0001752724-23-120187.txt : 20230526
0001752724-23-120187.hdr.sgml : 20230526
20230526110730
ACCESSION NUMBER: 0001752724-23-120187
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230331
FILED AS OF DATE: 20230526
DATE AS OF CHANGE: 20230526
PERIOD START: 20230930
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: 23964599
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
2023-09-30
2023-03-31
N
1343816421.10
78225943.51
1265590477.59
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
46234769.67000000
BRL
MXN
USD
N
50% EMBIGLDIV / 50% JPMGBIEGDV Index
EMBIGJPMGB
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2023-06-21
N/A
1.00000000
NC
41385.04000000
0.003270018282
N/A
DFE
MX
N
2
MORGAN STANLEY & CO, INC
N/A
1006888.91000000
USD
19214461.00000000
MXN
2023-06-21
41385.04000000
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 144A 10.000000% 02/07/2033
71654QDN9
467000.00000000
PA
USD
447640.00000000
0.035370051207
Long
DBT
NUSS
MX
Y
2
2033-02-07
Fixed
10.00000000
N
N
N
N
N
N
PERUVIAN NEW SOL
N/A
FX Forward Contract: PEN/USD SETTLE 2023-06-21
N/A
1.00000000
NC
6000.55000000
0.000474130463
N/A
DFE
PE
N
2
STANDARD BANK
N/A
573025.64000000
USD
2187640.00000000
PEN
2023-06-21
6000.55000000
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT INTERNATIONAL BOND MTN 4.750000% 04/11/2025
N/A
457000.00000000
PA
405894.53000000
0.032071553728
Long
DBT
NUSS
EG
N
2
2025-04-11
Fixed
4.75000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 7.500000% 04/15/2040
N/A
11300000000.00000000
PA
784583.01000000
0.061993434992
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
0.190241633659
Long
DBT
NUSS
TR
Y
2
2027-02-24
Fixed
7.25000000
N
N
N
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
595568.82000000
0.047058573096
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
153393882.00000000
PA
7150744.25000000
0.565012488369
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 MTN 5.375000% 04/24/2030
N/A
1375000.00000000
PA
USD
1226259.62000000
0.096892291915
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
305152.32000000
0.024111458280
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
602322.06000000
0.047592176985
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
936091.22000000
0.073964780596
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
448422.89000000
0.035431910870
Long
DBT
NUSS
MX
N
2
2045-01-23
Fixed
6.37500000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/PLN SETTLE 2023-06-21
N/A
1.00000000
NC
-1799.56000000
-0.00014219133
N/A
DFE
XX
N
2
J.P. MORGAN SECURITIES
N/A
1395947.00000000
PLN
294009.41000000
EUR
2023-06-21
-1799.56000000
N
N
N
THAILAND BAHT
N/A
FX Forward Contract: THB/USD SETTLE 2023-06-21
N/A
1.00000000
NC
28889.75000000
0.002282709178
N/A
DFE
TH
N
2
CITIGROUP GLOBAL MARKETS
N/A
1423790.26000000
USD
49261007.22000000
THB
2023-06-21
28889.75000000
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP
N/A
3361902.00000000
NC
-64762.65000000
-0.00511718847
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2025-01-02
0.00000000
BRL
0.00000000
BRL
-3361902.00000000
BRL
-64762.65000000
N
N
N
Russia, Federation of (Government)
5493004EHVGF71PDBU58
RUSSIAN FEDERATION 7.500000% 03/31/2030
N/A
113.62500000
PA
USD
73.93000000
0.000005841542
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
453520.68000000
0.035834710202
Long
DBT
NUSS
CO
N
2
2030-04-29
Fixed
6.87500000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
UNITED MEXICAN STATES 2.659000% 05/24/2031
91087BAM2
1064000.00000000
PA
USD
887962.22000000
0.070161891680
Long
DBT
NUSS
MX
N
2
2031-05-24
Fixed
2.65900000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 4.625000% 04/03/2049
N/A
789000.00000000
PA
635228.88000000
0.050192292945
Long
DBT
NUSS
RO
N
2
2049-04-03
Fixed
4.62500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-06-21
N/A
1.00000000
NC
USD
-24079.06000000
-0.00190259490
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
966900.00000000
EUR
1030890.41000000
USD
2023-06-21
-24079.06000000
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 6.500000% 02/28/2041
N/A
23055000.00000000
PA
816816.85000000
0.064540375774
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
411529.07000000
0.032516764094
Long
DBT
NUSS
MX
Y
2
2171-09-27
Fixed
7.50000000
N
N
N
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2023-06-21
N/A
1.00000000
NC
19331.23000000
0.001527447491
N/A
DFE
HU
N
2
GOLDMAN SACHS & CO
N/A
511843.22000000
USD
190506511.79000000
HUF
2023-06-21
19331.23000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CLP SETTLE 2023-06-22
N/A
1.00000000
NC
USD
-138005.69000000
-0.01090445072
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
3795879385.00000000
CLP
4622976.03000000
USD
2023-06-22
-138005.69000000
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 3.300000% 06/17/2038
N/A
64042000.00000000
PA
1991883.60000000
0.157387688614
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/CZK SETTLE 2023-06-21
N/A
1.00000000
NC
USD
-72522.23000000
-0.00573030781
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
65491978.00000000
CZK
2947817.16000000
USD
2023-06-21
-72522.23000000
N
N
N
Ceska republika
3157007EFDLQABN47912
CZECH REPUBLIC 0.250000% 02/10/2027
N/A
44470000.00000000
PA
1724766.51000000
0.136281565051
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
79718.10000000
0.006298885888
Long
DBT
NUSS
MO
Y
2
2025-07-15
Fixed
6.00000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 7.000000% 02/15/2033
N/A
2009000000.00000000
PA
136027.03000000
0.010748107891
Long
DBT
NUSS
ID
N
2
2033-02-15
Fixed
7.00000000
N
N
N
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
POLAND GOVERNMENT BOND 0.250000% 10/25/2026
N/A
890000.00000000
PA
169259.18000000
0.013373929639
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
634686410.00000000
PA
815384.31000000
0.064427184341
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
11195200000.00000000
PA
1942475.34000000
0.153483719607
Long
DBT
NUSS
CO
N
2
2027-11-03
Fixed
5.75000000
N
N
N
N
N
N
Republic of Lebanon
529900QPC4K9S1KHL354
LEBANON GOVERNMENT INTERNATIONAL BOND MTN 6.650000% 11/03/2028
N/A
2310000.00000000
PA
USD
142065.00000000
0.011225195078
Long
DBT
NUSS
LB
N
2
2028-11-03
Fixed
6.65000000
Y
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/RON SETTLE 2023-04-06
N/A
1.00000000
NC
988.25000000
0.000078086080
N/A
DFE
XX
N
2
J.P. MORGAN SECURITIES
N/A
1982761.00000000
RON
401624.14000000
EUR
2023-04-06
988.25000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 4.232000% 06/30/2031
N/A
1200000.00000000
PA
277532.89000000
0.021929122801
Long
DBT
NUSS
MY
N
2
2031-06-30
Fixed
4.23200000
N
N
N
N
N
N
Braskem Netherlands Finance B.V.
2549000TLMHFQ74DS330
BRASKEM NETHERLANDS FINANCE BV 144A 7.250000% 02/13/2033
10554TAG0
325000.00000000
PA
USD
312162.50000000
0.024665364154
Long
DBT
NUSS
BR
Y
2
2033-02-13
Fixed
7.25000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-06-21
N/A
1.00000000
NC
USD
-5753.00000000
-0.00045457042
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
583221.60000000
EUR
630590.97000000
USD
2023-06-21
-5753.00000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/HUF SETTLE 2023-06-21
N/A
1.00000000
NC
USD
-11506.90000000
-0.00090921196
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
174100000.00000000
HUF
473922.55000000
USD
2023-06-21
-11506.90000000
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2023-06-21
N/A
1.00000000
NC
138577.62000000
0.010949641487
N/A
DFE
XX
N
2
STANDARD BANK
N/A
7054474.62000000
USD
6592572.00000000
EUR
2023-06-21
138577.62000000
N
N
N
Provincia de Buenos Aires
549300L6AYROPOTQ4L07
PROVINCIA DE BUENOS AIRES/GOVERNMENT BONDS MTN 5.250000% 09/01/2037
N/A
2799000.00000000
PA
USD
981231.41000000
0.077531510182
Long
DBT
NUSS
AR
N
2
2037-09-01
Fixed
5.25000000
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
171187.50000000
0.013526294882
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
2891732.25000000
0.228488780628
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
13358.78000000
0.001055537335
N/A
DIR
XX
N
2
BRK: BNP PARIBAS
N/A
Y
2027-01-06
0.00000000
COP
0.00000000
COP
-752359754.00000000
COP
13358.78000000
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 9.000000% 03/15/2029
N/A
36550000000.00000000
PA
2728117.64000000
0.215560853870
Long
DBT
NUSS
ID
N
2
2029-03-15
Fixed
9.00000000
N
N
N
N
N
N
THAILAND BAHT
N/A
FX Forward Contract: THB/USD SETTLE 2023-07-06
N/A
1.00000000
NC
-12202.00000000
-0.00096413494
N/A
DFE
TH
N
2
CITIGROUP GLOBAL MARKETS
N/A
776526.46000000
USD
25881627.00000000
THB
2023-07-06
-12202.00000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/MXN SETTLE 2023-05-15
N/A
1.00000000
NC
USD
-1733.43000000
-0.00013696610
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES
N/A
1588000.00000000
MXN
85529.57000000
USD
2023-05-15
-1733.43000000
N
N
N
BROKER: GOLDMAN SACHS
N/A
BROKER: GOLDMAN SACHS PAY: CLICP (CHIBPROM) 6M FLOATING
N/A
612670447.41000000
NC
-5447.68000000
-0.00043044571
N/A
DIR
XX
N
2
BROKER: GOLDMAN SACHS
N/A
Y
2033-02-01
0.00000000
CLP
0.00000000
CLP
-612670447.41000000
CLP
-5447.68000000
N
N
N
VEDANTA RESOURCES LIMITED
2138007MYEKPEAZQTW83
VEDANTA RESOURCES LTD 7.125000% 05/31/2023
G9328DAJ9
200000.00000000
PA
USD
185831.62000000
0.014683392715
Long
DBT
NUSS
IN
N
2
2023-05-31
Fixed
7.12500000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 4.300000% 10/12/2028
836205AU8
723000.00000000
PA
USD
648061.05000000
0.051206220454
Long
DBT
NUSS
ZA
N
2
2028-10-12
Fixed
4.30000000
N
N
N
N
N
N
Turkiye Cumhuriyeti
5493000PCHOG3B6S3Q85
REPUBLIC OF TURKEY 4.875000% 10/09/2026
900123CK4
1017000.00000000
PA
USD
915300.00000000
0.072321972723
Long
DBT
NUSS
TR
N
2
2026-10-09
Fixed
4.87500000
N
N
N
N
N
N
BROKER: GOLDMAN SACHS
N/A
BROKER: GOLDMAN SACHS PAY: 5.31 FIXED
N/A
788138963.95000000
NC
-153447.04000000
-0.01212454128
N/A
DIR
XX
N
2
BROKER: GOLDMAN SACHS
N/A
Y
2033-02-02
0.00000000
CLP
0.00000000
CLP
-788138963.95000000
CLP
-153447.04000000
N
N
N
Gobierno de la Republica Dominicana
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC INTERNATIONAL BOND 144A 7.050000% 02/03/2031
25714PET1
2111000.00000000
PA
USD
2143403.85000000
0.169359985552
Long
DBT
NUSS
DO
Y
2
2031-02-03
Fixed
7.05000000
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
275100.00000000
0.021736889212
Long
DBT
NUSS
BR
N
2
2031-06-30
Fixed
7.25000000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2023-04-28
N/A
1.00000000
NC
22191.13000000
0.001753421062
N/A
DFE
XX
N
2
CITIGROUP GLOBAL MARKETS
N/A
801877.09000000
USD
757573.87000000
EUR
2023-04-28
22191.13000000
N
N
N
Republica Bolivariana de Venezuela
529900XM8PJTJK5OJI77
REPUBLIC OF VENEZUELA VARIABLE RATE 05/07/2028
P17625AB3
2941000.00000000
PA
USD
301386.62000000
0.023813913373
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
165562.50000000
0.013081838314
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
4546828.00000000
NC
32724.15000000
0.002585682381
N/A
DIR
XX
N
2
N/A
N/A
Y
2028-01-16
0.00000000
ILS
0.00000000
ILS
-4546828.00000000
ILS
32724.15000000
N
N
N
TSMC ARIZONA CORPORATION
2549005GOBWLCSY63Q97
TSMC ARIZONA CORP 4.250000% 04/22/2032
872898AH4
444000.00000000
PA
USD
440238.85000000
0.034785253033
Long
DBT
CORP
TW
N
2
2032-04-22
Fixed
4.25000000
N
N
N
N
N
N
Promigas S.A. E.S.P.
254900IXHTV7LDSFQD65
PROMIGAS SA ESP / GASES DEL PACIFICO SAC 3.750000% 10/16/2029
P7922TAA7
740000.00000000
PA
USD
583575.11000000
0.046110896086
Long
DBT
NUSS
CO
N
2
2029-10-16
Fixed
3.75000000
N
N
N
N
N
N
Republica de El Salvador
529900AKDMUSFSDOM949
REPUBLIC OF EL SALVADOR 9.500000% 07/15/2052
P01012CC8
726000.00000000
PA
USD
371125.25000000
0.029324276420
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
739976.58000000
0.058468880186
Long
DBT
NUSS
MY
N
2
2048-07-06
Fixed
4.92100000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-06-21
N/A
1.00000000
NC
USD
-14143.14000000
-0.00111751314
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
518000.00000000
EUR
551038.56000000
USD
2023-06-21
-14143.14000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-06-21
N/A
1.00000000
NC
USD
2819.70000000
0.000222797188
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
949189.84000000
EUR
1038465.89000000
USD
2023-06-21
2819.70000000
N
N
N
Comision Federal de Electricidad
4469000001BFPONMPF32
COMISION FEDERAL DE ELECTRICIDAD 144A 4.688000% 05/15/2029
200447AL4
638000.00000000
PA
USD
571010.00000000
0.045118070190
Long
DBT
NUSS
MX
Y
2
2029-05-15
Fixed
4.68800000
N
N
N
N
N
N
INDONESIA RUPIAH
N/A
FX Forward Contract: IDR/USD SETTLE 2023-04-05
N/A
1.00000000
NC
39294.26000000
0.003104816344
N/A
DFE
ID
N
2
JP MORGAN
N/A
3350810.41000000
USD
50828443138.00000000
IDR
2023-04-05
39294.26000000
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS MTN 6.750000% 09/21/2047
71656MBM0
553000.00000000
PA
USD
359483.68000000
0.028404423576
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
239020.47000000
0.018886083155
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
610000.00000000
PA
490118.10000000
0.038726437080
Long
DBT
NUSS
RO
N
2
2039-03-11
Fixed
4.12500000
N
N
N
N
N
N
ISRAELI SHEKEL
N/A
FX Forward Contract: ILS/USD SETTLE 2023-06-21
N/A
1.00000000
NC
-22234.01000000
-0.00175680920
N/A
DFE
IL
N
2
BARCLAYS CAPITAL INC.
N/A
6291437.04000000
USD
22490000.00000000
ILS
2023-06-21
-22234.01000000
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2023-06-21
N/A
1.00000000
NC
12893.19000000
0.001018748973
N/A
DFE
HU
N
2
GOLDMAN SACHS & CO
N/A
388634.04000000
USD
144008341.82000000
HUF
2023-06-21
12893.19000000
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 7.500000% 08/26/2026
N/A
20721000000.00000000
PA
3998338.76000000
0.315926741769
Long
DBT
NUSS
CO
N
2
2026-08-26
Fixed
7.50000000
N
N
N
N
N
N
BROKER: GOLDMAN SACHS
N/A
BROKER: GOLDMAN SACHS PAY: CL-CLICP-6M FLOATING
N/A
1940278618.64000000
NC
-8370.49000000
-0.00066139009
N/A
DIR
XX
N
2
BROKER: GOLDMAN SACHS
N/A
Y
2025-01-27
0.00000000
CLP
0.00000000
CLP
-1940278618.64000000
CLP
-8370.49000000
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND 144A 6.625000% 02/17/2028
77586RAQ3
606000.00000000
PA
USD
628246.26000000
0.049640564710
Long
DBT
NUSS
RO
Y
2
2028-02-17
Fixed
6.62500000
N
N
N
N
N
N
Emirate of Sharjah
254900ZNL8O3F1CLJO24
FINANCE DEPARTMENT GOVERNMENT OF SHARJAH MTN 4.000000% 07/28/2050
38381CAB8
2703000.00000000
PA
USD
1706014.67000000
0.134799897771
Long
DBT
NUSS
AE
Y
2
2050-07-28
Fixed
4.00000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/RON SETTLE 2023-06-21
N/A
1.00000000
NC
USD
-9353.62000000
-0.00073907161
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
1660000.00000000
RON
354409.83000000
USD
2023-06-21
-9353.62000000
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA 7.500000% 02/02/2034
195325EG6
2220000.00000000
PA
USD
2178592.69000000
0.172140414184
Long
DBT
NUSS
CO
N
2
2034-02-02
Fixed
7.50000000
N
N
N
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2023-06-21
N/A
1.00000000
NC
17880.62000000
0.001412828266
N/A
DFE
HU
N
2
GOLDMAN SACHS & CO
N/A
514452.83000000
USD
190922189.14000000
HUF
2023-06-21
17880.62000000
N
N
N
Comision Federal de Electricidad
4469000001BFPONMPF32
COMISION FEDERAL DE ELECTRICIDAD 144A 4.688000% 05/15/2029
200447AL4
1234000.00000000
PA
USD
1104430.00000000
0.087265985289
Long
DBT
NUSS
MX
Y
2
2029-05-15
Fixed
4.68800000
N
N
N
N
N
N
GHANA CEDI
N/A
FX Forward Contract: GHS/USD SETTLE 2023-06-21
N/A
1.00000000
NC
51954.96000000
0.004105195236
N/A
DFE
GH
N
2
STANDARD BANK
N/A
829076.43000000
USD
10413200.00000000
GHS
2023-06-21
51954.96000000
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
FED REPUBLIC OF BRAZIL 4.750000% 01/14/2050
105756CB4
1312000.00000000
PA
USD
968029.01000000
0.076488329134
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
-109479.40000000
-0.00865046015
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2026-09-16
0.00000000
MXN
0.00000000
MXN
-26000000.00000000
MXN
-109479.40000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-06-21
N/A
1.00000000
NC
USD
-8872.78000000
-0.00070107828
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
874832.40000000
EUR
945643.17000000
USD
2023-06-21
-8872.78000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2023-06-02
N/A
1.00000000
NC
USD
-437028.64000000
-0.03453159989
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
115268218.00000000
BRL
22052807.79000000
USD
2023-06-02
-437028.64000000
N
N
N
BANCO MERCANTIL DEL NORTE S.A.
N/A
BANCO MERCANTIL DEL NORTE SA/GRAND CAYMAN 144A 6.750000% MATURITY: PERPETUAL
05971PAA6
2043000.00000000
PA
USD
1937861.19000000
0.153119134847
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
2765374.74000000
0.218504705034
Long
DBT
NUSS
MX
N
2
2047-11-07
Fixed
8.00000000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 9.250000% 05/28/2042
N/A
2626000000.00000000
PA
443967.49000000
0.035079869662
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
938501.53000000
0.074155230038
Long
DBT
NUSS
VN
Y
2
2029-05-07
Fixed
5.12500000
N
N
N
N
N
N
Republic of Lebanon
529900QPC4K9S1KHL354
LEBANON GOVERNMENT INTERNATIONAL BOND MTN 6.150000% 06/19/2020
N/A
2616000.00000000
PA
USD
161538.00000000
0.012763844455
Long
DBT
NUSS
LB
N
2
2023-12-31
Fixed
6.15000000
Y
N
N
N
N
N
BROKER: GOLDMAN SACHS
N/A
BROKER: GOLDMAN SACHS PAY: 9.955 FIXED
N/A
6690040000.00000000
NC
-193344.46000000
-0.01527701601
N/A
DIR
XX
N
2
BROKER: GOLDMAN SACHS
N/A
Y
2028-02-22
0.00000000
COP
0.00000000
COP
-6690040000.00000000
COP
-193344.46000000
N
N
N
Romania
315700IASY927EDWBK92
ROMANIA 3.624000% 05/26/2030
N/A
409000.00000000
PA
375482.11000000
0.029668531539
Long
DBT
NUSS
RO
N
2
2030-05-26
Fixed
3.62400000
N
N
N
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 2.650000% 06/17/2028
N/A
61000000.00000000
PA
1838604.20000000
0.145276393316
Long
DBT
NUSS
TH
N
2
2028-06-17
Fixed
2.65000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-06-21
N/A
1.00000000
NC
USD
4199.25000000
0.000331801643
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
460664.85000000
EUR
506823.47000000
USD
2023-06-21
4199.25000000
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
POLAND GOVERNMENT BOND 1.750000% 04/25/2032
N/A
5276000.00000000
PA
867198.76000000
0.068521277250
Long
DBT
NUSS
PL
N
2
2032-04-25
Fixed
1.75000000
N
N
N
N
N
N
PERUVIAN NEW SOL
N/A
FX Forward Contract: PEN/USD SETTLE 2023-06-21
N/A
1.00000000
NC
58573.53000000
0.004628158242
N/A
DFE
PE
N
2
STANDARD BANK
N/A
3122889.06000000
USD
12020000.00000000
PEN
2023-06-21
58573.53000000
N
N
N
INDIA RUPEE
N/A
FX Forward Contract: INR/USD SETTLE 2023-04-12
N/A
1.00000000
NC
2674.92000000
0.000211357468
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
N/A
754878.74000000
USD
62285800.00000000
INR
2023-04-12
2674.92000000
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 8.000000% 01/31/2030
N/A
48100000.00000000
PA
2467827.53000000
0.194994160725
Long
DBT
NUSS
ZA
N
2
2030-01-31
Fixed
8.00000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2023-06-06
N/A
1.00000000
NC
USD
-71373.65000000
-0.00563955333
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES
N/A
29680600.00000000
CNY
4277791.39000000
USD
2023-06-06
-71373.65000000
N
N
N
Blossom Joy Limited
300300LGCJ91O86HIU38
BLOSSOM JOY LTD 3.100000% MATURITY: PERPETUAL
N/A
202000.00000000
PA
USD
190486.00000000
0.015051156228
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
243854.34000000
0.019268028980
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
1444189.60000000
0.114111920528
Long
DBT
NUSS
KZ
Y
2
2047-04-19
Fixed
5.75000000
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
75469.26000000
0.005963165916
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
290032.11000000
0.022916742432
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/HUF SETTLE 2023-06-21
N/A
1.00000000
NC
USD
-3141.09000000
-0.00024819165
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
74210000.00000000
HUF
203772.86000000
USD
2023-06-21
-3141.09000000
N
N
N
PHILLIPINE PESO
N/A
FX Forward Contract: PHP/USD SETTLE 2023-04-17
N/A
1.00000000
NC
68418.31000000
0.005406038620
N/A
DFE
PH
N
2
J.P. MORGAN SECURITIES
N/A
2378579.74000000
USD
132907900.00000000
PHP
2023-04-17
68418.31000000
N
N
N
Republica Bolivariana de Venezuela
529900XM8PJTJK5OJI77
REPUBLIC OF VENEZUELA VARIABLE RATE 10/13/2024
P97475AP5
3073600.00000000
PA
USD
315044.00000000
0.024893044438
Long
DBT
NUSS
VE
N
2
2024-10-13
Floating
0.00000000
Y
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/HUF SETTLE 2023-04-17
N/A
1.00000000
NC
USD
-1988.10000000
-0.00015708872
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES
N/A
26585000.00000000
HUF
73646.09000000
USD
2023-04-17
-1988.10000000
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT BOND 4.750000% 11/24/2032
N/A
398150000.00000000
PA
860475.84000000
0.067990069081
Long
DBT
NUSS
HU
N
2
2032-11-24
Fixed
4.75000000
N
N
N
N
N
N
Republic of Lebanon
529900QPC4K9S1KHL354
LEBANESE REPUBLIC 6.850000% 03/23/2027
N/A
742000.00000000
PA
USD
46189.50000000
0.003649640291
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
214818.75000000
0.016973796326
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
132620.49000000
0.010478941833
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2024-03-25
0.00000000
PLN
0.00000000
PLN
-12429983.00000000
PLN
132620.49000000
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 3.390000% 06/17/2037
N/A
3000000.00000000
PA
95014.17000000
0.007507497226
Long
DBT
NUSS
TH
N
2
2037-06-17
Fixed
3.39000000
N
N
N
N
N
N
Petroleos de Venezuela, S.A.
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA 9.750000% 05/17/2035
P7807HAQ8
1000000.00000000
PA
USD
45000.00000000
0.003555652542
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
10909000.00000000
PA
2097704.44000000
0.165749069477
Long
DBT
NUSS
PL
N
2
2029-10-25
Fixed
2.75000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 7.500000% 05/15/2038
N/A
20345000000.00000000
PA
1412053.85000000
0.111572730279
Long
DBT
NUSS
ID
N
2
2038-05-15
Fixed
7.50000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 6.375000% 04/15/2032
N/A
27123000000.00000000
PA
1768525.60000000
0.139739167709
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
479729.40000000
0.037905579134
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
28400000.00000000
PA
727749.56000000
0.057502768303
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
630288.75000000
0.049801951038
Long
DBT
NUSS
CZ
N
2
2029-11-29
Fixed
0.05000000
N
N
N
N
N
N
CZECH REPUBLIC KORUNA
N/A
FX Forward Contract: CZK/EUR SETTLE 2023-06-21
N/A
1.00000000
NC
1665.09000000
0.000131566255
N/A
DFE
CZ
N
2
SCB SECURITIES
N/A
260103.41000000
EUR
6189811.00000000
CZK
2023-06-21
1665.09000000
N
N
N
INDONESIA RUPIAH
N/A
FX Forward Contract: IDR/USD SETTLE 2023-04-12
N/A
1.00000000
NC
1757.91000000
0.000138900381
N/A
DFE
ID
N
2
JP MORGAN
N/A
83177.05000000
USD
1272567256.00000000
IDR
2023-04-12
1757.91000000
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
UNITED MEXICAN STATES 4.280000% 08/14/2041
91087BAQ3
676000.00000000
PA
USD
552386.58000000
0.043646549952
Long
DBT
NUSS
MX
N
2
2041-08-14
Fixed
4.28000000
N
N
N
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
POLAND GOVERNMENT BOND 1.250000% 10/25/2030
N/A
10157000.00000000
PA
1691870.61000000
0.133682311929
Long
DBT
NUSS
PL
N
2
2030-10-25
Fixed
1.25000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 8.125000% 05/15/2024
N/A
73060000000.00000000
PA
4977210.98000000
0.393271841731
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
3600000.00000000
PA
868299.60000000
0.068608259573
Long
DBT
NUSS
MY
N
2
2042-10-15
Fixed
4.69600000
N
N
N
N
N
N
N/A
N/A
REPUBLIC OF TURKEY 9.375000% 03/14/2029
N/A
932000.00000000
PA
USD
948421.84000000
0.074939078382
Long
DBT
NUSS
TR
N
2
2029-03-14
Fixed
9.37500000
N
N
N
N
N
N
Gobierno De La Republica De Panama
549300SHS4T08CL0LP14
REPUBLIC OF PANAMA 3.750000% 03/16/2025
698299BE3
600000.00000000
PA
USD
584294.38000000
0.046167728846
Long
DBT
NUSS
PA
N
2
2025-03-16
Fixed
3.75000000
N
N
N
N
N
N
Petroleos de Venezuela, S.A.
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA 9.000000% 11/17/2021
P7807HAP0
4300000.00000000
PA
USD
182750.00000000
0.014439900049
Long
DBT
NUSS
VE
N
2
2021-11-17
Fixed
9.00000000
Y
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
7960.00000000
0.000628955427
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
1499409.38000000
0.118475083887
Long
DBT
NUSS
MY
N
2
2026-09-30
Fixed
4.07000000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2023-04-05
N/A
1.00000000
NC
83264.95000000
0.006579138471
N/A
DFE
XX
N
2
J.P. MORGAN SECURITIES
N/A
5183161.75000000
USD
4847131.00000000
EUR
2023-04-05
83264.95000000
N
N
N
BRK: GOLDMAN SACHS INTERNATIONAL
N/A
BRK: GOLDMAN SACHS INTERNATIONAL PAY: 6M PRAGUE INTERBANK OFFER RATE (PRIBOR)
N/A
53176486.00000000
NC
-54267.78000000
-0.00428794155
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS INTERNATIONAL
N/A
Y
2027-12-06
0.00000000
CZK
0.00000000
CZK
-53176486.00000000
CZK
-54267.78000000
N
N
N
Royaume du Maroc
529900F3MBW9XY5K1X07
MOROCCO GOVERNMENT INTERNATIONAL BOND 144A 6.500000% 09/08/2033
617726AP9
927000.00000000
PA
USD
955243.84000000
0.075478115307
Long
DBT
NUSS
MA
Y
2
2033-09-08
Fixed
6.50000000
N
N
N
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2023-06-21
N/A
1.00000000
NC
2230.20000000
0.000176218140
N/A
DFE
MX
N
2
CITIGROUP GLOBAL MARKETS
N/A
886277.14000000
USD
16286000.00000000
MXN
2023-06-21
2230.20000000
N
N
N
BIOCEANICO SOVEREIGN CERTIFICATE LIMITED
N/A
BIOCEANICO SOVEREIGN CERTIFICATE LTD ZERO COUPON 06/05/2034
G11176AA5
1240528.50530000
PA
USD
827733.66000000
0.065402962068
Long
DBT
NUSS
PY
N
2
2034-06-05
Fixed
0.00000000
N
N
N
N
N
N
Republic of the Philippines
529900RAHBALMYIJ3T08
REPUBLIC OF PHILIPPINES 5.000000% 07/17/2033
718286CW5
795000.00000000
PA
USD
807142.87000000
0.063775991072
Long
DBT
NUSS
PH
N
2
2033-07-17
Fixed
5.00000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/HUF SETTLE 2023-06-21
N/A
1.00000000
NC
USD
-16753.38000000
-0.00132375996
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
172565888.00000000
HUF
464398.63000000
USD
2023-06-21
-16753.38000000
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP
N/A
5677464.00000000
NC
-62058.23000000
-0.00490350007
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2024-01-02
0.00000000
BRL
0.00000000
BRL
-5677464.00000000
BRL
-62058.23000000
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA 6.125000% 01/18/2041
195325BM6
2454000.00000000
PA
USD
2002554.36000000
0.158230833390
Long
DBT
NUSS
CO
N
2
2041-01-18
Fixed
6.12500000
N
N
N
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2023-06-22
N/A
1.00000000
NC
39769.22000000
0.003142345071
N/A
DFE
CL
N
2
CITIGROUP GLOBAL MARKETS
N/A
1633502.88000000
USD
1334081800.00000000
CLP
2023-06-22
39769.22000000
N
N
N
Romania
315700IASY927EDWBK92
ROMANIA GOVERNMENT BOND 6.700000% 02/25/2032
N/A
22775000.00000000
PA
4741015.80000000
0.374608997456
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
649251.62000000
0.051300292748
Long
DBT
NUSS
ID
N
2
2043-04-15
Fixed
4.62500000
N
N
N
N
N
N
AI CANDELARIA (SPAIN) S.A.
213800L5KA2MJ5FKRZ02
AI CANDELARIA SPAIN SA 144A 5.750000% 06/15/2033
00870WAA4
780000.00000000
PA
USD
553215.00000000
0.043712007145
Long
DBT
CORP
CO
Y
2
2033-06-15
Fixed
5.75000000
N
N
N
N
N
N
UPL CORPORATION LIMITED
213800AQLATW4WEEH674
UPL CORP LTD 4.625000% 06/16/2030
N/A
750000.00000000
PA
USD
631114.97000000
0.049867234399
Long
DBT
NUSS
IN
N
2
2030-06-16
Fixed
4.62500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/TWD SETTLE 2023-07-06
N/A
1.00000000
NC
USD
5767.43000000
0.000455710603
N/A
DFE
US
N
2
CITIGROUP GLOBAL MARKETS
N/A
28774524.00000000
TWD
959054.89000000
USD
2023-07-06
5767.43000000
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 144A 6.350000% 02/12/2048
71654QCJ9
430000.00000000
PA
USD
264450.00000000
0.020895384777
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
1375537.54000000
0.108687412267
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
290598.44000000
0.022961490714
Long
DBT
NUSS
SV
N
2
2050-01-20
Fixed
7.12460000
N
N
N
N
N
N
AZARBAYJAN RESPUBLIKASI DOVLAT NEFT SHIRKATI
2549002HARR1VE257O76
STATE OIL CO OF THE AZERBAIJAN REPUBLIC 6.950000% 03/18/2030
N/A
200000.00000000
PA
USD
205584.00000000
0.016244117164
Long
DBT
NUSS
AZ
N
2
2030-03-18
Fixed
6.95000000
N
N
N
N
N
N
BRK: BNP PARIBAS
N/A
BRK: BNP PARIBAS PAY: : 9.33% FIXED
N/A
59098462.00000000
NC
11608.44000000
0.000917235093
N/A
DIR
XX
N
2
BRK: BNP PARIBAS
N/A
Y
2026-03-25
0.00000000
MXN
0.00000000
MXN
-59098462.00000000
MXN
11608.44000000
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 2.125000% 12/17/2026
N/A
10313000.00000000
PA
303810.59000000
0.024005442153
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/KRW SETTLE 2023-06-21
N/A
1.00000000
NC
USD
-1590.62000000
-0.00012568204
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
1102868824.00000000
KRW
848687.05000000
USD
2023-06-21
-1590.62000000
N
N
N
Atlantica Transmision Sur S.A.
549300PQCSQSSZTVDH16
ATLANTICA TRANSMISION SUR SA 144A 6.875000% 04/30/2043
00289LAA3
259158.90000000
PA
USD
242961.47000000
0.019197479303
Long
DBT
NUSS
PE
Y
2
2043-04-30
Fixed
6.87500000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
REPUBLIC OF INDONESIA 4.850000% 01/11/2033
455780DR4
2509000.00000000
PA
USD
2493811.34000000
0.197047258505
Long
DBT
NUSS
ID
N
2
2033-01-11
Fixed
4.85000000
N
N
N
N
N
N
BROKER: GOLDMAN SACHS
N/A
BROKER: GOLDMAN SACHS PAY: 5.17
N/A
451226522.66000000
NC
-12680.86000000
-0.00100197182
N/A
DIR
XX
N
2
BROKER: GOLDMAN SACHS
N/A
Y
2033-01-27
0.00000000
CLP
0.00000000
CLP
-451226522.66000000
CLP
-12680.86000000
N
N
N
ADANI ELECTRICITY MUMBAI LIMITED
335800AIC1B5EBFVUC38
ADANI ELECTRICITY MUMBAI LTD 144A 3.949000% 02/12/2030
00654GAA1
540000.00000000
PA
USD
385062.13000000
0.030425492038
Long
DBT
NUSS
IN
Y
2
2030-02-12
Fixed
3.94900000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 6.9225%
N/A
42601696.00000000
NC
176002.64000000
0.013906760766
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2029-08-31
0.00000000
MXN
0.00000000
MXN
-42601696.00000000
MXN
176002.64000000
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/USD SETTLE 2023-06-21
N/A
1.00000000
NC
220318.68000000
0.017408370551
N/A
DFE
PA
N
2
BARCLAYS CAPITAL INC.
N/A
7131334.57000000
USD
31813019.00000000
PLN
2023-06-21
220318.68000000
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
1382837.94000000
0.109264249730
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
350000.00000000
PA
USD
323533.00000000
0.025563798537
Long
DBT
NUSS
QA
N
2
2050-04-16
Fixed
4.40000000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEX BONOS DESARR FIX RT 7.500000% 06/03/2027
N/A
139076000.00000000
PA
7300334.63000000
0.576832297592
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
299885.74000000
0.023695322089
Long
DBT
NUSS
GH
N
2
2023-12-18
Fixed
19.25000000
N
N
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
BONOS DE TESORERIA 5.400000% 08/12/2034
N/A
4516000.00000000
PA
1006869.83000000
0.079557317143
Long
DBT
NUSS
PE
N
2
2034-08-12
Fixed
5.40000000
N
N
N
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
REPUBLIC OF POLAND 5.750000% 11/16/2032
857524AE2
400000.00000000
PA
USD
425000.00000000
0.033581162905
Long
DBT
NUSS
PL
N
2
2032-11-16
Fixed
5.75000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 7.000000% 09/15/2030
N/A
3812000000.00000000
PA
259717.84000000
0.020521475516
Long
DBT
NUSS
ID
N
2
2030-09-15
Fixed
7.00000000
N
N
N
N
N
N
Republica Argentina
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA 1.000000% 07/09/2029
040114HX1
450000.00000000
PA
USD
125905.28000000
0.009948342866
Long
DBT
NUSS
AR
N
2
2029-07-09
Fixed
1.00000000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND 144A 5.250000% 11/25/2027
77586RAN0
740000.00000000
PA
USD
727050.00000000
0.057447492919
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
959488.37000000
0.075813494727
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/EUR SETTLE 2023-06-21
N/A
1.00000000
NC
USD
-22380.28000000
-0.00176836665
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
870240.00000000
EUR
927124.98000000
USD
2023-06-21
-22380.28000000
N
N
N
EGYPTIAN POUND
N/A
FX Forward Contract: EGP/USD SETTLE 2023-05-17
N/A
1.00000000
NC
-376090.07000000
-0.02971656919
N/A
DFE
EG
N
2
CITIGROUP GLOBAL MARKETS
N/A
1120300.13000000
USD
24649403.65000000
EGP
2023-05-17
-376090.07000000
N
N
N
Republic of Kazakhstan
5493007OEK8EF02UO833
KAZAKHSTAN GOVERNMENT INTERNATIONAL BOND MTN 1.500000% 09/30/2034
N/A
969000.00000000
PA
757993.55000000
0.059892482080
Long
DBT
NUSS
KZ
N
2
2034-09-30
Fixed
1.50000000
N
N
N
N
N
N
BRK: GOLDMAN SACHS INTERNATIONAL
N/A
BRK: GOLDMAN SACHS INTERNATIONAL PAY: 10.115 % FIXED
N/A
6690040000.00000000
NC
-76365.78000000
-0.00603400399
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS INTERNATIONAL
N/A
Y
2028-03-08
0.00000000
COP
0.00000000
COP
-6690040000.00000000
COP
-76365.78000000
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 7.750000% 09/18/2030
N/A
4278900000.00000000
PA
748030.39000000
0.059105247964
Long
DBT
NUSS
CO
N
2
2030-09-18
Fixed
7.75000000
N
N
N
N
N
N
Government of Mongolia
N/A
MONGOLIA INTL BOND 3.500000% 07/07/2027
Y6142NAF5
857000.00000000
PA
USD
677030.00000000
0.053495187581
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
1431000.00000000
PA
USD
759027.39000000
0.059974170431
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
1607000.00000000
PA
USD
1355906.25000000
0.107136255685
Long
DBT
NUSS
AO
Y
2
2032-04-14
Fixed
8.75000000
N
N
N
N
N
N
EGYPTIAN POUND
N/A
FX Forward Contract: EGP/USD SETTLE 2023-05-31
N/A
1.00000000
NC
-281234.76000000
-0.02222162421
N/A
DFE
EG
N
2
CITIGROUP GLOBAL MARKETS
N/A
780797.25000000
USD
16865220.66000000
EGP
2023-05-31
-281234.76000000
N
N
N
Republic of Kenya
549300VVURQQYU45PR87
REPUBLIC OF KENYA 7.000000% 05/22/2027
N/A
1914000.00000000
PA
USD
1616813.22000000
0.127751689715
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
508000.00000000
PA
USD
267872.39000000
0.021165803215
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
2106000.00000000
PA
USD
1927551.35000000
0.152304507985
Long
DBT
NUSS
DO
N
2
2033-02-22
Fixed
6.00000000
N
N
N
N
N
N
Republic of Lebanon
529900QPC4K9S1KHL354
LEBANESE REPUBLIC 6.1% 10/04/2022
N/A
569000.00000000
PA
USD
35420.25000000
0.002798713377
Long
DBT
NUSS
LB
N
2
2022-10-04
Fixed
6.10000000
Y
N
N
N
N
N
THAILAND BAHT
N/A
FX Forward Contract: THB/USD SETTLE 2023-06-21
N/A
1.00000000
NC
52808.17000000
0.004172611198
N/A
DFE
TH
N
2
CITIGROUP GLOBAL MARKETS
N/A
6089579.09000000
USD
208291007.93000000
THB
2023-06-21
52808.17000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PLN SETTLE 2023-05-15
N/A
1.00000000
NC
USD
-117918.11000000
-0.00931724061
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES
N/A
13333400.00000000
PLN
2970337.61000000
USD
2023-05-15
-117918.11000000
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS MTN 6.750000% 09/21/2047
71654QCC4
887000.00000000
PA
USD
576604.02000000
0.045560078888
Long
DBT
NUSS
MX
N
2
2047-09-21
Fixed
6.75000000
N
N
N
N
N
N
Ceska republika
3157007EFDLQABN47912
CZECH REPUBLIC 2.000000% 10/13/2033
N/A
23420000.00000000
PA
848083.43000000
0.067010888989
Long
DBT
NUSS
CZ
N
2
2033-10-13
Fixed
2.00000000
N
N
N
N
N
N
Republika Srbija
254900W94OCY91V32O78
SERBIA TREASURY BONDS 4.500000% 01/11/2026
N/A
15250000.00000000
PA
136815.24000000
0.010810387911
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
170502.75000000
0.013472189702
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
17856000.00000000
PA
3086442.31000000
0.243873698850
Long
DBT
NUSS
BR
N
2
2033-01-01
Fixed
10.00000000
N
N
N
N
N
N
ROMANIAN LEU
N/A
FX Forward Contract: RON/EUR SETTLE 2023-04-06
N/A
1.00000000
NC
534.78000000
0.000042255374
N/A
DFE
RO
N
2
CITIGROUP GLOBAL MARKETS
N/A
373086.77000000
EUR
1848492.00000000
RON
2023-04-06
534.78000000
N
N
N
Republica de El Salvador
529900AKDMUSFSDOM949
REPUBLIC OF EL SALVADOR 9.500000% 07/15/2052
P01012CC8
1618000.00000000
PA
USD
827108.35000000
0.065353553510
Long
DBT
NUSS
SV
N
2
2052-07-15
Fixed
9.50000000
N
N
N
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2023-05-22
N/A
1.00000000
NC
-341337.39000000
-0.02697060352
N/A
DFE
KR
N
2
J.P. MORGAN SECURITIES
N/A
10498014.96000000
USD
13197054600.00000000
KRW
2023-05-22
-341337.39000000
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 6.000000% 04/28/2028
N/A
15587700000.00000000
PA
2676073.89000000
0.211448642936
Long
DBT
NUSS
CO
N
2
2028-04-28
Fixed
6.00000000
N
N
N
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2023-05-03
N/A
1.00000000
NC
20400.27000000
0.001611917153
N/A
DFE
BR
N
2
MORGAN STANLEY & CO, INC
N/A
567049.18000000
USD
2992568.00000000
BRL
2023-05-03
20400.27000000
N
N
N
Republika Srbija
254900W94OCY91V32O78
REPUBLIC OF SERBIA 3.125000% 05/15/2027
N/A
320000.00000000
PA
313331.81000000
0.024757756600
Long
DBT
NUSS
RS
N
2
2027-05-15
Fixed
3.12500000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
REPUBLIC OF GHANA 7.750000% 04/07/2029
N/A
870000.00000000
PA
USD
300150.00000000
0.023716202461
Long
DBT
NUSS
GH
N
2
2029-04-07
Fixed
7.75000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-06-21
N/A
1.00000000
NC
USD
2774.91000000
0.000219258128
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
577428.24000000
EUR
632797.83000000
USD
2023-06-21
2774.91000000
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
REPUBLIC OF PERU 1.250000% 03/11/2033
N/A
2088000.00000000
PA
1635115.67000000
0.129197848668
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
102799.10000000
0.008122619585
Long
DBT
NUSS
AR
N
2
2030-07-09
Fixed
0.12500000
N
N
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
BONOS DE TESORERIA 6.150000% 08/12/2032
N/A
9452000.00000000
PA
2295516.06000000
0.181379055914
Long
DBT
NUSS
PE
N
2
2032-08-12
Fixed
6.15000000
N
N
N
N
N
N
Democratic Socialist Republic of Sri Lanka
254900HXCCIOHM74FA02
REPUBLIC OF SRI LANKA 6.750000% 04/18/2028
Y8137FAL2
91000.00000000
PA
USD
31854.14000000
0.002516938975
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
2785000.00000000
PA
USD
2353325.00000000
0.185946800459
Long
DBT
NUSS
TR
N
2
2031-01-15
Fixed
5.95000000
N
N
N
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
NOTA DO TESOURO NACIONAL 10.000000% 01/01/2029
N/A
4000000.00000000
PA
711739.38000000
0.056237731920
Long
DBT
NUSS
BR
N
2
2029-01-01
Fixed
10.00000000
N
N
N
N
N
N
Republic of the Philippines
529900RAHBALMYIJ3T08
REPUBLIC OF PHILIPPINES 1.648000% 06/10/2031
718286CK1
1328000.00000000
PA
USD
1063328.02000000
0.084018332851
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
461881.13000000
0.036495306987
Long
DBT
NUSS
ID
N
2
2032-09-20
Fixed
4.65000000
N
N
N
N
N
N
Republic of the Philippines
529900RAHBALMYIJ3T08
REPUBLIC OF PHILIPPINES 1.950000% 01/06/2032
718286CN5
156000.00000000
PA
USD
126456.12000000
0.009991867214
Long
DBT
NUSS
PH
N
2
2032-01-06
Fixed
1.95000000
N
N
N
N
N
N
GALAXY PIPELINE ASSETS BIDCO LIMITED
549300L82YB0C6JQIC26
GALAXY PIPELINE ASSETS BIDCO LTD 2.160000% 03/31/2034
N/A
1534935.60000000
PA
USD
1319910.71000000
0.104292086055
Long
DBT
NUSS
AE
N
2
2034-03-31
Fixed
2.16000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/HUF SETTLE 2023-04-17
N/A
1.00000000
NC
USD
-149033.12000000
-0.01177577760
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES
N/A
823260900.00000000
HUF
2193140.02000000
USD
2023-04-17
-149033.12000000
N
N
N
Republica de Angola
549300QHR2R3J8JSGK83
ANGOLAN GOVERNMENT INTERNATIONAL BOND MTN 8.000000% 11/26/2029
035198AD2
731000.00000000
PA
USD
625662.90000000
0.049436441809
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
75399700.00000000
PA
3985585.71000000
0.314919065888
Long
DBT
NUSS
MX
N
2
2038-11-18
Fixed
8.50000000
N
N
N
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
POLAND GOVERNMENT BOND 2.750000% 04/25/2028
N/A
3225000.00000000
PA
645096.12000000
0.050971947989
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
46143000000.00000000
PA
3396447.30000000
0.268368588428
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
375769.49000000
0.029691238726
Long
DBT
NUSS
AE
Y
2
2051-09-15
Fixed
3.00000000
N
N
N
N
N
N
Independent State of Papua New Guinea
254900NKI6OC90ZW9W36
PNG GOVT INTL BOND 8.375000% 10/04/2028
Y6726SAP6
282000.00000000
PA
USD
256948.65000000
0.020302669350
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
173812.50000000
0.013733707947
Long
DBT
NUSS
AO
N
2
2032-04-14
Fixed
8.75000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/MXN SETTLE 2023-06-21
N/A
1.00000000
NC
USD
-11828.26000000
-0.00093460406
N/A
DFE
US
N
2
CITIGROUP GLOBAL MARKETS
N/A
5197890.00000000
MXN
271750.48000000
USD
2023-06-21
-11828.26000000
N
N
N
THAILAND BAHT
N/A
FX Forward Contract: THB/USD SETTLE 2023-04-20
N/A
1.00000000
NC
14906.84000000
0.001177856523
N/A
DFE
TH
N
2
CITIGROUP GLOBAL MARKETS
N/A
1935638.75000000
USD
66570004.00000000
THB
2023-04-20
14906.84000000
N
N
N
ROMANIAN LEU
N/A
FX Forward Contract: RON/EUR SETTLE 2023-04-06
N/A
1.00000000
NC
-1218.14000000
-0.00009625072
N/A
DFE
RO
N
2
CITIGROUP GLOBAL MARKETS
N/A
773392.46000000
EUR
3821246.99000000
RON
2023-04-06
-1218.14000000
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/EUR SETTLE 2023-05-10
N/A
1.00000000
NC
7439.37000000
0.000587818107
N/A
DFE
HU
N
2
J.P. MORGAN SECURITIES
N/A
1864750.47000000
EUR
721256577.00000000
HUF
2023-05-10
7439.37000000
N
N
N
Turkiye Cumhuriyeti
5493000PCHOG3B6S3Q85
REPUBLIC OF TURKEY 6.875000% 03/17/2036
900123AY6
550000.00000000
PA
USD
469953.00000000
0.037133101767
Long
DBT
NUSS
TR
N
2
2036-03-17
Fixed
6.87500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/MYR SETTLE 2023-06-21
N/A
1.00000000
NC
USD
-9984.91000000
-0.00078895268
N/A
DFE
US
N
2
CITIGROUP GLOBAL MARKETS
N/A
1505008.00000000
MYR
334726.72000000
USD
2023-06-21
-9984.91000000
N
N
N
Joint Stock Company National Company KazMunayGas
2138001H1M69RFJCSH88
KAZMUNAYGAS NATIONAL CO JSC 6.375000% 10/24/2048
Y44709AG1
200000.00000000
PA
USD
166000.00000000
0.013116407158
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
-1583.66000000
-0.00012513210
N/A
DFE
EG
N
2
CITIGROUP GLOBAL MARKETS
N/A
4706.20000000
USD
103423.41000000
EGP
2023-05-17
-1583.66000000
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
521298.72000000
0.041190158209
Long
DBT
NUSS
AE
N
2
2051-09-15
Fixed
3.00000000
N
N
N
N
N
N
BRK : GOLDMAN SACHS
N/A
BRK : GOLDMAN SACHS PAY: 3M TELBOR
N/A
3064804.00000000
NC
-22330.22000000
-0.00176441118
N/A
DIR
XX
N
2
BRK : GOLDMAN SACHS
N/A
Y
2028-03-09
0.00000000
ILS
0.00000000
ILS
-3064804.00000000
ILS
-22330.22000000
N
N
N
SHIMAO GROUP HOLDINGS LIMITED
254900WTJ6B5CU69ZD26
SHIMAO GROUP HOLDINGS LTD 5.600000% 07/15/2026
N/A
1949000.00000000
PA
USD
271521.56000000
0.021454140561
Long
DBT
NUSS
CN
N
2
2026-07-15
Fixed
5.60000000
Y
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2023-04-28
N/A
1.00000000
NC
-5856.72000000
-0.00046276580
N/A
DFE
XX
N
2
CITIGROUP GLOBAL MARKETS
N/A
748871.38000000
USD
683060.55000000
EUR
2023-04-28
-5856.72000000
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
UNITED MEXICAN STATES 3.750000% 04/19/2071
91087BAP5
705000.00000000
PA
USD
467653.52000000
0.036951409502
Long
DBT
NUSS
MX
N
2
2071-04-19
Fixed
3.75000000
N
N
N
N
N
N
Republica de Guatemala
529900QKDFFU9UWW5315
GUATEMALA GOVERNMENT BOND 144A 3.700000% 10/07/2033
401494AT6
1008000.00000000
PA
USD
840575.91000000
0.066417686043
Long
DBT
NUSS
GT
Y
2
2033-10-07
Fixed
3.70000000
N
N
N
N
N
N
THAILAND BAHT
N/A
FX Forward Contract: THB/USD SETTLE 2023-06-21
N/A
1.00000000
NC
80737.34000000
0.006379420628
N/A
DFE
TH
N
2
CITIGROUP GLOBAL MARKETS
N/A
3041814.11000000
USD
105887069.94000000
THB
2023-06-21
80737.34000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-04-28
N/A
1.00000000
NC
USD
17.09000000
0.000001350357
N/A
DFE
US
N
2
JP MORGAN
N/A
105918.50000000
EUR
115232.35000000
USD
2023-04-28
17.09000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/TRY SETTLE 2023-06-21
N/A
1.00000000
NC
USD
140020.11000000
0.011063619115
N/A
DFE
US
N
2
CITIGROUP GLOBAL MARKETS
N/A
39452995.00000000
TRY
1951556.93000000
USD
2023-06-21
140020.11000000
N
N
N
Federal Republic of Nigeria
549300GSBZD84TNEQ285
NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 7.375000% 09/28/2033
65412JAS2
2470000.00000000
PA
USD
1744561.00000000
0.137845616800
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
965083.08000000
0.076255557946
Long
DBT
NUSS
CO
N
2
2036-07-09
Fixed
6.25000000
N
N
N
N
N
N
Corporacion Nacional del Cobre de Chile
549300UVMBCBCIPSUI70
CORP NACIONAL DEL COBRE DE CHILE 144A 5.125000% 02/02/2033
21987BBF4
282000.00000000
PA
USD
284173.79000000
0.022453850201
Long
DBT
NUSS
CL
Y
2
2033-02-02
Fixed
5.12500000
N
N
N
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT BOND 2.000000% 05/23/2029
N/A
137970000.00000000
PA
270000.69000000
0.021333969777
Long
DBT
NUSS
HU
N
2
2029-05-23
Fixed
2.00000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PLN SETTLE 2023-05-15
N/A
1.00000000
NC
USD
-128169.45000000
-0.01012724512
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES
N/A
20372500.00000000
PLN
4590468.68000000
USD
2023-05-15
-128169.45000000
N
N
N
Qatar Energy
254900QTESJKJ3P87J26
QATARENERGY 144A 2.250000% 07/12/2031
74730DAC7
705000.00000000
PA
USD
598368.75000000
0.047279808168
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
434468.16000000
0.034329284843
Long
DBT
NUSS
CN
N
2
2029-06-15
Fixed
2.75000000
N
N
N
N
N
N
BRK: JPMORGAN CHASE BANK
N/A
BRK: JPMORGAN CHASE BANK PAY: ID OVERNIGHT BRAZIL INTERBANK DEPOSIT
N/A
2544213.00000000
NC
-6083.20000000
-0.00048066101
N/A
DIR
XX
N
2
BRK: JPMORGAN CHASE BANK
N/A
Y
2026-01-02
0.00000000
BRL
0.00000000
BRL
-2544213.00000000
BRL
-6083.20000000
N
N
N
EGYPTIAN POUND
N/A
FX Forward Contract: EGP/USD SETTLE 2023-04-20
N/A
1.00000000
NC
25452.42000000
0.002011110264
N/A
DFE
EG
N
2
GOLDMAN SACHS & CO
N/A
900982.46000000
USD
29376533.00000000
EGP
2023-04-20
25452.42000000
N
N
N
State of Israel
213800T8ZHTFZIBYPE21
STATE OF ISRAEL 4.500000% 04/03/2120
46513JB59
759000.00000000
PA
USD
634138.43000000
0.050106131582
Long
DBT
NUSS
IL
N
2
2120-04-03
Fixed
4.50000000
N
N
N
N
N
N
TMS ISSUER S.A R.L.
