0001752724-23-270192.txt : 20231128
0001752724-23-270192.hdr.sgml : 20231128
20231128132657
ACCESSION NUMBER: 0001752724-23-270192
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230930
FILED AS OF DATE: 20231128
DATE AS OF CHANGE: 20231128
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: 231444412
BUSINESS ADDRESS:
STREET 1: SEI INVESTMENTS ATTN: CAREN ROSCH
STREET 2: 1FREEDOM CIRCLE DRIVE
CITY: OAKS
STATE: PA
ZIP: 19456
BUSINESS PHONE: 610 676-3097
MAIL ADDRESS:
STREET 1: SEI INVESTMENTS ATTN: CAREN ROSCH
STREET 2: 1FREEDOM CIRCLE DRIVE
CITY: OAKS
STATE: PA
ZIP: 19456
FORMER COMPANY:
FORMER CONFORMED NAME: SEI INTERNATIONAL TRUST
DATE OF NAME CHANGE: 19920703
FORMER COMPANY:
FORMER CONFORMED NAME: SEI WEALTH MANAGEMENT TRUST
DATE OF NAME CHANGE: 19900129
0000835597
S000006421
SIT EMERGING MARKETS DEBT FUND
C000017610
SIT EMERGING MARKETS DEBT FUND - CLASS F, effective 1-31-2017 (formerly Class A)
SITEX
C000147410
Class Y
SIEDX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000835597
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S000006421
C000017610
C000147410
SEI INSTITUTIONAL INTERNATIONAL TRUST
811-05601
0000835597
E8Z427H460ISEID6A824
ONE FREEDOM VALLEY DRIVE
OAKS
19456
8003425734
SIT Emerging Markets Debt Fund
S000006421
1BNBZ6S2ZXNZOA0AG379
2023-09-30
2023-09-30
N
1233386968.50
38502092.35
1194884876.15
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
25014626.59000000
MXN
USD
N
50% EMBIGLDIV / 50% JPMGBIEGDV Index
EMBIGJPMGB
Kingdom of Bahrain
549300RODM1WN85LFQ95
BAHRAIN GOVERNMENT INTERNATIONAL BOND MTN 5.625000% 05/18/2034
05675M2J2
2477000.00000000
PA
USD
2116606.41000000
0.177138940516
Long
DBT
NUSS
BH
Y
2
2034-05-18
Fixed
5.62500000
N
N
N
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2023-10-16
N/A
1.00000000
NC
-387.53000000
-0.00003243241
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
62202.25000000
USD
1165800.00000000
ZAR
2023-10-16
-387.53000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/TRY SETTLE 2023-12-20
N/A
1.00000000
NC
USD
138028.40000000
0.011551606581
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
33230000.00000000
TRY
1254956.76000000
USD
2023-12-20
138028.40000000
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT INTERNATIONAL BOND MTN 4.750000% 04/11/2025
N/A
457000.00000000
PA
389062.79000000
0.032560692478
Long
DBT
NUSS
EG
N
2
2025-04-11
Fixed
4.75000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-10-04
N/A
1.00000000
NC
USD
1645.24000000
0.000137690252
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
192337.00000000
EUR
205289.67000000
USD
2023-10-04
1645.24000000
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 7.500000% 04/15/2040
N/A
11300000000.00000000
PA
762923.65000000
0.063849134358
Long
DBT
NUSS
ID
N
2
2040-04-15
Fixed
7.50000000
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
572355.87000000
0.047900503339
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
92385712.00000000
PA
3847565.72000000
0.322003047891
Long
DBT
NUSS
ZA
N
2
2031-02-28
Fixed
7.00000000
N
N
N
N
N
N
African Export-Import Bank
21380068LJCDYA42GJ76
AFRICAN EXPORT-IMPORT BANK/THE MTN 3.994000% 09/21/2029
00831TAA9
363000.00000000
PA
USD
297514.80000000
0.024899034705
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
705025.42000000
0.059003627384
Long
DBT
NUSS
CO
N
2
2050-10-26
Fixed
7.25000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/COP SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-10385.43000000
-0.00086915737
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1515295179.37000000
COP
356960.00000000
USD
2023-12-20
-10385.43000000
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
984777.17000000
0.082416071176
Long
DBT
NUSS
MX
N
2
2024-12-09
Fixed
7.12500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZAR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-4326.39000000
-0.00036207588
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
7027414.00000000
ZAR
366144.73000000
USD
2023-12-20
-4326.39000000
N
N
N
Republica Del Paraguay
529900UXKJTJPCU0HK83
PARAGUAY GOVERNMENT INTERNATIONAL BOND 144A 5.850000% 08/21/2033
699149AM2
926000.00000000
PA
USD
875549.96000000
0.073274838227
Long
DBT
NUSS
PY
Y
2
2033-08-21
Fixed
5.85000000
N
N
N
N
N
N
Empresa Nacional del Petroleo
549300YP3P0JZBLIV197
EMPRESA NACIONAL DEL PETROLEO 144A 6.150000% 05/10/2033
29245JAN2
200000.00000000
PA
USD
191849.76000000
0.016055920016
Long
DBT
NUSS
CL
Y
2
2033-05-10
Fixed
6.15000000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP
N/A
3361902.00000000
NC
-39075.04000000
-0.00327019286
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2025-01-02
0.00000000
BRL
0.00000000
BRL
-3361902.00000000
BRL
-39075.04000000
N
N
N
Russia, Federation of (Government)
5493004EHVGF71PDBU58
RUSSIAN FEDERATION 7.500000% 03/31/2030
N/A
113.62500000
PA
USD
73.89000000
0.000006183859
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
449225.08000000
0.037595678794
Long
DBT
NUSS
CO
N
2
2030-04-29
Fixed
6.87500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2023-12-04
N/A
1.00000000
NC
USD
-6477.53000000
-0.00054210494
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
4411597.00000000
BRL
867941.09000000
USD
2023-12-04
-6477.53000000
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2023-12-04
N/A
1.00000000
NC
-199804.47000000
-0.01672165026
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
16057528.70000000
USD
80005031.00000000
BRL
2023-12-04
-199804.47000000
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 6.500000% 02/28/2041
N/A
38413000.00000000
PA
1150591.63000000
0.096293095089
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
423927.98000000
0.035478562701
Long
DBT
NUSS
MX
Y
2
2172-09-27
Fixed
7.50000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ILS SETTLE 2023-11-21
N/A
1.00000000
NC
USD
-12352.80000000
-0.00103380670
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
7705541.00000000
ILS
2017051.73000000
USD
2023-11-21
-12352.80000000
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 3.300000% 06/17/2038
N/A
59042000.00000000
PA
1581460.69000000
0.132352557268
Long
DBT
NUSS
TH
N
2
2038-06-17
Fixed
3.30000000
N
N
N
N
N
N
Ceska republika
3157007EFDLQABN47912
CZECH REPUBLIC 0.250000% 02/10/2027
N/A
44470000.00000000
PA
1660569.03000000
0.138973139851
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
82797.90000000
0.006929362121
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
1595000000.00000000
PA
103818.97000000
0.008688616959
Long
DBT
NUSS
ID
N
2
2033-02-15
Fixed
7.00000000
N
N
N
N
N
N
Gobierno de Chile
549300FLZTJM5YJF8D34
BONOS TESORERIAGENL REP 1.90% 09/01/2030
N/A
913031216.85000000
PA
940364.41000000
0.078699164142
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
10926700000.00000000
PA
2247061.35000000
0.188056723693
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
2667000.00000000
PA
USD
211173.06000000
0.017673088363
Long
DBT
NUSS
LB
N
2
2028-11-03
Fixed
6.65000000
Y
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 4.232000% 06/30/2031
N/A
1200000.00000000
PA
259736.28000000
0.021737347687
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
299446.00000000
0.025060656970
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/ZAR SETTLE 2023-11-06
N/A
1.00000000
NC
USD
-37815.45000000
-0.00316477769
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
29887875.00000000
ZAR
1544135.61000000
USD
2023-11-06
-37815.45000000
N
N
N
Provincia de Buenos Aires
549300L6AYROPOTQ4L07
PROVINCIA DE BUENOS AIRES/GOVERNMENT BONDS MTN 6.375000% 09/01/2037
N/A
4644000.00000000
PA
USD
1511133.73000000
0.126466889000
Long
DBT
NUSS
AR
N
2
2037-09-01
Fixed
6.37500000
N
N
N
N
N
N
KHAZANAH CAPITAL LTD
213800O6O4S6ZMOA9R34
KHAZANAH CAPITAL LTD MTN 4.876000% 06/01/2033
N/A
1891000.00000000
PA
USD
1783626.13000000
0.149271797275
Long
DBT
NUSS
MY
N
2
2033-06-01
Fixed
4.87600000
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
219890.00000000
0.018402609689
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
8867000000.00000000
PA
1716909.55000000
0.143688281965
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
13950.61000000
0.001167527539
N/A
DIR
XX
N
2
BRK: BNP PARIBAS
N/A
Y
2027-01-06
0.00000000
COP
0.00000000
COP
-752359754.00000000
COP
13950.61000000
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 9.000000% 03/15/2029
N/A
36550000000.00000000
PA
2622305.82000000
0.219460959992
Long
DBT
NUSS
ID
N
2
2029-03-15
Fixed
9.00000000
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
625059.53000000
0.052311276381
Long
DBT
NUSS
ZA
N
2
2028-10-12
Fixed
4.30000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/COP SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-9627.02000000
-0.00080568598
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1515295179.37000000
COP
357718.41000000
USD
2023-12-20
-9627.02000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-9378.60000000
-0.00078489569
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
5800200.00000000
CNY
796406.52000000
USD
2023-12-20
-9378.60000000
N
N
N
MC Brazil Downstream Trading S.a r.l.
213800T2A7R9TYNXZI63
MC BRAZIL DOWNSTREAM TRADING SARL 7.250000% 06/30/2031
L626A6AA2
338188.06000000
PA
USD
259353.04000000
0.021705274305
Long
DBT
NUSS
BR
N
2
2031-06-30
Fixed
7.25000000
N
N
N
N
N
N
Republica Bolivariana de Venezuela
529900XM8PJTJK5OJI77
REPUBLIC OF VENEZUELA VARIABLE RATE 05/07/2028
P17625AB3
2941000.00000000
PA
USD
286747.50000000
0.023997918604
Long
DBT
NUSS
VE
N
2
2028-05-07
Floating
0.00000000
Y
N
N
N
N
N
Bundesrepublik Deutschland
N/A
EURO-BUXL 30Y BND DEC23 FINANCIAL COMMODITY FUTURE.
N/A
-29.00000000
NC
-3756910.99000000
-0.31441614711
N/A
DIR
DE
N
1
EURO-BUXL 30Y BND DEC23
N/A
Short
Germany Govt. Bond Futures
EURO BUXL 30Y BND Dec 2023
2023-12-10
-4027114.45000000
EUR
270203.46000000
N
N
N
Republic of Lebanon
529900QPC4K9S1KHL354
LEBANON GOVERNMENT INTERNATIONAL BOND MTN 6.400000% 05/26/2023
N/A
2649000.00000000
PA
USD
212449.80000000
0.017779938824
Long
DBT
NUSS
LB
N
2
2023-05-26
Fixed
6.40000000
Y
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
4546828.00000000
NC
-57079.67000000
-0.00477700162
N/A
DIR
XX
N
2
BRK:JPMORGAN CHASE BANK
N/A
Y
2028-01-16
0.00000000
ILS
0.00000000
ILS
-4546828.00000000
ILS
-57079.67000000
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2023-10-20
N/A
1.00000000
NC
-14387.35000000
-0.00120407834
N/A
DFE
XX
N
2
EURO
N/A
457646.55000000
USD
418396.37000000
EUR
2023-10-20
-14387.35000000
N
N
N
Sultanate of Oman
549300SZ20F0QTKNQC75
OMAN GOVERNMENT INTERNATIONAL BOND 144A 7.375000% 10/28/2032
68205LAE3
354000.00000000
PA
USD
373866.48000000
0.031288912217
Long
DBT
NUSS
OM
Y
2
2032-10-28
Fixed
7.37500000
N
N
N
N
N
N
Gobierno de la Republica Dominicana
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC INTERNATIONAL BOND 144A 13.625000% 02/03/2033
25714PES3
8000000.00000000
PA
164826.10000000
0.013794307994
Long
DBT
NUSS
US
Y
2
2033-02-03
Fixed
13.62500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-10-04
N/A
1.00000000
NC
USD
11169.26000000
0.000934756161
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
484943.00000000
EUR
524621.91000000
USD
2023-10-04
11169.26000000
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
NOTA DO TESOURO NACIONAL 10.000000% 01/01/2033
N/A
419000.00000000
PA
76192.36000000
0.006376544010
Long
DBT
NUSS
BR
N
2
2033-01-01
Fixed
10.00000000
N
N
N
N
N
N
Republica de El Salvador
529900AKDMUSFSDOM949
REPUBLIC OF EL SALVADOR 9.500000% 07/15/2052
P01012CC8
726000.00000000
PA
USD
553670.35000000
0.046336710845
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
370000.00000000
PA
83769.77000000
0.007010697990
Long
DBT
NUSS
MY
N
2
2048-07-06
Fixed
4.92100000
N
N
N
N
N
N
Comision Federal de Electricidad
4469000001BFPONMPF32
COMISION FEDERAL DE ELECTRICIDAD 144A 4.688000% 05/15/2029
200447AL4
638000.00000000
PA
USD
573355.22000000
0.047984139011
Long
DBT
NUSS
MX
Y
2
2029-05-15
Fixed
4.68800000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS MTN 6.750000% 09/21/2047
71656MBM0
553000.00000000
PA
USD
327672.57000000
0.027422940614
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
218322.85000000
0.018271454795
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
485166.06000000
0.040603581958
Long
DBT
NUSS
RO
N
2
2039-03-11
Fixed
4.12500000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 7.500000% 08/26/2026
N/A
16762900000.00000000
PA
3810776.58000000
0.318924162156
Long
DBT
NUSS
CO
N
2
2026-08-26
Fixed
7.50000000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND 144A 6.625000% 02/17/2028
77586RAQ3
606000.00000000
PA
USD
613053.84000000
0.051306519333
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
1904000.00000000
PA
USD
1104316.19000000
0.092420300234
Long
DBT
NUSS
AE
Y
2
2050-07-28
Fixed
4.00000000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA 7.500000% 02/02/2034
195325EG6
1356000.00000000
PA
USD
1280362.66000000
0.107153641790
Long
DBT
NUSS
CO
N
2
2034-02-02
Fixed
7.50000000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
REPUBLIC OF GHANA 8.950000% 03/26/2051
N/A
2095000.00000000
PA
USD
887379.15000000
0.074264823976
Long
DBT
NUSS
GH
N
2
2051-03-26
Fixed
8.95000000
Y
N
N
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
FED REPUBLIC OF BRAZIL 4.750000% 01/14/2050
105756CB4
4442000.00000000
PA
USD
3067394.23000000
0.256710440580
Long
DBT
NUSS
BR
N
2
2050-01-14
Fixed
4.75000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/IDR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
9927.80000000
0.000830858285
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
11125963838.00000000
IDR
728186.65000000
USD
2023-12-20
9927.80000000
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 28-DAY MXN - TIIE
N/A
26000000.00000000
NC
-142079.06000000
-0.01189060660
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2026-09-16
0.00000000
MXN
0.00000000
MXN
-26000000.00000000
MXN
-142079.06000000
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
1973380.08000000
0.165152318803
Long
DBT
NUSS
MX
Y
2
2172-09-27
Fixed
6.75000000
N
N
N
N
N
N
INTERNATIONAL FINANCE CORPORATION
QKL54NQY28TCDAI75F60
INTERNATIONAL FINANCE CORP MTN ZERO COUPON 08/16/2028
N/A
13860000000.00000000
PA
2010608.05000000
0.168267930252
Long
DBT
NUSS
XX
N
2
2028-08-16
Fixed
0.00000000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEX BONOS DESARR FIX RT 8.000000% 11/07/2047
N/A
65433300.00000000
PA
3096301.42000000
0.259129685361
Long
DBT
NUSS
MX
N
2
2047-11-07
Fixed
8.00000000
N
N
N
N
N
N
BRK: GOLDMAN SACHS AND CO. LLC
N/A
BRK: GOLDMAN SACHS AND CO. LLC PAY: ZAR-JIBAR-SAFEX
N/A
266000000.00000000
NC
-12793.81000000
-0.00107071486
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS AND CO. LLC
N/A
Y
2025-06-29
0.00000000
ZAR
0.00000000
ZAR
-266000000.00000000
ZAR
-12793.81000000
N
N
N
Gobierno de la Republica Dominicana
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC 5.500000% 02/22/2029
P3579ECP0
240000.00000000
PA
USD
219339.84000000
0.018356566760
Long
DBT
NUSS
DO
N
2
2029-02-22
Fixed
5.50000000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 9.250000% 05/28/2042
N/A
2626000000.00000000
PA
515907.64000000
0.043176346968
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
1175000.00000000
PA
USD
1061624.77000000
0.088847452268
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
208202.21000000
0.017424457716
Long
DBT
NUSS
LB
N
2
2023-12-31
Fixed
6.15000000
Y
N
N
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 2.650000% 06/17/2028
N/A
28300000.00000000
PA
770503.33000000
0.064483478314
Long
DBT
NUSS
TH
N
2
2028-06-17
Fixed
2.65000000
N
N
N
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
POLAND GOVERNMENT BOND 1.750000% 04/25/2032
N/A
15488000.00000000
PA
2587548.57000000
0.216552123275
Long
DBT
NUSS
PL
N
2
2032-04-25
Fixed
1.75000000
N
N
N
N
N
N
Gobierno de Chile
549300FLZTJM5YJF8D34
REPUBLIC OF CHILE 4.125000% 07/05/2034
N/A
209945.00000000
PA
211367.59000000
0.017689368592
Long
DBT
NUSS
CL
N
2
2034-07-05
Fixed
4.12500000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 8.000000% 01/31/2030
N/A
183500000.00000000
PA
8497372.53000000
0.711145709482
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/COP SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-40435.65000000
-0.00338406241
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
6046778604.36000000
COP
1425454.65000000
USD
2023-12-20
-40435.65000000
N
N
N
THAILAND BAHT
N/A
FX Forward Contract: THB/USD SETTLE 2023-10-06
N/A
1.00000000
NC
-30800.12000000
-0.00257766422
N/A
DFE
TH
N
2
THAILAND BAHT
N/A
1097662.93000000
USD
38836083.00000000
THB
2023-10-06
-30800.12000000
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
FED REPUBLIC OF BRAZIL 3.750000% 09/12/2031
105756CE8
785000.00000000
PA
USD
659813.57000000
0.055219844452
Long
DBT
NUSS
BR
N
2
2031-09-12
Fixed
3.75000000
N
N
N
N
N
N
Blossom Joy Limited
300300LGCJ91O86HIU38
BLOSSOM JOY LTD 3.100000% MATURITY: PERPETUAL
N/A
202000.00000000
PA
USD
190428.79000000
0.015936998936
Long
DBT
NUSS
CN
N
2
2172-04-21
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
229833.48000000
0.019234780235
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
1439041.04000000
0.120433446662
Long
DBT
NUSS
KZ
Y
2
2047-04-19
Fixed
5.75000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2023-12-04
N/A
1.00000000
NC
USD
2083.56000000
0.000174373284
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
5170000.00000000
BRL
1026824.55000000
USD
2023-12-04
2083.56000000
N
N
N
Petroleos de Venezuela, S.A.
549300YWR8TN1OFD4P06
PETROLEOS DE VENEZUELA 6.0% 05/16/2024
N/A
1755099.00000000
PA
USD
92142.70000000
0.007711429095
Long
DBT
NUSS
VE
N
2
2024-05-16
Fixed
6.00000000
Y
N
N
N
N
N
INDONESIA RUPIAH
N/A
FX Forward Contract: IDR/USD SETTLE 2023-10-06
N/A
1.00000000
NC
-13280.38000000
-0.00111143594
N/A
DFE
ID
N
2
INDONESIA RUPIAH
N/A
1006670.06000000
USD
15355443086.00000000
IDR
2023-10-06
-13280.38000000
N
N
N
Republica de Honduras
5493002DW1JNBNG17615
HONDURAS GOVERNMENT 6.250000% 01/19/2027
P5178RAC2
326000.00000000
PA
USD
306348.11000000
0.025638295045
Long
DBT
NUSS
HN
N
2
2027-01-19
Fixed
6.25000000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/HUF SETTLE 2023-11-14
N/A
1.00000000
NC
-19224.64000000
-0.00160891148
N/A
DFE
XX
N
2
EURO
N/A
293458593.00000000
HUF
730886.80000000
EUR
2023-11-14
-19224.64000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2023-12-11
N/A
1.00000000
NC
USD
-281.71000000
-0.00002357632
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1123500.00000000
BRL
222255.19000000
USD
2023-12-11
-281.71000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/UYU SETTLE 2023-11-10
N/A
1.00000000
NC
USD
203.48000000
0.000017029255
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
14322950.00000000
UYU
371060.88000000
USD
2023-11-10
203.48000000
N
N
N
Republica Bolivariana de Venezuela
529900XM8PJTJK5OJI77
REPUBLIC OF VENEZUELA VARIABLE RATE 10/13/2024
P97475AP5
3073600.00000000
PA
USD
276658.46000000
0.023153566131
Long
DBT
NUSS
VE
N
2
2024-10-13
Floating
0.00000000
Y
N
N
N
N
N
United Arab Emirates Government
98450060C643D82DF808
UAE INTERNATIONAL GOVERNMENT BOND MTN 4.951000% 07/07/2052
31424EAE2
1609000.00000000
PA
USD
1432331.80000000
0.119871949891
Long
DBT
NUSS
AE
Y
2
2052-07-07
Fixed
4.95100000
N
N
N
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT BOND 4.750000% 11/24/2032
N/A
268000000.00000000
PA
604564.28000000
0.050596027455
Long
DBT
NUSS
HU
N
2
2032-11-24
Fixed
4.75000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZAR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-45195.53000000
-0.00378241710
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
35040000.00000000
ZAR
1802042.73000000
USD
2023-12-20
-45195.53000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/MXN SETTLE 2023-11-13
N/A
1.00000000
NC
USD
929.96000000
0.000077828418
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1182000.00000000
MXN
68482.01000000
USD
2023-11-13
929.96000000
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
208788.83000000
0.017473551985
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
50214.76000000
0.004202476824
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2024-03-25
0.00000000
PLN
0.00000000
PLN
-12429983.00000000
PLN
50214.76000000
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
GHANA GOVERNMENT BOND 8.500000% 02/15/2028
N/A
1357761.00000000
PA
57045.46000000
0.004774138591
Long
DBT
NUSS
GH
N
2
2028-02-15
Fixed
8.50000000
N
N
N
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 3.390000% 06/17/2037
N/A
8000000.00000000
PA
217600.40000000
0.018210992903
Long
DBT
NUSS
TH
N
2
2037-06-17
Fixed
3.39000000
N
N
N
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2023-12-07
N/A
1.00000000
NC
-32469.60000000
-0.00271738312
N/A
DFE
KR
N
2
KOREAN WON
N/A
2022939.95000000
USD
2668358936.00000000
KRW
2023-12-07
-32469.60000000
N
N
N
Petroleos de Venezuela, S.A.
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA 9.750000% 05/17/2035
P7807HAQ8
1000000.00000000
PA
USD
52500.00000000
0.004393728722
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
7830000.00000000
PA
1555972.69000000
0.130219464741
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
1379247.51000000
0.115429321897
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
41523000000.00000000
PA
2618568.54000000
0.219148186764
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
563261.05000000
PA
USD
433521.29000000
0.036281427495
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
28000000.00000000
PA
603328.07000000
0.050492568953
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
606582.82000000
0.050764959211
Long
DBT
NUSS
CZ
N
2
2029-11-29
Fixed
0.05000000
N
N
N
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
POLAND GOVERNMENT BOND 1.250000% 10/25/2030
N/A
10157000.00000000
PA
1755798.26000000
0.146942880862
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
37060000000.00000000
PA
2422963.86000000
0.202778017226
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
4999000.00000000
PA
1117682.81000000
0.093538953610
Long
DBT
NUSS
MY
N
2
2042-10-15
Fixed
4.69600000
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
225750.00000000
0.018893033505
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
10447.50000000
0.000874352015
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
1400081.99000000
0.117172961006
Long
DBT
NUSS
MY
N
2
2026-09-30
Fixed
4.07000000
N
N
N
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2023-11-13
N/A
1.00000000
NC
-2511.84000000
-0.00021021606
N/A
DFE
MX
N
2
MEXICAN PESO
N/A
88826.44000000
USD
1510300.00000000
MXN
2023-11-13
-2511.84000000
N
N
N
Republic of the Philippines
529900RAHBALMYIJ3T08
REPUBLIC OF PHILIPPINES 5.000000% 07/17/2033
718286CW5
1378000.00000000
PA
USD
1319854.85000000
0.110458745971
Long
DBT
NUSS
PH
N
2
2033-07-17
Fixed
5.00000000
N
N
N
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
NOTA DO TESOURO NACIONAL 10.000000% 01/01/2033
N/A
25872000.00000000
PA
4704650.92000000
0.393732569045
Long
DBT
NUSS
BR
N
2
2033-01-01
Fixed
10.00000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 8.750000% 02/28/2048
N/A
81134660.00000000
PA
2985798.90000000
0.249881721628
Long
DBT
NUSS
ZA
N
2
2048-02-28
Fixed
8.75000000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA 6.125000% 01/18/2041
195325BM6
2776000.00000000
PA
USD
2169613.72000000
0.181575126048
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/HUF SETTLE 2023-12-11
N/A
1.00000000
NC
USD
6119.28000000
0.000512122977
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
81234600.00000000
HUF
225151.56000000
USD
2023-12-11
6119.28000000
N
N
N
Romania
315700IASY927EDWBK92
ROMANIA GOVERNMENT BOND 6.700000% 02/25/2032
N/A
6270000.00000000
PA
1305582.69000000
0.109264307889
Long
DBT
NUSS
RO
N
2
2032-02-25
Fixed
6.70000000
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
551883.84000000
0.046187197697
Long
DBT
CORP
CO
Y
2
2033-06-15
Fixed
5.75000000
N
N
N
N
N
N
BRK - JPMORGAN CHASE BANK
N/A
BRK - JPMORGAN CHASE BANK PAY - 1D FBIL OVERNIGHT MUMBAI INTERBANK SWAP
N/A
99000000.00000000
NC
-11755.53000000
-0.00098382113
N/A
DIR
XX
N
2
BRK - JPMORGAN CHASE BANK
N/A
Y
2028-08-14
0.00000000
INR
0.00000000
INR
-99000000.00000000
INR
-11755.53000000
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 144A 6.350000% 02/12/2048
71654QCJ9
130000.00000000
PA
USD
74169.56000000
0.006207255734
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
1506000.00000000
PA
USD
1242450.00000000
0.103980728587
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
164000.00000000
PA
USD
106272.46000000
0.008893949711
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
201536.80000000
0.016866629080
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
72826.57000000
0.006094860806
N/A
DIR
XX
N
2
BRK: BNP PARIBAS
N/A
Y
2026-03-25
0.00000000
MXN
0.00000000
MXN
-59098462.00000000
MXN
72826.57000000
N
N
N
Atlantica Transmision Sur S.A.
