101.00000000
TWD
2691987.78000000
USD
2022-12-21
124347.98000000
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
884419.81000000
0.074046822211
Long
DBT
NUSS
IN
N
2
2030-01-15
Fixed
3.25000000
N
N
N
N
N
N
KONDOR FINANCE PLC
213800PUC1T9GI6EIO63
NAK NAFTOGAZ UKRAINE VIA KONDOR FINANCE PLC 144A VARIABLE RATE 11/08/2026
50050MAB1
990000.00000000
PA
USD
203195.52000000
0.017012263150
Long
DBT
NUSS
UA
Y
2
2026-11-08
Fixed
7.62500000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
REPUBLIC OF GHANA 8.625000% 04/07/2034
N/A
2464000.00000000
PA
USD
909314.56000000
0.076131100635
Long
DBT
NUSS
GH
N
2
2034-04-07
Fixed
8.62500000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2022-10-28
N/A
1.00000000
NC
-16147.66000000
-0.00135194044
N/A
DFE
XX
N
2
JP MORGAN
N/A
434732.38000000
USD
426612.08000000
EUR
2022-10-28
-16147.66000000
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
452583.79000000
0.037891950242
Long
DBT
NUSS
CN
N
2
2030-09-22
Fixed
3.00000000
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
478150.00000000
0.040032445723
Long
DBT
NUSS
TR
Y
2
2027-02-02
Fixed
7.75000000
N
N
N
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
POLAND GOVERNMENT BOND 3.250000% 07/25/2025
N/A
8670000.00000000
PA
1572501.72000000
0.131655525997
Long
DBT
NUSS
PL
N
2
2025-07-25
Fixed
3.25000000
N
N
N
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/EUR SETTLE 2022-11-30
N/A
1.00000000
NC
-218983.92000000
-0.01833412504
N/A
DFE
HU
N
2
J P MORGAN CHASE BANK
N/A
6133035.84000000
EUR
2551445945.00000000
HUF
2022-11-30
-218983.92000000
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
365272.50000000
0.030581933557
Long
DBT
NUSS
IL
Y
2
2031-01-29
Fixed
3.27500000
N
N
N
Y
Y
BANK LEUMI LE ISRAEL B.M.
LUMI 3.275 01/29/2031
ILS
XXXX
N
N
N
FEL Energy VI S.a r.l.
254900H2U8PBIY32VI94
FEL ENERGY VI SARL 144A 5.750000% 12/01/2040
30260LAA3
180928.83000000
PA
USD
123845.78000000
0.010368816199
Long
DBT
NUSS
MX
Y
2
2040-12-01
Fixed
5.75000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2022-12-21
N/A
1.00000000
NC
USD
37681.40000000
0.003154822964
N/A
DFE
US
N
2
STANDARD BANK
N/A
1444500.00000000
EUR
1461384.76000000
USD
2022-12-21
37681.40000000
N
N
N
Turkiye Cumhuriyeti
5493000PCHOG3B6S3Q85
REPUBLIC OF TURKEY 6.375000% 10/14/2025
900123CZ1
819000.00000000
PA
USD
739147.50000000
0.061884099498
Long
DBT
NUSS
TR
N
2
2025-10-14
Fixed
6.37500000
N
N
N
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVERNMENT BOND 2.800000% 03/24/2029
N/A
3500000.00000000
PA
495488.20000000
0.041484062476
Long
DBT
NUSS
CN
N
2
2029-03-24
Fixed
2.80000000
N
N
N
N
N
N
GRAN TIERRA ENERGY INC.
549300IH2S17MAIUCM32
GRAN TIERRA ENERGY INC 144A 7.750000% 05/23/2027
38502JAA9
293000.00000000
PA
USD
228298.17000000
0.019113947713
Long
DBT
CORP
CO
Y
2
2027-05-23
Fixed
7.75000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NGN SETTLE 2023-03-15
N/A
1.00000000
NC
USD
5963.95000000
0.000499323443
N/A
DFE
US
N
2
STANDARD BANK
N/A
93997822.58000000
NGN
199443.71000000
USD
2023-03-15
5963.95000000
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
319500.00000000
0.026749694465
Long
DBT
NUSS
KZ
Y
2
2030-08-15
Fixed
3.25000000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND 144A 2.625000% 12/02/2040
N/A
296000.00000000
PA
147911.56000000
0.012383690259
Long
DBT
NUSS
RO
Y
2
2040-12-02
Fixed
2.62500000
N
N
N
N
N
N
Petroleos de Venezuela, S.A.
549300YWR8TN1OFD4P06
PETROLEOS DE VENEZUELA S 5.50% 04/12/2037
N/A
1000000.00000000
PA
USD
20000.00000000
0.001674472267
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: 1-DAY BRL - CETIP
N/A
2368423.00000000
NC
-6297.31000000
-0.00052723354
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2023-01-02
0.00000000
BRL
0.00000000
BRL
-2368423.00000000
BRL
-6297.31000000
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVERNMENT BOND 2.240000% 05/25/2025
N/A
3000000.00000000
PA
421968.07000000
0.035328691538
Long
DBT
NUSS
CN
N
2
2025-05-25
Fixed
2.24000000
N
N
N
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVERNMENT INTERNATIONAL BOND 144A 1.250000% 10/26/2026
60367QAB9
1460000.00000000
PA
USD
1306086.80000000
0.109350306244
Long
DBT
NUSS
CN
Y
2
2026-10-26
Fixed
1.25000000
N
N
N
N
N
N
Federal Democratic Republic of Ethiopia
N/A
ETHIOPIA INTERNATIONAL BOND 144A 6.625000% 12/11/2024
29766LAA4
477000.00000000
PA
USD
239931.00000000
0.020087890274
Long
DBT
NUSS
ET
Y
2
2024-12-11
Fixed
6.62500000
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
428563.20000000
0.035880859652
Long
DBT
CORP
ZA
N
2
2024-03-27
Fixed
5.87500000
N
N
N
N
N
N
Gobierno De La Republica De Panama
549300SHS4T08CL0LP14
REPUBLIC OF PANAMA 4.500000% 04/16/2050
698299BH6
689000.00000000
PA
USD
480021.84000000
0.040189162931
Long
DBT
NUSS
PA
N
2
2050-04-16
Fixed
4.50000000
N
N
N
N
N
N
ROMANIAN LEU
N/A
FX Forward Contract: RON/USD SETTLE 2022-12-21
N/A
1.00000000
NC
-23883.36000000
-0.00199960119
N/A
DFE
RO
N
2
CITIGROUP GLOBAL MARKETS
N/A
981084.36000000
USD
4883782.00000000
RON
2022-12-21
-23883.36000000
N
N
N
BRK: JPMORGAN CHASE BANK NA
N/A
BRK: JPMORGAN CHASE BANK NA PAY: 6M BUDAPEST INTERBANK OFFER RATE (BUBOR)
N/A
577724723.00000000
NC
-70900.26000000
-0.00593602595
N/A
DIR
XX
N
2
BRK: JPMORGAN CHASE BANK NA
N/A
Y
2027-08-16
0.00000000
HUF
0.00000000
HUF
-577724723.00000000
HUF
-70900.26000000
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA 7.375000% 09/18/2037
195325BK0
260000.00000000
PA
USD
225000.44000000
0.018837849842
Long
DBT
NUSS
CO
N
2
2037-09-18
Fixed
7.37500000
N
N
N
N
N
N
SIERRACOL ENERGY ANDINA, LLC
N/A
SIERRACOL ENERGY ANDINA LLC 144A 6.000000% 06/15/2028
82653LAA9
1237000.00000000
PA
USD
803627.70000000
0.067282614832
Long
DBT
CORP
CO
Y
2
2028-06-15
Fixed
6.00000000
N
N
N
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 1.585000% 12/17/2035
N/A
63197000.00000000
PA
1318919.21000000
0.110424681978
Long
DBT
NUSS
TH
N
2
2035-12-17
Fixed
1.58500000
N
N
N
N
N
N
PHILLIPINE PESO
N/A
FX Forward Contract: PHP/USD SETTLE 2022-10-11
N/A
1.00000000
NC
-38420.38000000
-0.00321669303
N/A
DFE
PH
N
2
JP MORGAN
N/A
749610.13000000
USD
41723300.00000000
PHP
2022-10-11
-38420.38000000
N
N
N
EURO
N/A
FX Forward Contract: EUR/RON SETTLE 2022-12-09
N/A
1.00000000
NC
8045.49000000
0.000673597493
N/A
DFE
XX
N
2
GOLDMAN, SACHS & CO.
N/A
2369534.00000000
RON
480368.53000000
EUR
2022-12-09
8045.49000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NGN SETTLE 2023-03-15
N/A
1.00000000
NC
USD
1068.96000000
0.000089497193
N/A
DFE
US
N
2
STANDARD BANK
N/A
176204634.00000000
NGN
363758.53000000
USD
2023-03-15
1068.96000000
N
N
N
Romania
315700IASY927EDWBK92
ROMANIA GOVERNMENT BOND 5.850000% 04/26/2023
N/A
1720000.00000000
PA
336505.46000000
0.028173453023
Long
DBT
NUSS
RO
N
2
2023-04-26
Fixed
5.85000000
N
N
N
N
N
N
INDONESIA RUPIAH
N/A
FX Forward Contract: IDR/USD SETTLE 2022-12-21
N/A
1.00000000
NC
-2442.29000000
-0.00020447734
N/A
DFE
ID
N
2
STANDARD BANK
N/A
323751.62000000
USD
4922319579.00000000
IDR
2022-12-21
-2442.29000000
N
N
N
Republica del Ecuador
5299003Y2U5XK0A35H71
REPUBLIC OF ECUADOR 5.500000% 07/31/2030
N/A
549000.00000000
PA
USD
258478.24000000
0.021640732225
Long
DBT
NUSS
EC
N
2
2030-07-31
Fixed
5.50000000
N
N
N
N
N
N
Ceska republika
3157007EFDLQABN47912
CZECH REPUBLIC 2.750000% 07/23/2029
N/A
55670000.00000000
PA
1886049.74000000
0.157906899190
Long
DBT
NUSS
CZ
N
2
2029-07-23
Fixed
2.75000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
REPUBLIC OF INDONESIA 8.500000% 10/12/2035
Y20721AE9
1265000.00000000
PA
USD
1533780.76000000
0.128413667314
Long
DBT
NUSS
ID
N
2
2035-10-12
Fixed
8.50000000
N
N
N
N
N
N
Republic of Kenya
549300VVURQQYU45PR87
REPUBLIC OF KENYA 8.000000% 05/22/2032
N/A
970000.00000000
PA
USD
655235.00000000
0.054858641793
Long
DBT
NUSS
KE
N
2
2032-05-22
Fixed
8.00000000
N
N
N
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2022-12-12
N/A
1.00000000
NC
-396455.81000000
-0.03319271294
N/A
DFE
HU
N
2
JP MORGAN
N/A
6029631.22000000
USD
2480349100.00000000
HUF
2022-12-12
-396455.81000000
N
N
N
BROKER: GS
N/A
BROKER: GS PAY: FLOAT CETIP DI INTERBANK
N/A
11902918.00000000
NC
-290.93000000
-0.00002435771
N/A
DIR
XX
N
2
BROKER: GS
N/A
Y
2024-01-01
0.00000000
BRL
0.00000000
BRL
-11902918.00000000
BRL
-290.93000000
N
N
N
INDONESIA RUPIAH
N/A
FX Forward Contract: IDR/USD SETTLE 2022-12-21
N/A
1.00000000
NC
-81341.99000000
-0.00681024531
N/A
DFE
ID
N
2
STANDARD BANK
N/A
3544493.78000000
USD
53053982961.00000000
IDR
2022-12-21
-81341.99000000
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 5.148% FIXED
N/A
200000000.00000000
NC
137732.87000000
0.011531493553
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2026-09-02
0.00000000
INR
0.00000000
INR
-200000000.00000000
INR
137732.87000000
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY 2.125000% 09/22/2031
N/A
1810000.00000000
PA
USD
1235589.26000000
0.103447997463
Long
DBT
NUSS
HU
N
2
2031-09-22
Fixed
2.12500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2022-11-21
N/A
1.00000000
NC
USD
2818.93000000
0.000236011005
N/A
DFE
US
N
2
JP MORGAN
N/A
525000.00000000
BRL
98804.93000000
USD
2022-11-21
2818.93000000
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2022-11-03
N/A
1.00000000
NC
-9058.56000000
-0.00075841537
N/A
DFE
BR
N
2
J.P. MORGAN SECURITIES
N/A
270996.02000000
USD
1427271.00000000
BRL
2022-11-03
-9058.56000000
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2022-12-21
N/A
1.00000000
NC
-18715.74000000
-0.00156694937
N/A
DFE
ZA
N
2
CITIGROUP GLOBAL MARKETS
N/A
535847.22000000
USD
9357500.00000000
ZAR
2022-12-21
-18715.74000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 2.632000% 04/15/2031
N/A
7800000.00000000
PA
1457201.70000000
0.122002191703
Long
DBT
NUSS
MY
N
2
2031-04-15
Fixed
2.63200000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2022-10-28
N/A
1.00000000
NC
-6898.95000000
-0.00057760502
N/A
DFE
XX
N
2
JP MORGAN
N/A
325783.58000000
USD
325000.00000000
EUR
2022-10-28
-6898.95000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/IDR SETTLE 2022-10-26
N/A
1.00000000
NC
USD
8085.14000000
0.000676917135
N/A
DFE
US
N
2
JP MORGAN
N/A
5795354509.00000000
IDR
387675.06000000
USD
2022-10-26
8085.14000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.757000% 05/22/2040
N/A
13110000.00000000
PA
2445475.56000000
0.204744050242
Long
DBT
NUSS
MY
N
2
2040-05-22
Fixed
3.75700000
N
N
N
N
N
N
Gobierno de Chile
549300FLZTJM5YJF8D34
BONOS TESORERIA PESOS 4.500000% 03/01/2026
N/A
625000000.00000000
PA
599270.83000000
0.050173119262
Long
DBT
NUSS
CL
N
2
2026-03-01
Fixed
4.50000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 144A 5.350000% 02/12/2028
71654QCH3
279000.00000000
PA
USD
212232.51000000
0.017768872607
Long
DBT
NUSS
MX
Y
2
2028-02-12
Fixed
5.35000000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 7.000000% 06/30/2032
N/A
10917200000.00000000
PA
1631552.99000000
0.136599511694
Long
DBT
NUSS
CO
N
2
2032-06-30
Fixed
7.00000000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2022-12-21
N/A
1.00000000
NC
-154761.76000000
-0.01295721375
N/A
DFE
XX
N
2
JP MORGAN
N/A
9429848.62000000
USD
9410572.00000000
EUR
2022-12-21
-154761.76000000
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
REPUBLIC OF GHANA 10.750000% 10/14/2030
N/A
3054000.00000000
PA
USD
2208042.00000000
0.184865254668
Long
DBT
NUSS
GH
N
2
2030-10-14
Fixed
10.75000000
N
N
N
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
FED REPUBLIC OF BRAZIL 5.000000% 01/27/2045
105756BW9
560000.00000000
PA
USD
406407.38000000
0.034025894345
Long
DBT
NUSS
BR
N
2
2045-01-27
Fixed
5.00000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/HUF SETTLE 2022-10-17
N/A
1.00000000
NC
USD
3349.48000000
0.000280430568
N/A
DFE
US
N
2
JP MORGAN
N/A
23512000.00000000
HUF
57600.36000000
USD
2022-10-17
3349.48000000
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 7.300000% 04/20/2052
836205BE3
1379000.00000000
PA
USD
1051487.50000000
0.088034332892
Long
DBT
NUSS
ZA
N
2
2052-04-20
Fixed
7.30000000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA 3.250000% 04/22/2032
195325DZ5
2555000.00000000
PA
USD
1726835.94000000
0.144576944559
Long
DBT
NUSS
CO
N
2
2032-04-22
Fixed
3.25000000
N
N
N
N
N
N
Financiera de Desarrollo Territorial S.A.
54930036EU95I2CWYJ76
FINANCIERA DE DESARROLLO TERRITORIAL SA FINDETER 1 7.875000% 08/12/2024
31772MAA0
1127000000.00000000
PA
220272.57000000
0.018442015482
Long
DBT
NUSS
CO
Y
2
2024-08-12
Fixed
7.87500000
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
545558.50000000
0.045676128913
Long
DBT
NUSS
BR
N
2
2047-02-21
Fixed
5.62500000
N
N
N
N
N
N
Republika Srbija
254900W94OCY91V32O78
SERBIA TREASURY BONDS 5.875000% 02/08/2028
N/A
28920000.00000000
PA
224602.99000000
0.018804573892
Long
DBT
NUSS
RS
N
2
2028-02-08
Fixed
5.87500000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 4.850000% 09/27/2027
836205AW4
420000.00000000
PA
USD
375291.00000000
0.031420718577
Long
DBT
NUSS
ZA
N
2
2027-09-27
Fixed
4.85000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZAR SETTLE 2022-12-21
N/A
1.00000000
NC
USD
8849.86000000
0.000740942256
N/A
DFE
US
N
2
STANDARD BANK
N/A
3550000.00000000
ZAR
205036.53000000
USD
2022-12-21
8849.86000000
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
POLAND GOVERNMENT BOND 3.750000% 05/25/2027
N/A
3685000.00000000
PA
637081.96000000
0.053338803691
Long
DBT
NUSS
PL
N
2
2027-05-25
Fixed
3.75000000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 5.248000% 09/15/2028
N/A
2667000.00000000
PA
602542.32000000
0.050447020226
Long
DBT
NUSS
MY
N
2
2028-09-15
Fixed
5.24800000
N
N
N
N
N
N
Republic of the Philippines
529900RAHBALMYIJ3T08
REPUBLIC OF PHILIPPINES 3.200000% 07/06/2046
718286CP0
805000.00000000
PA
USD
534614.31000000
0.044759841781
Long
DBT
NUSS
PH
N
2
2046-07-06
Fixed
3.20000000
N
N
N
N
N
N
BRK: STANDARD CHARTERED
N/A
BRK: STANDARD CHARTERED REC: 5.741
N/A
930000000.00000000
NC
-122316.28000000
-0.01024076093
N/A
DIR
XX
N
2
BRK: STANDARD CHARTERED
N/A
Y
2024-01-20
0.00000000
INR
0.00000000
INR
-930000000.00000000
INR
-122316.28000000
N
N
N
BRK: JP MORGAN CHASE
N/A
BRK: JP MORGAN CHASE PAY: 1D BRL CETIP
N/A
3999241.00000000
NC
-63704.05000000
-0.00533353325
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
-63704.05000000
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
398025.00000000
0.033324091203
Long
DBT
NUSS
JM
Y
2
2024-05-25
Fixed
8.75000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 144A 6.950000% 01/28/2060
71654QDA7
308000.00000000
PA
USD
170447.20000000
0.014270455469
Long
DBT
NUSS
MX
Y
2
2060-01-28
Fixed
6.95000000
N
N
N
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY 3.125000% 09/21/2051
N/A
684000.00000000
PA
USD
361540.51000000
0.030269477869
Long
DBT
NUSS
HU
N
2
2051-09-21
Fixed
3.12500000
N
N
N
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 3.775000% 06/25/2032
N/A
181773000.00000000
PA
5054856.54000000
0.423210854495
Long
DBT
NUSS
TH
N
2
2032-06-25
Fixed
3.77500000
N
N
N
N
N
N
Islamic Republic of Pakistan
529900LOP29R5WKHOD86
ISLAMIC REP OF PAKISTAN 7.875000% 03/31/2036
Y8793YAL6
200000.00000000
PA
USD
72088.00000000
0.006035467839
Long
DBT
NUSS
PK
N
2
2036-03-31
Fixed
7.87500000
N
N
N
N
N
N
The State of Qatar
52990074F6OJOAXK4P65
QATAR GOVERNMENT INTERNATIONAL BOND 144A 4.400000% 04/16/2050
74727PBE0
249000.00000000
PA
USD
218811.24000000
0.018319667654
Long
DBT
NUSS
QA
Y
2
2050-04-16
Fixed
4.40000000
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
770884.10000000
0.064541202326
Long
DBT
NUSS
CN
N
2
2171-09-03
Fixed
3.37500000
N
N
N
N
N
N
Russia, Federation of (Government)
5493004EHVGF71PDBU58
RUSSIA GOVT BOND - OFZ 8.500000% 09/17/2031
QJ4075223
118055000.00000000
PA
608381.60000000
0.050935905847
Long
DBT
NUSS
RU
N
2
2031-09-17
Fixed
8.50000000
N
N
N
N
N
N
Government of Bermuda
549300FP5PUZXX9FVJ40
GOVT OF BERMUDA 2.375000% 08/20/2030
G10367AE3
221000.00000000
PA
USD
175803.27000000
0.014718885003
Long
DBT
NUSS
BM
N
2
2030-08-20
Fixed
2.37500000
N
N
N
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/USD SETTLE 2022-12-21
N/A
1.00000000
NC
-864294.36000000
-0.07236184681
N/A
DFE
PA
N
2
CITIGROUP GLOBAL MARKETS
N/A
15490859.66000000
USD
73171075.58000000
PLN
2022-12-21
-864294.36000000
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2022-10-17
N/A
1.00000000
NC
-112787.81000000
-0.00944300299
N/A
DFE
BR
N
2
J.P. MORGAN SECURITIES
N/A
2039784.44000000
USD
10456139.00000000
BRL
2022-10-17
-112787.81000000
N
N
N
Kallpa Generacion S.A.