21380092DY1X4BHPMA32
TMS ISSUER SARL 5.780000% 08/23/2032
87266GAA8
1048000.00000000
PA
USD
1089416.96000000
0.086079737426
Long
DBT
NUSS
SA
Y
2
2032-08-23
Fixed
5.78000000
N
N
N
N
N
N
PT Freeport Indonesia
549300T4HTQHRKLNE619
FREEPORT INDONESIA PT 144A 6.200000% 04/14/2052
69377FAC0
662000.00000000
PA
USD
605723.38000000
0.047860930587
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
280000.00000000
PA
USD
249166.90000000
0.019687798257
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
458327.53000000
0.036214521056
Long
DBT
NUSS
AR
Y
2
2025-12-10
Fixed
6.87500000
N
N
N
N
N
N
COLOMBIA PESO
N/A
FX Forward Contract: COP/USD SETTLE 2023-06-21
N/A
1.00000000
NC
296229.76000000
0.023406446654
N/A
DFE
CO
N
2
CITIGROUP GLOBAL MARKETS
N/A
5767367.05000000
USD
28684000000.00000000
COP
2023-06-21
296229.76000000
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
413911.80000000
0.032705034316
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
311154.88000000
0.024585747562
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
519000.00000000
PA
USD
408626.84000000
0.032287445839
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
-282186.18000000
-0.02229680018
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2025-01-02
0.00000000
BRL
0.00000000
BRL
-12388713.00000000
BRL
-282186.18000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.906000% 07/15/2026
N/A
4329000.00000000
PA
996950.30000000
0.078773530431
Long
DBT
NUSS
MY
N
2
2026-07-15
Fixed
3.90600000
N
N
N
N
N
N
Kingdom of Saudi Arabia
635400FMICXSM3SI3H65
SAUDI INTERNATIONAL BOND 4.375000% 04/16/2029
N/A
2212000.00000000
PA
USD
2205961.24000000
0.174302926504
Long
DBT
NUSS
SA
N
2
2029-04-16
Fixed
4.37500000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 2.124000% 07/16/2031
N/A
158000.00000000
PA
124524.80000000
0.009839264928
Long
DBT
NUSS
RO
N
2
2031-07-16
Fixed
2.12400000
N
N
N
N
N
N
Republica de Costa Rica
549300S1EK2VN6XVJP58
COSTA RICA GOVERNMENT 6.125000% 02/19/2031
P3699PGK7
797000.00000000
PA
USD
791197.74000000
0.062516094582
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
247000.00000000
0.019516581735
Long
DBT
NUSS
IN
Y
2
2171-04-15
Fixed
5.65000000
N
N
N
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2023-06-22
N/A
1.00000000
NC
18759.37000000
0.001482262258
N/A
DFE
CL
N
2
CITIGROUP GLOBAL MARKETS
N/A
770532.92000000
USD
629294233.00000000
CLP
2023-06-22
18759.37000000
N
N
N
MV24 CAPITAL B.V
N/A
MV24 CAPITAL BV 144A 6.748000% 06/01/2034
55388RAA4
355447.49000000
PA
USD
327367.14000000
0.025866751196
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
48450.00000000
0.003828252571
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
228457.60000000
0.018051463253
Long
DBT
NUSS
XX
N
2
2031-10-22
Fixed
4.70000000
N
N
N
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY 7.625000% 03/29/2041
445545AF3
190000.00000000
PA
USD
213351.00000000
0.016857822793
Long
DBT
NUSS
HU
N
2
2041-03-29
Fixed
7.62500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/UYU SETTLE 2023-04-05
N/A
1.00000000
NC
USD
-5374.51000000
-0.00042466422
N/A
DFE
US
N
2
CITIGROUP GLOBAL MARKETS
N/A
18613087.00000000
UYU
474339.63000000
USD
2023-04-05
-5374.51000000
N
N
N
Gobierno de la Republica Dominicana
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC 7.050000% 02/03/2031
P3579ECR6
556000.00000000
PA
USD
564534.60000000
0.044606419690
Long
DBT
NUSS
DO
N
2
2031-02-03
Fixed
7.05000000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 2.36% FIXED
N/A
63731552.14000000
NC
-6522.35000000
-0.00051536023
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2024-10-04
0.00000000
THB
0.00000000
THB
-63731552.14000000
THB
-6522.35000000
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEX BONOS DESARR FIX RT 8.500000% 05/31/2029
N/A
127815600.00000000
PA
6964661.85000000
0.550309280397
Long
DBT
NUSS
MX
N
2
2029-05-31
Fixed
8.50000000
N
N
N
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2023-06-02
N/A
1.00000000
NC
59376.43000000
0.004691598984
N/A
DFE
BR
N
2
STANDARD BANK
N/A
1591799.54000000
USD
8462850.00000000
BRL
2023-06-02
59376.43000000
N
N
N
BROKER: JPM CHASE
N/A
BROKER: JPM CHASE PAY: JIBAR 3M FLOATING
N/A
27540000.00000000
NC
-25063.19000000
-0.00198035545
N/A
DIR
XX
N
2
BROKER: JPM CHASE
N/A
Y
2028-02-01
0.00000000
ZAR
0.00000000
ZAR
-27540000.00000000
ZAR
-25063.19000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.502000% 05/31/2027
N/A
1050000.00000000
PA
237482.20000000
0.018764537518
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
1164269.75000000
0.091994193273
Long
DBT
NUSS
TR
N
2
2028-10-24
Fixed
6.12500000
N
N
N
N
N
N
N/A
N/A
DOMINICAN REPUBLIC CENTRAL BANK NOTES 144A 13.000000% 12/05/2025
25714PER5
276320000.00000000
PA
5016947.28000000
0.396411585646
Long
DBT
NUSS
DO
Y
2
2025-12-05
Fixed
13.00000000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 7.625000% 01/17/2053
N/A
324000.00000000
PA
USD
346466.16000000
0.027375850730
Long
DBT
NUSS
RO
N
2
2053-01-17
Fixed
7.62500000
N
N
N
N
N
N
Republique de Cote d'Ivoire
254900ICW11T82O6H590
IVORY COAST 4.875000% 01/30/2032
N/A
775000.00000000
PA
639834.10000000
0.050556172105
Long
DBT
NUSS
CI
N
2
2032-01-30
Fixed
4.87500000
N
N
N
N
N
N
Qatar Energy
254900QTESJKJ3P87J26
QATARENERGY 144A 3.300000% 07/12/2051
74730DAD5
234000.00000000
PA
USD
174283.20000000
0.013770900072
Long
DBT
NUSS
QA
Y
2
2051-07-12
Fixed
3.30000000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/RON SETTLE 2023-04-06
N/A
1.00000000
NC
1147.95000000
0.000090704696
N/A
DFE
XX
N
2
J.P. MORGAN SECURITIES
N/A
1318315.00000000
RON
267487.04000000
EUR
2023-04-06
1147.95000000
N
N
N
Gobierno de Chile
549300FLZTJM5YJF8D34
REPUBLIC OF CHILE 2.550000% 01/27/2032
168863DN5
893000.00000000
PA
USD
762302.94000000
0.060232986380
Long
DBT
NUSS
CL
N
2
2032-01-27
Fixed
2.55000000
N
N
N
N
N
N
BRK: JPMORGAN CHASE BANK
N/A
BRK: JPMORGAN CHASE BANK PAY: 28D MEXICAN INTERBANK RATE (TIIE)
N/A
23876431.00000000
NC
-28068.71000000
-0.00221783511
N/A
DIR
XX
N
2
BRK: JPMORGAN CHASE BANK
N/A
Y
2028-01-07
0.00000000
MXN
0.00000000
MXN
-23876431.00000000
MXN
-28068.71000000
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/USD SETTLE 2023-06-21
N/A
1.00000000
NC
14472.83000000
0.001143563439
N/A
DFE
PA
N
2
BARCLAYS CAPITAL INC.
N/A
1207381.86000000
USD
5287366.66000000
PLN
2023-06-21
14472.83000000
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 7.000000% 05/15/2027
N/A
28700000000.00000000
PA
1952698.66000000
0.154291510135
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
312200.21000000
0.024668343791
Long
DBT
NUSS
MO
Y
2
2028-01-15
Fixed
6.50000000
N
N
N
N
N
N
Turkiye Cumhuriyeti
5493000PCHOG3B6S3Q85
REPUBLIC OF TURKEY 5.125000% 02/17/2028
900123CP3
711000.00000000
PA
USD
620560.80000000
0.049033301924
Long
DBT
NUSS
TR
N
2
2028-02-17
Fixed
5.12500000
N
N
N
N
N
N
THAILAND BAHT
N/A
FX Forward Contract: THB/USD SETTLE 2023-04-05
N/A
1.00000000
NC
18714.89000000
0.001478747693
N/A
DFE
TH
N
2
CITIGROUP GLOBAL MARKETS
N/A
1962586.41000000
USD
67742399.00000000
THB
2023-04-05
18714.89000000
N
N
N
Gobierno de la Republica Dominicana
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC 7.450000% 04/30/2044
P3579EAY3
2443000.00000000
PA
USD
2344855.97000000
0.185277624280
Long
DBT
NUSS
DO
N
2
2044-04-30
Fixed
7.45000000
N
N
N
N
N
N
Gobierno de Chile
549300FLZTJM5YJF8D34
BONOS TESORERIA PESOS 4.500000% 03/01/2026
N/A
390000000.00000000
PA
473558.39000000
0.037417979858
Long
DBT
NUSS
CL
N
2
2026-03-01
Fixed
4.50000000
N
N
N
N
N
N
Ukraine
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT 7.750000% 09/01/2027
N/A
845000.00000000
PA
USD
151888.75000000
0.012001413781
Long
DBT
NUSS
UA
N
2
2027-09-01
Fixed
7.75000000
N
N
N
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2023-06-22
N/A
1.00000000
NC
55644.27000000
0.004396704225
N/A
DFE
CL
N
2
CITIGROUP GLOBAL MARKETS
N/A
2403179.86000000
USD
1960393967.00000000
CLP
2023-06-22
55644.27000000
N
N
N
GeoPark Limited
529900ZR5QI19AH4KZ07
GEOPARK LTD 144A 5.500000% 01/17/2027
37255BAB5
711000.00000000
PA
USD
596688.98000000
0.047147081979
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
861000000.00000000
PA
62499.33000000
0.004938353369
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
49127.40000000
0.003881776994
Long
DBT
NUSS
KZ
N
2
2047-04-19
Fixed
5.75000000
N
N
N
N
N
N
BRK: GOLDMAN SACHS INTERNATIONAL
N/A
BRK: GOLDMAN SACHS INTERNATIONAL PAY: 3M JOHANNESBURG INTERBANK AGREED RATE
N/A
45126560.00000000
NC
-24865.20000000
-0.00196471136
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS INTERNATIONAL
N/A
Y
2033-01-12
0.00000000
ZAR
0.00000000
ZAR
-45126560.00000000
ZAR
-24865.20000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-06-21
N/A
1.00000000
NC
USD
4119.70000000
0.000325516039
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
921503.58000000
EUR
1009557.85000000
USD
2023-06-21
4119.70000000
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2023-06-21
N/A
1.00000000
NC
72500.70000000
0.005728606629
N/A
DFE
HU
N
2
GOLDMAN SACHS & CO
N/A
1024587.14000000
USD
393472200.00000000
HUF
2023-06-21
72500.70000000
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/EUR SETTLE 2023-04-13
N/A
1.00000000
NC
15756.50000000
0.001244991984
N/A
DFE
HU
N
2
J.P. MORGAN SECURITIES
N/A
955775.36000000
EUR
370238700.00000000
HUF
2023-04-13
15756.50000000
N
N
N
Kallpa Generacion S.A.
549300NG1PWEI5BZG095
KALLPA GENERACION SA 144A 4.125000% 08/16/2027
156830AA9
213000.00000000
PA
USD
197676.78000000
0.015619332122
Long
DBT
NUSS
PE
Y
2
2027-08-16
Fixed
4.12500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CZK SETTLE 2023-06-21
N/A
1.00000000
NC
USD
-6645.29000000
-0.00052507427
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
6700000.00000000
CZK
302343.30000000
USD
2023-06-21
-6645.29000000
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
NOTA DO TESOURO NACIONAL 10.000000% 01/01/2027
N/A
39063000.00000000
PA
7236740.15000000
0.571807411492
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
416451.89000000
0.032905738260
Long
DBT
NUSS
KE
Y
2
2027-05-22
Fixed
7.00000000
N
N
N
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/USD SETTLE 2023-06-21
N/A
1.00000000
NC
11527.09000000
0.000910807263
N/A
DFE
PA
N
2
BARCLAYS CAPITAL INC.
N/A
833143.69000000
USD
3655168.00000000
PLN
2023-06-21
11527.09000000
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 8.000000% 01/31/2030
N/A
2329000.00000000
PA
119492.11000000
0.009441609439
Long
DBT
NUSS
ZA
N
2
2030-01-31
Fixed
8.00000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-06-21
N/A
1.00000000
NC
USD
-6708.29000000
-0.00053005218
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
920700.00000000
EUR
997853.09000000
USD
2023-06-21
-6708.29000000
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2023-06-02
N/A
1.00000000
NC
26013.02000000
0.002055405793
N/A
DFE
BR
N
2
MORGAN STANLEY & CO, INC
N/A
1187726.44000000
USD
6220836.00000000
BRL
2023-06-02
26013.02000000
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2023-04-05
N/A
1.00000000
NC
2696.53000000
0.000213064972
N/A
DFE
MX
N
2
MORGAN STANLEY & CO, INC
N/A
305087.32000000
USD
5558385.00000000
MXN
2023-04-05
2696.53000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EGP SETTLE 2023-05-31
N/A
1.00000000
NC
USD
380.71000000
0.000030081610
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
28950000.00000000
EGP
857904.87000000
USD
2023-05-31
380.71000000
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 7.690000% 01/23/2050
71654QDD1
301000.00000000
PA
USD
212412.20000000
0.016783643979
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
1653404.95000000
0.130642967000
Long
DBT
NUSS
MY
N
2
2024-09-30
Fixed
4.05900000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 7.000000% 09/15/2030
N/A
6550000000.00000000
PA
446262.30000000
0.035261192929
Long
DBT
NUSS
ID
N
2
2030-09-15
Fixed
7.00000000
N
N
N
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2023-06-21
N/A
1.00000000
NC
20188.17000000
0.001595158177
N/A
DFE
MX
N
2
MORGAN STANLEY & CO, INC
N/A
907226.31000000
USD
16999153.00000000
MXN
2023-06-21
20188.17000000
N
N
N
Petroleos de Venezuela, S.A.
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA 6.000000% 11/15/2026
P7807HAR6
5067000.00000000
PA
USD
202680.00000000
0.016014659053
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
330473.44000000
0.026112193940
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
197581.50000000
0.015611803620
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
378785.16000000
0.029929520386
Long
DBT
NUSS
ZA
Y
2
2028-08-10
Fixed
8.45000000
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
24187.50000000
0.001911163241
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
194693.47000000
0.015383607371
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
92784.15000000
0.007331293308
Long
DBT
NUSS
BR
N
2
2045-05-15
Fixed
6.00000000
N
N
N
N
N
N
CZECH REPUBLIC KORUNA
N/A
FX Forward Contract: CZK/USD SETTLE 2023-06-12
N/A
1.00000000
NC
77338.16000000
0.006110836117
N/A
DFE
CZ
N
2
J.P. MORGAN SECURITIES
N/A
3141579.61000000
USD
69768200.00000000
CZK
2023-06-12
77338.16000000
N
N
N
Russia, Federation of (Government)
5493004EHVGF71PDBU58
RUSSIA GOVT BOND - OFZ 6.700000% 03/14/2029
N/A
35842000.00000000
PA
23064.35000000
0.001822418105
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
1060000.00000000
PA
USD
1025601.81000000
0.081037415195
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
966589.75000000
0.076374606724
Long
DBT
NUSS
AE
Y
2
2047-11-02
Fixed
4.60000000
N
N
N
N
N
N
BRK: J.P. MORGAN CHASE
N/A
BRK: J.P. MORGAN CHASE PAY: 28-DAY MXN - TIIE
N/A
40000000.00000000
NC
-180462.83000000
-0.01425918045
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
-180462.83000000
N
N
N
Gobierno de Chile
549300FLZTJM5YJF8D34
REPUBLIC OF CHILE 3.100000% 05/07/2041
168863DS4
1575000.00000000
PA
USD
1180584.80000000
0.093283318806
Long
DBT
NUSS
CL
N
2
2041-05-07
Fixed
3.10000000
N
N
N
N
N
N
The Egyptian Financial Company for Sovereign Taskeek (S.A.E.)
894500CX5LI3HIC87H85
EGYPTIAN FINANCIAL CO FOR SOVEREIGN TASKEEK/THE 14 10.875000% 02/28/2026
282370AA3
200000.00000000
PA
USD
183411.20000000
0.014492144437
Long
DBT
NUSS
EG
Y
2
2026-02-28
Fixed
10.87500000
N
N
N
N
N
N
CHINESE YUAN RENMINBI
N/A
FX Forward Contract: CNY/USD SETTLE 2023-06-21
N/A
1.00000000
NC
101580.14000000
0.008026304069
N/A
DFE
CN
N
2
CITIGROUP GLOBAL MARKETS
N/A
11870174.53000000
USD
81601039.99000000
CNY
2023-06-21
101580.14000000
N
N
N
Federal Republic of Nigeria
549300GSBZD84TNEQ285
NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 7.375000% 09/28/2033
N/A
2504000.00000000
PA
USD
1768575.20000000
0.139743086829
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
174572.00000000
0.013793719460
Long
DBT
NUSS
VE
N
2
2027-04-12
Fixed
5.37500000
Y
N
N
N
N
N
Republica de Costa Rica
549300S1EK2VN6XVJP58
COSTA RICA GOVERNMENT 7.000000% 04/04/2044
P3699PGH4
58000.00000000
PA
USD
56641.43000000
0.004475494324
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
641000.00000000
PA
546608.10000000
0.043189966239
Long
DBT
NUSS
ID
N
2
2031-10-30
Fixed
1.40000000
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
877555.98000000
0.069339647819
Long
DBT
NUSS
KZ
Y
2
2030-04-24
Fixed
5.37500000
N
N
N
N
N
N
Gobierno De La Republica De Panama
549300SHS4T08CL0LP14
REPUBLIC OF PANAMA 6.700000% 01/26/2036
698299AW4
520000.00000000
PA
USD
549397.15000000
0.043410341633
Long
DBT
NUSS
PA
N
2
2036-01-26
Fixed
6.70000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-04-28
N/A
1.00000000
NC
USD
343.21000000
0.000027118566
N/A
DFE
US
N
2
JP MORGAN
N/A
151401.92000000
EUR
165034.09000000
USD
2023-04-28
343.21000000
N
N
N
BRK: BOFA MERRILL LYNCH
N/A
BRK: BOFA MERRILL LYNCH PAY: 6.4125 % FIXED
N/A
139710000.00000000
NC
-16387.04000000
-0.00129481378
N/A
DIR
XX
N
2
BRK: BOFA MERRILL LYNCH
N/A
Y
2028-01-05
0.00000000
INR
0.00000000
INR
-139710000.00000000
INR
-16387.04000000
N
N
N
Republique du Benin
635400Q11P6AE5A5Y230
BENIN INTL GOV BOND 4.875000% 01/19/2032
N/A
102000.00000000
PA
83224.15000000
0.006575914679
Long
DBT
NUSS
BJ
N
2
2032-01-19
Fixed
4.87500000
N
N
N
N
N
N
TURKIYE IHRACAT KREDI BANKASI ANONIM SIRKETI
789000JVRVYLAXGDWR11
TURKIYE IHRACAT KREDI BANKASI AS 144A 9.375000% 01/31/2026
90015LAG2
755000.00000000
PA
USD
760662.50000000
0.060103367832
Long
DBT
NUSS
TR
Y
2
2026-01-31
Fixed
9.37500000
N
N
N
N
N
N
Republic of Zambia
213800DMLAZ6LGMMD849
ZAMBIA GOVERNMENT BOND 11.000000% 06/28/2026
BQ2494160
78885000.00000000
PA
2651275.04000000
0.209489174179
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
-11912.51000000
-0.00094126103
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2032-08-11
0.00000000
COP
0.00000000
COP
-2184689893.00000000
COP
-11912.51000000
N
N
N
Republika Srbija
254900W94OCY91V32O78
SERBIA INTERNATIONAL BOND 144A 6.250000% 05/26/2028
817477AG7
426000.00000000
PA
USD
430132.20000000
0.033986681127
Long
DBT
NUSS
RS
Y
2
2028-05-26
Fixed
6.25000000
N
N
N
N
N
N
Republic of Lebanon
529900QPC4K9S1KHL354
LEBANON GOVERNMENT INTERNATIONAL BOND MTN 6.100000% 10/04/2022
N/A
5903000.00000000
PA
USD
367461.75000000
0.029034806796
Long
DBT
NUSS
LB
N
2
2022-10-04
Fixed
6.10000000
Y
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP
N/A
49740442.53000000
NC
-43464.95000000
-0.00343436133
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2024-01-02
0.00000000
BRL
0.00000000
BRL
-49740442.53000000
BRL
-43464.95000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-04-05
N/A
1.00000000
NC
USD
-5963.78000000
-0.00047122510
N/A
DFE
US
N
2
CITIGROUP GLOBAL MARKETS
N/A
299481.70000000
EUR
319424.25000000
USD
2023-04-05
-5963.78000000
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
REPUBLIC OF INDONESIA 1.300000% 03/23/2034
BR4171160
514000.00000000
PA
407657.29000000
0.032210837329
Long
DBT
NUSS
ID
N
2
2034-03-23
Fixed
1.30000000
N
N
N
N
N
N
Sultanate of Oman
549300SZ20F0QTKNQC75
OMAN GOVERNMENT INTERNATIONAL BOND 144A 5.625000% 01/17/2028
682051AH0
1422000.00000000
PA
USD
1419212.88000000
0.112138397461
Long
DBT
NUSS
OM
Y
2
2028-01-17
Fixed
5.62500000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 6.490000% 01/23/2027
71654QDB5
1301000.00000000
PA
USD
1179792.14000000
0.093220687172
Long
DBT
NUSS
MX
N
2
2027-01-23
Fixed
6.49000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/COP SETTLE 2023-04-20
N/A
1.00000000
NC
USD
-3671.22000000
-0.00029007961
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES
N/A
1024382574.15000000
COP
215509.77000000
USD
2023-04-20
-3671.22000000
N
N
N
Ukraine
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT INTERNATIONAL BOND 144A 7.750000% 09/01/2026
903724AT9
636000.00000000
PA
USD
114748.39000000
0.009066786771
Long
DBT
NUSS
UA
Y
2
2026-09-01
Fixed
7.75000000
N
N
N
N
N
N
GACI First Investment Company
558600TU1PWGNLZ3XM88
GACI FIRST INVESTMENT CO 5.250000% 10/13/2032
N/A
2875000.00000000
PA
USD
2979310.75000000
0.235408752100
Long
DBT
NUSS
SA
N
2
2032-10-13
Fixed
5.25000000
N
N
N
N
N
N
ADANI ELECTRICITY MUMBAI LIMITED
335800AIC1B5EBFVUC38
ADANI ELECTRICITY MUMBAI LTD 3.949000% 02/12/2030
N/A
810000.00000000
PA
USD
577593.19000000
0.045638237662
Long
DBT
NUSS
IN
N
2
2030-02-12
Fixed
3.94900000
N
N
N
N
N
N
BRK: JPMORGAN CHASE BANK
N/A
BRK: JPMORGAN CHASE BANK PAY: 3M TEL AVIV INTERBANK OFFER RATE(TELBOR)
N/A
7201628.00000000
NC
20606.21000000
0.001628189399
N/A
DIR
XX
N
2
BRK: JPMORGAN CHASE BANK
N/A
Y
2028-01-06
0.00000000
ILS
0.00000000
ILS
-7201628.00000000
ILS
20606.21000000
N
N
N
Comision Federal de Electricidad
4469000001BFPONMPF32
COMISION FEDERAL DE ELECTRICIDAD 3.875000% 07/26/2033
P30179BK3
720000.00000000
PA
USD
547261.50000000
0.043241594314
Long
DBT
NUSS
MX
N
2
2033-07-26
Fixed
3.87500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZAR SETTLE 2023-06-21
N/A
1.00000000
NC
USD
-27487.60000000
-0.00217191899
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
10700000.00000000
ZAR
571595.30000000
USD
2023-06-21
-27487.60000000
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT BOND 14.664000% 10/06/2030
N/A
4750000.00000000
PA
112057.89000000
0.008854198256
Long
DBT
NUSS
EG
N
2
2030-10-06
Fixed
14.66400000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2023-06-21
N/A
1.00000000
NC
USD
-75.57000000
-0.00000597112
N/A
DFE
US
N
2
CITIGROUP GLOBAL MARKETS
N/A
31321.00000000
CNY
4519.56000000
USD
2023-06-21
-75.57000000
N
N
N
The State of Qatar
52990074F6OJOAXK4P65
STATE OF QATAR 4.400000% 04/16/2050
N/A
2477000.00000000
PA
USD
2289689.26000000
0.180918654220
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/PHP SETTLE 2023-06-21
N/A
1.00000000
NC
USD
-36101.73000000
-0.00285256017
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
143170118.79000000
PHP
2600917.76000000
USD
2023-06-21
-36101.73000000
N
N
N
BANCO NACIONAL DE PANAMA
529900H2Q7WMDKKIW109
BANCO NACIONAL DE PANAMA 144A 2.500000% 08/11/2030
059626AC5
563000.00000000
PA
USD
436829.03000000
0.034515827808
Long
DBT
NUSS
PA
Y
2
2030-08-11
Fixed
2.50000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZAR SETTLE 2023-05-10
N/A
1.00000000
NC
USD
-28046.06000000
-0.00221604543
N/A
DFE
US
N
2
CITIGROUP GLOBAL MARKETS
N/A
17608847.00000000
ZAR
961492.94000000
USD
2023-05-10
-28046.06000000
N
N
N
Gobierno de Chile
549300FLZTJM5YJF8D34
BONOS TESORERIA PESOS 5.000000% 03/01/2035
N/A
275000000.00000000
PA
344757.71000000
0.027240858405
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
55501.93000000
0.004385457300
Long
DBT
NUSS
RU
N
2
2036-07-30
Fixed
7.00000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT BOND 14.382000% 01/12/2031
BN4651095
4531000.00000000
PA
104812.25000000
0.008281687627
Long
DBT
NUSS
EG
N
2
2031-01-12
Fixed
14.38200000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
REPUBLIC OF INDONESIA 1.300000% 03/23/2034
BR4171160
229000.00000000
PA
181621.63000000
0.014350742457
Long
DBT
NUSS
ID
N
2
2034-03-23
Fixed
1.30000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/IDR SETTLE 2023-06-21
N/A
1.00000000
NC
USD
-5966.16000000
-0.00047141315
N/A
DFE
US
N
2
CITIGROUP GLOBAL MARKETS
N/A
10254929398.00000000
IDR
679832.24000000
USD
2023-06-21
-5966.16000000
N
N
N
CT Trust
5493003LN2KNNGM2Q244
CT TRUST 144A 5.125000% 02/03/2032
12659BAA2
548000.00000000
PA
USD
458445.84000000
0.036223869262
Long
DBT
NUSS
GT
Y
2
2032-02-03
Fixed
5.12500000
N
N
N
N
N
N
Republika Srbija
254900W94OCY91V32O78
REPUBLIC OF SERBIA 6.500000% 09/26/2033
N/A
413000.00000000
PA
USD
409991.71000000
0.032395290361
Long
DBT
NUSS
RS
N
2
2033-09-26
Fixed
6.50000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/KRW SETTLE 2023-04-03
N/A
1.00000000
NC
USD
-1451.92000000
-0.00011472273
N/A
DFE
US
N
2
CITIGROUP GLOBAL MARKETS
N/A
1263804731.00000000
KRW
969324.08000000
USD
2023-04-03
-1451.92000000
N
N
N
Romania
315700IASY927EDWBK92
ROMANIA 5.125000% 06/15/2048
N/A
244000.00000000
PA
USD
203496.00000000
0.016079134886
Long
DBT
NUSS
RO
N
2
2048-06-15
Fixed
5.12500000
N
N
N
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT BOND 4.500000% 05/27/2032
N/A
354560000.00000000
PA
757661.17000000
0.059866219240
Long
DBT
NUSS
HU
N
2
2032-05-27
Fixed
4.50000000
N
N
N
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2023-06-21
N/A
1.00000000
NC
71298.70000000
0.005633631199
N/A
DFE
HU
N
2
GOLDMAN SACHS & CO
N/A
1025789.14000000
USD
393472200.00000000
HUF
2023-06-21
71298.70000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-06-21
N/A
1.00000000
NC
USD
-5574.01000000
-0.00044042761
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
411246.00000000
EUR
443130.07000000
USD
2023-06-21
-5574.01000000
N
N
N
Saudi Arabian Oil Company
5586006WD91QHB7J4X50
SAUDI ARABIAN OIL CO MTN 4.250000% 04/16/2039
N/A
160000.00000000
PA
USD
143216.00000000
0.011316140768
Long
DBT
NUSS
SA
N
2
2039-04-16
Fixed
4.25000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PEN SETTLE 2023-06-21
N/A
1.00000000
NC
USD
-1161.93000000
-0.00009180931
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
1987500.00000000
PEN
524891.06000000
USD
2023-06-21
-1161.93000000
N
N
N
TURKIYE IHRACAT KREDI BANKASI ANONIM SIRKETI
789000JVRVYLAXGDWR11
TURKIYE IHRACAT KREDI BANKASI AS 144A 9.375000% 01/31/2026
90015LAG2
367000.00000000
PA
USD
369752.50000000
0.029215809264
Long
DBT
NUSS
TR
Y
2
2026-01-31
Fixed
9.37500000
N
N
N
N
N
N
Bundesrepublik Deutschland
N/A
EURO-BOBL FUTURE JUN23 FINANCIAL COMMODITY FUTURE.
N/A
-44.00000000
NC
-5635105.33000000
-0.44525503547
N/A
DIR
DE
N
1
GOLDMAN, SACHS & CO.
N/A
Short
Germany Govt. Bond Futures
Euro-BOBL Future Jun 2023
2023-06-11
-5390746.96000000
EUR
-244358.37000000
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
173875.93000000
0.013738719837
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
616271.56000000
0.048694389766
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/NGN SETTLE 2023-06-21
N/A
1.00000000
NC
USD
-16709.97000000
-0.00132032994
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
236297829.30000000
NGN
468612.45000000
USD
2023-06-21
-16709.97000000
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT BOND 2.000000% 05/23/2029
N/A
737340000.00000000
PA
1442939.13000000
0.114013115265
Long
DBT
NUSS
HU
N
2
2029-05-23
Fixed
2.00000000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA 4.125000% 05/15/2051
195325DT9
1675000.00000000
PA
USD
1030010.53000000
0.081385768006
Long
DBT
NUSS
CO
N
2
2051-05-15
Fixed
4.12500000
N
N
N
N
N
N
BROKER: GOLDMAN SACHS
N/A
BROKER: GOLDMAN SACHS PAY: CLICP (CHIBPROM) 6M FLOATING
N/A
2583199693.84000000
NC
69195.09000000
0.005467415504
N/A
DIR
XX
N
2
BROKER: GOLDMAN SACHS
N/A
Y
2025-02-01
0.00000000
CLP
0.00000000
CLP
-2583199693.84000000
CLP
69195.09000000
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 1.600000% 12/17/2029
N/A
7000000.00000000
PA
197396.50000000
0.015597185937
Long
DBT
NUSS
TH
N
2
2029-12-17
Fixed
1.60000000
N
N
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
BONOS DE TESORERIA 5.400000% 08/12/2034
N/A
8797000.00000000
PA
1961344.98000000
0.154974694795
Long
DBT
NUSS
PE
N
2
2034-08-12
Fixed
5.40000000
N
N
N
N
N
N
BRK: GOLDMAN SACHS INTERNATIONAL
N/A
BRK: GOLDMAN SACHS INTERNATIONAL PAY: 10.8003 % FIXED
N/A
141000000.00000000
NC
-92771.68000000
-0.00733030799
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS INTERNATIONAL
N/A
Y
2025-02-26
0.00000000
MXN
0.00000000
MXN
-141000000.00000000
MXN
-92771.68000000
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT INTERNATIONAL BOND MTN 4.750000% 04/16/2026
N/A
420000.00000000
PA
335435.09000000
0.026504236239
Long
DBT
NUSS
EG
N
2
2026-04-16
Fixed
4.75000000
N
N
N
N
N
N
SASOL FINANCING USA LLC
549300XRB1PFMESFEL85
SASOL FINANCING USA LLC 6.500000% 09/27/2028
80386WAB1
360000.00000000
PA
USD
336406.26000000
0.026580972751
Long
DBT
CORP
ZA
N
2
2028-09-27
Fixed
6.50000000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEX BONOS DESARR FIX RT 8.500000% 05/31/2029
N/A
117592400.00000000
PA
6407600.50000000
0.506293355825
Long
DBT
NUSS
MX
N
2
2029-05-31
Fixed
8.50000000
N
N
N
N
N
N
Republic of Uganda
549300NF1DEFHG8XLQ11
UGANDA GOVERNMENT BOND 15.000000% 05/20/2032
BW9376441
10975900000.00000000
PA
2831205.38000000
0.223706280201
Long
DBT
NUSS
UG
N
2
2032-05-20
Fixed
15.00000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 7.500000% 04/15/2040
N/A
17705000000.00000000
PA
1229295.78000000
0.097132192582
Long
DBT
NUSS
ID
N
2
2040-04-15
Fixed
7.50000000
N
N
N
N
N
N
N/A
N/A
UGANDA GOVERNMENT BOND 14.000000% 05/29/2025
BW9375393
1793400000.00000000
PA
475326.48000000
0.037557684607
Long
DBT
NUSS
XX
N
2
2025-05-29
Fixed
14.00000000
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
1010000000.00000000
PA
1238786.51000000
0.097882097877
Long
DBT
NUSS
CL
Y
2
2030-09-01
Fixed
4.70000000
N
N
N
N
N
N
Gobierno de Chile
549300FLZTJM5YJF8D34
BONOS TESORERIA PESOS 5.000000% 03/01/2035
N/A
115000000.00000000
PA
144171.40000000
0.011391631222
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
628122.60000000
0.049630793777
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
163581.72000000
0.012925327971
Long
DBT
NUSS
CN
N
2
2030-10-28
Fixed
3.05000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/COP SETTLE 2023-06-21
N/A
1.00000000
NC
USD
-8185.86000000
-0.00064680164
N/A
DFE
US
N
2
CITIGROUP GLOBAL MARKETS
N/A
1325074424.00000000
COP
271925.60000000
USD
2023-06-21
-8185.86000000
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEX BONOS DESARR FIX RT 8.500000% 11/18/2038
N/A
36448900.00000000
PA
1926668.34000000
0.152234737390
Long
DBT
NUSS
MX
N
2
2038-11-18
Fixed
8.50000000
N
N
N
N
N
N
Republica de Angola
549300QHR2R3J8JSGK83
REPUBLIC OF ANGOLA 8.750000% 04/14/2032
BV8060618
1241000.00000000
PA
USD
1047093.75000000
0.082735590109
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
314379.78000000
0.024840561426
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
8145189.00000000
PA
USD
2299267.20000000
0.181675450369
Long
DBT
NUSS
AR
N
2
2041-07-09
Fixed
3.50000000
N
N
N
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2023-06-22
N/A
1.00000000
NC
20539.75000000
0.001622938095
N/A
DFE
CL
N
2
SCB SECURITIES
N/A
1837786.98000000
USD
1481623861.00000000
CLP
2023-06-22
20539.75000000
N
N
N
Corporacion Nacional del Cobre de Chile
549300UVMBCBCIPSUI70
CORP NACIONAL DEL COBRE DE CHILE 3.150000% 01/14/2030
P3143NBH6
300000.00000000
PA
USD
268908.43000000
0.021247665399
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
218397.46000000
0.017256566311
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
1293989.83000000
0.102243960658
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
431000.00000000
PA
USD
413662.99000000
0.032685374718
Long
DBT
NUSS
BM
N
2
2027-01-25
Fixed
3.71700000
N
N
N
N
N
N
EXPORT-IMPORT BANK OF INDIA
335800OFZ8YEIVN1QI11
EXPORT-IMPORT BANK OF INDIA MTN 2.250000% 01/13/2031
30216KAF9
615000.00000000
PA
USD
492009.61000000
0.038875893799
Long
DBT
NUSS
IN
N
2
2031-01-13
Fixed
2.25000000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/PLN SETTLE 2023-04-05
N/A
1.00000000
NC
-4012.18000000
-0.00031702040
N/A
DFE
XX
N
2
J.P. MORGAN SECURITIES
N/A
6411267.00000000
PLN
1365959.39000000
EUR
2023-04-05
-4012.18000000
N
N
N
CHINESE YUAN RENMINBI
N/A
FX Forward Contract: CNY/USD SETTLE 2023-06-21
N/A
1.00000000
NC
57686.78000000
0.004558092133
N/A
DFE
CN
N
2
MIDLAND WALWYN CAPITAL INC.