549300PQCSQSSZTVDH16
ATLANTICA TRANSMISION SUR SA 144A 6.875000% 04/30/2043
00289LAA3
254572.50000000
PA
USD
247571.76000000
0.020719298146
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
1579000.00000000
PA
USD
1502369.44000000
0.125733404948
Long
DBT
NUSS
ID
N
2
2033-01-11
Fixed
4.85000000
N
N
N
N
N
N
N/A
N/A
KOREA 3YR BND FUT DEC23 FINANCIAL COMMODITY FUTURE.
N/A
94.00000000
NC
7178523.79000000
0.600771164928
N/A
DIR
KR
N
1
KOREA 3YR BND FUT DEC23
N/A
Long
Korea Govt. Bond Futures
KOREA 3YR BND FUT Dec 2023
2023-12-22
7314510.14000000
KRW
-135986.35000000
N
N
N
ADANI ELECTRICITY MUMBAI LIMITED
335800AIC1B5EBFVUC38
ADANI ELECTRICITY MUMBAI LTD 144A 3.949000% 02/12/2030
00654GAA1
540000.00000000
PA
USD
396137.05000000
0.033152737799
Long
DBT
NUSS
IN
Y
2
2030-02-12
Fixed
3.94900000
N
N
N
N
N
N
Kingdom of Saudi Arabia
635400FMICXSM3SI3H65
SAUDI GOVERNMENT INTERNATIONAL BOND MTN 4.875000% 07/18/2033
80413TBD0
1160000.00000000
PA
USD
1102000.00000000
0.092226458129
Long
DBT
NUSS
SA
Y
2
2033-07-18
Fixed
4.87500000
N
N
N
N
N
N
ISRAELI SHEKEL
N/A
FX Forward Contract: ILS/USD SETTLE 2023-11-21
N/A
1.00000000
NC
1712.16000000
0.000143290791
N/A
DFE
IL
N
2
ISRAELI SHEKEL
N/A
176665.90000000
USD
677292.00000000
ILS
2023-11-21
1712.16000000
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 6.9225%
N/A
23049910.00000000
NC
156348.97000000
0.013084856384
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2029-08-31
0.00000000
MXN
0.00000000
MXN
-23049910.00000000
MXN
156348.97000000
N
N
N
TURKISH LIRA
N/A
FX Forward Contract: TRY/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-52617.64000000
-0.00440357402
N/A
DFE
TR
N
2
TURKISH LIRA
N/A
2003797.03000000
USD
58050000.00000000
TRY
2023-12-20
-52617.64000000
N
N
N
PERUVIAN NEW SOL
N/A
FX Forward Contract: PEN/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-54083.35000000
-0.00452623939
N/A
DFE
PE
N
2
PERUVIAN NEW SOL
N/A
3038156.66000000
USD
11338400.66000000
PEN
2023-12-20
-54083.35000000
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
1280987.73000000
0.107205953943
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
285103.00000000
0.023860290283
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
127146400.00000000
PA
6677591.24000000
0.558848084303
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
331734.84000000
0.027762912278
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
6233000.00000000
PA
1402283.22000000
0.117357182100
Long
DBT
NUSS
PE
N
2
2034-08-12
Fixed
5.40000000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2023-10-04
N/A
1.00000000
NC
-10303.08000000
-0.00086226549
N/A
DFE
XX
N
2
EURO
N/A
822699.70000000
USD
767288.00000000
EUR
2023-10-04
-10303.08000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2023-12-11
N/A
1.00000000
NC
USD
-4109.25000000
-0.00034390342
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
7897300.00000000
CNY
1093447.21000000
USD
2023-12-11
-4109.25000000
N
N
N
Republica del Ecuador
5299003Y2U5XK0A35H71
ECUADOR GOVERNMENT INTERNATIONAL BOND 144A 6.000000% 07/31/2030
N/A
2028000.00000000
PA
USD
1031036.64000000
0.086287529500
Long
DBT
NUSS
EC
Y
2
2030-07-31
Fixed
6.00000000
N
N
N
N
N
N
BRK - JPMORGAN CHASE BANK
N/A
BRK - JPMORGAN CHASE BANK PAY - 7D CHINA FIXING REPO RATES (CNRR007)
N/A
16300000.00000000
NC
-6954.53000000
-0.00058202510
N/A
DIR
XX
N
2
BRK - JPMORGAN CHASE BANK
N/A
Y
2028-08-29
0.00000000
CNY
0.00000000
CNY
-16300000.00000000
CNY
-6954.53000000
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND 144A 5.250000% 11/25/2027
77586RAN0
476000.00000000
PA
USD
462881.44000000
0.038738580530
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 3.500000% 07/31/2035
N/A
2528633.00000000
PA
USD
935319.80000000
0.078276980374
Long
DBT
NUSS
EC
Y
2
2035-07-31
Fixed
3.50000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/HUF SETTLE 2023-10-16
N/A
1.00000000
NC
USD
1061.21000000
0.000088812740
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
11357000.00000000
HUF
31955.54000000
USD
2023-10-16
1061.21000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/THB SETTLE 2023-12-20
N/A
1.00000000
NC
USD
11766.44000000
0.000984734197
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
139919340.00000000
THB
3883250.49000000
USD
2023-12-20
11766.44000000
N
N
N
Republic of Kazakhstan
5493007OEK8EF02UO833
KAZAKHSTAN GOVERNMENT INTERNATIONAL BOND MTN 1.500000% 09/30/2034
N/A
969000.00000000
PA
729414.85000000
0.061044780510
Long
DBT
NUSS
KZ
N
2
2034-09-30
Fixed
1.50000000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 7.750000% 09/18/2030
N/A
3596100000.00000000
PA
741879.13000000
0.062087916987
Long
DBT
NUSS
CO
N
2
2030-09-18
Fixed
7.75000000
N
N
N
N
N
N
Government of Mongolia
254900PW61ADCBDCLP71
MONGOLIA INTL BOND 3.500000% 07/07/2027
Y6142NAF5
657000.00000000
PA
USD
550657.32000000
0.046084550151
Long
DBT
NUSS
MN
N
2
2027-07-07
Fixed
3.50000000
N
N
N
N
N
N
BRK - GOLDMAN SACH
N/A
BRK - GOLDMAN SACH PAY - 6M PRAGUE INTERBANK OFFER RATE (PRIBOR)
N/A
82269199.00000000
NC
-21357.63000000
-0.00178742156
N/A
DIR
XX
N
2
BRK - GOLDMAN SACH
N/A
Y
2025-09-13
0.00000000
CZK
0.00000000
CZK
-82269199.00000000
CZK
-21357.63000000
N
N
N
Republica de El Salvador
529900AKDMUSFSDOM949
REPUBLIC OF EL SALVADOR 8.625000% 02/28/2029
P01012BX3
727000.00000000
PA
USD
592783.07000000
0.049610057155
Long
DBT
NUSS
SV
N
2
2029-02-28
Fixed
8.62500000
N
N
N
N
N
N
Republic of Kenya
549300VVURQQYU45PR87
REPUBLIC OF KENYA 7.000000% 05/22/2027
N/A
2114000.00000000
PA
USD
1786330.00000000
0.149498084347
Long
DBT
NUSS
KE
N
2
2027-05-22
Fixed
7.00000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-22161.26000000
-0.00185467742
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
13810000.00000000
CNY
1896374.73000000
USD
2023-12-20
-22161.26000000
N
N
N
Republica de El Salvador
529900AKDMUSFSDOM949
REPUBLIC OF EL SALVADOR 8.250000% 04/10/2032
N/A
208000.00000000
PA
USD
164669.99000000
0.013781243137
Long
DBT
NUSS
SV
N
2
2032-04-10
Fixed
8.25000000
N
N
N
N
N
N
CHINESE YUAN RENMINBI
N/A
FX Forward Contract: CNY/USD SETTLE 2023-12-04
N/A
1.00000000
NC
46229.43000000
0.003868944274
N/A
DFE
CN
N
2
CHINESE YUAN RENMINBI
N/A
6301881.06000000
USD
45662800.00000000
CNY
2023-12-04
46229.43000000
N
N
N
Gobierno de la Republica Dominicana
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC 6.000000% 02/22/2033
P3579ECN5
1579000.00000000
PA
USD
1392298.96000000
0.116521598673
Long
DBT
NUSS
DO
N
2
2033-02-22
Fixed
6.00000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZAR SETTLE 2023-10-16
N/A
1.00000000
NC
USD
2801.33000000
0.000234443506
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
852000.00000000
ZAR
47977.29000000
USD
2023-10-16
2801.33000000
N
N
N
Republic of Lebanon
529900QPC4K9S1KHL354
LEBANESE REPUBLIC 6.1% 10/04/2022
N/A
569000.00000000
PA
USD
45053.42000000
0.003770523913
Long
DBT
NUSS
LB
N
2
2022-10-04
Fixed
6.10000000
Y
N
N
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2023-11-13
N/A
1.00000000
NC
-89469.87000000
-0.00748773976
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
13030957.90000000
USD
244662750.00000000
ZAR
2023-11-13
-89469.87000000
N
N
N
GHANA CEDI
N/A
FX Forward Contract: GHS/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-4824.47000000
-0.00040376023
N/A
DFE
GH
N
2
GHANA CEDI
N/A
127189.65000000
USD
1481759.44000000
GHS
2023-12-20
-4824.47000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2023-12-04
N/A
1.00000000
NC
USD
75278.62000000
0.006300073044
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
16127545.35000000
BRL
3271904.68000000
USD
2023-12-04
75278.62000000
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS MTN 6.750000% 09/21/2047
71654QCC4
3633000.00000000
PA
USD
2152684.38000000
0.180158308383
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
32040000.00000000
PA
1091677.62000000
0.091362577415
Long
DBT
NUSS
CZ
N
2
2033-10-13
Fixed
2.00000000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/PLN SETTLE 2023-12-20
N/A
1.00000000
NC
-2141.82000000
-0.00017924906
N/A
DFE
XX
N
2
EURO
N/A
10730535.00000000
PLN
2305408.42000000
EUR
2023-12-20
-2141.82000000
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 7.000000% 02/28/2031
N/A
63200000.00000000
PA
2632075.33000000
0.220278570976
Long
DBT
NUSS
ZA
N
2
2031-02-28
Fixed
7.00000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZAR SETTLE 2023-11-13
N/A
1.00000000
NC
USD
-1727.75000000
-0.00014459551
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
2109700.00000000
ZAR
109865.28000000
USD
2023-11-13
-1727.75000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZAR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-23072.27000000
-0.00193091991
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
80055106.00000000
ZAR
4197271.77000000
USD
2023-12-20
-23072.27000000
N
N
N
BRK:GOLDMAN SACHS AND CO. LLC
N/A
BRK:GOLDMAN SACHS AND CO. LLC PAY: 5.605 % FIXED
N/A
3096800.00000000
NC
-33779.57000000
-0.00282701460
N/A
DIR
XX
N
2
BRK:GOLDMAN SACHS AND CO. LLC
N/A
Y
2033-04-17
0.00000000
PLN
0.00000000
PLN
-3096800.00000000
PLN
-33779.57000000
N
N
N
Republika Srbija
254900W94OCY91V32O78
SERBIA TREASURY BONDS 4.500000% 01/11/2026
N/A
15250000.00000000
PA
135866.06000000
0.011370640194
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
2239000.00000000
PA
USD
179030.44000000
0.014983070216
Long
DBT
NUSS
LB
N
2
2023-12-31
Fixed
6.37500000
Y
N
N
N
N
N
MILLICOM INTERNATIONAL CELLULAR S.A.
549300CTHC1CP86P2G96
MILLICOM INTERNATIONAL CELLULAR SA 144A 4.500000% 04/27/2031
600814AR8
507000.00000000
PA
USD
362074.86000000
0.030302070703
Long
DBT
NUSS
GT
Y
2
2031-04-27
Fixed
4.50000000
N
N
N
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
NOTA DO TESOURO NACIONAL 10.000000% 01/01/2033
N/A
10521000.00000000
PA
1913173.79000000
0.160113650125
Long
DBT
NUSS
BR
N
2
2033-01-01
Fixed
10.00000000
N
N
N
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
7513.10000000
0.000628771871
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
338316.89000000
USD
6560000.00000000
ZAR
2023-12-20
7513.10000000
N
N
N
Republica de El Salvador
529900AKDMUSFSDOM949
REPUBLIC OF EL SALVADOR 9.500000% 07/15/2052
P01012CC8
1199000.00000000
PA
USD
914394.98000000
0.076525780705
Long
DBT
NUSS
SV
N
2
2052-07-15
Fixed
9.50000000
N
N
N
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2023-12-04
N/A
1.00000000
NC
-25372.63000000
-0.00212343720
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
1317276.76000000
USD
6517885.43000000
BRL
2023-12-04
-25372.63000000
N
N
N
EURO
N/A
FX Forward Contract: EUR/RON SETTLE 2023-11-20
N/A
1.00000000
NC
-80.26000000
-0.00000671696
N/A
DFE
XX
N
2
EURO
N/A
955065.25000000
RON
191453.72000000
EUR
2023-11-20
-80.26000000
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 6.000000% 04/28/2028
N/A
15587700000.00000000
PA
3177505.31000000
0.265925644672
Long
DBT
NUSS
CO
N
2
2028-04-28
Fixed
6.00000000
N
N
N
N
N
N
Republika Srbija
254900W94OCY91V32O78
REPUBLIC OF SERBIA 3.125000% 05/15/2027
N/A
320000.00000000
PA
305838.84000000
0.025595674202
Long
DBT
NUSS
RS
N
2
2027-05-15
Fixed
3.12500000
N
N
N
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-11927.58000000
-0.00099822001
N/A
DFE
KR
N
2
KOREAN WON
N/A
1649624.64000000
USD
2193349170.00000000
KRW
2023-12-20
-11927.58000000
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2023-11-13
N/A
1.00000000
NC
42268.62000000
0.003537463804
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
2113481.03000000
USD
40755100.00000000
ZAR
2023-11-13
42268.62000000
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
REPUBLIC OF GHANA 7.750000% 04/07/2029
N/A
450000.00000000
PA
USD
197712.00000000
0.016546531297
Long
DBT
NUSS
GH
N
2
2029-04-07
Fixed
7.75000000
Y
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-10-04
N/A
1.00000000
NC
USD
3974.02000000
0.000332586015
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
386171.00000000
EUR
412847.89000000
USD
2023-10-04
3974.02000000
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
REPUBLIC OF PERU 1.250000% 03/11/2033
N/A
1838000.00000000
PA
1411771.44000000
0.118151251905
Long
DBT
NUSS
PE
N
2
2033-03-11
Fixed
1.25000000
N
N
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
BONOS DE TESORERIA 6.150000% 08/12/2032
N/A
8552000.00000000
PA
2097795.96000000
0.175564692622
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
42152.36000000
0.003527733996
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
2999000.00000000
PA
USD
2545401.25000000
0.213024811076
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
5000000.00000000
PA
948375.00000000
0.079369570987
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
1004000.00000000
PA
USD
753262.27000000
0.063040572781
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
433017.85000000
0.036239294566
Long
DBT
NUSS
ID
N
2
2032-09-20
Fixed
4.65000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PEN SETTLE 2023-10-18
N/A
1.00000000
NC
USD
4675.26000000
0.000391272840
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
786683.00000000
PEN
212143.43000000
USD
2023-10-18
4675.26000000
N
N
N
Republic of the Philippines
529900RAHBALMYIJ3T08
REPUBLIC OF PHILIPPINES 1.950000% 01/06/2032
718286CN5
156000.00000000
PA
USD
119075.55000000
0.009965441221
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
1295166.00000000
PA
USD
1079017.38000000
0.090303041032
Long
DBT
NUSS
AE
N
2
2034-03-31
Fixed
2.16000000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEX BONOS DESARR FIX RT 8.500000% 11/18/2038
N/A
37396500.00000000
PA
1895959.62000000
0.158672995017
Long
DBT
NUSS
MX
N
2
2038-11-18
Fixed
8.50000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 8.250000% 05/15/2036
N/A
42639000000.00000000
PA
3067635.33000000
0.256730618257
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
324291.96000000
0.027140017124
Long
DBT
NUSS
AE
Y
2
2051-09-15
Fixed
3.00000000
N
N
N
N
N
N
Kingdom of Bahrain
549300RODM1WN85LFQ95
KINGDOM OF BAHRAIN 5.625000% 09/30/2031
N/A
2040000.00000000
PA
USD
1829472.00000000
0.153108641385
Long
DBT
NUSS
BH
N
2
2031-09-30
Fixed
5.62500000
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
262260.00000000
0.021948557993
Long
DBT
NUSS
PG
N
2
2028-10-04
Fixed
8.37500000
N
N
N
N
N
N
Joint Stock Company National Company KazMunayGas
2138001H1M69RFJCSH88
KAZMUNAYGAS NATIONAL CO JSC 6.375000% 10/24/2048
Y44709AG1
200000.00000000
PA
USD
162720.40000000
0.013618081812
Long
DBT
NUSS
KZ
N
2
2048-10-24
Fixed
6.37500000
N
N
N
N
N
N
Emirate of Abu Dhabi
213800FER4348CINTA77
ABU DHABI GOVERNMENT INTERNATIONAL BOND MTN 3.000000% 09/15/2051
N/A
720000.00000000
PA
USD
449884.80000000
0.037650890807
Long
DBT
NUSS
AE
N
2
2051-09-15
Fixed
3.00000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
REPUBLIC OF INDONESIA 5.450000% 09/20/2052
455780DP8
800000.00000000
PA
USD
733888.00000000
0.061419138751
Long
DBT
NUSS
ID
N
2
2052-09-20
Fixed
5.45000000
N
N
N
N
N
N
Republique de Cote d'Ivoire
254900ICW11T82O6H590
IVORY COAST 5.750000% 12/31/2032
N/A
600394.75000000
PA
USD
534387.35000000
0.044722915208
Long
DBT
NUSS
CI
N
2
2032-12-31
Fixed
5.75000000
N
N
N
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVERNMENT BOND 2.800000% 03/25/2030
N/A
3100000.00000000
PA
426726.25000000
0.035712750116
Long
DBT
NUSS
CN
N
2
2030-03-25
Fixed
2.80000000
N
N
N
N
N
N
Gobierno de la Republica Dominicana
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC 7.050000% 02/03/2031
P3579ECR6
4702000.00000000
PA
USD
4538747.55000000
0.379848104247
Long
DBT
NUSS
DO
N
2
2031-02-03
Fixed
7.05000000
N
N
N
N
N
N
SHIMAO GROUP HOLDINGS LIMITED
254900WTJ6B5CU69ZD26
SHIMAO GROUP HOLDINGS LTD 5.600000% 07/15/2026
N/A
1949000.00000000
PA
USD
58470.00000000
0.004893358445
Long
DBT
NUSS
CN
N
2
2026-07-15
Fixed
5.60000000
Y
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 6.300000% 06/22/2048
836205AZ7
646000.00000000
PA
USD
462256.93000000
0.038686315244
Long
DBT
NUSS
ZA
N
2
2048-06-22
Fixed
6.30000000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIA GOVERNMENT BOND 8.250000% 09/29/2032
N/A
4030000.00000000
PA
919748.90000000
0.076973850649
Long
DBT
NUSS
RO
N
2
2032-09-29
Fixed
8.25000000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
UNITED MEXICAN STATES 3.750000% 04/19/2071
91087BAP5
1219000.00000000
PA
USD
693300.90000000
0.058022401474
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
772265.96000000
0.064630992944
Long
DBT
NUSS
GT
Y
2
2033-10-07
Fixed
3.70000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/COP SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-35445.85000000
-0.00296646569
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
5433905827.25000000
COP
1281868.77000000
USD
2023-12-20
-35445.85000000
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 3.350000% 06/17/2033
N/A
24922000.00000000
PA
690690.01000000
0.057803895905
Long
DBT
NUSS
TH
N
2
2033-06-17
Fixed
3.35000000
N
N
N
N
N
N
Federal Republic of Nigeria
549300GSBZD84TNEQ285
NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 7.375000% 09/28/2033
65412JAS2
707000.00000000
PA
USD
521596.32000000
0.043652433000
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
4494700000.00000000
PA
712884.51000000
0.059661355184
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
259493.10000000
0.021716995936
Long
DBT
NUSS
CL
Y
2
2033-02-02
Fixed
5.12500000
N
N
N
N
N
N
INDONESIA RUPIAH
N/A
FX Forward Contract: IDR/USD SETTLE 2023-10-20
N/A
1.00000000
NC
-433.52000000
-0.00003628131
N/A
DFE
ID
N
2
INDONESIA RUPIAH
N/A
71483.26000000
USD
1099126600.00000000
IDR
2023-10-20
-433.52000000
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT BOND 2.000000% 05/23/2029
N/A
137970000.00000000
PA
286452.49000000
0.023973229197
Long
DBT
NUSS
HU
N
2
2029-05-23
Fixed
2.00000000
N
N
N
N
N
N
Qatar Energy
254900QTESJKJ3P87J26
QATARENERGY 144A 2.250000% 07/12/2031
74730DAC7
705000.00000000
PA
USD
564459.66000000
0.047239668964
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
412469.74000000
0.034519621783
Long
DBT
NUSS
CN
N
2
2029-06-15
Fixed
2.75000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/UYU SETTLE 2023-11-10
N/A
1.00000000
NC
USD
3841.95000000
0.000321533067
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
16599084.00000000
UYU
433634.21000000
USD
2023-11-10
3841.95000000
N
N
N
State of Israel
213800T8ZHTFZIBYPE21
STATE OF ISRAEL 4.500000% 04/03/2120
46513JB59
759000.00000000
PA
USD
544203.00000000
0.045544387652
Long
DBT
NUSS
IL
N
2
2120-04-03
Fixed
4.50000000
N
N
N
N
N
N
Provincia de Cordoba
5299006CLM2Z97AATT29
PROVINCIA DE CORDOBA 144A 6.875000% 12/10/2025
74408DAC8
450142.77000000
PA
USD
374473.44000000
0.031339708743
Long
DBT
NUSS
AR
Y
2
2025-12-10
Fixed
6.87500000
N
N
N
N
N
N
GHANA CEDI
N/A
FX Forward Contract: GHS/USD SETTLE 2023-12-20
N/A
1.00000000
NC
1638.69000000
0.000137142082
N/A
DFE
GH
N
2
GHANA CEDI
N/A
487822.04000000
USD
5927037.77000000
GHS
2023-12-20
1638.69000000
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2023-10-04
N/A
1.00000000
NC
-7934.95000000
-0.00066407652
N/A
DFE
XX
N
2
EURO
N/A
515081.45000000
USD
478987.00000000
EUR
2023-10-04
-7934.95000000
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
386400.00000000
0.032337843395
Long
DBT
NUSS
ID
N
2
2047-05-15
Fixed
5.25000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/HUF SETTLE 2023-12-20
N/A
1.00000000
NC
USD
17821.83000000
0.001491510216
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
150000000.00000000
HUF
421909.83000000
USD
2023-12-20
17821.83000000
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
304639.52000000
0.025495303027
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
441562.54000000
0.036954400278
Long
DBT
NUSS
HN
N
2
2030-06-24
Fixed
5.62500000
N
N
N
N
N
N
The Bank of Thailand
549300HJD00HOXYCA262
BANK OF THAILAND BILL ZERO COUPON 05/09/2024
ZK4156368
35000000.00000000
PA
947053.62000000
0.079258984602
Long
DBT
NUSS
TH
N
2
2024-05-09
Fixed
0.00000000
N
N
N
N
N
N
THAILAND BAHT
N/A
FX Forward Contract: THB/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-54838.87000000
-0.00458946891
N/A
DFE
TH
N
2
THAILAND BAHT
N/A
1933575.21000000
USD
67899427.00000000
THB
2023-12-20
-54838.87000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.906000% 07/15/2026
N/A
4003000.00000000
PA
859836.13000000
0.071959746680
Long
DBT
NUSS
MY
N
2
2026-07-15
Fixed
3.90600000
N
N
N
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVERNMENT BOND 2.800000% 03/25/2030
N/A
18590000.00000000
PA
2558980.97000000
0.214161298806
Long
DBT
NUSS
CN
N
2
2030-03-25
Fixed
2.80000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT INTERNATIONAL BOND MTN 3.875000% 02/16/2026
03846JAA8
318000.00000000
PA
USD
225475.99000000
0.018870101588
Long
DBT
NUSS
EG
Y
2
2026-02-16
Fixed
3.87500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/TWD SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-3511.85000000
-0.00029390697
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
80702424.00000000
TWD
2519151.34000000
USD
2023-12-20
-3511.85000000
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 2.124000% 07/16/2031
N/A
158000.00000000
PA
123789.05000000
0.010359914370
Long
DBT
NUSS
RO
N
2
2031-07-16
Fixed
2.12400000
N
N
N
N
N
N
NETWORK I2I LIMITED
2549003L8M1FGHLHOX45
NETWORK I2I LTD 144A 5.650000% MATURITY: PERPETUAL
64132NAA4
260000.00000000
PA
USD
252850.00000000
0.021161034426