549300NG1PWEI5BZG095
KALLPA GENERACION SA 144A 4.125000% 08/16/2027
156830AA9
723000.00000000
PA
USD
627289.26000000
0.052518923462
Long
DBT
NUSS
PE
Y
2
2027-08-16
Fixed
4.12500000
N
N
N
N
N
N
Empresa Nacional del Petroleo
549300YP3P0JZBLIV197
EMPRESA NACIONAL DEL PETROLEO 5.250000% 11/06/2029
P37110AN6
749000.00000000
PA
USD
691888.75000000
0.057927426186
Long
DBT
NUSS
CL
N
2
2029-11-06
Fixed
5.25000000
N
N
N
N
N
N
Gobierno de la Republica Dominicana
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC 5.500000% 02/22/2029
P3579ECP0
927000.00000000
PA
USD
797911.76000000
0.066804055681
Long
DBT
NUSS
DO
N
2
2029-02-22
Fixed
5.50000000
N
N
N
N
N
N
Republic of the Philippines
529900RAHBALMYIJ3T08
REPUBLIC OF PHILIPPINES 1.750000% 04/28/2041
N/A
402000.00000000
PA
236370.97000000
0.019789831699
Long
DBT
NUSS
PH
N
2
2041-04-28
Fixed
1.75000000
N
N
N
N
N
N
Gobierno de la Republica Dominicana
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC 4.500000% 01/30/2030
P3579ECF2
1873000.00000000
PA
USD
1471927.95000000
0.123235126564
Long
DBT
NUSS
DO
N
2
2030-01-30
Fixed
4.50000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EGP SETTLE 2022-11-01
N/A
1.00000000
NC
USD
-7636.90000000
-0.00063938886
N/A
DFE
US
N
2
STANDARD BANK
N/A
5663061.50000000
EGP
269669.60000000
USD
2022-11-01
-7636.90000000
N
N
N
Democratic Socialist Republic of Sri Lanka
254900HXCCIOHM74FA02
REPUBLIC OF SRI LANKA 7.850000% 03/14/2029
Y8137FAP3
1598000.00000000
PA
USD
391302.95000000
0.032761296888
Long
DBT
NUSS
LK
N
2
2029-03-14
Fixed
7.85000000
Y
N
N
N
N
N
Gaz Capital S.A.
213800568PRHV2JR9650
GAZPROM PJSC VIA GAZ CAPITAL SA 144A 4.950000% 02/06/2028
368266AT9
497000.00000000
PA
USD
238560.00000000
0.019973105200
Long
DBT
NUSS
RU
Y
2
2028-02-06
Fixed
4.95000000
N
N
N
N
N
N
WANDA PROPERTIES OVERSEAS LIMITED
549300BJ7FGBP0KHXY31
WANDA PROPERTIES OVERSEAS LTD 6.875000% 07/23/2023
N/A
232000.00000000
PA
USD
184372.72000000
0.015436350321
Long
DBT
NUSS
CN
N
2
2023-07-23
Fixed
6.87500000
N
N
N
N
N
N
Belarus, Republic of (Government)
635400CVCOWYLHF4ZB08
REPUBLIC OF BELARUS 5.875000% 02/24/2026
N/A
452000.00000000
PA
USD
110740.00000000
0.009271552942
Long
DBT
NUSS
BY
N
2
2026-02-24
Fixed
5.87500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PHP SETTLE 2022-12-21
N/A
1.00000000
NC
USD
-2809.96000000
-0.00023526000
N/A
DFE
US
N
2
STANDARD BANK
N/A
25944082.71000000
PHP
436548.59000000
USD
2022-12-21
-2809.96000000
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 7.000000% 06/30/2032
N/A
3621700000.00000000
PA
541255.59000000
0.045315873740
Long
DBT
NUSS
CO
N
2
2032-06-30
Fixed
7.00000000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP
N/A
4807975.00000000
NC
-71516.16000000
-0.00598759132
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2024-01-02
0.00000000
BRL
0.00000000
BRL
-4807975.00000000
BRL
-71516.16000000
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
UNITED MEXICAN STATES 3.500000% 02/12/2034
91087BAR1
203000.00000000
PA
USD
154252.22000000
0.012914553225
Long
DBT
NUSS
MX
N
2
2034-02-12
Fixed
3.50000000
N
N
N
N
N
N
BRK: GOLDMAN SACHS INTERNATIONAL
N/A
BRK: GOLDMAN SACHS INTERNATIONAL REC: 8.84211402% FIXED
N/A
50000000.00000000
NC
-53874.73000000
-0.00451058706
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS INTERNATIONAL
N/A
Y
2025-05-29
0.00000000
MXN
-3058.24000000
MXN
-50000000.00000000
MXN
-50816.49000000
N
N
N
Republica del Ecuador
5299003Y2U5XK0A35H71
ECUADOR GOVERNMENT INTERNATIONAL BOND 144A ZERO COUPON 07/31/2030
N/A
112225.00000000
PA
USD
32189.98000000
0.002695061439
Long
DBT
NUSS
EC
Y
2
2030-07-31
Fixed
0.00000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 8.375000% 03/15/2034
N/A
30833000000.00000000
PA
2148135.26000000
0.179849645931
Long
DBT
NUSS
ID
N
2
2034-03-15
Fixed
8.37500000
N
N
N
N
N
N
MDGH GMTN (RSC) LTD
213800WRY6FRL9IXLT77
MDGH GMTN RSC LTD MTN 4.500000% 11/07/2028
55276VAG7
548000.00000000
PA
USD
538391.37000000
0.045076070892
Long
DBT
NUSS
AE
Y
2
2028-11-07
Fixed
4.50000000
N
N
N
N
N
N
CENCOSUD S.A.
549300NLTGCFV7482429
CENCOSUD SA 144A 4.375000% 07/17/2027
15132HAH4
1819000.00000000
PA
USD
1651857.37000000
0.138299467755
Long
DBT
NUSS
CL
Y
2
2027-07-17
Fixed
4.37500000
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
188655.76000000
0.015794941906
Long
DBT
NUSS
BR
Y
2
2030-02-04
Fixed
4.62500000
N
N
N
N
N
N
BRK: JPMORGAN CHASE
N/A
BRK: JPMORGAN CHASE PAY:1D BRL CETIP
N/A
6669601.00000000
NC
-114913.77000000
-0.00962099604
N/A
DIR
XX
N
2
BRK: JPMORGAN CHASE
N/A
Y
2024-01-02
0.00000000
BRL
0.00000000
BRL
-6669601.00000000
BRL
-114913.77000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NGN SETTLE 2023-05-17
N/A
1.00000000
NC
USD
6634.03000000
0.000555424962
N/A
DFE
US
N
2
STANDARD BANK
N/A
264721975.61000000
NGN
528756.57000000
USD
2023-05-17
6634.03000000
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2022-12-21
N/A
1.00000000
NC
-158824.31000000
-0.01329734512
N/A
DFE
HU
N
2
CITIGROUP GLOBAL MARKETS
N/A
1684076.99000000
USD
673070000.00000000
HUF
2022-12-21
-158824.31000000
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 10.500000% 12/21/2026
N/A
105201877.00000000
PA
6030267.00000000
0.504875742705
Long
DBT
NUSS
ZA
N
2
2026-12-21
Fixed
10.50000000
N
N
N
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
POLAND GOVERNMENT BOND 2.750000% 10/25/2029
N/A
11775000.00000000
PA
1780673.72000000
0.149084438035
Long
DBT
NUSS
PL
N
2
2029-10-25
Fixed
2.75000000
N
N
N
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2022-10-17
N/A
1.00000000
NC
-46139.68000000
-0.00386298072
N/A
DFE
HU
N
2
JP MORGAN
N/A
954773.91000000
USD
393796500.00000000
HUF
2022-10-17
-46139.68000000
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
7182.71000000
0.000601362434
Long
DBT
NUSS
RU
Y
2
2025-11-22
Fixed
6.80000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT BOND 14.292000% 01/05/2028
N/A
19000000.00000000
PA
827857.31000000
0.069311205331
Long
DBT
NUSS
EG
N
2
2028-01-05
Fixed
14.29200000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 28D MEXICAN INTERBANK RATE TIIE
N/A
27590294.00000000
NC
-149179.65000000
-0.01248985933
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2026-04-06
0.00000000
MXN
0.00000000
MXN
-27590294.00000000
MXN
-149179.65000000
N
N
N
Turkiye Cumhuriyeti
5493000PCHOG3B6S3Q85
TURKEY GOVERNMENT BOND 1.5% 06/18/2025
N/A
15999624.00000000
PA
2796410.74000000
0.234125611563
Long
DBT
USGA
TR
N
2
2025-06-18
Fixed
1.50000000
N
N
N
N
N
N
N/A
N/A
R2032 BOND FUTURE NOV22 FINANCIAL COMMODITY FUTURE.
N/A
619.00000000
NC
2858280.08000000
0.239305536264
N/A
DIR
ZA
N
1
MORGAN STANLEY & CO, INC
N/A
Long
South African Govt. Bond Futures
Johannesburg Stock Exchange R2032 Bond Future Nov 2022
2022-11-06
3135661.05000000
ZAR
-277380.97000000
N
N
N
Republica de Guatemala
529900QKDFFU9UWW5315
REPUBLIC OF GUATEMALA 3.700000% 10/07/2033
P5015VAM8
700000.00000000
PA
USD
507512.30000000
0.042490763575
Long
DBT
NUSS
GT
N
2
2033-10-07
Fixed
3.70000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 6.500000% 01/23/2029
71654QCP5
955000.00000000
PA
USD
735254.50000000
0.061558163471
Long
DBT
NUSS
MX
N
2
2029-01-23
Fixed
6.50000000
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
543470.40000000
0.045501305636
Long
DBT
NUSS
ID
Y
2
2048-05-21
Fixed
6.15000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 6.700000% 02/16/2032
71643VAB1
5490000.00000000
PA
USD
3851921.25000000
0.322496765389
Long
DBT
NUSS
MX
N
2
2032-02-16
Fixed
6.70000000
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
1026306.00000000
0.085926046722
Long
DBT
NUSS
CN
N
2
2025-10-21
Fixed
0.55000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NGN SETTLE 2023-03-22
N/A
1.00000000
NC
USD
7963.37000000
0.000666722110
N/A
DFE
US
N
2
STANDARD BANK
N/A
106334023.19000000
NGN
225810.20000000
USD
2023-03-22
7963.37000000
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie B 6.000000% 08/15/2050
N/A
519000.00000000
PA
387496.17000000
0.032442579511
Long
DBT
NUSS
BR
N
2
2050-08-15
Fixed
6.00000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 7.190000% 09/12/2024
P78625DC4
45182100.00000000
PA
2029320.18000000
0.169902018113
Long
DBT
NUSS
MX
N
2
2024-09-12
Fixed
7.19000000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP
N/A
6361099.00000000
NC
-21592.90000000
-0.00180783561
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2023-01-02
0.00000000
BRL
0.00000000
BRL
-6361099.00000000
BRL
-21592.90000000
N
N
N
Republique du Senegal
549300NP14ZLQGWIUZ97
REPUBLIC OF SENEGAL 4.750000% 03/13/2028
N/A
827000.00000000
PA
652918.19000000
0.054664670088
Long
DBT
NUSS
SN
N
2
2028-03-13
Fixed
4.75000000
N
N
N
N
N
N
Republic of Lebanon
529900QPC4K9S1KHL354
LEBANESE REPUBLIC 8.250000% 05/17/2034
N/A
7412000.00000000
PA
USD
416999.12000000
0.034912673090
Long
DBT
NUSS
LB
N
2
2034-05-17
Fixed
8.25000000
Y
N
N
N
N
N
Ceska republika
3157007EFDLQABN47912
CZECH REPUBLIC 2.000000% 10/13/2033
N/A
38630000.00000000
PA
1115069.60000000
0.093357656048
Long
DBT
NUSS
CZ
N
2
2033-10-13
Fixed
2.00000000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA 6.125000% 01/18/2041
195325BM6
684000.00000000
PA
USD
502619.80000000
0.042081145797
Long
DBT
NUSS
CO
N
2
2041-01-18
Fixed
6.12500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2022-11-03
N/A
1.00000000
NC
USD
37461.41000000
0.003136404606
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
5376932.00000000
BRL
1024253.61000000
USD
2022-11-03
37461.41000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/KRW SETTLE 2022-12-14
N/A
1.00000000
NC
USD
21591.03000000
0.001807679047
N/A
DFE
US
N
2
JP MORGAN
N/A
709334700.00000000
KRW
516635.01000000
USD
2022-12-14
21591.03000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.582000% 07/15/2032
N/A
1900000.00000000
PA
381303.00000000
0.031924064941
Long
DBT
NUSS
MY
N
2
2032-07-15
Fixed
3.58200000
N
N
N
N
N
N
Republica de Angola
549300QHR2R3J8JSGK83
ANGOLAN GOVERNMENT INTERNATIONAL BOND MTN 8.000000% 11/26/2029
N/A
377000.00000000
PA
USD
282832.94000000
0.023679795711
Long
DBT
NUSS
AO
N
2
2029-11-26
Fixed
8.00000000
N
N
N
N
N
N
Gobierno de Chile
549300FLZTJM5YJF8D34
REPUBLIC OF CHILE 1.875000% 05/27/2030
N/A
230000.00000000
PA
187015.68000000
0.015657628482
Long
DBT
NUSS
CL
N
2
2030-05-27
Fixed
1.87500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EGP SETTLE 2022-12-21
N/A
1.00000000
NC
USD
-36613.00000000
-0.00306537265
N/A
DFE
US
N
2
STANDARD BANK
N/A
23666845.61000000
EGP
1075765.71000000
USD
2022-12-21
-36613.00000000
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
REPUBLIC OF GHANA 8.750000% 03/11/2061
N/A
693000.00000000
PA
USD
253291.50000000
0.021206479610
Long
DBT
NUSS
GH
N
2
2061-03-11
Fixed
8.75000000
N
N
N
N
N
N
BRK: MORGAN STANLEY
N/A
BRK: MORGAN STANLEY REC:2.355
N/A
15800000.00000000
NC
-7896.66000000
-0.00066113690
N/A
DIR
XX
N
2
BRK: MORGAN STANLEY
N/A
Y
2027-01-18
0.00000000
CNY
0.00000000
CNY
-15800000.00000000
CNY
-7896.66000000
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 7.50000% 10/18/2034
P6S32JS68
11845700000.00000000
PA
1724175.21000000
0.144354178629
Long
DBT
NUSS
CO
N
2
2034-10-18
Fixed
7.25000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 7.500000% 05/15/2038
N/A
2137000000.00000000
PA
140776.06000000
0.011786280416
Long
DBT
NUSS
ID
N
2
2038-05-15
Fixed
7.50000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/KRW SETTLE 2022-11-21
N/A
1.00000000
NC
USD
4324.29000000
0.000362045183
N/A
DFE
US
N
2
JP MORGAN
N/A
63823000.00000000
KRW
48805.54000000
USD
2022-11-21
4324.29000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2022-10-28
N/A
1.00000000
NC
USD
4700.21000000
0.000393518564
N/A
DFE
US
N
2
JP MORGAN
N/A
239057.48000000
EUR
239259.46000000
USD
2022-10-28
4700.21000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.900000% 11/30/2026
N/A
3285000.00000000
PA
704762.62000000
0.059005273100
Long
DBT
NUSS
MY
N
2
2026-11-30
Fixed
3.90000000
N
N
N
N
N
N
Republique du Benin
635400Q11P6AE5A5Y230
BENIN INTL GOV BOND 6.875000% 01/19/2052
N/A
158000.00000000
PA
97236.01000000
0.008140950104
Long
DBT
NUSS
BJ
N
2
2052-01-19
Fixed
6.87500000
N
N
N
N
N
N
United States of America
N/A
US 2YR NOTE (CBT) DEC22 FINANCIAL COMMODITY FUTURE.
N/A
42.00000000
NC
USD
8626406.25000000
0.722233901475
N/A
DIR
US
N
1
GOLDMAN, SACHS & CO.
N/A
Long
U.S. Treasury Futures
US 2-YEAR NOTE (Globex) Dec 2022
2023-01-02
8774470.82000000
USD
-148064.57000000
N
N
N
Fondo MIVIVIENDA S.A.
549300X41PNOK11PZ670
FONDO MIVIVIENDA SA 144A 7.000000% 02/14/2024
344593AE8
3704000.00000000
PA
911193.68000000
0.076288427351
Long
DBT
NUSS
PE
Y
2
2024-02-14
Fixed
7.00000000
N
N
N
N
N
N
PHILLIPINE PESO
N/A
FX Forward Contract: PHP/USD SETTLE 2022-10-18
N/A
1.00000000
NC
-55939.05000000
-0.00468341939
N/A
DFE
PH
N
2
JP MORGAN
N/A
1841013.61000000
USD
104799700.00000000
PHP
2022-10-18
-55939.05000000
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY 3.125000% 09/21/2051
N/A
2887000.00000000
PA
USD
1525975.82000000
0.127760209535
Long
DBT
NUSS
HU
N
2
2051-09-21
Fixed
3.12500000
N
N
N
N
N
N
CZECH REPUBLIC KORUNA
N/A
FX Forward Contract: CZK/EUR SETTLE 2022-12-21
N/A
1.00000000
NC
7881.57000000
0.000659873519
N/A
DFE
CZ
N
2
GOLDMAN, SACHS & CO.