N/A
3522397.21000000
USD
24402319.00000000
CNY
2023-06-21
57686.78000000
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2023-04-28
N/A
1.00000000
NC
7522.08000000
0.000594353397
N/A
DFE
XX
N
2
CITIGROUP GLOBAL MARKETS
N/A
347091.84000000
USD
326000.00000000
EUR
2023-04-28
7522.08000000
N
N
N
The Hashemite Kingdom of Jordan
5493000JZ4MYPVMBVN50
JORDAN GOVERNMENT INTERNATIONAL BOND 144A 7.375000% 10/10/2047
418097AJ0
228000.00000000
PA
USD
192041.66000000
0.015174075927
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
5934000.00000000
PA
USD
4875590.87000000
0.385242379453
Long
DBT
NUSS
CL
N
2
2033-07-27
Fixed
2.55000000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/PLN SETTLE 2023-06-21
N/A
1.00000000
NC
-2194.54000000
-0.00017340048
N/A
DFE
XX
N
2
J.P. MORGAN SECURITIES
N/A
1703746.00000000
PLN
358838.61000000
EUR
2023-06-21
-2194.54000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.885000% 08/15/2029
N/A
3827000.00000000
PA
868133.77000000
0.068595156598
Long
DBT
NUSS
MY
N
2
2029-08-15
Fixed
3.88500000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 8.375000% 04/15/2039
N/A
18619000000.00000000
PA
1395198.80000000
0.110240936914
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
1323128.75000000
0.104546357880
Long
DBT
NUSS
ID
N
2
2034-03-15
Fixed
8.37500000
N
N
N
N
N
N
Transnet SOC Ltd
378900B07CD6F01EA796
TRANSNET SOC LTD 144A 8.250000% 02/06/2028
89378TAD5
988000.00000000
PA
USD
982980.96000000
0.077669750002
Long
DBT
NUSS
ZA
Y
2
2028-02-06
Fixed
8.25000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-06-21
N/A
1.00000000
NC
USD
2107.90000000
0.000166554666
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
460679.24000000
EUR
504747.82000000
USD
2023-06-21
2107.90000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NGN SETTLE 2023-05-17
N/A
1.00000000
NC
USD
-22767.20000000
-0.00179893894
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
303626524.81000000
NGN
620913.14000000
USD
2023-05-17
-22767.20000000
N
N
N
ESKOM HOLDINGS SOC LIMITED
3789001900ED06F65111
ESKOM HOLDINGS SOC LTD 144A 7.125000% 02/11/2025
29646AAB2
1843000.00000000
PA
USD
1804407.58000000
0.142574364452
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
357685.65000000
0.028262353133
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
385320.00000000
0.030445867507
Long
DBT
NUSS
ZM
N
2
2023-09-20
Fixed
5.37500000
Y
N
N
N
N
N
BRK: JPMORGAN CHASE BANK
N/A
BRK: JPMORGAN CHASE BANK PAY: BRL - 1D OVERNIGHT BRAZIL INTERBANK DEPOSIT
N/A
11490225.00000000
NC
59578.25000000
0.004707545691
N/A
DIR
XX
N
2
BRK: JPMORGAN CHASE BANK
N/A
Y
2027-01-04
0.00000000
BRL
0.00000000
BRL
-11490225.00000000
BRL
59578.25000000
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
BONOS DE TESORERIA 5.350000% 08/12/2040
N/A
1426000.00000000
PA
296093.30000000
0.023395664335
Long
DBT
NUSS
PE
N
2
2040-08-12
Fixed
5.35000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/MXN SETTLE 2023-06-21
N/A
1.00000000
NC
USD
-5415.66000000
-0.00042791567
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
9690000.00000000
MXN
523236.93000000
USD
2023-06-21
-5415.66000000
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2023-06-21
N/A
1.00000000
NC
10143.63000000
0.000801493862
N/A
DFE
ZA
N
2
CITIGROUP GLOBAL MARKETS
N/A
478640.83000000
USD
8730000.00000000
ZAR
2023-06-21
10143.63000000
N
N
N
Gobierno De La Republica De Panama
549300SHS4T08CL0LP14
REPUBLIC OF PANAMA 4.300000% 04/29/2053
698299BB9
200000.00000000
PA
USD
146382.60000000
0.011566348087
Long
DBT
NUSS
PA
N
2
2053-04-29
Fixed
4.30000000
N
N
N
N
N
N
Corporacion Nacional del Cobre de Chile
549300UVMBCBCIPSUI70
CORP NACIONAL DEL COBRE DE CHILE 144A 3.750000% 01/15/2031
21987BBC1
234000.00000000
PA
USD
215029.52000000
0.016990450213
Long
DBT
NUSS
CL
Y
2
2031-01-15
Fixed
3.75000000
N
N
N
N
N
N
GHANA CEDI
N/A
FX Forward Contract: GHS/USD SETTLE 2023-09-20
N/A
1.00000000
NC
1275.00000000
0.000100743488
N/A
DFE
GH
N
2
STANDARD BANK
N/A
627301.20000000
USD
7809900.00000000
GHS
2023-09-20
1275.00000000
N
N
N
TAIWAN DOLLAR
N/A
FX Forward Contract: TWD/USD SETTLE 2023-07-06
N/A
1.00000000
NC
-37255.61000000
-0.00294373343
N/A
DFE
TW
N
2
MORGAN STANLEY & CO, INC
N/A
922573.50000000
USD
26722895.00000000
TWD
2023-07-06
-37255.61000000
N
N
N
EURO
N/A
FX Forward Contract: EUR/HUF SETTLE 2023-05-10
N/A
1.00000000
NC
-34833.95000000
-0.00275238717
N/A
DFE
XX
N
2
J.P. MORGAN SECURITIES
N/A
519127957.00000000
HUF
1315080.32000000
EUR
2023-05-10
-34833.95000000
N
N
N
Sultanate of Oman
549300SZ20F0QTKNQC75
OMAN GOVERNMENT INTERNATIONAL BOND 144A 6.750000% 01/17/2048
682051AJ6
367000.00000000
PA
USD
346370.93000000
0.027368326179
Long
DBT
NUSS
OM
Y
2
2048-01-17
Fixed
6.75000000
N
N
N
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
985967.50000000
0.077905729970
Long
DBT
NUSS
BH
Y
2
2029-05-18
Fixed
3.87500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-06-21
N/A
1.00000000
NC
USD
2374.95000000
0.000187655489
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
228874.32000000
EUR
252096.14000000
USD
2023-06-21
2374.95000000
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA 5.000000% 06/15/2045
195325CU7
343000.00000000
PA
USD
239317.01000000
0.018909514115
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
1053964.50000000
0.083278478991
Long
DBT
NUSS
ZA
Y
2
2023-08-06
Fixed
6.75000000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIA GOVERNMENT BOND 3.650000% 09/24/2031
N/A
670000.00000000
PA
112477.61000000
0.008887362222
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
72081400.00000000
PA
3744192.79000000
0.295845524780
Long
DBT
NUSS
MX
N
2
2031-05-29
Fixed
7.75000000
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
55907514.00000000
NC
-63660.17000000
-0.00503007656
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS INTERNATIONAL
N/A
Y
2028-01-23
0.00000000
CZK
0.00000000
CZK
-55907514.00000000
CZK
-63660.17000000
N
N
N
Federal Republic of Nigeria
549300GSBZD84TNEQ285
REPUBLIC OF NIGERIA 9.248000% 01/21/2049
N/A
322000.00000000
PA
USD
233634.83000000
0.018460539498
Long
DBT
NUSS
NG
N
2
2049-01-21
Fixed
9.24800000
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
89861.27000000
0.007100343404
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
487000.00000000
PA
USD
467562.87000000
0.036944246838
Long
DBT
NUSS
MX
N
2
2032-04-27
Fixed
4.75000000
N
N
N
N
N
N
Joint Stock Company National Company KazMunayGas
2138001H1M69RFJCSH88
KAZMUNAYGAS NATIONAL CO JSC 144A 6.375000% 10/24/2048
48667QAS4
1254000.00000000
PA
USD
1040820.00000000
0.082239872883
Long
DBT
NUSS
KZ
Y
2
2048-10-24
Fixed
6.37500000
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
175138.08000000
0.013838447989
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
1088007.89000000
0.085968400463
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
430244.16000000
0.033995527591
Long
DBT
NUSS
GH
N
2
2042-05-07
Fixed
8.87500000
N
N
N
N
N
N
CHINESE YUAN RENMINBI
N/A
FX Forward Contract: CNY/USD SETTLE 2023-06-21
N/A
1.00000000
NC
58082.30000000
0.004589343948
N/A
DFE
CN
N
2
MIDLAND WALWYN CAPITAL INC.
N/A
3522001.69000000
USD
24402319.00000000
CNY
2023-06-21
58082.30000000
N
N
N
Minejesa Capital B.V.
549300KS7ERCP10BKC35
MINEJESA CAPITAL BV 144A 4.625000% 08/10/2030
602736AA8
386000.00000000
PA
USD
339134.86000000
0.026796571719
Long
DBT
NUSS
ID
Y
2
2030-08-10
Fixed
4.62500000
N
N
N
N
N
N
ROMANIAN LEU
N/A
FX Forward Contract: KZT/USD SETTLE 2023-06-21
N/A
1.00000000
NC
3693.72000000
0.000291857442
N/A
DFE
RO
N
2
MERRILL LYNCH
N/A
418530.35000000
USD
196500000.00000000
KZT
2023-06-21
3693.72000000
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2023-06-21
N/A
1.00000000
NC
74697.69000000
0.005902200697
N/A
DFE
HU
N
2
GOLDMAN SACHS & CO
N/A
1055635.24000000
USD
405395600.00000000
HUF
2023-06-21
74697.69000000
N
N
N
Republique de Cote d'Ivoire
254900ICW11T82O6H590
Ivory Coast Government International Bond 6.625000% 03/22/2048
AR7769417
524000.00000000
PA
392816.40000000
0.031038191812
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
640000.00000000
PA
489171.02000000
0.038651604026
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
179090.00000000
0.014150706976
Long
DBT
NUSS
MX
Y
2
2171-09-08
Fixed
5.12500000
N
N
N
N
N
N
TAIWAN DOLLAR
N/A
FX Forward Contract: TWD/USD SETTLE 2023-07-06
N/A
1.00000000
NC
-1391.06000000
-0.00010991391
N/A
DFE
TW
N
2
MORGAN STANLEY & CO, INC
N/A
65553.55000000
USD
1936714.00000000
TWD
2023-07-06
-1391.06000000
N
N
N
Republic of the Philippines
529900RAHBALMYIJ3T08
REPUBLIC OF PHILIPPINES 5.000000% 07/17/2033
718286CW5
956000.00000000
PA
USD
970601.99000000
0.076691631865
Long
DBT
NUSS
PH
N
2
2033-07-17
Fixed
5.00000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZAR SETTLE 2023-04-17
N/A
1.00000000
NC
USD
136.35000000
0.000010773627
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES
N/A
72500.00000000
ZAR
4218.32000000
USD
2023-04-17
136.35000000
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 7.125000% 06/15/2043
N/A
30266000000.00000000
PA
2040939.05000000
0.161263780515
Long
DBT
NUSS
ID
N
2
2043-06-15
Fixed
7.12500000
N
N
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
BONOS DE TESORERIA 5.350000% 08/12/2040
N/A
708000.00000000
PA
147008.46000000
0.011615800103
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
3876300000.00000000
PA
637913.33000000
0.050404403422
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
588441.34000000
0.046495398821
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
485460.44000000
0.038358414399
Long
DBT
NUSS
LK
N
2
2025-11-03
Fixed
6.85000000
Y
N
N
N
N
N
Gobierno de la Republica Dominicana
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC 6.400000% 06/05/2049
P3579ECE5
651000.00000000
PA
USD
542267.33000000
0.042846982464
Long
DBT
NUSS
DO
N
2
2049-06-05
Fixed
6.40000000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 3.375000% 02/08/2038
N/A
1163000.00000000
PA
876643.96000000
0.069267585014
Long
DBT
NUSS
RO
Y
2
2038-02-08
Fixed
3.37500000
N
N
N
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2023-06-12
N/A
1.00000000
NC
1454.86000000
0.000114955036
N/A
DFE
BR
N
2
J.P. MORGAN SECURITIES
N/A
73127.33000000
USD
383000.00000000
BRL
2023-06-12
1454.86000000
N
N
N
Russia, Federation of (Government)
5493004EHVGF71PDBU58
RUSSIA GOVT BOND - OFZ 8.150000% 02/03/2027
EJ0370613
87350000.00000000
PA
56209.78000000
0.004441387715
Long
DBT
NUSS
RU
N
2
2027-02-03
Fixed
8.15000000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2023-04-28
N/A
1.00000000
NC
-1839.25000000
-0.00014532742
N/A
DFE
XX
N
2
CITIGROUP GLOBAL MARKETS
N/A
204794.55000000
USD
186578.77000000
EUR
2023-04-28
-1839.25000000
N
N
N
Republic of Lebanon
529900QPC4K9S1KHL354
LEBANON GOVERNMENT INTERNATIONAL BOND MTN 5.800000% 04/14/2020
N/A
2787000.00000000
PA
USD
173490.75000000
0.013708285031
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
792000.00000000
PA
USD
611820.00000000
0.048342651974
Long
DBT
NUSS
AO
Y
2
2049-11-26
Fixed
9.12500000
N
N
N
N
N
N
EGYPTIAN POUND
N/A
FX Forward Contract: EGP/USD SETTLE 2023-05-31
N/A
1.00000000
NC
-43264.58000000
-0.00341852919
N/A
DFE
EG
N
2
CITIGROUP GLOBAL MARKETS
N/A
121616.47000000
USD
2645158.26000000
EGP
2023-05-31
-43264.58000000
N
N
N
Federal Republic of Nigeria
549300GSBZD84TNEQ285
NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.375000% 03/24/2029
65412JAU7
1578000.00000000
PA
USD
1297905.00000000
0.102553315861
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
1886877.54000000
0.149090687186
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
156000.00000000
PA
31204.65000000
0.002465619847
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
2461655.32000000
0.194506466632
Long
DBT
NUSS
MY
N
2
2025-09-15
Fixed
3.95500000
N
N
N
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
REPUBLIC OF POLAND 4.875000% 10/04/2033
731011AV4
291000.00000000
PA
USD
289661.40000000
0.022887450966
Long
DBT
NUSS
PL
N
2
2033-10-04
Fixed
4.87500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/MXN SETTLE 2023-06-21
N/A
1.00000000
NC
USD
-5910.94000000
-0.00046704997
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
45980000.00000000
MXN
2502597.44000000
USD
2023-06-21
-5910.94000000
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 2.125000% 03/07/2028
N/A
715000.00000000
PA
661469.97000000
0.052265719576
Long
DBT
NUSS
RO
N
2
2028-03-07
Fixed
2.12500000
N
N
N
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2023-05-03
N/A
1.00000000
NC
16771.15000000
0.001325164047
N/A
DFE
BR
N
2
MORGAN STANLEY & CO, INC
N/A
506765.84000000
USD
2666987.00000000
BRL
2023-05-03
16771.15000000
N
N
N
Federal Republic of Nigeria
549300GSBZD84TNEQ285
NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 6.125000% 09/28/2028
65412JAR4
601000.00000000
PA
USD
467145.28000000
0.036911251172
Long
DBT
NUSS
NG
Y
2
2028-09-28
Fixed
6.12500000
N
N
N
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2023-05-03
N/A
1.00000000
NC
-1200.99000000
-0.00009489562
N/A
DFE
BR
N
2
MORGAN STANLEY & CO, INC
N/A
1447335.77000000
USD
7366858.00000000
BRL
2023-05-03
-1200.99000000
N
N
N
Government of Bermuda
549300FP5PUZXX9FVJ40
GOVT OF BERMUDA 5.000000% 07/15/2032
G10367AH6
409000.00000000
PA
USD
410202.11000000
0.032411915012
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
2446163.10000000
0.193282356600
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
550653.68000000
0.043509625724
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
1462000.00000000
PA
USD
1118985.37000000
0.088416070586
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
377000.00000000
PA
USD
344012.50000000
0.027181976009
Long
DBT
NUSS
CO
Y
2
2028-12-15
Fixed
7.50000000
N
N
N
N
N
N
BROKER: GOLDMAN SACHS
N/A
BROKER: GOLDMAN SACHS PAY: 11.25 FIXED
N/A
14576015000.00000000
NC
-108141.32000000
-0.00854473243
N/A
DIR
XX
N
2
BROKER: GOLDMAN SACHS
N/A
Y
2025-02-22
0.00000000
COP
0.00000000
COP
-14576015000.00000000
COP
-108141.32000000
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2023-04-28
N/A
1.00000000
NC
476.13000000
0.000037621174
N/A
DFE
XX
N
2
CITIGROUP GLOBAL MARKETS
N/A
100957.03000000
USD
93248.48000000
EUR
2023-04-28
476.13000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.955000% 09/15/2025
EK7974596
21955000.00000000
PA
5050522.63000000
0.399064525170
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
240930.71000000
0.019037019815
Long
DBT
NUSS
PA
Y
2
2061-08-11
Fixed
5.12500000
N
N
N
N
N
N
BROKER: GOLDMAN SACHS
N/A
BROKER: GOLDMAN SACHS PAY: 5.47 FIXED
N/A
1311820000.00000000
NC
-26940.29000000
-0.00212867356
N/A
DIR
XX
N
2
BROKER: GOLDMAN SACHS
N/A
Y
2033-02-14
0.00000000
CLP
0.00000000
CLP
-1311820000.00000000
CLP
-26940.29000000
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
674800.47000000
0.053319022381
Long
DBT
NUSS
CL
Y
2
2033-10-01
Fixed
2.80000000
N
N
N
N
N
N
Republique du Senegal
549300NP14ZLQGWIUZ97
SENEGAL GOVERNMENT INTERNATIONAL BOND 144A 5.375000% 06/08/2037
N/A
1303000.00000000
PA
905960.36000000
0.071584005730
Long
DBT
NUSS
SN
Y
2
2037-06-08
Fixed
5.37500000
N
N
N
N
N
N
Republic of Zambia
213800DMLAZ6LGMMD849
ZAMBIA GOVERNMENT BOND 13.000000% 08/29/2026
N/A
1375000.00000000
PA
48144.54000000
0.003804116801
Long
DBT
NUSS
ZM
N
2
2026-08-29
Fixed
13.00000000
N
N
N
N
N
N
Petroleos de Venezuela, S.A.
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA 6.000000% 11/15/2026
P7807HAR6
4166279.00000000
PA
USD
166651.16000000
0.013167858240
Long
DBT
NUSS
VE
N
2
2026-11-15
Fixed
6.00000000
Y
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-04-28
N/A
1.00000000
NC
USD
773.90000000
0.000061149322
N/A
DFE
US
N
2
JP MORGAN
N/A
233000.00000000
EUR
254224.95000000
USD
2023-04-28
773.90000000
N
N
N
UZAUTO MOTORS Joint Stock Company
25490082QA3E2MKBZI88
UZAUTO MOTORS AJ 4.850000% 05/04/2026
N/A
769000.00000000
PA
USD
657387.34000000
0.051943132604
Long
DBT
NUSS
UZ
N
2
2026-05-04
Fixed
4.85000000
N
N
N
N
N
N
Republic of Armenia
5299000H77JSW90G7935
REPUBLIC OF ARMENIA 3.950000% 09/26/2029
N/A
200000.00000000
PA
USD
163260.00000000
0.012899907425
Long
DBT
NUSS
AM
N
2
2029-09-26
Fixed
3.95000000
N
N
N
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT BOND 5.500000% 06/24/2025
N/A
385120000.00000000
PA
972259.11000000
0.076822568375
Long
DBT
NUSS
HU
N
2
2025-06-24
Fixed
5.50000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 5.750000% 09/30/2049
836205BB9
2512000.00000000
PA
USD
1840140.48000000
0.145397781714
Long
DBT
NUSS
ZA
N
2
2049-09-30
Fixed
5.75000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-06-21
N/A
1.00000000
NC
USD
2625.77000000
0.000207473906
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
344967.45000000
EUR
379014.36000000
USD
2023-06-21
2625.77000000
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 8.250000% 05/15/2036
N/A
23920000000.00000000
PA
1760679.18000000
0.139119186749
Long
DBT
NUSS
ID
N
2
2036-05-15
Fixed
8.25000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PLN SETTLE 2023-05-15
N/A
1.00000000
NC
USD
-121252.42000000
-0.00958069945
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES
N/A
20000100.00000000
PLN
4511131.16000000
USD
2023-05-15
-121252.42000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CLP SETTLE 2023-05-22
N/A
1.00000000
NC
USD
-378.59000000
-0.00002991409
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES
N/A
42763000.00000000
CLP
53443.73000000
USD
2023-05-22
-378.59000000
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
REPUBLIC OF INDONESIA 4.300000% 03/31/2052
455780DK9
311000.00000000
PA
USD
270255.77000000
0.021354124796
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
465588.10000000
0.036788211372
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
156306944.00000000
PA
7549953.56000000
0.596555812775
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
1192179.72000000
0.094199485624
Long
DBT
NUSS
BR
N
2
2045-01-27
Fixed
5.00000000
N
N
N
N
N
N
EGYPTIAN POUND
N/A
FX Forward Contract: EGP/USD SETTLE 2023-05-17
N/A
1.00000000
NC
-87716.15000000
-0.00693084781
N/A
DFE
EG
N
2
CITIGROUP GLOBAL MARKETS
N/A
253260.64000000
USD
5483092.84000000
EGP
2023-05-17
-87716.15000000
N
N
N
JSC GEORGIAN RAILWAY
2138005UZV4ZT2B2ZO19
GEORGIAN RAILWAY JSC 144A 4.000000% 06/17/2028
37363BAB4
481000.00000000
PA
USD
409831.24000000
0.032382610904
Long
DBT
NUSS
GE
Y
2
2028-06-17
Fixed
4.00000000
N
N
N
N
N
N
N/A
N/A
R213 BOND FUTURE MAY23 FINANCIAL COMMODITY FUTURE.
N/A
870.00000000
NC
4124657.13000000
0.325907724736
N/A
DIR
ZA
N
1
STANDARD BANK
N/A
Long
South African Govt. Bond Futures
Johannesburg Stock Exchange Interest Rate Exchange YieldX R213 Bond Future May 2023
2023-05-07
4234458.11000000
ZAR
-109800.98000000
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
NOTA DO TESOURO NACIONAL 10.000000% 01/01/2029
N/A
41948000.00000000
PA
7464010.89000000
0.589765095595
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
62573.94000000
0.004944248641
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
98000.00000000
PA
73465.66000000
0.005804852462
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
270816.54000000
0.021398433758
Long
DBT
NUSS
TH
N
2
2035-12-17
Fixed
1.58500000
N
N
N
N
N
N
Republika Srbija
254900W94OCY91V32O78
SERBIA INTERNATIONAL BOND 144A 6.500000% 09/26/2033
817477AH5
456000.00000000
PA
USD
452678.50000000
0.035768165770
Long
DBT
NUSS
RS
Y
2
2033-09-26
Fixed
6.50000000
N
N
N
N
N
N
Republica del Ecuador
5299003Y2U5XK0A35H71
ECUADOR GOVERNMENT INTERNATIONAL BOND 144A 1.500000% 07/31/2040
N/A
1111000.00000000
PA
USD
331744.41000000
0.026212619000
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
5087318.00000000
PA
USD
1690388.79000000
0.133565226661
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
265905.00000000
0.021010350876
Long
DBT
NUSS
CN
N
2
2171-10-01
Fixed
3.08000000
N
N
N
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
REPUBLIC OF POLAND GOVERNMENT INTERNATIONAL BOND M 4.250000% 02/14/2043
N/A
353000.00000000
PA
371496.22000000
0.029353588429
Long
DBT
NUSS
PL
N
2
2043-02-14
Fixed
4.25000000
N
N
N
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT INTERNATIONAL BOND 144A 6.750000% 09/25/2052
445545AT3
534000.00000000
PA
USD
551889.00000000
0.043607233917
Long
DBT
NUSS
HU
Y
2
2052-09-25
Fixed
6.75000000
N
N
N
N
N
N
Government of Bermuda
549300FP5PUZXX9FVJ40
BERMUDA GOVERNMENT INTERNATIONAL BOND 144A 4.750000% 02/15/2029
085209AF1
1244000.00000000
PA
USD
1235194.73000000
0.097598295173
Long
DBT
NUSS
BM
Y
2
2029-02-15
Fixed
4.75000000
N
N
N
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVT INTL BOND 0.400000% 10/21/2023
Y15025AA0
2410000.00000000
PA
USD
2361173.40000000
0.186566937868
Long
DBT
NUSS
CN
N
2
2023-10-21
Fixed
0.40000000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 7.50000% 10/18/2034
P6S32JS68
1137200000.00000000
PA
174478.36000000
0.013786320542
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
125440.00000000
0.009911578999
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
870533.00000000
0.068784730559
Long
DBT
NUSS
AE
N
2
2172-01-01
Fixed
6.00000000
N
N
N
N
N
N
Islamic Republic of Pakistan
529900LOP29R5WKHOD86
ISLAMIC REP OF PAKISTAN 6.875000% 12/05/2027
N/A
652000.00000000
PA
USD
231460.00000000
0.018288696391
Long
DBT
NUSS
PK
N
2
2027-12-05
Fixed
6.87500000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
UNITED MEXICAN STATES 4.875000% 05/19/2033
91087BAT7
492000.00000000
PA
USD
470663.86000000
0.037189270015
Long
DBT
NUSS
MX
N
2
2033-05-19
Fixed
4.87500000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 8.750000% 02/28/2048
N/A
144863000.00000000
PA
6232966.84000000
0.492494764330
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
557273.36000000
0.044032676435
Long
DBT
NUSS
XX
Y
2
2031-10-22
Fixed
4.70000000
N
N
N
N
N
N
N/A
N/A
Credit Default Swap
CDS345527
5950000.00000000
NC
USD
342418.23000000
0.027056005561
N/A
DCR
XX
N
2
BRK : GOLDMAN SACHS
N/A
Y
2028-06-20
419918.61000000
USD
0.00000000
USD
5950000.00000000
USD
-77500.38000000
N
N
N
BRK:GOLDMAN SACHS INTERNATIONAL
N/A
BRK:GOLDMAN SACHS INTERNATIONAL PAY: 1D OVERNIGHT BRAZIL INTERBANK DEPOSIT (CETIP)
N/A
13376356.00000000
NC
67107.93000000
0.005302499599
N/A
DIR
XX
N
2
BRK:GOLDMAN SACHS INTERNATIONAL
N/A
Y
2027-01-04
0.00000000
BRL
0.00000000
BRL
-13376356.00000000
BRL
67107.93000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/TWD SETTLE 2023-06-21
N/A
1.00000000
NC
USD
-5898.17000000
-0.00046604095
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
193481798.00000000
TWD
6391444.17000000
USD
2023-06-21
-5898.17000000
N
N
N
PHILLIPINE PESO
N/A
FX Forward Contract: PHP/USD SETTLE 2023-05-23
N/A
1.00000000
NC
14328.00000000
0.001132119769
N/A
DFE
PH
N
2
J.P. MORGAN SECURITIES
N/A
1128978.49000000
USD
62046400.00000000
PHP
2023-05-23
14328.00000000
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 8.250000% 03/31/2032
N/A
24486000.00000000
PA
1203150.33000000
0.095066322898
Long
DBT
NUSS
ZA
N
2
2032-03-31
Fixed
8.25000000
N
N
N
N
N
N
N/A
N/A
SEI LIQUIDITY FUND
N/A
35362810.59900000
NS
USD
35370103.30000000
2.794751060971
Long
EC
US
N
2
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 9.000000% 01/31/2040
N/A
43952053.00000000
PA
2012987.93000000
0.159055236717
Long
DBT
NUSS
ZA
N
2
2040-01-31
Fixed
9.00000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PEN SETTLE 2023-06-21
N/A
1.00000000
NC
USD
-1489.04000000
-0.00011765575
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
2275624.14000000
PEN
600824.86000000
USD
2023-06-21
-1489.04000000
N
N
N
BRK: GOLDMAN SACHS INTERNATIONAL
N/A
BRK: GOLDMAN SACHS INTERNATIONAL PAY: 3M TEL AVIV INTERBANK OFFER RATE(TELBOR)
N/A
7770156.00000000
NC
19473.65000000
0.001538700736
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS INTERNATIONAL
N/A
Y
2028-01-06
0.00000000
ILS
0.00000000
ILS
-7770156.00000000
ILS
19473.65000000
N
N
N
Republica de Honduras
5493002DW1JNBNG17615
HONDURAS GOVERNMENT 5.625000% 06/24/2030
P5178RAD0
299000.00000000
PA
USD
235413.15000000
0.018601052565
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 2023-04-28
N/A
1.00000000
NC
20356.48000000
0.001608457108
N/A
DFE
XX
N
2
CITIGROUP GLOBAL MARKETS
N/A
1400005.26000000
USD
1305752.27000000
EUR
2023-04-28
20356.48000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/MXN SETTLE 2023-06-21
N/A
1.00000000
NC
USD
-7188.15000000
-0.00056796808
N/A
DFE
US
N
2
CITIGROUP GLOBAL MARKETS
N/A
5218978.00000000
MXN
277541.08000000
USD
2023-06-21
-7188.15000000
N
N
N
Republic of Lebanon
529900QPC4K9S1KHL354
LEBANESE REPUBLIC 8.200000% 05/17/2033
N/A
2700000.00000000
PA
USD
168609.60000000
0.013322603400
Long
DBT
NUSS
LB
N
2
2033-05-17
Fixed
8.20000000
Y
N
N
N
N
N
Gobierno De La Republica De Panama
549300SHS4T08CL0LP14
REPUBLIC OF PANAMA 6.700000% 01/26/2036
698299AW4
215000.00000000
PA
USD
227154.59000000
0.017948506568
Long
DBT
NUSS
PA
N
2
2036-01-26
Fixed
6.70000000
N
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
266005.44000000
0.021018287092
Long
DBT
NUSS
GT
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
2450000.00000000
PA
2074606.43000000
0.163923991744
Long
DBT
NUSS
RO
N
2
2034-02-07
Fixed
3.75000000
N
N
N
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2023-04-17
N/A
1.00000000
NC
-2063.50000000
-0.00016304642
N/A
DFE
ZA
N
2
J.P. MORGAN SECURITIES
N/A
44797.53000000
USD
759000.00000000
ZAR
2023-04-17
-2063.50000000
N
N
N
BRK: JPMORGAN CHASE
N/A
BRK: JPMORGAN CHASE PAY: 5.93% FIXED
N/A
168036963.00000000
NC
-34909.03000000
-0.00275831958
N/A
DIR
XX
N
2
BRK: JPMORGAN CHASE
N/A
Y
2025-03-24
0.00000000
CZK
0.00000000
CZK
-168036963.00000000
CZK
-34909.03000000
N
N
N
Ukraine
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT 7.375000% 09/25/2032
N/A
1508000.00000000
PA
USD
258529.11000000
0.020427548608
Long
DBT
NUSS
UA
N
2
2032-09-25
Fixed
7.37500000
N
N
N
N
N
N
THAILAND BAHT
N/A
FX Forward Contract: THB/USD SETTLE 2023-06-21
N/A
1.00000000
NC
67008.48000000
0.005294641606
N/A
DFE
TH
N
2
CITIGROUP GLOBAL MARKETS
N/A
3793038.60000000
USD
130895865.50000000
THB
2023-06-21
67008.48000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZAR SETTLE 2023-05-10
N/A
1.00000000
NC
USD
-30747.24000000
-0.00242947782
N/A
DFE
US
N
2
CITIGROUP GLOBAL MARKETS
N/A
21153484.00000000
ZAR
1157984.62000000
USD
2023-05-10
-30747.24000000
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
UNITED MEXICAN STATES 4.500000% 04/22/2029
91087BAF7
477000.00000000
PA
USD
465640.28000000
0.036792334348
Long
DBT
NUSS
MX
N
2
2029-04-22
Fixed
4.50000000
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
760492.89000000
0.060089966183
Long
DBT
NUSS
MN
Y
2
2023-10-23
Fixed
7.25000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-06-21
N/A
1.00000000
NC
USD
-29385.88000000
-0.00232191064
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
1201760.00000000
EUR
1281835.67000000
USD
2023-06-21
-29385.88000000
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 8.875000% 02/28/2035
N/A
20114000.00000000
PA
971548.43000000
0.076766414349
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/EUR SETTLE 2023-06-21
N/A
1.00000000
NC
USD
2314.18000000
0.000182853777
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
494840.00000000
EUR
542226.37000000
USD
2023-06-21
2314.18000000
N
N
N
Gobierno de la Republica Dominicana
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC INTERNATIONAL BOND 144A 5.875000% 04/18/2024
25714PBY3
47333.33000000
PA
USD
46921.53000000
0.003707481276
Long
DBT
NUSS
DO
Y
2
2024-04-18
Fixed
5.87500000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2023-04-28
N/A
1.00000000
NC
4698.37000000
0.000371239360
N/A
DFE
XX
N
2
CITIGROUP GLOBAL MARKETS
N/A
258542.64000000
USD
242000.00000000
EUR
2023-04-28
4698.37000000
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 2.000000% 01/28/2032
N/A
320000.00000000
PA
244585.51000000
0.019325802013
Long
DBT
NUSS
RO
N
2
2032-01-28
Fixed
2.00000000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 4.893000% 06/08/2038
N/A
3650000.00000000
PA
894405.10000000
0.070670972627
Long
DBT
NUSS
MY
N
2
2038-06-08
Fixed
4.89300000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.582000% 07/15/2032
N/A
2637000.00000000
PA
582225.70000000
0.046004273128
Long
DBT
NUSS
MY
N
2
2032-07-15
Fixed
3.58200000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/THB SETTLE 2023-06-21
N/A
1.00000000
NC
USD
2009.20000000
0.000158755935
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
18440000.00000000
THB
545794.66000000
USD
2023-06-21
2009.20000000
N
N
N
Republica de Guatemala
529900QKDFFU9UWW5315
REPUBLIC OF GUATEMALA 4.900000% 06/01/2030
P5015VAH9
496000.00000000
PA
USD
472496.27000000
0.037334056977
Long
DBT
NUSS
GT
N
2
2030-06-01
Fixed
4.90000000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIA GOVERNMENT BOND 2.500000% 10/25/2027
N/A
12395000.00000000
PA
2225128.00000000
0.175817378480
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
1333595.05000000
0.105373347351
Long
DBT
NUSS
MX
N
2
2042-11-13
Fixed
7.75000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 7.500000% 06/15/2035
N/A
4700000000.00000000
PA
326456.37000000
0.025794787159
Long
DBT
NUSS
ID
N
2
2035-06-15
Fixed
7.50000000
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
259290.00000000
0.020487669952
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
161000.00000000
0.012721334653
Long
DBT
NUSS
XX
Y
2
2031-05-17
Fixed
3.79800000
N
N
N
N
N
N
Republique Gabonaise
213800XA7X746GRPXA35
GABON GOVERNMENT INTERNATIONAL BOND 144A 6.950000% 06/16/2025
362420AC5
608000.00000000
PA
USD
563433.60000000
0.044519424725
Long
DBT
NUSS
GA
Y
2
2025-06-16
Fixed
6.95000000
N
N
N
N
N
N
ALFA DESARROLLO SPA
2549006BJAN34R520038
ALFA DESARROLLO SPA 144A 4.550000% 09/27/2051
01538TAA3
226388.04880000
PA
USD
166008.09000000
0.013117046385
Long
DBT
NUSS
CL
Y
2
2051-09-27
Fixed
4.55000000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 7.000000% 03/26/2031
N/A
1211900000.00000000
PA
199439.46000000
0.015758609402
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/HUF SETTLE 2023-06-21
N/A
1.00000000
NC
USD
-17008.94000000
-0.00134395290
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
244729805.00000000
HUF
665352.09000000
USD
2023-06-21
-17008.94000000
N
N
N
BROKER: JPM
N/A
BROKER: JPM PAY: JIBAR 3M FLOATING
N/A
22118580.00000000
NC
-20999.94000000
-0.00165929977
N/A
DIR
XX
N
2
BROKER: JPM
N/A
Y
2028-01-27
0.00000000
ZAR
0.00000000
ZAR
-22118580.00000000
ZAR
-20999.94000000
N
N
N
MDGH GMTN (RSC) LTD
213800WRY6FRL9IXLT77
MDGH GMTN RSC LTD 144A 5.500000% 04/28/2033
55285GAB0
562000.00000000
PA
USD
596374.17000000
0.047122207424
Long
DBT
NUSS
AE
Y
2
2033-04-28
Fixed
5.50000000
N
N
N
N
N
N
Republic of Zambia
213800DMLAZ6LGMMD849
REPUBLIC OF ZAMBIA 8.500000% 04/14/2024
N/A
200000.00000000
PA
USD
90000.00000000
0.007111305085
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
466380.00000000
0.036850782955
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
3337000.00000000
PA
USD
2784896.55000000
0.220047211109
Long
DBT
NUSS
MX
N
2
2031-05-24
Fixed
2.65900000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2023-04-05
N/A
1.00000000
NC
8727.29000000
0.000689582464
N/A
DFE
XX
N
2
J.P. MORGAN SECURITIES
N/A
434326.13000000
USD
407778.95000000
EUR
2023-04-05
8727.29000000
N
N
N
Ukraine
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT 7.253000% 03/15/2033
N/A
724000.00000000
PA
USD
123080.00000000
0.009725104777
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
496000.00000000
PA
USD
417790.72000000
0.033011525244
Long
DBT
NUSS
AE
N
2
2031-03-02
Fixed
1.70000000
N
N
N
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
FED REPUBLIC OF BRAZIL 5.625000% 01/07/2041
105756BR0
757000.00000000
PA
USD
668462.92000000
0.052818264030
Long
DBT
NUSS
BR
N
2
2041-01-07
Fixed
5.62500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/HUF SETTLE 2023-06-21
N/A
1.00000000
NC
USD
-34373.75000000
-0.00271602470
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
514860000.00000000
HUF
1401170.23000000
USD
2023-06-21
-34373.75000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 4.642000% 11/07/2033
N/A
500000.00000000
PA
119918.25000000
0.009475280679
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
2837000.00000000
PA
USD
993078.91000000
0.078467634482
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
240000.00000000
PA
USD
190819.20000000
0.015077483860
Long
DBT
NUSS
ZA
N
2
2048-06-22
Fixed
6.30000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/MXN SETTLE 2023-04-05
N/A
1.00000000
NC
USD
-15389.85000000
-0.00121602131
N/A
DFE
US
N
2
CITIGROUP GLOBAL MARKETS
N/A
26579969.00000000
MXN
1456419.90000000
USD
2023-04-05
-15389.85000000
N
N
N
BROKER: GOLDMAN SACHS
N/A
BROKER: GOLDMAN SACHS PAY: 5.315 FIXED
N/A
605180588.64000000
NC
3659.42000000
0.000289147245
N/A
DIR
XX
N
2
BROKER: GOLDMAN SACHS
N/A
Y
2033-01-31
0.00000000
CLP
0.00000000
CLP
-605180588.64000000
CLP
3659.42000000
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
POLAND GOVERNMENT BOND 3.750000% 05/25/2027
N/A
7048000.00000000
PA
1496030.25000000
0.118208083617
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
488961.20000000
0.038635025204
Long
DBT
NUSS
GH
N
2
2029-05-16
Fixed
7.62500000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA 5.200000% 05/15/2049
195325DQ5
1118000.00000000
PA
USD
778814.22000000
0.061537616929
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
4215000.00000000
PA
801603.86000000
0.063338328961
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
287000.00000000
PA
USD
233187.50000000
0.018425193941
Long
DBT
NUSS
NG
Y
2
2027-11-28
Fixed
6.50000000
N
N
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
REPUBLIC OF PERU 6.850000% 02/12/2042
715638BL5
613000.00000000
PA
149755.29000000
0.011832839504
Long
DBT
NUSS
PE
N
2
2042-02-12
Fixed
6.85000000
N
N
N
N
N
N
Joint Stock Company National Company QazaqGaz
635400YGLXBBSVHONW39
KAZTRANSGAS JSC 4.375000% 09/26/2027
N/A
597000.00000000
PA
USD
534016.50000000
0.042195047249
Long
DBT
NUSS
KZ
N
2
2027-09-26
Fixed
4.37500000
N
N
N
N
N
N
THAILAND BAHT
N/A
FX Forward Contract: THB/USD SETTLE 2023-06-21
N/A
1.00000000
NC
74168.95000000
0.005860422570
N/A
DFE
TH
N
2
CITIGROUP GLOBAL MARKETS
N/A
2921249.71000000
USD
101575942.00000000
THB
2023-06-21
74168.95000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 4.181000% 07/15/2024
N/A
4186000.00000000
PA
961103.63000000
0.075941123690
Long
DBT
NUSS
MY
N
2
2024-07-15
Fixed
4.18100000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PEN SETTLE 2023-06-21
N/A
1.00000000
NC
USD
773.74000000
0.000061136679
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
1796898.53000000
PEN
476378.19000000
USD
2023-06-21
773.74000000
N
N
N
PT Perusahaan Listrik Negara (Persero)
254900OYVDRYS9J51J61
PERUSAHAAN PERSEROAN PERSERO PT PERUSAHAAN LISTRIK 5.450000% 05/21/2028
71568QAE7
200000.00000000
PA
USD
199250.00000000
0.015743639315
Long
DBT
NUSS
ID
N
2
2028-05-21
Fixed
5.45000000
N
N
N
N
N
N
CZECH REPUBLIC KORUNA
N/A
FX Forward Contract: CZK/EUR SETTLE 2023-06-21
N/A
1.00000000
NC
12464.82000000
0.000984901531
N/A
DFE
CZ
N
2
SCB SECURITIES
N/A
956719.25000000
EUR
22905007.00000000
CZK
2023-06-21
12464.82000000
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
REPUBLIC OF POLAND 5.500000% 04/04/2053
731011AW2
734000.00000000
PA
USD
742808.00000000
0.058692603425
Long
DBT
NUSS
PL
N
2
2053-04-04
Fixed
5.50000000
N
N
N
N
N
N
MALAYSIAN RINGGIT
N/A
FX Forward Contract: MYR/USD SETTLE 2023-06-21
N/A
1.00000000
NC
1491.59000000
0.000117857239
N/A
DFE
MY
N
2
SCB SECURITIES
N/A
203452.93000000
USD
894786.00000000
MYR
2023-06-21
1491.59000000
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2023-06-21
N/A
1.00000000
NC
79385.34000000
0.006272593023
N/A
DFE
ZA
N
2
CITIGROUP GLOBAL MARKETS
N/A
2776365.80000000
USD
51005524.00000000
ZAR
2023-06-21
79385.34000000
N
N
N
Banque Centrale de Tunisie
254900B5LFB16S9T2T11
TUNISIAN REPUBLIC 5.625000% 02/17/2024
N/A
2227000.00000000
PA
1758217.75000000
0.138924698086
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/KRW SETTLE 2023-06-21
N/A
1.00000000
NC
USD
-1589.28000000
-0.00012557616
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
1870556254.00000000
KRW
1440551.60000000
USD
2023-06-21
-1589.28000000
N
N
N
Comision Federal de Electricidad
4469000001BFPONMPF32
COMISION FEDERAL DE ELECTRICIDAD 144A 3.348000% 02/09/2031
200447AH3
391000.00000000
PA
USD
308933.33000000
0.024410212898
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
14860000.00000000
PA
3409743.03000000
0.269419143899
Long
DBT
NUSS
MY
N
2
2025-03-14
Fixed
3.88200000
N
N
N
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 5.670000% 03/13/2028
N/A
3000000.00000000
PA
102642.03000000
0.008110208777
Long
DBT
NUSS
TH
N
2
2028-03-13
Fixed
5.67000000
N
N
N
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT INTERNATIONAL BOND 144A 2.125000% 09/22/2031
445545AM8
1179000.00000000
PA
USD
903972.31000000
0.071426920951
Long
DBT
NUSS
HU
Y
2
2031-09-22
Fixed
2.12500000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2023-04-28
N/A
1.00000000
NC
5727.24000000
0.000452535010
N/A
DFE
XX
N
2
CITIGROUP GLOBAL MARKETS
N/A
642964.83000000
USD
596348.89000000
EUR
2023-04-28
5727.24000000
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2023-06-02
N/A
1.00000000
NC
24812.47000000
0.001960544934
N/A
DFE
BR
N
2
STANDARD BANK
N/A
796456.30000000
USD
4209287.50000000
BRL
2023-06-02
24812.47000000
N
N
N
Gobierno de Chile
549300FLZTJM5YJF8D34
REPUBLIC OF CHILE 3.250000% 09/21/2071
168863DU9
379000.00000000
PA
USD
245355.74000000
0.019386661352
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
437178.00000000
0.034543401498
Long
DBT
NUSS
PE
Y
2
2032-06-19
Fixed
4.75000000
N
N
N
N
N
N
Ukraine
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT 6.876000% 05/21/2031
N/A
260000.00000000
PA
USD
44493.28000000
0.003515614315
Long
DBT
NUSS
UA
N
2
2031-05-21
Fixed
6.87600000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 6.500000% 03/13/2027
71654QCG5
1599000.00000000
PA
USD
1453359.93000000
0.114836509576
Long
DBT
NUSS
MX
N
2
2027-03-13
Fixed
6.50000000
N
N
N
N
N
N
Republique de Cote d'Ivoire
254900ICW11T82O6H590
IVORY COAST 5.250000% 03/22/2030
N/A
1583000.00000000
PA
1406870.33000000
0.111163157033
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/IDR SETTLE 2023-06-21
N/A
1.00000000
NC
USD
-29640.91000000
-0.00234206171
N/A
DFE
US
N
2
CITIGROUP GLOBAL MARKETS
N/A
13076379957.00000000
IDR
844842.00000000
USD
2023-06-21
-29640.91000000
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2023-06-21
N/A
1.00000000
NC
691.27000000
0.000054620354
N/A
DFE
MX
N
2
MORGAN STANLEY & CO, INC
N/A
804486.07000000
USD
14758593.00000000
MXN
2023-06-21
691.27000000
N
N
N
PETRONAS Capital Limited
549300G7YFX3540OYR85
PETRONAS CAPITAL LTD MTN 4.550000% 04/21/2050
Y68856AV8
1401000.00000000
PA
USD
1291033.11000000
0.102010336902
Long
DBT
NUSS
MY
N
2
2050-04-21
Fixed
4.55000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-06-21
N/A
1.00000000
NC
USD
-31659.20000000
-0.00250153588
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
1315277.00000000
EUR
1403418.97000000
USD
2023-06-21
-31659.20000000
N
N
N
Banque Centrale de Tunisie
254900B5LFB16S9T2T11
TUNISIAN REPUBLIC 5.750000% 01/30/2025
N/A
636000.00000000
PA
USD
359403.60000000
0.028398096095
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
630000.00000000
PA
USD
484999.20000000
0.038321969751
Long
DBT
NUSS
AM
N
2
2031-02-02
Fixed
3.60000000
N
N
N
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/USD SETTLE 2023-05-15
N/A
1.00000000
NC
69511.78000000
0.005492438607
N/A
DFE
PA
N
2
J.P. MORGAN SECURITIES
N/A
2579480.36000000
USD
11436900.00000000
PLN
2023-05-15
69511.78000000
N
N
N
Empresa Nacional del Petroleo
549300YP3P0JZBLIV197
EMPRESA NACIONAL DEL PETROLEO 4.500000% 09/14/2047
P37110AM8
200000.00000000
PA
USD
153192.42000000
0.012104422616
Long
DBT
NUSS
CL
N
2
2047-09-14
Fixed
4.50000000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEX BONOS DESARR FIX RT 10.000000% 12/05/2024
N/A
40971000.00000000
PA
2252746.96000000
0.177999676821
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
354179.47000000
0.027985314070
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
1886000.00000000
PA
392342.99000000
0.031000785557
Long
DBT
NUSS
PL
N
2
2026-07-25
Fixed
2.50000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 9.000000% 01/31/2040
N/A
3555000.00000000
PA
162817.70000000
0.012864959312
Long
DBT
NUSS
ZA
N
2
2040-01-31
Fixed
9.00000000
N
N
N
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
253651.60000000
0.020042154590
Long
DBT
NUSS
ID
N
2
2049-07-17
Fixed
4.87500000
N
N
N
N
N
N
URUGUAY PESO
N/A
FX Forward Contract: UYU/USD SETTLE 2023-04-05
N/A
1.00000000
NC
17104.79000000
0.001351526445
N/A
DFE
XX
N
2
J.P. MORGAN SECURITIES
N/A
462609.35000000
USD
18613087.00000000
UYU
2023-04-05
17104.79000000
N
N
N
Ceska republika
3157007EFDLQABN47912
CZECH REPUBLIC 5.500000% 12/12/2028
N/A
11380000.00000000
PA
544013.81000000
0.042984979709
Long
DBT
NUSS
CZ
N
2
2028-12-12
Fixed
5.50000000
N
N
N
N
N
N
MEGLOBAL CANADA ULC
635400MHHHT7LMKMQL03
MEGLOBAL CANADA ULC MTN 5.875000% 05/18/2030
58518N2A9
222000.00000000
PA
USD
226295.70000000
0.017880641803
Long
DBT
NUSS
KW
Y
2
2030-05-18
Fixed
5.87500000
N
N
N
N
N
N
TULLOW OIL PLC
2138003EYHWO75RKS857
TULLOW OIL PLC 144A 7.000000% 03/01/2025
899415AE3
1241000.00000000
PA
USD
733488.74000000
0.057956246747
Long
DBT
NUSS
GH
Y
2
2025-03-01
Fixed
7.00000000
N
N
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
BONOS DE TESORERIA 6.150000% 08/12/2032
N/A
15070000.00000000
PA
3659905.52000000
0.289185608204
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
1130000.00000000
PA
USD
788420.47000000
0.062296649979
Long
DBT
NUSS
CO
N
2
2045-06-15
Fixed
5.00000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/HUF SETTLE 2023-06-21
N/A
1.00000000
NC
USD
-4940.14000000
-0.00039034269
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
85480000.00000000
HUF
233397.08000000
USD
2023-06-21
-4940.14000000
N
N
N
Republic of the Philippines
529900RAHBALMYIJ3T08
REPUBLIC OF PHILIPPINES 5.500000% 01/17/2048
718286CX3
3476000.00000000
PA
USD
3537809.22000000
0.279538229991
Long
DBT
NUSS
PH
N
2
2048-01-17
Fixed
5.50000000
N
N
N
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2023-04-03
N/A
1.00000000
NC
1451.92000000
0.000114722734
N/A
DFE
KR
N
2
STATE STREET BANK
N/A
969324.08000000
USD
1263804731.00000000
KRW
2023-04-03
1451.92000000
N
N
N
Republic of Iraq
2549004N3P710UQ9X454
REPUBLIC OF IRAQ 5.800000% 01/15/2028
M82152AA3
155750.00000000
PA
USD
144822.58000000
0.011443083885
Long
DBT
NUSS
IQ
N
2
2028-01-15
Fixed
5.80000000
N
N
N
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVERNMENT BOND 3.020000% 10/22/2025
N/A
24700000.00000000
PA
3644720.87000000
0.287985800662
Long
DBT
NUSS
CN
N
2
2025-10-22
Fixed
3.02000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/KRW SETTLE 2023-04-03
N/A
1.00000000
NC
USD
2219.76000000
0.000175393228
N/A
DFE
US
N
2
CITIGROUP GLOBAL MARKETS
N/A
1263804731.00000000
KRW
972995.76000000
USD
2023-04-03
2219.76000000
N
N
N
Gobierno De La Republica De Panama
549300SHS4T08CL0LP14
REPUBLIC OF PANAMA 4.500000% 04/01/2056
698299BM5
2043000.00000000
PA
USD
1516941.49000000
0.119860374810
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
197375.14000000
0.015595498187
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
2863000.00000000
PA
2369363.22000000
0.187214052409
Long
DBT
NUSS
RS
N
2
2029-06-26
Fixed
1.50000000
N
N
N
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2023-06-21
N/A
1.00000000
NC
19841.12000000
0.001567736195
N/A
DFE
HU
N
2
GOLDMAN SACHS & CO
N/A
512627.97000000
USD
190970836.91000000
HUF
2023-06-21
19841.12000000
N
N
N
THAILAND BAHT
N/A
FX Forward Contract: THB/USD SETTLE 2023-06-21
N/A
1.00000000
NC
-833.34000000
-0.00006584594
N/A
DFE
TH
N
2
CITIGROUP GLOBAL MARKETS
N/A
304803.84000000
USD
10307771.00000000
THB
2023-06-21
-833.34000000
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
1036399.91000000
0.081890621678
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
86000000.00000000
PA
2452843.03000000
0.193810167936
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
1758308.62000000
0.138931878133
Long
DBT
NUSS
EG
N
2
2031-04-11
Fixed
6.37500000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
REPUBLIC OF INDONESIA 4.550000% 01/11/2028
455780DQ6
1336000.00000000
PA
USD
1333416.00000000
0.105359199805
Long
DBT
NUSS
ID
N
2
2028-01-11
Fixed
4.55000000
N
N
N
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 3.650000% 06/20/2031
N/A
58000000.00000000
PA
1867317.01000000
0.147545121669
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
244300.20000000
0.019303258386
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
35000000.00000000
PA
1030285.11000000
0.081407463807
Long
DBT
NUSS
TH
N
2
2023-12-17
Fixed
2.40000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-06-21
N/A
1.00000000
NC
USD
2369.79000000
0.000187247774
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
457520.00000000
EUR
501562.71000000
USD
2023-06-21
2369.79000000
N
N
N
Romania
315700IASY927EDWBK92
ROMANIA GOVERNMENT BOND 3.650000% 07/28/2025
N/A
12120000.00000000
PA
2471449.61000000
0.195280357569
Long
DBT
NUSS
RO
N
2
2025-07-28
Fixed
3.65000000
N
N
N
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT BOND 4.500000% 03/23/2028
N/A
735900000.00000000
PA
1703961.15000000
0.134637639913
Long
DBT
NUSS
HU
N
2
2028-03-23
Fixed
4.50000000
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
597600.00000000
0.047219065770
Long
DBT
NUSS
KZ
Y
2
2048-10-24
Fixed
6.37500000
N
N
N
N
N
N
BRK: MORGAN STANLEY & CO INTERNATIONAL
N/A
BRK: MORGAN STANLEY & CO INTERNATIONAL PAY: MXN - 28D MEXICAN INTERBANK RATE (TIIE)
N/A
23783730.00000000
NC
304.91000000
0.000024092311
N/A
DIR
XX
N
2
BRK: MORGAN STANLEY & CO INTERNATIONAL
N/A
Y
2028-02-03
0.00000000
MXN
-2697.80000000
MXN
-23783730.00000000
MXN
3002.71000000
N
N
N
Joint-Stock Cornpany Uzbekneftegaz
213800LUZJZFLJD4MJ51
UZBEKNEFTEGAZ JSC 144A 4.750000% 11/16/2028
91825MAB9
218000.00000000
PA
USD
172405.74000000
0.013622553507
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
342031.57000000
0.027025453814
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
659551.63000000
0.052114142898
Long
DBT
NUSS
ZM
N
2
2026-01-25
Fixed
11.00000000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/RON SETTLE 2023-04-06
N/A
1.00000000
NC
-3178.69000000
-0.00025116260
N/A
DFE
XX
N
2
J.P. MORGAN SECURITIES
N/A
24397977.00000000
RON
4927888.71000000
EUR
2023-04-06
-3178.69000000
N
N
N
Republica de Costa Rica
549300S1EK2VN6XVJP58
COSTA RICA GOVERNMENT 7.158000% 03/12/2045
P3699PGJ0
387000.00000000
PA
USD
381796.45000000
0.030167455963
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
5500000.00000000
PA
USD
1827512.72000000
0.144400005559
Long
DBT
NUSS
EC
N
2
2035-07-31
Fixed
2.50000000
N
N
N
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2023-04-04
N/A
1.00000000
NC
204287.22000000
0.016141652739
N/A
DFE
BR
N
2
MORGAN STANLEY & CO, INC
N/A
8887063.70000000
USD
46095422.00000000
BRL
2023-04-04
204287.22000000
N
N
N
NIGERIAN NAIRA
N/A
FX Forward Contract: NGN/USD SETTLE 2023-05-17
N/A
1.00000000
NC
23592.44000000
0.001864144872
N/A
DFE
NG
N
2
MERRILL LYNCH, PIERCE, FENNER & SMITH
N/A
263112.84000000
USD
135240000.00000000
NGN
2023-05-17
23592.44000000
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 144A 5.950000% 01/28/2031
71654QCZ3
540000.00000000
PA
USD
413263.08000000
0.032653776029
Long
DBT
NUSS
MX
Y
2
2031-01-28
Fixed
5.95000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS MTN 6.875000% 08/04/2026
71654QCB6
485000.00000000
PA
USD
460529.37000000
0.036388498345
Long
DBT
NUSS
MX
N
2
2026-08-04
Fixed
6.87500000
N
N
N
N
N
N
Minera Mexico, S.A. de C.V.
