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 XXXXXXXX S000006421 C000017610 C000147410 SEI INSTITUTIONAL INTERNATIONAL TRUST 811-05601 0000835597 E8Z427H460ISEID6A824 ONE FREEDOM VALLEY DRIVE OAKS 19456 8003425734 SIT Emerging Markets Debt Fund S000006421 1BNBZ6S2ZXNZOA0AG379 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