Long
DBT
NUSS
IN
Y
2
2172-04-15
Fixed
5.65000000
N
N
N
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2023-11-20
N/A
1.00000000
NC
-231244.31000000
-0.01935285269
N/A
DFE
KR
N
2
KOREAN WON
N/A
10000419.26000000
USD
13109449600.00000000
KRW
2023-11-20
-231244.31000000
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2023-11-20
N/A
1.00000000
NC
-541.51000000
-0.00004531901
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
84879.70000000
USD
424800.00000000
BRL
2023-11-20
-541.51000000
N
N
N
MV24 CAPITAL B.V
N/A
MV24 CAPITAL BV 144A 6.748000% 06/01/2034
55388RAA4
348844.85000000
PA
USD
307737.98000000
0.025754613364
Long
DBT
NUSS
BR
Y
2
2034-06-01
Fixed
6.74800000
N
N
N
N
N
N
Ukraine
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT 7.253000% 03/15/2035
N/A
285000.00000000
PA
USD
74058.96000000
0.006197999613
Long
DBT
NUSS
UA
N
2
2035-03-15
Fixed
7.25300000
N
Y
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
222320.00000000
0.018605976562
Long
DBT
NUSS
XX
N
2
2031-10-22
Fixed
4.70000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2023-11-17
N/A
1.00000000
NC
USD
-18070.81000000
-0.00151234737
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
14819084.00000000
CNY
2044003.13000000
USD
2023-11-17
-18070.81000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/IDR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
5721.83000000
0.000478860358
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
6381738678.00000000
IDR
417707.73000000
USD
2023-12-20
5721.83000000
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2023-11-13
N/A
1.00000000
NC
-9539.85000000
-0.00079839072
N/A
DFE
MX
N
2
MEXICAN PESO
N/A
1020999.03000000
USD
17698128.00000000
MXN
2023-11-13
-9539.85000000
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 2.875000% 12/17/2028
N/A
77700000.00000000
PA
2133636.37000000
0.178564179075
Long
DBT
NUSS
TH
N
2
2028-12-17
Fixed
2.87500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/MXN SETTLE 2023-12-20
N/A
1.00000000
NC
USD
1533.51000000
0.000128339560
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
19469083.00000000
MXN
1107299.41000000
USD
2023-12-20
1533.51000000
N
N
N
Republica Del Paraguay
529900UXKJTJPCU0HK83
PARAGUAY GOVERNMENT INTERNATIONAL BOND 144A 5.850000% 08/21/2033
699149AM2
1786000.00000000
PA
USD
1688695.72000000
0.141327064532
Long
DBT
NUSS
PY
Y
2
2033-08-21
Fixed
5.85000000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/HUF SETTLE 2023-11-14
N/A
1.00000000
NC
-11151.17000000
-0.00093324220
N/A
DFE
XX
N
2
EURO
N/A
370360455.00000000
HUF
934781.56000000
EUR
2023-11-14
-11151.17000000
N
N
N
BRK: CITIGROUP
N/A
BRK: CITIGROUP PAY: FLOATING (CNY-CNREPOFIX=CFXS-REUTERS)
N/A
60692765.00000000
NC
19731.30000000
0.001651313895
N/A
DIR
XX
N
2
BRK: CITIGROUP
N/A
Y
2028-07-04
0.00000000
CNY
0.00000000
CNY
-60692765.00000000
CNY
19731.30000000
N
N
N
Republica de Guatemala
529900QKDFFU9UWW5315
GUATEMALA GOVERNMENT BOND 144A 6.600000% 06/13/2036
401494AW9
914000.00000000
PA
USD
876224.32000000
0.073331275463
Long
DBT
NUSS
GT
Y
2
2036-06-13
Fixed
6.60000000
N
N
N
N
N
N
BRK:BOFA MERRILL LYNCH
N/A
BRK:BOFA MERRILL LYNCH PAY:6M PRIBOR
N/A
161751816.00000000
NC
-21571.30000000
-0.00180530362
N/A
DIR
XX
N
2
BRK:BOFA MERRILL LYNCH
N/A
Y
2025-09-04
0.00000000
CZK
0.00000000
CZK
-161751816.00000000
CZK
-21571.30000000
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEX BONOS DESARR FIX RT 8.500000% 05/31/2029
N/A
104013100.00000000
PA
5594807.70000000
0.468229853073
Long
DBT
NUSS
MX
N
2
2029-05-31
Fixed
8.50000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/HUF SETTLE 2023-10-16
N/A
1.00000000
NC
USD
964.72000000
0.000080737485
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
15837000.00000000
HUF
44045.95000000
USD
2023-10-16
964.72000000
N
N
N
BROKER: JPM CHASE
N/A
BROKER: JPM CHASE PAY: JIBAR 3M FLOATING
N/A
27540000.00000000
NC
-55626.07000000
-0.00465534974
N/A
DIR
XX
N
2
BROKER: JPM CHASE
N/A
Y
2028-02-01
0.00000000
ZAR
0.00000000
ZAR
-27540000.00000000
ZAR
-55626.07000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.502000% 05/31/2027
N/A
1050000.00000000
PA
221862.19000000
0.018567662410
Long
DBT
NUSS
MY
N
2
2027-05-31
Fixed
3.50200000
N
N
N
N
N
N
Turkiye Cumhuriyeti
5493000PCHOG3B6S3Q85
REPUBLIC OF TURKEY 9.375000% 03/14/2029
900123DH0
889000.00000000
PA
USD
910282.66000000
0.076181620352
Long
DBT
NUSS
TR
N
2
2029-03-14
Fixed
9.37500000
N
N
N
N
N
N
Turkiye Cumhuriyeti
5493000PCHOG3B6S3Q85
REPUBLIC OF TURKEY 6.125000% 10/24/2028
900123CQ1
1295000.00000000
PA
USD
1179084.55000000
0.098677669584
Long
DBT
NUSS
TR
N
2
2028-10-24
Fixed
6.12500000
N
N
N
N
N
N
Banco Central de la Republica Dominicana
549300DTVR57NON7XL66
DOMINICAN REPUBLIC CENTRAL BANK NOTES 144A 13.000000% 12/05/2025
25714PER5
276320000.00000000
PA
5037794.10000000
0.421613345398
Long
DBT
NUSS
DO
Y
2
2025-12-05
Fixed
13.00000000
N
N
N
N
N
N
Republique de Cote d'Ivoire
254900ICW11T82O6H590
IVORY COAST 4.875000% 01/30/2032
N/A
377000.00000000
PA
303353.06000000
0.025387639098
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
151660.08000000
0.012692442847
Long
DBT
NUSS
QA
Y
2
2051-07-12
Fixed
3.30000000
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
-80644.88000000
-0.00674917572
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
-80644.88000000
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2023-10-04
N/A
1.00000000
NC
-14694.21000000
-0.00122975947
N/A
DFE
XX
N
2
EURO
N/A
1032752.26000000
USD
961530.00000000
EUR
2023-10-04
-14694.21000000
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 7.000000% 05/15/2027
N/A
28700000000.00000000
PA
1881442.38000000
0.157458046172
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
314422.50000000
0.026314041316
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
633429.90000000
0.053011793239
Long
DBT
NUSS
TR
N
2
2028-02-17
Fixed
5.12500000
N
N
N
N
N
N
Gobierno de la Republica Dominicana
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC 7.450000% 04/30/2044
P3579EAY3
2443000.00000000
PA
USD
2226177.40000000
0.186308944437
Long
DBT
NUSS
DO
N
2
2044-04-30
Fixed
7.45000000
N
N
N
N
N
N
Ceska republika
3157007EFDLQABN47912
CZECH REPUBLIC 4.900000% 04/14/2034
N/A
6780000.00000000
PA
297177.62000000
0.024870816087
Long
DBT
NUSS
CZ
N
2
2034-04-14
Fixed
4.90000000
N
N
N
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2023-11-20
N/A
1.00000000
NC
-20602.60000000
-0.00172423305
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
526370.74000000
USD
453278900.00000000
CLP
2023-11-20
-20602.60000000
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2023-10-04
N/A
1.00000000
NC
1597.75000000
0.000133715810
N/A
DFE
XX
N
2
EURO
N/A
393295.86000000
USD
372967.00000000
EUR
2023-10-04
1597.75000000
N
N
N
Gobierno de Chile
549300FLZTJM5YJF8D34
BONOS TESORERIA PESOS 4.500000% 03/01/2026
N/A
370000000.00000000
PA
394150.33000000
0.032986469062
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
241212.01000000
0.020187050218
Long
DBT
NUSS
UA
N
2
2027-09-01
Fixed
7.75000000
N
Y
N
N
N
N
GeoPark Limited
529900ZR5QI19AH4KZ07
GEOPARK LTD 144A 5.500000% 01/17/2027
37255BAB5
261000.00000000
PA
USD
223749.71000000
0.018725629093
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
59880.03000000
0.005011363956
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
48952.26000000
0.004096818110
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
-68909.16000000
-0.00576701248
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
-68909.16000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/MXN SETTLE 2023-11-13
N/A
1.00000000
NC
USD
-33777.76000000
-0.00282686312
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
71759050.00000000
MXN
4067297.23000000
USD
2023-11-13
-33777.76000000
N
N
N
Republic of Armenia
5299000H77JSW90G7935
REPUBLIC OF ARMENIA 3.600000% 02/02/2031
N/A
787000.00000000
PA
USD
591587.90000000
0.049510033293
Long
DBT
NUSS
AM
N
2
2031-02-02
Fixed
3.60000000
N
N
N
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2023-10-05
N/A
1.00000000
NC
-6972.08000000
-0.00058349386
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
2098491.42000000
USD
39409459.00000000
ZAR
2023-10-05
-6972.08000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZAR SETTLE 2023-11-13
N/A
1.00000000
NC
USD
-260.93000000
-0.00002183725
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
724000.00000000
ZAR
38035.20000000
USD
2023-11-13
-260.93000000
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
NOTA DO TESOURO NACIONAL 10.000000% 01/01/2027
N/A
34296000.00000000
PA
6684749.28000000
0.559447141178
Long
DBT
NUSS
BR
N
2
2027-01-01
Fixed
10.00000000
N
N
N
N
N
N
PHILLIPINE PESO
N/A
FX Forward Contract: PHP/USD SETTLE 2023-12-20
N/A
1.00000000
NC
9683.76000000
0.000810434560
N/A
DFE
PH
N
2
PHILLIPINE PESO
N/A
3840523.07000000
USD
218052610.00000000
PHP
2023-12-20
9683.76000000
N
N
N
Republic of Kenya
549300VVURQQYU45PR87
REPUBLIC OF KENYA GOVERNMENT INTERNATIONAL BOND 14 7.000000% 05/22/2027
491798AJ3
545000.00000000
PA
USD
460525.00000000
0.038541369900
Long
DBT
NUSS
KE
Y
2
2027-05-22
Fixed
7.00000000
N
N
N
N
N
N
KSA SUKUK LIMITED
635400XBJFPNCGN9CK71
KSA SUKUK LTD 144A 4.274000% 05/22/2029
48266XAG0
5783000.00000000
PA
USD
5506734.52000000
0.460859002395
Long
DBT
NUSS
SA
Y
2
2029-05-22
Fixed
4.27400000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/TWD SETTLE 2023-10-13
N/A
1.00000000
NC
USD
11155.84000000
0.000933633040
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
65779451.00000000
TWD
2052657.15000000
USD
2023-10-13
11155.84000000
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 7.000000% 09/15/2030
N/A
6550000000.00000000
PA
428625.56000000
0.035871703505
Long
DBT
NUSS
ID
N
2
2030-09-15
Fixed
7.00000000
N
N
N
N
N
N
Petroleos de Venezuela, S.A.
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA 6.000000% 11/15/2026
P7807HAR6
4322000.00000000
PA
USD
226905.00000000
0.018989695537
Long
DBT
NUSS
VE
N
2
2026-11-15
Fixed
6.00000000
Y
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2023-10-20
N/A
1.00000000
NC
-6211.74000000
-0.00051986096
N/A
DFE
XX
N
2
EURO
N/A
119201.25000000
USD
106651.82000000
EUR
2023-10-20
-6211.74000000
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2023-11-13
N/A
1.00000000
NC
346.52000000
0.000029000283
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
72231.00000000
USD
1372100.00000000
ZAR
2023-11-13
346.52000000
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 9.250000% 05/28/2042
N/A
1954700000.00000000
PA
384023.10000000
0.032138920465
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
2805000.00000000
PA
USD
222099.90000000
0.018587556377
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
977000.00000000
PA
USD
926977.60000000
0.077578821064
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
30710.77000000
0.002570186518
Long
DBT
NUSS
LB
N
2
2029-05-25
Fixed
6.85000000
Y
N
N
N
N
N
INDONESIA RUPIAH
N/A
FX Forward Contract: IDR/USD SETTLE 2023-10-06
N/A
1.00000000
NC
-4479.81000000
-0.00037491561
N/A
DFE
ID
N
2
INDONESIA RUPIAH
N/A
934220.92000000
USD
14371587490.00000000
IDR
2023-10-06
-4479.81000000
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2023-12-11
N/A
1.00000000
NC
-144297.63000000
-0.01207627888
N/A
DFE
HU
N
2
HUNGARIAN FORINT
N/A
3537247.36000000
USD
1258375750.00000000
HUF
2023-12-11
-144297.63000000
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
100198.09000000
0.008385585255
Long
DBT
NUSS
BR
N
2
2045-05-15
Fixed
6.00000000
N
N
N
N
N
N
BRK: JPM CHASE
N/A
BRK: JPM CHASE PAY: 6M BUBOR
N/A
759366708.00000000
NC
4899.65000000
0.000410052055
N/A
DIR
XX
N
2
BRK: JPM CHASE
N/A
Y
2025-08-18
0.00000000
HUF
0.00000000
HUF
-759366708.00000000
HUF
4899.65000000
N
N
N
Republica Del Paraguay
529900UXKJTJPCU0HK83
REPUBLIC OF PARAGUAY 6.100000% 08/11/2044
P75744AB1
660000.00000000
PA
USD
578937.68000000
0.048451335484
Long
DBT
NUSS
PY
N
2
2044-08-11
Fixed
6.10000000
N
N
N
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 2.875000% 12/17/2028
N/A
18000000.00000000
PA
494278.69000000
0.041366218609
Long
DBT
NUSS
TH
N
2
2028-12-17
Fixed
2.87500000
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
895397.48000000
0.074935878583
Long
DBT
NUSS
AE
Y
2
2047-11-02
Fixed
4.60000000
N
N
N
N
N
N
Republica Oriental del Uruguay
549300RDR012H2V82H43
REPUBLICA ORIENT URUGUAY 5.100000% 06/18/2050
760942BA9
386343.00000000
PA
USD
341715.86000000
0.028598224550
Long
DBT
NUSS
UY
N
2
2050-06-18
Fixed
5.10000000
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
-222000.38000000
-0.01857922754
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
-222000.38000000
N
N
N
Gobierno de Chile
549300FLZTJM5YJF8D34
REPUBLIC OF CHILE 3.100000% 05/07/2041
168863DS4
976000.00000000
PA
USD
662361.04000000
0.055433042397
Long
DBT
NUSS
CL
N
2
2041-05-07
Fixed
3.10000000
N
N
N
N
N
N
Federal Republic of Nigeria
549300GSBZD84TNEQ285
NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 7.375000% 09/28/2033
N/A
2690000.00000000
PA
USD
1984574.40000000
0.166089172238
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
229125.75000000
0.019175550262
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
54943.07000000
0.004598189423
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
841000.00000000
PA
693468.17000000
0.058036400312
Long
DBT
NUSS
ID
N
2
2031-10-30
Fixed
1.40000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZAR SETTLE 2023-11-13
N/A
1.00000000
NC
USD
-1215.50000000
-0.00010172528
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1034000.00000000
ZAR
53478.15000000
USD
2023-11-13
-1215.50000000
N
N
N
Joint Stock Company National Company KazMunayGas
2138001H1M69RFJCSH88
KAZMUNAYGAS NATIONAL CO JSC 144A 5.375000% 04/24/2030
48667QAQ8
734000.00000000
PA
USD
666348.46000000
0.055766749860
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
770000.00000000
PA
USD
760080.34000000
0.063611177542
Long
DBT
NUSS
PA
N
2
2036-01-26
Fixed
6.70000000
N
N
N
N
N
N
Republique du Benin
635400Q11P6AE5A5Y230
BENIN INTL GOV BOND 4.875000% 01/19/2032
N/A
102000.00000000
PA
80039.72000000
0.006698529841
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/ZAR SETTLE 2023-10-16
N/A
1.00000000
NC
USD
-155757.09000000
-0.01303532190
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
321123100.00000000
ZAR
16871291.45000000
USD
2023-10-16
-155757.09000000
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
766870.11000000
0.064179413875
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
2967484.66000000
0.248349001584
Long
DBT
NUSS
ZM
N
2
2026-06-28
Fixed
11.00000000
N
N
N
N
N
N
Ceska republika
3157007EFDLQABN47912
CZECH REPUBLIC 1.950000% 07/30/2037
N/A
5510000.00000000
PA
171450.97000000
0.014348743834
Long
DBT
NUSS
CZ
N
2
2037-07-30
Fixed
1.95000000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 9.02% FIXED
N/A
2184689893.00000000
NC
211.01000000
0.000017659441
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2032-08-11
0.00000000
COP
0.00000000
COP
-2184689893.00000000
COP
211.01000000
N
N
N
Republika Srbija
254900W94OCY91V32O78
SERBIA INTERNATIONAL BOND 144A 6.250000% 05/26/2028
817477AG7
426000.00000000
PA
USD
417480.00000000
0.034938930798
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
3511000.00000000
PA
USD
278000.98000000
0.023265921725
Long
DBT
NUSS
LB
N
2
2022-10-04
Fixed
6.10000000
Y
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
REPUBLIC OF INDONESIA 1.300000% 03/23/2034
BR4171160
514000.00000000
PA
387400.07000000
0.032421539324
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
1979000.00000000
PA
USD
1926556.50000000
0.161233650074
Long
DBT
NUSS
OM
Y
2
2028-01-17
Fixed
5.62500000
N
N
N
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2023-12-04
N/A
1.00000000
NC
-20338.09000000
-0.00170209619
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
1177017.33000000
USD
5835651.91000000
BRL
2023-12-04
-20338.09000000
N
N
N
Ukraine
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT INTERNATIONAL BOND 144A 7.750000% 09/01/2026
903724AT9
2198000.00000000
PA
USD
630218.03000000
0.052742991611
Long
DBT
NUSS
UA
Y
2
2026-09-01
Fixed
7.75000000
N
Y
N
N
N
N
Kingdom of Bahrain
549300RODM1WN85LFQ95
BAHRAIN GOVERNMENT INTERNATIONAL BOND 144A 7.750000% 04/18/2035
05675M2K9
838000.00000000
PA
USD
836432.94000000
0.070001132050
Long
DBT
NUSS
BH
Y
2
2035-04-18
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
2797927.00000000
0.234158708997
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
594205.58000000
0.049729107118
Long
DBT
NUSS
IN
N
2
2030-02-12
Fixed
3.94900000
N
N
N
N
N
N
Comision Federal de Electricidad
4469000001BFPONMPF32
COMISION FEDERAL DE ELECTRICIDAD 3.875000% 07/26/2033
P30179BK3
1567000.00000000
PA
USD
1185299.01000000
0.099197758182
Long
DBT
NUSS
MX
N
2
2033-07-26
Fixed
3.87500000
N
N
N
N
N
N
Comision Federal de Electricidad
4469000001BFPONMPF32
COMISION FEDERAL DE ELECTRICIDAD 3.875000% 07/26/2033
P30179BK3
720000.00000000
PA
USD
544617.29000000
0.045579059612
Long
DBT
NUSS
MX
N
2
2033-07-26
Fixed
3.87500000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT BOND 14.664000% 10/06/2030
N/A
4750000.00000000
PA
99774.29000000
0.008350117403
Long
DBT
NUSS
EG
N
2
2030-10-06
Fixed
14.66400000
N
N
N
N
N
N
The State of Qatar
52990074F6OJOAXK4P65
STATE OF QATAR 4.400000% 04/16/2050
N/A
1176000.00000000
PA
USD
957946.08000000
0.080170575351
Long
DBT
NUSS
QA
N
2
2050-04-16
Fixed
4.40000000
N
N
N
N
N
N
BRK - GOLDMAN SACH
N/A
BRK - GOLDMAN SACH PAY - 1M MXIBOR 28D MEXICAN INTERBANK RATE
N/A
22189061.00000000
NC
-35398.13000000
-0.00296247200
N/A
DIR
XX
N
2
BRK - GOLDMAN SACH
N/A
Y
2028-08-17
0.00000000
MXN
0.00000000
MXN
-22189061.00000000
MXN
-35398.13000000
N
N
N
BANCO NACIONAL DE PANAMA
529900H2Q7WMDKKIW109
BANCO NACIONAL DE PANAMA 144A 2.500000% 08/11/2030
059626AC5
563000.00000000
PA
USD
436400.39000000
0.036522379579
Long
DBT
NUSS
PA
Y
2
2030-08-11
Fixed
2.50000000
N
N
N
N
N
N
Gobierno de Chile
549300FLZTJM5YJF8D34
BONOS TESORERIA PESOS 5.000000% 03/01/2035
N/A
275000000.00000000
PA
277566.53000000
0.023229562574
Long
DBT
NUSS
CL
N
2
2035-03-01
Fixed
5.00000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
REPUBLIC OF INDONESIA 1.300000% 03/23/2034
BR4171160
229000.00000000
PA
172596.53000000
0.014444615832
Long
DBT
NUSS
ID
N
2
2034-03-23
Fixed
1.30000000
N
N
N
N
N
N
CT Trust
5493003LN2KNNGM2Q244
CT TRUST 144A 5.125000% 02/03/2032
12659BAA2
548000.00000000
PA
USD
427554.42000000
0.035782059722
Long
DBT
NUSS
GT
Y
2
2032-02-03
Fixed
5.12500000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/CZK SETTLE 2023-11-21
N/A
1.00000000
NC
8908.44000000
0.000745547975
N/A
DFE
XX
N
2
EURO
N/A
28922707.85000000
CZK
1191838.72000000
EUR
2023-11-21
8908.44000000
N
N
N
MDGH GMTN (RSC) LTD
213800WRY6FRL9IXLT77
MDGH GMTN RSC LTD MTN 4.375000% 11/22/2033
55285GAD6
228000.00000000
PA
USD
207765.00000000
0.017387867580
Long
DBT
NUSS
AE
Y
2
2033-11-22
Fixed
4.37500000
N
N
N
N
N
N
Republic of Kenya
549300VVURQQYU45PR87
REPUBLIC OF KENYA 8.250000% 02/28/2048
N/A
517000.00000000
PA
USD
351089.53000000
0.029382707657
Long
DBT
NUSS
KE
N
2
2048-02-28
Fixed
8.25000000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIA 5.125000% 06/15/2048
N/A
244000.00000000
PA
USD
190110.16000000
0.015910332768
Long
DBT
NUSS
RO
N
2
2048-06-15
Fixed
5.12500000
N
N
N
N
N
N
MDGH GMTN (RSC) LTD
213800WRY6FRL9IXLT77
MDGH GMTN RSC LTD 5.500000% 04/28/2033
N/A
1324000.00000000
PA
USD
1318704.00000000
0.110362431253
Long
DBT
NUSS
AE
N
2
2033-04-28
Fixed
5.50000000
N
N
N
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT BOND 4.500000% 05/27/2032
N/A
202680000.00000000
PA
452561.48000000
0.037874902346
Long
DBT
NUSS
HU
N
2
2032-05-27
Fixed
4.50000000
N
N
N
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2023-10-05
N/A
1.00000000
NC
-5424.54000000
-0.00045398013
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
2107774.13000000
USD
39613528.00000000
ZAR
2023-10-05
-5424.54000000
N
N
N
Saudi Arabian Oil Company
5586006WD91QHB7J4X50
SAUDI ARABIAN OIL CO MTN 4.250000% 04/16/2039
N/A
160000.00000000
PA
USD
129992.32000000
0.010879066477
Long
DBT
NUSS
SA
N
2
2039-04-16
Fixed
4.25000000
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
367000.00000000
PA
USD
372769.97000000
0.031197145217
Long
DBT
NUSS
TR
Y
2
2026-01-31
Fixed
9.37500000
N
N
N
N
N
N
Provincia de Buenos Aires
549300L6AYROPOTQ4L07
PROVINCIA DE BUENOS AIRES/GOVERNMENT BONDS MTN 4.000000% 09/01/2037
N/A
665743.00000000
PA
162116.75000000
0.013567562301
Long
DBT
NUSS
AR
N
2
2037-09-01
Fixed
4.00000000
N
N
N
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT BOND 2.000000% 05/23/2029
N/A
737340000.00000000
PA
1530860.89000000
0.128117856419
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
1789000.00000000
PA
USD
995357.00000000
0.083301497898
Long
DBT
NUSS
CO
N
2
2051-05-15
Fixed
4.12500000
N
N
N
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 1.600000% 12/17/2029
N/A
32000000.00000000
PA
813890.24000000
0.068114531888
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
6830000.00000000
PA
1536594.64000000
0.128597714363
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 4.750000% 04/16/2026
N/A
420000.00000000
PA
309942.93000000
0.025939145786
Long
DBT
NUSS
EG
N
2
2026-04-16
Fixed
4.75000000
N
N
N
N
N
N
Bundesrepublik Deutschland
N/A
EURO-BUND FUTURE DEC23 FINANCIAL COMMODITY FUTURE.