2549005BMA2EK49I0T98
MINERA MEXICO SA DE CV 144A 4.500000% 01/26/2050
60284MAB8
627000.00000000
PA
USD
477919.11000000
0.037762539973
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
1071000.00000000
PA
USD
1113840.00000000
0.088009511743
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
275100.80000000
0.021736952424
Long
DBT
NUSS
GH
N
2
2030-10-14
Fixed
10.75000000
N
N
N
N
N
N
Republica Oriental del Uruguay
549300RDR012H2V82H43
REPUBLICA ORIENT URUGUAY 4.975000% 04/20/2055
760942BD3
1912408.00000000
PA
USD
1874577.41000000
0.148118798552
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
3713000.00000000
PA
USD
3169111.52000000
0.250405765223
Long
DBT
NUSS
PE
N
2
2031-01-23
Fixed
2.78300000
N
N
N
N
N
N
Emirate of Sharjah
254900ZNL8O3F1CLJO24
FINANCE DEPARTMENT GOVERNMENT OF SHARJAH MTN 3.625000% 03/10/2033
N/A
282000.00000000
PA
USD
228192.14000000
0.018030488063
Long
DBT
NUSS
AE
N
2
2033-03-10
Fixed
3.62500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2023-05-15
N/A
1.00000000
NC
USD
133327.88000000
0.010534835901
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES
N/A
37842500.00000000
CNY
5669373.32000000
USD
2023-05-15
133327.88000000
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 6.500000% 06/02/2041
71654QAZ5
279000.00000000
PA
USD
186099.08000000
0.014704525934
Long
DBT
NUSS
MX
N
2
2041-06-02
Fixed
6.50000000
N
N
N
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
NOTA DO TESOURO NACIONAL 10.000000% 01/01/2027
N/A
10000000.00000000
PA
1852581.77000000
0.146380824034
Long
DBT
NUSS
BR
N
2
2027-01-01
Fixed
10.00000000
N
N
N
N
N
N
Wanda Properties International Co. Limited
N/A
WANDA PROPERTIES INTERNATIONAL CO LTD 7.250000% 01/29/2024
N/A
600000.00000000
PA
USD
534450.00000000
0.042229300035
Long
DBT
NUSS
CN
N
2
2024-01-29
Fixed
7.25000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/COP SETTLE 2023-04-20
N/A
1.00000000
NC
USD
-457.03000000
-0.00003611199
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES
N/A
250742000.00000000
COP
53192.73000000
USD
2023-04-20
-457.03000000
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 7.500000% 08/26/2026
N/A
4587900000.00000000
PA
885284.42000000
0.069950306649
Long
DBT
NUSS
CO
N
2
2026-08-26
Fixed
7.50000000
N
N
N
N
N
N
Sagicor Financial Corporation Limited
213800UV8KH689JE3785
SAGICOR FINANCIAL CO LTD 5.300000% 05/13/2028
G7777BAA2
520000.00000000
PA
USD
492003.20000000
0.038875387316
Long
DBT
NUSS
US
N
2
2028-05-13
Fixed
5.30000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-06-21
N/A
1.00000000
NC
USD
3961.98000000
0.000313053872
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
460660.23000000
EUR
506581.15000000
USD
2023-06-21
3961.98000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-04-05
N/A
1.00000000
NC
USD
-101965.32000000
-0.00805673887
N/A
DFE
US
N
2
CITIGROUP GLOBAL MARKETS
N/A
3754247.00000000
EUR
3977038.66000000
USD
2023-04-05
-101965.32000000
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 6.250000% 11/26/2025
N/A
647300000.00000000
PA
124351.44000000
0.009825566974
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
132308.66000000
0.010454302741
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
233982.50000000
0.018488010469
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
39780000.00000000
PA
1415842.45000000
0.111872084617
Long
DBT
NUSS
CZ
N
2
2031-03-13
Fixed
1.20000000
N
N
N
N
N
N
Federal Republic of Nigeria
549300GSBZD84TNEQ285
REPUBLIC OF NIGERIA 8.747000% 01/21/2031
N/A
856000.00000000
PA
USD
686679.78000000
0.054257660132
Long
DBT
NUSS
NG
N
2
2031-01-21
Fixed
8.74700000
N
N
N
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT INTERNATIONAL BOND 144A 6.125000% 05/22/2028
445545AR7
840000.00000000
PA
USD
860596.80000000
0.067999626675
Long
DBT
NUSS
HU
Y
2
2028-05-22
Fixed
6.12500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PEN SETTLE 2023-06-21
N/A
1.00000000
NC
USD
-4066.57000000
-0.00032131799
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
4425100.00000000
PEN
1167172.21000000
USD
2023-06-21
-4066.57000000
N
N
N
Republica de Costa Rica
549300S1EK2VN6XVJP58
COSTA RICA GOVERNMENT INTERNATIONAL BOND 144A 6.550000% 04/03/2034
221597CR6
1850000.00000000
PA
USD
1859250.00000000
0.146907710900
Long
DBT
NUSS
CR
Y
2
2034-04-03
Fixed
6.55000000
N
N
N
N
N
N
MDGH GMTN (RSC) LTD
213800WRY6FRL9IXLT77
MDGH GMTN RSC LTD MTN 3.950000% 05/21/2050
N/A
200000.00000000
PA
USD
168240.00000000
0.013293399640
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
-17115.22000000
-0.00135235056
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
265452791.09000000
NGN
545637.80000000
USD
2023-05-17
-17115.22000000
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 3.450000% 06/17/2043
N/A
19000000.00000000
PA
602751.12000000
0.047626078946
Long
DBT
NUSS
TH
N
2
2043-06-17
Fixed
3.45000000
N
N
N
N
N
N
Republique de Cote d'Ivoire
254900ICW11T82O6H590
IVORY COAST 6.125000% 06/15/2033
N/A
400000.00000000
PA
USD
345531.20000000
0.027301975332
Long
DBT
NUSS
CI
N
2
2033-06-15
Fixed
6.12500000
N
N
N
N
N
N
DP World Limited
549300M3U2DNF4QVSS04
DP WORLD LTD/UNITED ARAB EMIRATES MTN 4.700000% 09/30/2049
23330JAC5
563000.00000000
PA
USD
489201.96000000
0.038654048735
Long
DBT
NUSS
AE
Y
2
2049-09-30
Fixed
4.70000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/HUF SETTLE 2023-06-21
N/A
1.00000000
NC
USD
-25467.28000000
-0.00201228441
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
367094707.00000000
HUF
998074.26000000
USD
2023-06-21
-25467.28000000
N
N
N
Emirate of Abu Dhabi
213800FER4348CINTA77
ABU DHABI GOVERNMENT INTERNATIONAL BOND MTN 1.625000% 06/02/2028
N/A
1119000.00000000
PA
USD
995910.00000000
0.078691331645
Long
DBT
NUSS
AE
N
2
2028-06-02
Fixed
1.62500000
N
N
N
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
REPUBLIC OF POLAND 5.500000% 04/04/2053
731011AW2
2586000.00000000
PA
USD
2617032.00000000
0.206783477462
Long
DBT
NUSS
PL
N
2
2053-04-04
Fixed
5.50000000
N
N
N
N
N
N
Democratic Socialist Republic of Sri Lanka
254900HXCCIOHM74FA02
REPUBLIC OF SRI LANKA 6.750000% 04/18/2028
Y8137FAL2
2557000.00000000
PA
USD
895066.19000000
0.070723208324
Long
DBT
NUSS
LK
N
2
2028-04-18
Fixed
6.75000000
Y
N
N
N
N
N
Republic of Kazakhstan
5493007OEK8EF02UO833
KAZAKHSTAN GOVERNMENT INTERNATIONAL BOND MTN 1.500000% 09/30/2034
N/A
790000.00000000
PA
617972.03000000
0.048828751554
Long
DBT
NUSS
KZ
N
2
2034-09-30
Fixed
1.50000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-06-21
N/A
1.00000000
NC
USD
919.43000000
0.000072648302
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
200501.85000000
EUR
219683.86000000
USD
2023-06-21
919.43000000
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 6.500000% 06/15/2025
N/A
5895000000.00000000
PA
394362.90000000
0.031160387738
Long
DBT
NUSS
ID
N
2
2025-06-15
Fixed
6.50000000
N
N
N
N
N
N
Banco de Credito e Inversiones
549300E9E5Y3PKW24142
BANCO DE CREDITO E INVERSIONES SA 144A 3.500000% 10/12/2027
05890MAA1
1046000.00000000
PA
USD
952906.00000000
0.075293392046
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 07/03/2023
N/A
2476307.67630000
PA
USD
2482498.45000000
0.196153376147
Long
DBT
NUSS
AO
N
2
2023-07-03
Floating
12.63756960
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZAR SETTLE 2023-05-15
N/A
1.00000000
NC
USD
-806.79000000
-0.00006374810
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES
N/A
1095000.00000000
ZAR
60699.39000000
USD
2023-05-15
-806.79000000
N
N
N
Republica Bolivariana de Venezuela
529900XM8PJTJK5OJI77
REPUBLIC OF VENEZUELA VARIABLE RATE 10/13/2024
P97475AP5
230000.00000000
PA
USD
23575.00000000
0.001862766860
Long
DBT
NUSS
VE
N
2
2024-10-13
Floating
0.00000000
Y
N
N
N
N
N
Turkiye Cumhuriyeti
5493000PCHOG3B6S3Q85
REPUBLIC OF TURKEY 5.750000% 05/11/2047
900123CM0
1203000.00000000
PA
USD
850521.00000000
0.067203492366
Long
DBT
NUSS
TR
N
2
2047-05-11
Fixed
5.75000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT INTERNATIONAL BOND 144A 8.700200% 03/01/2049
03846JW89
389000.00000000
PA
USD
226776.11000000
0.017918601160
Long
DBT
NUSS
EG
Y
2
2049-03-01
Fixed
8.70020000
N
N
N
N
N
N
PT Freeport Indonesia
549300T4HTQHRKLNE619
FREEPORT INDONESIA PT MTN 5.315000% 04/14/2032
69377FAB2
440000.00000000
PA
USD
409680.04000000
0.032370663911
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
777287.42000000
0.061416977589
Long
DBT
NUSS
ID
Y
2
2037-08-10
Fixed
5.62500000
N
N
N
N
N
N
Gobierno de la Republica Dominicana
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC 5.300000% 01/21/2041
P3579ECJ4
1396000.00000000
PA
USD
1086411.20000000
0.085842238799
Long
DBT
NUSS
DO
N
2
2041-01-21
Fixed
5.30000000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 9.250000% 05/28/2042
N/A
6575300000.00000000
PA
1111660.12000000
0.087837269613
Long
DBT
NUSS
CO
N
2
2042-05-28
Fixed
9.25000000
N
N
N
N
N
N
Ceska republika
3157007EFDLQABN47912
CZECH REPUBLIC 6.000000% 02/26/2026
N/A
72840000.00000000
PA
3458474.98000000
0.273269674609
Long
DBT
NUSS
CZ
N
2
2026-02-26
Fixed
6.00000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/COP SETTLE 2023-06-21
N/A
1.00000000
NC
USD
-70749.13000000
-0.00559020719
N/A
DFE
US
N
2
CITIGROUP GLOBAL MARKETS
N/A
25316617039.00000000
COP
5281006.50000000
USD
2023-06-21
-70749.13000000
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2023-05-15
N/A
1.00000000
NC
46471.30000000
0.003671906578
N/A
DFE
MX
N
2
J.P. MORGAN SECURITIES
N/A
1270526.91000000
USD
23966550.00000000
MXN
2023-05-15
46471.30000000
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
UNITED MEXICAN STATES 4.875000% 05/19/2033
91087BAT7
371000.00000000
PA
USD
354911.17000000
0.028043128980
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
1094102.02000000
0.086449925104
Long
DBT
NUSS
PL
N
2
2027-07-25
Fixed
2.50000000
N
N
N
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVERNMENT BOND 2.690000% 08/12/2026
Y6S39BF47
4000000.00000000
PA
583669.32000000
0.046118340042
Long
DBT
NUSS
CN
N
2
2026-08-12
Fixed
2.69000000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2023-04-05
N/A
1.00000000
NC
8487.49000000
0.000670634786
N/A
DFE
XX
N
2
J.P. MORGAN SECURITIES
N/A
893310.74000000
USD
830000.00000000
EUR
2023-04-05
8487.49000000
N
N
N
Islamic Republic of Pakistan
529900LOP29R5WKHOD86
PAKISTAN GOVERNMENT INTERNATIONAL BOND MTN 7.375000% 04/08/2031
N/A
2166000.00000000
PA
USD
763515.00000000
0.060328756696
Long
DBT
NUSS
PK
N
2
2031-04-08
Fixed
7.37500000
N
N
N
N
N
N
Republic of the Philippines
529900RAHBALMYIJ3T08
REPUBLIC OF PHILIPPINES 4.625000% 07/17/2028
718286CY1
465000.00000000
PA
USD
467373.82000000
0.036929309146
Long
DBT
NUSS
PH
N
2
2028-07-17
Fixed
4.62500000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 4.392000% 04/15/2026
N/A
3480000.00000000
PA
809719.74000000
0.063979601169
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
159282.96000000
0.012585663595
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
1103000.00000000
PA
USD
1038771.34000000
0.082077999036
Long
DBT
NUSS
CL
N
2
2027-01-31
Fixed
2.75000000
N
N
N
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/USD SETTLE 2023-06-21
N/A
1.00000000
NC
12293.90000000
0.000971396373
N/A
DFE
PA
N
2
BARCLAYS CAPITAL INC.
N/A
1185602.85000000
USD
5183692.80000000
PLN
2023-06-21
12293.90000000
N
N
N
PT Perusahaan Listrik Negara (Persero)
254900OYVDRYS9J51J61
PERUSAHAAN PERSEROAN PERSERO PT PERUSAHAAN LISTRIK 1.875000% 11/05/2031
N/A
250000.00000000
PA
203907.41000000
0.016111642242
Long
DBT
NUSS
ID
N
2
2031-11-05
Fixed
1.87500000
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
428337.00000000
0.033844834295
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
285000.00000000
PA
USD
245033.00000000
0.019361160212
Long
DBT
NUSS
MX
Y
2
2029-01-23
Fixed
6.50000000
N
N
N
N
N
N
BRK:GOLDMAN SACHS INTERNATIONAL
N/A
BRK:GOLDMAN SACHS INTERNATIONAL PAY: 28D MEXICAN INTERBANK RATE (TIIE)
N/A
29415111.00000000
NC
-27936.71000000
-0.00220740519
N/A
DIR
XX
N
2
BRK:GOLDMAN SACHS INTERNATIONAL
N/A
Y
2028-01-07
0.00000000
MXN
0.00000000
MXN
-29415111.00000000
MXN
-27936.71000000
N
N
N
Republica Del Paraguay
529900UXKJTJPCU0HK83
REPUBLIC OF PARAGUAY 5.400000% 03/30/2050
P75744AG0
571000.00000000
PA
USD
491616.65000000
0.038844844260
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
775399.88000000
0.061267834558
Long
DBT
NUSS
BR
N
2
2028-02-15
Fixed
5.33300000
N
N
N
N
N
N
Kingdom of Saudi Arabia
635400FMICXSM3SI3H65
SAUDI GOVERNMENT INTERNATIONAL BOND MTN 5.000000% 04/17/2049
80413TAJ8
724000.00000000
PA
USD
673974.50000000
0.053253758773
Long
DBT
NUSS
SA
Y
2
2049-04-17
Fixed
5.00000000
N
N
N
N
N
N
EGYPTIAN POUND
N/A
FX Forward Contract: EGP/USD SETTLE 2023-05-17
N/A
1.00000000
NC
-1335122.04000000
-0.10549400170
N/A
DFE
EG
N
2
CITIGROUP GLOBAL MARKETS
N/A
3731264.69000000
USD
79364000.00000000
EGP
2023-05-17
-1335122.04000000
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 8.375000% 04/15/2039
N/A
25561000000.00000000
PA
1915391.62000000
0.151343712987
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
174722.01000000
0.013805572425
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
280331.46000000
0.022150250413
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
8146000.00000000
PA
1629442.79000000
0.128749608886
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
1932000.00000000
PA
USD
1753367.28000000
0.138541440619
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
100562.50000000
0.007945895752
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
4849000.00000000
PA
USD
2478769.09000000
0.195858702628
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
1864000.00000000
PA
USD
1646191.60000000
0.130073007750
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
659000.00000000
PA
USD
598068.86000000
0.047256112509
Long
DBT
NUSS
ZA
N
2
2032-04-20
Fixed
5.87500000
N
N
N
N
N
N
THAILAND BAHT
N/A
FX Forward Contract: THB/USD SETTLE 2023-06-21
N/A
1.00000000
NC
31780.12000000
0.002511090322
N/A
DFE
TH
N
2
CITIGROUP GLOBAL MARKETS
N/A
3039413.51000000
USD
104145503.96000000
THB
2023-06-21
31780.12000000
N
N
N
Ceska republika
3157007EFDLQABN47912
CZECH REPUBLIC 5.000000% 09/30/2030
N/A
19660000.00000000
PA
923457.46000000
0.072966530354
Long
DBT
NUSS
CZ
N
2
2030-09-30
Fixed
5.00000000
N
N
N
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY 4.250000% 06/16/2031
N/A
759000.00000000
PA
749396.54000000
0.059213193625
Long
DBT
NUSS
HU
N
2
2031-06-16
Fixed
4.25000000
N
N
N
N
N
N
DIANJIAN HAIYU LIMITED
30030053J86AJARAGD28
DIANJIAN HAIYU LTD MTN 4.300000% MATURITY: PERPETUAL
N/A
204000.00000000
PA
USD
201042.00000000
0.015885233300
Long
DBT
NUSS
CN
N
2
2171-12-20
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
4077000.00000000
PA
USD
2580333.30000000
0.203883747996
Long
DBT
NUSS
EG
N
2
2032-05-29
Fixed
7.62500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/KRW SETTLE 2023-06-21
N/A
1.00000000
NC
USD
-2125.30000000
-0.00016792951
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
1473590579.00000000
KRW
1133967.36000000
USD
2023-06-21
-2125.30000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/TRY SETTLE 2023-06-21
N/A
1.00000000
NC
USD
127387.88000000
0.010065489765
N/A
DFE
US
N
2
CITIGROUP GLOBAL MARKETS
N/A
34784046.00000000
TRY
1724543.68000000
USD
2023-06-21
127387.88000000
N
N
N
ROMANIAN LEU
N/A
FX Forward Contract: RON/EUR SETTLE 2023-05-30
N/A
1.00000000
NC
398.68000000
0.000031501501
N/A
DFE
RO
N
2
CITIGROUP GLOBAL MARKETS
N/A
524102.36000000
EUR
2606058.00000000
RON
2023-05-30
398.68000000
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 144A 10.000000% 02/07/2033
71654QDN9
4944000.00000000
PA
USD
4739041.04000000
0.374452962780
Long
DBT
NUSS
MX
Y
2
2033-02-07
Fixed
10.00000000
N
N
N
N
N
N
EGYPTIAN POUND
N/A
FX Forward Contract: EGP/USD SETTLE 2023-05-17
N/A
1.00000000
NC
-46198.78000000
-0.00365037354
N/A
DFE
EG
N
2
CITIGROUP GLOBAL MARKETS
N/A
130990.63000000
USD
2808439.11000000
EGP
2023-05-17
-46198.78000000
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
REPUBLIC OF PERU 6.950000% 08/12/2031
715638BE1
9883000.00000000
PA
2557841.25000000
0.202106549890
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
1140299.98000000
0.090100233858
Long
DBT
NUSS
MX
N
2
2031-01-28
Fixed
5.95000000
N
N
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
BONOS DE TESORERIA 6.950000% 08/12/2031
N/A
2670000.00000000
PA
691028.65000000
0.054601283925
Long
DBT
NUSS
PE
N
2
2031-08-12
Fixed
6.95000000
N
N
N
N
N
N
N/A
N/A
R2030 BOND FUTURE MAY23 FINANCIAL COMMODITY FUTURE.
N/A
582.00000000
NC
3057344.65000000
0.241574561766
N/A
DIR
ZA
N
1
STANDARD BANK
N/A
Long
South African Govt. Bond Futures
R2030 Bond Future May 2023
2023-05-07
3146543.92000000
ZAR
-89199.27000000
N
N
N
POWER FINANCE CORPORATION LIMITED
3358003Q6D9LIJJZ1614
POWER FINANCE CORP LTD MTN 3.950000% 04/23/2030
73928QAB4
569000.00000000
PA
USD
499422.66000000
0.039461632245
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
525501.00000000
PA
USD
152226.79000000
0.012028123843
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
15680000.00000000
PA
USD
4075715.41000000
0.322040619155
Long
DBT
NUSS
AR
N
2
2035-07-09
Fixed
1.50000000
N
N
N
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2023-05-10
N/A
1.00000000
NC
28208.71000000
0.002228897143
N/A
DFE
ZA
N
2
CITIGROUP GLOBAL MARKETS
N/A
1028636.33000000
USD
18806558.00000000
ZAR
2023-05-10
28208.71000000
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
LETRA TESOURO NACIONAL ZERO COUPON 07/01/2023
N/A
70349000.00000000
PA
13449533.06000000
1.062708142811
Long
DBT
NUSS
BR
N
2
2023-07-01
None
0.00000000
N
N
N
N
N
N
N/A
N/A
Credit Default Swap
CDS98UMY8
11502265.00000000
NC
USD
714377.03000000
0.056446144519
N/A
DCR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2028-06-20
773627.57000000
USD
0.00000000
USD
11502265.00000000
USD
-59250.54000000
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT INTERNATIONAL BOND MTN 6.375000% 04/11/2031
N/A
1327000.00000000
PA
857821.89000000
0.067780368546
Long
DBT
NUSS
EG
Y
2
2031-04-11
Fixed
6.37500000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 6.74% FIXED
N/A
1600614.00000000
NC
-34207.34000000
-0.00270287589
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2032-09-28
0.00000000
PLN
0.00000000
PLN
-1600614.00000000
PLN
-34207.34000000
N
N
N
N/A
N/A
EGYPT TREASURY BILL ZERO COUPON 04/18/2023
BV9607508
26750000.00000000
PA
862471.91000000
0.068147787556
Long
DBT
NUSS
EG
N
2
2023-04-18
Fixed
0.00000000
N
N
N
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVERNMENT BOND 3.530000% 10/18/2051
Y6S39BG95
300000.00000000
PA
45804.09000000
0.003619187313
Long
DBT
NUSS
CN
N
2
2051-10-18
Fixed
3.53000000
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
3334647.18000000
0.263485482788
Long
DBT
NUSS
BR
N
2
2027-01-01
Fixed
10.00000000
N
N
N
N
N
N
BRK : GOLDMAN SACH
N/A
BRK : GOLDMAN SACH PAY : 1D BROIS
N/A
22310956.00000000
NC
125609.03000000
0.009924934820
N/A
DIR
XX
N
2
BRK : GOLDMAN SACH
N/A
Y
2027-01-04
0.00000000
BRL
0.00000000
BRL
-22310956.00000000
BRL
125609.03000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.757000% 05/22/2040
N/A
5720000.00000000
PA
1219463.61000000
0.096355308576
Long
DBT
NUSS
MY
N
2
2040-05-22
Fixed
3.75700000
N
N
N
N
N
N
BRK: J.P. MORGAN CHASE
N/A
BRK: J.P. MORGAN CHASE PAY: 1-DAY-CLP - Sinacofi Chile Interbank Rate Avg
N/A
444724581.00000000
NC
-107288.97000000
-0.00847738442
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
-107288.97000000
N
N
N
INDONESIA RUPIAH
N/A
FX Forward Contract: IDR/USD SETTLE 2023-06-21
N/A
1.00000000
NC
6547.90000000
0.000517379050
N/A
DFE
ID
N
2
GOLDMAN SACHS & CO
N/A
412039.31000000
USD
6259247964.00000000
IDR
2023-06-21
6547.90000000
N
N
N
Republic of Uzbekistan
213800L6VDKUM3TCM927
REPUBLIC OF UZBEKISTAN INTERNATIONAL BOND MTN 3.700000% 11/25/2030
N/A
205000.00000000
PA
USD
164341.94000000
0.012985396375
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
268386.75000000
0.021206445114
Long
DBT
NUSS
VE
N
2
2019-10-13
Floating
0.00000000
Y
N
N
N
N
N
COLOMBIA PESO
N/A
FX Forward Contract: COP/USD SETTLE 2023-04-20
N/A
1.00000000
NC
73.07000000
0.000005773589
N/A
DFE
CO
N
2
J.P. MORGAN SECURITIES
N/A
55562.92000000
USD
260025000.00000000
COP
2023-04-20
73.07000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-04-05
N/A
1.00000000
NC
USD
-23955.66000000
-0.00189284451
N/A
DFE
US
N
2
CITIGROUP GLOBAL MARKETS
N/A
1286950.00000000
EUR
1374320.52000000
USD
2023-04-05
-23955.66000000
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA 8.000000% 04/20/2033
195325EF8
629000.00000000
PA
USD
644243.98000000
0.050904616572
Long
DBT
NUSS
CO
N
2
2033-04-20
Fixed
8.00000000
N
N
N
N
N
N
Bundesrepublik Deutschland
N/A
EURO-BUXL 30Y BND JUN23 FINANCIAL COMMODITY FUTURE.
N/A
-27.00000000
NC
-4132003.53000000
-0.32648819686
N/A
DIR
DE
N
1
GOLDMAN, SACHS & CO.
N/A
Short
Germany Govt. Bond Futures
EURO BUXL 30Y BND Jun 2023
2023-06-11
-3787110.81000000
EUR
-344892.72000000
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 6.82%
N/A
17914814.00000000
NC
79302.36000000
0.006266036399
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2029-09-10
0.00000000
MXN
0.00000000
MXN
-17914814.00000000
MXN
79302.36000000
N
N
N
BRK:GOLDMAN SACHS INTERNATIONAL
N/A
BRK:GOLDMAN SACHS INTERNATIONAL PAY: 6M BUDAPEST INTERBANK OFFER RATE (BUBOR)
N/A
397735323.00000000
NC
-40802.97000000
-0.00322402631
N/A
DIR
XX
N
2
BRK:GOLDMAN SACHS INTERNATIONAL
N/A
Y
2028-02-06
0.00000000
HUF
0.00000000
HUF
-397735323.00000000
HUF
-40802.97000000
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
REPUBLIC OF GHANA 7.625000% 05/16/2029
N/A
774000.00000000
PA
USD
267649.20000000
0.021148167968
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
571037.45000000
0.045120239138
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
505400000.00000000
PA
323102.37000000
0.025529772522
Long
DBT
NUSS
CO
N
2
2029-04-18
Fixed
2.25000000
N
N
N
N
N
N
Republica de Costa Rica
549300S1EK2VN6XVJP58
COSTA RICA GOVERNMENT INTERNATIONAL BOND 144A 6.550000% 04/03/2034
221597CR6
2921000.00000000
PA
USD
2935605.00000000
0.231955364075
Long
DBT
NUSS
CR
Y
2
2034-04-03
Fixed
6.55000000
N
N
N
N
N
N
Transnet SOC Ltd
378900B07CD6F01EA796
TRANSNET SOC LTD 144A 8.250000% 02/06/2028
89378TAD5
220000.00000000
PA
USD
218882.40000000
0.017294883603
Long
DBT
NUSS
ZA
Y
2
2028-02-06
Fixed
8.25000000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP
N/A
3591362.00000000
NC
-73361.09000000
-0.00579658991
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2025-01-02
0.00000000
BRL
0.00000000
BRL
-3591362.00000000
BRL
-73361.09000000
N
N
N
The Export-Import Bank of Korea
549300APVP4R32PI3Y06
EXPORT-IMPORT BANK KOREA 5.125000% 01/11/2033
302154DW6
204000.00000000
PA
USD
211992.05000000
0.016750446037
Long
DBT
NUSS
KR
N
2
2033-01-11
Fixed
5.12500000
N
N
N
N
N
N
EGYPTIAN POUND
N/A
FX Forward Contract: EGP/USD SETTLE 2023-06-21
N/A
1.00000000
NC
-105342.23000000
-0.00832356373
N/A
DFE
EG
N
2
CITIGROUP GLOBAL MARKETS
N/A
283348.43000000
USD
6101200.00000000
EGP
2023-06-21
-105342.23000000
N
N
N
Romania
315700IASY927EDWBK92
ROMANIA GOVERNMENT BOND 4.850000% 07/25/2029
N/A
5460000.00000000
PA
1046089.84000000
0.082656266661
Long
DBT
NUSS
RO
N
2
2029-07-25
Fixed
4.85000000
N
N
N
N
N
N
BRK: JPMORGAN CHASE BANK
N/A
BRK: JPMORGAN CHASE BANK PAY: 3M TEL AVIV INTERBANK OFFER RATE(TELBOR)
N/A
7414819.00000000
NC
21445.90000000
0.001694537086
N/A
DIR
XX
N
2
BRK: JPMORGAN CHASE BANK
N/A
Y
2028-01-09
0.00000000
ILS
0.00000000
ILS
-7414819.00000000
ILS
21445.90000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/MXN SETTLE 2023-04-13
N/A
1.00000000
NC
USD
-61915.23000000
-0.00489220099
N/A
DFE
US
N
2
CITIGROUP GLOBAL MARKETS
N/A
20104072.00000000
MXN
1049639.13000000
USD
2023-04-13
-61915.23000000
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
132241.54000000
0.010448999288
Long
DBT
NUSS
BR
Y
2
2028-02-15
Fixed
5.33300000
N
N
N
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT BOND 3.000000% 08/21/2030
N/A
212790000.00000000
PA
426570.51000000
0.033705255969
Long
DBT
NUSS
HU
N
2
2030-08-21
Fixed
3.00000000
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
3689677.46000000
0.291538023186
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
91861.50000000
0.007258390579
Long
DBT
NUSS
UA
N
2
2028-11-01
Fixed
9.75000000
N
N
N
N
N
N
ISRAELI SHEKEL
N/A
FX Forward Contract: ILS/USD SETTLE 2023-04-05
N/A
1.00000000
NC
5934.34000000
0.000468898913
N/A
DFE
IL
N
2
J.P. MORGAN SECURITIES
N/A
1940465.79000000
USD
7008031.00000000
ILS
2023-04-05
5934.34000000
N
N
N
Government of Mongolia
N/A
MONGOLIA GOVERNMENT INTERNATIONAL BOND 144A 8.650000% 01/19/2028
60937LAG0
237000.00000000
PA
USD
232260.00000000
0.018351907991
Long
DBT
NUSS
MN
Y
2
2028-01-19
Fixed
8.65000000
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
706218.75000000
0.055801522096
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
412000.00000000
PA
USD
228685.24000000
0.018069450114
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
1627703.88000000
0.128612209780
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
682873.77000000
0.053956930151
Long
DBT
NUSS
MX
N
2
2028-02-21
Fixed
4.87500000
N
N
N
N
N
N
DP World Limited
549300M3U2DNF4QVSS04
DP WORLD LTD/UNITED ARAB EMIRATES MTN 6.850000% 07/02/2037
23330JAA9
210000.00000000
PA
USD
233232.72000000
0.018428766977
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
1836643.13000000
0.145121440349
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
509972.74000000
0.040295241551
Long
DBT
NUSS
ZM
Y
2
2027-10-15
Fixed
6.87500000
N
N
N
N
N
N
Kingdom of Saudi Arabia
635400FMICXSM3SI3H65
SAUDI GOVERNMENT INTERNATIONAL BOND 144A 5.500000% 10/25/2032
80413TBA6
1710000.00000000
PA
USD
1823373.00000000
0.144072907649
Long
DBT
NUSS
SA
Y
2
2032-10-25
Fixed
5.50000000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA 3.250000% 04/22/2032
195325DZ5
219000.00000000
PA
USD
162799.43000000
0.012863515717
Long
DBT
NUSS
CO
N
2
2032-04-22
Fixed
3.25000000
N
N
N
N
N
N
BRK: BNP PARIBAS PARIS
N/A
BRK: BNP PARIBAS PARIS PAY: 1.225% FIXED
N/A
60000000.00000000
NC
11872.14000000
0.000938071217
N/A
DIR
XX
N
2
BRK: BNP PARIBAS PARIS
N/A
Y
2028-02-08
0.00000000
TWD
0.00000000
TWD
-60000000.00000000
TWD
11872.14000000
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
726726.02000000
0.057421893801
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/CZK SETTLE 2023-04-05
N/A
1.00000000
NC
197.65000000
0.000015617216
N/A
DFE
XX
N
2
J.P. MORGAN SECURITIES
N/A
32029857.00000000
CZK
1364371.85000000
EUR
2023-04-05
197.65000000
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
2930151.57000000
0.231524464025
Long
DBT
NUSS
AE
N
2
2040-09-30
Fixed
2.94000000
N
N
N
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2023-04-05
N/A
1.00000000
NC
278.77000000
0.000022026872
N/A
DFE
KR
N
2
STATE STREET BANK
N/A
1949208.23000000
USD
2537869109.00000000
KRW
2023-04-05
278.77000000
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
UNITED MEXICAN STATES 5.400000% 02/09/2028
91087BAU4
836000.00000000
PA
USD
860579.54000000
0.067998262885
Long
DBT
NUSS
MX
N
2
2028-02-09
Fixed
5.40000000
N
N
N
N
N
N
INDONESIA RUPIAH
N/A
FX Forward Contract: IDR/USD SETTLE 2023-06-21
N/A
1.00000000
NC
40965.75000000
0.003236888292
N/A
DFE
ID
N
2
GOLDMAN SACHS & CO
N/A
1084718.56000000
USD
16832662548.00000000
IDR
2023-06-21
40965.75000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-04-28
N/A
1.00000000
NC
USD
-1046.82000000
-0.00008271395
N/A
DFE
US
N
2
JP MORGAN
N/A
72115.41000000
EUR
77398.36000000
USD
2023-04-28
-1046.82000000
N
N
N
BRK: CITIGROUP GLOBAL MARKETS LIMITED
N/A
BRK: CITIGROUP GLOBAL MARKETS LIMITED PAY: 28D MEXICAN INTERBANK RATE (TIIE)
N/A
29410418.00000000
NC
-31135.95000000
-0.00246019155
N/A
DIR
XX
N
2
BRK: CITIGROUP GLOBAL MARKETS LIMITED
N/A
Y
2028-01-07
0.00000000
MXN
0.00000000
MXN
-29410418.00000000
MXN
-31135.95000000
N
N
N
Gobierno de Chile
549300FLZTJM5YJF8D34
REPUBLIC OF CHILE 3.500000% 01/31/2034
168863DV7
228000.00000000
PA
USD
202758.24000000
0.016020841148
Long
DBT
NUSS
CL
N
2
2034-01-31
Fixed
3.50000000
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
1152036.40000000
0.091027581227
Long
DBT
NUSS
AZ
Y
2
2026-03-24
Fixed
6.87500000
N
N
N
N
N
N
Republic of the Philippines
529900RAHBALMYIJ3T08
REPUBLIC OF PHILIPPINES 2.950000% 05/05/2045
718286CH8
824000.00000000
PA
USD
591368.99000000
0.046726725625
Long
DBT
NUSS
PH
N
2
2045-05-05
Fixed
2.95000000
N
N
N
N
N
N
CHINESE YUAN RENMINBI
N/A
FX Forward Contract: CNY/USD SETTLE 2023-06-21
N/A
1.00000000
NC
269.31000000
0.000021279395
N/A
DFE
CN
N
2
MIDLAND WALWYN CAPITAL INC.
N/A
404179.38000000
USD
2756775.00000000
CNY
2023-06-21
269.31000000
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2023-04-28
N/A
1.00000000
NC
12111.43000000
0.000956978597
N/A
DFE
XX
N
2
CITIGROUP GLOBAL MARKETS
N/A
420974.06000000
USD
398139.67000000
EUR
2023-04-28
12111.43000000
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT INTERNATIONAL BOND MTN 7.300000% 09/30/2033
N/A
647000.00000000
PA
USD
395873.42000000
0.031279740722
Long
DBT
NUSS
EG
N
2
2033-09-30
Fixed
7.30000000
N
N
N
N
N
N
Kingdom of Saudi Arabia
635400FMICXSM3SI3H65
SAUDI GOVERNMENT INTERNATIONAL BOND MTN 4.500000% 10/26/2046
N/A
400000.00000000
PA
USD
350606.40000000
0.027702989727
Long
DBT
NUSS
SA
N
2
2046-10-26
Fixed
4.50000000
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
718873.00000000
0.056801391344
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
1095557.25000000
0.086564909376
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
757120.00000000
0.059823458962
Long
DBT
NUSS
ZM
N
2
2023-09-20
Fixed
5.37500000
Y
N
N
N
N
N
CT Trust
5493003LN2KNNGM2Q244
CT TRUST 144A 5.125000% 02/03/2032
12659BAA2
214000.00000000
PA
USD
179028.12000000
0.014145817558
Long
DBT
NUSS
GT
Y
2
2032-02-03
Fixed
5.12500000
N
N
N
N
N
N
CEMEX, S.A.B. de C.V.
549300RIG2CXWN6IV731
CEMEX SAB DE CV 144A 9.125000% MATURITY: PERPETUAL
151290CB7
534000.00000000
PA
USD
534776.08000000
0.042255065083
Long
DBT
NUSS
MX
Y
2
2171-06-14
Fixed
9.12500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/THB SETTLE 2023-07-06
N/A
1.00000000
NC
USD
14641.31000000
0.001156875802
N/A
DFE
US
N
2
CITIGROUP GLOBAL MARKETS
N/A
11732543.00000000
THB
361121.44000000
USD
2023-07-06
14641.31000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/MXN SETTLE 2023-06-21
N/A
1.00000000
NC
USD
-2412.78000000
-0.00019064460
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
45980000.00000000
MXN
2506095.60000000
USD
2023-06-21
-2412.78000000
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
115731.92000000
0.009144499903
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/EUR SETTLE 2023-06-21
N/A
1.00000000
NC
USD
2107.95000000
0.000166558617
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
460690.40000000
EUR
504760.04000000
USD
2023-06-21
2107.95000000
N
N
N
ESKOM HOLDINGS SOC LIMITED
3789001900ED06F65111
ESKOM HOLDINGS SOC LTD 4.314000% 07/23/2027
N/A
1189000.00000000
PA
USD
1056521.62000000
0.083480528552
Long
DBT
NUSS
ZA
N
2
2027-07-23
Fixed
4.31400000
N
N
N
N
N
N
CEMEX, S.A.B. de C.V.