N/A
1908786.16000000
EUR
47653801.00000000
CZK
2022-12-21
7881.57000000
N
N
N
Republica Del Paraguay
529900UXKJTJPCU0HK83
REPUBLIC OF PARAGUAY 4.950000% 04/28/2031
P75744AJ4
880000.00000000
PA
USD
782930.20000000
0.065549745344
Long
DBT
NUSS
PY
N
2
2031-04-28
Fixed
4.95000000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 4.065000% 06/15/2050
N/A
1019000.00000000
PA
188083.18000000
0.015747003439
Long
DBT
NUSS
MY
N
2
2050-06-15
Fixed
4.06500000
N
N
N
N
N
N
The State of Qatar
52990074F6OJOAXK4P65
STATE OF QATAR 5.103000% 04/23/2048
N/A
214000.00000000
PA
USD
207040.72000000
0.017334197188
Long
DBT
NUSS
QA
N
2
2048-04-23
Fixed
5.10300000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIA GOVERNMENT BOND 4.150000% 10/24/2030
N/A
2875000.00000000
PA
422213.84000000
0.035349268291
Long
DBT
NUSS
RO
N
2
2030-10-24
Fixed
4.15000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 6.500000% 02/15/2031
N/A
6023000000.00000000
PA
373855.15000000
0.031300504027
Long
DBT
NUSS
ID
N
2
2031-02-15
Fixed
6.50000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 8.750000% 05/15/2031
N/A
11951000000.00000000
PA
845481.75000000
0.070786787131
Long
DBT
NUSS
ID
N
2
2031-05-15
Fixed
8.75000000
N
N
N
N
N
N
Government of Mongolia
254900PW61ADCBDCLP71
MONGOLIA INTL BOND 3.500000% 07/07/2027
Y6142NAF5
494000.00000000
PA
USD
364320.16000000
0.030502200211
Long
DBT
NUSS
MN
N
2
2027-07-07
Fixed
3.50000000
N
N
N
N
N
N
Democratic Socialist Republic of Sri Lanka
254900HXCCIOHM74FA02
REPUBLIC OF SRI LANKA 7.550000% 03/28/2030
Y8137FAR9
1255000.00000000
PA
USD
307108.18000000
0.025712206518
Long
DBT
NUSS
LK
N
2
2030-03-28
Fixed
7.55000000
Y
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.733000% 06/15/2028
N/A
9219000.00000000
PA
1927710.10000000
0.161394855063
Long
DBT
NUSS
MY
N
2
2028-06-15
Fixed
3.73300000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIA GOVERNMENT BOND 6.700000% 02/25/2032
N/A
2000000.00000000
PA
345612.07000000
0.028935891317
Long
DBT
NUSS
RO
N
2
2032-02-25
Fixed
6.70000000
N
N
N
N
N
N
BROKER: GOLDMAN SACHS
N/A
BROKER: GOLDMAN SACHS PAY: FIXED 7%
N/A
264995633.00000000
NC
-28966.32000000
-0.00242516497
N/A
DIR
XX
N
2
BROKER: GOLDMAN SACHS
N/A
Y
2027-06-27
0.00000000
INR
0.00000000
INR
-264995633.00000000
INR
-28966.32000000
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 8.500000% 01/31/2037
N/A
83034653.00000000
PA
3563941.09000000
0.298386025821
Long
DBT
NUSS
ZA
N
2
2037-01-31
Fixed
8.50000000
N
N
N
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2022-12-21
N/A
1.00000000
NC
-4251.00000000
-0.00035590908
N/A
DFE
MX
N
2
GOLDMAN, SACHS & CO.
N/A
1405410.06000000
USD
28572647.00000000
MXN
2022-12-21
-4251.00000000
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
475742.00000000
0.039830839262
Long
DBT
NUSS
PA
Y
2
2049-05-02
Fixed
5.12500000
N
N
N
N
N
N
Republika Srbija
254900W94OCY91V32O78
SERBIA INTERNATIONAL BOND MTN 2.050000% 09/23/2036
N/A
1141000.00000000
PA
584041.95000000
0.048898102402
Long
DBT
NUSS
RS
N
2
2036-09-23
Fixed
2.05000000
N
N
N
N
N
N
Qatar Energy
254900QTESJKJ3P87J26
QATAR ENERGY 144A 3.125000% 07/12/2041
74730DAE3
292000.00000000
PA
USD
212951.51000000
0.017829069885
Long
DBT
NUSS
QA
Y
2
2041-07-12
Fixed
3.12500000
N
N
N
N
N
N
Republic of Lebanon
529900QPC4K9S1KHL354
LEBANESE REPUBLIC 6.650000% 04/22/2024
N/A
2250000.00000000
PA
USD
130286.95000000
0.010908094226
Long
DBT
NUSS
LB
N
2
2024-04-22
Fixed
6.65000000
Y
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/THB SETTLE 2022-12-21
N/A
1.00000000
NC
USD
5218.36000000
0.000436899954
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
14470985.00000000
THB
391288.54000000
USD
2022-12-21
5218.36000000
N
N
N
SHARJAH SUKUK PROGRAMME LIMITED
549300N3BQ9P6RRMVV02
SHARJAH SUKUK PROGRAM LTD MTN 3.854000% 04/03/2026
N/A
359000.00000000
PA
USD
331626.25000000
0.027764947931
Long
DBT
NUSS
AE
N
2
2026-04-03
Fixed
3.85400000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 3.375000% 01/28/2050
N/A
1085000.00000000
PA
545974.70000000
0.045710974681
Long
DBT
NUSS
RO
Y
2
2050-01-28
Fixed
3.37500000
N
N
N
N
N
N
BRK: JP MORGAN CHASE
N/A
BRK: JP MORGAN CHASE PAY:8.37
N/A
11102749344.00000000
NC
93781.18000000
0.007851699253
N/A
DIR
XX
N
2
BRK: JP MORGAN CHASE
N/A
Y
2024-04-13
0.00000000
COP
0.00000000
COP
-11102749344.00000000
COP
93781.18000000
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
-388355.43000000
-0.03251451986
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2025-06-17
0.00000000
CLP
0.00000000
CLP
-1931133335.00000000
CLP
-388355.43000000
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
616411.74000000
0.051608218184
Long
DBT
NUSS
ID
Y
2
2023-11-15
Fixed
5.71000000
N
N
N
N
N
N
INDONESIA RUPIAH
N/A
FX Forward Contract: IDR/USD SETTLE 2022-12-21
N/A
1.00000000
NC
-1318.91000000
-0.00011042391
N/A
DFE
ID
N
2
STANDARD BANK
N/A
202322.80000000
USD
3079292386.00000000
IDR
2022-12-21
-1318.91000000
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
-383064.40000000
-0.03207153571
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
-383064.40000000
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT INTERNATIONAL BOND MTN 7.052900% 01/15/2032
03846JX21
1152000.00000000
PA
USD
694328.83000000
0.058131718500
Long
DBT
NUSS
EG
Y
2
2032-01-15
Fixed
7.05290000
N
N
N
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
FED REPUBLIC OF BRAZIL 2.875000% 06/06/2025
105756CD0
3491000.00000000
PA
USD
3264308.56000000
0.273299707732
Long
DBT
NUSS
BR
N
2
2025-06-06
Fixed
2.87500000
N
N
N
N
N
N
Democratic Socialist Republic of Sri Lanka
254900HXCCIOHM74FA02
REPUBLIC OF SRI LANKA 6.850000% 03/14/2024
Y8137FAN8
512000.00000000
PA
USD
126013.46000000
0.010550302201
Long
DBT
NUSS
LK
N
2
2024-03-14
Fixed
6.85000000
Y
N
N
N
N
N
Kingdom of Saudi Arabia
635400FMICXSM3SI3H65
SAUDI INTERNATIONAL BOND 5.250000% 01/16/2050
N/A
680000.00000000
PA
USD
635827.20000000
0.053233750650
Long
DBT
NUSS
SA
N
2
2050-01-16
Fixed
5.25000000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 2.875000% 04/13/2042
N/A
260000.00000000
PA
130538.71000000
0.010929172483
Long
DBT
NUSS
RO
Y
2
2042-04-13
Fixed
2.87500000
N
N
N
N
N
N
Joint-Stock Cornpany Uzbekneftegaz
213800LUZJZFLJD4MJ51
UZBEKNEFTEGAZ JSC 144A 4.750000% 11/16/2028
91825MAB9
592000.00000000
PA
USD
446675.84000000
0.037397315320
Long
DBT
NUSS
UZ
Y
2
2028-11-16
Fixed
4.75000000
N
N
N
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY 5.500000% 06/16/2034
N/A
381000.00000000
PA
USD
321315.59000000
0.026901702220
Long
DBT
NUSS
HU
N
2
2034-06-16
Fixed
5.50000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/UGX SETTLE 2022-10-19
N/A
1.00000000
NC
USD
-329.96000000
-0.00002762544
N/A
DFE
US
N
2
STANDARD BANK
N/A
395889090.00000000
UGX
102164.93000000
USD
2022-10-19
-329.96000000
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 7.125000% 06/15/2042
N/A
13000000000.00000000
PA
830207.19000000
0.069507945776
Long
DBT
NUSS
ID
N
2
2042-06-15
Fixed
7.12500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NGN SETTLE 2023-03-15
N/A
1.00000000
NC
USD
8784.73000000
0.000735489337
N/A
DFE
US
N
2
STANDARD BANK
N/A
171036831.89000000
NGN
360837.20000000
USD
2023-03-15
8784.73000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/IDR SETTLE 2022-10-28
N/A
1.00000000
NC
USD
54482.96000000
0.004561510277
N/A
DFE
US
N
2
JP MORGAN
N/A
57148726161.00000000
IDR
3796753.00000000
USD
2022-10-28
54482.96000000
N
N
N
Islamic Republic of Pakistan
529900LOP29R5WKHOD86
PAKISTAN GOVERNMENT INTERNATIONAL BOND MTN 6.000000% 04/08/2026
695847AS2
2277000.00000000
PA
USD
874823.40000000
0.073243376091
Long
DBT
NUSS
PK
Y
2
2026-04-08
Fixed
6.00000000
N
N
N
N
N
N
JANUB GAZ DAHLIZI GAPALI SAHMDAR JAMIYYATI
213800DG58KG59XY6318
SOUTHERN GAS CORRIDOR CJSC 6.875000% 03/24/2026
N/A
5562000.00000000
PA
USD
5470783.20000000
0.458033737358
Long
DBT
NUSS
AZ
N
2
2026-03-24
Fixed
6.87500000
N
N
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
BONOS DE TESORERIA 5.400000% 08/12/2034
N/A
4002000.00000000
PA
750067.14000000
0.062798331215
Long
DBT
NUSS
PE
N
2
2034-08-12
Fixed
5.40000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NGN SETTLE 2023-03-22
N/A
1.00000000
NC
USD
9645.12000000
0.000807524297
N/A
DFE
US
N
2
STANDARD BANK
N/A
129963806.11000000
NGN
275902.36000000
USD
2023-03-22
9645.12000000
N
N
N
Federal Republic of Nigeria
549300GSBZD84TNEQ285
NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 6.500000% 11/28/2027
N/A
130000.00000000
PA
USD
93906.80000000
0.007862216614
Long
DBT
NUSS
NG
N
2
2027-11-28
Fixed
6.50000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/COP SETTLE 2022-12-12
N/A
1.00000000
NC
USD
7104.32000000
0.000594799340
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
847804751.00000000
COP
189474.75000000
USD
2022-12-12
7104.32000000
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2022-10-28
N/A
1.00000000
NC
-11960.90000000
-0.00100140976
N/A
DFE
XX
N
2
JP MORGAN
N/A
377314.92000000
USD
372360.55000000
EUR
2022-10-28
-11960.90000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ILS SETTLE 2022-11-30
N/A
1.00000000
NC
USD
234775.23000000
0.019656230580
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
9803671.00000000
ILS
3005943.31000000
USD
2022-11-30
234775.23000000
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEX BONOS DESARR FIX RT 7.750000% 05/29/2031
N/A
120891600.00000000
PA
5335764.13000000
0.446729452947
Long
DBT
NUSS
MX
N
2
2031-05-29
Fixed
7.75000000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 5.248000% 09/15/2028
N/A
950000.00000000
PA
214628.87000000
0.017969504525
Long
DBT
NUSS
MY
N
2
2028-09-15
Fixed
5.24800000
N
N
N
N
N
N
TELECOMUNICACIONES DIGITALES, S.A.
5299008Q5GONPYNF9J32
CABLE ONDA SA 144A 4.500000% 01/30/2030
12686LAA7
208000.00000000
PA
USD
163746.25000000
0.013709427722
Long
DBT
NUSS
PA
Y
2
2030-01-30
Fixed
4.50000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
REPUBLIC OF INDONESIA 2.150000% 07/28/2031
455780CY0
1973000.00000000
PA
USD
1536670.81000000
0.128655632742
Long
DBT
NUSS
ID
N
2
2031-07-28
Fixed
2.15000000
N
N
N
N
N
N
The Hashemite Kingdom of Jordan
5493000JZ4MYPVMBVN50
KINGDOM OF JORDAN 5.850000% 07/07/2030
N/A
505000.00000000
PA
USD
410312.50000000
0.034352845102
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/HUF SETTLE 2022-11-30
N/A
1.00000000
NC
35987.99000000
0.003013044560
N/A
DFE
XX
N
2
GOLDMAN, SACHS & CO.
N/A
395261310.00000000
HUF
952207.44000000
EUR
2022-11-30
35987.99000000
N
N
N
Republica de El Salvador
529900AKDMUSFSDOM949
EL SALVADOR GOVERNMENT INTERNATIONAL BOND 144A 7.625000% 02/01/2041
283875AQ5
545000.00000000
PA
USD
172166.74000000
0.014414421571
Long
DBT
NUSS
SV
Y
2
2041-02-01
Fixed
7.62500000
N
N
N
N
N
N
PRIVATE JOINT STOCK COMPANY NATIONAL POWER COMPANY UKRENERGO
8945009LCLS92V4AK321
NPC UKRENERGO 144A 6.875000% 11/09/2026
63718LAA2
300000.00000000
PA
USD
57417.60000000
0.004807208941
Long
DBT
NUSS
UA
Y
2
2026-11-09
Fixed
6.87500000
N
N
N
N
N
N
PETROLEOS DEL PERU - PETROPERU S.A.