N/A
-122.00000000
NC
-16616107.82000000
-1.39060324150
N/A
DIR
DE
N
1
EURO-BUND FUTURE DEC23
N/A
Short
Germany Govt. Bond Futures
Euro-Bund Future Dec 2023
2023-12-10
-17121986.94000000
EUR
505879.12000000
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVERNMENT BOND 2.620000% 06/25/2030
N/A
7500000.00000000
PA
1021483.07000000
0.085487990549
Long
DBT
NUSS
CN
N
2
2030-06-25
Fixed
2.62000000
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
321584.08000000
0.026913394454
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
110932400.00000000
PA
5966993.06000000
0.499378072239
Long
DBT
NUSS
MX
N
2
2029-05-31
Fixed
8.50000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PLN SETTLE 2023-11-13
N/A
1.00000000
NC
USD
144745.08000000
0.012113726007
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
12046800.00000000
PLN
2902563.61000000
USD
2023-11-13
144745.08000000
N
N
N
BRK - ING BANK NV
N/A
BRK - ING BANK NV PAY - 4.77%
N/A
2872687.00000000
NC
12029.12000000
0.001006717905
N/A
DIR
XX
N
2
BRK - ING BANK NV
N/A
Y
2033-09-08
0.00000000
PLN
0.00000000
PLN
-2872687.00000000
PLN
12029.12000000
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 7.625000% 01/17/2053
N/A
790000.00000000
PA
USD
806559.98000000
0.067501061909
Long
DBT
NUSS
RO
N
2
2053-01-17
Fixed
7.62500000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 7.500000% 04/15/2040
N/A
17705000000.00000000
PA
1195359.58000000
0.100039727998
Long
DBT
NUSS
ID
N
2
2040-04-15
Fixed
7.50000000
N
N
N
N
N
N
Corporacion Nacional del Cobre de Chile
549300UVMBCBCIPSUI70
CORP NACIONAL DEL COBRE DE CHILE 144A 5.950000% 01/08/2034
21987BBG2
364000.00000000
PA
USD
352227.53000000
0.029477946957
Long
DBT
NUSS
CL
Y
2
2034-01-08
Fixed
5.95000000
N
N
N
N
N
N
N/A
N/A
UGANDA GOVERNMENT BOND 14.000000% 05/29/2025
BW9375393
1793400000.00000000
PA
479667.03000000
0.040143367748
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
720000000.00000000
PA
734287.97000000
0.061452612268
Long
DBT
NUSS
CL
Y
2
2030-09-01
Fixed
4.70000000
N
N
N
N
N
N
GRUPO AVAL LIMITED
549300J4FW1ELLQ80113
GRUPO AVAL LTD 144A 4.375000% 02/04/2030
40053FAC2
812000.00000000
PA
USD
618149.62000000
0.051732985523
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
158473.25000000
0.013262637527
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/THB SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-4270.63000000
-0.00035740932
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
15574728.00000000
THB
426672.73000000
USD
2023-12-20
-4270.63000000
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEX BONOS DESARR FIX RT 8.500000% 11/18/2038
N/A
9758900.00000000
PA
494765.03000000
0.041406920438
Long
DBT
NUSS
MX
N
2
2038-11-18
Fixed
8.50000000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/CZK SETTLE 2023-11-21
N/A
1.00000000
NC
-8220.14000000
-0.00068794409
N/A
DFE
XX
N
2
EURO
N/A
23753722.00000000
CZK
964191.13000000
EUR
2023-11-21
-8220.14000000
N
N
N
Republica de Angola
549300QHR2R3J8JSGK83
REPUBLIC OF ANGOLA 8.750000% 04/14/2032
BV8060618
1441000.00000000
PA
USD
1156203.64000000
0.096762764604
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
302143.05000000
0.025286373275
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
7810453.00000000
PA
USD
1997805.78000000
0.167196507368
Long
DBT
NUSS
AR
N
2
2041-07-09
Fixed
3.50000000
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
213633.77000000
0.017879025357
Long
DBT
NUSS
MX
Y
2
2052-02-15
Fixed
6.26400000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZMW SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-5105.07000000
-0.00042724367
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
7241535.00000000
ZMW
337600.70000000
USD
2023-12-20
-5105.07000000
N
N
N
PHILLIPINE PESO
N/A
FX Forward Contract: PHP/USD SETTLE 2023-12-05
N/A
1.00000000
NC
1682.48000000
0.000140806870
N/A
DFE
PH
N
2
PHILLIPINE PESO
N/A
637283.36000000
USD
36182400.00000000
PHP
2023-12-05
1682.48000000
N
N
N
Republique de Cote d'Ivoire
254900ICW11T82O6H590
IVORY COAST 6.875000% 10/17/2040
N/A
1619000.00000000
PA
1267246.19000000
0.106055923486
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
402956.56000000
0.033723463075
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
415000.00000000
PA
USD
321915.24000000
0.026941109258
Long
DBT
NUSS
IN
N
2
2031-01-13
Fixed
2.25000000
N
N
N
N
N
N
EGYPTIAN POUND
N/A
FX Forward Contract: EGP/USD SETTLE 2023-10-17
N/A
1.00000000
NC
11139.60000000
0.000932273913
N/A
DFE
EG
N
2
EGYPTIAN POUND
N/A
1171155.06000000
USD
36586884.00000000
EGP
2023-10-17
11139.60000000
N
N
N
The Hashemite Kingdom of Jordan
5493000JZ4MYPVMBVN50
JORDAN GOVERNMENT INTERNATIONAL BOND 144A 7.375000% 10/10/2047
418097AJ0
228000.00000000
PA
USD
187689.60000000
0.015707755930
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
1802000.00000000
PA
USD
1382672.31000000
0.115715943652
Long
DBT
NUSS
CL
N
2
2033-07-27
Fixed
2.55000000
N
N
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
REPUBLIC OF PERU 2.783000% 01/23/2031
715638DF6
763000.00000000
PA
USD
624808.10000000
0.052290234186
Long
DBT
NUSS
PE
N
2
2031-01-23
Fixed
2.78300000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.885000% 08/15/2029
N/A
9227000.00000000
PA
1959811.18000000
0.164016736600
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
1368674.20000000
0.114544440834
Long
DBT
NUSS
ID
N
2
2039-04-15
Fixed
8.37500000
N
N
N
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/EUR SETTLE 2023-11-14
N/A
1.00000000
NC
117.25000000
0.000009812660
N/A
DFE
HU
N
2
HUNGARIAN FORINT
N/A
452119.71000000
EUR
177180605.00000000
HUF
2023-11-14
117.25000000
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 8.375000% 03/15/2034
N/A
17922000000.00000000
PA
1291253.72000000
0.108065115374
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
945753.12000000
0.079150145664
Long
DBT
NUSS
ZA
Y
2
2028-02-06
Fixed
8.25000000
N
N
N
N
N
N
Banque Centrale de Tunisie
254900B5LFB16S9T2T11
TUNISIAN REPUBLIC 6.375000% 07/15/2026
N/A
622000.00000000
PA
394854.20000000
0.033045375992
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
447117.12000000
0.037419263472
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
149944.15000000
0.012548836544
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
149944.15000000
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
BONOS DE TESORERIA 5.350000% 08/12/2040
N/A
1426000.00000000
PA
300914.59000000
0.025183563371
Long
DBT
NUSS
PE
N
2
2040-08-12
Fixed
5.35000000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND 144A 3.624000% 05/26/2030
N/A
650000.00000000
PA
591221.90000000
0.049479402727
Long
DBT
NUSS
RO
Y
2
2030-05-26
Fixed
3.62400000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/MXN SETTLE 2023-11-13
N/A
1.00000000
NC
USD
952.87000000
0.000079745757
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
16423500.00000000
MXN
939566.26000000
USD
2023-11-13
952.87000000
N
N
N
Gobierno de la Republica de Panama
549300SHS4T08CL0LP14
REPUBLIC OF PANAMA 4.300000% 04/29/2053
698299BB9
200000.00000000
PA
USD
130067.29000000
0.010885340721
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
200926.99000000
0.016815594038
Long
DBT
NUSS
CL
Y
2
2031-01-15
Fixed
3.75000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/THB SETTLE 2023-11-13
N/A
1.00000000
NC
USD
66038.54000000
0.005526770094
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
105470560.00000000
THB
2973703.15000000
USD
2023-11-13
66038.54000000
N
N
N
COLOMBIA PESO
N/A
FX Forward Contract: COP/USD SETTLE 2023-10-27
N/A
1.00000000
NC
-1566.60000000
-0.00013110886
N/A
DFE
CO
N
2
COLOMBIA PESO
N/A
71348.85000000
USD
284243100.00000000
COP
2023-10-27
-1566.60000000
N
N
N
EURO
N/A
FX Forward Contract: EUR/PLN SETTLE 2023-11-20
N/A
1.00000000
NC
-2877.42000000
-0.00024081148
N/A
DFE
XX
N
2
EURO
N/A
4389538.00000000
PLN
944427.60000000
EUR
2023-11-20
-2877.42000000
N
N
N
Sultanate of Oman
549300SZ20F0QTKNQC75
OMAN GOVERNMENT INTERNATIONAL BOND 144A 6.750000% 01/17/2048
682051AJ6
2675000.00000000
PA
USD
2454494.40000000
0.205416810354
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
957827.63000000
0.080160662262
Long
DBT
NUSS
BH
Y
2
2029-05-18
Fixed
3.87500000
N
N
N
N
N
N
BRK - HSBC BANK
N/A
BRK - HSBC BANK REC - 6M POLAND WARSAW INTERBANK OFFERRATE (WIBOR)
N/A
2467459.00000000
NC
18266.17000000
0.001528697062
N/A
DIR
XX
N
2
BRK - HSBC BANK
N/A
Y
2033-07-21
0.00000000
PLN
0.00000000
PLN
-2467459.00000000
PLN
18266.17000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-10-04
N/A
1.00000000
NC
USD
2394.84000000
0.000200424329
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
226062.32000000
EUR
241747.29000000
USD
2023-10-04
2394.84000000
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA 5.000000% 06/15/2045
195325CU7
343000.00000000
PA
USD
224441.29000000
0.018783507472
Long
DBT
NUSS
CO
N
2
2045-06-15
Fixed
5.00000000
N
N
N
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT BOND 2.250000% 04/20/2033
N/A
293910000.00000000
PA
537453.25000000
0.044979500596
Long
DBT
NUSS
HU
N
2
2033-04-20
Fixed
2.25000000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIA GOVERNMENT BOND 3.650000% 09/24/2031
N/A
670000.00000000
PA
114785.86000000
0.009606436761
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
3651457.86000000
0.305590767184
Long
DBT
NUSS
MX
N
2
2031-05-29
Fixed
7.75000000
N
N
N
N
N
N
Ceska republika
3157007EFDLQABN47912
CZECH REPUBLIC 1.500000% 04/24/2040
N/A
6150000.00000000
PA
166453.69000000
0.013930521117
Long
DBT
NUSS
CZ
N
2
2040-04-24
Fixed
1.50000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZAR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-9126.02000000
-0.00076375726
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
30583060.00000000
ZAR
1603151.34000000
USD
2023-12-20
-9126.02000000
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
-35418.80000000
-0.00296420188
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
-35418.80000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZAR SETTLE 2023-10-16
N/A
1.00000000
NC
USD
417.14000000
0.000034910476
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
691000.00000000
ZAR
37056.33000000
USD
2023-10-16
417.14000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/THB SETTLE 2023-12-20
N/A
1.00000000
NC
USD
11474.77000000
0.000960324314
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
90970660.00000000
THB
2528578.26000000
USD
2023-12-20
11474.77000000
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT INTERNATIONAL BOND 144A 8.875000% 05/29/2050
03846JX62
492000.00000000
PA
USD
265680.00000000
0.022234778036
Long
DBT
NUSS
EG
Y
2
2050-05-29
Fixed
8.87500000
N
N
N
N
N
N
Petroleos de Venezuela, S.A.
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA 6.000000% 05/16/2024
P7807HAT2
2089797.00000000
PA
USD
109714.34000000
0.009182000893
Long
DBT
NUSS
VE
N
2
2024-05-16
Fixed
6.00000000
Y
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
1020256.91000000
0.085385373132
Long
DBT
NUSS
KZ
Y
2
2048-10-24
Fixed
6.37500000
N
N
N
N
N
N
Derzhavne ahentstvo vidnovlennia ta rozvytku infrastruktury ukrainy
254900FGEO8P5USHG994
STATE AGE ROADS 6.250000% 06/24/2028
N/A
391000.00000000
PA
USD
103615.00000000
0.008671546696
Long
DBT
NUSS
UA
N
2
2028-06-24
Fixed
6.25000000
N
Y
N
N
N
N
Ukraine
6354001WLTJXOMEXPY07
GOVERNMENT OF UKRAINE 15.840000% 02/26/2025
N/A
66553000.00000000
PA
1311594.48000000
0.109767435020
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
541611.76000000
0.045327526593
Long
DBT
NUSS
GH
N
2
2042-05-07
Fixed
8.87500000
Y
N
N
N
N
N
Minejesa Capital B.V.
549300KS7ERCP10BKC35
MINEJESA CAPITAL BV 144A 4.625000% 08/10/2030
602736AA8
386000.00000000
PA
USD
342961.00000000
0.028702430405
Long
DBT
NUSS
ID
Y
2
2030-08-10
Fixed
4.62500000
N
N
N
N
N
N
Turkiye Cumhuriyeti
5493000PCHOG3B6S3Q85
TURKEY GOVERNMENT BOND 17.800000% 07/13/2033
ZJ9945776
13445000.00000000
PA
355312.88000000
0.029736160118
Long
DBT
NUSS
TR
N
2
2033-07-13
Fixed
17.80000000
N
N
N
N
N
N
Republica de Guatemala
529900QKDFFU9UWW5315
REPUBLIC OF GUATEMALA 6.125000% 06/01/2050
P5015VAJ5
2015000.00000000
PA
USD
1732362.50000000
0.144981540446
Long
DBT
NUSS
GT
N
2
2050-06-01
Fixed
6.12500000
N
N
N
N
N
N
Republique de Cote d'Ivoire
254900ICW11T82O6H590
Ivory Coast Government International Bond 6.625000% 03/22/2048
AR7769417
356000.00000000
PA
258556.16000000
0.021638583361
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
487106.33000000
0.040765963292
Long
DBT
NUSS
RO
N
2
2032-01-28
Fixed
2.00000000
N
N
N
N
N
N
BRK:JPMORGAN CHASE BANK, N.A.
N/A
BRK:JPMORGAN CHASE BANK, N.A. PAY: 6M BUBOR
N/A
200929058.00000000
NC
1614.45000000
0.000135113434
N/A
DIR
XX
N
2
BRK:JPMORGAN CHASE BANK, N.A.
N/A
Y
2025-08-17
0.00000000
HUF
0.00000000
HUF
-200929058.00000000
HUF
1614.45000000
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
187238.52000000
0.015670005013
Long
DBT
NUSS
MX
Y
2
2172-09-08
Fixed
5.12500000
N
N
N
N
N
N
Republic of the Philippines
529900RAHBALMYIJ3T08
REPUBLIC OF PHILIPPINES 5.000000% 07/17/2033
718286CW5
283000.00000000
PA
USD
271058.72000000
0.022684923494
Long
DBT
NUSS
PH
N
2
2033-07-17
Fixed
5.00000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 7.125000% 06/15/2043
N/A
47850000000.00000000
PA
3119863.35000000
0.261101584953
Long
DBT
NUSS
ID
N
2
2043-06-15
Fixed
7.12500000
N
N
N
N
N
N
INDONESIA RUPIAH
N/A
FX Forward Contract: IDR/USD SETTLE 2023-10-05
N/A
1.00000000
NC
-1875.09000000
-0.00015692641
N/A
DFE
ID
N
2
INDONESIA RUPIAH
N/A
127302.74000000
USD
1938693400.00000000
IDR
2023-10-05
-1875.09000000
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
BONOS DE TESORERIA 5.350000% 08/12/2040
N/A
708000.00000000
PA
149402.19000000
0.012503479873
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
750564.62000000
0.062814806261
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
1157000.00000000
PA
USD
890960.02000000
0.074564507241
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
637861.47000000
0.053382671647
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
514798.77000000
0.043083545559
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
147000.00000000
PA
109203.00000000
0.009139206812
Long
DBT
NUSS
RO
Y
2
2038-02-08
Fixed
3.37500000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/HUF SETTLE 2023-11-14
N/A
1.00000000
NC
-13228.06000000
-0.00110705727
N/A
DFE
XX
N
2
EURO
N/A
381265488.00000000
HUF
960656.84000000
EUR
2023-11-14
-13228.06000000
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
PERU GOVERNMENT BOND 144A 7.300000% 08/12/2033
N/A
3381000.00000000
PA
890017.89000000
0.074485660314
Long
DBT
NUSS
PE
Y
2
2033-08-12
Fixed
7.30000000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2023-10-20
N/A
1.00000000
NC
-4919.33000000
-0.00041169907
N/A
DFE
XX
N
2
EURO
N/A
112584.89000000
USD
101626.50000000
EUR
2023-10-20
-4919.33000000
N
N
N
Republic of Lebanon
529900QPC4K9S1KHL354
LEBANON GOVERNMENT INTERNATIONAL BOND MTN 5.800000% 04/14/2020
N/A
2787000.00000000
PA
USD
221811.76000000
0.018563441920
Long
DBT
NUSS
LB
N
2
2023-04-14
Fixed
5.80000000
Y
N
N
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT BOND 4.750000% 11/24/2032
N/A
668140000.00000000
PA
1507214.84000000
0.126138916818
Long
DBT
NUSS
HU
N
2
2032-11-24
Fixed
4.75000000
N
N
N
N
N
N
Republic of Uganda
549300NF1DEFHG8XLQ11
UGANDA GOVERNMENT BOND 15.000000% 05/20/2032
BW9376441
10975900000.00000000
PA
2850816.07000000
0.238584999015
Long
DBT
NUSS
UG
N
2
2032-05-20
Fixed
15.00000000
N
N
N
N
N
N
GHANA CEDI
N/A
FX Forward Contract: GHS/USD SETTLE 2024-03-20
N/A
1.00000000
NC
-36046.03000000
-0.00301669480
N/A
DFE
GH
N
2
GHANA CEDI
N/A
378058.85000000
USD
4451643.00000000
GHS
2024-03-20
-36046.03000000
N
N
N
Ceska republika
3157007EFDLQABN47912
CZECH REPUBLIC 1.000000% 06/26/2026
N/A
46200000.00000000
PA
1808515.91000000
0.151354824728
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
32271.80000000
0.002700829230
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
16167000.00000000
PA
3469274.65000000
0.290343841423
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
1391000.00000000
PA
USD
1293630.00000000
0.108263986415
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/COP SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-16746.86000000
-0.00140154590
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
2385557637.56000000
COP
561571.95000000
USD
2023-12-20
-16746.86000000
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 10.500000% 12/21/2026
N/A
31959627.00000000
PA
1745027.46000000
0.146041471846
Long
DBT
NUSS
ZA
N
2
2026-12-21
Fixed
10.50000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-10-20
N/A
1.00000000
NC
USD
29325.26000000
0.002454233088
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1001823.26000000
EUR
1090680.98000000
USD
2023-10-20
29325.26000000
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
REPUBLIC OF GHANA 8.627000% 06/16/2049
N/A
789000.00000000
PA
USD
333418.78000000
0.027903841336
Long
DBT
NUSS
GH
N
2
2049-06-16
Fixed
8.62700000
Y
N
N
N
N
N
Federal Republic of Nigeria
549300GSBZD84TNEQ285
NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 6.125000% 09/28/2028
65412JAR4
2474000.00000000
PA
USD
1966830.00000000
0.164604142144
Long
DBT
NUSS
NG
Y
2
2028-09-28
Fixed
6.12500000
N
N
N
N
N
N
Gobierno de la Republica de Panama
549300SHS4T08CL0LP14
REPUBLIC OF PANAMA 4.500000% 04/01/2056
698299BM5
659000.00000000
PA
USD
432907.47000000
0.036230056856
Long
DBT
NUSS
PA
N
2
2056-04-01
Fixed
4.50000000
N
N
N
N
N
N
Government of Bermuda
549300FP5PUZXX9FVJ40
GOVT OF BERMUDA 5.000000% 07/15/2032
G10367AH6
409000.00000000
PA
USD
381078.76000000
0.031892508442
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
2396507.10000000
0.200563849106
Long
DBT
NUSS
BR
Y
2
2027-05-04
Fixed
5.37500000
N
N
N
N
N
N
Republica Oriental del Uruguay
549300RDR012H2V82H43
REPUBLICA ORIENT URUGUAY 9.750000% 07/20/2033
760942BF8
7180473.00000000
PA
188371.16000000
0.015764795735
Long
DBT
NUSS
UY
N
2
2033-07-20
Fixed
9.75000000
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
543851.52000000
0.045514972266
Long
DBT
NUSS
MX
Y
2
2047-07-31
Fixed
5.50000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/INR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
442.31000000
0.000037016955
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
44550000.00000000
INR
534810.07000000
USD
2023-12-20
442.31000000
N
N
N
AI CANDELARIA (SPAIN) S.A.
213800L5KA2MJ5FKRZ02
AI CANDELARIA SPAIN SA 144A 7.500000% 12/15/2028
001355AA4
333016.34000000
PA
USD
303600.63000000
0.025408358249
Long
DBT
NUSS
CO
Y
2
2028-12-15
Fixed
7.50000000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.955000% 09/15/2025
EK7974596
17312000.00000000
PA
3714980.06000000
0.310906944606
Long
DBT
NUSS
MY
N
2
2025-09-15
Fixed
3.95500000
N
N
N
N
N
N
BRK:JPMORGAN CHASE
N/A
BRK:JPMORGAN CHASE PAY:6M BUBOR
N/A
829543854.00000000
NC
2335.77000000
0.000195480756
N/A
DIR
XX
N
2
BRK:JPMORGAN CHASE
N/A
Y
2025-08-16
0.00000000
HUF
0.00000000
HUF
-829543854.00000000
HUF
2335.77000000
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
225475.00000000
0.018870018735
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
895942888.00000000
NC
15897.00000000
0.001330421057
N/A
DIR
XX
N
2
BROKER: GOLDMAN SACHS
N/A
Y
2033-02-14
0.00000000
CLP
0.00000000
CLP
-895942888.00000000
CLP
15897.00000000
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
539112.76000000
0.045118385106
Long
DBT
NUSS
CL
Y
2
2033-10-01
Fixed
2.80000000
N
N
N
N
N
N
CZECH REPUBLIC KORUNA
N/A
FX Forward Contract: CZK/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-73000.99000000
-0.00610945802
N/A
DFE
CZ
N
2
CZECH REPUBLIC KORUNA
N/A
2086594.34000000
USD
46390000.00000000
CZK
2023-12-20
-73000.99000000
N
N
N
Republic of Zambia
213800DMLAZ6LGMMD849
ZAMBIA GOVERNMENT BOND 13.000000% 08/29/2026
N/A
1375000.00000000
PA
53224.12000000
0.004454330376
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
218729.65000000
0.018305499916
Long
DBT
NUSS
VE
N
2
2026-11-15
Fixed
6.00000000
Y
N
N
N
N
N
UZAUTO MOTORS Joint Stock Company
25490082QA3E2MKBZI88
UZAUTO MOTORS AJ 4.850000% 05/04/2026
N/A
769000.00000000
PA
USD
668107.20000000
0.055913938935
Long
DBT
NUSS
UZ
N
2
2026-05-04
Fixed
4.85000000
N
N
N
N
N
N
TURKISH LIRA
N/A
FX Forward Contract: TRY/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-23971.31000000
-0.00200616063
N/A
DFE
TR
N
2
TURKISH LIRA
N/A
1129807.69000000
USD
32900000.00000000
TRY
2023-12-20
-23971.31000000
N
N
N
Republic of Armenia
5299000H77JSW90G7935
REPUBLIC OF ARMENIA 3.950000% 09/26/2029
N/A
200000.00000000
PA
USD
160856.00000000
0.013462050044
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
313990000.00000000
PA
816041.89000000
0.068294603629
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
1658045.60000000
0.138761953816
Long
DBT
NUSS
ZA
N
2
2049-09-30
Fixed
5.75000000
N
N
N
N
N
N
THAILAND BAHT
N/A
FX Forward Contract: THB/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-125435.95000000
-0.01049774354
N/A
DFE
TH
N
2
THAILAND BAHT
N/A
4900905.13000000
USD
172590275.00000000
THB
2023-12-20
-125435.95000000
N
N
N
Kingdom of Saudi Arabia
635400FMICXSM3SI3H65
SAUDI GOVERNMENT INTERNATIONAL BOND MTN 4.000000% 04/17/2025
N/A
234000.00000000
PA
USD
227855.63000000
0.019069253829
Long
DBT
NUSS
SA
N
2
2025-04-17
Fixed
4.00000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 8.250000% 05/15/2036
N/A
23920000000.00000000
PA
1720908.96000000
0.144022992871
Long
DBT
NUSS
ID
N
2
2036-05-15
Fixed
8.25000000
N
N
N
N
N
N
Republica Del Paraguay
529900UXKJTJPCU0HK83
REPUBLIC OF PARAGUAY 3.849000% 06/28/2033
P75744AL9
461000.00000000
PA
USD
377922.02000000
0.031628320647
Long
DBT
NUSS
PY
N
2
2033-06-28
Fixed
3.84900000
N
N
N
N
N
N
BRK: BNP PARIBAS
N/A
BRK: BNP PARIBAS PAY: 5.14% FIXED
N/A
3350613.00000000
NC
-9573.26000000
-0.00080118680
N/A
DIR
XX
N
2
BRK: BNP PARIBAS
N/A
Y
2033-05-15
0.00000000
PLN
0.00000000
PLN
-3350613.00000000
PLN
-9573.26000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZMW SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-4150.73000000
-0.00034737488
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
4505269.27000000
ZMW
209061.22000000
USD
2023-12-20
-4150.73000000
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
REPUBLIC OF INDONESIA 4.300000% 03/31/2052
455780DK9
311000.00000000
PA
USD
239851.04000000
0.020073150542
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
447145.27000000
0.037421619348
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
38803207.00000000
PA
1623030.84000000
0.135831566069
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
1122943.61000000
0.093979230335
Long
DBT
NUSS
BR
N
2
2045-01-27
Fixed
5.00000000
N
N
N
N
N
N
JSC GEORGIAN RAILWAY
2138005UZV4ZT2B2ZO19
GEORGIAN RAILWAY JSC 144A 4.000000% 06/17/2028
37363BAB4
481000.00000000
PA
USD
416299.73000000
0.034840153918
Long
DBT
NUSS
GE
Y
2
2028-06-17
Fixed
4.00000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/MXN SETTLE 2023-11-13
N/A
1.00000000
NC
USD
6775.03000000
0.000567002741
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
13101500.00000000
MXN
755534.02000000
USD
2023-11-13
6775.03000000
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 13.250000% 02/09/2033
N/A
3730000000.00000000
PA
995894.38000000
0.083346471269
Long
DBT
NUSS
CO
N
2
2033-02-09
Fixed
13.25000000
N
N
N
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
NOTA DO TESOURO NACIONAL 10.000000% 01/01/2029
N/A
39449000.00000000
PA
7482489.08000000
0.626210041599
Long
DBT
NUSS
BR
N
2
2029-01-01
Fixed
10.00000000
N
N
N
N
N
N
Derzhavne ahentstvo vidnovlennia ta rozvytku infrastruktury ukrainy
254900FGEO8P5USHG994
STATE AGENCY OF ROADS OF UKRAINE 144A 6.250000% 06/24/2028
857329AA4
363000.00000000
PA
USD
96195.00000000
0.008050566370
Long
DBT
NUSS
UA
Y
2
2028-06-24
Fixed
6.25000000
N
Y
N
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVERNMENT BOND 3.120000% 10/25/2052
N/A
9890000.00000000
PA
1369702.13000000
0.114630468368
Long
DBT
NUSS
CN
N
2
2052-10-25
Fixed
3.12000000
N
N
N
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 1.585000% 12/17/2035
N/A
10400000.00000000
PA
236230.00000000
0.019770105448
Long
DBT
NUSS
TH
N
2
2035-12-17
Fixed
1.58500000
N
N
N
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2023-10-16
N/A
1.00000000
NC
-7482.60000000
-0.00062621932
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
126366.43000000
USD
2242100.00000000
ZAR
2023-10-16
-7482.60000000
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2023-10-03
N/A
1.00000000
NC
-7386.09000000
-0.00061814239
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
382304.37000000
USD
1876541.00000000
BRL
2023-10-03
-7386.09000000
N
N
N
Republika Srbija
254900W94OCY91V32O78
SERBIA INTERNATIONAL BOND 144A 6.500000% 09/26/2033
817477AH5
456000.00000000
PA
USD
433440.77000000
0.036274688771
Long
DBT
NUSS
RS
Y
2
2033-09-26
Fixed
6.50000000
N
N
N
N
N
N
Republica del Ecuador
5299003Y2U5XK0A35H71
REPUBLIC OF ECUADOR 3.500000% 07/31/2035
N/A
4143047.00000000
PA
USD
1532477.79000000
0.128253174894
Long
DBT
NUSS
EC
N
2
2035-07-31
Fixed
3.50000000
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
264565.50000000
0.022141505452
Long
DBT
NUSS
CN
N
2
2171-10-01
Fixed
3.08000000
N
N
N
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT INTERNATIONAL BOND 144A 6.750000% 09/25/2052
445545AT3
534000.00000000
PA
USD
506178.60000000
0.042362122921
Long
DBT
NUSS
HU
Y
2
2052-09-25
Fixed
6.75000000
N
N
N
N
N
N
BROKER: MERRILL LYNC
N/A
BROKER: MERRILL LYNC PAY: 9.49% FIXED
N/A
84880839.00000000
NC
-3616.27000000
-0.00030264589
N/A
DIR
XX
N
2
BROKER: MERRILL LYNC
N/A
Y
2033-09-16
0.00000000
MXN
0.00000000
MXN
-84880839.00000000
MXN
-3616.27000000
N
N
N
United States of America
N/A
US ULTRA BOND CBT DEC23 FINANCIAL COMMODITY FUTURE.