549300RIG2CXWN6IV731
CEMEX SAB DE CV 144A 9.125000% MATURITY: PERPETUAL
151290CB7
697000.00000000
PA
USD
698012.98000000
0.055153147274
Long
DBT
NUSS
MX
Y
2
2171-06-14
Fixed
9.12500000
N
N
N
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 3.450000% 06/17/2043
N/A
56234000.00000000
PA
1783952.98000000
0.140958154441
Long
DBT
NUSS
TH
N
2
2043-06-17
Fixed
3.45000000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
REPUBLIC OF GHANA 7.875000% 02/11/2035
N/A
285000.00000000
PA
USD
98325.00000000
0.007769100806
Long
DBT
NUSS
GH
N
2
2035-02-11
Fixed
7.87500000
Y
N
N
N
N
N
PETRONAS Capital Limited
549300G7YFX3540OYR85
PETRONAS CAPITAL LTD MTN 3.500000% 04/21/2030
Y68856AT3
405000.00000000
PA
USD
377085.76000000
0.029795243143
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
475949.51000000
0.037606913012
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
266875.26000000
0.021087015486
Long
DBT
NUSS
CI
N
2
2048-03-22
Fixed
6.62500000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2023-04-28
N/A
1.00000000
NC
8662.95000000
0.000684498671
N/A
DFE
XX
N
2
CITIGROUP GLOBAL MARKETS
N/A
425358.38000000
USD
399000.00000000
EUR
2023-04-28
8662.95000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-04-28
N/A
1.00000000
NC
USD
94926.56000000
0.007500574765
N/A
DFE
US
N
2
JP MORGAN
N/A
19979300.00000000
EUR
21827864.75000000
USD
2023-04-28
94926.56000000
N
N
N
Saudi Arabian Oil Company
5586006WD91QHB7J4X50
SAUDI ARABIAN OIL CO MTN 4.250000% 04/16/2039
80414L2E4
920000.00000000
PA
USD
823492.00000000
0.065067809420
Long
DBT
NUSS
SA
Y
2
2039-04-16
Fixed
4.25000000
N
N
N
N
N
N
Ukraine
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT 6.750000% 06/20/2026
N/A
1299000.00000000
PA
232863.99000000
0.018399631960
Long
DBT
NUSS
UA
N
2
2026-06-20
Fixed
6.75000000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/HUF SETTLE 2023-04-05
N/A
1.00000000
NC
2243.67000000
0.000177282465
N/A
DFE
XX
N
2
J.P. MORGAN SECURITIES
N/A
521260238.00000000
HUF
1372049.57000000
EUR
2023-04-05
2243.67000000
N
N
N
Gobierno de Chile
549300FLZTJM5YJF8D34
BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS 144 7.000000% 05/01/2034
N/A
2385000000.00000000
PA
3496566.08000000
0.276279423866
Long
DBT
NUSS
CL
Y
2
2034-05-01
Fixed
7.00000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 6.375000% 04/15/2032
N/A
11000000000.00000000
PA
717242.99000000
0.056672596918
Long
DBT
NUSS
ID
N
2
2032-04-15
Fixed
6.37500000
N
N
N
N
N
N
CHINESE YUAN RENMINBI
N/A
FX Forward Contract: CNY/USD SETTLE 2023-06-21
N/A
1.00000000
NC
62140.62000000
0.004910010078
N/A
DFE
CN
N
2
CITIGROUP GLOBAL MARKETS
N/A
10263189.99000000
USD
70378799.02000000
CNY
2023-06-21
62140.62000000
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
363281.25000000
0.028704486675
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
213438.32000000
0.016864722339
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
3131000.00000000
PA
USD
1376074.50000000
0.108729839894
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
1865000.00000000
PA
USD
1233231.25000000
0.097443151780
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
6904000000.00000000
PA
450167.78000000
0.035569782482
Long
DBT
NUSS
ID
N
2
2032-04-15
Fixed
6.37500000
N
N
N
N
N
N
THAILAND BAHT
N/A
FX Forward Contract: THB/USD SETTLE 2023-06-13
N/A
1.00000000
NC
16116.47000000
0.001273434834
N/A
DFE
TH
N
2
J.P. MORGAN SECURITIES
N/A
1832720.90000000
USD
62743200.00000000
THB
2023-06-13
16116.47000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.955000% 09/15/2025
EK7974596
2500000.00000000
PA
575099.37000000
0.045441189720
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
714329.88000000
0.056442418985
Long
DBT
NUSS
CN
Y
2
2031-07-13
Fixed
3.06100000
N
N
N
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2023-06-21
N/A
1.00000000
NC
39065.38000000
0.003086731505
N/A
DFE
HU
N
2
GOLDMAN SACHS & CO
N/A
1028055.54000000
USD
382724516.57000000
HUF
2023-06-21
39065.38000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-04-05
N/A
1.00000000
NC
USD
-1890.53000000
-0.00014937928
N/A
DFE
US
N
2
CITIGROUP GLOBAL MARKETS
N/A
184184.00000000
EUR
198226.10000000
USD
2023-04-05
-1890.53000000
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT INTERNATIONAL BOND 144A 6.750000% 09/25/2052
445545AT3
1498000.00000000
PA
USD
1548183.00000000
0.122328907131
Long
DBT
NUSS
HU
Y
2
2052-09-25
Fixed
6.75000000
N
N
N
N
N
N
Ceska republika
3157007EFDLQABN47912
CZECH REPUBLIC 2.500000% 08/25/2028
N/A
4980000.00000000
PA
205248.21000000
0.016217584885
Long
DBT
NUSS
CZ
N
2
2028-08-25
Fixed
2.50000000
N
N
N
N
N
N
THAILAND BAHT
N/A
FX Forward Contract: THB/USD SETTLE 2023-06-21
N/A
1.00000000
NC
21556.44000000
0.001703271348
N/A
DFE
TH
N
2
CITIGROUP GLOBAL MARKETS
N/A
1126560.07000000
USD
38933127.28000000
THB
2023-06-21
21556.44000000
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
REPUBLIC OF PERU 8.2% 08/12/2026
715638AY8
15000.00000000
PA
4174.57000000
0.000329851565
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
550992.47000000
0.043536395046
Long
DBT
NUSS
ID
N
2
2033-03-12
Fixed
1.10000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-04-05
N/A
1.00000000
NC
USD
-714447.87000000
-0.05645174190
N/A
DFE
US
N
2
CITIGROUP GLOBAL MARKETS
N/A
31398516.00000000
EUR
33400161.98000000
USD
2023-04-05
-714447.87000000
N
N
N
IHS Netherlands Holdco B.V.
5493006Z6YQYCCN2XI74
IHS NETHERLANDS HOLDCO BV 144A 8.000000% 09/18/2027
44963LAC0
299000.00000000
PA
USD
264034.94000000
0.020862589018
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
5230140.00000000
PA
USD
4341016.20000000
0.343003228679
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
4740.00000000
0.000374528734
Long
DBT
NUSS
UA
Y
2
2023-09-01
Fixed
7.75000000
N
N
N
N
N
N
EGYPTIAN POUND
N/A
FX Forward Contract: EGP/USD SETTLE 2023-05-17
N/A
1.00000000
NC
-285598.19000000
-0.02256639845
N/A
DFE
EG
N
2
CITIGROUP GLOBAL MARKETS
N/A
843723.22000000
USD
18485975.69000000
EGP
2023-05-17
-285598.19000000
N
N
N
Republica de Guatemala
529900QKDFFU9UWW5315
GUATEMALA GOVERNMENT BOND 144A 5.250000% 08/10/2029
401494AV1
701000.00000000
PA
USD
682400.62000000
0.053919544440
Long
DBT
NUSS
GT
Y
2
2029-08-10
Fixed
5.25000000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: FIXED 6.96
N/A
188804367.00000000
NC
-66172.47000000
-0.00522858469
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2027-06-24
0.00000000
INR
0.00000000
INR
-188804367.00000000
INR
-66172.47000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/MXN SETTLE 2023-06-21
N/A
1.00000000
NC
USD
-8898.75000000
-0.00070313029
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
5640000.00000000
MXN
298799.97000000
USD
2023-06-21
-8898.75000000
N
N
N
Ukraine
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT INTERNATIONAL BOND 144A 7.750000% 09/01/2027
903724AU6
223000.00000000
PA
USD
40084.25000000
0.003167237009
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
239934.29000000
0.018958288186
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
2395000.00000000
PA
USD
1403949.00000000
0.110932329601
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
7928000.00000000
PA
USD
2060731.62000000
0.162827680556
Long
DBT
NUSS
AR
N
2
2035-07-09
Fixed
1.50000000
N
N
N
N
N
N
Turkiye Cumhuriyeti
5493000PCHOG3B6S3Q85
REPUBLIC OF TURKEY 9.375000% 03/14/2029
900123DH0
758000.00000000
PA
USD
771355.96000000
0.060948306237
Long
DBT
NUSS
TR
N
2
2029-03-14
Fixed
9.37500000
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
329533.83000000
0.026037951125
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
2369708.17000000
0.187241308461
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
48310000.00000000
PA
2189436.16000000
0.172997205554
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
4271862.96000000
0.337539119931
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
1600000.00000000
PA
1047479.11000000
0.082766039137
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
7100000.00000000
PA
1623339.70000000
0.128267376275
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
205653.46000000
0.016249605511
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
957375.00000000
0.075646507851
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
1033000.00000000
PA
USD
944740.48000000
0.074648197559
Long
DBT
NUSS
UZ
N
2
2029-02-20
Fixed
5.37500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZAR SETTLE 2023-04-17
N/A
1.00000000
NC
USD
374619.33000000
0.029600359407
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES
N/A
326682800.00000000
ZAR
18767862.58000000
USD
2023-04-17
374619.33000000
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
47194.04000000
0.003729013518
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
624134.47000000
0.049315673675
Long
DBT
NUSS
TH
N
2
2031-12-17
Fixed
2.00000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZAR SETTLE 2023-05-10
N/A
1.00000000
NC
USD
-37856.19000000
-0.00299118796
N/A
DFE
US
N
2
CITIGROUP GLOBAL MARKETS
N/A
27048324.80000000
ZAR
1482139.54000000
USD
2023-05-10
-37856.19000000
N
N
N
Republica de Angola
549300QHR2R3J8JSGK83
REPUBLIC OF ANGOLA 8.250000% 05/09/2028
N/A
735000.00000000
PA
USD
649115.25000000
0.051289517540
Long
DBT
NUSS
AO
N
2
2028-05-09
Fixed
8.25000000
N
N
N
N
N
N
CZECH REPUBLIC KORUNA
N/A
FX Forward Contract: CZK/EUR SETTLE 2023-06-21
N/A
1.00000000
NC
15341.82000000
0.001212226251
N/A
DFE
CZ
N
2
SCB SECURITIES
N/A
937590.77000000
EUR
22514836.00000000
CZK
2023-06-21
15341.82000000
N
N
N
The Egyptian Financial Company for Sovereign Taskeek (S.A.E.)
894500CX5LI3HIC87H85
EGYPTIAN FINANCIAL CO FOR SOVEREIGN TASKEEK/THE 14 10.875000% 02/28/2026
282370AA3
1729000.00000000
PA
USD
1585589.82000000
0.125284588346
Long
DBT
NUSS
EG
Y
2
2026-02-28
Fixed
10.87500000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 28-DAY MXN - TIIE
N/A
47200221.00000000
NC
-204200.05000000
-0.01613476504
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2026-03-05
0.00000000
MXN
0.00000000
MXN
-47200221.00000000
MXN
-204200.05000000
N
N
N
Russia, Federation of (Government)
5493004EHVGF71PDBU58
RUSSIAN FEDERATION 4.375000% 03/21/2029
N/A
3000000.00000000
PA
USD
150000.00000000
0.011852175143
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
158346.90000000
0.012511701281
Long
DBT
NUSS
CN
N
2
2026-06-03
Fixed
2.12500000
N
N
N
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT BOND 6.750000% 10/22/2028
N/A
69160000.00000000
PA
175063.63000000
0.013832565359
Long
DBT
NUSS
HU
N
2
2028-10-22
Fixed
6.75000000
N
N
N
N
N
N
Republic of Lebanon
529900QPC4K9S1KHL354
LEBANON GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 04/12/2021
N/A
8178000.00000000
PA
USD
500902.50000000
0.039578561064
Long
DBT
NUSS
LB
N
2
2023-12-31
Fixed
8.25000000
Y
N
N
N
N
N
Republique Gabonaise
213800XA7X746GRPXA35
GABON GOVERNMENT INTERNATIONAL BOND 144A 6.375000% 12/12/2024
362420AB7
481000.00000000
PA
USD
458946.15000000
0.036263401007
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
4923000.00000000
PA
1235289.88000000
0.097605813402
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
2463013.05000000
0.194613746991
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
1220000.00000000
PA
USD
843630.00000000
0.066659003440
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
100010.00000000
0.007902240240
Long
DBT
NUSS
GH
N
2
2034-04-07
Fixed
8.62500000
N
N
N
N
N
N
The State of Qatar
52990074F6OJOAXK4P65
QATAR GOVERNMENT INTERNATIONAL BOND 144A 3.750000% 04/16/2030
74727PBD2
2152000.00000000
PA
USD
2101428.00000000
0.166043284712
Long
DBT
NUSS
QA
Y
2
2030-04-16
Fixed
3.75000000
N
N
N
N
N
N
Ceska republika
3157007EFDLQABN47912
CZECH REPUBLIC 5.500000% 12/12/2028
N/A
66440000.00000000
PA
3176122.80000000
0.250959758013
Long
DBT
NUSS
CZ
N
2
2028-12-12
Fixed
5.50000000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/HUF SETTLE 2023-04-13
N/A
1.00000000
NC
-36325.73000000
-0.00287025942
N/A
DFE
XX
N
2
J.P. MORGAN SECURITIES
N/A
357198401.00000000
HUF
902677.22000000
EUR
2023-04-13
-36325.73000000
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEX BONOS DESARR FIX RT 7.750000% 05/29/2031
N/A
68976000.00000000
PA
3582886.04000000
0.283099952428
Long
DBT
NUSS
MX
N
2
2031-05-29
Fixed
7.75000000
N
N
N
N
N
N
Emirate of Abu Dhabi
213800FER4348CINTA77
ABU DHABI GOVT INT'L 3.125000% 09/30/2049
N/A
1049000.00000000
PA
USD
782858.21000000
0.061857150781
Long
DBT
NUSS
AE
N
2
2049-09-30
Fixed
3.12500000
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
796924.50000000
0.062968591666
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
10987000.00000000
PA
2101929.78000000
0.166082932608
Long
DBT
NUSS
BR
N
2
2025-01-01
Fixed
10.00000000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2023-04-05
N/A
1.00000000
NC
2592.01000000
0.000204806376
N/A
DFE
XX
N
2
J.P. MORGAN SECURITIES
N/A
197656.09000000
USD
184305.00000000
EUR
2023-04-05
2592.01000000
N
N
N
Government of Bermuda
549300FP5PUZXX9FVJ40
GOVT OF BERMUDA 4.750000% 02/15/2029
G10367AF0
1754000.00000000
PA
USD
1741584.85000000
0.137610457793
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
3012000.00000000
PA
USD
2299062.58000000
0.181659282422
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
849656.25000000
0.067135164576
Long
DBT
NUSS
AO
N
2
2032-04-14
Fixed
8.75000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PEN SETTLE 2023-06-21
N/A
1.00000000
NC
USD
-2329.20000000
-0.00018404057
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
4524017.03000000
PEN
1195091.01000000
USD
2023-06-21
-2329.20000000
N
N
N
Bank Gospodarstwa Krajowego
259400BCOV9JJIGLYF05
BANK GOSPODARSTWA KRAJOWEGO MTN 5.125000% 02/22/2033
N/A
805000.00000000
PA
891442.85000000
0.070436911922
Long
DBT
NUSS
PL
N
2
2033-02-22
Fixed
5.12500000
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
388900.00000000
0.030728739421
Long
DBT
NUSS
PK
N
2
2025-09-30
Fixed
8.25000000
N
N
N
N
N
N
Republic of Kazakhstan
5493007OEK8EF02UO833
KAZAKHSTAN GOVERNMENT INTERNATIONAL BOND MTN 2.375000% 11/09/2028
N/A
475000.00000000
PA
466015.34000000
0.036821969527
Long
DBT
NUSS
KZ
Y
2
2028-11-09
Fixed
2.37500000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 6.375000% 07/15/2037
N/A
1500000000.00000000
PA
95234.92000000
0.007524939677
Long
DBT
NUSS
ID
N
2
2037-07-15
Fixed
6.37500000
N
N
N
N
N
N
Gobierno de Chile
549300FLZTJM5YJF8D34
REPUBLIC OF CHILE 3.100000% 01/22/2061
168863DQ8
308000.00000000
PA
USD
200140.76000000
0.015814022272
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
903000.00000000
PA
USD
800483.06000000
0.063249769508
Long
DBT
NUSS
PY
N
2
2048-03-13
Fixed
5.60000000
N
N
N
N
N
N
HAZINE MUSTESARLIGI VARLIK KIRALAMA ANONIM SIRKETI
6354003QFJP7RDXEOZ20
HAZINE MUSTESARL 5.125000% 06/22/2026
N/A
1348000.00000000
PA
USD
1226680.00000000
0.096925508031
Long
DBT
NUSS
TR
N
2
2026-06-22
Fixed
5.12500000
N
N
N
N
N
N
N/A
N/A
R2032 BOND FUTURE MAY23 FINANCIAL COMMODITY FUTURE.
N/A
925.00000000
NC
4592162.96000000
0.362847464587
N/A
DIR
ZA
N
1
NEDBANK LTD
N/A
Long
South African Govt. Bond Futures
Johannesburg Stock Exchange R2032 Bond Future May 2023
2023-05-07
4482698.03000000
ZAR
109464.93000000
N
N
N
Ukraine
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT INTERNATIONAL BOND 144A VARIABLE RATE 08/01/2041
903724AW2
2206000.00000000
PA
USD
581832.50000000
0.045973204626
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
4106209.12000000
0.324450064433
Long
DBT
NUSS
PL
N
2
2032-04-25
Fixed
1.75000000
N
N
N
N
N
N
Republica de Costa Rica
549300S1EK2VN6XVJP58
COSTA RICA GOVERNMENT 7.000000% 04/04/2044
P3699PGH4
971000.00000000
PA
USD
948255.64000000
0.074925946172
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
437655.00000000
0.034581091415
Long
DBT
NUSS
UA
Y
2
2025-09-01
Fixed
7.75000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-04-28
N/A
1.00000000
NC
USD
-1204.24000000
-0.00009515242
N/A
DFE
US
N
2
JP MORGAN
N/A
79326.95000000
EUR
85085.45000000
USD
2023-04-28
-1204.24000000
N
N
N
MALAYSIAN RINGGIT
N/A
FX Forward Contract: MYR/USD SETTLE 2023-04-03
N/A
1.00000000
NC
10916.58000000
0.000862568120
N/A
DFE
MY
N
2
SCB SECURITIES
N/A
963388.46000000
USD
4299121.00000000
MYR
2023-04-03
10916.58000000
N
N
N
The Hashemite Kingdom of Jordan
5493000JZ4MYPVMBVN50
KINGDOM OF JORDAN 4.950000% 07/07/2025
N/A
270000.00000000
PA
USD
258022.80000000
0.020387542776
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
414000.00000000
PA
USD
273240.00000000
0.021589922240
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
765703.86000000
0.060501708377
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
538744.26000000
0.042568608846
Long
DBT
NUSS
MY
N
2
2043-09-30
Fixed
4.93500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PLN SETTLE 2023-06-21
N/A
1.00000000
NC
USD
-5942.58000000
-0.00046954999
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
880000.00000000
PLN
197416.14000000
USD
2023-06-21
-5942.58000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ILS SETTLE 2023-06-21
N/A
1.00000000
NC
USD
23041.97000000
0.001820649760
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
11245000.00000000
ILS
3157643.49000000
USD
2023-06-21
23041.97000000
N
N
N
DAE FUNDING LLC
635400SZTPQL3Y1P2C76
DAE FUNDING LLC 144A 3.375000% 03/20/2028
23371DAG9
550000.00000000
PA
USD
494351.00000000
0.039060897561
Long
DBT
CORP
AE
Y
2
2028-03-20
Fixed
3.37500000
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
423120.00000000
0.033432615644
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
4371664.92000000
0.345424921995
Long
DBT
NUSS
BR
N
2
2031-01-01
Fixed
10.00000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-04-28
N/A
1.00000000
NC
USD
429.68000000
0.000033950950
N/A
DFE
US
N
2
JP MORGAN
N/A
105723.89000000
EUR
115433.25000000
USD
2023-04-28
429.68000000
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 2.000000% 06/17/2042
N/A
68120000.00000000
PA
1745573.95000000
0.137925654539
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
321691.50000000
0.025418293333
Long
DBT
NUSS
AO
N
2
2025-11-12
Fixed
9.50000000
N
N
N
N
N
N
Ukraine
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT 6.876000% 05/21/2031
N/A
5982000.00000000
PA
USD
1023687.70000000
0.080886172749
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
800000.00000000
PA
761383.27000000
0.060160319114
Long
DBT
NUSS
MX
N
2
2030-02-11
Fixed
2.37500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZAR SETTLE 2023-05-15
N/A
1.00000000
NC
USD
2676.63000000
0.000211492583
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES
N/A
26807200.00000000
ZAR
1508437.67000000
USD
2023-05-15
2676.63000000
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 7.125000% 06/15/2043
N/A
11500000000.00000000
PA
775484.01000000
0.061274482048
Long
DBT
NUSS
ID
N
2
2043-06-15
Fixed
7.12500000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 10.000000% 07/24/2024
N/A
5543500000.00000000
PA
1178298.11000000
0.093102637137
Long
DBT
NUSS
CO
N
2
2024-07-24
Fixed
10.00000000
N
N
N
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2023-06-21
N/A
1.00000000
NC
28164.68000000
0.002225418134
N/A
DFE
MX
N
2
CITIGROUP GLOBAL MARKETS
N/A
2463976.74000000
USD
45680000.00000000
MXN
2023-06-21
28164.68000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.733000% 06/15/2028
N/A
6300000.00000000
PA
1429544.27000000
0.112954727086
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
697999.56000000
0.055152086900
Long
DBT
NUSS
RO
N
2
2026-06-24
Fixed
3.25000000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND 144A 7.125000% 01/17/2033
77586RAR1
1540000.00000000
PA
USD
1631476.00000000
0.128910261959
Long
DBT
NUSS
RO
Y
2
2033-01-17
Fixed
7.12500000
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
484939.50000000
0.038317252585
Long
DBT
NUSS
ID
N
2
2030-06-30
Fixed
3.00000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 7.500000% 05/15/2038
N/A
2012000000.00000000
PA
139643.76000000
0.011033882007
Long
DBT
NUSS
ID
N
2
2038-05-15
Fixed
7.50000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 6.500000% 02/15/2031
N/A
4338000000.00000000
PA
287280.94000000
0.022699360107
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
327323.98000000
0.025863340930
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
1128279.72000000
0.089150459013
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
711000.00000000
PA
USD
605786.22000000
0.047865895858
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
3039000.00000000
PA
USD
2868177.81000000
0.226627638306
Long
DBT
NUSS
OM
N
2
2048-01-17
Fixed
6.75000000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2023-04-03
N/A
1.00000000
NC
-408.22000000
-0.00003225529
N/A
DFE
XX
N
2
CITIGROUP GLOBAL MARKETS
N/A
115271.81000000
USD
105723.89000000
EUR
2023-04-03
-408.22000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-06-21
N/A
1.00000000
NC
USD
-15832.39000000
-0.00125098839
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
647823.00000000
EUR
690997.16000000
USD
2023-06-21
-15832.39000000
N
N
N
Federal Republic of Nigeria
549300GSBZD84TNEQ285
NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.375000% 03/24/2029
N/A
2427000.00000000
PA
USD
1996207.50000000
0.157729339414
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
182520.67000000
0.014421779653
Long
DBT
NUSS
CI
Y
2
2031-10-17
Fixed
5.87500000
N
N
N
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2023-05-15
N/A
1.00000000
NC
-427790.35000000
-0.03380164101
N/A
DFE
ZA
N
2
J.P. MORGAN SECURITIES
N/A
11954331.24000000
USD
205208050.00000000
ZAR
2023-05-15
-427790.35000000
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 8.250000% 06/15/2032
N/A
12030000000.00000000
PA
886751.67000000
0.070066240675
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
281241.05000000
0.022222121213
Long
DBT
NUSS
MY
N
2
2034-11-30
Fixed
4.11900000
N
N
N
N
N
N
Gobierno de Chile
549300FLZTJM5YJF8D34
REPUBLIC OF CHILE 2.450000% 01/31/2031
168863DP0
327000.00000000
PA
USD
281738.77000000
0.022261448311
Long
DBT
NUSS
CL
N
2
2031-01-31
Fixed
2.45000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
REPUBLIC OF INDONESIA 4.850000% 01/11/2033
455780DR4
1000000.00000000
PA
USD
993946.33000000
0.078536173240
Long
DBT
NUSS
ID
N
2
2033-01-11
Fixed
4.85000000
N
N
N
N
N
N
VEB FINANCE PUBLIC LIMITED COMPANY
635400KYY8E2NCZXJ191
VEB FINANCE 6.8% 11/22/2025
N/A
580000.00000000
PA
USD
31651.63000000
0.002500937748
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
334780.83000000
0.026452540211
Long
DBT
NUSS
AE
N
2
2052-07-07
Fixed
4.95100000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY 6.86%
N/A
1121896.00000000
NC
-26198.54000000
-0.00207006456
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2032-09-30
0.00000000
PLN
0.00000000
PLN
-1121896.00000000
PLN
-26198.54000000
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT INTERNATIONAL BOND MTN 5.250000% 01/17/2042
Y20721BB4
1268000.00000000
PA
USD
1237970.86000000
0.097817649699
Long
DBT
NUSS
ID
N
2
2042-01-17
Fixed
5.25000000
N
N
N
N
N
N
INDONESIA RUPIAH
N/A
FX Forward Contract: IDR/USD SETTLE 2023-04-19
N/A
1.00000000
NC
4832.58000000
0.000381843897
N/A
DFE
ID
N
2
JP MORGAN
N/A
759650.24000000
USD
11446409816.00000000
IDR
2023-04-19
4832.58000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
JPMORGAN CHASE BANK NA MTN VARIABLE RATE 09/18/2030
U48057EU0
43433000000.00000000
PA
2959161.88000000
0.233816699192
Long
DBT
CORP
US
Y
2
2030-09-18
Fixed
7.00000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 7.500000% 08/15/2032
N/A
26770000000.00000000
PA
1869409.92000000
0.147710491908
Long
DBT
NUSS
ID
N
2
2032-08-15
Fixed
7.50000000
N
N
N
N
N
N
CHINESE YUAN RENMINBI
N/A
FX Forward Contract: CNY/USD SETTLE 2023-05-15
N/A
1.00000000
NC
-18620.50000000
-0.00147128951
N/A
DFE
CN
N
2
J.P. MORGAN SECURITIES
N/A
1536207.20000000
USD
10373700.00000000
CNY
2023-05-15
-18620.50000000
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
POLAND GOVERNMENT BOND 2.750000% 10/25/2029
N/A
2643000.00000000
PA
508225.58000000
0.040157190576
Long
DBT
NUSS
PL
N
2
2029-10-25
Fixed
2.75000000
N
N
N
N
N
N
Republica de Honduras
5493002DW1JNBNG17615
HONDURAS GOVERNMENT 5.625000% 06/24/2030
P5178RAD0
463000.00000000
PA
USD
364536.08000000
0.028803636441
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
1419000.00000000
PA
USD
1230982.50000000
0.097265467921
Long
DBT
NUSS
ZA
N
2
2052-04-20
Fixed
7.30000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2023-05-23
N/A
1.00000000
NC
USD
-3791.78000000
-0.00029960560
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES
N/A
774000.00000000
BRL
147532.55000000
USD
2023-05-23
-3791.78000000
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
REPUBLIC OF PERU 5.400000% 08/12/2034
N/A
1243000.00000000
PA
277134.45000000
0.021897640264
Long
DBT
NUSS
PE
N
2
2034-08-12
Fixed
5.40000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT INTERNATIONAL BOND MTN 7.300000% 09/30/2033
N/A
1317000.00000000
PA
USD
805819.62000000
0.063671435133
Long
DBT
NUSS
EG
N
2
2033-09-30
Fixed
7.30000000
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
763697.25000000
0.060343157089
Long
DBT
NUSS
PE
N
2
2047-06-19
Fixed
5.62500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-04-28
N/A
1.00000000
NC
USD
-2336.86000000
-0.00018464582
N/A
DFE
US
N
2
JP MORGAN
N/A
1237643.14000000
EUR
1343937.63000000
USD
2023-04-28
-2336.86000000
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 1.600000% 06/17/2035
N/A
27023000.00000000
PA
708613.49000000
0.055990741282
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
432218.77000000
0.034151550414
Long
DBT
NUSS
EC
Y
2
2040-07-31
Fixed
1.50000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 7.000000% 02/15/2033
N/A
77713000000.00000000
PA
5261856.04000000
0.415762929096
Long
DBT
NUSS
ID
N
2
2033-02-15
Fixed
7.00000000
N
N
N
N
N
N
BRK: BARCLAYS
N/A
BRK: BARCLAYS PAY: 2.795
N/A
11689000.00000000
NC
2287.66000000
0.000180758313
N/A
DIR
XX
N
2
BRK: BARCLAYS
N/A
Y
2028-03-24
0.00000000
CNY
0.00000000
CNY
-11689000.00000000
CNY
2287.66000000
N
N
N
Emirate of Sharjah
254900ZNL8O3F1CLJO24
FINANCE DEPARTMENT GOVERNMENT OF SHARJAH 144A 6.500000% 11/23/2032
38381CAE2
458000.00000000
PA
USD
465412.27000000
0.036774318252
Long
DBT
NUSS
AE
Y
2
2032-11-23
Fixed
6.50000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/COP SETTLE 2023-06-21
N/A
1.00000000
NC
USD
-31610.64000000
-0.00249769894
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
3072897630.00000000
COP
617978.41000000
USD
2023-06-21
-31610.64000000
N
N
N
BRK: J.P. MORGAN CHASE
N/A
BRK: J.P. MORGAN CHASE PAY: 7.64
N/A
23014490.00000000
NC
57900.11000000
0.004574948296
N/A
DIR
XX
N
2
BRK: J.P. MORGAN CHASE
N/A
Y
2032-01-01
0.00000000
MXN
0.00000000
MXN
-23014490.00000000
MXN
57900.11000000
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVERNMENT BOND 3.530000% 10/18/2051
Y6S39BG95
7210000.00000000
PA
1100824.95000000
0.086981134062
Long
DBT
NUSS
CN
N
2
2051-10-18
Fixed
3.53000000
N
N
N
N
N
N
Kingdom of Bahrain
549300RODM1WN85LFQ95
BAHRAIN GOVERNMENT INTERNATIONAL BOND MTN 4.250000% 01/25/2028
N/A
797000.00000000
PA
USD
734754.30000000
0.058056244338
Long
DBT
NUSS
BH
N
2
2028-01-25
Fixed
4.25000000
N
N
N
N
N
N
BRK: CITIBANK
N/A
BRK: CITIBANK PAY: 1.89% FIXED
N/A
85000000.00000000
NC
11339.08000000
0.000895951747
N/A
DIR
XX
N
2
BRK: CITIBANK
N/A
Y
2025-01-12
0.00000000
THB
0.00000000
THB
-85000000.00000000
THB
11339.08000000
N
N
N
THAILAND BAHT
N/A
FX Forward Contract: THB/USD SETTLE 2023-07-06
N/A
1.00000000
NC
5597.76000000
0.000442304212
N/A
DFE
TH
N
2
CITIGROUP GLOBAL MARKETS
N/A
295387.67000000
USD
10191997.00000000
THB
2023-07-06
5597.76000000
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2023-06-12
N/A
1.00000000
NC
82708.69000000
0.006535185864
N/A
DFE
HU
N
2
J.P. MORGAN SECURITIES
N/A
4350140.73000000
USD
1585800300.00000000
HUF
2023-06-12
82708.69000000
N
N
N
Sultanate of Oman
549300SZ20F0QTKNQC75
OMAN GOVERNMENT INTERNATIONAL BOND MTN 6.000000% 08/01/2029
68205LAB9
245000.00000000
PA
USD
246003.03000000
0.019437806648
Long
DBT
NUSS
OM
Y
2
2029-08-01
Fixed
6.00000000
N
N
N
N
N
N
EGYPTIAN POUND
N/A
FX Forward Contract: EGP/USD SETTLE 2023-06-21
N/A
1.00000000
NC
-94784.31000000
-0.00748933495
N/A
DFE
EG
N
2
CITIGROUP GLOBAL MARKETS
N/A
254949.83000000
USD
5489707.23000000
EGP
2023-06-21
-94784.31000000
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 144A 10.000000% 02/07/2033
71654QDN9
2292000.00000000
PA
USD
2196982.62000000
0.173593485325
Long
DBT
NUSS
MX
Y
2
2033-02-07
Fixed
10.00000000
N
N
N
N
N
N
Republic of the Philippines
529900RAHBALMYIJ3T08
REPUBLIC OF PHILIPPINES 6.375000% 10/23/2034
718286BG1
200000.00000000
PA
USD
224000.00000000
0.017699248213
Long
DBT
NUSS
PH
N
2
2034-10-23
Fixed
6.37500000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 6.250000% 03/31/2036
N/A
62855000.00000000
PA
2377100.46000000
0.187825406566
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
526509.33000000
0.041601871958
Long
DBT
NUSS
CL
N
2
2043-01-01
Fixed
6.00000000
N
N
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
REPUBLIC OF PERU 3.300000% 03/11/2041
715638DS8
745000.00000000
PA
USD
557775.14000000
0.044072324332
Long
DBT
NUSS
PE
N
2
2041-03-11
Fixed
3.30000000
N
N
N
N
N
N
THAILAND BAHT
N/A
FX Forward Contract: THB/USD SETTLE 2023-06-21
N/A
1.00000000
NC
143704.62000000
0.011354748834
N/A
DFE
TH
N
2
CITIGROUP GLOBAL MARKETS
N/A
5387198.79000000
USD
187555325.96000000
THB
2023-06-21
143704.62000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/MXN SETTLE 2023-06-21
N/A
1.00000000
NC
USD
6255.04000000
0.000494238864
N/A
DFE
US
N
2
CITIGROUP GLOBAL MARKETS
N/A
32524533.88000000
MXN
1780680.13000000
USD
2023-06-21
6255.04000000
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVERNMENT BOND 2.600000% 09/01/2032
N/A
3000000.00000000
PA
426348.07000000
0.033687679984
Long
DBT
NUSS
CN
N
2
2032-09-01
Fixed
2.60000000
N
N
N
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
NOTA DO TESOURO NACIONAL 10.000000% 01/01/2029
N/A
21943000.00000000
PA
3904424.31000000
0.308506138370
Long
DBT
NUSS
BR
N
2
2029-01-01
Fixed
10.00000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/IDR SETTLE 2023-05-19
N/A
1.00000000
NC
USD
-6428.39000000
-0.00050793602
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES
N/A
11446409816.00000000
IDR
759221.96000000
USD
2023-05-19
-6428.39000000
N
N
N
Kingdom of Bahrain
549300RODM1WN85LFQ95
KINGDOM OF BAHRAIN 5.450000% 09/16/2032
N/A
3550000.00000000
PA
USD
3163973.00000000
0.249999747629
Long
DBT
NUSS
BH
N
2
2032-09-16
Fixed
5.45000000
N
N
N
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2023-06-21
N/A
1.00000000
NC
9903.35000000
0.000782508258
N/A
DFE
HU
N
2
GOLDMAN SACHS & CO
N/A
256479.15000000
USD
95538484.18000000
HUF
2023-06-21
9903.35000000
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 6.625000% 09/27/2029
N/A
260000.00000000
PA
288408.68000000
0.022788467921
Long
DBT
NUSS
RO
N
2
2029-09-27
Fixed
6.62500000
N
N
N
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVERNMENT BOND 2.620000% 09/25/2029
N/A
3000000.00000000
PA
431041.21000000
0.034058506099
Long
DBT
NUSS
CN
N
2
2029-09-25
Fixed
2.62000000
N
N
N
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY 5.500000% 06/16/2034
N/A
400000.00000000
PA
USD
384533.60000000
0.030383730504
Long
DBT
NUSS
HU
N
2
2034-06-16
Fixed
5.50000000
N
N
N
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 2.875000% 06/17/2046
N/A
3431000.00000000
PA
98685.87000000
0.007797614769
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
816000.00000000
PA
USD
281520.00000000
0.022244162308
Long
DBT
NUSS
GH
N
2
2035-02-11
Fixed
7.87500000
Y
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEX BONOS DESARR FIX RT 7.750000% 11/13/2042
N/A
122243400.00000000
PA
5902360.35000000
0.466372057511
Long
DBT
NUSS
MX
N
2
2042-11-13
Fixed
7.75000000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2023-04-05
N/A
1.00000000
NC
7152.97000000
0.000565188354
N/A
DFE
XX
N
2
J.P. MORGAN SECURITIES
N/A
797050.05000000
USD
740175.00000000
EUR
2023-04-05
7152.97000000
N
N
N
BRK: GOLDMAN SACHS AND CO. LLC
N/A
BRK: GOLDMAN SACHS AND CO. LLC PAY: 10.7703% FIXED
N/A
141000000.00000000
NC
-88222.49000000
-0.00697085602
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS AND CO. LLC
N/A
Y
2025-02-25
0.00000000
MXN
0.00000000
MXN
-141000000.00000000
MXN
-88222.49000000
N
N
N
Republique du Cameroun
54930021BO6NHYGBBV24
REPUBLIC OF CAMEROON 5.950000% 07/07/2032
N/A
543000.00000000
PA
421513.31000000
0.033305663835
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
69116552.00000000
PA
3132400.70000000
0.247505078101
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
2865925.27000000
0.226449654982
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
889815.51000000
0.070308328464
Long
DBT
NUSS
LK
Y
2
2028-04-18
Fixed
6.75000000
Y
N
N
N
N
N
Republic of Kazakhstan
5493007OEK8EF02UO833
KAZAKHSTAN GOVERNMENT INTERNATIONAL BOND 144A 4.875000% 10/14/2044
486661AF8
1020000.00000000
PA
USD
907800.00000000
0.071729363966
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
172654.40000000
0.013642201253
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
964233.92000000
0.076188461992
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
482646.45000000
0.038136068384
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
412246.80000000
0.032573475172
Long
DBT
NUSS
BR
Y
2
2047-03-16
Fixed
7.00000000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA 7.500000% 02/02/2034
195325EG6
284000.00000000
PA
USD
278702.85000000
0.022021566607
Long
DBT
NUSS
CO
N
2
2034-02-02
Fixed
7.50000000
N
N
N
N
N
N
PT Perusahaan Listrik Negara (Persero)
254900OYVDRYS9J51J61
PERUSAHAAN PERSEROAN PERSERO PT PERUSAHAAN LISTRIK 4.375000% 02/05/2050
71568PAM1
265000.00000000
PA
USD
199837.52000000
0.015790061914
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
1053000.00000000
PA
USD
444892.50000000
0.035152958866
Long
DBT
NUSS
ZM
N
2
2023-09-20
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
390912.74000000
0.030887775067
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
1474000.00000000
PA
USD
1060697.77000000
0.083810504960
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
1146094.00000000
0.090558045457
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
-103384.71000000
-0.00816889126
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2024-01-02
0.00000000
BRL
0.00000000
BRL
-8953117.00000000
BRL
-103384.71000000
N
N
N
Suzano Austria GmbH
254900287ZNSGVP1R341
SUZANO AUSTRIA GMBH 144A 5.000000% 01/15/2030
86964WAG7
494000.00000000
PA
USD
470535.00000000
0.037179088206
Long
DBT
NUSS
BR
Y
2
2030-01-15
Fixed
5.00000000
N
N
N
N
N
N
BROKER: GOLDMAN SACHS
N/A
BROKER: GOLDMAN SACHS PAY: JIBAR 3M FLOATING
N/A
78197000.00000000
NC
-72182.12000000
-0.00570343418
N/A
DIR
XX
N
2
BROKER: GOLDMAN SACHS
N/A
Y
2028-01-26
0.00000000
ZAR
0.00000000
ZAR
-78197000.00000000
ZAR
-72182.12000000
N
N
N
Republique Gabonaise
213800XA7X746GRPXA35
GABON GOVERNMENT INTERNATIONAL BOND 144A 7.000000% 11/24/2031
362420AE1
900000.00000000
PA
USD
685530.00000000
0.054166810839
Long
DBT
NUSS
GA
Y
2
2031-11-24
Fixed
7.00000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/IDR SETTLE 2023-04-28
N/A
1.00000000
NC
USD
-294166.46000000
-0.02324341603
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES
N/A
162941550033.00000000
IDR
10597824.39000000
USD
2023-04-28
-294166.46000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.828000% 07/05/2034
N/A
2920000.00000000
PA
646142.93000000
0.051054661159
Long
DBT
NUSS
MY
N
2
2034-07-05
Fixed
3.82800000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 8.250000% 05/15/2029
N/A
7110000000.00000000
PA
516109.41000000
0.040780127469
Long
DBT
NUSS
ID
N
2
2029-05-15
Fixed
8.25000000
N
N
N
N
N
N
PHILLIPINE PESO
N/A
FX Forward Contract: PHP/USD SETTLE 2023-06-08
N/A
1.00000000
NC
25497.39000000
0.002014663546
N/A
DFE
PH
N
2
J.P. MORGAN SECURITIES
N/A
1503099.36000000
USD
82978600.00000000
PHP
2023-06-08
25497.39000000
N
N
N
MDGH GMTN (RSC) LTD
213800WRY6FRL9IXLT77
MDGH GMTN RSC LTD 144A 5.500000% 04/28/2033
55285GAB0
213000.00000000
PA
USD
226027.93000000
0.017859484090
Long
DBT
NUSS
AE
Y
2
2033-04-28
Fixed
5.50000000
N
N
N
N
N
N
BROKER: GOLDMAN SACHS
N/A
BROKER: GOLDMAN SACHS PAY: CLICP (CHIBPROM) 6M FLOATNG
N/A
3516728959.71000000
NC
91076.80000000
0.007196387900
N/A
DIR
XX
N
2
BROKER: GOLDMAN SACHS
N/A
Y
2028-02-02
0.00000000
CLP
0.00000000
CLP
-3516728959.71000000
CLP
91076.80000000
N
N
N
PETRONAS Capital Limited
549300G7YFX3540OYR85
PETRONAS CAPITAL LTD MTN 2.480000% 01/28/2032
Y6886MAE0
1522000.00000000
PA
USD
1293750.12000000
0.102225020092
Long
DBT
NUSS
MY
N
2
2032-01-28
Fixed
2.48000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/COP SETTLE 2023-06-21
N/A
1.00000000
NC
USD
-18041.59000000
-0.00142554723
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
1528410592.50000000
COP
305053.71000000
USD
2023-06-21
-18041.59000000
N
N
N
Petroleos del Peru - Petroperu S.A.
549300ZMGDLC9JT2OR80
PETROLEOS DEL PERU SA 5.625000% 06/19/2047
P7808BAB3
640000.00000000
PA
USD
414560.00000000
0.032756251515
Long
DBT
NUSS
PE
N
2
2047-06-19
Fixed
5.62500000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 5.875000% 09/16/2025
836205AR5
852000.00000000
PA
USD
850687.92000000
0.067216681467
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
367207.48000000
0.029014715779
Long
DBT
NUSS
IL
Y
2
2030-06-30
Fixed
6.75000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-04-05
N/A
1.00000000
NC
USD
-12430.31000000
-0.00098217474
N/A
DFE
US
N
2
CITIGROUP GLOBAL MARKETS
N/A
473159.00000000
EUR
501658.79000000
USD
2023-04-05
-12430.31000000
N
N
N
Democratic Socialist Republic of Sri Lanka
254900HXCCIOHM74FA02
REPUBLIC OF SRI LANKA 6.825000% 07/18/2026
Y8137FAF5
500000.00000000
PA
USD
181261.74000000
0.014322305928
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
4516000.00000000
PA
752238.62000000
0.059437759158
Long
DBT
NUSS
PL
N
2
2030-10-25
Fixed
1.25000000
N
N
N
N
N
N
BROKER: GOLDMAN SACHS
N/A
BROKER: GOLDMAN SACHS PAY: 11.36 FIXED
N/A
14576015000.00000000
NC
-63532.14000000
-0.00501996033
N/A
DIR
XX
N
2
BROKER: GOLDMAN SACHS
N/A
Y
2025-02-24
0.00000000
COP
0.00000000
COP
-14576015000.00000000
COP
-63532.14000000
N
N
N
ABU DHABI CRUDE OIL PIPELINE L.L.C.
549300DONDFW2383FV66
ABU DHABI CRUDE OIL PIPELINE LLC 4.600000% 11/02/2047
AP6574192
1010000.00000000
PA
USD
940516.04000000
0.074314405540
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
20831.40000000
0.001645982675
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
290160.00000000
0.022926847597
Long
DBT
NUSS
BR
Y
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
REPUBLIC OF INDONESIA 2.850000% 02/14/2030
455780CQ7
2540000.00000000
PA
USD
2290483.05000000
0.180981375141
Long
DBT
NUSS
ID
N
2
2030-02-14
Fixed
2.85000000
N
N
N
N
N
N
Sultanate of Oman
549300SZ20F0QTKNQC75
OMAN GOV INTERNTL BOND 7.000000% 01/25/2051
N/A
200000.00000000
PA
USD
194375.20000000
0.015358459426
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
2350000.00000000
PA
USD
1637042.41000000
0.129350089068
Long
DBT
NUSS
CO
N
2
2049-05-15
Fixed
5.20000000
N
N
N
N
N
N
EGYPTIAN POUND
N/A
FX Forward Contract: EGP/USD SETTLE 2023-05-17
N/A
1.00000000
NC
-269036.80000000
-0.02125780849
N/A
DFE
EG
N
2
CITIGROUP GLOBAL MARKETS
N/A
782925.60000000
USD
17020802.46000000
EGP
2023-05-17
-269036.80000000
N
N
N
Republica del Ecuador
5299003Y2U5XK0A35H71
REPUBLIC OF ECUADOR 2.500000% 07/31/2035
N/A
1826000.00000000
PA
USD
606734.22000000
0.047940801605
Long
DBT
NUSS
EC
N
2
2035-07-31
Fixed
2.50000000
N
N
N
N
N
N
TURKIYE SISE VE CAM FABRIKALARI ANONIM SIRKETI
789000KWOK751Q6R8875
TURKIYE SISE VE CAM FABRIKALARI AS 144A 6.950000% 03/14/2026
90016AAB6
500000.00000000
PA
USD
489920.00000000
0.038710784307
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
1780922.00000000
0.140718663069
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
423731.58000000
0.033480939332
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
29490000.00000000
PA
1275026.36000000
0.100745571539
Long
DBT
NUSS
CZ
N
2
2025-09-17
Fixed
2.40000000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2023-04-06
N/A
1.00000000
NC
37149.88000000
0.002935379228
N/A
DFE
XX
N
2
J.P. MORGAN SECURITIES
N/A
1933019.65000000
USD
1813219.00000000
EUR
2023-04-06
37149.88000000
N
N
N
VEDANTA RESOURCES FINANCE II PLC
8945002DGA3BBXO3N634
VEDANTA RESOURCES FINANCE II PLC 8.950000% 03/11/2025
G9T27HAD6
760000.00000000
PA
USD
469243.53000000
0.037077043349
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
-46198.78000000
-0.00365037354
N/A
DFE
EG
N
2
CITIGROUP GLOBAL MARKETS
N/A
130990.63000000
USD
2808439.10000000
EGP
2023-05-17
-46198.78000000
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
228877.90000000
0.018084673048
Long
DBT
NUSS
IN
Y
2
2024-01-21
Fixed
13.87500000
N
N
N
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/USD SETTLE 2023-06-21
N/A
1.00000000
NC
21186.26000000
0.001674021760
N/A
DFE
PA
N
2
BARCLAYS CAPITAL INC.