549300ZMGDLC9JT2OR80
PETROLEOS DEL PERU SA 144A 5.625000% 06/19/2047
716564AB5
197000.00000000
PA
USD
118278.80000000
0.009902728518
Long
DBT
NUSS
PE
Y
2
2047-06-19
Fixed
5.62500000
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
382024.29000000
0.031984453946
Long
DBT
NUSS
CO
Y
2
2027-11-08
Fixed
8.37500000
N
N
N
N
N
N
CHINALCO CAPITAL HOLDINGS LIMITED
5493003PX4GYVUD3CQ19
CHINALCO CAPITAL HOLDINGS LTD 4.100000% MATURITY: PERPETUAL
N/A
224000.00000000
PA
USD
217944.20000000
0.018247075932
Long
DBT
NUSS
CN
N
2
2171-03-11
Fixed
4.10000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2022-10-17
N/A
1.00000000
NC
USD
89422.04000000
0.007486736301
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
10456139.00000000
BRL
2016418.67000000
USD
2022-10-17
89422.04000000
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
REPUBLIC OF PERU 6.350000% 08/12/2028
P78024AC3
11856000.00000000
PA
2709851.52000000
0.226878560896
Long
DBT
NUSS
PE
N
2
2028-08-12
Fixed
6.35000000
N
N
N
N
N
N
Republic of the Philippines
529900RAHBALMYIJ3T08
REPUBLIC OF PHILIPPINES 1.950000% 01/06/2032
718286CN5
5087000.00000000
PA
USD
3865444.85000000
0.323629010047
Long
DBT
NUSS
PH
N
2
2032-01-06
Fixed
1.95000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 5.650000% 09/27/2047
836205AX2
386000.00000000
PA
USD
247634.44000000
0.020732850106
Long
DBT
NUSS
ZA
N
2
2047-09-27
Fixed
5.65000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/HUF SETTLE 2022-10-17
N/A
1.00000000
NC
USD
3758.87000000
0.000314706178
N/A
DFE
US
N
2
JP MORGAN
N/A
18619000.00000000
HUF
46719.79000000
USD
2022-10-17
3758.87000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.733000% 06/15/2028
N/A
6822000.00000000
PA
1426492.93000000
0.119431142517
Long
DBT
NUSS
MY
N
2
2028-06-15
Fixed
3.73300000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 5.650000% 09/27/2047
836205AX2
560000.00000000
PA
USD
359262.40000000
0.030078746268
Long
DBT
NUSS
ZA
N
2
2047-09-27
Fixed
5.65000000
N
N
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
JPMORGAN CHASE BANK NA MTN 7.500000% 06/15/2035
ZR7661609
36336000000.00000000
PA
2386137.57000000
0.199776059310
Long
DBT
CORP
US
Y
2
2035-06-15
Fixed
7.50000000
N
N
N
N
N
N
INDONESIA RUPIAH
N/A
FX Forward Contract: IDR/USD SETTLE 2022-12-21
N/A
1.00000000
NC
-4370.10000000
-0.00036588056
N/A
DFE
ID
N
2
MORGAN STANLEY & CO, INC
N/A
253912.37000000
USD
3822879299.00000000
IDR
2022-12-21
-4370.10000000
N
N
N
Republica de Guatemala
529900QKDFFU9UWW5315
REPUBLIC OF GUATEMALA 5.375000% 04/24/2032
P5015VAK2
540000.00000000
PA
USD
468887.40000000
0.039256947382
Long
DBT
NUSS
GT
N
2
2032-04-24
Fixed
5.37500000
N
N
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
BONOS DE TESORERIA 6.150000% 08/12/2032
N/A
4479000.00000000
PA
928686.47000000
0.077752986937
Long
DBT
NUSS
PE
N
2
2032-08-12
Fixed
6.15000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PHP SETTLE 2022-12-21
N/A
1.00000000
NC
USD
-6410.51000000
-0.00053671106
N/A
DFE
US
N
2
STANDARD BANK
N/A
116442200.00000000
PHP
1965518.00000000
USD
2022-12-21
-6410.51000000
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVERNMENT BOND 2.880000% 11/05/2023
N/A
25000000.00000000
PA
3561414.78000000
0.298174514019
Long
DBT
NUSS
CN
N
2
2023-11-05
Fixed
2.88000000
N
N
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
REPUBLIC OF PERU 3.750000% 03/01/2030
JK2053607
200000.00000000
PA
178806.20000000
0.014970301153
Long
DBT
NUSS
PE
N
2
2030-03-01
Fixed
3.75000000
N
N
N
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
LETRA TESOURO NACIONAL ZERO COUPON 01/01/2024
N/A
58000000.00000000
PA
9229804.86000000
0.772752613395
Long
DBT
NUSS
BR
N
2
2024-01-01
None
0.00000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 8.375000% 03/15/2034
N/A
14690000000.00000000
PA
1023452.37000000
0.085687130508
Long
DBT
NUSS
ID
N
2
2034-03-15
Fixed
8.37500000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIA GOVERNMENT BOND 4.750000% 10/11/2034
N/A
2535000.00000000
PA
356252.37000000
0.029826735680
Long
DBT
NUSS
RO
N
2
2034-10-11
Fixed
4.75000000
N
N
N
N
N
N
Republica Argentina
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA 1.500000% 07/09/2046
040114HW3
1056000.00000000
PA
USD
200220.17000000
0.016763156097
Long
DBT
NUSS
AR
N
2
2046-07-09
Fixed
1.50000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PHP SETTLE 2022-12-21
N/A
1.00000000
NC
USD
-14413.53000000
-0.00120675281
N/A
DFE
US
N
2
STANDARD BANK
N/A
168328544.86000000
PHP
2836201.26000000
USD
2022-12-21
-14413.53000000
N
N
N
Romania
315700IASY927EDWBK92
ROMANIA GOVERNMENT BOND 4.400000% 09/25/2023
N/A
790000.00000000
PA
151179.57000000
0.012657299865
Long
DBT
NUSS
RO
N
2
2023-09-25
Fixed
4.40000000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA 3.875000% 02/15/2061
195325DX0
822000.00000000
PA
USD
419417.74000000
0.035115168695
Long
DBT
NUSS
CO
N
2
2061-02-15
Fixed
3.87500000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
REPUBLIC OF GHANA 10.750000% 10/14/2030
N/A
1370000.00000000
PA
USD
990510.00000000
0.082929076259
Long
DBT
NUSS
GH
N
2
2030-10-14
Fixed
10.75000000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA 4.375000% 03/21/2023
195325BP9
2871000000.00000000
PA
598697.22000000
0.050125094561
Long
DBT
NUSS
CO
N
2
2023-03-21
Fixed
4.37500000
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
220000.00000000
PA
USD
218046.40000000
0.018255632485
Long
DBT
NUSS
BH
Y
2
2024-11-07
Fixed
7.62500000
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
532700.10000000
0.044599577203
Long
DBT
NUSS
PE
N
2
2032-06-19
Fixed
4.75000000
N
N
N
N
N
N
Gobierno de Chile
549300FLZTJM5YJF8D34
REPUBLIC OF CHILE 3.100000% 05/07/2041
168863DS4
243000.00000000
PA
USD
164645.81000000
0.013784742136
Long
DBT
NUSS
CL
N
2
2041-05-07
Fixed
3.10000000
N
N
N
N
N
N
BRAZIL LOAN TRUST 1
549300V5WCG7Q7KQX569
BRAZIL LOAN TRUST 1 144A 5.477000% 07/24/2023
105859AA0
56680.08000000
PA
USD
55900.73000000
0.004680211104
Long
DBT
CORP
BR
Y
2
2023-07-24
Fixed
5.47700000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIA GOVERNMENT BOND 4.250000% 06/28/2023
N/A
2730000.00000000
PA
526017.67000000
0.044040100018
Long
DBT
NUSS
RO
N
2
2023-06-28
Fixed
4.25000000
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
140530.00000000
0.011765679384
Long
DBT
NUSS
ZM
Y
2
2022-09-20
Fixed
5.37500000
Y
N
N
N
N
N
THE OIL AND GAS HOLDING COMPANY B.S.C (CLOSED)
549300OBH16L6TS6IW50
OIL AND GAS HOLDING CO BSCC/THE 144A 8.375000% 11/07/2028
67778M2D1
560000.00000000
PA
USD
550804.80000000
0.046115368106
Long
DBT
NUSS
BH
Y
2
2028-11-07
Fixed
8.37500000
N
N
N
N
N
N
Emirate of Dubai
549300IY6A4IPIRLLX57
EMIRATE OF DUBAI GOVERNMENT INTERNATIONAL BONDS MT 3.900000% 09/09/2050
N/A
490000.00000000
PA
USD
328300.00000000
0.027486462262
Long
DBT
NUSS
AE
N
2
2050-09-09
Fixed
3.90000000
N
N
N
N
N
N
THAILAND BAHT
N/A
FX Forward Contract: THB/USD SETTLE 2022-12-21
N/A
1.00000000
NC
-61588.44000000
-0.00515640673
N/A
DFE
TH
N
2
CITIGROUP GLOBAL MARKETS
N/A
3393446.42000000
USD
124887312.00000000
THB
2022-12-21
-61588.44000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.899000% 11/16/2027
N/A
776000.00000000
PA
165766.45000000
0.013878566166
Long
DBT
NUSS
MY
N
2
2027-11-16
Fixed
3.89900000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 5.000000% 10/12/2046
836205AV6
357000.00000000
PA
USD
216913.20000000
0.018160756887
Long
DBT
NUSS
ZA
N
2
2046-10-12
Fixed
5.00000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2022-10-28
N/A
1.00000000
NC
USD
24184.65000000
0.002024826285
N/A
DFE
US
N
2
JP MORGAN
N/A
427000.00000000
EUR
443149.99000000
USD
2022-10-28
24184.65000000
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 2.875000% 05/26/2028
N/A
261000.00000000
PA
201338.73000000
0.016856805982
Long
DBT
NUSS
RO
N
2
2028-05-26
Fixed
2.87500000
N
N
N
N
N
N
Royaume du Maroc
529900F3MBW9XY5K1X07
KINGDOM OF MOROCCO 4.000000% 12/15/2050
N/A
673000.00000000
PA
USD
383327.34000000
0.032093550000
Long
DBT
NUSS
MA
N
2
2050-12-15
Fixed
4.00000000
N
N
N
N
N
N
RELIANCE INDUSTRIES LIMITED
5493003UOETFYRONLG31
RELIANCE INDUSTRIES LTD 144A 2.875000% 01/12/2032
759470BB2
800000.00000000
PA
USD
627088.00000000
0.052502073248
Long
DBT
NUSS
IN
Y
2
2032-01-12
Fixed
2.87500000
N
N
N
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY 1.500000% 11/17/2050
N/A
552000.00000000
PA
247877.35000000
0.020753187409
Long
DBT
NUSS
HU
N
2
2050-11-17
Fixed
1.50000000
N
N
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
PERU BONO SOBERANO 6.9% 08/12/2037
P87324BE1
3326000.00000000
PA
694299.35000000
0.058129250328
Long
DBT
NUSS
PE
N
2
2037-08-12
Fixed
6.90000000
N
N
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
BONOS DE TESORERIA 5.940000% 02/12/2029
N/A
4966000.00000000
PA
1092181.63000000
0.091441392498
Long
DBT
NUSS
PE
N
2
2029-02-12
Fixed
5.94000000
N
N
N
N
N
N
NBK Tier 1 Financing (2) Limited
549300HMWSJFNREWT164
NBK TIER 1 FINANCING 2 LTD 144A 4.500000% MATURITY: PERPETUAL
62878WAA6
513000.00000000
PA
USD
458493.75000000
0.038386753448
Long
DBT
NUSS
KW
Y
2
2171-05-27
Fixed
4.50000000
N
N
N
N
N
N
BRK: JPMORGAN CHASE BANK
N/A
BRK: JPMORGAN CHASE BANK PAY: BRL - 1D OVERNIGHT BRAZIL INTERBANK DEPOSIT
N/A
12592558.00000000
NC
-7316.55000000
-0.00061256800
N/A
DIR
XX
N
2
BRK: JPMORGAN CHASE BANK
N/A
Y
2027-01-04
0.00000000
BRL
0.00000000
BRL
-12592558.00000000
BRL
-7316.55000000
N
N
N
Democratic Socialist Republic of Sri Lanka
254900HXCCIOHM74FA02
REPUBLIC OF SRI LANKA 5.750000% 04/18/2023
Y8137FAK4
434000.00000000
PA
USD
108708.76000000
0.009101490190
Long
DBT
NUSS
LK
N
2
2023-04-18
Fixed
5.75000000
Y
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2022-10-04
N/A
1.00000000
NC
USD
22566.70000000
0.001889365665
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
42888214.00000000
BRL
7951833.36000000
USD
2022-10-04
22566.70000000
N
N
N
Romania
315700IASY927EDWBK92
ROMANIA 4.000000% 02/14/2051
N/A
1606000.00000000
PA
USD
891387.82000000
0.074630209186
Long
DBT
NUSS
RO
N
2
2051-02-14
Fixed
4.00000000
N
N
N
N
N
N
UZAUTO MOTORS Joint Stock Company
25490082QA3E2MKBZI88
UZAUTO MOTORS AJ 144A 4.850000% 05/04/2026
46653NAA0
1169000.00000000
PA
USD
923510.00000000
0.077319594164
Long
DBT
NUSS
UZ
Y
2
2026-05-04
Fixed
4.85000000
N
N
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
REPUBLIC OF PERU 3.550000% 03/10/2051
715638DT6
590000.00000000
PA
USD
394542.81000000
0.033032549674
Long
DBT
NUSS
PE
N
2
2051-03-10
Fixed
3.55000000
N
N
N
N
N
N
Republica de Guatemala
529900QKDFFU9UWW5315
REPUBLIC OF GUATEMALA 4.900000% 06/01/2030
P5015VAH9
1385000.00000000
PA
USD
1209905.02000000
0.101297620084
Long
DBT
NUSS
GT
N
2
2030-06-01
Fixed
4.90000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT BOND 14.556000% 10/13/2027
N/A
11537000.00000000
PA
510448.43000000
0.042736586988
Long
DBT
NUSS
EG
N
2
2027-10-13
Fixed
14.55600000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEX BONOS DESARR FIX RT 8.500000% 11/18/2038
N/A
91492000.00000000
PA
4103500.95000000
0.343559926919
Long
DBT
NUSS
MX
N
2
2038-11-18
Fixed
8.50000000
N
N
N
N
N
N
MILLICOM INTERNATIONAL CELLULAR S.A.
549300CTHC1CP86P2G96
MILLICOM INTERNATIONAL CELLULAR SA 144A 5.125000% 01/15/2028
600814AN7
507600.00000000
PA
USD
423012.35000000
0.035416122433
Long
DBT
NUSS
CO
Y
2
2028-01-15
Fixed
5.12500000
N
N
N
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 3.400000% 06/17/2036
N/A
58900000.00000000
PA
1495909.60000000
0.125242956957
Long
DBT
NUSS
TH
N
2
2036-06-17
Fixed
3.40000000
N
N
N
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 1.25% 3/12/28
N/A
56563000.00000000
PA
1673187.42000000
0.140085296614
Long
DBT
USGA
TH
N
2
2028-03-12
Fixed
1.25000000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIA GOVERNMENT BOND 4.150000% 01/26/2028
N/A
2145000.00000000
PA
343904.87000000
0.028792958365
Long
DBT
NUSS
RO
N
2
2028-01-26
Fixed
4.15000000
N
N
N
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2022-11-14
N/A
1.00000000
NC
-69.37000000
-0.00000580790
N/A
DFE
MX
N
2
JPM CHASE
N/A
69925.10000000
USD
1415200.00000000
MXN
2022-11-14
-69.37000000
N
N
N
Islamic Republic of Pakistan
529900LOP29R5WKHOD86
PAKISTAN GOVERNMENT INTERNATIONAL BOND MTN 8.875000% 04/08/2051
N/A
805000.00000000
PA
USD
287030.80000000
0.024031255718
Long
DBT
NUSS
PK
N
2
2051-04-08
Fixed
8.87500000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEXICAN UDIBONOS 3.5% 11/16/2023
N/A
72009115.17000000
PA
3549692.15000000
0.297193053078
Long
DBT
NUSS
MX
N
2
2023-11-16
Fixed
3.50000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2022-11-03
N/A
1.00000000
NC
USD
11.67000000
0.000000977054
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
1114.00000000
BRL
216.11000000
USD
2022-11-03
11.67000000
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2022-10-28
N/A
1.00000000
NC
-4296.36000000
-0.00035970678
N/A
DFE
XX
N
2
JP MORGAN
N/A
101756.91000000
USD
99329.59000000
EUR
2022-10-28
-4296.36000000
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 6.840000% 01/23/2030
71654QDC3
916000.00000000
PA
USD
682740.60000000
0.057161510012
Long
DBT
NUSS
MX
N
2
2030-01-23
Fixed
6.84000000
N
N
N
N
N
N
Bundesrepublik Deutschland
N/A
EURO-BOBL FUTURE DEC22 FINANCIAL COMMODITY FUTURE.
N/A
-34.00000000
NC
-3988655.62000000
-0.33394466091
N/A
DIR
DE
N
1
GOLDMAN, SACHS & CO.
N/A
Short
Germany Govt. Bond Futures
Euro-BOBL Future Dec 2022
2022-12-11
-4145724.41000000
EUR
157068.79000000
N
N
N
EGYPTIAN POUND
N/A
FX Forward Contract: EGP/USD SETTLE 2022-10-18
N/A
1.00000000
NC
21171.02000000
0.001772514292
N/A
DFE
EG
N
2
HSBC
N/A
672307.86000000
USD
13849542.00000000
EGP
2022-10-18
21171.02000000
N
N
N
Gobierno de la Republica Dominicana
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC 9.750000% 06/05/2026
N/A
19150000.00000000
PA
346097.29000000
0.028976515689
Long
DBT
NUSS
DO
N
2
2026-06-05
Fixed
9.75000000
N
N
N
N
N
N
TURKIYE IHRACAT KREDI BANKASI ANONIM SIRKETI
789000JVRVYLAXGDWR11
TURK IHRACAT KR 5.750000% 07/06/2026
N/A
671000.00000000
PA
USD
555601.42000000
0.046516958464
Long
DBT
NUSS
TR
N
2
2026-07-06
Fixed
5.75000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZAR SETTLE 2022-10-17
N/A
1.00000000
NC
USD
252.87000000
0.000021171190
N/A
DFE
US
N
2
JP MORGAN
N/A
70500.00000000
ZAR
4171.26000000
USD
2022-10-17
252.87000000
N
N
N
The State of Qatar
52990074F6OJOAXK4P65
STATE OF QATAR 4.817000% 03/14/2049
N/A
2837000.00000000
PA
USD
2624225.00000000
0.219709599243
Long
DBT
NUSS
QA
N
2
2049-03-14
Fixed
4.81700000
N
N
N
N
N
N
Republic of Kenya
549300VVURQQYU45PR87
REPUBLIC OF KENYA 8.250000% 02/28/2048
N/A
801000.00000000
PA
USD
481641.30000000
0.040324749974
Long
DBT
NUSS
KE
N
2
2048-02-28
Fixed
8.25000000
N
N
N
N
N
N
Republica de El Salvador
529900AKDMUSFSDOM949
REPUBLIC OF EL SALVADOR 7.625000% 02/01/2041
P01012AR7
527000.00000000
PA
USD
166480.50000000
0.013938349012
Long
DBT
NUSS
SV
N
2
2041-02-01
Fixed
7.62500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PLN SETTLE 2022-12-21
N/A
1.00000000
NC
USD
21916.85000000
0.001834957875
N/A
DFE
US
N
2
STANDARD BANK
N/A
15205000.00000000
PLN
3061327.21000000
USD
2022-12-21
21916.85000000
N
N
N
Romania
315700IASY927EDWBK92
ROMANIA 4.000000% 02/14/2051
N/A
168000.00000000
PA
USD
93246.05000000
0.007806896236
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: 1D SINACOFI CHILE INTERBANK RATE AVG(CLICP)
N/A
1623158367.00000000
NC
-323863.19000000
-0.02711499649
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2026-03-16
0.00000000
CLP
0.00000000
CLP
-1623158367.00000000
CLP
-323863.19000000
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 2.875000% 04/13/2042
BQ4352952
297000.00000000
PA
149115.37000000
0.012484477582
Long
DBT
NUSS
RO
N
2
2042-04-13
Fixed
2.87500000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
REPUBLIC OF INDONESIA 4.750000% 02/11/2029
455780CH7
119000.00000000
PA
USD
114559.29000000
0.009591317701
Long
DBT
NUSS
ID
N
2
2029-02-11
Fixed
4.75000000
N
N
N
N
N
N
MALAYSIAN RINGGIT
N/A
FX Forward Contract: UGX/USD SETTLE 2022-10-19
N/A
1.00000000
NC
8367.92000000
0.000700592498
N/A
DFE
XX
N
2
CITIGROUP GLOBAL MARKETS
N/A
369492.11000000
USD
1459493824.00000000
UGX
2022-10-19
8367.92000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/IDR SETTLE 2022-10-18
N/A
1.00000000
NC
USD
68676.90000000
0.005749878221
N/A
DFE
US
N
2
JP MORGAN
N/A
41113789400.00000000
IDR
2764138.05000000
USD
2022-10-18
68676.90000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EGP SETTLE 2022-11-07
N/A
1.00000000
NC
USD
-9973.61000000
-0.00083502666
N/A
DFE
US
N
2
STANDARD BANK
N/A
10997044.21000000
EGP
524918.58000000
USD
2022-11-07
-9973.61000000
N
N
N
1MDB Global Investments Limited
N/A
1MDB GLOBAL INVESTMENTS 4.4% 03/09/2023
N/A
3300000.00000000
PA
USD
3160797.39000000
0.264633378558
Long
DBT
NUSS
MY
N
2
2023-03-09
Fixed
4.40000000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 6.250000% 11/26/2025
N/A
16666200000.00000000
PA
3087085.36000000
0.258461941059
Long
DBT
NUSS
CO
N
2
2025-11-26
Fixed
6.25000000
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
599052.72000000
0.050154858305
Long
DBT
CORP
CO
Y
2
2024-09-10
Fixed
7.62500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NGN SETTLE 2023-03-15
N/A
1.00000000
NC
USD
12581.46000000
0.001053365292
N/A
DFE
US
N
2
STANDARD BANK
N/A
256040375.00000000
NGN
539600.37000000
USD
2023-03-15
12581.46000000
N
N
N
Republika Srbija
254900W94OCY91V32O78
REPUBLIC OF SERBIA 1.650000% 03/03/2033
N/A
270000.00000000
PA
145954.52000000
0.012219839799
Long
DBT
NUSS
RS
N
2
2033-03-03
Fixed
1.65000000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 2.000000% 04/14/2033
N/A
990000.00000000
PA
572774.38000000
0.047954740727
Long
DBT
NUSS
RO
N
2
2033-04-14
Fixed
2.00000000
N
N
N
N
N
N
Joint Stock Company National Company KazMunayGas
2138001H1M69RFJCSH88
KAZMUNAYGAS NATIONAL CO JSC 5.375000% 04/24/2030
N/A
600000.00000000
PA
USD
475049.39000000
0.039772851450
Long
DBT
NUSS
KZ
N
2
2030-04-24
Fixed
5.37500000
N
N
N
N
N
N
BRK: GOLDMAN SACHS & CO
N/A
BRK: GOLDMAN SACHS & CO REC: 3.305% FIXED
N/A
424147078.00000000
NC
-378072.85000000
-0.03165362511
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS & CO
N/A
Y
2031-10-04
0.00000000
HUF
0.00000000
HUF
-424147078.00000000
HUF
-378072.85000000
N
N
N
The Commonwealth of The Bahamas
549300W13SXC7EKNJC20
COMMONWEALTH OF BAHAMAS 6.000000% 11/21/2028
P06518AG2
950000.00000000
PA
USD
570015.34000000
0.047723743929
Long
DBT
NUSS
BS
N
2
2028-11-21
Fixed
6.00000000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 3.875000% 10/29/2035
N/A
1700000.00000000
PA
1141471.63000000
0.095568129400
Long
DBT
NUSS
RO
N
2
2035-10-29
Fixed
3.87500000
N
N
N
N
N
N
Kallpa Generacion S.A.