N/A
11.00000000
NC
USD
1305562.50000000
0.109262618186
N/A
DIR
US
N
1
US ULTRA BOND CBT DEC23
N/A
Long
U.S. Treasury Futures
US Ultra T-Bond Futures (Composite) Dec 2023
2023-12-22
1406644.91000000
USD
-101082.41000000
N
N
N
BRK - GOLDMAN SACH
N/A
BRK - GOLDMAN SACH PAY - 6M PRAGUE INTERBANK OFFER RATE (PRIBOR)
N/A
76740326.00000000
NC
-3855.90000000
-0.00032270054
N/A
DIR
XX
N
2
BRK - GOLDMAN SACH
N/A
Y
2025-07-14
0.00000000
CZK
0.00000000
CZK
-76740326.00000000
CZK
-3855.90000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/TWD SETTLE 2023-12-20
N/A
1.00000000
NC
USD
20799.84000000
0.001740740084
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
249880000.00000000
TWD
7831755.78000000
USD
2023-12-20
20799.84000000
N
N
N
THAILAND BAHT
N/A
FX Forward Contract: THB/USD SETTLE 2023-12-12
N/A
1.00000000
NC
-120791.24000000
-0.01010902743
N/A
DFE
TH
N
2
THAILAND BAHT
N/A
3095834.41000000
USD
107614300.00000000
THB
2023-12-12
-120791.24000000
N
N
N
Kingdom of Bahrain
549300RODM1WN85LFQ95
KINGDOM OF BAHRAIN 5.450000% 09/16/2032
N/A
505000.00000000
PA
USD
438925.80000000
0.036733731320
Long
DBT
NUSS
BH
N
2
2032-09-16
Fixed
5.45000000
N
N
N
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVT INTL BOND 0.400000% 10/21/2023
Y15025AA0
2010000.00000000
PA
USD
2004575.61000000
0.167763074921
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
204360.37000000
0.017102933854
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
161710.08000000
0.013533528060
Long
DBT
NUSS
LB
N
2
2028-03-20
Fixed
7.00000000
Y
N
N
N
N
N
PETROBRAS GLOBAL FINANCE B.V.
549300FNENFFSMO3GT38
PETROBRAS GLOBAL FINANCE BV 6.500000% 07/03/2033
71647NBK4
873000.00000000
PA
USD
832844.44000000
0.069700810230
Long
DBT
NUSS
BR
N
2
2033-07-03
Fixed
6.50000000
N
N
N
N
N
N
DP WORLD SALAAM
549300SUYBT9X88E9435
DP WORLD SALAAM 6.000000% MATURITY: PERPETUAL
N/A
877000.00000000
PA
USD
863845.00000000
0.072295249294
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
452000.00000000
PA
USD
230181.00000000
0.019263864209
Long
DBT
NUSS
PK
N
2
2027-12-05
Fixed
6.87500000
N
N
N
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2023-12-04
N/A
1.00000000
NC
-17948.80000000
-0.00150213634
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
881936.57000000
USD
4358971.51000000
BRL
2023-12-04
-17948.80000000
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 8.750000% 02/28/2048
N/A
142515000.00000000
PA
5244628.25000000
0.438923310076
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
542302.00000000
0.045385292828
Long
DBT
NUSS
XX
Y
2
2031-10-22
Fixed
4.70000000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2023-10-20
N/A
1.00000000
NC
-1450.90000000
-0.00012142592
N/A
DFE
XX
N
2
EURO
N/A
227063.45000000
USD
212957.73000000
EUR
2023-10-20
-1450.90000000
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
170077.55000000
0.014233802217
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
170077.55000000
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 8.250000% 03/31/2032
N/A
38050934.00000000
PA
1646098.67000000
0.137762114397
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
14554496.09000000
NS
USD
14560567.85000000
1.218574955682
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
1719410.55000000
0.143897590832
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/HUF SETTLE 2023-12-20
N/A
1.00000000
NC
USD
5855.18000000
0.000490020429
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
126000000.00000000
HUF
345289.10000000
USD
2023-12-20
5855.18000000
N
N
N
Republica de Honduras
5493002DW1JNBNG17615
HONDURAS GOVERNMENT 5.625000% 06/24/2030
P5178RAD0
299000.00000000
PA
USD
254387.67000000
0.021289722137
Long
DBT
NUSS
HN
N
2
2030-06-24
Fixed
5.62500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CLP SETTLE 2023-12-11
N/A
1.00000000
NC
USD
3152.20000000
0.000263807841
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
222173500.00000000
CLP
250655.48000000
USD
2023-12-11
3152.20000000
N
N
N
Republica de Costa Rica
549300S1EK2VN6XVJP58
COSTA RICA GOVERNMENT 6.550000% 04/03/2034
P3699PGM3
451000.00000000
PA
USD
438244.72000000
0.036676731687
Long
DBT
NUSS
CR
N
2
2034-04-03
Fixed
6.55000000
N
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
212230.23000000
0.017761562995
Long
DBT
NUSS
PA
N
2
2036-01-26
Fixed
6.70000000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 3.750000% 02/07/2034
N/A
3744000.00000000
PA
3123457.90000000
0.261402413098
Long
DBT
NUSS
RO
N
2
2034-02-07
Fixed
3.75000000
N
N
N
N
N
N
Turkiye Cumhuriyeti
5493000PCHOG3B6S3Q85
REPUBLIC OF TURKEY 9.125000% 07/13/2030
900123DJ6
1218000.00000000
PA
USD
1222567.50000000
0.102316760752
Long
DBT
NUSS
TR
N
2
2030-07-13
Fixed
9.12500000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/HUF SETTLE 2023-10-05
N/A
1.00000000
NC
8798.36000000
0.000736335372
N/A
DFE
XX
N
2
EURO
N/A
739182864.00000000
HUF
1911020.85000000
EUR
2023-10-05
8798.36000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CLP SETTLE 2023-12-20
N/A
1.00000000
NC
USD
5206.15000000
0.000435703062
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1950809087.00000000
CLP
2176829.27000000
USD
2023-12-20
5206.15000000
N
N
N
Joint Stock Company National Company KazMunayGas
2138001H1M69RFJCSH88
KAZMUNAYGAS NATIONAL CO JSC 3.500000% 04/14/2033
N/A
615000.00000000
PA
USD
458974.50000000
0.038411608445
Long
DBT
NUSS
KZ
N
2
2033-04-14
Fixed
3.50000000
N
N
N
N
N
N
Ukraine
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT 7.375000% 09/25/2034
N/A
1508000.00000000
PA
USD
396242.08000000
0.033161527767
Long
DBT
NUSS
UA
N
2
2034-09-25
Fixed
7.37500000
N
Y
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIA GOVERNMENT BOND 7.900000% 02/24/2038
N/A
1100000.00000000
PA
250326.10000000
0.020949809056
Long
DBT
NUSS
RO
N
2
2038-02-24
Fixed
7.90000000
N
N
N
N
N
N
United States of America
N/A
US 5YR NOTE (CBT) DEC23 FINANCIAL COMMODITY FUTURE.
N/A
188.00000000
NC
USD
19807562.50000000
1.657696309942
N/A
DIR
US
N
1
US 5YR NOTE (CBT) DEC23
N/A
Long
U.S. Treasury Futures
US 5-Year Note (consolidated) Dec 2023
2024-01-01
20024333.48000000
USD
-216770.98000000
N
N
N
DEVELOPMENT BANK OF MONGOLIA
254900HRWK3OKXS9UW60
DEVELOPMENT BANK OF MONGOLIA LLC 144A 7.250000% 10/23/2023
25161AAA7
784000.00000000
PA
USD
780080.00000000
0.065284950506
Long
DBT
NUSS
MN
Y
2
2023-10-23
Fixed
7.25000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 8.875000% 02/28/2035
N/A
31958388.00000000
PA
1336730.99000000
0.111871111324
Long
DBT
NUSS
ZA
N
2
2035-02-28
Fixed
8.87500000
N
N
N
N
N
N
Azarbayjan Respublikasi
549300P74FF45UQVU281
REPUBLIC OF AZERBAIJAN INTERNATIONAL BOND 144A 3.500000% 09/01/2032
N/A
150000.00000000
PA
USD
121888.20000000
0.010200832099
Long
DBT
NUSS
AZ
Y
2
2032-09-01
Fixed
3.50000000
N
N
N
N
N
N
Gobierno de la Republica Dominicana
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC INTERNATIONAL BOND 144A 5.875000% 04/18/2024
25714PBY3
23666.67000000
PA
USD
23235.94000000
0.001944617465
Long
DBT
NUSS
DO
Y
2
2024-04-18
Fixed
5.87500000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 4.893000% 06/08/2038
N/A
4650000.00000000
PA
1069472.77000000
0.089504251944
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
543027.87000000
0.045446040939
Long
DBT
NUSS
MY
N
2
2032-07-15
Fixed
3.58200000
N
N
N
N
N
N
Republica de Guatemala
529900QKDFFU9UWW5315
REPUBLIC OF GUATEMALA 4.900000% 06/01/2030
P5015VAH9
496000.00000000
PA
USD
449489.15000000
0.037617778831
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
2258329.11000000
0.188999723327
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
31374000.00000000
PA
1453673.13000000
0.121658007312
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/CZK SETTLE 2023-11-21
N/A
1.00000000
NC
6292.86000000
0.000526649899
N/A
DFE
XX
N
2
EURO
N/A
21710548.00000000
CZK
894270.52000000
EUR
2023-11-21
6292.86000000
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 7.500000% 06/15/2035
N/A
4700000000.00000000
PA
318544.74000000
0.026659031874
Long
DBT
NUSS
ID
N
2
2035-06-15
Fixed
7.50000000
N
N
N
N
N
N
SASOL FINANCING USA LLC
549300XRB1PFMESFEL85
SASOL FINANCING USA LLC 144A 8.750000% 05/03/2029
80386WAF2
295000.00000000
PA
USD
283635.39000000
0.023737465898
Long
DBT
CORP
ZA
Y
2
2029-05-03
Fixed
8.75000000
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
316575.00000000
0.026494184194
Long
DBT
NUSS
VE
N
2
2024-05-16
Fixed
6.00000000
Y
N
N
N
N
N
BRK: BOFA MERRILL LYNCH
N/A
BRK: BOFA MERRILL LYNCH PAY: WIBR6M - GPW BENCHMARK
N/A
6250000.00000000
NC
4170.43000000
0.000349023582
N/A
DIR
XX
N
2
BRK: BOFA MERRILL LYNCH
N/A
Y
2028-08-01
369.07000000
PLN
0.00000000
PLN
-6250000.00000000
PLN
3801.36000000
N
N
N
African Export-Import Bank
21380068LJCDYA42GJ76
AFRICAN EXPORT-IMPORT BANK/THE 144A 3.798000% 05/17/2031
00831TAC5
200000.00000000
PA
USD
154832.00000000
0.012957901057
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
541120.00000000
0.045286371164
Long
DBT
NUSS
GA
Y
2
2025-06-16
Fixed
6.95000000
N
N
N
N
N
N
Alfa Transmisora de Energia S.A.
2549006BJAN34R520038
ALFA DESARROLLO SPA 144A 4.550000% 09/27/2051
01538TAA3
225583.74700000
PA
USD
154198.29000000
0.012904865822
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
234659.15000000
0.019638640900
Long
DBT
NUSS
CO
N
2
2031-03-26
Fixed
7.00000000
N
N
N
N
N
N
MDGH GMTN (RSC) LTD
213800WRY6FRL9IXLT77
MDGH GMTN RSC LTD 144A 5.500000% 04/28/2033
55285GAB0
562000.00000000
PA
USD
559752.00000000
0.046845684565
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
109340.00000000
0.009150672351
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
432671.33000000
0.036210294283
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
1765000.00000000
PA
USD
1392644.46000000
0.116550513593
Long
DBT
NUSS
MX
N
2
2031-05-24
Fixed
2.65900000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
REPUBLIC OF GHANA 8.875000% 05/07/2042
N/A
205000.00000000
PA
USD
86337.80000000
0.007225616603
Long
DBT
NUSS
GH
N
2
2042-05-07
Fixed
8.87500000
Y
N
N
N
N
N
Joint Stock Company National Company KazMunayGas
2138001H1M69RFJCSH88
KAZMUNAYGAS NATIONAL CO JSC 144A 3.500000% 04/14/2033
48126PAA0
559000.00000000
PA
USD
417181.70000000
0.034913966050
Long
DBT
NUSS
KZ
Y
2
2033-04-14
Fixed
3.50000000
N
N
N
N
N
N
Ukraine
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT 7.253000% 03/15/2035
N/A
724000.00000000
PA
USD
188135.74000000
0.015745093419
Long
DBT
NUSS
UA
N
2
2035-03-15
Fixed
7.25300000
N
Y
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
395081.86000000
0.033064428873
Long
DBT
NUSS
AE
N
2
2031-03-02
Fixed
1.70000000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 4.642000% 11/07/2033
N/A
3000000.00000000
PA
673267.66000000
0.056345818198
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
1556000.00000000
PA
USD
720759.02000000
0.060320373484
Long
DBT
NUSS
LK
Y
2
2028-04-18
Fixed
6.75000000
Y
N
N
N
N
N
THAILAND BAHT
N/A
FX Forward Contract: THB/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-2803.99000000
-0.00023466612
N/A
DFE
TH
N
2
THAILAND BAHT
N/A
104924.41000000
USD
3690735.00000000
THB
2023-12-20
-2803.99000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ILS SETTLE 2023-11-21
N/A
1.00000000
NC
USD
-21457.88000000
-0.00179581149
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
7508369.00000000
ILS
1956017.56000000
USD
2023-11-21
-21457.88000000
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
POLAND GOVERNMENT BOND 3.750000% 05/25/2027
N/A
11212000.00000000
PA
2453357.85000000
0.205321692404
Long
DBT
NUSS
PL
N
2
2027-05-25
Fixed
3.75000000
N
N
N
N
N
N
Republika Slovenija
485100000LWQHIX4XX88
SLOVENIA GOVERNMENT INTERNATIONAL BOND 144A 5.000000% 09/19/2033
831594AH9
867000.00000000
PA
USD
837522.00000000
0.070092275558
Long
DBT
NUSS
SI
Y
2
2033-09-19
Fixed
5.00000000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA 5.200000% 05/15/2049
195325DQ5
292000.00000000
PA
USD
191290.83000000
0.016009143124
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
3437000.00000000
PA
681921.33000000
0.057070044454
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
238893.06000000
0.019992977128
Long
DBT
NUSS
NG
Y
2
2027-11-28
Fixed
6.50000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/HUF SETTLE 2023-11-20
N/A
1.00000000
NC
USD
4842.64000000
0.000405280884
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
60164800.00000000
HUF
167533.73000000
USD
2023-11-20
4842.64000000
N
N
N
BRK - JPMORGAN CHASE BANK
N/A
BRK - JPMORGAN CHASE BANK PAY - 1D OVERNIGHT BRAZIL INTERBANK DEPOSIT
N/A
21522960.00000000
NC
-54415.33000000
-0.00455402282
N/A
DIR
XX
N
2
BRK - JPMORGAN CHASE BANK
N/A
Y
2026-01-02
0.00000000
BRL
0.00000000
BRL
-21522960.00000000
BRL
-54415.33000000
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
REPUBLIC OF PERU 6.850000% 02/12/2042
715638BL5
613000.00000000
PA
151257.15000000
0.012658721607
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
QAZAQGAZ NC JSC 4.375000% 09/26/2027
N/A
597000.00000000
PA
USD
549240.00000000
0.045965934540
Long
DBT
NUSS
KZ
N
2
2027-09-26
Fixed
4.37500000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 4.181000% 07/15/2024
N/A
4186000.00000000
PA
896390.52000000
0.075018986171
Long
DBT
NUSS
MY
N
2
2024-07-15
Fixed
4.18100000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
GHANA GOVERNMENT BOND 9.550000% 02/06/2035
N/A
501700.00000000
PA
13306.15000000
0.001113592636
Long
DBT
NUSS
GH
N
2
2035-02-06
Fixed
9.55000000
N
N
N
N
N
N
BRK - CITIBANK
N/A
BRK - CITIBANK PAY - 6M PRAGUE INTERBANK OFFER RATE (PRIBOR)
N/A
29453752.00000000
NC
-7127.53000000
-0.00059650349
N/A
DIR
XX
N
2
BRK - CITIBANK
N/A
Y
2028-08-25
0.00000000
CZK
0.00000000
CZK
-29453752.00000000
CZK
-7127.53000000
N
N
N
BRK:JPMORGAN CHASE BANK,
N/A
BRK:JPMORGAN CHASE BANK, PAY: 6M BUBOR
N/A
615300000.00000000
NC
-12027.72000000
-0.00100660073
N/A
DIR
XX
N
2
BRK:JPMORGAN CHASE BANK,
N/A
Y
2028-09-26
0.00000000
HUF
0.00000000
HUF
-615300000.00000000
HUF
-12027.72000000
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
REPUBLIC OF POLAND 5.500000% 04/04/2053
731011AW2
734000.00000000
PA
USD
663389.20000000
0.055519089181
Long
DBT
NUSS
PL
N
2
2053-04-04
Fixed
5.50000000
N
N
N
N
N
N
Banque Centrale de Tunisie
254900B5LFB16S9T2T11
TUNISIAN REPUBLIC 5.625000% 02/17/2024
N/A
626000.00000000
PA
586690.67000000
0.049100183767
Long
DBT
NUSS
TN
N
2
2024-02-17
Fixed
5.62500000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEX BONOS DESARR FIX RT 7.500000% 05/26/2033
N/A
27370000.00000000
PA
1337481.66000000
0.111933934950
Long
DBT
NUSS
MX
N
2
2033-05-26
Fixed
7.50000000
N
N
N
N
N
N
Comision Federal de Electricidad
4469000001BFPONMPF32
COMISION FEDERAL DE ELECTRICIDAD 144A 3.348000% 02/09/2031
200447AH3
391000.00000000
PA
USD
304893.24000000
0.025516536871
Long
DBT
NUSS
MX
Y
2
2031-02-09
Fixed
3.34800000
N
N
N
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-14571.45000000
-0.00121948568
N/A
DFE
KR
N
2
KOREAN WON
N/A
2015280.35000000
USD
2679526830.00000000
KRW
2023-12-20
-14571.45000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.882000% 03/14/2025
N/A
8085000.00000000
PA
1734041.13000000
0.145122025109
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
91924.66000000
0.007693181312
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
1475000.00000000
PA
USD
1085791.75000000
0.090869988538
Long
DBT
NUSS
HU
Y
2
2031-09-22
Fixed
2.12500000
N
N
N
N
N
N
PHILLIPINE PESO
N/A
FX Forward Contract: PHP/USD SETTLE 2023-11-06
N/A
1.00000000
NC
-69801.10000000
-0.00584165900
N/A
DFE
PH
N
2
PHILLIPINE PESO
N/A
2295843.20000000
USD
125982100.00000000
PHP
2023-11-06
-69801.10000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2023-12-20
N/A
1.00000000
NC
5507.75000000
0.000460943987
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
863239.24000000
USD
780411436.00000000
CLP
2023-12-20
5507.75000000
N
N
N
Gobierno de Chile
549300FLZTJM5YJF8D34
REPUBLIC OF CHILE 3.250000% 09/21/2071
168863DU9
379000.00000000
PA
USD
214388.15000000
0.017942159473
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
413988.10000000
0.034646693439
Long
DBT
NUSS
PE
Y
2
2032-06-19
Fixed
4.75000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZMW SETTLE 2023-12-20
N/A
1.00000000
NC
USD
3599.20000000
0.000301217303
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
6896700.00000000
ZMW
329985.65000000
USD
2023-12-20
3599.20000000
N
N
N
Ukraine
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT 6.876000% 05/21/2031
N/A
260000.00000000
PA
USD
67930.20000000
0.005685083254
Long
DBT
NUSS
UA
N
2
2031-05-21
Fixed
6.87600000
N
Y
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 6.500000% 03/13/2027
71654QCG5
3763000.00000000
PA
USD
3317946.98000000
0.277679217992
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
1783000.00000000
PA
1577405.00000000
0.132013136284
Long
DBT
NUSS
CI
N
2
2030-03-22
Fixed
5.25000000
N
N
N
N
N
N
Banque Centrale de Tunisie
254900B5LFB16S9T2T11
TUNISIAN REPUBLIC 5.750000% 01/30/2025
N/A
309000.00000000
PA
USD
210465.46000000
0.017613869268
Long
DBT
NUSS
TN
N
2
2025-01-30
Fixed
5.75000000
N
N
N
N
N
N
Emirate of Abu Dhabi
213800FER4348CINTA77
ABU DHABI GOVERNMENT INTERNATIONAL BOND MTN 3.125000% 04/16/2030
29135LAH3
373000.00000000
PA
USD
334292.30000000
0.027976946287
Long
DBT
NUSS
AE
Y
2
2030-04-16
Fixed
3.12500000
N
N
N
N
N
N
Republic of Armenia
5299000H77JSW90G7935
REPUBLIC OF ARMENIA 3.600000% 02/02/2031
N/A
630000.00000000
PA
USD
473571.00000000
0.039633190565
Long
DBT
NUSS
AM
N
2
2031-02-02
Fixed
3.60000000
N
N
N
N
N
N
Empresa Nacional del Petroleo
549300YP3P0JZBLIV197
EMPRESA NACIONAL DEL PETROLEO 4.500000% 09/14/2047
P37110AM8
200000.00000000
PA
USD
141402.40000000
0.011833976881
Long
DBT
NUSS
CL
N
2
2047-09-14
Fixed
4.50000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZAR SETTLE 2023-10-16
N/A
1.00000000
NC
USD
-537.90000000
-0.00004501688
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1141000.00000000
ZAR
59961.83000000
USD
2023-10-16
-537.90000000
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
2128.80000000
0.000178159422
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
736742.19000000
USD
14015538.78000000
ZAR
2023-12-20
2128.80000000
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
UNITED MEXICAN STATES 3.500000% 02/12/2034
91087BAR1
746000.00000000
PA
USD
583302.43000000
0.048816621721
Long
DBT
NUSS
MX
N
2
2034-02-12
Fixed
3.50000000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEX BONOS DESARR FIX RT 10.000000% 12/05/2024
N/A
47226800.00000000
PA
2684795.41000000
0.224690718209
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 4.700000% 06/06/2032
71567RAV8
355000.00000000
PA
USD
335170.01000000
0.028050401899
Long
DBT
NUSS
ID
N
2
2032-06-06
Fixed
4.70000000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.885000% 08/15/2029
N/A
10400000.00000000
PA
2208955.92000000
0.184867677555
Long
DBT
NUSS
MY
N
2
2029-08-15
Fixed
3.88500000
N
N
N
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
POLAND GOVERNMENT BOND 2.500000% 07/25/2026
N/A
1190000.00000000
PA
254738.87000000
0.021319114090
Long
DBT
NUSS
PL
N
2
2026-07-25
Fixed
2.50000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/KRW SETTLE 2023-12-07
N/A
1.00000000
NC
USD
-14307.43000000
-0.00119738983
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
2725733953.00000000
KRW
2018961.99000000
USD
2023-12-07
-14307.43000000
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 9.000000% 01/31/2040
N/A
11149736.00000000
PA
436179.25000000
0.036503872356
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/CNY SETTLE 2023-11-21
N/A
1.00000000
NC
USD
-1110.27000000
-0.00009291857
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1059655.00000000
CNY
146307.78000000
USD
2023-11-21
-1110.27000000
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
230625.16000000
0.019301035991
Long
DBT
NUSS
ID
N
2
2049-07-17
Fixed
4.87500000
N
N
N
N
N
N
NIGERIAN NAIRA
N/A
FX Forward Contract: NGN/USD SETTLE 2024-03-20
N/A
1.00000000
NC
-195730.13000000
-0.01638066845
N/A
DFE
NG
N
2
NIGERIAN NAIRA
N/A
643900.31000000
USD
400248432.00000000
NGN
2024-03-20
-195730.13000000
N
N
N
Ceska republika
3157007EFDLQABN47912
CZECH REPUBLIC 5.500000% 12/12/2028
N/A
11380000.00000000
PA
512535.33000000
0.042894118105
Long
DBT
NUSS
CZ
N
2
2028-12-12
Fixed
5.50000000
N
N
N
N
N
N
CZECH REPUBLIC KORUNA
N/A
FX Forward Contract: CZK/EUR SETTLE 2023-11-21
N/A
1.00000000
NC
12849.79000000
0.001075399836
N/A
DFE
CZ
N
2
CZECH REPUBLIC KORUNA
N/A
960545.37000000
EUR
23771279.00000000
CZK
2023-11-21
12849.79000000
N
N
N
MEGLOBAL CANADA ULC
635400MHHHT7LMKMQL03
MEGLOBAL CANADA ULC MTN 5.875000% 05/18/2030
58518N2A9
222000.00000000
PA
USD
219780.00000000
0.018393403781
Long
DBT
NUSS
KW
Y
2
2030-05-18
Fixed
5.87500000
N
N
N
N
N
N
TURKISH LIRA
N/A
FX Forward Contract: TRY/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-72618.80000000
-0.00607747252
N/A
DFE
TR
N
2
TURKISH LIRA
N/A
1189547.16000000
USD
33230000.00000000
TRY
2023-12-20
-72618.80000000
N
N
N
Ceska republika
3157007EFDLQABN47912
CZECH REPUBLIC 3.500000% 05/30/2035
N/A
18690000.00000000
PA
720496.09000000
0.060298368853
Long
DBT
NUSS
CZ
N
2
2035-05-30
Fixed
3.50000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/HUF SETTLE 2023-10-16
N/A
1.00000000
NC
USD
6770.33000000
0.000566609397
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
141228700.00000000
HUF
390953.35000000
USD
2023-10-16
6770.33000000
N
N
N
TULLOW OIL PLC
2138003EYHWO75RKS857
TULLOW OIL PLC 144A 7.000000% 03/01/2025
899415AE3
1241000.00000000
PA
USD
958126.46000000
0.080185671366
Long
DBT
NUSS
GH
Y
2
2025-03-01
Fixed
7.00000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT INTERNATIONAL BOND 144A 7.903000% 02/21/2048
03846JW55
428000.00000000
PA
USD
218387.00000000
0.018276823513
Long
DBT
NUSS
EG
Y
2
2048-02-21
Fixed
7.90300000
N
N
N
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2023-10-03
N/A
1.00000000
NC
-36081.30000000
-0.00301964655
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
1403217.68000000
USD
6842791.00000000
BRL
2023-10-03
-36081.30000000
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
BONOS DE TESORERIA 6.150000% 08/12/2032
N/A
2749000.00000000
PA
674326.60000000
0.056434440962
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
830000.00000000
PA
USD
543108.65000000
0.045452801423
Long
DBT
NUSS
CO
N
2
2045-06-15
Fixed
5.00000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 7.125000% 06/15/2038
N/A
25932000000.00000000
PA
1691595.28000000
0.141569728914
Long
DBT
NUSS
ID
N
2
2038-06-15
Fixed
7.12500000
N
N
N
N
N
N
Republic of the Philippines
529900RAHBALMYIJ3T08
REPUBLIC OF PHILIPPINES 5.500000% 01/17/2048
718286CX3
1052000.00000000
PA
USD
990209.02000000
0.082870663087
Long
DBT
NUSS
PH
N
2
2048-01-17
Fixed
5.50000000
N
N
N
N
N
N
INDIA RUPEE
N/A
FX Forward Contract: INR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-12267.98000000
-0.00102670811
N/A
DFE
IN
N
2
INDIA RUPEE
N/A
2917628.34000000
USD
242218587.19000000
INR
2023-12-20
-12267.98000000
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
REPUBLIC OF POLAND 4.875000% 10/04/2033
731011AV4
4158000.00000000
PA
USD
3866940.00000000
0.323624482758
Long
DBT
NUSS
PL
N
2
2033-10-04
Fixed
4.87500000
N
N
N
N
N
N
Republic of Iraq
2549004N3P710UQ9X454
REPUBLIC OF IRAQ 5.800000% 01/15/2028
M82152AA3
1082812.50000000
PA
USD
999669.83000000
0.083662438947
Long
DBT
NUSS
IQ
N
2
2028-01-15
Fixed
5.80000000
N
N
N
N
N
N
Gobierno de la Republica de Panama
549300SHS4T08CL0LP14
REPUBLIC OF PANAMA 4.500000% 04/01/2056
698299BM5
2792000.00000000
PA
USD
1834108.75000000
0.153496691322
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
234301.38000000
0.019608699103
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
2328872.01000000
0.194903463629
Long
DBT
NUSS
RS
N
2
2029-06-26
Fixed
1.50000000
N
N
N
N
N
N
PHILLIPINE PESO
N/A
FX Forward Contract: PHP/USD SETTLE 2023-10-16
N/A
1.00000000
NC
-38569.55000000
-0.00322788837
N/A
DFE
PH
N
2
PHILLIPINE PESO
N/A
2387509.88000000
USD
132907900.00000000
PHP
2023-10-16
-38569.55000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/KRW SETTLE 2023-11-13
N/A
1.00000000
NC
USD
23939.36000000
0.002003486735
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
3958470628.00000000
KRW
2972695.18000000
USD
2023-11-13
23939.36000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/UYU SETTLE 2023-11-10
N/A
1.00000000
NC
USD
7238.29000000
0.000605773003
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
25354676.00000000
UYU
663734.97000000
USD
2023-11-10
7238.29000000
N
N
N
PT Indonesia Asahan Aluminium (Persero)
2549008P48EB9SN2OI80
INDONESIA ASAHAN ALUMINIUM PT / MINERAL INDUSTRI I 5.800000% 05/15/2050
74445PAG7
1165000.00000000
PA
USD
944466.91000000
0.079042502658
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
23400000.00000000
PA
591001.44000000
0.049460952414
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
1603645.49000000
0.134209204753
Long
DBT
NUSS
EG
N
2
2031-04-11
Fixed
6.37500000
N
N
N
N
N
N
BRK - MORGAN STANLEY & CO INTERNATIONAL
N/A
BRK - MORGAN STANLEY & CO INTERNATIONAL REC - 3M JOHANNESBURG INTERBANK AGREED RATE
N/A
53589040.00000000
NC
8376.09000000
0.000700995565
N/A
DIR
XX
N
2
BRK - MORGAN STANLEY & CO INTERNATIONAL
N/A
Y
2025-09-22
0.00000000
ZAR
0.00000000
ZAR
-53589040.00000000
ZAR
8376.09000000
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
REPUBLIC OF INDONESIA 4.550000% 01/11/2028
455780DQ6
2164000.00000000
PA
USD
2095000.71000000
0.175330757951
Long
DBT
NUSS
ID
N
2
2028-01-11
Fixed
4.55000000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND 144A 5.500000% 09/18/2028
N/A
1069000.00000000
PA
1119071.00000000
0.093655131329
Long
DBT
NUSS
RO
Y
2
2028-09-18
Fixed
5.50000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2023-12-11
N/A
1.00000000
NC
USD
205.53000000
0.000017200820
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
441000.00000000
BRL
87556.46000000
USD
2023-12-11
205.53000000
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 3.650000% 06/20/2031
N/A
58000000.00000000
PA
1652241.81000000
0.138276234219
Long
DBT
NUSS
TH
N
2
2031-06-20
Fixed
3.65000000
N
N
N
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT BOND 4.500000% 03/23/2028
N/A
559800000.00000000
PA
1348647.41000000
0.112868397359
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
585793.44000000
0.049025094525
Long
DBT
NUSS
KZ
Y
2
2048-10-24
Fixed
6.37500000
N
N
N
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2023-11-20
N/A
1.00000000
NC
-65500.31000000
-0.00548172558
N/A
DFE
HU
N
2
HUNGARIAN FORINT
N/A
1671908.02000000
USD
594065700.00000000
HUF
2023-11-20
-65500.31000000
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
-54767.39000000
-0.00458348675
N/A
DIR
XX
N
2
BRK: MORGAN STANLEY & CO INTERNATIONAL
N/A
Y
2028-02-03
0.00000000
MXN
-2394.93000000
MXN
-23783730.00000000
MXN
-52372.46000000
N
N
N
Joint-Stock Cornpany Uzbekneftegaz
213800LUZJZFLJD4MJ51
UZBEKNEFTEGAZ JSC 144A 4.750000% 11/16/2028
91825MAB9
218000.00000000
PA
USD
175494.36000000
0.014687135430
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
316733.02000000
0.026507408899
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
735994.47000000
0.061595429374
Long
DBT
NUSS
ZM
N
2
2026-01-25
Fixed
11.00000000
N
N
N
N
N
N
Republica del Ecuador
5299003Y2U5XK0A35H71
REPUBLIC OF ECUADOR 3.500000% 07/31/2035
N/A
5113029.00000000
PA
USD
1891265.86000000
0.158280173910
Long
DBT
NUSS
EC
N
2
2035-07-31
Fixed
3.50000000
N
N
N
N
N
N
Republic of Kenya
549300VVURQQYU45PR87
REPUBLIC OF KENYA 6.300000% 01/23/2034
N/A
390000.00000000
PA
USD
258639.00000000
0.021645516247
Long
DBT
NUSS
KE
N
2
2034-01-23
Fixed
6.30000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 144A 5.950000% 01/28/2031
71654QCZ3
470000.00000000
PA
USD
336402.50000000
0.028153549075
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
632000.00000000
PA
USD
582641.56000000
0.048761313464
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
446140.22000000
0.037337506642
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
631000.00000000
PA
USD
640351.42000000
0.053591055739
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
267592.00000000
0.022394793451
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
1736304.00000000
PA
USD
1500975.84000000
0.125616774465
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
3525000.00000000
PA
USD
2886564.30000000
0.241576770918
Long
DBT
NUSS
PE
N
2
2031-01-23
Fixed
2.78300000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 6.500000% 06/02/2041
71654QAZ5
279000.00000000
PA
USD
167845.26000000
0.014046981709
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
1949133.80000000
0.163123145911
Long
DBT
NUSS
BR
N
2
2027-01-01
Fixed
10.00000000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 7.500000% 08/26/2026
N/A
4587900000.00000000
PA
1042985.51000000
0.087287531277
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
320000.00000000
PA
USD
300320.00000000
0.025133802092
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/MXN SETTLE 2023-12-20
N/A
1.00000000
NC
USD
12893.03000000
0.001079018594
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
17929940.00000000
MXN
1031241.78000000
USD
2023-12-20
12893.03000000
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
POLAND GOVERNMENT BOND 6.000000% 10/25/2033
N/A
4608000.00000000
PA
1063161.21000000
0.088976037040
Long
DBT
NUSS
PL
N
2
2033-10-25
Fixed
6.00000000
N
N
N
N
N
N
BRK - JPMORGAN CHASE BANK
N/A
BRK - JPMORGAN CHASE BANK PAY - 10.085%
N/A
1244349835.00000000
NC
-12982.56000000
-0.00108651136
N/A
DIR
XX
N
2
BRK - JPMORGAN CHASE BANK
N/A
Y
2025-07-20
0.00000000
HUF
0.00000000
HUF
-1244349835.00000000
HUF
-12982.56000000
N
N
N
GHANA CEDI
N/A
FX Forward Contract: GHS/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-2512.88000000
-0.00021030310
N/A
DFE
GH
N
2
GHANA CEDI
N/A
278344.61000000
USD
3340135.33000000
GHS
2023-12-20
-2512.88000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/THB SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-5748.48000000
-0.00048109069
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
81830000.00000000
THB
2258438.44000000
USD
2023-12-20
-5748.48000000
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2023-12-04
N/A
1.00000000
NC
-13674.74000000
-0.00114443996
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
692147.99000000
USD
3423017.88000000
BRL
2023-12-04
-13674.74000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-10-04
N/A
1.00000000
NC
USD
2961.74000000
0.000247868230
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
191871.00000000
EUR
206112.78000000
USD
2023-10-04
2961.74000000
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 6.250000% 11/26/2025
N/A
647300000.00000000
PA
147278.83000000
0.012325775724
Long
DBT
NUSS
CO
N
2
2025-11-26
Fixed
6.25000000
N
N
N
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2023-11-20
N/A
1.00000000
NC
-119623.17000000
-0.01001127157
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
5381421.69000000
USD
26502963.68000000
BRL
2023-11-20
-119623.17000000
N
N
N
ECOPETROL S.A.