N/A
2138483.36000000
USD
9345600.00000000
PLN
2023-06-21
21186.26000000
N
N
N
Republica Del Paraguay
529900UXKJTJPCU0HK83
REPUBLIC OF PARAGUAY 2.739000% 01/29/2033
P75744AK1
874000.00000000
PA
USD
706951.46000000
0.055859416811
Long
DBT
NUSS
PY
N
2
2033-01-29
Fixed
2.73900000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA 9.850000% 06/28/2027
N/A
5060000000.00000000
PA
1005839.19000000
0.079475881638
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
433147.48000000
0.034224931972
Long
DBT
NUSS
DO
N
2
2049-06-05
Fixed
6.40000000
N
N
N
N
N
N
Republica Oriental del Uruguay
549300RDR012H2V82H43
REPUBLICA ORIENT URUGUAY 5.100000% 06/18/2050
760942BA9
170000.00000000
PA
USD
170048.64000000
0.013436308427
Long
DBT
NUSS
UY
N
2
2050-06-18
Fixed
5.10000000
N
N
N
N
N
N
MALAYSIAN RINGGIT
N/A
FX Forward Contract: MYR/USD SETTLE 2023-04-20
N/A
1.00000000
NC
41712.05000000
0.003295856814
N/A
DFE
MY
N
2
SCB SECURITIES
N/A
1874795.99000000
USD
8425830.00000000
MYR
2023-04-20
41712.05000000
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
279520.00000000
0.022086133306
Long
DBT
NUSS
ET
N
2
2024-12-11
Fixed
6.62500000
N
N
N
N
N
N
Federal Republic of Nigeria
549300GSBZD84TNEQ285
REPUBLIC OF NIGERIA 7.696000% 02/23/2038
N/A
1811000.00000000
PA
USD
1210870.82000000
0.095676353563
Long
DBT
NUSS
NG
N
2
2038-02-23
Fixed
7.69600000
N
N
N
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
FED REPUBLIC OF BRAZIL 3.875000% 06/12/2030
105756CC2
799000.00000000
PA
USD
715160.90000000
0.056508081615
Long
DBT
NUSS
BR
N
2
2030-06-12
Fixed
3.87500000
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
476541.19000000
0.037653664312
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/PEN SETTLE 2023-04-14
N/A
1.00000000
NC
USD
-26899.28000000
-0.00212543318
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES
N/A
11494180.38000000
PEN
3027493.12000000
USD
2023-04-14
-26899.28000000
N
N
N
Ukraine
6354001WLTJXOMEXPY07
GOVERNMENT OF UKRAINE 16.000000% 05/24/2023
N/A
39820000.00000000
PA
650977.03000000
0.051436625158
Long
DBT
NUSS
UA
N
2
2023-05-24
Fixed
16.00000000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA 4.500000% 03/15/2029
195325DP7
463000.00000000
PA
USD
407593.86000000
0.032205825440
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/CNY SETTLE 2023-06-12
N/A
1.00000000
NC
USD
-6914.57000000
-0.00054635129
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES
N/A
7820300.00000000
CNY
1139570.13000000
USD
2023-06-12
-6914.57000000
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVERNMENT BOND 2.750000% 02/17/2032
N/A
3000000.00000000
PA
432198.03000000
0.034149911654
Long
DBT
NUSS
CN
N
2
2032-02-17
Fixed
2.75000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT INTERNATIONAL BOND MTN 5.800000% 09/30/2027
N/A
685000.00000000
PA
USD
479280.80000000
0.037870133229
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
3409.40000000
0.000269392039
Long
DBT
NUSS
AR
N
2
2029-07-09
Fixed
0.50000000
N
N
N
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2023-06-21
N/A
1.00000000
NC
25769.72000000
0.002036181565
N/A
DFE
HU
N
2
GOLDMAN SACHS & CO
N/A
1629727.42000000
USD
593746530.00000000
HUF
2023-06-21
25769.72000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.885000% 08/15/2029
N/A
800000.00000000
PA
181475.57000000
0.014339201599
Long
DBT
NUSS
MY
N
2
2029-08-15
Fixed
3.88500000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2023-04-28
N/A
1.00000000
NC
7306.31000000
0.000577304438
N/A
DFE
XX
N
2
CITIGROUP GLOBAL MARKETS
N/A
726249.26000000
USD
674364.72000000
EUR
2023-04-28
7306.31000000
N
N
N
BROKER: GOLDMAN SACHS
N/A
BROKER: GOLDMAN SACHS PAY: JIBAR 3M FLOATING
N/A
11394420.00000000
NC
-10517.44000000
-0.00083103027
N/A
DIR
XX
N
2
BROKER: GOLDMAN SACHS
N/A
Y
2028-01-27
0.00000000
ZAR
0.00000000
ZAR
-11394420.00000000
ZAR
-10517.44000000
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 6.350000% 02/12/2048
71654QCL4
370000.00000000
PA
USD
227550.00000000
0.017979749692
Long
DBT
NUSS
MX
N
2
2048-02-12
Fixed
6.35000000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 2.124000% 07/16/2031
N/A
313000.00000000
PA
246685.20000000
0.019491707970
Long
DBT
NUSS
RO
N
2
2031-07-16
Fixed
2.12400000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-04-28
N/A
1.00000000
NC
USD
-5188.56000000
-0.00040997147
N/A
DFE
US
N
2
JP MORGAN
N/A
436738.10000000
EUR
469883.25000000
USD
2023-04-28
-5188.56000000
N
N
N
Government of Mongolia
N/A
MONGOLIA INTL BOND 5.125000% 04/07/2026
Y6142NAC2
781000.00000000
PA
USD
685327.50000000
0.054150810403
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
133963.61000000
0.010585067790
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2030-06-05
0.00000000
CLP
0.00000000
CLP
-830040908.00000000
CLP
133963.61000000
N
N
N
Sultanate of Oman
549300SZ20F0QTKNQC75
OMAN GOVERNMENT INTERNATIONAL BOND 144A 6.750000% 10/28/2027
68205LAD5
1094000.00000000
PA
USD
1141869.06000000
0.090224213931
Long
DBT
NUSS
OM
Y
2
2027-10-28
Fixed
6.75000000
N
N
N
N
N
N
Ukraine
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT VARIABLE RATE 08/01/2041
N/A
410000.00000000
PA
USD
108137.50000000
0.008544430597
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
171471.12000000
0.013548704974
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
365843.97000000
0.028906978716
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
6873666.00000000
PA
USD
2283947.65000000
0.180464983771
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
606150.16000000
0.047894652396
Long
DBT
NUSS
BR
N
2
2028-02-15
Fixed
5.33300000
N
N
N
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2023-06-21
N/A
1.00000000
NC
17357.71000000
0.001371510793
N/A
DFE
HU
N
2
GOLDMAN SACHS & CO
N/A
515238.57000000
USD
191016454.28000000
HUF
2023-06-21
17357.71000000
N
N
N
Government of Mongolia
N/A
MONGOLIA GOVERNMENT INTERNATIONAL BOND MTN 8.750000% 03/09/2024
Y6142NAA6
2651000.00000000
PA
USD
2651000.00000000
0.209467442031
Long
DBT
NUSS
MN
N
2
2024-03-09
Fixed
8.75000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/IDR SETTLE 2023-06-05
N/A
1.00000000
NC
USD
-52736.46000000
-0.00416694506
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES
N/A
50828443138.00000000
IDR
3347279.76000000
USD
2023-06-05
-52736.46000000
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 7.500000% 06/15/2035
N/A
12896000000.00000000
PA
895740.70000000
0.070776504395
Long
DBT
NUSS
ID
N
2
2035-06-15
Fixed
7.50000000
N
N
N
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT BOND 3.000000% 08/21/2030
N/A
57600000.00000000
PA
115468.12000000
0.009123655877
Long
DBT
NUSS
HU
N
2
2030-08-21
Fixed
3.00000000
N
N
N
N
N
N
Republic of Iraq
2549004N3P710UQ9X454
REPUBLIC OF IRAQ 01/15/2028 5.8%
N/A
671187.50000000
PA
USD
624096.99000000
0.049312712212
Long
DBT
NUSS
IQ
N
2
2028-01-15
Fixed
5.80000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/TRY SETTLE 2023-06-21
N/A
1.00000000
NC
USD
35088.39000000
0.002772491625
N/A
DFE
US
N
2
CITIGROUP GLOBAL MARKETS
N/A
14925673.40000000
TRY
720420.57000000
USD
2023-06-21
35088.39000000
N
N
N
Sultanate of Oman
549300SZ20F0QTKNQC75
OMAN GOV INTERNTL BOND 6.250000% 01/25/2031
N/A
1188000.00000000
PA
USD
1207723.18000000
0.095427644359
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
973533.00000000
PA
USD
291001.15000000
0.022993310644
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
57733000.00000000
PA
2883484.53000000
0.227837091149
Long
DBT
NUSS
MX
N
2
2026-03-05
Fixed
5.75000000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 7.50000% 10/18/2034
P6S32JS68
7650100000.00000000
PA
1173739.81000000
0.092742465338
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
250282.62000000
0.019775956316
Long
DBT
NUSS
DO
N
2
2048-02-15
Fixed
6.50000000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEX BONOS DESARR FIX RT 8.000000% 11/07/2047
N/A
40779000.00000000
PA
2009251.07000000
0.158759970589
Long
DBT
NUSS
MX
N
2
2047-11-07
Fixed
8.00000000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/HUF SETTLE 2023-04-13
N/A
1.00000000
NC
-44994.45000000
-0.00355521401
N/A
DFE
XX
N
2
J.P. MORGAN SECURITIES
N/A
366481148.00000000
HUF
919028.88000000
EUR
2023-04-13
-44994.45000000
N
N
N
ROMANIAN LEU
N/A
FX Forward Contract: RON/USD SETTLE 2023-05-15
N/A
1.00000000
NC
6242.46000000
0.000493244861
N/A
DFE
RO
N
2
J.P. MORGAN SECURITIES
N/A
2277445.90000000
USD
10407700.00000000
RON
2023-05-15
6242.46000000
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
455765.50000000
0.036012083534
Long
DBT
NUSS
PE
Y
2
2032-06-19
Fixed
4.75000000
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
3188571.42580000
PA
USD
2933485.71000000
0.231787909433
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
1643543.63000000
0.129863779721
Long
DBT
NUSS
KY
N
2
2028-01-06
Floating
0.00000000
N
N
N
N
N
N
Kingdom of Saudi Arabia
635400FMICXSM3SI3H65
SAUDI GOVERNMENT INTERNATIONAL BOND MTN 5.000000% 01/18/2053
80413TBE8
3287000.00000000
PA
USD
3054753.73000000
0.241369841515
Long
DBT
NUSS
SA
Y
2
2053-01-18
Fixed
5.00000000
N
N
N
N
N
N
Royaume du Maroc
529900F3MBW9XY5K1X07
KINGDOM OF MOROCCO 5.500000% 12/11/2042
N/A
400000.00000000
PA
USD
345308.80000000
0.027284402507
Long
DBT
NUSS
MA
N
2
2042-12-11
Fixed
5.50000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2023-05-03
N/A
1.00000000
NC
USD
-65954.81000000
-0.00521138639
N/A
DFE
US
N
2
CITIGROUP GLOBAL MARKETS
N/A
7965700.00000000
BRL
1497734.32000000
USD
2023-05-03
-65954.81000000
N
N
N
Federal Republic of Nigeria
549300GSBZD84TNEQ285
NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051
N/A
709000.00000000
PA
USD
467940.00000000
0.036974045576
Long
DBT
NUSS
NG
N
2
2051-09-28
Fixed
8.25000000
N
N
N
N
N
N
ROMANIAN LEU
N/A
FX Forward Contract: RON/USD SETTLE 2023-05-15
N/A
1.00000000
NC
-123.07000000
-0.00000972431
N/A
DFE
RO
N
2
J.P. MORGAN SECURITIES
N/A
6947.12000000
USD
31100.00000000
RON
2023-05-15
-123.07000000
N
N
N
BANCO NACIONAL DE PANAMA
529900H2Q7WMDKKIW109
BANCO NACIONAL DE PANAMA 144A 2.500000% 08/11/2030
059626AC5
228000.00000000
PA
USD
176904.12000000
0.013977990758
Long
DBT
NUSS
PA
Y
2
2030-08-11
Fixed
2.50000000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2023-04-28
N/A
1.00000000
NC
502.27000000
0.000039686613
N/A
DFE
XX
N
2
CITIGROUP GLOBAL MARKETS
N/A
91123.00000000
USD
84232.00000000
EUR
2023-04-28
502.27000000
N
N
N
EGYPTIAN POUND
N/A
FX Forward Contract: EGP/USD SETTLE 2023-06-21
N/A
1.00000000
NC
-105477.67000000
-0.00833426545
N/A
DFE
EG
N
2
CITIGROUP GLOBAL MARKETS
N/A
283712.73000000
USD
6109044.40000000
EGP
2023-06-21
-105477.67000000
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
BONOS DE TESORERIA 6.900000% 08/12/2037
N/A
1171000.00000000
PA
291429.85000000
0.023027184161
Long
DBT
NUSS
PE
N
2
2037-08-12
Fixed
6.90000000
N
N
N
N
N
N
Republic of Armenia
5299000H77JSW90G7935
REPUBLIC OF ARMENIA 3.600000% 02/02/2031
N/A
435000.00000000
PA
USD
334880.40000000
0.026460407685
Long
DBT
NUSS
AM
N
2
2031-02-02
Fixed
3.60000000
N
N
N
N
N
N
Gobierno De La Republica De Panama
549300SHS4T08CL0LP14
REPUBLIC OF PANAMA 9.375000% 04/01/2029
698299AK0
164000.00000000
PA
USD
200706.48000000
0.015858722355
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
2606000.00000000
PA
USD
2328250.96000000
0.183965587702
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
99199.50000000
0.007838198987
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
-280067.41000000
-0.02212938663
N/A
DFE
EG
N
2
CITIGROUP GLOBAL MARKETS
N/A
832283.50000000
USD
18290262.24000000
EGP
2023-05-17
-280067.41000000
N
N
N
Republique Gabonaise
213800XA7X746GRPXA35
REPUBLIC OF GABON 6.625000% 02/06/2031
N/A
210000.00000000
PA
USD
159789.00000000
0.012625648093
Long
DBT
NUSS
GA
N
2
2031-02-06
Fixed
6.62500000
N
N
N
N
N
N
ROMANIAN LEU
N/A
FX Forward Contract: KZT/USD SETTLE 2023-06-21
N/A
1.00000000
NC
13430.57000000
0.001061209786
N/A
DFE
RO
N
2
MERRILL LYNCH
N/A
1559776.31000000
USD
732159000.00000000
KZT
2023-06-21
13430.57000000
N
N
N
Republica Oriental del Uruguay
549300RDR012H2V82H43
REPUBLICA ORIENT URUGUAY 5.750000% 10/28/2034
760942BE1
2620174.00000000
PA
USD
2866373.38000000
0.226485062171
Long
DBT
NUSS
UY
N
2
2034-10-28
Fixed
5.75000000
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
1145000000.00000000
PA
1404366.88000000
0.110965348180
Long
DBT
NUSS
CL
Y
2
2030-09-01
Fixed
4.70000000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.502000% 05/31/2027
N/A
7036000.00000000
PA
1591356.94000000
0.125740274455
Long
DBT
NUSS
MY
N
2
2027-05-31
Fixed
3.50200000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY:7.14
N/A
5450882813.00000000
NC
70013.44000000
0.005532077021
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2027-01-31
0.00000000
COP
0.00000000
COP
-5450882813.00000000
COP
70013.44000000
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
NOTA DO TESOURO NACIONAL 10.000000% 01/01/2025
EK0169285
61096000.00000000
PA
11688313.63000000
0.923546268478
Long
DBT
NUSS
BR
N
2
2025-01-01
Fixed
10.00000000
N
N
N
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2023-04-17
N/A
1.00000000
NC
190764.67000000
0.015073175199
N/A
DFE
HU
N
2
J.P. MORGAN SECURITIES
N/A
1821810.97000000
USD
707409200.00000000
HUF
2023-04-17
190764.67000000
N
N
N
PHILLIPINE PESO
N/A
FX Forward Contract: PHP/USD SETTLE 2023-05-10
N/A
1.00000000
NC
16766.24000000
0.001324776086
N/A
DFE
PH
N
2
J.P. MORGAN SECURITIES
N/A
2305253.43000000
USD
125982100.00000000
PHP
2023-05-10
16766.24000000
N
N
N
Republique du Senegal
549300NP14ZLQGWIUZ97
REPUBLIC OF SENEGAL 6.750000% 03/13/2048
N/A
230000.00000000
PA
USD
159045.00000000
0.012566861304
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
612397.00000000
PA
USD
284667.44000000
0.022492855709
Long
DBT
NUSS
EC
N
2
2030-07-31
Fixed
5.50000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/INR SETTLE 2023-05-10
N/A
1.00000000
NC
USD
-11962.27000000
-0.00094519279
N/A
DFE
US
N
2
CITIGROUP GLOBAL MARKETS
N/A
81260207.00000000
INR
974811.71000000
USD
2023-05-10
-11962.27000000
N
N
N
Ukraine
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT 7.750000% 09/01/2026
N/A
1905000.00000000
PA
USD
343703.91000000
0.027157592924
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
304515.88000000
0.024061170291
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
70276097.00000000
PA
3453104.21000000
0.272845305898
Long
DBT
NUSS
ZA
N
2
2032-03-31
Fixed
8.25000000
N
N
N
N
N
N
Ceska republika
3157007EFDLQABN47912
CZECH REPUBLIC 1.950000% 07/30/2037
N/A
46700000.00000000
PA
1575475.85000000
0.124485438054
Long
DBT
NUSS
CZ
N
2
2037-07-30
Fixed
1.95000000
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
250570.49000000
0.019798702221
Long
DBT
NUSS
PG
Y
2
2028-10-04
Fixed
8.37500000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 8.750000% 01/31/2044
N/A
31982844.00000000
PA
1396032.89000000
0.110306842119
Long
DBT
NUSS
ZA
N
2
2044-01-31
Fixed
8.75000000
N
N
N
N
N
N
Kingdom of Saudi Arabia
635400FMICXSM3SI3H65
SAUDI GOVERNMENT INTERNATIONAL BOND MTN 2.250000% 02/02/2033
80413TAV1
2776000.00000000
PA
USD
2278207.68000000
0.180011442906
Long
DBT
NUSS
SA
Y
2
2033-02-02
Fixed
2.25000000
N
N
N
N
N
N
United States of America
N/A
US LONG BOND(CBT) JUN23 FINANCIAL COMMODITY FUTURE.
N/A
25.00000000
NC
USD
3278906.25000000
0.259081141021
N/A
DIR
US
N
1
GOLDMAN, SACHS & CO.
N/A
Long
U.S. Treasury Futures
US Long Bond (CBT) Jun 2023
2023-06-24
3130902.63000000
USD
148003.62000000
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2023-04-28
N/A
1.00000000
NC
-3124.25000000
-0.00024686105
N/A
DFE
KR
N
2
STATE STREET BANK
N/A
974533.85000000
USD
1263804731.00000000
KRW
2023-04-28
-3124.25000000
N
N
N
BRK: JP MORGAN SECURITIES PLC
N/A
BRK: JP MORGAN SECURITIES PLC PAY: 10.0455% FIXED
N/A
42232575.00000000
NC
372.97000000
0.000029470038
N/A
DIR
XX
N
2
BRK: JP MORGAN SECURITIES PLC
N/A
Y
2025-03-20
0.00000000
MXN
0.00000000
MXN
-42232575.00000000
MXN
372.97000000
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVERNMENT BOND 3.280000% 12/03/2027
N/A
23300000.00000000
PA
3491211.80000000
0.275856358104
Long
DBT
NUSS
CN
N
2
2027-12-03
Fixed
3.28000000
N
N
N
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2023-06-21
N/A
1.00000000
NC
19375.45000000
0.001530941512
N/A
DFE
HU
N
2
GOLDMAN SACHS & CO
N/A
513014.35000000
USD
190942400.50000000
HUF
2023-06-21
19375.45000000
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
GHANA GOVERNMENT INTERNATIONAL BOND 144A 10.750000% 10/14/2030
374422AD5
1055000.00000000
PA
USD
725578.36000000
0.057331212019
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
753788.71000000
0.059560238746
Long
DBT
NUSS
QA
Y
2
2029-03-14
Fixed
4.00000000
N
N
N
N
N
N
Government of the Republic of Korea
N/A
KOREA TREASURY BOND 3.125000% 09/10/2027
N/A
10654590000.00000000
PA
8139768.92000000
0.643159779101
Long
DBT
NUSS
KR
N
2
2027-09-10
Fixed
3.12500000
N
N
N
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2023-06-02
N/A
1.00000000
NC
298568.51000000
0.023591241818
N/A
DFE
BR
N
2
MORGAN STANLEY & CO, INC
N/A
8695051.06000000
USD
46095422.00000000
BRL
2023-06-02
298568.51000000
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2023-06-21
N/A
1.00000000
NC
14545.28000000
0.001149288040
N/A
DFE
HU
N
2
GOLDMAN SACHS & CO
N/A
376696.75000000
USD
140319541.14000000
HUF
2023-06-21
14545.28000000
N
N
N
Republique de Cote d'Ivoire
254900ICW11T82O6H590
Ivory Coast Government International Bond 6.625000% 03/22/2048
AR7769417
271000.00000000
PA
203155.05000000
0.016052194892
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 2023-04-05
N/A
1.00000000
NC
70253.95000000
0.005551080799
N/A
DFE
XX
N
2
J.P. MORGAN SECURITIES
N/A
4008750.03000000
USD
3754247.00000000
EUR
2023-04-05
70253.95000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 4.504000% 04/30/2029
N/A
4114000.00000000
PA
964814.12000000
0.076234306206
Long
DBT
NUSS
MY
N
2
2029-04-30
Fixed
4.50400000
N
N
N
N
N
N
Republique du Benin
635400Q11P6AE5A5Y230
BENIN INTL GOV BOND 4.950000% 01/22/2035
N/A
819000.00000000
PA
609514.03000000
0.048160446905
Long
DBT
NUSS
BJ
N
2
2035-01-22
Fixed
4.95000000
N
N
N
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/USD SETTLE 2023-05-15
N/A
1.00000000
NC
-21042.02000000
-0.00166262470
N/A
DFE
PA
N
2
J.P. MORGAN SECURITIES
N/A
8527642.33000000
USD
36726850.00000000
PLN
2023-05-15
-21042.02000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/HUF SETTLE 2023-06-21
N/A
1.00000000
NC
USD
-7652.74000000
-0.00060467743
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
292720000.00000000
HUF
808515.60000000
USD
2023-06-21
-7652.74000000
N
N
N
EXPORT-IMPORT BANK OF INDIA
335800OFZ8YEIVN1QI11
EXPORT-IMPORT BANK OF INDIA MTN 3.250000% 01/15/2030
30216KAE2
860000.00000000
PA
USD
754554.85000000
0.059620774915
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
190149.30000000
0.015024552046
Long
DBT
NUSS
UA
Y
2
2026-11-08
Fixed
7.62500000
Y
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
REPUBLIC OF GHANA 8.625000% 04/07/2034
N/A
2898000.00000000
PA
USD
992565.00000000
0.078427028140
Long
DBT
NUSS
GH
N
2
2034-04-07
Fixed
8.62500000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.582000% 07/15/2032
N/A
4421000.00000000
PA
976116.72000000
0.077127375504
Long
DBT
NUSS
MY
N
2
2032-07-15
Fixed
3.58200000
N
N
N
N
N
N
Government of Mongolia
N/A
MONGOLIA INTL BOND 8.650000% 01/19/2028
Y6142NAG3
208000.00000000
PA
USD
203840.00000000
0.016106315874
Long
DBT
NUSS
MN
N
2
2028-01-19
Fixed
8.65000000
N
N
N
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2023-04-03
N/A
1.00000000
NC
1585.79000000
0.000125300405
N/A
DFE
KR
N
2
STATE STREET BANK
N/A
969190.21000000
USD
1263804731.00000000
KRW
2023-04-03
1585.79000000
N
N
N
AYDEM YENILENEBILIR ENERJI ANONIM SIRKETI
9845009C50EDA74OA532
AYDEM YENILENEBILIR ENERJI AS 144A 7.750000% 02/02/2027
054644AA7
655000.00000000
PA
USD
552558.00000000
0.043660094618
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
1893833.66000000
0.149640321536
Long
DBT
NUSS
PL
N
2
2025-07-25
Fixed
3.25000000
N
N
N
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2023-06-21
N/A
1.00000000
NC
8320.01000000
0.000657401438
N/A
DFE
ZA
N
2
CITIGROUP GLOBAL MARKETS
N/A
390881.96000000
USD
7130000.00000000
ZAR
2023-06-21
8320.01000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 4.762000% 04/07/2037
N/A
1000000.00000000
PA
239469.41000000
0.018921555925
Long
DBT
NUSS
MY
N
2
2037-04-07
Fixed
4.76200000
N
N
N
N
N
N
the Hong Kong Special Administrative Region Government
549300DSMAD69T7GGN13
HONG KONG GOVERNMENT INTERNATIONAL BOND MTN 5.250000% 01/11/2053
Y3422VCX4
201000.00000000
PA
USD
222909.10000000
0.017613051294
Long
DBT
NUSS
HK
N
2
2053-01-11
Fixed
5.25000000
N
N
N
N
N
N
BANK LEUMI LE ISRAEL B.M.
7JDSZWRGUQY2DSTWCR57
BANK LEUMI LE-ISRAEL BM 144A 3.275000% 01/29/2031
06326BAA7
431000.00000000
PA
USD
374168.34000000
0.029564724658
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
Tierra Mojada Luxembourg II S.a r.l.
254900H2U8PBIY32VI94
FEL ENERGY VI SARL 144A 5.750000% 12/01/2040
30260LAA3
177502.57000000
PA
USD
146439.62000000
0.011570853494
Long
DBT
NUSS
MX
Y
2
2040-12-01
Fixed
5.75000000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA 4.125000% 02/22/2042
195325EA9
1266000.00000000
PA
USD
817417.08000000
0.064587802648
Long
DBT
NUSS
CO
N
2
2042-02-22
Fixed
4.12500000
N
N
N
N
N
N
THAILAND BAHT
N/A
FX Forward Contract: THB/USD SETTLE 2023-06-21
N/A
1.00000000
NC
77739.92000000
0.006142580983
N/A
DFE
TH
N
2
CITIGROUP GLOBAL MARKETS
N/A
3216566.86000000
USD
111711367.21000000
THB
2023-06-21
77739.92000000
N
N
N
Turkiye Cumhuriyeti
5493000PCHOG3B6S3Q85
REPUBLIC OF TURKEY 6.375000% 10/14/2025
900123CZ1
819000.00000000
PA
USD
788353.02000000
0.062291320451
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
509047.54000000
0.040222137335
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
543000.00000000
PA
USD
425440.50000000
0.033615968793
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/KRW SETTLE 2023-06-21
N/A
1.00000000
NC
USD
-3139.35000000
-0.00024805417
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
2176693764.00000000
KRW
1675024.06000000
USD
2023-06-21
-3139.35000000
N
N
N
BANCO MERCANTIL DEL NORTE S.A.
N/A
BANCO MERCANTIL DEL NORTE SA/GRAND CAYMAN 144A 5.875000% MATURITY: PERPETUAL
05973KAA5
417000.00000000
PA
USD
354450.00000000
0.028006689863
Long
DBT
NUSS
MX
Y
2
2172-01-24
Fixed
5.87500000
N
N
N
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
337500.00000000
0.026667394072
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
1164000.00000000
PA
730938.83000000
0.057754766880
Long
DBT
NUSS
RO
Y
2
2040-12-02
Fixed
2.62500000
N
N
N
N
N
N
MALAYSIAN RINGGIT
N/A
FX Forward Contract: MYR/USD SETTLE 2023-04-03
N/A
1.00000000
NC
-74.15000000
-0.00000585892
N/A
DFE
MY
N
2
SCB SECURITIES
N/A
34442.20000000
USD
151649.00000000
MYR
2023-04-03
-74.15000000
N
N
N
Petroleos de Venezuela, S.A.
549300YWR8TN1OFD4P06
PETROLEOS DE VENEZUELA S 5.50% 04/12/2037
N/A
1000000.00000000
PA
USD
37500.00000000
0.002963043785
Long
DBT
CORP
VE
N
2
2037-04-12
Fixed
5.50000000
Y
N
N
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVERNMENT INTERNATIONAL BOND 144A 1.250000% 10/26/2026
60367QAB9
559000.00000000
PA
USD
509601.17000000
0.040265882133
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
333327.60000000
0.026337713968
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
436696.00000000
0.034505316508
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 6.853000% 03/28/2054
698299BV5
678000.00000000
PA
USD
695174.25000000
0.054928846440
Long
DBT
NUSS
PA
N
2
2054-03-28
Fixed
6.85300000
N
N
N
N
N
N
Gobierno De La Republica De Panama
549300SHS4T08CL0LP14
REPUBLIC OF PANAMA 4.500000% 04/16/2050
698299BH6
735000.00000000
PA
USD
558518.62000000
0.044131070033
Long
DBT
NUSS
PA
N
2
2050-04-16
Fixed
4.50000000
N
N
N
N
N
N
BRK: JP CHASE
N/A
BRK: JP CHASE PAY:CL-CLICP 6M
N/A
5431540000.00000000
NC
164321.53000000
0.012983783689
N/A
DIR
XX
N
2
BRK: JP CHASE
N/A
Y
2025-01-31
0.00000000
CLP
0.00000000
CLP
-5431540000.00000000
CLP
164321.53000000
N
N
N
The State of Qatar
52990074F6OJOAXK4P65
STATE OF QATAR 4.817000% 03/14/2049
N/A
538000.00000000
PA
USD
526610.54000000
0.041609869015
Long
DBT
NUSS
QA
N
2
2049-03-14
Fixed
4.81700000
N
N
N
N
N
N
INDONESIA RUPIAH
N/A
FX Forward Contract: IDR/USD SETTLE 2023-06-21
N/A
1.00000000
NC
62764.26000000
0.004959286681
N/A
DFE
ID
N
2
GOLDMAN SACHS & CO
N/A
2371650.85000000
USD
36402468947.00000000
IDR
2023-06-21
62764.26000000
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT INTERNATIONAL BOND MTN 7.500000% 01/31/2027
N/A
472000.00000000
PA
USD
362475.23000000
0.028640799406
Long
DBT
NUSS
EG
N
2
2027-01-31
Fixed
7.50000000
N
N
N
N
N
N
URUGUAY PESO
N/A
FX Forward Contract: UYU/USD SETTLE 2023-08-10
N/A
1.00000000
NC
5424.57000000
0.000428619691
N/A
DFE
XX
N
2
J.P. MORGAN SECURITIES
N/A
464282.54000000
USD
18613087.00000000
UYU
2023-08-10
5424.57000000
N
N
N
SIERRACOL ENERGY ANDINA, LLC
N/A
SIERRACOL ENERGY ANDINA LLC 144A 6.000000% 06/15/2028
82653LAA9
1237000.00000000
PA
USD
953324.84000000
0.075326486480
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
1645653.19000000
0.130030465552
Long
DBT
NUSS
TH
N
2
2035-12-17
Fixed
1.58500000
N
N
N
N
N
N
Republica Oriental del Uruguay
549300RDR012H2V82H43
REPUBLICA ORIENT URUGUAY 8.500000% 03/15/2028
P80557BV5
61264000.00000000
PA
1460661.74000000
0.115413458449
Long
DBT
NUSS
UY
N
2
2028-03-15
Fixed
8.50000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/IDR SETTLE 2023-06-21
N/A
1.00000000
NC
USD
-21046.16000000
-0.00166295182
N/A
DFE
US
N
2
CITIGROUP GLOBAL MARKETS
N/A
10787710500.00000000
IDR
700381.98000000
USD
2023-06-21
-21046.16000000
N
N
N
Republica del Ecuador
5299003Y2U5XK0A35H71
REPUBLIC OF ECUADOR 5.500000% 07/31/2030
N/A
666000.00000000
PA
USD
309584.33000000
0.024461651338
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
2295699.32000000
0.181393536112
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
1638223.41000000
0.129443405193
Long
DBT
NUSS
ID
N
2
2035-10-12
Fixed
8.50000000
N
N
N
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2023-06-02
N/A
1.00000000
NC
28409.95000000
0.002244798021
N/A
DFE
BR
N
2
STANDARD BANK
N/A
792858.82000000
USD
4209287.50000000
BRL
2023-06-02
28409.95000000
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP
N/A
11902918.00000000
NC
-9569.47000000
-0.00075612689
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2024-01-01
0.00000000
BRL
0.00000000
BRL
-11902918.00000000
BRL
-9569.47000000
N
N
N
Gobierno de Chile
549300FLZTJM5YJF8D34
BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS 144 7.000000% 05/01/2034
N/A
525000000.00000000
PA
769684.36000000
0.060816225598
Long
DBT
NUSS
CL
Y
2
2034-05-01
Fixed
7.00000000
N
N
N
N
N
N
United States of America
N/A
US 2YR NOTE (CBT) JUN23 FINANCIAL COMMODITY FUTURE.
N/A
42.00000000
NC
USD
8671031.25000000
0.685137206982
N/A
DIR
US
N
1
GOLDMAN, SACHS & CO.
N/A
Long
U.S. Treasury Futures
US 2-YEAR NOTE (Globex) Jun 2023
2023-07-03
8688006.34000000
USD
-16975.09000000
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY 2.125000% 09/22/2031
N/A
1438000.00000000
PA
USD
1102554.86000000
0.087117822038
Long
DBT
NUSS
HU
N
2
2031-09-22
Fixed
2.12500000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 2.632000% 04/15/2031
N/A
6500000.00000000
PA
1341583.85000000
0.106004578396
Long
DBT
NUSS
MY
N
2
2031-04-15
Fixed
2.63200000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.757000% 05/22/2040
N/A
13110000.00000000
PA
2794959.42000000
0.220842323760
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
758907.68000000
0.059964711606
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
236289.95000000
0.018670332479
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
1730025.92000000
0.136697134707
Long
DBT
NUSS
CO
N
2
2032-06-30
Fixed
7.00000000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
REPUBLIC OF GHANA 10.750000% 10/14/2030
N/A
3054000.00000000
PA
USD
2100394.61000000
0.165961631917
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
200000.00000000
PA
USD
156969.02000000
0.012402828780
Long
DBT
NUSS
BR
N
2
2045-01-27
Fixed
5.00000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 7.300000% 04/20/2052
836205BE3
867000.00000000
PA
USD
752122.50000000
0.059428583994
Long
DBT
NUSS
ZA
N
2
2052-04-20
Fixed
7.30000000
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
219160.08000000
0.017316824350
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
595738.31000000
0.047071965264
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
43860000.00000000
PA
406181.05000000
0.032094192963
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
400050.00000000
0.031609751106
Long
DBT
NUSS
ZA
N
2
2027-09-27
Fixed
4.85000000
N
N
N
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT BOND 3.000000% 10/27/2027
N/A
580540000.00000000
PA
1260957.66000000
0.099633940230
Long
DBT
NUSS
HU
N
2
2027-10-27
Fixed
3.00000000
N
N
N
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2023-06-21
N/A
1.00000000
NC
15136.73000000
0.001196021167
N/A
DFE
ZA
N
2
CITIGROUP GLOBAL MARKETS
N/A
371747.65000000
USD
6910000.00000000
ZAR
2023-06-21
15136.73000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/TRY SETTLE 2023-06-21
N/A
1.00000000
NC
USD
1036.62000000
0.000081908011
N/A
DFE
US
N
2
CITIGROUP GLOBAL MARKETS
N/A
16464172.00000000
TRY
757011.01000000
USD
2023-06-21
1036.62000000
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
POLAND GOVERNMENT BOND 3.750000% 05/25/2027
N/A
3685000.00000000
PA
782189.48000000
0.061804311414
Long
DBT
NUSS
PL
N
2
2027-05-25
Fixed
3.75000000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
UNITED MEXICAN STATES 6.350000% 02/09/2035
91087BAV2
285000.00000000
PA
USD
302641.03000000
0.023913029953
Long
DBT
NUSS
MX
N
2
2035-02-09
Fixed
6.35000000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 5.248000% 09/15/2028
N/A
2667000.00000000
PA
650161.33000000
0.051372173030
Long
DBT
NUSS
MY
N
2
2028-09-15
Fixed
5.24800000
N
N
N
N
N
N
Republica de Guatemala
529900QKDFFU9UWW5315
REPUBLIC OF GUATEMALA 5.250000% 08/10/2029
P5015VAP1
1706000.00000000
PA
USD
1660735.32000000
0.131222172527
Long
DBT
NUSS
GT
N
2
2029-08-10
Fixed
5.25000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 144A 6.950000% 01/28/2060
71654QDA7
308000.00000000
PA
USD
199094.77000000
0.015731373894
Long
DBT
NUSS
MX
Y
2
2060-01-28
Fixed
6.95000000
N
N
N
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2023-05-03
N/A
1.00000000
NC
112928.50000000
0.008922989071
N/A
DFE
BR
N
2
MORGAN STANLEY & CO, INC
N/A
5990042.60000000
USD
31089579.00000000
BRL
2023-05-03
112928.50000000
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY 3.125000% 09/21/2051
N/A
892000.00000000
PA
USD
545907.57000000
0.043134614211
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
29897000.00000000
PA
979013.70000000
0.077356278933
Long
DBT
NUSS
TH
N
2
2032-06-25
Fixed
3.77500000
N
N
N
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT BOND 6.750000% 10/22/2028
N/A
268470000.00000000
PA
679573.92000000
0.053696194150
Long
DBT
NUSS
HU
N
2
2028-10-22
Fixed
6.75000000
N
N
N
N
N
N
Republique de Cote d'Ivoire
254900ICW11T82O6H590
IVORY COAST 5.875000% 10/17/2031
N/A
325000.00000000
PA
289362.04000000
0.022863797185
Long
DBT
NUSS
CI
N
2
2031-10-17
Fixed
5.87500000
N
N
N
N
N
N
ROMANIAN LEU
N/A
FX Forward Contract: RON/EUR SETTLE 2023-05-30
N/A
1.00000000
NC
6718.27000000
0.000530840751
N/A
DFE
RO
N
2
CITIGROUP GLOBAL MARKETS
N/A
4903918.84000000
EUR
24397977.00000000
RON
2023-05-30
6718.27000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 4.762000% 04/07/2037
N/A
1333000.00000000
PA
319212.72000000
0.025222433769
Long
DBT
NUSS
MY
N
2
2037-04-07
Fixed
4.76200000
N
N
N
N
N
N
PERUVIAN NEW SOL
N/A
FX Forward Contract: PEN/USD SETTLE 2023-06-21
N/A
1.00000000
NC
1030.69000000
0.000081439455
N/A
DFE
PE
N
2
STANDARD BANK
N/A
110116.06000000
USD
419927.58000000
PEN
2023-06-21
1030.69000000
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2023-04-05
N/A
1.00000000
NC
5590.89000000
0.000441761383
N/A
DFE
XX
N
2
J.P. MORGAN SECURITIES
N/A
245391.51000000
USD
231000.00000000
EUR
2023-04-05
5590.89000000
N
N
N
The State of Qatar
52990074F6OJOAXK4P65
QATAR GOVERNMENT INTERNATIONAL BOND 144A 4.400000% 04/16/2050
74727PBE0
1411000.00000000
PA
USD
1304300.18000000
0.103058627818
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
778515.50000000
0.061514013718
Long
DBT
NUSS
CN
N
2
2171-09-03
Fixed
3.37500000
N
N
N
N
N
N
Government of Bermuda
549300FP5PUZXX9FVJ40
GOVT OF BERMUDA 2.375000% 08/20/2030
G10367AE3
221000.00000000
PA
USD
188483.71000000
0.014892946283
Long
DBT
NUSS
BM
N
2
2030-08-20
Fixed
2.37500000
N
N
N
N
N
N
Kallpa Generacion S.A.
549300NG1PWEI5BZG095
KALLPA GENERACION SA 144A 4.125000% 08/16/2027
156830AA9
723000.00000000
PA
USD
670987.38000000
0.053017732977
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
713422.50000000
0.056370722807
Long
DBT
NUSS
CL
N
2
2029-11-06
Fixed
5.25000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PLN SETTLE 2023-05-15
N/A
1.00000000
NC
USD
-1452.27000000
-0.00011475038
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES
N/A
170000.00000000
PLN
37922.79000000
USD
2023-05-15
-1452.27000000
N
N
N
Republic of the Philippines
529900RAHBALMYIJ3T08
REPUBLIC OF PHILIPPINES 1.750000% 04/28/2041
N/A
402000.00000000
PA
275328.71000000
0.021754960619
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
1278000.00000000
PA
USD
1111199.54000000
0.087800877114
Long
DBT
NUSS
DO
N
2
2030-01-30
Fixed
4.50000000
N
N
N
N
N
N
Democratic Socialist Republic of Sri Lanka
254900HXCCIOHM74FA02
REPUBLIC OF SRI LANKA 7.850000% 03/14/2029
Y8137FAP3
1598000.00000000
PA
USD
559242.66000000
0.044188279692
Long
DBT
NUSS
LK
N
2
2029-03-14
Fixed
7.85000000
Y
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
220516.00000000
0.017423961692
Long
DBT
NUSS
CN
N
2
2023-07-23
Fixed
6.87500000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 7.000000% 06/30/2032
N/A
3621700000.00000000
PA
573923.25000000
0.045348259185
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
-51103.05000000
-0.00403788199
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2024-01-02
0.00000000
BRL
0.00000000
BRL
-4807975.00000000
BRL
-51103.05000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/KRW SETTLE 2023-06-21
N/A
1.00000000
NC
USD
527.14000000
0.000041651704
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
11223410000.00000000
KRW
8653428.32000000
USD
2023-06-21
527.14000000
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
UNITED MEXICAN STATES 3.500000% 02/12/2034
91087BAR1
203000.00000000
PA
USD
172105.39000000
0.013598821502
Long
DBT
NUSS
MX
N
2
2034-02-12
Fixed
3.50000000
N
N
N
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
REPUBLIC OF POLAND 5.750000% 11/16/2032
857524AE2
1031000.00000000
PA
USD
1095437.50000000
0.086555447389
Long
DBT
NUSS
PL
N
2
2032-11-16
Fixed
5.75000000
N
N
N
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
REPUBLIC OF POLAND 5.500000% 11/16/2027
857524AD4
774000.00000000
PA
USD
805884.16000000
0.063676534729
Long
DBT
NUSS
PL
N
2
2027-11-16
Fixed
5.50000000
N
N
N
N
N
N
Republica del Ecuador
5299003Y2U5XK0A35H71
ECUADOR GOVERNMENT INTERNATIONAL BOND 144A ZERO COUPON 07/31/2030
N/A
112225.00000000
PA
USD
33545.45000000
0.002650576991
Long
DBT
NUSS
EC
Y
2
2030-07-31
Fixed
0.00000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PHP SETTLE 2023-06-21
N/A
1.00000000
NC
USD
-44474.97000000
-0.00351416755
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
201772052.21000000
PHP
3671920.88000000
USD
2023-06-21
-44474.97000000
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 8.375000% 03/15/2034
N/A
30833000000.00000000
PA
2276310.05000000
0.179861502619
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
545040.80000000
0.043066126812
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
1709678.10000000
0.135089361864
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
189275.00000000
0.014955469668
Long
DBT
NUSS
BR
Y
2
2030-02-04
Fixed
4.62500000
N
N
N
N
N
N
Republica de El Salvador
529900AKDMUSFSDOM949
REPUBLIC OF EL SALVADOR 7.650000% 06/15/2035
P01012AN6
259000.00000000
PA
USD
121437.62000000
0.009595332941
Long
DBT
NUSS
SV
N
2
2035-06-15
Fixed
7.65000000
N
N
N
N
N
N
BRK: J.P. MORGAN CHASE
N/A
BRK: J.P. MORGAN CHASE PAY: 1-DAY BRL - CETIP
N/A
6669601.00000000
NC
-80951.21000000
-0.00639631945
N/A
DIR
XX
N
2
BRK: J.P. MORGAN CHASE
N/A
Y
2024-01-02
0.00000000
BRL
0.00000000
BRL
-6669601.00000000
BRL
-80951.21000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NGN SETTLE 2023-05-17
N/A
1.00000000
NC
USD
-32447.14000000
-0.00256379457
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
264721975.61000000
NGN
528756.57000000
USD
2023-05-17
-32447.14000000
N
N
N
State of Israel
213800T8ZHTFZIBYPE21
STATE OF ISRAEL 4.500000% 01/17/2033
46514BRA7
1164000.00000000
PA
USD
1158180.00000000
0.091513014715
Long
DBT
NUSS
IL
N
2
2033-01-17
Fixed
4.50000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 10.500000% 12/21/2026
N/A
155324494.00000000
PA
9310452.63000000
0.735660768223
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
6339000.00000000
PA
1218933.76000000
0.096313442743
Long
DBT
NUSS
PL
N
2
2029-10-25
Fixed
2.75000000
N
N
N
N
N
N
VEB FINANCE PUBLIC LIMITED COMPANY
635400KYY8E2NCZXJ191
VNESHECONOMBANK VIA VEB FINANCE PLC 144A 6.800000% 11/22/2025
91821XAD5
150000.00000000
PA
USD
8250.00000000
0.000651869632
Long
DBT
NUSS
RU
Y
2
2025-11-22
Fixed
6.80000000
N
N
N
N
N
N
BRK: GOLDMAN SACHS INTERNATIONAL
N/A
BRK: GOLDMAN SACHS INTERNATIONAL PAY: T BRAZIL CETIP DI INTERBANK
N/A
34609546.79000000
NC
-15540.43000000
-0.00122791932
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS INTERNATIONAL
N/A
Y
2025-01-02
0.00000000
BRL
0.00000000
BRL
-34609546.79000000
BRL
-15540.43000000
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT BOND 14.292000% 01/05/2028
N/A
19000000.00000000
PA
464926.30000000
0.036735919575
Long
DBT
NUSS
EG
N
2
2028-01-05
Fixed
14.29200000
N
N
N
N
N
N
Turkiye Cumhuriyeti
5493000PCHOG3B6S3Q85
TURKEY GOVERNMENT BOND 1.5% 06/18/2025
N/A
11317401.00000000
PA
2003404.84000000
0.158298033643
Long
DBT
USGA
TR
N
2
2025-06-18
Fixed
1.50000000
N
N
N
N
N
N
Republica de Guatemala
529900QKDFFU9UWW5315
REPUBLIC OF GUATEMALA 3.700000% 10/07/2033
P5015VAM8
700000.00000000
PA
USD
583733.27000000
0.046123393019
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
821075.48000000
0.064876869298
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
638242.65000000
0.050430424477
Long
DBT
NUSS
ID
Y
2
2048-05-21
Fixed
6.15000000
N
N
N
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVT INTL BOND 0.550000% 10/21/2025
Y15025AB8
626000.00000000
PA
USD
572262.18000000
0.045217010568
Long
DBT
NUSS
CN
N
2
2025-10-21
Fixed
0.55000000
N
N
N
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/EUR SETTLE 2023-05-10
N/A
1.00000000
NC
3428.99000000
0.000270939933
N/A
DFE
HU
N
2
J.P. MORGAN SECURITIES
N/A
184440.57000000
EUR
72292255.00000000
HUF
2023-05-10
3428.99000000
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 5.125000% 04/15/2027
N/A
19322000000.00000000
PA
1234097.80000000
0.097511621796
Long
DBT
NUSS
ID
N
2
2027-04-15
Fixed
5.12500000
N
N
N
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie B 6.000000% 08/15/2050
N/A
519000.00000000
PA
404184.98000000
0.031936474488
Long
DBT
NUSS
BR
N
2
2050-08-15
Fixed
6.00000000
N
N
N
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT BOND 2.250000% 04/20/2033
N/A
358650000.00000000
PA
612322.67000000
0.048382370193
Long
DBT
NUSS
HU
N
2
2033-04-20
Fixed
2.25000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2023-06-12
N/A
1.00000000
NC
USD
-177016.86000000
-0.01398689885
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES
N/A
28108396.17000000
BRL
5296575.43000000
USD
2023-06-12
-177016.86000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/KRW SETTLE 2023-05-22
N/A
1.00000000
NC
USD
1773.78000000
0.000140154341
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES
N/A
87605000.00000000
KRW
69196.08000000
USD
2023-05-22
1773.78000000
N
N
N
Republique du Senegal
549300NP14ZLQGWIUZ97
REPUBLIC OF SENEGAL 4.750000% 03/13/2028
N/A
181000.00000000
PA
164908.36000000
0.013030151768
Long
DBT
NUSS
SN
N
2
2028-03-13
Fixed
4.75000000
N
N
N
N
N
N
Bundesrepublik Deutschland
N/A
EURO-BUND FUTURE JUN23 FINANCIAL COMMODITY FUTURE.