549300NG1PWEI5BZG095
KALLPA GENERACION SA 144A 4.875000% 05/24/2026
48344FAA8
263000.00000000
PA
USD
242712.21000000
0.020320743225
Long
DBT
NUSS
PE
Y
2
2026-05-24
Fixed
4.87500000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.828000% 07/05/2034
N/A
29099000.00000000
PA
5769169.69000000
0.483015732476
Long
DBT
NUSS
MY
N
2
2034-07-05
Fixed
3.82800000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2022-10-05
N/A
1.00000000
NC
-3420.93000000
-0.00028641262
N/A
DFE
XX
N
2
GOLDMAN, SACHS & CO.
N/A
238367.70000000
USD
239811.00000000
EUR
2022-10-05
-3420.93000000
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT INTERNATIONAL BOND MTN 8.150000% 11/20/2059
N/A
539000.00000000
PA
USD
289766.40000000
0.024260290035
Long
DBT
NUSS
EG
N
2
2059-11-20
Fixed
8.15000000
N
N
N
N
N
N
GHANA CEDI
N/A
FX Forward Contract: GHS/USD SETTLE 2022-12-21
N/A
1.00000000
NC
-474410.08000000
-0.03971932610
N/A
DFE
GH
N
2
STANDARD BANK
N/A
2232292.92000000
USD
18595000.00000000
GHS
2022-12-21
-474410.08000000
N
N
N
DP WORLD CRESCENT LIMITED
21380096JRTWB8TL9236
DP WORLD CRESCENT LTD MTN 4.848000% 09/26/2028
N/A
475000.00000000
PA
USD
457781.25000000
0.038327100373
Long
DBT
NUSS
AE
N
2
2028-09-26
Fixed
4.84800000
N
N
N
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2022-11-21
N/A
1.00000000
NC
-938424.68000000
-0.07856830506
N/A
DFE
KR
N
2
JP MORGAN
N/A
9865810.53000000
USD
12809275100.00000000
KRW
2022-11-21
-938424.68000000
N
N
N
NBK SPC LIMITED
549300P1ANDK86KWB419
NBK SPC LTD 144A 1.625000% 09/15/2027
62877PAB0
680000.00000000
PA
USD
583100.00000000
0.048819238944
Long
DBT
NUSS
KW
Y
2
2027-09-15
Fixed
1.62500000
N
N
N
N
N
N
Republica de Mocambique
213800759WLKYIKPER73
MOZAMBIQUE INTERNATIONAL BOND 144A 5.000000% 09/15/2031
N/A
245000.00000000
PA
USD
167384.00000000
0.014013993296
Long
DBT
NUSS
MZ
Y
2
2031-09-15
Fixed
5.00000000
N
N
N
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVERNMENT BOND 3.270000% 11/19/2030
N/A
20100000.00000000
PA
2946378.02000000
0.246681414129
Long
DBT
NUSS
CN
N
2
2030-11-19
Fixed
3.27000000
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
234240.00000000
0.019611419191
Long
DBT
NUSS
ID
Y
2
2025-05-15
Fixed
4.75000000
N
N
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
BONOS DE TESORERIA 5.940000% 02/12/2029
N/A
367000.00000000
PA
80714.99000000
0.006757750614
Long
DBT
NUSS
PE
N
2
2029-02-12
Fixed
5.94000000
N
N
N
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
403537.13000000
0.033785586644
Long
DBT
NUSS
TR
Y
2
2024-06-21
Fixed
5.85000000
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
202435.57000000
0.016948637390
Long
DBT
NUSS
CL
Y
2
2026-04-27
Fixed
4.05000000
N
N
N
N
N
N
Republica de Mocambique
213800759WLKYIKPER73
REPUBLIC OF MOZAMBIQUE 5.000000% 09/15/2031
N/A
200000.00000000
PA
USD
136640.00000000
0.011439994528
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/ZAR SETTLE 2022-12-21
N/A
1.00000000
NC
USD
16312.85000000
0.001365770746
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
18142361.00000000
ZAR
1018929.57000000
USD
2022-12-21
16312.85000000
N
N
N
Iochpe-Maxion Austria GmbH
529900AOUL9V2EKUEZ41
IOCHPE-MAXION AUSTRIA GMBH / MAXION WHEELS DE MEXI 5.000000% 05/07/2028
46188AAA2
620000.00000000
PA
USD
472750.00000000
0.039580338211
Long
DBT
NUSS
BR
Y
2
2028-05-07
Fixed
5.00000000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA 3.875000% 04/25/2027
195325DL6
763000.00000000
PA
USD
646939.43000000
0.054164106698
Long
DBT
NUSS
CO
N
2
2027-04-25
Fixed
3.87500000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2022-10-28
N/A
1.00000000
NC
-9916.04000000
-0.00083020669
N/A
DFE
XX
N
2
JP MORGAN
N/A
219996.01000000
USD
214108.75000000
EUR
2022-10-28
-9916.04000000
N
N
N
CHINESE YUAN RENMINBI
N/A
FX Forward Contract: CNY/USD SETTLE 2022-10-11
N/A
1.00000000
NC
36367.07000000
0.003044782507
N/A
DFE
CN
N
2
BNP PARIBAS
N/A
1820960.84000000
USD
13174364.00000000
CNY
2022-10-11
36367.07000000
N
N
N
GHANA CEDI
N/A
FX Forward Contract: GHS/USD SETTLE 2022-12-21
N/A
1.00000000
NC
-276263.58000000
-0.02312978515
N/A
DFE
GH
N
2
STANDARD BANK
N/A
1260677.97000000
USD
10413200.00000000
GHS
2022-12-21
-276263.58000000
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2022-10-28
N/A
1.00000000
NC
-6662.67000000
-0.00055782280
N/A
DFE
XX
N
2
JP MORGAN
N/A
151134.80000000
USD
147242.73000000
EUR
2022-10-28
-6662.67000000
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP
N/A
5012193.00000000
NC
-13286.72000000
-0.00111241220
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2023-01-03
0.00000000
BRL
0.00000000
BRL
-5012193.00000000
BRL
-13286.72000000
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 28-DAY MXN - TIIE
N/A
27064261.00000000
NC
-101696.93000000
-0.00851443444
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2025-04-01
0.00000000
MXN
0.00000000
MXN
-27064261.00000000
MXN
-101696.93000000
N
N
N
Petroleos de Venezuela, S.A.
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA 6.000000% 05/16/2024
P7807HAT2
8101936.00000000
PA
USD
162038.72000000
0.013566467141
Long
DBT
NUSS
VE
N
2
2024-05-16
Fixed
6.00000000
Y
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 2.632000% 04/15/2031
N/A
12621000.00000000
PA
2357864.45000000
0.197408931543
Long
DBT
NUSS
MY
N
2
2031-04-15
Fixed
2.63200000
N
N
N
N
N
N
GHANA CEDI
N/A
FX Forward Contract: GHS/USD SETTLE 2022-12-21
N/A
1.00000000
NC
-212290.59000000
-0.01777373527
N/A
DFE
GH
N
2
STANDARD BANK
N/A
985759.04000000
USD
8181800.00000000
GHS
2022-12-21
-212290.59000000
N
N
N
BRK: BNP PARIBAS
N/A
BRK: BNP PARIBAS PAY: 1D OVERNIGHT BRAZIL INTERBANK DEPOSIT(CETIP)
N/A
7697191.00000000
NC
127995.37000000
0.010716234868
N/A
DIR
XX
N
2
BRK: BNP PARIBAS
N/A
Y
2026-01-02
0.00000000
BRL
0.00000000
BRL
-7697191.00000000
BRL
127995.37000000
N
N
N
Federal Republic of Nigeria
549300GSBZD84TNEQ285
NIGERIA GOVERNMENT INTERNATIONAL BOND 144A 7.696000% 02/23/2038
65412JAH6
601000.00000000
PA
USD
349794.02000000
0.029286019282
Long
DBT
NUSS
NG
Y
2
2038-02-23
Fixed
7.69600000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZAR SETTLE 2022-11-14
N/A
1.00000000
NC
USD
1884.13000000
0.000157746171
N/A
DFE
US
N
2
JP MORGAN
N/A
912000.00000000
ZAR
52451.78000000
USD
2022-11-14
1884.13000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZAR SETTLE 2022-10-17
N/A
1.00000000
NC
USD
1112264.61000000
0.093122812150
N/A
DFE
US
N
2
JP MORGAN
N/A
324672000.00000000
ZAR
19157515.86000000
USD
2022-10-17
1112264.61000000
N
N
N
Republic of Lebanon
529900QPC4K9S1KHL354
LEBANESE REPUBLIC 6.000000% 01/27/2023
N/A
560000.00000000
PA
USD
31752.00000000
0.002658392171
Long
DBT
NUSS
LB
N
2
2023-01-27
Fixed
6.00000000
Y
N
N
N
N
N
ROMANIAN LEU
N/A
FX Forward Contract: RON/EUR SETTLE 2022-12-09
N/A
1.00000000
NC
-2646.42000000
-0.00022156784
N/A
DFE
RO
N
2
GOLDMAN, SACHS & CO.
N/A
1228699.95000000
EUR
6152281.00000000
RON
2022-12-09
-2646.42000000
N
N
N
INDONESIA RUPIAH
N/A
FX Forward Contract: IDR/USD SETTLE 2022-10-31
N/A
1.00000000
NC
-18875.26000000
-0.00158030497
N/A
DFE
ID
N
2
J.P. MORGAN SECURITIES
N/A
1038216.96000000
USD
15572216256.00000000
IDR
2022-10-31
-18875.26000000
N
N
N
Republica Argentina
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA 0.500000% 07/09/2030
040114HS2
5649575.00000000
PA
USD
1126985.64000000
0.094355309974
Long
DBT
NUSS
AR
N
2
2030-07-09
Fixed
0.50000000
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
337000.00000000
PA
USD
253592.50000000
0.021231680418
Long
DBT
NUSS
BR
Y
2
2031-06-30
Fixed
7.25000000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP
N/A
4102283.00000000
NC
-84300.24000000
-0.00705792069
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2025-01-02
0.00000000
BRL
0.00000000
BRL
-4102283.00000000
BRL
-84300.24000000
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 6.000000% 04/28/2028
N/A
9503600000.00000000
PA
1540478.55000000
0.128974430494
Long
DBT
NUSS
CO
N
2
2028-04-28
Fixed
6.00000000
N
N
N
N
N
N
Democratic Socialist Republic of Sri Lanka
254900HXCCIOHM74FA02
REPUBLIC OF SRI LANKA 6.200000% 05/11/2027
Y8137FAH1
1014000.00000000
PA
USD
248844.97000000
0.020834200052
Long
DBT
NUSS
LK
N
2
2027-05-11
Fixed
6.20000000
Y
N
N
N
N
N
Banque Centrale de Tunisie
254900B5LFB16S9T2T11
TUNISIAN REPUBLIC 144A 6.375000% 07/15/2026
AZ5985371
1413000.00000000
PA
791220.20000000
0.066243814099
Long
DBT
NUSS
TN
Y
2
2026-07-15
Fixed
6.37500000
N
N
N
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVERNMENT BOND 2.760000% 05/15/2032
N/A
1080000.00000000
PA
151534.84000000
0.012687044353
Long
DBT
NUSS
CN
N
2
2032-05-15
Fixed
2.76000000
N
N
N
N
N
N
Federal Republic of Nigeria
549300GSBZD84TNEQ285
NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.375000% 03/24/2029
N/A
346000.00000000
PA
USD
246905.60000000
0.020671828988
Long
DBT
NUSS
NG
N
2
2029-03-24
Fixed
8.37500000
N
N
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
BONOS DE TESORERIA 5.200000% 09/12/2023
N/A
800000.00000000
PA
197881.42000000
0.016567347497
Long
DBT
NUSS
PE
N
2
2023-09-12
Fixed
5.20000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZMW SETTLE 2022-12-21
N/A
1.00000000
NC
USD
-5888.71000000
-0.00049302407
N/A
DFE
US
N
2
STANDARD BANK
N/A
4790301.54000000
ZMW
293703.34000000
USD
2022-12-21
-5888.71000000
N
N
N
MALAYSIA WAKALA SUKUK BERHAD
254900MRLMI21YQTK511
MALAYSIA WAKALA SUKUK BHD 2.070000% 04/28/2031
Y57542AA3
1230000.00000000
PA
USD
1031758.87000000
0.086382580702
Long
DBT
NUSS
MY
N
2
2031-04-28
Fixed
2.07000000
N
N
N
N
N
N
Republica de Guatemala
529900QKDFFU9UWW5315
REPUBLIC OF GUATEMALA 4.650000% 10/07/2041
P5015VAN6
210000.00000000
PA
USD
147057.99000000
0.012312226294
Long
DBT
NUSS
GT
N
2
2041-10-07
Fixed
4.65000000
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
214503.89000000
0.017959040748
Long
DBT
NUSS
CN
N
2
2031-05-27
Fixed
3.02000000
N
N
N
N
N
N
Joint Stock Company National Company KazMunayGas
2138001H1M69RFJCSH88
KAZMUNAYGAS NATIONAL CO JSC 144A 5.750000% 04/19/2047
48667QAP0
440000.00000000
PA
USD
292760.16000000
0.024510938440
Long
DBT
NUSS
KZ
Y
2
2047-04-19
Fixed
5.75000000
N
N
N
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
POLAND GOVERNMENT BOND 1.750000% 04/25/2032
N/A
12034000.00000000
PA
1545244.54000000
0.129373456398
Long
DBT
NUSS
PL
N
2
2032-04-25
Fixed
1.75000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 8.750000% 01/31/2044
N/A
88105000.00000000
PA
3718327.58000000
0.311311820616
Long
DBT
NUSS
ZA
N
2
2044-01-31
Fixed
8.75000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2022-10-05
N/A
1.00000000
NC
USD
20042.32000000
0.001678015450
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
953597.00000000
EUR
954296.94000000
USD
2022-10-05
20042.32000000
N
N
N
TULLOW OIL PLC
2138003EYHWO75RKS857
TULLOW OIL PLC 144A 10.250000% 05/15/2026
899415AG8
351000.00000000
PA
USD
296595.00000000
0.024832005101
Long
DBT
NUSS
GH
Y
2
2026-05-15
Fixed
10.25000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/MXN SETTLE 2022-11-14
N/A
1.00000000
NC
USD
114.41000000
0.000009578818
N/A
DFE
US
N
2
JP MORGAN
N/A
7711300.00000000
MXN
380752.14000000
USD
2022-11-14
114.41000000
N
N
N
PT Perusahaan Listrik Negara (Persero)
254900OYVDRYS9J51J61
PERUSAHAAN PERSEROAN PERSERO PT PERUSAHAAN LISTRIK 3.375000% 02/05/2030
71568QAL1
750000.00000000
PA
USD
603750.00000000
0.050548131560
Long
DBT
NUSS
ID
N
2
2030-02-05
Fixed
3.37500000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.906000% 07/15/2026
N/A
2250000.00000000
PA
482779.70000000
0.040420060936
Long
DBT
NUSS
MY
N
2
2026-07-15
Fixed
3.90600000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZAR SETTLE 2022-12-21
N/A
1.00000000
NC
USD
13415.35000000
0.001123181576
N/A
DFE
US
N
2
STANDARD BANK
N/A
5380000.00000000
ZAR
310734.86000000
USD
2022-12-21
13415.35000000
N
N
N
NWD (MTN) LIMITED
254900STSWBVJ5FV9O74
NWD MTN LTD 4.125000% 07/18/2029
N/A
757000.00000000
PA
USD
610588.63000000
0.051120686374
Long
DBT
NUSS
HK
N
2
2029-07-18
Fixed
4.12500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2022-10-11
N/A
1.00000000
NC
USD
44614.83000000
0.003735314776
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
11117589.00000000
CNY
1611977.65000000
USD
2022-10-11
44614.83000000
N
N
N
YPF SOCIEDAD ANONIMA
5493003N7447U18U5U53
YPF SA 144A 8.750000% 04/04/2024
984245AK6
506800.00000000
PA
USD
429893.08000000
0.035992202011
Long
DBT
NUSS
AR
Y
2
2024-04-04
Fixed
8.75000000
N
N
N
N
N
N
EGYPTIAN POUND
N/A
FX Forward Contract: EGP/USD SETTLE 2023-05-17
N/A
1.00000000
NC
-21762.31000000
-0.00182201922
N/A
DFE
EG
N
2
CITIGROUP GLOBAL MARKETS
N/A
375382.90000000
USD
8127039.71000000
EGP
2023-05-17
-21762.31000000
N
N
N
MC Brazil Downstream Trading S.a r.l.
213800T2A7R9TYNXZI63
MC BRAZIL DOWNSTREAM TRADING SARL 144A 7.250000% 06/30/2031
55292WAA8
888000.00000000
PA
USD
668220.00000000
0.055945792912
Long
DBT
NUSS
BR
Y
2
2031-06-30
Fixed
7.25000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/COP SETTLE 2022-12-12
N/A
1.00000000
NC
USD
34008.56000000
0.002847319528
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
4206450869.00000000
COP
938854.00000000
USD
2022-12-12
34008.56000000
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT INTERNATIONAL BOND MTN 5.625000% 04/16/2030
N/A
732000.00000000
PA
415010.59000000
0.034746186173
Long
DBT
NUSS
EG
N
2
2030-04-16
Fixed
5.62500000
N
N
N
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2022-12-02
N/A
1.00000000
NC
-21962.92000000
-0.00183881502
N/A
DFE
BR
N
2
J.P. MORGAN SECURITIES
N/A
7845077.32000000
USD
42888214.00000000
BRL
2022-12-02
-21962.92000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZAR SETTLE 2022-12-21
N/A
1.00000000
NC
USD
60165.39000000
0.005037263849
N/A
DFE
US
N
2
STANDARD BANK
N/A
43219476.00000000
ZAR
2448640.03000000
USD
2022-12-21
60165.39000000
N
N
N
Republica del Ecuador
5299003Y2U5XK0A35H71
ECUADOR GOVERNMENT INTERNATIONAL BOND 144A 5.500000% 07/31/2030
N/A
1559715.00000000
PA
USD
734339.51000000
0.061481557202
Long
DBT
NUSS
EC
Y
2
2030-07-31
Fixed
5.50000000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 5.750000% 11/03/2027
N/A
4352300000.00000000
PA
714899.16000000
0.059853940856
Long
DBT
NUSS
CO
N
2
2027-11-03
Fixed
5.75000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT BOND 16.100000% 05/07/2029
N/A
14920000.00000000
PA
687496.86000000
0.057559721286
Long
DBT
NUSS
EG
N
2
2029-05-07
Fixed
16.10000000
N
N
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
REPUBLIC OF PERU 3.000000% 01/15/2034
715638DU3
1046000.00000000
PA
USD
785396.27000000
0.065756213636
Long
DBT
NUSS
PE
N
2
2034-01-15
Fixed
3.00000000
N
N
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
REPUBLIC OF PERU 6.95% 08/12/2031
715638BE1
154000.00000000
PA
34433.42000000
0.002882890342
Long
DBT
NUSS
PE
N
2
2031-08-12
Fixed
6.95000000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.882000% 03/14/2025
N/A
10309000.00000000
PA
2228162.40000000
0.186549807258
Long
DBT
NUSS
MY
N
2
2025-03-14
Fixed
3.88200000
N
N
N
N
N
N
EIG Pearl Holdings S.a r.l.