254900IDGKCJICKBPA66
ECOPETROL SA 5.875000% 11/02/2051
279158AQ2
346000.00000000
PA
USD
220509.26000000
0.018454435603
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
44790000.00000000
PA
1517922.27000000
0.127035022394
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
720272.64000000
0.060279668307
Long
DBT
NUSS
NG
N
2
2031-01-21
Fixed
8.74700000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/MYR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-4148.78000000
-0.00034721169
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
21759441.00000000
MYR
4684083.39000000
USD
2023-12-20
-4148.78000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-10-04
N/A
1.00000000
NC
USD
8174.31000000
0.000684108583
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
675055.00000000
EUR
722915.59000000
USD
2023-10-04
8174.31000000
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT INTERNATIONAL BOND 144A 6.125000% 05/22/2028
445545AR7
840000.00000000
PA
USD
836900.40000000
0.070040253810
Long
DBT
NUSS
HU
Y
2
2028-05-22
Fixed
6.12500000
N
N
N
N
N
N
Republica de Costa Rica
549300S1EK2VN6XVJP58
COSTA RICA GOVERNMENT INTERNATIONAL BOND 144A 6.550000% 04/03/2034
221597CR6
1185000.00000000
PA
USD
1151485.57000000
0.096367908991
Long
DBT
NUSS
CR
Y
2
2034-04-03
Fixed
6.55000000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2023-10-04
N/A
1.00000000
NC
-12757.00000000
-0.00106763423
N/A
DFE
XX
N
2
EURO
N/A
825602.55000000
USD
767712.00000000
EUR
2023-10-04
-12757.00000000
N
N
N
MDGH GMTN (RSC) LTD
213800WRY6FRL9IXLT77
MDGH GMTN RSC LTD MTN 3.950000% 05/21/2050
N/A
200000.00000000
PA
USD
147744.00000000
0.012364705834
Long
DBT
NUSS
AE
N
2
2050-05-21
Fixed
3.95000000
N
N
N
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 3.450000% 06/17/2043
N/A
35500000.00000000
PA
943866.15000000
0.078992225011
Long
DBT
NUSS
TH
N
2
2043-06-17
Fixed
3.45000000
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
441752.32000000
0.036970282980
Long
DBT
NUSS
AE
Y
2
2049-09-30
Fixed
4.70000000
N
N
N
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/EUR SETTLE 2023-11-14
N/A
1.00000000
NC
2665.57000000
0.000223081742
N/A
DFE
HU
N
2
HUNGARIAN FORINT
N/A
957844.69000000
EUR
376261510.00000000
HUF
2023-11-14
2665.57000000
N
N
N
Republika Srbija
254900W94OCY91V32O78
REPUBLIC OF SERBIA 2.125000% 12/01/2030
N/A
729000.00000000
PA
USD
534425.53000000
0.044726110495
Long
DBT
NUSS
RS
N
2
2030-12-01
Fixed
2.12500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/TWD SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-2616.06000000
-0.00021893824
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
91344000.00000000
TWD
2852690.32000000
USD
2023-12-20
-2616.06000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-10-20
N/A
1.00000000
NC
USD
1320.29000000
0.000110495163
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
159000.00000000
EUR
169768.72000000
USD
2023-10-20
1320.29000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NGN SETTLE 2024-03-20
N/A
1.00000000
NC
USD
159949.31000000
0.013386169093
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
406861818.00000000
NGN
615524.69000000
USD
2024-03-20
159949.31000000
N
N
N
Emirate of Abu Dhabi
213800FER4348CINTA77
ABU DHABI GOVERNMENT INTERNATIONAL BOND MTN 1.625000% 06/02/2028
N/A
919000.00000000
PA
USD
790340.00000000
0.066143610633
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
1966000.00000000
PA
USD
1776870.80000000
0.148706443228
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
1184434.98000000
0.099125447450
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
440000.00000000
PA
331210.05000000
0.027718992566
Long
DBT
NUSS
KZ
N
2
2034-09-30
Fixed
1.50000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 6.500000% 06/15/2025
N/A
5895000000.00000000
PA
382520.85000000
0.032013197056
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
954808.36000000
0.079907979342
Long
DBT
NUSS
CL
Y
2
2027-10-12
Fixed
3.50000000
N
N
N
N
N
N
Republica Bolivariana de Venezuela
529900XM8PJTJK5OJI77
REPUBLIC OF VENEZUELA VARIABLE RATE 10/13/2024
P97475AP5
230000.00000000
PA
USD
20702.58000000
0.001732600387
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
985000.00000000
PA
USD
664906.52000000
0.055646073799
Long
DBT
NUSS
TR
N
2
2047-05-11
Fixed
5.75000000
N
N
N
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
POLAND GOVERNMENT BOND 7.500000% 07/25/2028
N/A
14454000.00000000
PA
3619659.78000000
0.302929583615
Long
DBT
NUSS
PL
N
2
2028-07-25
Fixed
7.50000000
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
207356.45000000
0.017353676001
Long
DBT
NUSS
EG
Y
2
2049-03-01
Fixed
8.70020000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/HUF SETTLE 2023-12-11
N/A
1.00000000
NC
USD
214.17000000
0.000017923902
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
4486200.00000000
HUF
12310.28000000
USD
2023-12-11
214.17000000
N
N
N
BRK - GOLDMAN SACH
N/A
BRK - GOLDMAN SACH PAY - 10.76%
N/A
1512839606.00000000
NC
-58663.02000000
-0.00490951230
N/A
DIR
XX
N
2
BRK - GOLDMAN SACH
N/A
Y
2025-07-11
0.00000000
HUF
0.00000000
HUF
-1512839606.00000000
HUF
-58663.02000000
N
N
N
ISRAELI SHEKEL
N/A
FX Forward Contract: ILS/USD SETTLE 2023-11-21
N/A
1.00000000
NC
-21805.48000000
-0.00182490216
N/A
DFE
IL
N
2
ISRAELI SHEKEL
N/A
2054612.75000000
USD
7718461.00000000
ILS
2023-11-21
-21805.48000000
N
N
N
Banque Centrale de Tunisie
254900B5LFB16S9T2T11
TUNISIAN REPUBLIC 6.375000% 07/15/2026
N/A
377000.00000000
PA
239324.81000000
0.020029110316
Long
DBT
NUSS
TN
N
2
2026-07-15
Fixed
6.37500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PLN SETTLE 2023-11-13
N/A
1.00000000
NC
USD
1.36000000
0.000000113818
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
100.00000000
PLN
24.25000000
USD
2023-11-13
1.36000000
N
N
N
Minejesa Capital B.V.
549300KS7ERCP10BKC35
MINEJESA CAPITAL BV 144A 5.625000% 08/10/2037
602736AB6
995000.00000000
PA
USD
759046.22000000
0.063524631966
Long
DBT
NUSS
ID
Y
2
2037-08-10
Fixed
5.62500000
N
N
N
N
N
N
BRK: GOLDMAN SACHS INTERNATIONAL
N/A
BRK: GOLDMAN SACHS INTERNATIONAL PAY: 10.28% FIXED
N/A
23303033264.00000000
NC
-22813.55000000
-0.00190926761
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS INTERNATIONAL
N/A
Y
2025-06-02
0.00000000
COP
0.00000000
COP
-23303033264.00000000
COP
-22813.55000000
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 9.250000% 05/28/2042
N/A
8554300000.00000000
PA
1680589.78000000
0.140648677838
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
3250442.25000000
0.272029742352
Long
DBT
NUSS
CZ
N
2
2026-02-26
Fixed
6.00000000
N
N
N
N
N
N
Republica del Ecuador
5299003Y2U5XK0A35H71
REPUBLIC OF ECUADOR ZERO COUPON 07/31/2030
N/A
50210.00000000
PA
USD
14859.06000000
0.001243555784
Long
DBT
NUSS
EC
N
2
2030-07-31
Fixed
0.00000000
N
N
N
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2023-11-13
N/A
1.00000000
NC
-9137.92000000
-0.00076475317
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
794631.82000000
USD
14850000.00000000
ZAR
2023-11-13
-9137.92000000
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-1817.81000000
-0.00015213264
N/A
DFE
HU
N
2
HUNGARIAN FORINT
N/A
391116.19000000
USD
144510000.00000000
HUF
2023-12-20
-1817.81000000
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2023-10-03
N/A
1.00000000
NC
-11047.93000000
-0.00092460204
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
485317.89000000
USD
2373816.00000000
BRL
2023-10-03
-11047.93000000
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
POLAND GOVERNMENT BOND 2.500000% 07/25/2027
N/A
5419000.00000000
PA
1130322.17000000
0.094596742544
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
551763.96000000
0.046177164931
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 2023-10-20
N/A
1.00000000
NC
-24207.17000000
-0.00202589977
N/A
DFE
XX
N
2
EURO
N/A
679930.56000000
USD
618943.24000000
EUR
2023-10-20
-24207.17000000
N
N
N
Islamic Republic of Pakistan
529900LOP29R5WKHOD86
PAKISTAN GOVERNMENT INTERNATIONAL BOND MTN 7.375000% 04/08/2031
N/A
933000.00000000
PA
USD
431512.50000000
0.036113311718
Long
DBT
NUSS
PK
N
2
2031-04-08
Fixed
7.37500000
N
N
N
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT BOND 6.750000% 10/22/2028
N/A
425290000.00000000
PA
1120988.48000000
0.093815605367
Long
DBT
NUSS
HU
N
2
2028-10-22
Fixed
6.75000000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 4.392000% 04/15/2026
N/A
1705000.00000000
PA
369833.54000000
0.030951395183
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
209058.89000000
0.017496153325
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/CNY SETTLE 2023-11-13
N/A
1.00000000
NC
USD
25818.25000000
0.002160731172
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
27468800.00000000
CNY
3848949.79000000
USD
2023-11-13
25818.25000000
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
203147.66000000
0.017001442068
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
400098.39000000
0.033484262625
Long
DBT
NUSS
PA
N
2
2029-04-01
Fixed
9.37500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PEN SETTLE 2023-10-13
N/A
1.00000000
NC
USD
69029.53000000
0.005777086259
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
10652913.38000000
PEN
2878465.61000000
USD
2023-10-13
69029.53000000
N
N
N
BRK:GOLDMAN SACHS INTERNATIONAL
N/A
BRK:GOLDMAN SACHS INTERNATIONAL PAY: 28D MEXICAN INTERBANK RATE (TIIE)
N/A
29415111.00000000
NC
-93188.32000000
-0.00779893710
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
-93188.32000000
N
N
N
Republica Del Paraguay
529900UXKJTJPCU0HK83
REPUBLIC OF PARAGUAY 5.400000% 03/30/2050
P75744AG0
571000.00000000
PA
USD
449875.56000000
0.037650117511
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
1170000.00000000
PA
USD
1134900.00000000
0.094979861462
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
604670.32000000
0.050604901950
Long
DBT
NUSS
SA
Y
2
2049-04-17
Fixed
5.00000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PLN SETTLE 2023-11-13
N/A
1.00000000
NC
USD
1207.20000000
0.000101030653
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
2054300.00000000
PLN
471488.65000000
USD
2023-11-13
1207.20000000
N
N
N
Corporacion Nacional del Cobre de Chile
549300UVMBCBCIPSUI70
CORP NACIONAL DEL COBRE DE CHILE 144A 5.950000% 01/08/2034
21987BBG2
1600000.00000000
PA
USD
1548252.88000000
0.129573393295
Long
DBT
NUSS
CL
Y
2
2034-01-08
Fixed
5.95000000
N
N
N
N
N
N
INDONESIA RUPIAH
N/A
FX Forward Contract: IDR/USD SETTLE 2023-10-25
N/A
1.00000000
NC
-2089.35000000
-0.00017485784
N/A
DFE
ID
N
2
INDONESIA RUPIAH
N/A
350936.16000000
USD
5398100000.00000000
IDR
2023-10-25
-2089.35000000
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 8.375000% 04/15/2039
N/A
25561000000.00000000
PA
1878977.45000000
0.157251756006
Long
DBT
NUSS
ID
N
2
2039-04-15
Fixed
8.37500000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA INVESTMNT ISSUE 4.369000% 10/31/2028
N/A
1200000.00000000
PA
261152.10000000
0.021855837764
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
1746000.00000000
PA
361195.86000000
0.030228507131
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
1732000.00000000
PA
USD
1472200.00000000
0.123208522376
Long
DBT
NUSS
ZA
N
2
2032-04-20
Fixed
5.87500000
N
N
N
N
N
N
Republica de El Salvador
529900AKDMUSFSDOM949
REPUBLIC OF EL SALVADOR 9.500000% 07/15/2052
P01012CC8
4499000.00000000
PA
USD
3431078.40000000
0.287147194552
Long
DBT
NUSS
SV
N
2
2052-07-15
Fixed
9.50000000
N
N
N
N
N
N
BRK - CITIBANK
N/A
BRK - CITIBANK PAY - 7D CHINA FIXING REPO RATES
N/A
16000000.00000000
NC
-8779.95000000
-0.00073479463
N/A
DIR
XX
N
2
BRK - CITIBANK
N/A
Y
2028-08-16
0.00000000
CNY
0.00000000
CNY
-16000000.00000000
CNY
-8779.95000000
N
N
N
Republica de Angola
549300QHR2R3J8JSGK83
ANGOLAN GOVERNMENT INTERNATIONAL BOND 144A 8.250000% 05/09/2028
035198AB6
854000.00000000
PA
USD
738330.82000000
0.061790958672
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
1350000.00000000
PA
USD
1147500.00000000
0.096034356355
Long
DBT
NUSS
ZA
N
2
2032-04-20
Fixed
5.87500000
N
N
N
N
N
N
Ceska republika
3157007EFDLQABN47912
CZECH REPUBLIC 5.000000% 09/30/2030
N/A
19660000.00000000
PA
866308.28000000
0.072501401372
Long
DBT
NUSS
CZ
N
2
2030-09-30
Fixed
5.00000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/COP SETTLE 2023-12-20
N/A
1.00000000
NC
USD
19436.20000000
0.001626616955
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
27858825056.00000000
COP
6773111.86000000
USD
2023-12-20
19436.20000000
N
N
N
DIANJIAN HAIYU LIMITED
30030053J86AJARAGD28
DIANJIAN HAIYU LTD MTN 4.300000% MATURITY: PERPETUAL
N/A
204000.00000000
PA
USD
201108.22000000
0.016830761189
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
4925000.00000000
PA
USD
2831875.00000000
0.236999819524
Long
DBT
NUSS
EG
N
2
2032-05-29
Fixed
7.62500000
N
N
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
REPUBLIC OF PERU 6.950000% 08/12/2031
715638BE1
3980000.00000000
PA
1038271.86000000
0.086893045574
Long
DBT
NUSS
PE
N
2
2031-08-12
Fixed
6.95000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NGN SETTLE 2024-03-20
N/A
1.00000000
NC
USD
41912.14000000
0.003507629968
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
108817222.00000000
NGN
163758.05000000
USD
2024-03-20
41912.14000000
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
BONOS DE TESORERIA 6.950000% 08/12/2031
N/A
500000.00000000
PA
130436.16000000
0.010916211478
Long
DBT
NUSS
PE
N
2
2031-08-12
Fixed
6.95000000
N
N
N
N
N
N
POWER FINANCE CORPORATION LIMITED
3358003Q6D9LIJJZ1614
POWER FINANCE CORP LTD MTN 3.950000% 04/23/2030
73928QAB4
569000.00000000
PA
USD
494358.07000000
0.041372861927
Long
DBT
NUSS
IN
Y
2
2030-04-23
Fixed
3.95000000
N
N
N
N
N
N
Republica Argentina
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA 0.750000% 07/09/2030
040114HS2
2304000.00000000
PA
USD
655101.27000000
0.054825471731
Long
DBT
NUSS
AR
N
2
2030-07-09
Fixed
0.75000000
N
N
N
N
N
N
Republica Argentina
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA 3.625000% 07/09/2035
040114HT0
12890000.00000000
PA
USD
3179389.40000000
0.266083324298
Long
DBT
NUSS
AR
N
2
2035-07-09
Fixed
3.62500000
N
N
N
N
N
N
BRK:BOFA MERRILL LYNCH
N/A
BRK:BOFA MERRILL LYNCH PAY:PRIBOR 6M
N/A
323406000.00000000
NC
-23363.66000000
-0.00195530636
N/A
DIR
XX
N
2
BRK:BOFA MERRILL LYNCH
N/A
Y
2025-08-31
0.00000000
CZK
0.00000000
CZK
-323406000.00000000
CZK
-23363.66000000
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT INTERNATIONAL BOND MTN 6.375000% 04/11/2031
N/A
2134000.00000000
PA
1258154.22000000
0.105295015872
Long
DBT
NUSS
EG
Y
2
2031-04-11
Fixed
6.37500000
N
N
N
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVERNMENT BOND 3.530000% 10/18/2051
Y6S39BG95
300000.00000000
PA
44443.35000000
0.003719467112
Long
DBT
NUSS
CN
N
2
2051-10-18
Fixed
3.53000000
N
N
N
N
N
N
PHILLIPINE PESO
N/A
FX Forward Contract: PHP/USD SETTLE 2023-11-20
N/A
1.00000000
NC
-6127.30000000
-0.00051279417
N/A
DFE
PH
N
2
PHILLIPINE PESO
N/A
1051143.37000000
USD
59159400.00000000
PHP
2023-11-20
-6127.30000000
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
NOTA DO TESOURO NACIONAL 10.000000% 01/01/2027
N/A
27792000.00000000
PA
5417032.66000000
0.453351847372
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
14989958.00000000
NC
199160.81000000
0.016667782309
N/A
DIR
XX
N
2
BRK : GOLDMAN SACH
N/A
Y
2027-01-04
0.00000000
BRL
0.00000000
BRL
-14989958.00000000
BRL
199160.81000000
N
N
N
THAILAND BAHT
N/A
FX Forward Contract: THB/USD SETTLE 2023-10-06
N/A
1.00000000
NC
-69613.79000000
-0.00582598302
N/A
DFE
TH
N
2
THAILAND BAHT
N/A
2050510.74000000
USD
72108876.00000000
THB
2023-10-06
-69613.79000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.757000% 05/22/2040
N/A
5320000.00000000
PA
1062513.30000000
0.088921813407
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
-101293.23000000
-0.00847723760
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
-101293.23000000
N
N
N
GHANA CEDI
N/A
FX Forward Contract: GHS/USD SETTLE 2024-03-20
N/A
1.00000000
NC
-53317.17000000
-0.00446211773
N/A
DFE
GH
N
2
GHANA CEDI
N/A
559202.41000000
USD
6584608.43000000
GHS
2024-03-20
-53317.17000000
N
N
N
Republica Bolivariana de Venezuela
529900XM8PJTJK5OJI77
REPUBLIC OF VENEZUELA VARIABLE RATE 10/13/2019
P97475AN0
3976100.00000000
PA
USD
258446.50000000
0.021629405908
Long
DBT
NUSS
VE
N
2
2019-10-13
Floating
0.00000000
Y
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA 8.000000% 04/20/2033
195325EF8
629000.00000000
PA
USD
621063.92000000
0.051976883497
Long
DBT
NUSS
CO
N
2
2033-04-20
Fixed
8.00000000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 6.82%
N/A
17914814.00000000
NC
126631.89000000
0.010597831852
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2029-09-10
0.00000000
MXN
0.00000000
MXN
-17914814.00000000
MXN
126631.89000000
N
N
N
Romania
315700IASY927EDWBK92
ROMANIA GOVERNMENT BOND 8.000000% 04/29/2030
N/A
870000.00000000
PA
194853.70000000
0.016307319967
Long
DBT
NUSS
RO
N
2
2030-04-29
Fixed
8.00000000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
REPUBLIC OF GHANA 7.625000% 05/16/2029
N/A
774000.00000000
PA
USD
341597.16000000
0.028588290538
Long
DBT
NUSS
GH
N
2
2029-05-16
Fixed
7.62500000
Y
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 2.500000% 02/08/2030
N/A
657000.00000000
PA
568323.68000000
0.047563049072
Long
DBT
NUSS
RO
Y
2
2030-02-08
Fixed
2.50000000
N
N
N
N
N
N
Transnet SOC Ltd
378900B07CD6F01EA796
TRANSNET SOC LTD 144A 8.250000% 02/06/2028
89378TAD5
220000.00000000
PA
USD
210592.80000000
0.017624526362
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
-45046.11000000
-0.00376991213
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2025-01-02
0.00000000
BRL
0.00000000
BRL
-3591362.00000000
BRL
-45046.11000000
N
N
N
Romania
315700IASY927EDWBK92
ROMANIA GOVERNMENT BOND 4.850000% 07/25/2029
N/A
5460000.00000000
PA
1060423.12000000