N/A
-109.00000000
NC
-16086568.23000000
-1.27107216076
N/A
DIR
DE
N
1
GOLDMAN, SACHS & CO.
N/A
Short
Germany Govt. Bond Futures
Euro-Bund Future Jun 2023
2023-06-11
-15123866.21000000
EUR
-962702.02000000
N
N
N
Republic of Lebanon
529900QPC4K9S1KHL354
LEBANESE REPUBLIC 8.250000% 05/17/2034
N/A
7412000.00000000
PA
USD
458654.56000000
0.036240361169
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
84480000.00000000
PA
3059183.95000000
0.241719893138
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
1089000.00000000
PA
USD
888664.10000000
0.070217350378
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/EGP SETTLE 2023-05-17
N/A
1.00000000
NC
USD
99936.03000000
0.007896395537
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
162408019.00000000
EGP
5003327.76000000
USD
2023-05-17
99936.03000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.582000% 07/15/2032
N/A
2900000.00000000
PA
640293.71000000
0.050592487960
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
322674.30000000
0.025495948785
Long
DBT
NUSS
AO
N
2
2029-11-26
Fixed
8.00000000
N
N
N
N
N
N
Republic of the Philippines
529900RAHBALMYIJ3T08
REPUBLIC OF PHILIPPINES 5.500000% 01/17/2048
718286CX3
565000.00000000
PA
USD
575046.67000000
0.045437025655
Long
DBT
NUSS
PH
N
2
2048-01-17
Fixed
5.50000000
N
N
N
N
N
N
United States of America
N/A
US 10YR NOTE (CBT)JUN23 FINANCIAL COMMODITY FUTURE.
N/A
-34.00000000
NC
USD
-3907343.75000000
-0.30873681646
N/A
DIR
US
N
1
GOLDMAN, SACHS & CO.
N/A
Short
U.S. Treasury Futures
US 10 Year Treasury Note Future (consolidated) Jun 2023
2023-06-24
-3823087.67000000
USD
-84256.08000000
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/EUR SETTLE 2023-06-21
N/A
1.00000000
NC
705.02000000
0.000055706803
N/A
DFE
PA
N
2
MORGAN STANLEY & CO, INC
N/A
189101.73000000
EUR
895891.00000000
PLN
2023-06-21
705.02000000
N
N
N
BRK: BNP PARIBAS
N/A
BRK: BNP PARIBAS PAY: 2.175% FIXED
N/A
35000000.00000000
NC
9960.80000000
0.000787047641
N/A
DIR
XX
N
2
BRK: BNP PARIBAS
N/A
Y
2028-01-12
0.00000000
THB
0.00000000
THB
-35000000.00000000
THB
9960.80000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/MYR SETTLE 2023-06-21
N/A
1.00000000
NC
USD
-103.18000000
-0.00000815271
N/A
DFE
US
N
2
CITIGROUP GLOBAL MARKETS
N/A
151649.00000000
MYR
34630.97000000
USD
2023-06-21
-103.18000000
N
N
N
Gobierno de Chile
549300FLZTJM5YJF8D34
REPUBLIC OF CHILE 1.875000% 05/27/2030
N/A
230000.00000000
PA
217348.41000000
0.017173676149
Long
DBT
NUSS
CL
N
2
2030-05-27
Fixed
1.87500000
N
N
N
N
N
N
Republic of the Philippines
529900RAHBALMYIJ3T08
REPUBLIC OF PHILIPPINES 2.650000% 12/10/2045
718286CL9
884000.00000000
PA
USD
604601.03000000
0.047772248662
Long
DBT
NUSS
PH
N
2
2045-12-10
Fixed
2.65000000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
REPUBLIC OF GHANA 8.750000% 03/11/2061
N/A
693000.00000000
PA
USD
232155.00000000
0.018343611469
Long
DBT
NUSS
GH
N
2
2061-03-11
Fixed
8.75000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PHP SETTLE 2023-05-23
N/A
1.00000000
NC
USD
-823.92000000
-0.00006510162
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES
N/A
2887000.00000000
PHP
52373.78000000
USD
2023-05-23
-823.92000000
N
N
N
United States of America
N/A
US 5YR NOTE (CBT) JUN23 FINANCIAL COMMODITY FUTURE.
N/A
193.00000000
NC
USD
21135007.81000000
1.669972094784
N/A
DIR
US
N
1
GOLDMAN, SACHS & CO.
N/A
Long
U.S. Treasury Futures
US 5-Year Note (consolidated) Jun 2023
2023-07-03
20809564.44000000
USD
325443.37000000
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 7.50000% 10/18/2034
P6S32JS68
11845700000.00000000
PA
1817462.48000000
0.143605890861
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
148319.44000000
0.011719386533
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/COP SETTLE 2023-06-21
N/A
1.00000000
NC
USD
-16210.19000000
-0.00128084007
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
1528410592.50000000
COP
306885.11000000
USD
2023-06-21
-16210.19000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.900000% 11/30/2026
N/A
3285000.00000000
PA
754917.29000000
0.059649412931
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
118218.05000000
0.009340940224
Long
DBT
NUSS
BJ
N
2
2052-01-19
Fixed
6.87500000
N
N
N
N
N
N
Fondo MIVIVIENDA S.A.
549300X41PNOK11PZ670
FONDO MIVIVIENDA SA 144A 7.000000% 02/14/2024
344593AE8
3704000.00000000
PA
970255.86000000
0.076664282576
Long
DBT
NUSS
PE
Y
2
2024-02-14
Fixed
7.00000000
N
N
N
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY 3.125000% 09/21/2051
N/A
1436000.00000000
PA
USD
878837.74000000
0.069440925446
Long
DBT
NUSS
HU
N
2
2051-09-21
Fixed
3.12500000
N
N
N
N
N
N
Republica Del Paraguay
529900UXKJTJPCU0HK83
REPUBLIC OF PARAGUAY 4.950000% 04/28/2031
P75744AJ4
440000.00000000
PA
USD
426188.31000000
0.033675056627
Long
DBT
NUSS
PY
N
2
2031-04-28
Fixed
4.95000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZMW SETTLE 2023-09-20
N/A
1.00000000
NC
USD
42170.42000000
0.003332074691
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
53000000.00000000
ZMW
2459396.75000000
USD
2023-09-20
42170.42000000
N
N
N
BRK:BNP PARIBAS
N/A
BRK:BNP PARIBAS PAY: 1D OVERNIGHT BRAZIL INTERBANK DEPOSIT (CETIP)
N/A
3877619.00000000
NC
28874.08000000
0.002281471021
N/A
DIR
XX
N
2
BRK:BNP PARIBAS
N/A
Y
2027-01-04
0.00000000
BRL
0.00000000
BRL
-3877619.00000000
BRL
28874.08000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 4.065000% 06/15/2050
N/A
1019000.00000000
PA
217150.34000000
0.017158025747
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
217210.00000000
0.017162739752
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
512700.42000000
0.040510767825
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
5331000000.00000000
PA
353041.65000000
0.027895409791
Long
DBT
NUSS
ID
N
2
2031-02-15
Fixed
6.50000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PEN SETTLE 2023-06-21
N/A
1.00000000
NC
USD
-683.29000000
-0.00005398981
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
1327142.07000000
PEN
350585.67000000
USD
2023-06-21
-683.29000000
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 8.750000% 05/15/2031
N/A
11951000000.00000000
PA
895537.94000000
0.070760483415
Long
DBT
NUSS
ID
N
2
2031-05-15
Fixed
8.75000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
TREASURY BILL 0.000000% 05/18/2023
912796W47
5769400.00000000
PA
USD
5735649.01000000
0.453199444177
Long
DBT
UST
US
N
2
2023-05-18
None
0.00000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/IDR SETTLE 2023-04-05
N/A
1.00000000
NC
USD
-53810.40000000
-0.00425180190
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES
N/A
50828443138.00000000
IDR
3336294.27000000
USD
2023-04-05
-53810.40000000
N
N
N
Government of Mongolia
N/A
MONGOLIA INTL BOND 3.500000% 07/07/2027
Y6142NAF5
244000.00000000
PA
USD
192760.00000000
0.015230835204
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
439200.74000000
0.034703227290
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
2091899.78000000
0.165290417164
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
416335.09000000
0.032896509366
Long
DBT
NUSS
RO
N
2
2032-02-25
Fixed
6.70000000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 7%
N/A
264995633.00000000
NC
-97987.80000000
-0.00774245711
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2027-06-27
0.00000000
INR
0.00000000
INR
-264995633.00000000
INR
-97987.80000000
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
509586.97000000
0.040264760127
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
1389000.00000000
PA
908570.16000000
0.071790217774
Long
DBT
NUSS
RS
N
2
2036-09-23
Fixed
2.05000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/TWD SETTLE 2023-06-21
N/A
1.00000000
NC
USD
-79.47000000
-0.00000627928
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
42518202.00000000
TWD
1405755.58000000
USD
2023-06-21
-79.47000000
N
N
N
Qatar Energy
254900QTESJKJ3P87J26
QATARENERGY 144A 3.125000% 07/12/2041
74730DAE3
292000.00000000
PA
USD
227760.00000000
0.017996342737
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
139500.00000000
0.011022522883
Long
DBT
NUSS
LB
N
2
2024-04-22
Fixed
6.65000000
Y
N
N
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 2.750000% 06/17/2052
N/A
1861000.00000000
PA
50962.15000000
0.004026748849
Long
DBT
NUSS
TH
N
2
2052-06-17
Fixed
2.75000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/KRW SETTLE 2023-06-21
N/A
1.00000000
NC
USD
-2561.45000000
-0.00020239169
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
1473590579.00000000
KRW
1133531.21000000
USD
2023-06-21
-2561.45000000
N
N
N
SHARJAH SUKUK PROGRAMME LIMITED
549300N3BQ9P6RRMVV02
SHARJAH SUKUK PROGRAM LTD MTN 3.854000% 04/03/2026
N/A
359000.00000000
PA
USD
343364.83000000
0.027130800687
Long
DBT
NUSS
AE
N
2
2026-04-03
Fixed
3.85400000
N
N
N
N
N
N
CHINESE YUAN RENMINBI
N/A
FX Forward Contract: CNY/USD SETTLE 2023-06-05
N/A
1.00000000
NC
41107.10000000
0.003248056992
N/A
DFE
CN
N
2
J.P. MORGAN SECURITIES
N/A
10998233.71000000
USD
75343400.00000000
CNY
2023-06-05
41107.10000000
N
N
N
BRK: J.P. MORGAN CHASE
N/A
BRK: J.P. MORGAN CHASE PAY:8.37
N/A
11102749344.00000000
NC
74393.15000000
0.005878137621
N/A
DIR
XX
N
2
BRK: J.P. MORGAN CHASE
N/A
Y
2024-04-13
0.00000000
COP
0.00000000
COP
-11102749344.00000000
COP
74393.15000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/HUF SETTLE 2023-06-21
N/A
1.00000000
NC
USD
-4663.52000000
-0.00036848570
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
165590000.00000000
HUF
457038.16000000
USD
2023-06-21
-4663.52000000
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND 144A 7.625000% 01/17/2053
77586RAS9
624000.00000000
PA
USD
667268.16000000
0.052723860665
Long
DBT
NUSS
RO
Y
2
2053-01-17
Fixed
7.62500000
N
N
N
N
N
N
Gobierno de Chile
549300FLZTJM5YJF8D34
BONOS TESORERIA PESOS 5.000000% 03/01/2035
N/A
75000000.00000000
PA
94024.83000000
0.007429325019
Long
DBT
NUSS
CL
N
2
2035-03-01
Fixed
5.00000000
N
N
N
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
617146.55000000
0.048763526664
Long
DBT
NUSS
ID
Y
2
2023-11-15
Fixed
5.71000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/IDR SETTLE 2023-04-28
N/A
1.00000000
NC
USD
-294166.46000000
-0.02324341603
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES
N/A
162941550033.00000000
IDR
10597824.39000000
USD
2023-04-28
-294166.46000000
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
-269409.88000000
-0.02128728722
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
-269409.88000000
N
N
N
Gobierno De La Republica De Panama
549300SHS4T08CL0LP14
REPUBLIC OF PANAMA 6.400000% 02/14/2035
698299BT0
5100000.00000000
PA
USD
5311308.40000000
0.419670382643
Long
DBT
NUSS
PA
N
2
2035-02-14
Fixed
6.40000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT INTERNATIONAL BOND MTN 7.052900% 01/15/2032
03846JX21
1152000.00000000
PA
USD
717120.00000000
0.056662878924
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
1625000.00000000
PA
USD
1555840.00000000
0.122933921165
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
180453.85000000
0.014258470903
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
659178.40000000
0.052084652316
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
165034.17000000
0.013040092583
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
468184.38000000
0.036993355140
Long
DBT
NUSS
UZ
Y
2
2028-11-16
Fixed
4.75000000
N
N
N
N
N
N
INDIA RUPEE
N/A
FX Forward Contract: INR/USD SETTLE 2023-06-21
N/A
1.00000000
NC
29805.96000000
0.002355103054
N/A
DFE
IN
N
2
CITIGROUP GLOBAL MARKETS
N/A
6104514.50000000
USD
506400000.00000000
INR
2023-06-21
29805.96000000
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 7.125000% 06/15/2042
N/A
19250000000.00000000
PA
1297284.00000000
0.102504247856
Long
DBT
NUSS
ID
N
2
2042-06-15
Fixed
7.12500000
N
N
N
N
N
N
Ceska republika
3157007EFDLQABN47912
CZECH REPUBLIC 1.500000% 04/24/2040
N/A
27480000.00000000
PA
797354.79000000
0.063002590815
Long
DBT
NUSS
CZ
N
2
2040-04-24
Fixed
1.50000000
N
N
N
N
N
N
Islamic Republic of Pakistan
529900LOP29R5WKHOD86
PAKISTAN GOVERNMENT INTERNATIONAL BOND MTN 6.000000% 04/08/2026
695847AS2
2351000.00000000
PA
USD
852237.50000000
0.067339120757
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
5285000.00000000
PA
USD
5378544.50000000
0.424983009531
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
892270.39000000
0.070502299582
Long
DBT
NUSS
PE
N
2
2034-08-12
Fixed
5.40000000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEX BONOS DESARR FIX RT 7.750000% 05/29/2031
N/A
129851600.00000000
PA
6745005.30000000
0.532953227717
Long
DBT
NUSS
MX
N
2
2031-05-29
Fixed
7.75000000
N
N
N
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY 6.750000% 09/25/2052
N/A
242000.00000000
PA
USD
250107.00000000
0.019762079790
Long
DBT
NUSS
HU
N
2
2052-09-25
Fixed
6.75000000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 5.248000% 09/15/2028
N/A
950000.00000000
PA
231591.03000000
0.018299049661
Long
DBT
NUSS
MY
N
2
2028-09-15
Fixed
5.24800000
N
N
N
N
N
N
Telecomunicaciones Digitales, S.A
5299008Q5GONPYNF9J32
TELECOMUNICACIONES DIGITALES SA 144A 4.500000% 01/30/2030
12686LAA7
208000.00000000
PA
USD
172036.80000000
0.013593401897
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
1395000.00000000
PA
USD
1156344.07000000
0.091367949623
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
872000.00000000
PA
USD
775033.60000000
0.061238893127
Long
DBT
NUSS
JO
N
2
2030-07-07
Fixed
5.85000000
N
N
N
N
N
N
Royaume du Maroc
529900F3MBW9XY5K1X07
KINGDOM OF MOROCCO 6.500000% 09/08/2033
N/A
780000.00000000
PA
USD
803765.04000000
0.063509093520
Long
DBT
NUSS
MA
N
2
2033-09-08
Fixed
6.50000000
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
47496.00000000
0.003752872737
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
92000.00000000
PA
USD
59593.00000000
0.004708711155
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
383529.74000000
0.030304411007
Long
DBT
NUSS
CO
Y
2
2027-11-08
Fixed
8.37500000
N
N
N
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
REPUBLIC OF POLAND 5.750000% 11/16/2032
857524AE2
2570000.00000000
PA
USD
2730625.00000000
0.215758971669
Long
DBT
NUSS
PL
N
2
2032-11-16
Fixed
5.75000000
N
N
N
N
N
N
ALPEK, S.A.B. DE C.V.
549300PWKJTP62D4IQ66
ALPEK SAB DE CV 144A 4.250000% 09/18/2029
020564AD2
653000.00000000
PA
USD
587750.04000000
0.046440776096
Long
DBT
NUSS
MX
Y
2
2029-09-18
Fixed
4.25000000
N
N
N
N
N
N
Corporacion Nacional del Cobre de Chile
549300UVMBCBCIPSUI70
CORP NACIONAL DEL COBRE DE CHILE 144A 5.125000% 02/02/2033
21987BBF4
2179000.00000000
PA
USD
2195796.78000000
0.173499786769
Long
DBT
NUSS
CL
Y
2
2033-02-02
Fixed
5.12500000
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
218512.00000000
0.017265616632
Long
DBT
NUSS
CN
N
2
2172-03-11
Fixed
4.10000000
N
N
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
REPUBLIC OF PERU 6.350000% 08/12/2028
P78024AC3
6332000.00000000
PA
1641774.42000000
0.129723986476
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
4660000.00000000
PA
USD
3777471.40000000
0.298475017542
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
284752.20000000
0.022499552978
Long
DBT
NUSS
ZA
N
2
2047-09-27
Fixed
5.65000000
N
N
N
N
N
N
Republique de Cote d'Ivoire
254900ICW11T82O6H590
IVORY COAST 5.250000% 03/22/2030
N/A
243000.00000000
PA
215963.04000000
0.017064211830
Long
DBT
NUSS
CI
N
2
2030-03-22
Fixed
5.25000000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.733000% 06/15/2028
N/A
6822000.00000000
PA
1547992.23000000
0.122313833535
Long
DBT
NUSS
MY
N
2
2028-06-15
Fixed
3.73300000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/KRW SETTLE 2023-06-21
N/A
1.00000000
NC
USD
-2308.99000000
-0.00018244369
N/A
DFE
US
N
2
CITIGROUP GLOBAL MARKETS
N/A
207545370.00000000
KRW
157702.06000000
USD
2023-06-21
-2308.99000000
N
N
N
GHANA CEDI
N/A
FX Forward Contract: GHS/USD SETTLE 2023-09-20
N/A
1.00000000
NC
1227.98000000
0.000097028226
N/A
DFE
GH
N
2
STANDARD BANK
N/A
432788.92000000
USD
5392550.00000000
GHS
2023-09-20
1227.98000000
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2023-06-21
N/A
1.00000000
NC
40144.33000000
0.003171984201
N/A
DFE
HU
N
2
GOLDMAN SACHS & CO
N/A
1023044.98000000
USD
381314440.80000000
HUF
2023-06-21
40144.33000000
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2023-05-03
N/A
1.00000000
NC
4227.66000000
0.000334046445
N/A
DFE
BR
N
2
MORGAN STANLEY & CO, INC
N/A
257770.41000000
USD
1334663.00000000
BRL
2023-05-03
4227.66000000
N
N
N
Empresa de los Ferrocarriles del Estado
8755006LY8XNRFOGWN86
EMPRESA DE LOS FERROCARRILES DEL ESTADO 3.068000% 08/18/2050
P3742RAW0
250000.00000000
PA
USD
155589.33000000
0.012293813263
Long
DBT
NUSS
CL
N
2
2050-08-18
Fixed
3.06800000
N
N
N
N
N
N
CHINESE YUAN RENMINBI
N/A
FX Forward Contract: CNY/USD SETTLE 2023-06-21
N/A
1.00000000
NC
68047.63000000
0.005376749525
N/A
DFE
CN
N
2
CITIGROUP GLOBAL MARKETS
N/A
5821806.95000000
USD
40146016.40000000
CNY
2023-06-21
68047.63000000
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 5.650000% 09/27/2047
836205AX2
560000.00000000
PA
USD
413112.00000000
0.032641838518
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
28736000000.00000000
PA
1995968.12000000
0.157710424923
Long
DBT
CORP
US
Y
2
2035-06-15
Fixed
7.50000000
N
N
N
N
N
N
Republica de Guatemala
529900QKDFFU9UWW5315
REPUBLIC OF GUATEMALA 5.375000% 04/24/2032
P5015VAK2
540000.00000000
PA
USD
523103.04000000
0.041332725653
Long
DBT
NUSS
GT
N
2
2032-04-24
Fixed
5.37500000
N
N
N
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2023-05-15
N/A
1.00000000
NC
1134.62000000
0.000089651433
N/A
DFE
MX
N
2
J.P. MORGAN SECURITIES
N/A
88821.01000000
USD
1637000.00000000
MXN
2023-05-15
1134.62000000
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
BONOS DE TESORERIA 6.150000% 08/12/2032
N/A
3272000.00000000
PA
794639.07000000
0.062788009555
Long
DBT
NUSS
PE
N
2
2032-08-12
Fixed
6.15000000
N
N
N
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT INTERNATIONAL BOND 144A 3.125000% 09/21/2051
445545AN6
299000.00000000
PA
USD
182989.20000000
0.014458800318
Long
DBT
NUSS
HU
Y
2
2051-09-21
Fixed
3.12500000
N
N
N
N
N
N
Kingdom of Saudi Arabia
635400FMICXSM3SI3H65
SAUDI GOVERNMENT INTERNATIONAL BOND MTN 4.750000% 01/18/2028
80413TBC2
1692000.00000000
PA
USD
1711221.12000000
0.135211282820
Long
DBT
NUSS
SA
Y
2
2028-01-18
Fixed
4.75000000
N
N
N
N
N
N
INDONESIA RUPIAH
N/A
FX Forward Contract: IDR/USD SETTLE 2023-06-21
N/A
1.00000000
NC
74464.37000000
0.005883765034
N/A
DFE
ID
N
2
GOLDMAN SACHS & CO
N/A
2913138.40000000
USD
44674433873.00000000
IDR
2023-06-21
74464.37000000
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
REPUBLIC OF PERU 3.750000% 03/01/2030
JK2053607
200000.00000000
PA
206707.73000000
0.016332908129
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
68366000.00000000
PA
12288243.25000000
0.970949408010
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
1084519.66000000
0.085692779710
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
437102.75000000
0.034537455657
Long
DBT
NUSS
RO
N
2
2034-10-11
Fixed
4.75000000
N
N
N
N
N
N
The State of Qatar
52990074F6OJOAXK4P65
QATAR GOVERNMENT INTERNATIONAL BOND 144A 4.817000% 03/14/2049
74727PBB6
1634000.00000000
PA
USD
1599408.22000000
0.126376442326
Long
DBT
NUSS
QA
Y
2
2049-03-14
Fixed
4.81700000
N
N
N
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/EUR SETTLE 2023-05-10
N/A
1.00000000
NC
3740.60000000
0.000295561642
N/A
DFE
HU
N
2
J.P. MORGAN SECURITIES
N/A
1637107.82000000
EUR
632219934.00000000
HUF
2023-05-10
3740.60000000
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA 3.875000% 02/15/2061
195325DX0
1035000.00000000
PA
USD
595308.73000000
0.047038022215
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
1570000.00000000
PA
USD
1079770.64000000
0.085317538265
Long
DBT
NUSS
GH
N
2
2030-10-14
Fixed
10.75000000
N
N
N
N
N
N
ROMANIAN LEU
N/A
FX Forward Contract: RON/EUR SETTLE 2023-04-06
N/A
1.00000000
NC
-2925.92000000
-0.00023119010
N/A
DFE
RO
N
2
CITIGROUP GLOBAL MARKETS
N/A
3472167.56000000
EUR
17167178.00000000
RON
2023-04-06
-2925.92000000
N
N
N
N/A
N/A
REPUBLIC OF TURKEY 9.375000% 03/14/2029
N/A
758000.00000000
PA
USD
771355.96000000
0.060948306237
Long
DBT
NUSS
TR
N
2
2029-03-14
Fixed
9.37500000
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
223157.00000000
0.017632638989
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
560599.00000000
0.044295450220
Long
DBT
NUSS
PE
N
2
2032-06-19
Fixed
4.75000000
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
56283.89000000
0.004447243480
Long
DBT
CORP
BR
Y
2
2023-07-24
Fixed
5.47700000
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
126327.50000000
0.009981704369
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
588078.40000000
0.046466721298
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
354118.10000000
0.027980464950
Long
DBT
NUSS
AE
N
2
2050-09-09
Fixed
3.90000000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.899000% 11/16/2027
N/A
582000.00000000
PA
133867.25000000
0.010577453952
Long
DBT
NUSS
MY
N
2
2027-11-16
Fixed
3.89900000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2023-06-02
N/A
1.00000000
NC
USD
-15922.12000000
-0.00125807836
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
3180000.00000000
BRL
604523.66000000
USD
2023-06-02
-15922.12000000
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 2.875000% 05/26/2028
N/A
261000.00000000
PA
249140.83000000
0.019685738349
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
305000.00000000
PA
USD
207400.00000000
0.016387607498
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
664859.91000000
0.052533573993
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
302499.81000000
0.023901871526
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
827750.36000000
0.065404281610
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
10598000.00000000
PA
2659273.25000000
0.210121148751
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
464150.09000000
0.036674587729
Long
DBT
NUSS
KW
Y
2
2171-05-27
Fixed
4.50000000
N
N
N
N
N
N
Democratic Socialist Republic of Sri Lanka
254900HXCCIOHM74FA02
REPUBLIC OF SRI LANKA 5.750000% 04/18/2023
Y8137FAK4
434000.00000000
PA
USD
153017.22000000
0.012090579275
Long
DBT
NUSS
LK
N
2
2023-04-18
Fixed
5.75000000
Y
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2023-04-28
N/A
1.00000000
NC
1591.64000000
0.000125762640
N/A
DFE
XX
N
2
CITIGROUP GLOBAL MARKETS
N/A
56773.47000000
USD
53655.61000000
EUR
2023-04-28
1591.64000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2023-06-02
N/A
1.00000000
NC
USD
-37959.68000000
-0.00299936517
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
4880000.00000000
BRL
914170.96000000
USD
2023-06-02
-37959.68000000
N
N
N
N/A
N/A
KOREA 3YR BND FUT JUN23 FINANCIAL COMMODITY FUTURE.
N/A
132.00000000
NC
10634220.53000000
0.840257628221
N/A
DIR
KR
N
1
GOLDMAN, SACHS & CO.
N/A
Long
Korea Govt. Bond Futures
KOREA 3YR BND FUT Jun 2023
2023-06-23
10516722.14000000
KRW
117498.39000000
N
N
N
Romania
315700IASY927EDWBK92
ROMANIA 4.000000% 02/14/2051
N/A
1226000.00000000
PA
USD
855135.00000000
0.067568065274
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
1744000.00000000
PA
USD
1490875.84000000
0.117800810483
Long
DBT
NUSS
UZ
Y
2
2026-05-04
Fixed
4.85000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT BOND 14.556000% 10/13/2027
N/A
11537000.00000000
PA
286294.35000000
0.022621405191
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
90294000.00000000
PA
4772890.03000000
0.377127523832
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
453479.69000000
0.035831471398
Long
DBT
NUSS
GT
Y
2
2028-01-15
Fixed
5.12500000
N
N
N
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2023-06-21
N/A
1.00000000
NC
14612.46000000
0.001154596234
N/A
DFE
ZA
N
2
CITIGROUP GLOBAL MARKETS
N/A
427701.08000000
USD
7900000.00000000
ZAR
2023-06-21
14612.46000000
N
N
N
CHINESE YUAN RENMINBI
N/A
FX Forward Contract: CNY/USD SETTLE 2023-06-21
N/A
1.00000000
NC
64681.81000000
0.005110800938
N/A
DFE
CN
N
2
CITIGROUP GLOBAL MARKETS
N/A
6017218.28000000
USD
41455023.59000000
CNY
2023-06-21
64681.81000000
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 3.400000% 06/17/2036
N/A
49700000.00000000
PA
1571700.49000000
0.124187129867
Long
DBT
NUSS
TH
N
2
2036-06-17
Fixed
3.40000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-04-05
N/A
1.00000000
NC
USD
-95.45000000
-0.00000754193
N/A
DFE
US
N
2
CITIGROUP GLOBAL MARKETS
N/A
4317.47000000
EUR
4595.50000000
USD
2023-04-05
-95.45000000
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 1.25% 3/12/28
N/A
56563000.00000000
PA
1813942.10000000
0.143327729792
Long
DBT
USGA
TH
N
2
2028-03-12
Fixed
1.25000000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEXICAN UDIBONOS 3.5% 11/16/2023
N/A
72009115.17000000
PA
3888875.08000000
0.307277523722
Long
DBT
NUSS
MX
N
2
2023-11-16
Fixed
3.50000000
N
N
N
N
N
N
Gobierno de la Republica Dominicana
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC 9.750000% 06/05/2026
N/A
19150000.00000000
PA
341901.83000000
0.027015202473
Long
DBT
NUSS
DO
N
2
2026-06-05
Fixed
9.75000000
N
N
N
N
N
N
The State of Qatar
52990074F6OJOAXK4P65
STATE OF QATAR 4.817000% 03/14/2049
N/A
2837000.00000000
PA
USD
2776940.71000000
0.219418584381
Long
DBT
NUSS
QA
N
2
2049-03-14
Fixed
4.81700000
N
N
N
N
N
N
Ceska republika
3157007EFDLQABN47912
CZECH REPUBLIC 1.750000% 06/23/2032
N/A
18680000.00000000
PA
678798.85000000
0.053634952381
Long
DBT
NUSS
CZ
N
2
2032-06-23
Fixed
1.75000000
N
N
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
REPUBLIC OF PERU 2.392000% 01/23/2026
715638DE9
712000.00000000
PA
USD
670606.71000000
0.052987654527
Long
DBT
NUSS
PE
N
2
2026-01-23
Fixed
2.39200000
N
N
N
N
N
N
Republic of Kenya
549300VVURQQYU45PR87
REPUBLIC OF KENYA 8.250000% 02/28/2048
N/A
801000.00000000
PA
USD
584730.00000000
0.046202149143
Long
DBT
NUSS
KE
N
2
2048-02-28
Fixed
8.25000000
N
N
N
N
N
N
Republic of the Philippines
529900RAHBALMYIJ3T08
REPUBLIC OF PHILIPPINES 5.170000% 10/13/2027
718286CV7
499000.00000000
PA
USD
511253.06000000
0.040396405397
Long
DBT
NUSS
PH
N
2
2027-10-13
Fixed
5.17000000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIA 4.000000% 02/14/2051
N/A
168000.00000000
PA
USD
117180.00000000
0.009258919221
Long
DBT
NUSS
RO
N
2
2051-02-14
Fixed
4.00000000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 2.875000% 04/13/2042
BQ4352952
297000.00000000
PA
188519.80000000
0.014895797917
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
120276.74000000
0.009503606587
Long
DBT
NUSS
ID
N
2
2029-02-11
Fixed
4.75000000
N
N
N
N
N
N
Braskem Netherlands Finance B.V.
2549000TLMHFQ74DS330
BRASKEM NETHERLANDS FINANCE BV 144A 7.250000% 02/13/2033
10554TAG0
964000.00000000
PA
USD
925922.00000000
0.073161264753
Long
DBT
NUSS
BR
Y
2
2033-02-13
Fixed
7.25000000
N
N
N
N
N
N
The State of Qatar
52990074F6OJOAXK4P65
STATE OF QATAR 4.500000% 04/23/2028
N/A
1149000.00000000
PA
USD
1166166.06000000
0.092144029261
Long
DBT
NUSS
QA
N
2
2028-04-23
Fixed
4.50000000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 6.250000% 11/26/2025
N/A
3400000000.00000000
PA
653166.84000000
0.051609651902
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
600665.86000000
0.047461313168
Long
DBT
CORP
CO
Y
2
2024-09-10
Fixed
7.62500000
N
N
N
N
N
N
Republika Srbija
254900W94OCY91V32O78
REPUBLIC OF SERBIA 1.650000% 03/03/2033
N/A
522000.00000000
PA
373011.40000000
0.029473309621
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
731762.98000000
0.057819886681
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 MTN 5.375000% 04/24/2030
N/A
600000.00000000
PA
USD
535095.11000000
0.042280273080
Long
DBT
NUSS
KZ
N
2
2030-04-24
Fixed
5.37500000
N
N
N
N
N
N
The Commonwealth of The Bahamas
549300W13SXC7EKNJC20
COMMONWEALTH OF BAHAMAS 6.000000% 11/21/2028
P06518AG2
950000.00000000
PA
USD
716046.61000000
0.056578065549
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
1405981.99000000
0.111092965291
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
253137.50000000
0.020001533235
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
25592000.00000000
PA
5663044.45000000
0.447462631101
Long
DBT
NUSS
MY
N
2
2034-07-05
Fixed
3.82800000
N
N
N
N
N
N
DP WORLD CRESCENT LIMITED
21380096JRTWB8TL9236
DP WORLD CRESCENT LTD MTN 4.848000% 09/26/2028
N/A
475000.00000000
PA
USD
471545.80000000
0.037258956064
Long
DBT
NUSS
AE
N
2
2028-09-26
Fixed
4.84800000
N
N
N
N
N
N
NBK SPC LIMITED
549300P1ANDK86KWB419
NBK SPC LTD 144A 1.625000% 09/15/2027
62877PAB0
680000.00000000
PA
USD
604350.00000000
0.047752413652
Long
DBT
NUSS
KW
Y
2
2027-09-15
Fixed
1.62500000
N
N
N
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT BOND 3.000000% 10/27/2038
N/A
410390000.00000000
PA
649313.43000000
0.051305176634
Long
DBT
NUSS
HU
N
2
2038-10-27
Fixed
3.00000000
N
N
N
N
N
N
Republica de Mocambique
213800759WLKYIKPER73
MOZAMBIQUE INTERNATIONAL BOND 144A 5.000000% 09/15/2031
N/A
1356000.00000000
PA
USD
967099.20000000
0.076414860661
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
3100000.00000000
PA
467310.84000000
0.036924332813
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
236390.09000000
0.018678244992
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
92088.44000000
0.007276322130
Long
DBT
NUSS
PE
N
2
2029-02-12
Fixed
5.94000000
N
N
N
N
N
N
PHILLIPINE PESO
N/A
FX Forward Contract: PHP/USD SETTLE 2023-06-21
N/A
1.00000000
NC
3508.34000000
0.000277209734
N/A
DFE
PH
N
2
CITIGROUP GLOBAL MARKETS
N/A
140200.41000000
USD
7802293.00000000
PHP
2023-06-21
3508.34000000
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
420415.71000000
0.033218937519
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
219253.71000000
0.017324222478
Long
DBT
NUSS
CL
Y
2
2026-04-27
Fixed
4.05000000
N
N
N
N
N
N
Republic of the Philippines
529900RAHBALMYIJ3T08
REPUBLIC OF PHILIPPINES 5.609000% 04/13/2033
718286CT2
210000.00000000
PA
USD
223192.24000000
0.017635423460
Long
DBT
NUSS
PH
N
2
2033-04-13
Fixed
5.60900000
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
26994283.00000000
NC
21830.06000000
0.001724891296
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS INTERNATIONAL
N/A
Y
2028-01-27
0.00000000
CZK
0.00000000
CZK
-26994283.00000000
CZK
21830.06000000
N
N
N
Republica de Mocambique
213800759WLKYIKPER73
REPUBLIC OF MOZAMBIQUE 5.000000% 09/15/2031
N/A
200000.00000000
PA
USD
142640.00000000
0.011270628416
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/MXN SETTLE 2023-05-15
N/A
1.00000000
NC
USD
-6867.54000000
-0.00054263524
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES
N/A
3429000.00000000
MXN
181561.20000000
USD
2023-05-15
-6867.54000000
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
531650.00000000
0.042008059432
Long
DBT
NUSS
BR
Y
2
2028-05-07
Fixed
5.00000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ILS SETTLE 2023-06-21
N/A
1.00000000
NC
USD
10677.07000000
0.000843643357
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
11245000.00000000
ILS
3145278.59000000
USD
2023-06-21
10677.07000000
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2023-06-21
N/A
1.00000000
NC
38266.51000000
0.003023609190
N/A
DFE
ZA
N
2
CITIGROUP GLOBAL MARKETS
N/A
752298.96000000
USD
14120000.00000000
ZAR
2023-06-21
38266.51000000
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
REPUBLIC OF INDONESIA 4.150000% 09/20/2027
455780DM5
1183000.00000000
PA
USD
1163423.17000000
0.091927301176
Long
DBT
NUSS
ID
N
2
2027-09-20
Fixed
4.15000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-04-05
N/A
1.00000000
NC
USD
-8610.26000000
-0.00068033539
N/A
DFE
US
N
2
CITIGROUP GLOBAL MARKETS
N/A
655855.00000000
EUR
703978.75000000
USD
2023-04-05
-8610.26000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/MYR SETTLE 2023-04-03
N/A
1.00000000
NC
USD
-13375.89000000
-0.00105688927
N/A
DFE
US
N
2
CITIGROUP GLOBAL MARKETS
N/A
4450770.00000000
MYR
995297.20000000
USD
2023-04-03
-13375.89000000
N
N
N
Petroleos de Venezuela, S.A.
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA 6.000000% 05/16/2024
P7807HAT2
8101936.00000000
PA
USD
348383.25000000
0.027527328639
Long
DBT
NUSS
VE
N
2
2024-05-16
Fixed
6.00000000
Y
N
N
N
N
N
Republic of the Philippines
529900RAHBALMYIJ3T08
REPUBLIC OF PHILIPPINES 5.000000% 01/13/2037
718286BW6
464000.00000000
PA
USD
463536.00000000
0.036626065714
Long
DBT
NUSS
PH
N
2
2037-01-13
Fixed
5.00000000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 2.632000% 04/15/2031
N/A
12047000.00000000
PA
2486470.88000000
0.196467255721
Long
DBT
NUSS
MY
N
2
2031-04-15
Fixed
2.63200000
N
N
N
N
N
N
BRK: BNP PARIBAS
N/A
BRK: BNP PARIBAS PAY: 1-DAY BRL - CETIP
N/A
7697191.00000000
NC
-11900.25000000
-0.00094029231
N/A
DIR
XX
N
2
BRK: BNP PARIBAS
N/A
Y
2026-01-02
0.00000000
BRL
0.00000000
BRL
-7697191.00000000
BRL
-11900.25000000
N
N
N
Federal Republic of Nigeria
549300GSBZD84TNEQ285
NIGERIA GOVERNMENT INTERNATIONAL BOND 144A 7.696000% 02/23/2038
65412JAH6
601000.00000000
PA
USD
401840.62000000
0.031751236052
Long
DBT
NUSS
NG
Y
2
2038-02-23
Fixed
7.69600000
N
N
N
N
N
N
Republic of Lebanon
529900QPC4K9S1KHL354
LEBANESE REPUBLIC 6.000000% 01/27/2023
N/A
560000.00000000
PA
USD
34300.00000000
0.002710197382
Long
DBT
NUSS
LB
N
2
2023-01-27
Fixed
6.00000000
Y
N
N
N
N
N
Republica Argentina
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA 0.500000% 07/09/2030
040114HS2
739575.00000000
PA
USD
214239.61000000
0.016928035868
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
264882.00000000
0.020929519041
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
-79953.60000000
-0.00631749380
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2025-01-02
0.00000000
BRL
0.00000000
BRL
-4102283.00000000
BRL
-79953.60000000
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 6.000000% 04/28/2028
N/A
9503600000.00000000
PA
1631564.36000000
0.128917243681
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
355110.11000000
0.028058848125
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
1752000.00000000
PA
1007500.41000000
0.079607142107
Long
DBT
NUSS
TN
Y
2
2026-07-15
Fixed
6.37500000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 6.375000% 08/15/2028
N/A
2052000000.00000000
PA
136861.13000000
0.010814013887
Long
DBT
NUSS
ID
N
2
2028-08-15
Fixed
6.37500000
N
N
N
N
N
N
BROKER: GOLDMAN SACHS
N/A
BROKER: GOLDMAN SACHS PAY: CLICP (CHIBPROM) 6M FLOATING
N/A
2572831346.00000000
NC
72627.90000000
0.005738657273
N/A
DIR
XX
N
2
BROKER: GOLDMAN SACHS
N/A
Y
2025-01-31
0.00000000
CLP
0.00000000
CLP
-2572831346.00000000
CLP
72627.90000000
N
N
N
Federal Republic of Nigeria
549300GSBZD84TNEQ285
NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.375000% 03/24/2029
N/A
346000.00000000
PA
USD
284585.00000000
0.022486341754
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
210487.52000000
0.016631566350
Long
DBT
NUSS
PE
N
2
2023-09-12
Fixed
5.20000000
N
N
N
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/USD SETTLE 2023-06-21
N/A
1.00000000
NC
6486.19000000
0.000512503065
N/A
DFE
PA
N
2
BARCLAYS CAPITAL INC.
N/A
568504.25000000
USD
2488172.54000000
PLN
2023-06-21
6486.19000000
N
N
N
MALAYSIA WAKALA SUKUK BERHAD
254900MRLMI21YQTK511
MALAYSIA WAKALA SUKUK BHD 2.070000% 04/28/2031
Y57542AA3
1230000.00000000
PA
USD
1077824.24000000
0.085163744440
Long
DBT
NUSS
MY
N
2
2031-04-28
Fixed
2.07000000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA 8.000000% 04/20/2033
195325EF8
576000.00000000
PA
USD
589959.51000000
0.046615356266
Long
DBT
NUSS
CO
N
2
2033-04-20
Fixed
8.00000000
N
N
N
N
N
N
Republica de Guatemala
529900QKDFFU9UWW5315
REPUBLIC OF GUATEMALA 4.650000% 10/07/2041
P5015VAN6
210000.00000000
PA
USD
172010.58000000
0.013591330137
Long
DBT
NUSS
GT
N
2
2041-10-07
Fixed
4.65000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
REPUBLIC OF INDONESIA 5.650000% 01/11/2053
455780DS2
452000.00000000
PA
USD
469576.69000000
0.037103367820
Long
DBT
NUSS
ID
N
2
2053-01-11
Fixed
5.65000000
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
221315.95000000
0.017487169342
Long
DBT
NUSS
CN
N
2
2031-05-27
Fixed
3.02000000
N
N
N
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2023-06-02
N/A
1.00000000
NC
52026.49000000
0.004110847143
N/A
DFE
BR
N
2
STANDARD BANK
N/A
1590511.05000000
USD
8418575.00000000
BRL
2023-06-02
52026.49000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZAR SETTLE 2023-05-15
N/A
1.00000000
NC
USD
-6283.80000000
-0.00049651132
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES
N/A
26523000.00000000
ZAR
1483513.72000000
USD
2023-05-15
-6283.80000000
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
POLAND GOVERNMENT BOND 1.750000% 04/25/2032
N/A
7841000.00000000
PA
1288799.36000000
0.101833838261
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
3845732.97000000
0.303868671430
Long
DBT
NUSS
ZA
N
2
2044-01-31
Fixed
8.75000000
N
N
N
N
N
N
TULLOW OIL PLC
2138003EYHWO75RKS857
TULLOW OIL PLC 144A 10.250000% 05/15/2026
899415AG8
351000.00000000
PA
USD
270621.00000000
0.021382983262
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/BRL SETTLE 2023-06-02
N/A
1.00000000
NC
USD
-25747.76000000
-0.00203444640
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
3740000.00000000
BRL
703958.92000000
USD
2023-06-02
-25747.76000000
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
650671.18000000
0.051412458573
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
518165.44000000
0.040942583653
Long
DBT
NUSS
MY
N
2
2026-07-15
Fixed
3.90600000
N
N
N
N
N
N
NWD (MTN) LIMITED
254900STSWBVJ5FV9O74
NWD MTN LTD 4.125000% 07/18/2029
N/A
757000.00000000
PA
USD
627295.62000000
0.049565450365
Long
DBT
NUSS
HK
N
2
2029-07-18
Fixed
4.12500000
N
N
N
N
N
N
Gobierno De La Republica De Panama
549300SHS4T08CL0LP14
REPUBLIC OF PANAMA 6.853000% 03/28/2054
698299BV5
317000.00000000
PA
USD
325029.85000000
0.025682071393
Long
DBT
NUSS
PA
N
2
2054-03-28
Fixed
6.85300000
N
N
N
N
N
N
EGYPTIAN POUND
N/A
FX Forward Contract: EGP/USD SETTLE 2023-05-17
N/A
1.00000000
NC
-130012.88000000
-0.01027290283
N/A
DFE
EG
N
2
CITIGROUP GLOBAL MARKETS
N/A
375382.90000000
USD
8127039.71000000
EGP
2023-05-17
-130012.88000000
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
697968.00000000
0.055149593202
Long
DBT
NUSS
BR
Y
2
2031-06-30
Fixed
7.25000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT INTERNATIONAL BOND MTN 5.625000% 04/16/2030
N/A
732000.00000000
PA
474499.32000000
0.037492326973
Long
DBT
NUSS
EG
N
2
2030-04-16
Fixed
5.62500000
N
N
N
N
N
N
Republica del Ecuador
5299003Y2U5XK0A35H71
ECUADOR GOVERNMENT INTERNATIONAL BOND 144A 5.500000% 07/31/2030
N/A
785010.00000000
PA
USD
364905.09000000
0.028832793582
Long
DBT
NUSS
EC
Y
2
2030-07-31
Fixed
5.50000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT BOND 16.100000% 05/07/2029
N/A
14920000.00000000
PA
382564.58000000
0.030228149371
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
646000.00000000
PA
USD
526500.15000000
0.041601146604
Long
DBT
NUSS
PE
N
2
2034-01-15
Fixed
3.00000000
N
N
N
N
N
N
Gobierno De La Republica De Panama
549300SHS4T08CL0LP14
REPUBLIC OF PANAMA 6.400000% 02/14/2035
698299BT0
1562000.00000000
PA
USD
1626718.38000000
0.128534340989
Long
DBT
NUSS
PA
N
2
2035-02-14
Fixed
6.40000000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.882000% 03/14/2025
N/A
10309000.00000000
PA
2365480.55000000
0.186907265176
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
457000.00000000
PA
USD
390396.82000000
0.030847009906
Long
DBT
NUSS
SA
Y
2
2036-08-31
Fixed
3.54500000
N
N
N
N
N
N
N/A
N/A
KOREA 10YR BND FU JUN23 FINANCIAL COMMODITY FUTURE.