549300KIMRL45BWA5H76
EIG PEARL HOLDINGS SARL 144A 3.545000% 08/31/2036
28249NAA9
657000.00000000
PA
USD
523781.42000000
0.043852873088
Long
DBT
NUSS
SA
Y
2
2036-08-31
Fixed
3.54500000
N
N
N
N
N
N
The Hashemite Kingdom of Jordan
5493000JZ4MYPVMBVN50
KINGDOM OF JORDAN 7.375000% 10/10/2047
N/A
667000.00000000
PA
USD
486076.25000000
0.040696060013
Long
DBT
NUSS
JO
N
2
2047-10-10
Fixed
7.37500000
N
N
N
N
N
N
Republic of Kazakhstan
5493007OEK8EF02UO833
REPUBLIC OF KAZAKHSTAN 4.875000% 10/14/2044
N/A
2204000.00000000
PA
USD
1696321.82000000
0.142022192174
Long
DBT
NUSS
KZ
N
2
2044-10-14
Fixed
4.87500000
N
N
N
N
N
N
Turkiye Cumhuriyeti
5493000PCHOG3B6S3Q85
REPUBLIC OF TURKEY 5.875000% 06/26/2031
900123DC1
2181000.00000000
PA
USD
1580788.80000000
0.132349350279
Long
DBT
NUSS
TR
N
2
2031-06-26
Fixed
5.87500000
N
N
N
N
N
N
The State of Qatar
52990074F6OJOAXK4P65
STATE OF QATAR 5.103000% 04/23/2048
N/A
353000.00000000
PA
USD
341520.44000000
0.028593325269
Long
DBT
NUSS
QA
N
2
2048-04-23
Fixed
5.10300000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2022-12-21
N/A
1.00000000
NC
USD
23314.64000000
0.001951985904
N/A
DFE
US
N
2
STANDARD BANK
N/A
5360000.00000000
CNY
777596.18000000
USD
2022-12-21
23314.64000000
N
N
N
CSN Resources S.A.
222100ZEX458NMOXZP08
CSN RESOURCES SA 144A 4.625000% 06/10/2031
12644VAD0
625000.00000000
PA
USD
425625.00000000
0.035634862932
Long
DBT
NUSS
BR
Y
2
2031-06-10
Fixed
4.62500000
N
N
N
N
N
N
The State of Qatar
52990074F6OJOAXK4P65
STATE OF QATAR 3.750000% 04/16/2030
N/A
3181000.00000000
PA
USD
2986163.75000000
0.250012419204
Long
DBT
NUSS
QA
N
2
2030-04-16
Fixed
3.75000000
N
N
N
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 2.875000% 12/17/2028
N/A
20155000.00000000
PA
532771.22000000
0.044605531627
Long
DBT
NUSS
TH
N
2
2028-12-17
Fixed
2.87500000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT INTERNATIONAL BOND MTN 5.800000% 09/30/2027
03846JAD2
498000.00000000
PA
USD
348582.07000000
0.029184550449
Long
DBT
NUSS
EG
Y
2
2027-09-30
Fixed
5.80000000
N
N
N
N
N
N
Turkiye Cumhuriyeti
5493000PCHOG3B6S3Q85
REPUBLIC OF TURKEY 4.875000% 04/16/2043
900123CB4
1095000.00000000
PA
USD
616485.00000000
0.051614351776
Long
DBT
NUSS
TR
N
2
2043-04-16
Fixed
4.87500000
N
N
N
N
N
N
Republica del Ecuador
5299003Y2U5XK0A35H71
REPUBLIC OF ECUADOR 1.500000% 07/31/2040
N/A
1759000.00000000
PA
USD
514507.50000000
0.043076426995
Long
DBT
NUSS
EC
N
2
2040-07-31
Fixed
1.50000000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEX BONOS DESARR FIX RT 7.750000% 11/13/2042
N/A
17416800.00000000
PA
718317.94000000
0.060140173470
Long
DBT
NUSS
MX
N
2
2042-11-13
Fixed
7.75000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 144A 7.690000% 01/23/2050
71654QCW0
427000.00000000
PA
USD
261494.80000000
0.021893289528
Long
DBT
NUSS
MX
Y
2
2050-01-23
Fixed
7.69000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/COP SETTLE 2022-12-12
N/A
1.00000000
NC
USD
131876.21000000
0.011041152816
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
16048318337.00000000
COP
3584013.92000000
USD
2022-12-12
131876.21000000
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 6.350000% 02/12/2048
P78625DE0
678000.00000000
PA
USD
364357.20000000
0.030505301334
Long
DBT
NUSS
MX
N
2
2048-02-12
Fixed
6.35000000
N
N
N
N
N
N
Republica Oriental del Uruguay
549300RDR012H2V82H43
REPUBLICA ORIENT URUGUAY 4.375000% 01/23/2031
917288BK7
4008359.00000000
PA
USD
3834204.58000000
0.321013461760
Long
DBT
NUSS
UY
N
2
2031-01-23
Fixed
4.37500000
N
N
N
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2022-12-21
N/A
1.00000000
NC
-14121.29000000
-0.00118228542
N/A
DFE
ZA
N
2
CITIGROUP GLOBAL MARKETS
N/A
292098.46000000
USD
5030000.00000000
ZAR
2022-12-21
-14121.29000000
N
N
N
Republika Srbija
254900W94OCY91V32O78
SERBIA TREASURY BONDS 4.500000% 08/20/2032
N/A
10270000.00000000
PA
66458.50000000
0.005564145757
Long
DBT
NUSS
RS
N
2
2032-08-20
Fixed
4.50000000
N
N
N
N
N
N
Islamic Republic of Pakistan
529900LOP29R5WKHOD86
ISLAMIC REP OF PAKISTAN 6.875000% 12/05/2027
N/A
319000.00000000
PA
USD
119625.00000000
0.010015437247
Long
DBT
NUSS
PK
N
2
2027-12-05
Fixed
6.87500000
N
N
N
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
FED REPUBLIC OF BRAZIL 5.625000% 02/21/2047
105756BY5
680000.00000000
PA
USD
523243.69000000
0.043807852389
Long
DBT
NUSS
BR
N
2
2047-02-21
Fixed
5.62500000
N
N
N
N
N
N
Ceska republika
3157007EFDLQABN47912
CZECH REPUBLIC 2.750000% 07/23/2029
N/A
35760000.00000000
PA
1211516.77000000
0.101432561618
Long
DBT
NUSS
CZ
N
2
2029-07-23
Fixed
2.75000000
N
N
N
N
N
N
Gobierno De La Republica De Panama
549300SHS4T08CL0LP14
REPUBLIC OF PANAMA 4.500000% 01/19/2063
698299BS2
95000.00000000
PA
USD
62651.57000000
0.005245415822
Long
DBT
NUSS
PA
N
2
2063-01-19
Fixed
4.50000000
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
1353663.03000000
0.113333560129
Long
DBT
NUSS
ZA
N
2
2033-09-15
Fixed
7.50000000
N
N
N
N
N
N
Comision Federal de Electricidad
4469000001BFPONMPF32
COMISION FEDERAL DE ELECTRICIDAD 144A 6.264000% 02/15/2052
200447AM2
408000.00000000
PA
USD
286608.50000000
0.023995899236
Long
DBT
NUSS
MX
Y
2
2052-02-15
Fixed
6.26400000
N
N
N
N
N
N
Republic of Kenya
549300VVURQQYU45PR87
REPUBLIC OF KENYA 8.000000% 05/22/2032
N/A
578000.00000000
PA
USD
390439.00000000
0.032688963872
Long
DBT
NUSS
KE
N
2
2032-05-22
Fixed
8.00000000
N
N
N
N
N
N
Republic of Kenya
549300VVURQQYU45PR87
REPUBLIC OF KENYA GOVERNMENT INTERNATIONAL BOND 14 6.875000% 06/24/2024
491798AE4
662000.00000000
PA
USD
561197.26000000
0.046985462409
Long
DBT
NUSS
KE
Y
2
2024-06-24
Fixed
6.87500000
N
N
N
N
N
N
ROMANIAN LEU
N/A
FX Forward Contract: RON/USD SETTLE 2022-11-14
N/A
1.00000000
NC
-257.34000000
-0.00002154543
N/A
DFE
RO
N
2
JP MORGAN
N/A
6379.41000000
USD
31100.00000000
RON
2022-11-14
-257.34000000
N
N
N
TSMC ARIZONA CORPORATION
2549005GOBWLCSY63Q97
TSMC ARIZONA CORP 3.250000% 10/25/2051
872898AE1
220000.00000000
PA
USD
156816.64000000
0.013129255734
Long
DBT
CORP
TW
N
2
2051-10-25
Fixed
3.25000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 6.625000% 06/15/2035
706451BG5
3100000.00000000
PA
USD
1976250.00000000
0.165458790883
Long
DBT
NUSS
MX
N
2
2035-06-15
Fixed
6.62500000
N
N
N
N
N
N
Republique de Cote d'Ivoire
254900ICW11T82O6H590
IVORY COAST 6.625000% 03/22/2048
N/A
3359000.00000000
PA
1933258.72000000
0.161859405578
Long
DBT
NUSS
CI
N
2
2048-03-22
Fixed
6.62500000
N
N
N
N
N
N
ABU DHABI CRUDE OIL PIPELINE L.L.C.
549300DONDFW2383FV66
ABU DHABI CRUDE OIL PIPELINE LLC 144A 3.650000% 11/02/2029
00401MAA4
207000.00000000
PA
USD
191733.75000000
0.016052642351
Long
DBT
NUSS
AE
Y
2
2029-11-02
Fixed
3.65000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2022-11-25
N/A
1.00000000
NC
USD
5444.02000000
0.000455793025
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
3053490.00000000
CNY
435220.55000000
USD
2022-11-25
5444.02000000
N
N
N
BROKER: GS
N/A
BROKER: GS PAY: FLOATING CETIP DI INTERBANK DO
N/A
13886737.00000000
NC
334.63000000
0.000028016432
N/A
DIR
XX
N
2
BROKER: GS
N/A
Y
2024-01-02
0.00000000
BRL
0.00000000
BRL
-13886737.00000000
BRL
334.63000000
N
N
N
Kingdom of Saudi Arabia
635400FMICXSM3SI3H65
SAUDI GOVERNMENT INTERNATIONAL BOND MTN 4.500000% 10/26/2046
N/A
580000.00000000
PA
USD
489388.92000000
0.040973408715
Long
DBT
NUSS
SA
N
2
2046-10-26
Fixed
4.50000000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
UNITED MEXICAN STATES 3.771000% 05/24/2061
91087BAN0
4182000.00000000
PA
USD
2466996.89000000
0.206545893754
Long
DBT
NUSS
MX
N
2
2061-05-24
Fixed
3.77100000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2022-10-05
N/A
1.00000000
NC
3146.27000000
0.000263417092
N/A
DFE
XX
N
2
GOLDMAN, SACHS & CO.
N/A
280310.19000000
USD
289325.01000000
EUR
2022-10-05
3146.27000000
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 6.700000% 02/16/2032
71643VAB1
5088000.00000000
PA
USD
3569868.00000000
0.298882248142
Long
DBT
NUSS
MX
N
2
2032-02-16
Fixed
6.70000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZAR SETTLE 2022-10-17
N/A
1.00000000
NC
USD
2392.72000000
0.000200327164
N/A
DFE
US
N
2
JP MORGAN
N/A
711000.00000000
ZAR
41910.06000000
USD
2022-10-17
2392.72000000
N
N
N
BROKER: GS
N/A
BROKER: GS PAY: FLOAT CETIP DI INTERBANK
N/A
23805835.00000000
NC
5898.73000000
0.000493862989
N/A
DIR
XX
N
2
BROKER: GS
N/A
Y
2024-02-01
0.00000000
BRL
0.00000000
BRL
-23805835.00000000
BRL
5898.73000000
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY 1.750000% 06/05/2035
N/A
265000.00000000
PA
160611.13000000
0.013446944147
Long
DBT
NUSS
HU
N
2
2035-06-05
Fixed
1.75000000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND 144A 3.000000% 02/27/2027
77586RAK6
394000.00000000
PA
USD
332142.00000000
0.027808128385
Long
DBT
NUSS
RO
Y
2
2027-02-27
Fixed
3.00000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2022-10-05
N/A
1.00000000
NC
USD
702597.87000000
0.058824032408
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
27692844.00000000
EUR
27833731.34000000
USD
2022-10-05
702597.87000000
N
N
N
AZARBAYJAN RESPUBLIKASI DOVLAT NEFT SHIRKATI
2549002HARR1VE257O76
STATE OIL CO OF THE AZERBAIJAN REPUBLIC 6.950000% 03/18/2030
N/A
230000.00000000
PA
USD
223061.36000000
0.018675503057
Long
DBT
NUSS
AZ
N
2
2030-03-18
Fixed
6.95000000
N
N
N
N
N
N
GC Treasury Center Company Limited
549300LUFQBC2EQNAR40
GC TREASURY CENTER CO LTD MTN 4.300000% 03/18/2051
36830BAC9
735000.00000000
PA
USD
521440.34000000
0.043656869411
Long
DBT
NUSS
TH
Y
2
2051-03-18
Fixed
4.30000000
N
N
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
BONOS DE TESORERIA 6.350000% 08/12/2028
N/A
2121000.00000000
PA
484783.66000000
0.040587839708
Long
DBT
NUSS
PE
N
2
2028-08-12
Fixed
6.35000000
N
N
N
N
N
N
Republica Argentina
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA 3.875000% 01/09/2038
040114HU7
124000.00000000
PA
USD
28964.67000000
0.002425026831
Long
DBT
NUSS
AR
N
2
2038-01-09
Fixed
3.87500000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA 3.000000% 01/30/2030
195325DR3
3876000.00000000
PA
USD
2777947.88000000
0.232579834211
Long
DBT
NUSS
CO
N
2
2030-01-30
Fixed
3.00000000
N
N
N
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVERNMENT BOND 3.810000% 09/14/2050
N/A
5900000.00000000
PA
917107.54000000
0.076783557079
Long
DBT
NUSS
CN
N
2
2050-09-14
Fixed
3.81000000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2022-10-28
N/A
1.00000000
NC
-5732.05000000
-0.00047990793
N/A
DFE
XX
N
2
JP MORGAN
N/A
144914.62000000
USD
141851.73000000
EUR
2022-10-28
-5732.05000000
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
-20210.42000000
-0.00169208938
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
-20210.42000000
N
N
N
Corporacion Nacional del Cobre de Chile
549300UVMBCBCIPSUI70
CORP NACIONAL DEL COBRE DE CHILE 144A 3.700000% 01/30/2050
21987BBA5
452000.00000000
PA
USD
298587.23000000
0.024998801795
Long
DBT
NUSS
CL
Y
2
2050-01-30
Fixed
3.70000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2022-10-28
N/A
1.00000000
NC
USD
12010.74000000
0.001005582551
N/A
DFE
US
N
2
JP MORGAN
N/A
248437.81000000
EUR
255773.81000000
USD
2022-10-28
12010.74000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.900000% 11/30/2026
N/A
800000.00000000
PA
171631.69000000
0.014369625252
Long
DBT
NUSS
MY
N
2
2026-11-30
Fixed
3.90000000
N
N
N
N
N
N
Ukraine
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT 7.750000% 09/01/2027
N/A
580000.00000000
PA
USD
119347.76000000
0.009992225712
Long
DBT
NUSS
UA
N
2
2027-09-01
Fixed
7.75000000
N
N
N
N
N
N
Gobierno De La Republica De Panama
549300SHS4T08CL0LP14
REPUBLIC OF PANAMA 2.252000% 09/29/2032
698299BN3
2911000.00000000
PA
USD
2047768.48000000
0.171446576449
Long
DBT
NUSS
PA
N
2
2032-09-29
Fixed
2.25200000
N
N
N
N
N
N
Republica de Angola
549300QHR2R3J8JSGK83
ANGOLAN GOVERNMENT INTERNATIONAL BOND MTN 8.000000% 11/26/2029
N/A
500000.00000000
PA
USD
375110.00000000
0.031405564603
Long
DBT
NUSS
AO
N
2
2029-11-26
Fixed
8.00000000
N
N
N
N
N
N
Republica de Angola
549300QHR2R3J8JSGK83
REPUBLIC OF ANGOLA 9.375000% 05/08/2048
N/A
3350000.00000000
PA
USD
2262322.00000000
0.189409772401
Long
DBT
NUSS
AO
N
2
2048-05-08
Fixed
9.37500000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/PLN SETTLE 2022-12-21
N/A
1.00000000
NC
15742.26000000
0.001317998889
N/A
DFE
XX
N
2
GOLDMAN, SACHS & CO.