0.088746886094
Long
DBT
NUSS
RO
N
2
2029-07-25
Fixed
4.85000000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/HUF SETTLE 2023-11-14
N/A
1.00000000
NC
-791.79000000
-0.00006626496
N/A
DFE
XX
N
2
EURO
N/A
108943228.00000000
HUF
277316.70000000
EUR
2023-11-14
-791.79000000
N
N
N
BRAZIL MINAS SPE
N/A
BRAZIL MINAS SPE VIA STATE OF MINAS GERAIS 144A 5.333000% 02/15/2028
105860AA8
112000.00000000
PA
USD
108640.00000000
0.009092089302
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
447969.96000000
0.037490637712
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
4155000.00000000
PA
USD
4222227.90000000
0.353358552298
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
144378.50000000
0.012083046901
Long
DBT
NUSS
UA
N
2
2028-11-01
Fixed
9.75000000
N
Y
N
N
N
N
BRK : MERRILL LYNCH
N/A
BRK : MERRILL LYNCH PAY : PRIBOR
N/A
17207640.00000000
NC
-1738.83000000
-0.00014552280
N/A
DIR
XX
N
2
BRK : MERRILL LYNCH
N/A
Y
2025-09-01
0.00000000
CZK
0.00000000
CZK
-17207640.00000000
CZK
-1738.83000000
N
N
N
Government of Mongolia
254900PW61ADCBDCLP71
MONGOLIA GOVERNMENT INTERNATIONAL BOND 144A 8.650000% 01/19/2028
60937LAG0
237000.00000000
PA
USD
235376.73000000
0.019698695221
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
489000.00000000
PA
USD
392355.02000000
0.032836219441
Long
DBT
NUSS
AO
Y
2
2032-04-14
Fixed
8.75000000
N
N
N
N
N
N
TURKIYE VAKIFLAR BANKASI TURK ANONIM ORTAKLIGI
789000KAIHOLSQKQ9858
TURKIYE VAKIFLAR BANKASI TAO 144A 9.000000% 10/12/2028
90015WAM5
368000.00000000
PA
USD
366528.00000000
0.030674754306
Long
DBT
NUSS
TR
Y
2
2028-10-12
Fixed
9.00000000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
GHANA GOVERNMENT BOND 9.400000% 02/07/2034
N/A
501574.00000000
PA
13544.44000000
0.001133535143
Long
DBT
NUSS
GH
N
2
2034-02-07
Fixed
9.40000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 7.125000% 06/15/2038
N/A
19300000000.00000000
PA
1258976.90000000
0.105363866020
Long
DBT
NUSS
ID
N
2
2038-06-15
Fixed
7.12500000
N
N
N
N
N
N
ROMANIAN LEU
N/A
FX Forward Contract: KZT/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-17721.39000000
-0.00148310438
N/A
DFE
RO
N
2
ROMANIAN LEU
N/A
701689.66000000
USD
335758500.00000000
KZT
2023-12-20
-17721.39000000
N
N
N
Republica de El Salvador
529900AKDMUSFSDOM949
EL SALVADOR GOVERNMENT INTERNATIONAL BOND 144A 6.375000% 01/18/2027
283875AS1
412000.00000000
PA
USD
335028.85000000
0.028038588209
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
2022000.00000000
PA
USD
1334621.10000000
0.111694534481
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
639184.47000000
0.053493393611
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
216573.84000000
0.018125080024
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
18566300000.00000000
PA
3458300.28000000
0.289425395619
Long
DBT
NUSS
CO
N
2
2032-06-30
Fixed
7.00000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/COP SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-11501.16000000
-0.00096253289
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1638318454.83000000
COP
385668.19000000
USD
2023-12-20
-11501.16000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
26069.29000000
0.002181740728
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
2084948.00000000
EUR
2241527.39000000
USD
2023-12-20
26069.29000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CZK SETTLE 2023-11-13
N/A
1.00000000
NC
USD
19362.19000000
0.001620423053
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
45289559.00000000
CZK
1985860.70000000
USD
2023-11-13
19362.19000000
N
N
N
Kingdom of Saudi Arabia
635400FMICXSM3SI3H65
SAUDI GOVERNMENT INTERNATIONAL BOND 144A 5.500000% 10/25/2032
80413TBA6
1710000.00000000
PA
USD
1709897.40000000
0.143101434634
Long
DBT
NUSS
SA
Y
2
2032-10-25
Fixed
5.50000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PLN SETTLE 2023-11-13
N/A
1.00000000
NC
USD
30608.42000000
0.002561620839
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
8512899.00000000
PLN
1979427.25000000
USD
2023-11-13
30608.42000000
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
724018.27000000
0.060593140347
Long
DBT
NUSS
ID
Y
2
2031-11-05
Fixed
1.87500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/COP SETTLE 2023-12-20
N/A
1.00000000
NC
USD
6011.00000000
0.000503061016
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1118165181.00000000
COP
277082.19000000
USD
2023-12-20
6011.00000000
N
N
N
ROMANIAN LEU
N/A
FX Forward Contract: RON/USD SETTLE 2023-11-13
N/A
1.00000000
NC
-76486.92000000
-0.00640119575
N/A
DFE
RO
N
2
ROMANIAN LEU
N/A
2136828.24000000
USD
9683900.00000000
RON
2023-11-13
-76486.92000000
N
N
N
GALAXY PIPELINE ASSETS BIDCO LIMITED
549300L82YB0C6JQIC26
GALAXY PIPELINE ASSETS BIDCO LTD 2.940000% 09/30/2040
N/A
3078463.85000000
PA
USD
2369380.28000000
0.198293603617
Long
DBT
NUSS
AE
N
2
2040-09-30
Fixed
2.94000000
N
N
N
N
N
N
JANUB GAZ DAHLIZI GAPALI SAHMDAR JAMIYYATI
213800DG58KG59XY6318
SOUTHERN GAS CORRIDOR CJSC 144A 6.875000% 03/24/2026
84302LAA0
690000.00000000
PA
USD
685847.58000000
0.057398632595
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
520544.59000000
0.043564413642
Long
DBT
NUSS
PH
N
2
2045-05-05
Fixed
2.95000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/TWD SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-2450.55000000
-0.00020508670
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
56313576.00000000
TWD
1757845.84000000
USD
2023-12-20
-2450.55000000
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2023-10-20
N/A
1.00000000
NC
-9427.45000000
-0.00078898395
N/A
DFE
XX
N
2
EURO
N/A
345264.89000000
USD
317000.00000000
EUR
2023-10-20
-9427.45000000
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
655172.02000000
0.054831392804
Long
DBT
NUSS
ID
N
2
2048-05-21
Fixed
6.15000000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
GHANA GOVERNMENT BOND 8.350000% 02/16/2027
N/A
5358564.00000000
PA
260902.67000000
0.021834962949
Long
DBT
NUSS
GH
N
2
2027-02-16
Fixed
8.35000000
N
N
N
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 1.000000% 06/17/2027
Y6065BNV5
39000000.00000000
PA
1006202.60000000
0.084209166931
Long
DBT
NUSS
TH
N
2
2027-06-17
Fixed
1.00000000
N
N
N
N
N
N
INDONESIA RUPIAH
N/A
FX Forward Contract: IDR/USD SETTLE 2023-10-11
N/A
1.00000000
NC
-8463.65000000
-0.00070832346
N/A
DFE
ID
N
2
INDONESIA RUPIAH
N/A
711508.93000000
USD
10870433456.00000000
IDR
2023-10-11
-8463.65000000
N
N
N
Republic of Zambia
213800DMLAZ6LGMMD849
REPUBLIC OF ZAMBIA 5.375000% 09/20/2022
N/A
2466000.00000000
PA
USD
1208981.16000000
0.101179718994
Long
DBT
NUSS
ZM
N
2
2023-09-20
Fixed
5.37500000
Y
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
GHANA GOVERNMENT BOND 9.100000% 02/10/2032
N/A
1267481.00000000
PA
36640.02000000
0.003066405871
Long
DBT
NUSS
GH
N
2
2032-02-10
Fixed
9.10000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/COP SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-25232.27000000
-0.00211169046
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
8731800000.00000000
COP
2091574.35000000
USD
2023-12-20
-25232.27000000
N
N
N
CT Trust
5493003LN2KNNGM2Q244
CT TRUST 144A 5.125000% 02/03/2032
12659BAA2
214000.00000000
PA
USD
166964.68000000
0.013973285906
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
555896.67000000
0.046523031724
Long
DBT
NUSS
MX
Y
2
2172-06-14
Fixed
9.12500000
N
N
N
N
N
N
GACI First Investment Company
558600TU1PWGNLZ3XM88
GACI FIRST INVESTMENT CO 5.125000% 02/14/2053
N/A
536000.00000000
PA
USD
434545.92000000
0.036367178853
Long
DBT
NUSS
SA
N
2
2053-02-14
Fixed
5.12500000
N
N
N
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
197370.00000000
0.016517909293
Long
DBT
NUSS
UA
Y
2
2026-11-09
Fixed
6.87500000
N
Y
N
N
N
N
PERUVIAN NEW SOL
N/A
FX Forward Contract: PEN/USD SETTLE 2023-10-18
N/A
1.00000000
NC
-58008.27000000
-0.00485471622
N/A
DFE
PE
N
2
PERUVIAN NEW SOL
N/A
2106365.46000000
USD
7767012.00000000
PEN
2023-10-18
-58008.27000000
N
N
N
ESKOM HOLDINGS SOC LIMITED
3789001900ED06F65111
ESKOM HOLDINGS SOC LTD 4.314000% 07/23/2027
N/A
1189000.00000000
PA
USD
1040375.00000000
0.087069057510
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
725580.49000000
0.060723882650
Long
DBT
NUSS
MX
Y
2
2172-06-14
Fixed
9.12500000
N
N
N
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 3.450000% 06/17/2043
N/A
28580000.00000000
PA
759878.72000000
0.063594303950
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
126398.64000000
0.010578311143
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
550000.00000000
PA
USD
487037.93000000
0.040760238891
Long
DBT
NUSS
MY
N
2
2030-04-21
Fixed
3.50000000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIA 3.000000% 02/27/2027
N/A
376000.00000000
PA
USD
341383.18000000
0.028570382537
Long
DBT
NUSS
RO
N
2
2027-02-27
Fixed
3.00000000
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
448176.44000000
0.037507918038
Long
DBT
NUSS
AE
Y
2
2036-03-31
Fixed
2.62500000
N
N
N
N
N
N
Saudi Arabian Oil Company
5586006WD91QHB7J4X50
SAUDI ARABIAN OIL CO MTN 4.250000% 04/16/2039
80414L2E4
920000.00000000
PA
USD
747455.84000000
0.062554632242
Long
DBT
NUSS
SA
Y
2
2039-04-16
Fixed
4.25000000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/PLN SETTLE 2023-12-20
N/A
1.00000000
NC
2872.73000000
0.000240418977
N/A
DFE
XX
N
2
EURO
N/A
4442420.00000000
PLN
957972.45000000
EUR
2023-12-20
2872.73000000
N
N
N
Ukraine
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT 6.750000% 06/20/2026
N/A
1299000.00000000
PA
351173.26000000
0.029389715026
Long
DBT
NUSS
UA
N
2
2026-06-20
Fixed
6.75000000
N
Y
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 6.375000% 04/15/2032
N/A
11000000000.00000000
PA
693693.95000000
0.058055295857
Long
DBT
NUSS
ID
N
2
2032-04-15
Fixed
6.37500000
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
226728.73000000
0.018974943488
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
1696814.14000000
0.142006495677
Long
DBT
NUSS
ZM
N
2
2027-07-30
Fixed
8.97000000
Y
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
REPUBLIC OF GHANA VARIABLE RATE 02/11/2027
N/A
281000.00000000
PA
USD
123718.68000000
0.010354025100
Long
DBT
NUSS
GH
N
2
2027-02-11
Floating
0.00000000
Y
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 6.375000% 04/15/2032
N/A
6022000000.00000000
PA
379765.91000000
0.031782635932
Long
DBT
NUSS
ID
N
2
2032-04-15
Fixed
6.37500000
N
N
N
N
N
N
Islamic Republic of Pakistan
529900LOP29R5WKHOD86
ISLAMIC REP OF PAKISTAN 8.250000% 09/30/2025
N/A
609000.00000000
PA
USD
371849.31000000
0.031120095117
Long
DBT
NUSS
PK
N
2
2025-09-30
Fixed
8.25000000
N
N
N
N
N
N
BRK: JPMORGAN CHASE BANK, N.A.
N/A
BRK: JPMORGAN CHASE BANK, N.A. PAY: 5.244% FIXED
N/A
765820000.00000000
NC
29333.69000000
0.002454938595
N/A
DIR
XX
N
2
BRK: JPMORGAN CHASE BANK, N.A.
N/A
Y
2033-08-07
0.00000000
CLP
0.00000000
CLP
-765820000.00000000
CLP
29333.69000000
N
N
N
EURO
N/A
FX Forward Contract: EUR/CZK SETTLE 2023-11-21
N/A
1.00000000
NC
1736.32000000
0.000145312743
N/A
DFE
XX
N
2
EURO
N/A
10479885.00000000
CZK
430446.09000000
EUR
2023-11-21
1736.32000000
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
FED REPUBLIC OF BRAZIL 6.000000% 10/20/2033
105756CF5
1541000.00000000
PA
USD
1453759.11000000
0.121665202984
Long
DBT
NUSS
BR
N
2
2033-10-20
Fixed
6.00000000
N
N
N
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT INTERNATIONAL BOND 144A 6.750000% 09/25/2052
445545AT3
1725000.00000000
PA
USD
1635127.50000000
0.136843936402
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
15200000.00000000
PA
596079.99000000
0.049885976624
Long
DBT
NUSS
CZ
N
2
2028-08-25
Fixed
2.50000000
N
N
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
REPUBLIC OF PERU 8.2% 08/12/2026
715638AY8
15000.00000000
PA
4154.44000000
0.000347685378
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
525452.27000000
0.043975137729
Long
DBT
NUSS
ID
N
2
2033-03-12
Fixed
1.10000000
N
N
N
N
N
N
Poinsettia Finance Limited S.a r.l.
N/A
POINSETTIA FINANCE LTD 6.625000% 06/17/2031
G7150PAA8
5228137.50000000
PA
USD
4293607.92000000
0.359332351233
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
7832.74000000
0.000655522565
Long
DBT
NUSS
UA
Y
2
2023-09-01
Fixed
7.75000000
N
Y
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PHP SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-2820.18000000
-0.00023602106
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
83145226.00000000
PHP
1465294.86000000
USD
2023-12-20
-2820.18000000
N
N
N
Gobierno de Chile
549300FLZTJM5YJF8D34
REPUBLIC OF CHILE 3.860000% 06/21/2047
168863CE6
550000.00000000
PA
USD
400943.36000000
0.033554978224
Long
DBT
NUSS
CL
N
2
2047-06-21
Fixed
3.86000000
N
N
N
N
N
N
Ukraine
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT INTERNATIONAL BOND 144A 7.750000% 09/01/2027
903724AU6
223000.00000000
PA
USD
63657.13000000
0.005327469722
Long
DBT
NUSS
UA
Y
2
2027-09-01
Fixed
7.75000000
N
Y
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
ARAB REPUBLIC OF EGYPT 8.875000% 05/29/2050
N/A
2395000.00000000
PA
USD
1293300.00000000
0.108236368692
Long
DBT
NUSS
EG
N
2
2050-05-29
Fixed
8.87500000
N
N
N
N
N
N
Republica Argentina
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA 3.625000% 07/09/2035
040114HT0
1987000.00000000
PA
USD
490104.48000000
0.041016878678
Long
DBT
NUSS
AR
N
2
2035-07-09
Fixed
3.62500000
N
N
N
N
N
N
Turkiye Cumhuriyeti
5493000PCHOG3B6S3Q85
REPUBLIC OF TURKEY 9.375000% 03/14/2029
900123DH0
758000.00000000
PA
USD
776146.52000000
0.064955757286
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
432832.81000000
0.036223808555
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
9110400000.00000000
PA
1873541.66000000
0.156796834355
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
43150000.00000000
PA
1675436.85000000
0.140217428761
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
119067000.00000000
PA
3276164.45000000
0.274182435094
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
1410000.00000000
PA
880421.85000000
0.073682567046
Long
DBT
NUSS
RO
N
2
2050-01-28
Fixed
3.37500000
N
N
N
N
N
N
BRK:BOFA MERRILL LYNCH
N/A
BRK:BOFA MERRILL LYNCH PAY:6M PRIBOR
N/A
107834544.00000000
NC
-13818.35000000
-0.00115645869
N/A
DIR
XX
N
2
BRK:BOFA MERRILL LYNCH
N/A
Y
2025-09-05
0.00000000
CZK
0.00000000
CZK
-107834544.00000000
CZK
-13818.35000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 4.254000% 05/31/2035
N/A
6200000.00000000
PA
1335321.93000000
0.111753186993
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
196517.82000000
0.016446590288
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
925387.53000000
0.077445747993
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
276000.00000000
PA
USD
246801.41000000
0.020654827500
Long
DBT
NUSS
UZ
N
2
2029-02-20
Fixed
5.37500000
N
N
N
N
N
N
The Export-Import Bank of Korea
549300APVP4R32PI3Y06
EXPORT-IMPORT BANK OF KOREA MTN 7.250000% 12/07/2024
N/A
700000000.00000000
PA
45609.84000000
0.003817090743
Long
DBT
NUSS
KR
N
2
2024-12-07
Fixed
7.25000000
N
N
N
N
N
N
Republica de Angola
549300QHR2R3J8JSGK83
REPUBLIC OF ANGOLA 8.250000% 05/09/2028
N/A
735000.00000000
PA
USD
635448.66000000
0.053180743407
Long
DBT
NUSS
AO
N
2
2028-05-09
Fixed
8.25000000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 28-DAY MXN - TIIE
N/A
47200221.00000000
NC
-243916.15000000
-0.02041335988
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2026-03-05
0.00000000
MXN
0.00000000
MXN
-47200221.00000000
MXN
-243916.15000000
N
N
N
Russia, Federation of (Government)
5493004EHVGF71PDBU58
RUSSIAN FEDERATION 4.375000% 03/21/2029
N/A
1800000.00000000
PA
USD
819360.00000000
0.068572296491
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
156931.63000000
0.013133619240
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
216560000.00000000
PA
570813.48000000
0.047771420610
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
7278000.00000000
PA
USD
582822.24000000
0.048776434586
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
320666.67000000
PA
USD
292207.50000000
0.024454866391
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
1260032.04000000
0.105452170761
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
2297263.91000000
0.192258179499
Long
DBT
NUSS
MY
N
2
2026-07-15
Fixed
3.90600000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT INTERNATIONAL BOND MTN 5.625000% 04/16/2030
N/A
182000.00000000
PA
106539.69000000
0.008916314209
Long
DBT
NUSS
EG
N
2
2030-04-16
Fixed
5.62500000
N
N
N
N
N
N
Republique du Senegal
549300NP14ZLQGWIUZ97
REPUBLIC OF SENEGAL 6.750000% 03/13/2048
N/A
687000.00000000
PA
USD
459637.35000000
0.038467082408
Long
DBT
NUSS
SN
N
2
2048-03-13
Fixed
6.75000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PEN SETTLE 2023-10-18
N/A
1.00000000
NC
USD
13851.48000000
0.001159231343
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
2595881.00000000
PEN
698450.85000000
USD
2023-10-18
13851.48000000
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
REPUBLIC OF GHANA 8.625000% 04/07/2034
N/A
292000.00000000
PA
USD
128392.40000000
0.010745169058
Long
DBT
NUSS
GH
N
2
2034-04-07
Fixed
8.62500000
Y
N
N
N
N
N
Ceska republika
3157007EFDLQABN47912
CZECH REPUBLIC 5.500000% 12/12/2028
N/A
28090000.00000000
PA
1265124.56000000
0.105878364121
Long
DBT
NUSS
CZ
N
2
2028-12-12
Fixed
5.50000000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEX BONOS DESARR FIX RT 7.750000% 05/29/2031
N/A
62758000.00000000
PA
3179158.46000000
0.266063996913
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
680738.06000000
0.056971016504
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
766447.09000000
0.064144011301
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
9998000.00000000
PA
1976081.81000000
0.165378426779
Long
DBT
NUSS
BR
N
2
2025-01-01
Fixed
10.00000000
N
N
N
N
N
N
United States of America
N/A
US LONG BOND(CBT) DEC23 FINANCIAL COMMODITY FUTURE.