N/A
45.00000000
NC
3935361.22000000
0.310950602875
N/A
DIR
KR
N
1
GOLDMAN, SACHS & CO.
N/A
Long
Korea Govt. Bond Futures
KOFEX Korea Exchange 10 Year Treasury Electronic Day Session Bond Future Jun 2023
2023-06-23
3895958.17000000
KRW
39403.05000000
N
N
N
The Hashemite Kingdom of Jordan
5493000JZ4MYPVMBVN50
KINGDOM OF JORDAN 7.375000% 10/10/2047
N/A
667000.00000000
PA
USD
561806.10000000
0.044390828624
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
1961560.00000000
0.154991684493
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
1812956.25000000
0.143249833346
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
358295.00000000
0.028310500619
Long
DBT
NUSS
QA
N
2
2048-04-23
Fixed
5.10300000
N
N
N
N
N
N
CSN Resources S.A.
222100ZEX458NMOXZP08
CSN RESOURCES SA 144A 4.625000% 06/10/2031
12644VAD0
625000.00000000
PA
USD
481308.50000000
0.038030350932
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
861000.00000000
PA
USD
840766.50000000
0.066432745417
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
19665000.00000000
PA
599045.65000000
0.047333293083
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
2539000.00000000
PA
USD
1776487.52000000
0.140368274845
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
724068.75000000
0.057211930938
Long
DBT
NUSS
TR
N
2
2043-04-16
Fixed
4.87500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-04-28
N/A
1.00000000
NC
USD
-6706.19000000
-0.00052988625
N/A
DFE
US
N
2
JP MORGAN
N/A
390745.66000000
EUR
418336.29000000
USD
2023-04-28
-6706.19000000
N
N
N
Republica del Ecuador
5299003Y2U5XK0A35H71
REPUBLIC OF ECUADOR 1.500000% 07/31/2040
N/A
3736000.00000000
PA
USD
1115568.96000000
0.088146124655
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
26897800.00000000
PA
1298724.58000000
0.102618074566
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
301328.93000000
0.023809355027
Long
DBT
NUSS
MX
Y
2
2050-01-23
Fixed
7.69000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 6.350000% 02/12/2048
P78625DE0
678000.00000000
PA
USD
416970.00000000
0.032946676463
Long
DBT
NUSS
MX
N
2
2048-02-12
Fixed
6.35000000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2023-04-28
N/A
1.00000000
NC
4428.09000000
0.000349883321
N/A
DFE
XX
N
2
CITIGROUP GLOBAL MARKETS
N/A
358888.01000000
USD
334000.00000000
EUR
2023-04-28
4428.09000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZAR SETTLE 2023-05-10
N/A
1.00000000
NC
USD
-23720.58000000
-0.00187426979
N/A
DFE
US
N
2
CITIGROUP GLOBAL MARKETS
N/A
21801625.75000000
ZAR
1201433.97000000
USD
2023-05-10
-23720.58000000
N
N
N
Royaume du Maroc
529900F3MBW9XY5K1X07
MOROCCO GOVERNMENT INTERNATIONAL BOND 144A 5.950000% 03/08/2028
617726AN4
1873000.00000000
PA
USD
1913700.29000000
0.151210073391
Long
DBT
NUSS
MA
Y
2
2028-03-08
Fixed
5.95000000
N
N
N
N
N
N
Republika Srbija
254900W94OCY91V32O78
SERBIA TREASURY BONDS 4.500000% 08/20/2032
N/A
10270000.00000000
PA
79771.73000000
0.006303123436
Long
DBT
NUSS
RS
N
2
2032-08-20
Fixed
4.50000000
N
N
N
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
FED REPUBLIC OF BRAZIL 5.625000% 02/21/2047
105756BY5
880000.00000000
PA
USD
739421.31000000
0.058425005805
Long
DBT
NUSS
BR
N
2
2047-02-21
Fixed
5.62500000
N
N
N
N
N
N
INDIA RUPEE
N/A
FX Forward Contract: INR/USD SETTLE 2023-05-10
N/A
1.00000000
NC
8383.99000000
0.000662456785
N/A
DFE
IN
N
2
MORGAN STANLEY & CO, INC
N/A
998232.26000000
USD
82894205.00000000
INR
2023-05-10
8383.99000000
N
N
N
Ceska republika
3157007EFDLQABN47912
CZECH REPUBLIC 2.750000% 07/23/2029
N/A
25230000.00000000
PA
1040425.61000000
0.082208710354
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
1077000.00000000
PA
USD
775014.59000000
0.061237391061
Long
DBT
NUSS
PA
N
2
2063-01-19
Fixed
4.50000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CZK SETTLE 2023-06-21
N/A
1.00000000
NC
USD
-81185.28000000
-0.00641481438
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
32710000.00000000
CZK
1427324.69000000
USD
2023-06-21
-81185.28000000
N
N
N
ESKOM HOLDINGS SOC LIMITED
3789001900ED06F65111
ESKOM HOLDINGS SOC LTD MTN 7.500000% 09/15/2033
N/A
35200000.00000000
PA
1456158.68000000
0.115057651411
Long
DBT
NUSS
ZA
N
2
2033-09-15
Fixed
7.50000000
N
N
N
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2023-05-24
N/A
1.00000000
NC
42799.53000000
0.003381783504
N/A
DFE
HU
N
2
J.P. MORGAN SECURITIES
N/A
1524348.42000000
USD
557378000.00000000
HUF
2023-05-24
42799.53000000
N
N
N
Republic of Kenya
549300VVURQQYU45PR87
REPUBLIC OF KENYA GOVERNMENT INTERNATIONAL BOND 14 6.875000% 06/24/2024
491798AE4
1966000.00000000
PA
USD
1812258.80000000
0.143194724683
Long
DBT
NUSS
KE
Y
2
2024-06-24
Fixed
6.87500000
N
N
N
N
N
N
TSMC ARIZONA CORPORATION
2549005GOBWLCSY63Q97
TSMC ARIZONA CORP 3.250000% 10/25/2051
872898AE1
220000.00000000
PA
USD
171036.63000000
0.013514373964
Long
DBT
CORP
TW
N
2
2051-10-25
Fixed
3.25000000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 4.504000% 04/30/2029
N/A
4500000.00000000
PA
1055338.74000000
0.083387063879
Long
DBT
NUSS
MY
N
2
2029-04-30
Fixed
4.50400000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 6.625000% 06/15/2035
706451BG5
3100000.00000000
PA
USD
2260600.29000000
0.178620203772
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
3009000.00000000
PA
2255695.71000000
0.178232670831
Long
DBT
NUSS
CI
N
2
2048-03-22
Fixed
6.62500000
N
N
N
N
N
N
GHANA CEDI
N/A
FX Forward Contract: GHS/USD SETTLE 2023-06-21
N/A
1.00000000
NC
36259.67000000
0.002865039729
N/A
DFE
GH
N
2
STANDARD BANK
N/A
590577.70000000
USD
7408797.21000000
GHS
2023-06-21
36259.67000000
N
N
N
Romania
315700IASY927EDWBK92
ROMANIA GOVERNMENT BOND 8.250000% 09/29/2032
N/A
6905000.00000000
PA
1585293.15000000
0.125261147114
Long
DBT
NUSS
RO
N
2
2032-09-29
Fixed
8.25000000
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
193758.21000000
0.015309708269
Long
DBT
NUSS
AE
Y
2
2029-11-02
Fixed
3.65000000
N
N
N
N
N
N
COLOMBIA PESO
N/A
FX Forward Contract: COP/USD SETTLE 2023-06-21
N/A
1.00000000
NC
243980.58000000
0.019278003771
N/A
DFE
CO
N
2
CITIGROUP GLOBAL MARKETS
N/A
5343950.27000000
USD
26433850000.00000000
COP
2023-06-21
243980.58000000
N
N
N
Republique du Benin
635400Q11P6AE5A5Y230
BENIN INTL GOV BOND 4.875000% 01/19/2032
N/A
780000.00000000
PA
636419.93000000
0.050286403166
Long
DBT
NUSS
BJ
N
2
2032-01-19
Fixed
4.87500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2023-04-04
N/A
1.00000000
NC
USD
-303637.78000000
-0.02399178765
N/A
DFE
US
N
2
CITIGROUP GLOBAL MARKETS
N/A
46095422.00000000
BRL
8787713.14000000
USD
2023-04-04
-303637.78000000
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP
N/A
13886737.00000000
NC
-7172.43000000
-0.00056672597
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2024-01-02
0.00000000
BRL
0.00000000
BRL
-13886737.00000000
BRL
-7172.43000000
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 6.700000% 02/16/2032
71643VAB1
439000.00000000
PA
USD
349449.44000000
0.027611573110
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/NGN SETTLE 2023-06-21
N/A
1.00000000
NC
USD
-72436.94000000
-0.00572356866
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
868385548.62000000
NGN
1711104.53000000
USD
2023-06-21
-72436.94000000
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP
N/A
23805835.00000000
NC
-8697.47000000
-0.00068722625
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2024-02-01
0.00000000
BRL
0.00000000
BRL
-23805835.00000000
BRL
-8697.47000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/IDR SETTLE 2023-05-02
N/A
1.00000000
NC
USD
-3909.85000000
-0.00030893484
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES
N/A
3237145909.00000000
IDR
212564.57000000
USD
2023-05-02
-3909.85000000
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2023-06-21
N/A
1.00000000
NC
8787.32000000
0.000694325704
N/A
DFE
HU
N
2
GOLDMAN SACHS & CO
N/A
222892.20000000
USD
83092206.79000000
HUF
2023-06-21
8787.32000000
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
236421.60000000
0.018680734738
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
529868.31000000
0.041867280086
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
1880000.00000000
PA
487450.40000000
0.038515650096
Long
DBT
NUSS
PE
N
2
2028-08-12
Fixed
6.35000000
N
N
N
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
POLAND GOVERNMENT BOND 7.500000% 07/25/2028
N/A
9759000.00000000
PA
2403843.03000000
0.189938457389
Long
DBT
NUSS
PL
N
2
2028-07-25
Fixed
7.50000000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA 3.000000% 01/30/2030
195325DR3
1571000.00000000
PA
USD
1231019.70000000
0.097268407261
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
945362.79000000
0.074697369073
Long
DBT
NUSS
CN
N
2
2050-09-14
Fixed
3.81000000
N
N
N
N
N
N
BRK: JPMORGAN CHASE BANK
N/A
BRK: JPMORGAN CHASE BANK PAY:6M BUDAPEST INTERBANK OFFER RATE (BUBOR)
N/A
518623584.00000000
NC
-48659.81000000
-0.00384483060
N/A
DIR
XX
N
2
BRK: JPMORGAN CHASE BANK
N/A
Y
2028-02-10
0.00000000
HUF
0.00000000
HUF
-518623584.00000000
HUF
-48659.81000000
N
N
N
Romania
315700IASY927EDWBK92
ROMANIA 5.250000% 11/25/2027
N/A
384000.00000000
PA
USD
377280.00000000
0.029810590920
Long
DBT
NUSS
RO
N
2
2027-11-25
Fixed
5.25000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/COP SETTLE 2023-06-21
N/A
1.00000000
NC
USD
-14647.42000000
-0.00115735858
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
2400000000.00000000
COP
492695.78000000
USD
2023-06-21
-14647.42000000
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
340581.64000000
0.026910888318
Long
DBT
NUSS
CL
Y
2
2050-01-30
Fixed
3.70000000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.900000% 11/30/2026
N/A
800000.00000000
PA
183845.92000000
0.014526493621
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
104255.00000000
0.008237656797
Long
DBT
NUSS
UA
N
2
2027-09-01
Fixed
7.75000000
N
N
N
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2023-06-21
N/A
1.00000000
NC
20015.82000000
0.001581540028
N/A
DFE
HU
N
2
GOLDMAN SACHS & CO
N/A
510994.46000000
USD
190447634.00000000
HUF
2023-06-21
20015.82000000
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVERNMENT BOND 3.120000% 10/25/2052
N/A
800000.00000000
PA
113575.27000000
0.008974093279
Long
DBT
NUSS
CN
N
2
2052-10-25
Fixed
3.12000000
N
N
N
N
N
N
Gobierno De La Republica De Panama
549300SHS4T08CL0LP14
REPUBLIC OF PANAMA 2.252000% 09/29/2032
698299BN3
555000.00000000
PA
USD
424785.83000000
0.033564240370
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
427950.00000000
0.033814255683
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
3260000.00000000
PA
USD
2546223.00000000
0.201188539664
Long
DBT
NUSS
AO
N
2
2048-05-08
Fixed
9.37500000
N
N
N
N
N
N
Azarbayjan Respublikasi
549300P74FF45UQVU281
REPUBLIC OF AZERBAIJAN 5.125000% 09/01/2029
N/A
250000.00000000
PA
USD
238737.03000000
0.018863687284
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
1235390.70000000
0.097613779644
Long
DBT
NUSS
DO
N
2
2045-01-27
Fixed
6.85000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-04-05
N/A
1.00000000
NC
USD
-11854.34000000
-0.00093666475
N/A
DFE
US
N
2
CITIGROUP GLOBAL MARKETS
N/A
464070.00000000
EUR
492359.52000000
USD
2023-04-05
-11854.34000000
N
N
N
SHIMAO GROUP HOLDINGS LIMITED
254900WTJ6B5CU69ZD26
SHIMAO GROUP HOLDINGS LTD 5.200000% 01/30/2025
N/A
1406000.00000000
PA
USD
196150.60000000
0.015498741770
Long
DBT
NUSS
CN
N
2
2025-01-30
Fixed
5.20000000
Y
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2023-06-02
N/A
1.00000000
NC
USD
-111874.39000000
-0.00883969909
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
25100000.00000000
BRL
4785354.91000000
USD
2023-06-02
-111874.39000000
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT INTERNATIONAL BOND MTN 4.750000% 04/11/2025
N/A
443000.00000000
PA
393460.12000000
0.031089055027
Long
DBT
NUSS
EG
Y
2
2025-04-11
Fixed
4.75000000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.899000% 11/16/2027
N/A
11750000.00000000
PA
2702646.46000000
0.213548261294
Long
DBT
NUSS
MY
N
2
2027-11-16
Fixed
3.89900000
N
N
N
N
N
N
ROMANIAN LEU
N/A
FX Forward Contract: RON/EUR SETTLE 2023-04-06
N/A
1.00000000
NC
802.40000000
0.000063401235
N/A
DFE
RO
N
2
CITIGROUP GLOBAL MARKETS
N/A
981895.88000000
EUR
4862136.30000000
RON
2023-04-06
802.40000000
N
N
N
Republica Oriental del Uruguay
549300RDR012H2V82H43
REPUBLICA ORIENT URUGUAY 8.250000% 05/21/2031
917288BM3
13839901.00000000
PA
314999.20000000
0.024889504589
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
115940.00000000
0.009160941240
Long
DBT
NUSS
LB
N
2
2030-02-26
Fixed
6.65000000
Y
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2023-04-28
N/A
1.00000000
NC
-1057.62000000
-0.00008356731
N/A
DFE
XX
N
2
CITIGROUP GLOBAL MARKETS
N/A
140270.10000000
USD
127979.38000000
EUR
2023-04-28
-1057.62000000
N
N
N
Azarbayjan Respublikasi
549300P74FF45UQVU281
REPUBLIC OF AZERBAIJAN 3.500000% 09/01/2032
N/A
1324000.00000000
PA
USD
1127200.64000000
0.089065196045
Long
DBT
NUSS
AZ
N
2
2032-09-01
Fixed
3.50000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/IDR SETTLE 2023-04-19
N/A
1.00000000
NC
USD
-24237.73000000
-0.00191513214
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES
N/A
11446409816.00000000
IDR
740245.09000000
USD
2023-04-19
-24237.73000000
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
450000.00000000
PA
USD
472563.00000000
0.037339329614
Long
DBT
NUSS
BH
N
2
2028-11-07
Fixed
8.37500000
N
N
N
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2023-05-23
N/A
1.00000000
NC
166165.76000000
0.013129504602
N/A
DFE
BR
N
2
J.P. MORGAN SECURITIES
N/A
5177394.14000000
USD
27331463.68000000
BRL
2023-05-23
166165.76000000
N
N
N
PERUVIAN NEW SOL
N/A
FX Forward Contract: PEN/USD SETTLE 2023-06-21
N/A
1.00000000
NC
1630.40000000
0.000128825242
N/A
DFE
PE
N
2
J.P. MORGAN SECURITIES
N/A
262530.78000000
USD
998037.00000000
PEN
2023-06-21
1630.40000000
N
N
N
Ukraine
6354001WLTJXOMEXPY07
UAH CURRENCY FV PLACEHOLDER VALUED AT BROKER QUOTE AVERAGE FROM NINETY ONE
N/A
9861067.68000000
PA
161208.65000000
0.012737821029
Long
DBT
NUSS
UA
N
2
2025-02-26
Fixed
15.84000000
N
N
N
N
N
N
Kingdom of Saudi Arabia
635400FMICXSM3SI3H65
SAUDI GOVERNMENT INTERNATIONAL BOND MTN 4.625000% 10/04/2047
80413TAF6
2683000.00000000
PA
USD
2388336.84000000
0.188713243524
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
55881.88000000
0.004415478860
N/A
DIR
XX
N
2
BRK: HSBC BANK
N/A
Y
2031-11-10
0.00000000
MXN
0.00000000
MXN
-15930397.00000000
MXN
55881.88000000
N
N
N
Tencent Holdings Limited
254900N4SLUMW4XUYY11
TENCENT HOLDINGS LTD MTN 3.240000% 06/03/2050
88032WAV8
450000.00000000
PA
USD
295123.34000000
0.023319023430
Long
DBT
NUSS
CN
Y
2
2050-06-03
Fixed
3.24000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 5.950000% 01/28/2031
71654QDE9
200000.00000000
PA
USD
153060.40000000
0.012093991121
Long
DBT
NUSS
MX
N
2
2031-01-28
Fixed
5.95000000
N
N
N
N
N
N
Republic of Zambia
213800DMLAZ6LGMMD849
ZAMBIA GOVERNMENT BOND 13.000000% 01/25/2031
N/A
12744000.00000000
PA
310107.97000000
0.024503026491
Long
DBT
NUSS
ZM
N
2
2031-01-25
Fixed
13.00000000
N
N
N
N
N
N
Qatar Energy
254900QTESJKJ3P87J26
QATARENERGY 2.250000% 07/12/2031
M8180AAD0
2229000.00000000
PA
USD
1891863.75000000
0.149484670080
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
1976697.34000000
0.156187753858
Long
DBT
NUSS
TH
N
2
2024-12-17
Fixed
1.45000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/COP SETTLE 2023-06-21
N/A
1.00000000
NC
USD
-28126.55000000
-0.00222240531
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
3056821185.00000000
COP
618064.05000000
USD
2023-06-21
-28126.55000000
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
REPUBLIC OF PERU 1.950000% 11/17/2036
715638DX7
1550000.00000000
PA
1178628.47000000
0.093128740368
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
850000.00000000
PA
USD
650572.89000000
0.051404692238
Long
DBT
NUSS
PA
N
2
2032-09-29
Fixed
2.25200000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-04-28
N/A
1.00000000
NC
USD
180.13000000
0.000014232882
N/A
DFE
US
N
2
JP MORGAN
N/A
246000.00000000
EUR
267772.23000000
USD
2023-04-28
180.13000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/MXN SETTLE 2023-06-21
N/A
1.00000000
NC
USD
-40339.83000000
-0.00318743153
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
47550000.00000000
MXN
2553822.27000000
USD
2023-06-21
-40339.83000000
N
N
N
Federal Republic of Nigeria
549300GSBZD84TNEQ285
REPUBLIC OF NIGERIA 7.875000% 02/16/2032
N/A
923000.00000000
PA
USD
694520.58000000
0.054877197031
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
48086.97000000
0.003799567936
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
364713.16000000
0.028817628329
Long
DBT
NUSS
RO
N
2
2049-04-03
Fixed
4.62500000
N
N
N
N
N
N
Republic of Uganda
549300NF1DEFHG8XLQ11
UGANDA GOVERNMENT BOND 14.250000% 06/22/2034
V3843WBS8
3800000000.00000000
PA
913593.29000000
0.072187117885
Long
DBT
NUSS
UG
N
2
2034-06-22
Fixed
14.25000000
N
N
N
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2023-04-17
N/A
1.00000000
NC
-1712.21000000
-0.00013528941
N/A
DFE
ZA
N
2
J.P. MORGAN SECURITIES
N/A
75536.79000000
USD
1311200.00000000
ZAR
2023-04-17
-1712.21000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/IDR SETTLE 2023-06-21
N/A
1.00000000
NC
USD
-18457.11000000
-0.00145837933
N/A
DFE
US
N
2
CITIGROUP GLOBAL MARKETS
N/A
17419821475.00000000
IDR
1146493.45000000
USD
2023-06-21
-18457.11000000
N
N
N
Gobierno de la Republica Dominicana
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC 6.500000% 02/15/2048
P3579EBY2
2468000.00000000
PA
USD
2086815.87000000
0.164888714552
Long
DBT
NUSS
DO
N
2
2048-02-15
Fixed
6.50000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CLP SETTLE 2023-06-22
N/A
1.00000000
NC
USD
-10593.90000000
-0.00083707172
N/A
DFE
US
N
2
CITIGROUP GLOBAL MARKETS
N/A
313587212.00000000
CLP
382722.86000000
USD
2023-06-22
-10593.90000000
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 8.250000% 05/15/2029
N/A
10876000000.00000000
PA
789480.44000000
0.062380402980
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
766434.46000000
0.060559436371
Long
DBT
NUSS
TH
N
2
2038-06-17
Fixed
3.30000000
N
N
N
N
N
N
ECOPETROL S.A.
254900IDGKCJICKBPA66
ECOPETROL SA 8.875000% 01/13/2033
279158AS8
357000.00000000
PA
USD
361373.25000000
0.028553727007
Long
DBT
NUSS
CO
N
2
2033-01-13
Fixed
8.87500000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT INTERNATIONAL BOND MTN 7.300000% 09/30/2033
03846JAE0
1414000.00000000
PA
USD
865170.04000000
0.068360978951
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
318688.56000000
0.025181017528
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
-43797.95000000
-0.00346067316
N/A
DFE
EG
N
2
CITIGROUP GLOBAL MARKETS
N/A
123024.93000000
USD
2624121.79000000
EGP
2023-05-17
-43797.95000000
N
N
N
Republic of Uzbekistan
213800L6VDKUM3TCM927
REPUBLIC OF UZBEKISTAN 3.900000% 10/19/2031
N/A
505000.00000000
PA
USD
404000.00000000
0.031921858385
Long
DBT
NUSS
UZ
N
2
2031-10-19
Fixed
3.90000000
N
N
N
N
N
N
Republic of North Macedonia
529900FA29F5OY2J7P74
NORTH MACEDONIA 6.250000% 02/15/2027
N/A
141000.00000000
PA
153717.77000000
0.012145932884
Long
DBT
NUSS
MK
N
2
2027-02-15
Fixed
6.25000000
N
N
N
N
N
N
PT Freeport Indonesia
549300T4HTQHRKLNE619
FREEPORT INDONESIA PT MTN 5.315000% 04/14/2032
Y7141BAB9
641000.00000000
PA
USD
596829.33000000
0.047158171665
Long
DBT
NUSS
ID
N
2
2032-04-14
Fixed
5.31500000
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
315952.50000000
0.024964829112
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
-20496.15000000
-0.00161949306
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
278785330.57000000
NGN
570521.50000000
USD
2023-05-17
-20496.15000000
N
N
N
Republica de Costa Rica
549300S1EK2VN6XVJP58
REPUBLIC OF COSTA RICA 7% 04/04/2044
N/A
230000.00000000
PA
USD
224602.41000000
0.017746847339
Long
DBT
NUSS
CR
N
2
2044-04-04
Fixed
7.00000000
N
N
N
N
N
N
Ceska republika
3157007EFDLQABN47912
CZECH REPUBLIC 0.050000% 11/29/2029
N/A
31030000.00000000
PA
1055470.04000000
0.083397438483
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
69906.75000000
0.005523646964
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
799000.00000000
PA
USD
776528.92000000
0.061357045090
Long
DBT
NUSS
OM
N
2
2051-01-25
Fixed
7.00000000
N
N
N
N
N
N
INDONESIA RUPIAH
N/A
FX Forward Contract: IDR/USD SETTLE 2023-06-21
N/A
1.00000000
NC
68726.14000000
0.005430361654
N/A
DFE
ID
N
2
GOLDMAN SACHS & CO
N/A
2630162.23000000
USD
40357209229.00000000
IDR
2023-06-21
68726.14000000
N
N
N
MEDCO BELL PTE. LTD.
2549003PNDCWIWGKC768
MEDCO BELL PTE LTD 144A 6.375000% 01/30/2027
58406LAA9
466000.00000000
PA
USD
419710.69000000
0.033163230715
Long
DBT
NUSS
ID
Y
2
2027-01-30
Fixed
6.37500000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 4.498000% 04/15/2030
N/A
4090000.00000000
PA
965341.96000000
0.076276013220
Long
DBT
NUSS
MY
N
2
2030-04-15
Fixed
4.49800000
N
N
N
N
N
N
PERUVIAN NEW SOL
N/A
FX Forward Contract: PEN/USD SETTLE 2023-06-21
N/A
1.00000000
NC
26159.71000000
0.002066996430
N/A
DFE
PE
N
2
STANDARD BANK
N/A
2576276.69000000
USD
9832360.00000000
PEN
2023-06-21
26159.71000000
N
N
N
EGYPTIAN POUND
N/A
FX Forward Contract: EGP/USD SETTLE 2023-05-31
N/A
1.00000000
NC
-104317.94000000
-0.00824262996
N/A
DFE
EG
N
2
CITIGROUP GLOBAL MARKETS
N/A
292993.08000000
USD
6369669.45000000
EGP
2023-05-31
-104317.94000000
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVT INTL BOND 3.250000% 10/19/2023
N/A
1192000.00000000
PA
USD
1185360.56000000
0.093660673099
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
473632.31000000
0.037423820610
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
914000.00000000
PA
USD
711303.61000000
0.056203299771
Long
DBT
NUSS
DO
N
2
2041-01-21
Fixed
5.30000000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP
N/A
49740442.53000000
NC
-24557.11000000
-0.00194036779
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2024-01-04
0.00000000
BRL
0.00000000
BRL
-49740442.53000000
BRL
-24557.11000000
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
UNITED MEXICAN STATES 6.350000% 02/09/2035
91087BAV2
894000.00000000
PA
USD
949337.12000000
0.075011398774
Long
DBT
NUSS
MX
N
2
2035-02-09
Fixed
6.35000000
N
N
N
N
N
N
AZARBAYJAN RESPUBLIKASI DOVLAT NEFT SHIRKATI
2549002HARR1VE257O76
STATE OIL CO OF THE AZER 6.95% 03/18/2030
N/A
2380000.00000000
PA
USD
2446449.60000000
0.193304994255
Long
DBT
NUSS
AZ
N
2
2030-03-18
Fixed
6.95000000
N
N
N
N
N
N
Republique Gabonaise
213800XA7X746GRPXA35
GABON GOVERNMENT INTERNATIONAL BOND 144A 7.000000% 11/24/2031
362420AE1
210000.00000000
PA
USD
159957.00000000
0.012638922529
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
807148.53000000
0.063776438294
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
554121.50000000
0.043783633790
Long
DBT
NUSS
PA
N
2
2034-04-28
Fixed
8.12500000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 5.87 FIXED
N/A
504947603.00000000
NC
69723.05000000
0.005509132000
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2027-02-04
0.00000000
INR
0.00000000
INR
-504947603.00000000
INR
69723.05000000
N
N
N
Sultanate of Oman
549300SZ20F0QTKNQC75
OMAN GOVERNMENT INTERNATIONAL BOND 144A 6.500000% 03/08/2047
682051AF4
611000.00000000
PA
USD
561356.25000000
0.044355283951
Long
DBT
NUSS
OM
Y
2
2047-03-08
Fixed
6.50000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 6.875000% 08/15/2051
N/A
28231000000.00000000
PA
1847975.03000000
0.146016824772
Long
DBT
NUSS
ID
N
2
2051-08-15
Fixed
6.87500000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT INTERNATIONAL BOND MTN 8.500000% 01/31/2047
N/A
2691000.00000000
PA
USD
1555769.36000000
0.122928339581
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
320939.22000000
0.025358852305
Long
DBT
NUSS
MX
N
2
2048-02-10
Fixed
4.60000000
N
N
N
N
N
N
Joint Stock Company National Company QazaqGaz
635400YGLXBBSVHONW39
KAZTRANSGAS JSC 144A 4.375000% 09/26/2027
48668NAA9
165000.00000000
PA
USD
147592.50000000
0.011661947732
Long
DBT
NUSS
KZ
Y
2
2027-09-26
Fixed
4.37500000
N
N
N
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2023-05-10
N/A
1.00000000
NC
125404.84000000
0.009908800849
N/A
DFE
ZA
N
2
CITIGROUP GLOBAL MARKETS
N/A
3551278.68000000
USD
65426585.00000000
ZAR
2023-05-10
125404.84000000
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 6.375000% 08/15/2028
N/A
38120000000.00000000
PA
2542468.88000000
0.200891909746
Long
DBT
NUSS
ID
N
2
2028-08-15
Fixed
6.37500000
N
N
N
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
NOTA DO TESOURO NACIONAL 10.000000% 01/01/2025
EK0169285
21448000.00000000
PA
4103230.17000000
0.324214684185
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/HUF SETTLE 2023-06-21
N/A
1.00000000
NC
USD
-30730.38000000
-0.00242814563
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
441219600.00000000
HUF
1199487.82000000
USD
2023-06-21
-30730.38000000
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA 5.625000% 02/26/2044
195325BR5
132000.00000000
PA
USD
99692.94000000
0.007877187902
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
447512.97000000
0.035360013995
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
1210352.79000000
0.095635421681
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
3076365.85000000
0.243077512392
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
832296.22000000
0.065763470469
Long
DBT
NUSS
ID
N
2
2030-09-15
Fixed
7.00000000
N
N
N
N
N
N
INDONESIA RUPIAH
N/A
FX Forward Contract: IDR/USD SETTLE 2023-06-21
N/A
1.00000000
NC
74369.39000000
0.005876260237
N/A
DFE
ID
N
2
GOLDMAN SACHS & CO
N/A
2913233.38000000
USD
44674433872.00000000
IDR
2023-06-21
74369.39000000
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA 8.000000% 04/20/2033
195325EF8
4478000.00000000
PA
USD
4586525.49000000
0.362402022709
Long
DBT
NUSS
CO
N
2
2033-04-20
Fixed
8.00000000
N
N
N
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2023-06-21
N/A
1.00000000
NC
24357.51000000
0.001924596497
N/A
DFE
HU
N
2
GOLDMAN SACHS & CO
N/A
633652.96000000
USD
235996442.08000000
HUF
2023-06-21
24357.51000000
N
N
N
BRK:GOLDMAN SACHS INTERNATIONAL
N/A
BRK:GOLDMAN SACHS INTERNATIONAL PAY: 3M JOHANNESBURG INTERBANK AGREED RATE
N/A
40248153.00000000
NC
-18244.20000000
-0.00144155635
N/A
DIR
XX
N
2
BRK:GOLDMAN SACHS INTERNATIONAL
N/A
Y
2033-01-12
0.00000000
ZAR
0.00000000
ZAR
-40248153.00000000
ZAR
-18244.20000000
N
N
N
Ukraine
6354001WLTJXOMEXPY07
GOVERNMENT OF UKRAINE 15.970000% 04/19/2023
N/A
39820000.00000000
PA
650977.03000000
0.051436625158
Long
DBT
NUSS
UA
N
2
2023-04-19
Fixed
15.97000000
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
273257.60000000
0.021591312896
Long
DBT
NUSS
CL
Y
2
2031-09-16
Fixed
3.45000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PEN SETTLE 2023-06-21
N/A
1.00000000
NC
USD
523.82000000
0.000041389375
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
1610717.51000000
PEN
426849.74000000
USD
2023-06-21
523.82000000
N
N
N
Financiera de Desarrollo Territorial S.A.
54930036EU95I2CWYJ76
FINDETER 7.875000% 08/12/2024
P40420AA2
884000000.00000000
PA
171905.51000000
0.013583028084
Long
DBT
NUSS
CO
N
2
2024-08-12
Fixed
7.87500000
N
N
N
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2023-05-22
N/A
1.00000000
NC
55317.91000000
0.004370917052
N/A
DFE
CL
N
2
J.P. MORGAN SECURITIES
N/A
2649521.03000000
USD
2149053000.00000000
CLP
2023-05-22
55317.91000000
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
200196.39000000
0.015818417848
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
5472000.00000000
PA
USD
4037389.29000000
0.319012299909
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
471799.98000000
0.037279039970
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
9063000.00000000
PA
1509640.97000000
0.119283527865
Long
DBT
NUSS
PL
N
2
2030-10-25
Fixed
1.25000000
N
N
N
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT BOND 4.750000% 11/24/2032
N/A
538140000.00000000
PA
1163020.14000000
0.091895455962
Long
DBT
NUSS
HU
N
2
2032-11-24
Fixed
4.75000000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 7.000000% 03/26/2031
N/A
2251100000.00000000
PA
370458.09000000
0.029271561106
Long
DBT
NUSS
CO
N
2
2031-03-26
Fixed
7.00000000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEXICO CETES ZERO COUPON 02/06/2025
ZL4358723
607111000.00000000
PA
2736857.46000000
0.216251426386
Long
DBT
NUSS
MX
N
2
2025-02-06
Fixed
0.00000000
N
N
N
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT INTERNATIONAL BOND 144A 6.125000% 05/22/2028
445545AR7
364000.00000000
PA
USD
372925.28000000
0.029466504892
Long
DBT
NUSS
HU
Y
2
2028-05-22
Fixed
6.12500000
N
N
N
N
N
N
United States of America
N/A
US ULTRA BOND CBT JUN23 FINANCIAL COMMODITY FUTURE.
N/A
35.00000000
NC
USD
4939375.00000000
0.390282250653
N/A
DIR
US
N
1
GOLDMAN, SACHS & CO.
N/A
Long
U.S. Treasury Futures
US Ultra T-Bond Futures (Composite) Jun 2023
2023-06-24
4700453.97000000
USD
238921.03000000
N
N
N
Petroleos del Peru - Petroperu S.A.
549300ZMGDLC9JT2OR80
PETROLEOS DEL PERU SA 5.625000% 06/19/2047
P7808BAB3
4449000.00000000
PA
USD
2881839.75000000
0.227707129678
Long
DBT
NUSS
PE
N
2
2047-06-19
Fixed
5.62500000
N
N
N
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT BOND 4.500000% 03/23/2028
N/A
539600000.00000000
PA
1249432.58000000
0.098723291785
Long
DBT
NUSS
HU
N
2
2028-03-23
Fixed
4.50000000
N
N
N
N
N
N
Republique de Cote d'Ivoire
254900ICW11T82O6H590
IVORY COAST 4.875000% 01/30/2032
N/A
370000.00000000
PA
305469.18000000
0.024136494814
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
1118128.25000000
0.088348345677
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
105296400.00000000
PA
5527186.25000000
0.436727863228
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
317254.75000000
0.025067725746
Long
DBT
CORP
ZA
N
2
2026-09-18
Fixed
4.37500000
N
N
N
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
LETRA TESOURO NACIONAL ZERO COUPON 01/01/2025
N/A
34000000.00000000
PA
5486571.67000000
0.433518722458
Long
DBT
NUSS
BR
N
2
2025-01-01
None
0.00000000
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
200311.51000000
0.015827513998
Long
DBT
NUSS
AU
N
2
2030-10-01
Fixed
3.75000000
N
N
N
N
N
N
Gobierno de Chile
549300FLZTJM5YJF8D34
BONOS TESORERIA PESOS 4.500000% 03/01/2026
N/A
1145000000.00000000
PA
1390318.87000000
0.109855351681
Long
DBT
NUSS
CL
N
2
2026-03-01
Fixed
4.50000000
N
N
N
N
N
N
Republica de Angola
549300QHR2R3J8JSGK83
ANGOLAN GOVERNMENT INTERNATIONAL BOND MTN 8.000000% 11/26/2029
N/A
603000.00000000
PA
USD
516107.70000000
0.040779992354
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
556113.26000000
0.043941011713
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 4.300000% 12/13/2028
V3855MAA5
500000.00000000
PA
USD
431250.00000000
0.034075003536
Long
DBT
NUSS
IN
N
2
2028-12-13
Fixed
4.30000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-04-06
N/A
1.00000000
NC
USD
-11447.57000000
-0.00090452403
N/A
DFE
US
N
2
CITIGROUP GLOBAL MARKETS
N/A
492526.00000000
EUR
523711.02000000
USD
2023-04-06
-11447.57000000
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
ARAB REPUBLIC OF EGYPT 7.903000% 02/21/2048
N/A
200000.00000000
PA
USD
110442.40000000
0.008726551120
Long
DBT
NUSS
EG
N
2
2048-02-21
Fixed
7.90300000
N
N
N
N
N
N
Republic of Uganda
549300NF1DEFHG8XLQ11
UGANDA GOVERNMENT BOND 16.000000% 05/14/2037
BW9377498
3397200000.00000000
PA
872449.70000000
0.068936177653
Long
DBT
NUSS
UG
N
2
2037-05-14
Fixed
16.00000000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 28-DAY MXN - TIIE
N/A
16624088.00000000
NC
-69241.17000000
-0.00547105649
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2025-12-08
0.00000000
MXN
0.00000000
MXN
-16624088.00000000
MXN
-69241.17000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2023-06-12
N/A
1.00000000
NC
USD
-2273.35000000
-0.00017962761
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES
N/A
369000.00000000
BRL
69582.60000000
USD
2023-06-12
-2273.35000000
N
N
N
Ceska republika
3157007EFDLQABN47912
CZECH REPUBLIC 2.500000% 08/25/2028
N/A
116480000.00000000
PA
4800664.91000000
0.379322142115
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
34795000000.00000000
PA
2607333.49000000
0.206017154535
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
496839.20000000
0.039257501442
Long
DBT
NUSS
JO
Y
2
2030-07-07
Fixed
5.85000000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEX BONOS DESARR FIX RT 7.500000% 06/03/2027
N/A
29884600.00000000
PA
1568693.23000000
0.123949512719
Long
DBT
NUSS
MX
N
2
2027-06-03
Floating
7.49999880
N
N
N
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/EUR SETTLE 2023-04-13
N/A
1.00000000
NC
28962.46000000
0.002288454323
N/A
DFE
HU
N
2
J.P. MORGAN SECURITIES
N/A
939923.82000000
EUR
368826108.00000000
HUF
2023-04-13
28962.46000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 4.254000% 05/31/2035
N/A
8924000.00000000
PA
2040377.96000000
0.161219446268
Long
DBT
NUSS
MY
N
2
2035-05-31
Fixed
4.25400000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/MYR SETTLE 2023-06-21
N/A
1.00000000
NC
USD
-18693.96000000
-0.00147709392
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
5364000.00000000
MYR
1209892.97000000
USD
2023-06-21
-18693.96000000
N
N
N
Comision Federal de Electricidad
4469000001BFPONMPF32
COMISION FEDERAL DE ELECTRICIDAD 7.350000% 11/25/2025
N/A
39784700.00000000
PA
2011067.69000000
0.158903509911
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
847000.00000000
PA
USD
774047.89000000
0.061161007743
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
239000.00000000
PA
217751.92000000
0.017205559290
Long
DBT
NUSS
SN
Y
2
2028-03-13
Fixed
4.75000000
N
N
N
N
N
N
BRK:JPMORGAN CHASE BANK
N/A
BRK:JPMORGAN CHASE BANK PAY: 3M TEL AVIV INTERBANK OFFER RATE (TELBOR)
N/A
5079204.00000000
NC
36555.73000000
0.002888432762
N/A
DIR
XX
N
2
BRK:JPMORGAN CHASE BANK
N/A
Y
2028-01-16
0.00000000
ILS
0.00000000
ILS
-5079204.00000000
ILS
36555.73000000
N
N
N
Gobierno de la Republica Dominicana
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC INTERNATIONAL BOND 144A 7.450000% 04/30/2044
25714PCF3
687000.00000000
PA
USD
659400.76000000
0.052102221980
Long
DBT
NUSS
DO
Y
2
2044-04-30
Fixed
7.45000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/KRW SETTLE 2023-06-12
N/A
1.00000000
NC
USD
-1025.45000000
-0.00008102542
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES
N/A
1016493700.00000000
KRW
782261.22000000
USD
2023-06-12
-1025.45000000
N
N
N
Asian Infrastructure Investment Bank
25490065OSV2524LCR32
ASIAN INFRASTRUCTURE INVESTMENT BANK/THE MTN ZERO COUPON 02/08/2038
ZM8086906
15200000.00000000
PA
220162.15000000
0.017396002411
Long
DBT
NUSS
XX
N
2
2038-02-08
Fixed
0.00000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS MTN 6.750000% 09/21/2047
71654QCC4
361000.00000000
PA
USD
234671.98000000
0.018542489387
Long
DBT
NUSS
MX
N
2
2047-09-21
Fixed
6.75000000
N
N
N
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT BOND 3.250000% 10/22/2031
N/A
516860000.00000000
PA
1015751.82000000
0.080259123151
Long
DBT
NUSS
HU
N
2
2031-10-22
Fixed
3.25000000
N
N
N
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2023-06-12
N/A
1.00000000
NC
42265.68000000
0.003339601612
N/A
DFE
CL
N
2
J.P. MORGAN SECURITIES
N/A
1091061.90000000
USD
902580954.00000000
CLP
2023-06-12
42265.68000000
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
1416609.99000000
0.111932731407
Long
DBT
NUSS
CL
Y
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIA GOVERNMENT BOND 4.850000% 07/25/2029
N/A
4725000.00000000
PA
905270.05000000
0.071529461230
Long
DBT
NUSS
RO
N
2
2029-07-25
Fixed
4.85000000
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
706089.36000000
0.055791298409
Long
DBT
NUSS
MX
Y
2
2029-11-19
Fixed
5.45000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PEN SETTLE 2023-06-21
N/A
1.00000000
NC
USD
-1195.19000000
-0.00009443734
N/A
DFE
US
N
2
GOLDMAN SACHS & CO
N/A
5962500.00000000
PEN
1576963.77000000
USD
2023-06-21
-1195.19000000
N
N
N
Republic of Zambia
213800DMLAZ6LGMMD849
ZAMBIA GOVERNMENT BOND 13.000000% 12/18/2027
AQ3216613
5630000.00000000
PA
169247.81000000
0.013373031244
Long
DBT
NUSS
ZM
N
2
2027-12-18
Fixed
13.00000000
N
N
N
N
N
N
ECOPETROL S.A.
254900IDGKCJICKBPA66
ECOPETROL SA 8.875000% 01/13/2033
279158AS8
848000.00000000
PA
USD
858388.00000000
0.067825099445
Long
DBT
NUSS
CO
N
2
2033-01-13
Fixed
8.87500000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIA 7.125000% 01/17/2033
N/A
754000.00000000
PA
USD
798787.60000000
0.063115803582
Long
DBT
NUSS
RO
N
2
2033-01-17
Fixed
7.12500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2023-05-03
N/A
1.00000000
NC
USD
-16035.62000000
-0.00126704651
N/A
DFE
US
N
2
CITIGROUP GLOBAL MARKETS
N/A
2422952.00000000
BRL
459596.62000000
USD
2023-05-03
-16035.62000000
N
N
N
Ukraine
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT 7.375000% 09/25/2032
N/A
493000.00000000
PA
USD
84519.13000000
0.006678236878
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
1949000.00000000
PA
USD
1159220.84000000
0.091595256169
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
1150678.20000000
0.090920263732
Long
DBT
NUSS
PL
N
2
2027-05-25
Fixed
3.75000000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA 3.000000% 01/30/2030
195325DR3
550000.00000000
PA
USD
430974.43000000
0.034053229510
Long
DBT
NUSS
CO
N
2
2030-01-30
Fixed
3.00000000
N
N
N
N
N
N
Azarbayjan Respublikasi
549300P74FF45UQVU281
REPUBLIC OF AZERBAIJAN 5.125000% 09/01/2029
N/A
1645000.00000000
PA
USD
1570889.64000000
0.124123060959
Long
DBT
NUSS
AZ
N
2
2029-09-01
Fixed
5.12500000
N
N
N
N
N
N
Republica de Angola
549300QHR2R3J8JSGK83
ANGOLAN GOVERNMENT INTERNATIONAL BOND 144A 9.500000% 11/12/2025
035198AA8
112000.00000000
PA
USD
110859.84000000
0.008759534933
Long
DBT
NUSS
AO
Y
2
2025-11-12
Fixed
9.50000000
N
N
N
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/USD SETTLE 2023-05-15
N/A
1.00000000
NC
11163.47000000
0.000882076010
N/A
DFE
PA
N
2
J.P. MORGAN SECURITIES
N/A
369199.64000000
USD
1642200.00000000
PLN
2023-05-15
11163.47000000
N
N
N
KONDOR FINANCE PLC
213800PUC1T9GI6EIO63
NAK NAFTOGAZ UKRAINE VIA KONDOR FINANCE PLC VARIABLE RATE 07/19/2024
N/A
720000.00000000
PA
152537.40000000
0.012052666537
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
1244288.04000000
0.098316798524
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
180720.59000000
0.014279547231
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
29794000.00000000
PA
6198020.64000000
0.489733507777
Long
DBT
NUSS
PL
N
2
2026-07-25
Fixed
2.50000000
N
N
N
N
N
N
Republica de Costa Rica
549300S1EK2VN6XVJP58
COSTA RICA GOVERNMENT 6.550000% 04/03/2034
P3699PGM3
496000.00000000
PA
USD
498480.00000000
0.039387148435
Long
DBT
NUSS
CR
N
2
2034-04-03
Fixed
6.55000000
N
N
N
N
N
N
Gobierno de la Republica Dominicana
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC 6.000000% 02/22/2033
P3579ECN5
2515000.00000000
PA
USD
2301895.37000000
0.181883113910
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
1501710.37000000
0.118656895464
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
27750.00000000
0.002192652401
Long
DBT
CORP
VE
N
2
2037-04-12
Fixed
5.50000000
Y
N
N
N
N
N
2023-03-31
SEI INSTITUTIONAL INTERNATIONAL TRUST
Ankit Puri
Ankit Puri
CFO