N/A
4643690.00000000
PLN
957784.11000000
EUR
2022-12-21
15742.26000000
N
N
N
Azarbayjan Respublikasi
549300P74FF45UQVU281
REPUBLIC OF AZERBAIJAN 5.125000% 09/01/2029
N/A
250000.00000000
PA
USD
228126.15000000
0.019099545577
Long
DBT
NUSS
AZ
N
2
2029-09-01
Fixed
5.12500000
N
N
N
N
N
N
Gobierno de la Republica Dominicana
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC 6.850000% 01/27/2045
P3579EBE6
1386000.00000000
PA
USD
1077072.87000000
0.090176432517
Long
DBT
NUSS
DO
N
2
2045-01-27
Fixed
6.85000000
N
N
N
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVERNMENT BOND 2.890000% 11/18/2031
N/A
40670000.00000000
PA
5755742.83000000
0.481891587241
Long
DBT
NUSS
CN
N
2
2031-11-18
Fixed
2.89000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZMW SETTLE 2023-03-15
N/A
1.00000000
NC
USD
-31134.13000000
-0.00260666186
N/A
DFE
US
N
2
STANDARD BANK
N/A
9827552.00000000
ZMW
571369.30000000
USD
2023-03-15
-31134.13000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EGP SETTLE 2022-11-10
N/A
1.00000000
NC
USD
-11272.08000000
-0.00094373926
N/A
DFE
US
N
2
STANDARD BANK
N/A
14053170.40000000
EGP
670475.69000000
USD
2022-11-10
-11272.08000000
N
N
N
SHIMAO GROUP HOLDINGS LIMITED
254900WTJ6B5CU69ZD26
SHIMAO GROUP HOLDINGS LTD 5.200000% 01/30/2025
N/A
1406000.00000000
PA
USD
168978.80000000
0.014147515715
Long
DBT
NUSS
CN
N
2
2025-01-30
Fixed
5.20000000
Y
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT INTERNATIONAL BOND MTN 4.750000% 04/11/2025
N/A
443000.00000000
PA
341261.51000000
0.028571646714
Long
DBT
NUSS
EG
Y
2
2025-04-11
Fixed
4.75000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EGP SETTLE 2022-11-30
N/A
1.00000000
NC
USD
-22647.15000000
-0.00189610123
N/A
DFE
US
N
2
STANDARD BANK
N/A
12188704.98000000
EGP
558282.61000000
USD
2022-11-30
-22647.15000000
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 9.000000% 01/31/2040
N/A
28558804.00000000
PA
1253425.21000000
0.104941287645
Long
DBT
NUSS
ZA
N
2
2040-01-31
Fixed
9.00000000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.899000% 11/16/2027
N/A
2250000.00000000
PA
480637.27000000
0.040240688955
Long
DBT
NUSS
MY
N
2
2027-11-16
Fixed
3.89900000
N
N
N
N
N
N
Republica Oriental del Uruguay
549300RDR012H2V82H43
REPUBLICA ORIENT URUGUAY 8.250000% 05/21/2031
917288BM3
13839901.00000000
PA
275867.38000000
0.023096613859
Long
DBT
NUSS
UY
N
2
2031-05-21
Fixed
8.25000000
N
N
N
N
N
N
Republic of Lebanon
529900QPC4K9S1KHL354
LEBANON GOVERNMENT INTERNATIONAL BOND MTN 6.650000% 02/26/2030
N/A
1870000.00000000
PA
USD
107525.00000000
0.009002381525
Long
DBT
NUSS
LB
N
2
2030-02-26
Fixed
6.65000000
Y
N
N
N
N
N
Russia, Federation of (Government)
5493004EHVGF71PDBU58
RUSSIA GOVT BOND - OFZ 6.900000% 07/23/2031
N/A
110487000.00000000
PA
569380.86000000
0.047670622971
Long
DBT
NUSS
RU
N
2
2031-07-23
Fixed
6.90000000
N
N
N
N
N
N
Republica Argentina
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA 1.000000% 07/09/2029
040114HX1
1117484.00000000
PA
USD
213511.78000000
0.017875977714
Long
DBT
NUSS
AR
N
2
2029-07-09
Fixed
1.00000000
N
N
N
N
N
N
Azarbayjan Respublikasi
549300P74FF45UQVU281
REPUBLIC OF AZERBAIJAN 3.500000% 09/01/2032
N/A
1324000.00000000
PA
USD
1065420.15000000
0.089200824693
Long
DBT
NUSS
AZ
N
2
2032-09-01
Fixed
3.50000000
N
N
N
N
N
N
Republica Argentina
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA 3.500000% 07/09/2041
040114HV5
2044000.00000000
PA
USD
435697.65000000
0.036478181586
Long
DBT
NUSS
AR
N
2
2041-07-09
Fixed
3.50000000
N
N
N
N
N
N
THE OIL AND GAS HOLDING COMPANY B.S.C (CLOSED)
549300OBH16L6TS6IW50
OIL AND GAS HOLDING CO BSCC/THE 8.375000% 11/07/2028
N/A
250000.00000000
PA
USD
245895.00000000
0.020587217904
Long
DBT
NUSS
BH
N
2
2028-11-07
Fixed
8.37500000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT INTERNATIONAL BOND MTN 7.500000% 02/16/2061
03846JAC4
658000.00000000
PA
USD
338310.70000000
0.028324594238
Long
DBT
NUSS
EG
Y
2
2061-02-16
Fixed
7.50000000
N
N
N
N
N
N
Kingdom of Saudi Arabia
635400FMICXSM3SI3H65
SAUDI GOVERNMENT INTERNATIONAL BOND MTN 4.625000% 10/04/2047
80413TAF6
812000.00000000
PA
USD
689794.00000000
0.057752046147
Long
DBT
NUSS
SA
Y
2
2047-10-04
Fixed
4.62500000
N
N
N
N
N
N
BRK: HSBC BANK
N/A
BRK: HSBC BANK PAY: 7.345
N/A
15930397.00000000
NC
89138.34000000
0.007462983912
N/A
DIR
XX
N
2
BRK: HSBC BANK
N/A
Y
2031-11-10
0.00000000
MXN
0.00000000
MXN
-15930397.00000000
MXN
89138.34000000
N
N
N
TENCENT HOLDINGS LIMITED
254900N4SLUMW4XUYY11
TENCENT HOLDINGS LTD MTN 3.240000% 06/03/2050
88032WAV8
450000.00000000
PA
USD
273286.67000000
0.022880547492
Long
DBT
NUSS
CN
Y
2
2050-06-03
Fixed
3.24000000
N
N
N
N
N
N
Republic of Zambia
213800DMLAZ6LGMMD849
ZAMBIA GOVERNMENT BOND 13.000000% 01/25/2031
N/A
12744000.00000000
PA
442540.91000000
0.037051124040
Long
DBT
NUSS
ZM
N
2
2031-01-25
Fixed
13.00000000
N
N
N
N
N
N
Qatar Energy
254900QTESJKJ3P87J26
QATAR ENERGY 2.250000% 07/12/2031
M8180AAD0
2776000.00000000
PA
USD
2236229.01000000
0.187225172995
Long
DBT
NUSS
QA
N
2
2031-07-12
Fixed
2.25000000
N
N
N
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 1.450000% 12/17/2024
N/A
67979000.00000000
PA
1780686.66000000
0.149085521419
Long
DBT
NUSS
TH
N
2
2024-12-17
Fixed
1.45000000
N
N
N
N
N
N
Russia, Federation of (Government)
5493004EHVGF71PDBU58
RUSSIA GOVT BOND - OFZ 4.500000% 07/16/2025
N/A
521504000.00000000
PA
2687505.28000000
0.225007652938
Long
DBT
NUSS
RU
N
2
2025-07-16
Fixed
4.50000000
N
N
N
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/USD SETTLE 2022-11-14
N/A
1.00000000
NC
-3402.94000000
-0.00028490643
N/A
DFE
PA
N
2
JP MORGAN
N/A
101173.77000000
USD
485800.00000000
PLN
2022-11-14
-3402.94000000
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
REPUBLIC OF PERU 3.600000% 01/15/2072
715638DW9
326000.00000000
PA
USD
196568.14000000
0.016457394950
Long
DBT
NUSS
PE
N
2
2072-01-15
Fixed
3.60000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/TWD SETTLE 2022-10-31
N/A
1.00000000
NC
USD
-3133.73000000
-0.00026236719
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
29288204.00000000
TWD
919018.61000000
USD
2022-10-31
-3133.73000000
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
REPUBLIC OF PERU 1.950000% 11/17/2036
715638DX7
1050000.00000000
PA
656331.01000000
0.054950403710
Long
DBT
NUSS
PE
N
2
2036-11-17
Fixed
1.95000000
N
N
N
N
N
N
Gobierno De La Republica De Panama
549300SHS4T08CL0LP14
REPUBLIC OF PANAMA 2.252000% 09/29/2032
698299BN3
1100000.00000000
PA
USD
773804.65000000
0.064785721325
Long
DBT
NUSS
PA
N
2
2032-09-29
Fixed
2.25200000
N
N
N
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2022-10-17
N/A
1.00000000
NC
-45688.81000000
-0.00382523226
N/A
DFE
HU
N
2
JP MORGAN
N/A
714746.97000000
USD
289965700.00000000
HUF
2022-10-17
-45688.81000000
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 7.500000% 08/26/2026
N/A
4922400000.00000000
PA
915653.07000000
0.076661783595
Long
DBT
NUSS
CO
N
2
2026-08-26
Fixed
7.50000000
N
N
N
N
N
N
BRK: JP MORGAN CHASE
N/A
BRK: JP MORGAN CHASE PAY:7.51
N/A
1479239910.00000000
NC
73990.62000000
0.006194762060
N/A
DIR
XX
N
2
BRK: JP MORGAN CHASE
N/A
Y
2025-04-13
0.00000000
CLP
0.00000000
CLP
-1479239910.00000000
CLP
73990.62000000
N
N
N
Federal Republic of Nigeria
549300GSBZD84TNEQ285
REPUBLIC OF NIGERIA 7.875000% 02/16/2032
N/A
923000.00000000
PA
USD
590959.98000000
0.049477304870
Long
DBT
NUSS
NG
N
2
2032-02-16
Fixed
7.87500000
N
N
N
N
N
N
Ukraine
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT INTERNATIONAL BOND 144A 6.876000% 05/21/2029
90372UAR5
281000.00000000
PA
USD
51349.94000000
0.004299202522
Long
DBT
NUSS
UA
Y
2
2029-05-21
Fixed
6.87600000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 4.625000% 04/03/2049
N/A
453000.00000000
PA
291565.19000000
0.024410891233
Long
DBT
NUSS
RO
N
2
2049-04-03
Fixed
4.62500000
N
N
N
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2022-10-04
N/A
1.00000000
NC
25.72000000
0.000002153371
N/A
DFE
MX
N
2
GOLDMAN, SACHS & CO.
N/A
7200.82000000
USD
145307.61000000
MXN
2022-10-04
25.72000000
N
N
N
BANK RAZVITIYA RESPUBLIKI BELARUS' OAO
253400D4JRB0M70A0687
DEVELOPMENT BANK BELARUS 6.750000% 05/02/2024
N/A
972000.00000000
PA
USD
184680.00000000
0.015462076913
Long
DBT
NUSS
BY
N
2
2024-05-02
Fixed
6.75000000
N
N
N
N
N
N
Republic of Uganda
549300NF1DEFHG8XLQ11
UGANDA GOVERNMENT BOND 14.250000% 06/22/2034
V3843WBS8
3800000000.00000000
PA
844101.06000000
0.070671190775
Long
DBT
NUSS
UG
N
2
2034-06-22
Fixed
14.25000000
N
N
N
N
N
N
Gobierno de la Republica Dominicana
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC 6.500000% 02/15/2048
P3579EBY2
2468000.00000000
PA
USD
1817656.80000000
0.152180795126
Long
DBT
NUSS
DO
N
2
2048-02-15
Fixed
6.50000000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEXICO GOVERNMENT INTERNATIONAL BOND MTN 5.550000% 01/21/2045
91086QBE7
482000.00000000
PA
USD
412437.06000000
0.034530720942
Long
DBT
NUSS
MX
N
2
2045-01-21
Fixed
5.55000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 8.250000% 05/15/2029
N/A
10876000000.00000000
PA
748874.47000000
0.062698476574
Long
DBT
NUSS
ID
N
2
2029-05-15
Fixed
8.25000000
N
N
N
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 3.300000% 06/17/2038
N/A
24642000.00000000
PA
607087.19000000
0.050827533165
Long
DBT
NUSS
TH
N
2
2038-06-17
Fixed
3.30000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PHP SETTLE 2022-10-18
N/A
1.00000000
NC
USD
8290.48000000
0.000694108942
N/A
DFE
US
N
2
JP MORGAN
N/A
9109100.00000000
PHP
163447.63000000
USD
2022-10-18
8290.48000000
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT INTERNATIONAL BOND MTN 7.300000% 09/30/2033
03846JAE0
3223000.00000000
PA
USD
1853914.72000000
0.155216439201
Long
DBT
NUSS
EG
Y
2
2033-09-30
Fixed
7.30000000
N
N
N
N
N
N
Democratic Socialist Republic of Sri Lanka
254900HXCCIOHM74FA02
REPUBLIC OF SRI LANKA 6.200000% 05/11/2027
Y8137FAH1
910000.00000000
PA
USD
223322.41000000
0.018697359107
Long
DBT
NUSS
LK
N
2
2027-05-11
Fixed
6.20000000
Y
N
N
N
N
N
EGYPTIAN POUND
N/A
FX Forward Contract: EGP/USD SETTLE 2023-05-17
N/A
1.00000000
NC
-8845.16000000
-0.00074054875
N/A
DFE
EG
N
2
CITIGROUP GLOBAL MARKETS
N/A
123024.93000000
USD
2624121.79000000
EGP
2023-05-17
-8845.16000000
N
N
N
Republic of Uzbekistan
213800L6VDKUM3TCM927
REPUBLIC OF UZBEKISTAN 3.900000% 10/19/2031
N/A
505000.00000000
PA
USD
353500.00000000
0.029596297319
Long
DBT
NUSS
UZ
N
2
2031-10-19
Fixed
3.90000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT INTERNATIONAL BOND MTN 7.600300% 03/01/2029
03846JW71
583000.00000000
PA
USD
407096.07000000
0.034083553961
Long
DBT
NUSS
EG
Y
2
2029-03-01
Fixed
7.60030000
N
N
N
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
FED REPUBLIC OF BRAZIL 3.750000% 09/12/2031
105756CE8
4057000.00000000
PA
USD
3279021.77000000
0.274531550837
Long
DBT
NUSS
BR
N
2
2031-09-12
Fixed
3.75000000
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
274856.18000000
0.023011952541
Long
DBT
NUSS
AO
N
2
2049-11-26
Fixed
9.12500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NGN SETTLE 2023-05-17
N/A
1.00000000
NC
USD
20661.20000000
0.001729830320
N/A
DFE
US
N
2
STANDARD BANK
N/A
278785330.57000000
NGN
570521.50000000
USD
2023-05-17
20661.20000000
N
N
N
Republica de Costa Rica
549300S1EK2VN6XVJP58
REPUBLIC OF COSTA RICA 7% 04/04/2044
N/A
230000.00000000
PA
USD
191127.27000000
0.016001865654
Long
DBT
NUSS
CR
N
2
2044-04-04
Fixed
7.00000000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP
N/A
11518838.00000000
NC
-46537.26000000
-0.00389626756
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2023-01-02
0.00000000
BRL
0.00000000
BRL
-11518838.00000000
BRL
-46537.26000000
N
N
N
Ceska republika
3157007EFDLQABN47912
CZECH REPUBLIC 0.050000% 11/29/2029
N/A
31030000.00000000
PA
852392.66000000
0.071365393488
Long
DBT
NUSS
CZ
N
2
2029-11-29
Fixed
0.05000000
N
N
N
N
N
N
Republic of Lebanon
529900QPC4K9S1KHL354
LEBANESE REPUBLIC 6.750000% 11/29/2027
N/A
1123000.00000000
PA
USD
64774.64000000
0.005423166914
Long
DBT
NUSS
LB
N
2
2027-11-29
Fixed
6.75000000
Y
N
N
N
N
N
Sultanate of Oman
549300SZ20F0QTKNQC75
OMAN GOV INTERNTL BOND 7.000000% 01/25/2051
N/A
1199000.00000000
PA
USD
987956.82000000
0.082715314804
Long
DBT
NUSS
OM
N
2
2051-01-25
Fixed
7.00000000
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
373721.14000000
0.031289284226
Long
DBT
NUSS
ID
Y
2
2027-01-30
Fixed
6.37500000
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
183595.83000000
0.015371306283
Long
DBT
NUSS
ID
N
2
2045-01-15
Fixed
5.12500000
N
N
N
N
N
N
EGYPTIAN POUND
N/A
FX Forward Contract: EGP/USD SETTLE 2023-05-31
N/A
1.00000000
NC
-17151.33000000
-0.00143597132
N/A
DFE
EG
N
2
CITIGROUP GLOBAL MARKETS
N/A
292993.08000000
USD
6369669.45000000
EGP
2023-05-31
-17151.33000000
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVT INTL BOND 3.250000% 10/19/2023
N/A
1592000.00000000
PA
USD
1577608.32000000
0.132083069001
Long
DBT
NUSS
CN
N
2
2023-10-19
Fixed
3.25000000
N
N
N
N
N
N
RELIANCE INDUSTRIES LIMITED
5493003UOETFYRONLG31
RELIANCE INDUSTRIES LTD 144A 3.625000% 01/12/2052
759470BD8
671000.00000000
PA
USD
420602.00000000
0.035214319222
Long
DBT
NUSS
IN
Y
2
2052-01-12
Fixed
3.62500000
N
N
N
N
N
N
Gobierno de la Republica Dominicana
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC 5.300000% 01/21/2041
P3579ECJ4
1551000.00000000
PA
USD
1047991.05000000
0.087741597464
Long
DBT
NUSS
DO
N
2
2041-01-21
Fixed
5.30000000
N
N
N
N
N
N
BROKER: GOLDMAN SACHS
N/A
BROKER: GOLDMAN SACHS REC: 12.83% FIXED
N/A
49740442.53000000
NC
3487.30000000
0.000291969356
N/A
DIR
XX
N
2
BROKER: GOLDMAN SACHS
N/A
Y
2024-01-04
0.00000000
BRL
0.00000000
BRL
-49740442.53000000
BRL
3487.30000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/TRY SETTLE 2022-12-21
N/A
1.00000000
NC
USD
33379.82000000
0.002794679143
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
19053190.00000000
TRY
963011.88000000
USD
2022-12-21
33379.82000000
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
2308200.16000000
0.193250857730
Long
DBT
NUSS
AZ
N
2
2030-03-18
Fixed
6.95000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CZK SETTLE 2022-12-21
N/A
1.00000000
NC
USD
138617.65000000
0.011605570532
N/A
DFE
US
N
2
STANDARD BANK
N/A
222361978.00000000
CZK
8953933.24000000
USD
2022-12-21
138617.65000000
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
GHANA GOVERNMENT INTERNATIONAL BOND 144A 6.375000% 02/11/2027
37443GAG6
451000.00000000
PA
USD
179272.50000000
0.015009341474
Long
DBT
NUSS
GH
Y
2
2027-02-11
Fixed
6.37500000
N
N
N
N
N
N
Republique Gabonaise
N/A
GABON GOVERNMENT INTERNATIONAL BOND 144A 7.000000% 11/24/2031
362420AE1
2324000.00000000
PA
USD
1525798.96000000
0.127745402176
Long
DBT
NUSS
GA
Y
2
2031-11-24
Fixed
7.00000000
N
N
N
N
N
N
The Export-Import Bank of Korea
549300APVP4R32PI3Y06
EXPORT-IMPORT BANK OF KOREA MTN 5.750000% 03/05/2024
Y2R832FT7
12200000000.00000000
PA
788923.99000000
0.066051567101
Long
DBT
NUSS
KR
N
2
2024-03-05
Fixed
5.75000000
N
N
N
N
N
N
Gobierno De La Republica De Panama
549300SHS4T08CL0LP14
REPUBLIC OF PANAMA 8.125000% 04/28/2034
698299AT1
478000.00000000
PA
USD
559260.00000000
0.046823268002
Long
DBT
NUSS
PA
N
2
2034-04-28
Fixed
8.12500000
N
N
N
N
N
N
6 MONTHS FBIL MIBOR 02/04/2027
N/A
6 MONTHS FBIL MIBOR 02/04/2027 PAY: 5.87 FIXED
N/A
504947603.00000000
NC
213362.10000000
0.017863445963
N/A
DIR
XX
N
2
6 MONTHS FBIL MIBOR 02/04/2027
N/A
Y
2027-02-04
0.00000000
INR
0.00000000
INR
-504947603.00000000
INR
213362.10000000
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT INTERNATIONAL BOND MTN 8.500000% 01/31/2047
N/A
2691000.00000000
PA
USD
1492100.30000000
0.124924028596
Long
DBT
NUSS
EG
N
2
2047-01-31
Fixed
8.50000000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
UNITED MEXICAN STATES 4.600000% 02/10/2048
91087BAD2
394000.00000000
PA
USD
286976.73000000
0.024026728782
Long
DBT
NUSS
MX
N
2
2048-02-10
Fixed
4.60000000
N
N
N
N
N
N
National company QazaqGaz JSC
635400YGLXBBSVHONW39
KAZTRANSGAS JSC 144A 4.375000% 09/26/2027
48668NAA9
165000.00000000
PA
USD
139425.00000000
0.011673164791
Long
DBT
NUSS
KZ
Y
2
2027-09-26
Fixed
4.37500000
N
N
N
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
NOTA DO TESOURO NACIONAL 10.000000% 01/01/2025
EK0169285
21448000.00000000
PA
3835218.00000000
0.321098308945
Long
DBT
NUSS
BR
N
2
2025-01-01
Fixed
10.00000000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA 5.625000% 02/26/2044
195325BR5
132000.00000000
PA
USD
87284.70000000
0.007307790474
Long
DBT
NUSS
CO
N
2
2044-02-26
Fixed
5.62500000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 4.065000% 06/15/2050
N/A
2100000.00000000
PA
387610.09000000
0.032452117305
Long
DBT
NUSS
MY
N
2
2050-06-15
Fixed
4.06500000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 8.250000% 05/15/2029
N/A
16674000000.00000000
PA
1148099.75000000
0.096123059556
Long
DBT
NUSS
ID
N
2
2029-05-15
Fixed
8.25000000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.800000% 08/17/2023
N/A
13526000.00000000
PA
2934281.08000000
0.245668614602
Long
DBT
NUSS
MY
N
2
2023-08-17
Fixed
3.80000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 7.000000% 09/15/2030
N/A
12216000000.00000000
PA
786172.10000000
0.065821168927
Long
DBT
NUSS
ID
N
2
2030-09-15
Fixed
7.00000000
N
N
N
N
N
N
Emirate of Abu Dhabi
213800FER4348CINTA77
ABU DHABI GOVERNMENT INTERNATIONAL BOND MTN 2.500000% 04/16/2025
N/A
1853000.00000000
PA
USD
1756314.17000000
0.147044968490
Long
DBT
NUSS
AE
N
2
2025-04-16
Fixed
2.50000000
N
N
N
N
N
N
CHINA MINMETALS CORPORATION
3003002ULBI4T3DT7Z09
CHINA MINMETALS CORP 3.750000% MATURITY: PERPETUAL
N/A
1647000.00000000
PA
USD
1644545.97000000
0.137687330928
Long
DBT
NUSS
CN
N
2
2171-05-13
Fixed
3.75000000
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
259007.50000000
0.021685043784
Long
DBT
NUSS
CL
Y
2
2031-09-16
Fixed
3.45000000
N
N
N
N
N
N
Financiera de Desarrollo Territorial S.A.
54930036EU95I2CWYJ76
FINDETER 7.875000% 08/12/2024
P40420AA2
884000000.00000000
PA
172778.13000000
0.014465609351
Long
DBT
NUSS
CO
N
2
2024-08-12
Fixed
7.87500000
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
187546.17000000
0.015702043022
Long
DBT
NUSS
CL
N
2
2029-09-30
Fixed
3.00000000
N
N
N
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
FED REPUBLIC OF BRAZIL 4.750000% 01/14/2050
105756CB4
2709000.00000000
PA
USD
1842445.54000000
0.154256198009
Long
DBT
NUSS
BR
N
2
2050-01-14
Fixed
4.75000000
N
N
N
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVERNMENT BOND 3.720000% 04/12/2051
N/A
3000000.00000000
PA
460250.02000000
0.038533794718
Long
DBT
NUSS
CN
N
2
2051-04-12
Fixed
3.72000000
N
N
N
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
POLAND GOVERNMENT BOND 1.250000% 10/25/2030
N/A
13911000.00000000
PA
1791333.47000000
0.149976910823
Long
DBT
NUSS
PL
N
2
2030-10-25
Fixed
1.25000000
N
N
N
N
N
N
THAILAND BAHT
N/A
FX Forward Contract: THB/USD SETTLE 2022-12-21
N/A
1.00000000
NC
-5498.39000000
-0.00046034507
N/A
DFE
TH
N
2
CITIGROUP GLOBAL MARKETS
N/A
384302.22000000
USD
14198622.00000000
THB
2022-12-21
-5498.39000000
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 7.000000% 03/26/2031
N/A
10051800000.00000000
PA
1552815.43000000
0.130007318665
Long
DBT
NUSS
CO
N
2
2031-03-26
Fixed
7.00000000
N
N
N
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2022-12-21
N/A
1.00000000
NC
-467.54000000
-0.00003914413
N/A
DFE
ZA
N
2
CITIGROUP GLOBAL MARKETS
N/A
343103.41000000
USD
6200000.00000000
ZAR
2022-12-21
-467.54000000
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2022-11-14
N/A
1.00000000
NC
-11320.71000000
-0.00094781074
N/A
DFE
ZA
N
2
JP MORGAN
N/A
123054.70000000
USD
2015150.00000000
ZAR
2022-11-14
-11320.71000000
N
N
N
BRK:GOLDMAN SACHS INTERNATIONAL
N/A
BRK:GOLDMAN SACHS INTERNATIONAL PAY: 6M BUDAPEST INTERBANK OFFER RATE (BUBOR)
N/A
256484397.00000000
NC
-23650.81000000
-0.00198013127
N/A
DIR
XX
N
2
BRK:GOLDMAN SACHS INTERNATIONAL
N/A
Y
2027-08-05
0.00000000
HUF
0.00000000
HUF
-256484397.00000000
HUF
-23650.81000000
N
N
N
PETROLEOS DEL PERU - PETROPERU S.A.
549300ZMGDLC9JT2OR80
PETROLEOS DEL PERU SA 5.625000% 06/19/2047
P7808BAB3
5237000.00000000
PA
USD
3144294.80000000
0.263251722093
Long
DBT
NUSS
PE
N
2
2047-06-19
Fixed
5.62500000
N
N
N
N
N
N
Republique de Cote d'Ivoire
254900ICW11T82O6H590
IVORY COAST 4.875000% 01/30/2032
N/A
370000.00000000
PA
242043.95000000
0.020264794083
Long
DBT
NUSS
CI
N
2
2032-01-30
Fixed
4.87500000
N
N
N
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
POLAND GOVERNMENT BOND 2.500000% 07/25/2027
N/A
5538000.00000000
PA
905657.54000000
0.075824921706
Long
DBT
NUSS
PL
N
2
2027-07-25
Fixed
2.50000000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEX BONOS DESARR FIX RT 7.500000% 06/03/2027
N/A
7630000.00000000
PA
347418.76000000
0.029087153932
Long
DBT
NUSS
MX
N
2
2027-06-03
Floating
7.49999880
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
306242.40000000
0.025639720288
Long
DBT
CORP
ZA
N
2
2026-09-18
Fixed
4.37500000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
REPUBLIC OF INDONESIA 3.550000% 03/31/2032
455780DJ2
249000.00000000
PA
USD
215894.83000000
0.018075495271
Long
DBT
NUSS
ID
N
2
2032-03-31
Fixed
3.55000000
N
N
N
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
LETRA TESOURO NACIONAL ZERO COUPON 01/01/2025
N/A
34000000.00000000
PA
4928848.09000000
0.412660971748
Long
DBT
NUSS
BR
N
2
2025-01-01
None
0.00000000
N
N
N
N
N
N
Republica de Guatemala
529900QKDFFU9UWW5315
REPUBLIC OF GUATEMALA 4.650000% 10/07/2041
P5015VAN6
761000.00000000
PA
USD
532910.13000000
0.044617161674
Long
DBT
NUSS
GT
N
2
2041-10-07
Fixed
4.65000000
N
N
N
N
N
N
ANGLOGOLD ASHANTI HOLDINGS PLC
213800745ZIXC4L6A131
ANGLOGOLD ASHANTI HOLDINGS PLC 3.750000% 10/01/2030
03512TAE1
229000.00000000
PA
USD
177501.76000000
0.014861088723
Long
DBT
NUSS
ZA
N
2
2030-10-01
Fixed
3.75000000
N
N
N
N
N
N
Leader Goal International Limited
3003004DZA8V8EM94C74
LEADER GOAL INTERNATIONAL LTD MTN 4.250000% MATURITY: PERPETUAL
N/A
212000.00000000
PA
USD
211364.39000000
0.017696190464
Long
DBT
NUSS
CN
N
2
2171-07-19
Fixed
4.25000000
N
N
N
N
N
N
Republica de Angola
549300QHR2R3J8JSGK83
ANGOLAN GOVERNMENT INTERNATIONAL BOND MTN 8.000000% 11/26/2029
N/A
400000.00000000
PA
USD
300088.00000000
0.025124451682
Long
DBT
NUSS
AO
N
2
2029-11-26
Fixed
8.00000000
N
N
N
N
N
N
CSN Inova Ventures.
222100R8R68DM7VM3661
CSN INOVA VENTURES 144A 6.750000% 01/28/2028
12642KAB0
592000.00000000
PA
USD
512787.11000000
0.042932389728
Long
DBT
NUSS
BR
Y
2
2028-01-28
Fixed
6.75000000
N
N
N
N
N
N
Greenko Power II Limited
254900YYA4B6O2O4JM12
GREENKO POWER II LTD MTN 4.300000% 12/13/2028
V3855MAA5
500000.00000000
PA
USD
392500.00000000
0.032861518239
Long
DBT
NUSS
IN
N
2
2028-12-13
Fixed
4.30000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
ARAB REPUBLIC OF EGYPT 7.903000% 02/21/2048
N/A
854000.00000000
PA
USD
444353.28000000
0.037202862205
Long
DBT
NUSS
EG
N
2
2048-02-21
Fixed
7.90300000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 28-DAY MXN - TIIE
N/A
16624088.00000000
NC
-76282.29000000
-0.00638662895
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2025-12-08
0.00000000
MXN
0.00000000
MXN
-16624088.00000000
MXN
-76282.29000000
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 3.625000% 06/16/2023
N/A
30000000.00000000
PA
807251.87000000
0.067586043439
Long
DBT
NUSS
TH
N
2
2023-06-16
Fixed
3.62500000
N
N
N
N
N
N
Ceska republika
3157007EFDLQABN47912
CZECH REPUBLIC 2.500000% 08/25/2028
N/A
163970000.00000000
PA
5583175.90000000
0.467443660316
Long
DBT
NUSS
CZ
N
2
2028-08-25
Fixed
2.50000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 8.750000% 05/15/2031
N/A
35797000000.00000000
PA
2532483.48000000
0.212028667694
Long
DBT
NUSS
ID
N
2
2031-05-15
Fixed
8.75000000
N
N
N
N
N
N
The Hashemite Kingdom of Jordan
5493000JZ4MYPVMBVN50
JORDAN GOVERNMENT INTERNATIONAL BOND 144A 5.850000% 07/07/2030
418097AL5
559000.00000000
PA
USD
454187.50000000
0.038026218638
Long
DBT
NUSS
JO
Y
2
2030-07-07
Fixed
5.85000000
N
N
N
N
N
N
CZECH REPUBLIC KORUNA
N/A
FX Forward Contract: CZK/USD SETTLE 2022-12-12
N/A
1.00000000
NC
-2071.75000000
-0.00017345439
N/A
DFE
CZ
N
2
JP MORGAN
N/A
99652.74000000
USD
2461300.00000000
CZK
2022-12-12
-2071.75000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 4.254000% 05/31/2035
N/A
8924000.00000000
PA
1819097.93000000
0.152301451737
Long
DBT
NUSS
MY
N
2
2035-05-31
Fixed
4.25400000
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
1786815.02000000
0.149598609862
Long
DBT
NUSS
MX
N
2
2025-11-25
Fixed
7.35000000
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
1488900.00000000
0.124656087916
Long
DBT
NUSS
SA
N
2
2026-06-17
Fixed
1.60200000
N
N
N
N
N
N
SA GLOBAL SUKUK LIMITED
5493007DFAVKU7UOGR47
SA GLOBAL SUKUK LTD 1.602000% 06/17/2026
N/A
847000.00000000
PA
USD
750653.75000000
0.062847444324
Long
DBT
NUSS
SA
N
2
2026-06-17
Fixed
1.60200000
N
N
N
N
N
N
Republique du Senegal
549300NP14ZLQGWIUZ97
SENEGAL GOVERNMENT INTERNATIONAL BOND 144A 4.750000% 03/13/2028
N/A
113000.00000000
PA
89213.73000000
0.007469295836
Long
DBT
NUSS
SN
Y
2
2028-03-13
Fixed
4.75000000
N
N
N
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2022-12-12
N/A
1.00000000
NC
-18707.87000000
-0.00156629047
N/A
DFE
CL
N
2
GOLDMAN, SACHS & CO.
N/A
267022.09000000
USD
240818972.00000000
CLP
2022-12-12
-18707.87000000
N
N
N
N/A
N/A
R2030 BOND FUTURE NOV22 FINANCIAL COMMODITY FUTURE.
N/A
577.00000000
NC
2816591.51000000
0.235815218548
N/A
DIR
ZA
N
1
NEDBANK LTD
N/A
Long
South African Govt. Bond Futures
R2030 Bond Future Nov 2022
2022-11-06
3092038.09000000
ZAR
-275446.58000000
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
UNITED MEXICAN STATES 2.659000% 05/24/2031
91087BAM2
339000.00000000
PA
USD
259905.89000000
0.021760260241
Long
DBT
NUSS
MX
N
2
2031-05-24
Fixed
2.65900000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/TRY SETTLE 2022-12-21
N/A
1.00000000
NC
USD
31460.23000000
0.002633964132
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
19362854.00000000
TRY
976201.24000000
USD
2022-12-21
31460.23000000
N
N
N
Gobierno de la Republica Dominicana
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC INTERNATIONAL BOND 144A 7.450000% 04/30/2044
25714PCF3
687000.00000000
PA
USD
576294.37000000
0.048249447009
Long
DBT
NUSS
DO
Y
2
2044-04-30
Fixed
7.45000000
N
N
N
N
N
N
Gobierno de Chile
549300FLZTJM5YJF8D34
REPUBLIC OF CHILE 4.340000% 03/07/2042
168863DY1
547000.00000000
PA
USD
433489.15000000
0.036293277986
Long
DBT
NUSS
CL
N
2
2042-03-07
Fixed
4.34000000
N
N
N
N
N
N
Gobierno de Chile
549300FLZTJM5YJF8D34
BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS 144 5.000000% 10/01/2028
N/A
1115000000.00000000
PA
1070635.07000000
0.089637436639
Long
DBT
NUSS
CL
Y
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
CEMEX, S.A.B. de C.V.
549300RIG2CXWN6IV731
CEMEX SAB DE CV 144A 5.450000% 11/19/2029
151290BV4
750000.00000000
PA
USD
670312.50000000
0.056120984573
Long
DBT
NUSS
MX
Y
2
2029-11-19
Fixed
5.45000000
N
N
N
N
N
N
EGYPTIAN POUND
N/A
FX Forward Contract: EGP/USD SETTLE 2022-10-18
N/A
1.00000000
NC
4453.41000000
0.000372855576
N/A
DFE
EG
N
2
HSBC
N/A
270421.67000000
USD
5489560.00000000
EGP
2022-10-18
4453.41000000
N
N
N
Ukraine
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT 7.375000% 09/25/2032
N/A
493000.00000000
PA
USD
90901.31000000
0.007610586131
Long
DBT
NUSS
UA
N
2
2032-09-25
Fixed
7.37500000
N
N
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
REPUBLIC OF PERU 3.230000% 07/28/2121
715638DR0
2105000.00000000
PA
USD
1138435.80000000
0.095313958743
Long
DBT
NUSS
PE
N
2
2121-07-28
Fixed
3.23000000
N
N
N
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
POLAND GOVERNMENT BOND 3.750000% 05/25/2027
N/A
5421000.00000000
PA
937210.67000000
0.078466663762
Long
DBT
NUSS
PL
N
2
2027-05-25
Fixed
3.75000000
N
N
N
N
N
N
Azarbayjan Respublikasi
549300P74FF45UQVU281
REPUBLIC OF AZERBAIJAN 5.125000% 09/01/2029
N/A
1795000.00000000
PA
USD
1637945.77000000
0.137134738335
Long
DBT
NUSS
AZ
N
2
2029-09-01
Fixed
5.12500000
N
N
N
N
N
N
Gobierno de Chile
549300FLZTJM5YJF8D34
REPUBLIC OF CHILE 4.000000% 01/31/2052
168863DW5
287000.00000000
PA
USD
209305.19000000
0.017523786799
Long
DBT
NUSS
CL
N
2
2052-01-31
Fixed
4.00000000
N
N
N
N
N
N
KONDOR FINANCE PLC
213800PUC1T9GI6EIO63
NAK NAFTOGAZ UKRAINE VIA KONDOR FINANCE PLC VARIABLE RATE 07/19/2024
N/A
720000.00000000
PA
140999.44000000
0.011804982597
Long
DBT
NUSS
UA
N
2
2024-07-19
Fixed
7.12500000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 6.500000% 02/15/2031
N/A
18789000000.00000000
PA
1166256.77000000
0.097643230878
Long
DBT
NUSS
ID
N
2
2031-02-15
Fixed
6.50000000
N
N
N
N
N
N
Republica de Guatemala
529900QKDFFU9UWW5315
REPUBLIC OF GUATEMALA 4.500000% 05/03/2026
P5015VAF3
185000.00000000
PA
USD
174499.95000000
0.014609766343
Long
DBT
NUSS
GT
N
2
2026-05-03
Fixed
4.50000000
N
N
N
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
POLAND GOVERNMENT BOND 2.500000% 07/25/2026
N/A
31658000.00000000
PA
5347695.77000000
0.447728412961
Long
DBT
NUSS
PL
N
2
2026-07-25
Fixed
2.50000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2022-10-05
N/A
1.00000000
NC
USD
16738.46000000
0.001401404353
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
1534442.00000000
EUR
1520056.45000000
USD
2022-10-05
16738.46000000
N
N
N
Gobierno de la Republica Dominicana
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC 6.000000% 02/22/2033
P3579ECN5
2621000.00000000
PA
USD
2129972.84000000
0.178329022502
Long
DBT
NUSS
DO
N
2
2033-02-22
Fixed
6.00000000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.885000% 08/15/2029
N/A
6620000.00000000
PA
1386225.24000000
0.116059786009
Long
DBT
NUSS
MY
N
2
2029-08-15
Fixed
3.88500000
N
N
N
N
N
N
Petroleos de Venezuela, S.A.
549300YWR8TN1OFD4P06
PETROLEOS DE VENEZUELA S 5.50% 04/12/2037
N/A
740000.00000000
PA
USD
14800.00000000
0.001239109477
Long
DBT
CORP
VE
N
2
2037-04-12
Fixed
5.50000000
Y
N
N
N
N
N
2022-09-30
SEI INSTITUTIONAL INTERNATIONAL TRUST
Ankit Puri
Ankit Puri
CFO