N/A
37.00000000
NC
USD
4209906.25000000
0.352327352536
N/A
DIR
US
N
1
US LONG BOND(CBT) DEC23
N/A
Long
U.S. Treasury Futures
US Long Bond (CBT) Dec 2023
2023-12-22
4454516.21000000
USD
-244609.96000000
N
N
N
EURO
N/A
FX Forward Contract: EUR/HUF SETTLE 2023-11-14
N/A
1.00000000
NC
-24097.04000000
-0.00201668298
N/A
DFE
XX
N
2
EURO
N/A
447916618.00000000
HUF
1120526.25000000
EUR
2023-11-14
-24097.04000000
N
N
N
Government of Bermuda
549300FP5PUZXX9FVJ40
GOVT OF BERMUDA 4.750000% 02/15/2029
G10367AF0
954000.00000000
PA
USD
904026.37000000
0.075658030999
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
2151565.21000000
0.180064644966
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
2287000.00000000
PA
USD
1835001.89000000
0.153571438272
Long
DBT
NUSS
AO
N
2
2032-04-14
Fixed
8.75000000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEX BONOS DESARR FIX RT 5.750000% 03/05/2026
N/A
65223300.00000000
PA
3364957.06000000
0.281613494920
Long
DBT
NUSS
MX
N
2
2026-03-05
Fixed
5.75000000
N
N
N
N
N
N
Bank Gospodarstwa Krajowego
259400BCOV9JJIGLYF05
BANK GOSPODARSTWA KRAJOWEGO MTN 5.125000% 02/22/2033
N/A
805000.00000000
PA
864679.32000000
0.072365073594
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
610590.00000000
0.051100320389
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
449598.20000000
0.037626905233
Long
DBT
NUSS
KZ
Y
2
2028-11-09
Fixed
2.37500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/TRY SETTLE 2023-12-20
N/A
1.00000000
NC
USD
72530.38000000
0.006070072644
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
32900000.00000000
TRY
1178366.76000000
USD
2023-12-20
72530.38000000
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 6.375000% 07/15/2037
N/A
1500000000.00000000
PA
93295.27000000
0.007807887760
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
2493000.00000000
PA
USD
1424491.85000000
0.119215823920
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
728638.74000000
0.060979827809
Long
DBT
NUSS
PY
N
2
2048-03-13
Fixed
5.60000000
N
N
N
N
N
N
Republic of Uzbekistan
213800L6VDKUM3TCM927
REPUBLIC OF UZBEKISTAN INTERNATIONAL BOND MTN 5.375000% 02/20/2029
N/A
468000.00000000
PA
USD
418489.34000000
0.035023402534
Long
DBT
NUSS
UZ
N
2
2029-02-20
Fixed
5.37500000
N
N
N
N
N
N
Ukraine
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT INTERNATIONAL BOND 144A VARIABLE RATE 08/01/2041
903724AW2
2206000.00000000
PA
USD
1003730.00000000
0.084002234862
Long
DBT
NUSS
UA
Y
2
2041-08-01
Floating
7.75000080
N
Y
N
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
POLAND GOVERNMENT BOND 1.750000% 04/25/2032
N/A
26014000.00000000
PA
4346105.92000000
0.363725912575
Long
DBT
NUSS
PL
N
2
2032-04-25
Fixed
1.75000000
N
N
N
N
N
N
Ukraine
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT INTERNATIONAL BOND 144A 7.750000% 09/01/2025
903724AS1
2445000.00000000
PA
USD
698047.50000000
0.058419644765
Long
DBT
NUSS
UA
Y
2
2025-09-01
Fixed
7.75000000
N
Y
N
N
N
N
The Hashemite Kingdom of Jordan
5493000JZ4MYPVMBVN50
KINGDOM OF JORDAN 4.950000% 07/07/2025
N/A
270000.00000000
PA
USD
260847.00000000
0.021830303923
Long
DBT
NUSS
JO
N
2
2025-07-07
Fixed
4.95000000
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
744000.81000000
0.062265480537
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
501840.58000000
0.041999073719
Long
DBT
NUSS
MY
N
2
2043-09-30
Fixed
4.93500000
N
N
N
N
N
N
Gobierno de la Republica de Panama
549300SHS4T08CL0LP14
REPUBLIC OF PANAMA 6.400000% 02/14/2035
698299BT0
1100000.00000000
PA
USD
1064834.75000000
0.089116095722
Long
DBT
NUSS
PA
N
2
2035-02-14
Fixed
6.40000000
N
N
N
N
N
N
Dae Funding LLC
635400SZTPQL3Y1P2C76
DAE FUNDING LLC 144A 3.375000% 03/20/2028
23371DAG9
550000.00000000
PA
USD
484869.00000000
0.040578720986
Long
DBT
CORP
AE
Y
2
2028-03-20
Fixed
3.37500000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
UNITED MEXICAN STATES 6.338000% 05/04/2053
91087BAX8
1255000.00000000
PA
USD
1142134.05000000
0.095585279619
Long
DBT
NUSS
MX
N
2
2053-05-04
Fixed
6.33800000
N
N
N
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
NOTA DO TESOURO NACIONAL 10.000000% 01/01/2031
N/A
20635000.00000000
PA
3826558.57000000
0.320244958018
Long
DBT
NUSS
BR
N
2
2031-01-01
Fixed
10.00000000
N
N
N
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 2.000000% 06/17/2042
N/A
64320000.00000000
PA
1385930.78000000
0.115988645237
Long
DBT
NUSS
TH
N
2
2042-06-17
Fixed
2.00000000
N
N
N
N
N
N
Turkiye Cumhuriyeti
5493000PCHOG3B6S3Q85
REPUBLIC OF TURKEY 9.125000% 07/13/2030
900123DJ6
2622000.00000000
PA
USD
2631832.50000000
0.220258248516
Long
DBT
NUSS
TR
N
2
2030-07-13
Fixed
9.12500000
N
N
N
N
N
N
Ukraine
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT 6.876000% 05/21/2031
N/A
4020000.00000000
PA
USD
1050305.40000000
0.087900133390
Long
DBT
NUSS
UA
N
2
2031-05-21
Fixed
6.87600000
N
Y
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 7.125000% 06/15/2043
N/A
10500000000.00000000
PA
684609.51000000
0.057295018429
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
4883600000.00000000
PA
1218436.57000000
0.101971042928
Long
DBT
NUSS
CO
N
2
2024-07-24
Fixed
10.00000000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.733000% 06/15/2028
N/A
6300000.00000000
PA
1338355.32000000
0.112007051617
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
702369.38000000
0.058781343208
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
1562000.00000000
PA
USD
1597035.66000000
0.133656027612
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
462473.53000000
0.038704442514
Long
DBT
NUSS
ID
N
2
2030-06-30
Fixed
3.00000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-12-07
N/A
1.00000000
NC
USD
68208.62000000
0.005708384243
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
3731222.00000000
EUR
4029651.85000000
USD
2023-12-07
68208.62000000
N
N
N
BRK - JPMORGAN CHASE BANK
N/A
BRK - JPMORGAN CHASE BANK REC - 3M JOHANNESBURG INTERBANK AGREED RATE (JIBAR
N/A
53303190.00000000
NC
1219.85000000
0.000102089332
N/A
DIR
XX
N
2
BRK - JPMORGAN CHASE BANK
N/A
Y
2025-09-26
0.00000000
ZAR
0.00000000
ZAR
-53303190.00000000
ZAR
1219.85000000
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 7.500000% 05/15/2038
N/A
2012000000.00000000
PA
136399.41000000
0.011415276293
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
275198.45000000
0.023031377791
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/CNY SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-23261.74000000
-0.00194677666
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
13111766.40000000
CNY
1798273.07000000
USD
2023-12-20
-23261.74000000
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEXICO GOVERNMENT INTERNATIONAL BOND MTN 4.750000% 03/08/2044
91086QBB3
386000.00000000
PA
USD
295618.22000000
0.024740309790
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
1094187.65000000
0.091572642004
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
607539.55000000
0.050845028012
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
2839000.00000000
PA
USD
2604975.55000000
0.218010588467
Long
DBT
NUSS
OM
N
2
2048-01-17
Fixed
6.75000000
N
N
N
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2023-12-20
N/A
1.00000000
NC
9837.04000000
0.000823262575
N/A
DFE
MX
N
2
MEXICAN PESO
N/A
735957.64000000
USD
13131114.39000000
MXN
2023-12-20
9837.04000000
N
N
N
Republic of Trinidad and Tobago
HYBZ5SXKW67ICKUUWH81
TRINIDAD & TOBAGO GOVERNMENT INTERNATIONAL BOND 14 5.950000% 01/14/2031
896292AL3
965000.00000000
PA
USD
955350.00000000
0.079953309232
Long
DBT
NUSS
TT
Y
2
2031-01-14
Fixed
5.95000000
N
N
N
N
N
N
Republica de Guatemala
529900QKDFFU9UWW5315
GUATEMALA GOVERNMENT BOND 144A 6.600000% 06/13/2036
401494AW9
3323000.00000000
PA
USD
3185660.18000000
0.266608126321
Long
DBT
NUSS
GT
Y
2
2036-06-13
Fixed
6.60000000
N
N
N
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2023-11-13
N/A
1.00000000
NC
-1681.75000000
-0.00014074577
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
460542.42000000
USD
8674900.00000000
ZAR
2023-11-13
-1681.75000000
N
N
N
Federal Republic of Nigeria
549300GSBZD84TNEQ285
NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.375000% 03/24/2029
N/A
2022000.00000000
PA
USD
1728810.00000000
0.144684231469
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
179017.69000000
0.014982003168
Long
DBT
NUSS
CI
Y
2
2031-10-17
Fixed
5.87500000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 8.250000% 06/15/2032
N/A
11041000000.00000000
PA
779856.80000000
0.065266270882
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
265599.24000000
0.022228019226
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
268744.60000000
0.022491254627
Long
DBT
NUSS
CL
N
2
2031-01-31
Fixed
2.45000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-10-20
N/A
1.00000000
NC
USD
13031.85000000
0.001090636450
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1068273.08000000
EUR
1144786.11000000
USD
2023-10-20
13031.85000000
N
N
N
VEB FINANCE PUBLIC LIMITED COMPANY
635400KYY8E2NCZXJ191
VEB FINANCE 6.8% 11/22/2025
N/A
580000.00000000
PA
USD
38064.81000000
0.003185646647
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
295546.40000000
0.024734299169
Long
DBT
NUSS
AE
N
2
2052-07-07
Fixed
4.95100000
N
N
N
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-12319.83000000
-0.00103104744
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
2080898.36000000
USD
1858242236.00000000
CLP
2023-12-20
-12319.83000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PLN SETTLE 2023-12-20
N/A
1.00000000
NC
USD
23973.37000000
0.002006333034
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
12095230.00000000
PLN
2787658.02000000
USD
2023-12-20
23973.37000000
N
N
N
ROMANIAN LEU
N/A
FX Forward Contract: KZT/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-67233.17000000
-0.00562674876
N/A
DFE
RO
N
2
ROMANIAN LEU
N/A
1958989.56000000
USD
928659000.00000000
KZT
2023-12-20
-67233.17000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
JPMORGAN CHASE BANK NA MTN VARIABLE RATE 09/18/2030
U48057EU0
43433000000.00000000
PA
2842212.80000000
0.237864990739
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
1803506.42000000
0.150935580154
Long
DBT
NUSS
ID
N
2
2032-08-15
Fixed
7.50000000
N
N
N
N
N
N
BRK - BARCLAYS BANK PLC
N/A
BRK - BARCLAYS BANK PLC PAY - 28D MEXICAN INTERBANK RATE (TIIE)
N/A
87420398.00000000
NC
-135360.65000000
-0.01132834239
N/A
DIR
XX
N
2
BRK - BARCLAYS BANK PLC
N/A
Y
2028-08-25
0.00000000
MXN
0.00000000
MXN
-87420398.00000000
MXN
-135360.65000000
N
N
N
THAILAND BAHT
N/A
FX Forward Contract: THB/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-51014.10000000
-0.00426937364
N/A
DFE
TH
N
2
THAILAND BAHT
N/A
1929750.47000000
USD
67899428.00000000
THB
2023-12-20
-51014.10000000
N
N
N
INDIA RUPEE
N/A
FX Forward Contract: INR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-8995.97000000
-0.00075287336
N/A
DFE
IN
N
2
INDIA RUPEE
N/A
5789167.16000000
USD
481890274.08000000
INR
2023-12-20
-8995.97000000
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2023-11-13
N/A
1.00000000
NC
-526.59000000
-0.00004407035
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
44397.88000000
USD
829400.00000000
ZAR
2023-11-13
-526.59000000
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
POLAND GOVERNMENT BOND 2.750000% 10/25/2029
N/A
2643000.00000000
PA
525215.30000000
0.043955305693
Long
DBT
NUSS
PL
N
2
2029-10-25
Fixed
2.75000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PLN SETTLE 2023-12-20
N/A
1.00000000
NC
USD
22216.17000000
0.001859272842
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
14284770.00000000
PLN
3286197.06000000
USD
2023-12-20
22216.17000000
N
N
N
CBB INTERNATIONAL SUKUK PROGRAMME COMPANY W.L.L
5493006IRJ2IWXTNIM16
CBB INTL SUKUK PROG WLL 3.875000% 05/18/2029
N/A
546000.00000000
PA
USD
478038.29000000
0.040007058382
Long
DBT
NUSS
BH
N
2
2029-05-18
Fixed
3.87500000
N
N
N
N
N
N
Republica de Honduras
5493002DW1JNBNG17615
HONDURAS GOVERNMENT 5.625000% 06/24/2030
P5178RAD0
463000.00000000
PA
USD
393918.03000000
0.032967027858
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
1619000.00000000
PA
USD
1281438.50000000
0.107243678916
Long
DBT
NUSS
ZA
N
2
2052-04-20
Fixed
7.30000000
N
N
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
REPUBLIC OF PERU 5.400000% 08/12/2034
N/A
1243000.00000000
PA
279646.73000000
0.023403654660
Long
DBT
NUSS
PE
N
2
2034-08-12
Fixed
5.40000000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
UNITED MEXICAN STATES 6.338000% 05/04/2053
91087BAX8
810000.00000000
PA
USD
737154.25000000
0.061692491445
Long
DBT
NUSS
MX
N
2
2053-05-04
Fixed
6.33800000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT INTERNATIONAL BOND MTN 7.300000% 09/30/2033
N/A
917000.00000000
PA
USD
508494.84000000
0.042555969210
Long
DBT
NUSS
EG
N
2
2033-09-30
Fixed
7.30000000
N
N
N
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2023-11-20
N/A
1.00000000
NC
-15488.86000000
-0.00129626379
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
710107.57000000
USD
3498700.00000000
BRL
2023-11-20
-15488.86000000
N
N
N
Petroleos del Peru - Petroperu S.A.
549300ZMGDLC9JT2OR80
PETROLEOS DEL PERU SA 5.625000% 06/19/2047
P7808BAB3
1880000.00000000
PA
USD
1129752.91000000
0.094549101135
Long
DBT
NUSS
PE
N
2
2047-06-19
Fixed
5.62500000
N
N
N
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 1.600000% 06/17/2035
N/A
27023000.00000000
PA
620103.41000000
0.051896498347
Long
DBT
NUSS
TH
N
2
2035-06-17
Fixed
1.60000000
N
N
N
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2023-10-05
N/A
1.00000000
NC
-1868.90000000
-0.00015640837
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
2178756.36000000
USD
41018008.00000000
ZAR
2023-10-05
-1868.90000000
N
N
N
Republica del Ecuador
5299003Y2U5XK0A35H71
ECUADOR GOVERNMENT INTERNATIONAL BOND 144A 2.500000% 07/31/2040
N/A
1165485.00000000
PA
USD
379735.40000000
0.031780082548
Long
DBT
NUSS
EC
Y
2
2040-07-31
Fixed
2.50000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 7.000000% 02/15/2033
N/A
56471000000.00000000
PA
3675712.19000000
0.307620613781
Long
DBT
NUSS
ID
N
2
2033-02-15
Fixed
7.00000000
N
N
N
N
N
N
Comision Federal de Electricidad
4469000001BFPONMPF32
COMISION FEDERAL DE ELECTRICIDAD 4.688000% 05/15/2029
P30179BQ0
200000.00000000
PA
USD
179735.18000000
0.015042049957
Long
DBT
NUSS
MX
N
2
2029-05-15
Fixed
4.68800000
N
N
N
N
N
N
Emirate of Sharjah
254900ZNL8O3F1CLJO24
FINANCE DEPARTMENT GOVERNMENT OF SHARJAH 144A 6.500000% 11/23/2032
38381CAE2
458000.00000000
PA
USD
455201.62000000
0.038095855850
Long
DBT
NUSS
AE
Y
2
2032-11-23
Fixed
6.50000000
N
N
N
N
N
N
GACI First Investment Company
558600TU1PWGNLZ3XM88
GACI FIRST INVESTMENT CO 5.125000% 02/14/2053
N/A
684000.00000000
PA
USD
554532.48000000
0.046408862566
Long
DBT
NUSS
SA
N
2
2053-02-14
Fixed
5.12500000
N
N
N
N
N
N
CHINESE YUAN RENMINBI
N/A
FX Forward Contract: CNY/USD SETTLE 2023-12-20
N/A
1.00000000
NC
692.85000000
0.000057984665
N/A
DFE
CN
N
2
CHINESE YUAN RENMINBI
N/A
118848.89000000
USD
860485.00000000
CNY
2023-12-20
692.85000000
N
N
N
BRK: J.P. MORGAN CHASE
N/A
BRK: J.P. MORGAN CHASE PAY: 7.64
N/A
23014490.00000000
NC
139701.03000000
0.011691589105
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
139701.03000000
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVERNMENT BOND 3.530000% 10/18/2051
Y6S39BG95
7680000.00000000
PA
1137749.70000000
0.095218353057
Long
DBT
NUSS
CN
N
2
2051-10-18
Fixed
3.53000000
N
N
N
N
N
N
EXPORT-IMPORT BANK OF INDIA
335800OFZ8YEIVN1QI11
EXPORT-IMPORT BK INDIA 5.500000% 01/18/2033
30216KAG7
1754000.00000000
PA
USD
1680927.15000000
0.140676912357
Long
DBT
NUSS
IN
N
2
2033-01-18
Fixed
5.50000000
N
N
N
N
N
N
Kingdom of Bahrain
549300RODM1WN85LFQ95
BAHRAIN GOVERNMENT INTERNATIONAL BOND MTN 4.250000% 01/25/2028
N/A
1306000.00000000
PA
USD
1193422.80000000
0.099877638743
Long
DBT
NUSS
BH
N
2
2028-01-25
Fixed
4.25000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/IDR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
12354.23000000
0.001033926384
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
12856678464.00000000
IDR
842342.82000000
USD
2023-12-20
12354.23000000
N
N
N
Sultanate of Oman
549300SZ20F0QTKNQC75
OMAN GOVERNMENT INTERNATIONAL BOND MTN 6.000000% 08/01/2029
68205LAB9
245000.00000000
PA
USD
239978.48000000
0.020083816005
Long
DBT
NUSS
OM
Y
2
2029-08-01
Fixed
6.00000000
N
N
N
N
N
N
Republic of the Philippines
529900RAHBALMYIJ3T08
REPUBLIC OF PHILIPPINES 6.375000% 10/23/2034
718286BG1
200000.00000000
PA
USD
210570.68000000
0.017622675138
Long
DBT
NUSS
PH
N
2
2034-10-23
Fixed
6.37500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/MXN SETTLE 2023-11-13
N/A
1.00000000
NC
USD
-15790.80000000
-0.00132153317
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
17698128.00000000
MXN
995668.38000000
USD
2023-11-13
-15790.80000000
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 6.250000% 03/31/2036
N/A
39770296.00000000
PA
1291731.38000000
0.108105090773
Long
DBT
NUSS
ZA
N
2
2036-03-31
Fixed
6.25000000
N
N
N
N
N
N
BRK - ING
N/A
BRK - ING PAY - 4.965%
N/A
5283693.00000000
NC
-19777.35000000
-0.00165516782
N/A
DIR
XX
N
2
BRK - ING
N/A
Y
2028-06-29
0.00000000
PLN
0.00000000
PLN
-5283693.00000000
PLN
-19777.35000000
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
REPUBLIC OF PERU 3.300000% 03/11/2041
715638DS8
410000.00000000
PA
USD
283106.66000000
0.023693216447
Long
DBT
NUSS
PE
N
2
2041-03-11
Fixed
3.30000000
N
N
N
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-19882.33000000
-0.00166395360
N/A
DFE
KR
N
2
KOREAN WON
N/A
2445486.30000000
USD
3248584000.00000000
KRW
2023-12-20
-19882.33000000
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVERNMENT BOND 2.600000% 09/01/2032
N/A
3000000.00000000
PA
405538.43000000
0.033939539958
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
28412000.00000000
PA
5389046.10000000
0.451009650181
Long
DBT
NUSS
BR
N
2
2029-01-01
Fixed
10.00000000
N
N
N
N
N
N
Kingdom of Bahrain
549300RODM1WN85LFQ95
KINGDOM OF BAHRAIN 5.450000% 09/16/2032
N/A
1577000.00000000
PA
USD
1370665.32000000
0.114711077808
Long
DBT
NUSS
BH
N
2
2032-09-16
Fixed
5.45000000
N
N
N
N
N
N
BRK: CITIGROUP
N/A
BRK: CITIGROUP PAY: FLOATING (CNY-CNREPOFIX=CFXS-REUTERS)
N/A
130126545.00000000
NC
19391.49000000
0.001622875172
N/A
DIR
XX
N
2
BRK: CITIGROUP
N/A
Y
2025-07-04
0.00000000
CNY
0.00000000
CNY
-130126545.00000000
CNY
19391.49000000
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVERNMENT BOND 2.620000% 09/25/2029
N/A
3000000.00000000
PA
409081.25000000
0.034236038815
Long
DBT
NUSS
CN
N
2
2029-09-25
Fixed
2.62000000
N
N
N
N
N
N
The Hashemite Kingdom of Jordan
5493000JZ4MYPVMBVN50
JORDAN GOVERNMENT INTERNATIONAL BOND 144A 7.500000% 01/13/2029
41809JAB1
1221000.00000000
PA
USD
1190929.21000000
0.099668950019
Long
DBT
NUSS
JO
Y
2
2029-01-13
Fixed
7.50000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-10-04
N/A
1.00000000
NC
USD
240849.16000000
0.020156683276
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
7585583.00000000
EUR
8272386.24000000
USD
2023-10-04
240849.16000000
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2023-10-03
N/A
1.00000000
NC
-2404.00000000
-0.00020119093
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
94796.31000000
USD
462442.00000000
BRL
2023-10-03
-2404.00000000
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 2.875000% 06/17/2046
N/A
3431000.00000000
PA
81045.26000000
0.006782683555
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
361899.26000000
0.030287374727
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
85443700.00000000
PA
3958921.75000000
0.331322441937
Long
DBT
NUSS
MX
N
2
2042-11-13
Fixed
7.75000000
N
N
N
N
N
N
BRK: GOLDMAN SACHS AND CO. LLC
N/A
BRK: GOLDMAN SACHS AND CO. LLC PAY: BRAZIL CETIP DI INTERBANK
N/A
7425748.00000000
NC
-1737.54000000
-0.00014541484
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS AND CO. LLC
N/A
Y
2025-01-02
0.00000000
BRL
0.00000000
BRL
-7425748.00000000
BRL
-1737.54000000
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2023-12-04
N/A
1.00000000
NC
-6855.37000000
-0.00057372640
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
328840.74000000
USD
1624473.27000000
BRL
2023-12-04
-6855.37000000
N
N
N
Kingdom of Bahrain
549300RODM1WN85LFQ95
BAHRAIN GOVERNMENT INTERNATIONAL BOND 144A 5.625000% 09/30/2031
05675M2A1
420000.00000000
PA
USD
376656.00000000
0.031522367344
Long
DBT
NUSS
BH
Y
2
2031-09-30
Fixed
5.62500000
N
N
N
N
N
N
INDIA RUPEE
N/A
FX Forward Contract: INR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-4803.48000000
-0.00040200358
N/A
DFE
IN
N
2
INDIA RUPEE
N/A
2911393.92000000
USD
242321138.73000000
INR
2023-12-20
-4803.48000000
N
N
N
Republique du Cameroun
54930021BO6NHYGBBV24
REPUBLIC OF CAMEROON 5.950000% 07/07/2032
N/A
960000.00000000
PA
673365.03000000
0.056353967100
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
26641251.00000000
PA
1034431.83000000
0.086571673191
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
47905000.00000000
PA
2178268.74000000
0.182299465285
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
1177486.79000000
0.098543952936
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
873079.20000000
0.073068060147
Long
DBT
NUSS
KZ
Y
2
2044-10-14
Fixed
4.87500000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2023-10-20
N/A
1.00000000
NC
-3907.22000000
-0.00032699551
N/A
DFE
XX
N
2
EURO
N/A
726293.36000000
USD
681866.81000000
EUR
2023-10-20
-3907.22000000
N
N
N
Suzano Austria GmbH
254900287ZNSGVP1R341
SUZANO AUSTRIA GMBH 144A 7.000000% 03/16/2047
86964WAB8
399000.00000000
PA
USD
383364.35000000
0.032083789631
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
1542000.00000000
PA
USD
1455987.63000000
0.121851707981
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
179834.52000000
0.015050363728
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
516243.78000000
0.043204478548
Long
DBT
NUSS
ZM
N
2
2023-09-20
Fixed
5.37500000
Y
N
N
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY 1.750000% 06/05/2035
N/A
926000.00000000
PA
658830.50000000
0.055137571254
Long
DBT
NUSS
HU
N
2
2035-06-05
Fixed
1.75000000
N
N
N
N
N
N
Republica Oriental del Uruguay
549300RDR012H2V82H43
REPUBLICA ORIENT URUGUAY 4.375000% 01/23/2031
917288BK7
465000.00000000
PA
USD
444528.27000000
0.037202602432
Long
DBT
NUSS
UY
N
2
2031-01-23
Fixed
4.37500000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP
N/A
8953117.00000000
NC
-31911.44000000
-0.00267067067
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2024-01-02
0.00000000
BRL
0.00000000
BRL
-8953117.00000000
BRL
-31911.44000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/IDR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
8036.03000000
0.000672535920
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
7804450000.00000000
IDR
511867.91000000
USD
2023-12-20
8036.03000000
N
N
N
Suzano Austria GmbH
254900287ZNSGVP1R341
SUZANO AUSTRIA GMBH 144A 5.000000% 01/15/2030
86964WAG7
494000.00000000
PA
USD
451258.68000000
0.037765870922
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
-157953.75000000
-0.01321916053
N/A
DIR
XX
N
2
BROKER: GOLDMAN SACHS
N/A
Y
2028-01-26
0.00000000
ZAR
0.00000000
ZAR
-78197000.00000000
ZAR
-157953.75000000
N
N
N
Republique Gabonaise
213800XA7X746GRPXA35
GABON GOVERNMENT INTERNATIONAL BOND 144A 7.000000% 11/24/2031
362420AE1
900000.00000000
PA
USD
667125.00000000
0.055831738547
Long
DBT
NUSS
GA
Y
2
2031-11-24
Fixed
7.00000000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.828000% 07/05/2034
N/A
2920000.00000000
PA
607478.56000000
0.050839923755
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
494479.68000000
0.041383039476
Long
DBT
NUSS
ID
N
2
2029-05-15
Fixed
8.25000000
N
N
N
N
N
N
MDGH GMTN (RSC) LTD
213800WRY6FRL9IXLT77
MDGH GMTN RSC LTD 144A 5.500000% 04/28/2033
55285GAB0
213000.00000000
PA
USD
212148.00000000
0.017754681160
Long
DBT
NUSS
AE
Y
2
2033-04-28
Fixed
5.50000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-4274.26000000
-0.00035771312
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
2850384.00000000
CNY
391711.57000000
USD
2023-12-20
-4274.26000000
N
N
N
PETRONAS Capital Limited
549300G7YFX3540OYR85
PETRONAS CAPITAL LTD MTN 2.480000% 01/28/2032
Y6886MAE0
2361000.00000000
PA
USD
1873003.07000000
0.156751759720
Long
DBT
NUSS
MY
N
2
2032-01-28
Fixed
2.48000000
N
N
N
N
N
N
Petroleos del Peru - Petroperu S.A.
549300ZMGDLC9JT2OR80
PETROLEOS DEL PERU SA 5.625000% 06/19/2047
P7808BAB3
640000.00000000
PA
USD
384596.74000000
0.032186928437
Long
DBT
NUSS
PE
N
2
2047-06-19
Fixed
5.62500000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/HUF SETTLE 2023-11-14
N/A
1.00000000
NC
-28003.29000000
-0.00234359732
N/A
DFE
XX
N
2
EURO
N/A
366812625.00000000
HUF
909835.56000000
EUR
2023-11-14
-28003.29000000
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVERNMENT BOND 3.190000% 04/15/2053
N/A
4700000.00000000
PA
666869.07000000
0.055810319748
Long
DBT
NUSS
CN
N
2
2053-04-15
Fixed
3.19000000
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
839220.00000000
0.070234381299
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
361979.53000000
0.030294092529
Long
DBT
NUSS
IL
Y
2
2030-06-30
Fixed
6.75000000
N
N
N
N
N
N
Democratic Socialist Republic of Sri Lanka
254900HXCCIOHM74FA02
REPUBLIC OF SRI LANKA 6.825000% 07/18/2026
Y8137FAF5
500000.00000000
PA
USD
238081.86000000
0.019925087742
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
780662.10000000
0.065333666496
Long
DBT
NUSS
PL
N
2
2030-10-25
Fixed
1.25000000
N
N
N
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
871244.18000000
0.072914487193
Long
DBT
NUSS
AE
N
2
2047-11-02
Fixed
4.60000000
N
N
N
N
N
N
Suzano Austria GmbH
254900287ZNSGVP1R341
SUZANO AUSTRIA GMBH 144A 6.000000% 01/15/2029
86964WAC6
288000.00000000
PA
USD
280272.41000000
0.023456017863
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
1261000.00000000
PA
USD
1072137.37000000
0.089727252507
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
455000.00000000
PA
USD
428033.06000000
0.035822117138
Long
DBT
NUSS
OM
N
2
2051-01-25
Fixed
7.00000000
N
N
N
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/EUR SETTLE 2023-11-14
N/A
1.00000000
NC
-1042.34000000
-0.00008723350
N/A
DFE
HU
N
2
HUNGARIAN FORINT
N/A
131746.87000000
EUR
51232404.00000000
HUF
2023-11-14
-1042.34000000
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA 5.200000% 05/15/2049
195325DQ5
2350000.00000000
PA
USD
1539498.11000000
0.128840705973
Long
DBT
NUSS
CO
N
2
2049-05-15
Fixed
5.20000000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/PLN SETTLE 2023-11-20
N/A
1.00000000
NC
687.31000000
0.000057521022
N/A
DFE
XX
N
2
EURO
N/A
4568703.00000000
PLN
986446.86000000
EUR
2023-11-20
687.31000000
N
N
N
PERUVIAN NEW SOL
N/A
FX Forward Contract: PEN/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-57579.78000000
-0.00481885587
N/A
DFE
PE
N
2
PERUVIAN NEW SOL
N/A
3041653.10000000
USD
11338400.67000000
PEN
2023-12-20
-57579.78000000
N
N
N
Republica del Ecuador
5299003Y2U5XK0A35H71
REPUBLIC OF ECUADOR 3.500000% 07/31/2035
N/A
60000.00000000
PA
USD
22193.49000000
0.001857374751
Long
DBT
NUSS
EC
N
2
2035-07-31
Fixed
3.50000000
N
N
N
N
N
N
BRK: MORGAN STANLEY & CO INTERNATIONAL
N/A
BRK: MORGAN STANLEY & CO INTERNATIONAL PAY: 5.22% FIXED
N/A
1675306.00000000
NC
-7034.96000000
-0.00058875630
N/A
DIR
XX
N
2
BRK: MORGAN STANLEY & CO INTERNATIONAL
N/A
Y
2033-05-15
0.00000000
PLN
0.00000000
PLN
-1675306.00000000
PLN
-7034.96000000
N
N
N
DP World Limited
549300M3U2DNF4QVSS04
DP WORLD LTD/UNITED ARAB EMIRATES MTN 5.625000% 09/25/2048
23330JAB7
439000.00000000
PA
USD
388515.00000000
0.032514847894
Long
DBT
NUSS
AE
Y
2
2048-09-25
Fixed
5.62500000
N
N
N
N
N
N
Gobierno de Chile
549300FLZTJM5YJF8D34
REPUBLIC OF CHILE 2.750000% 01/31/2027
168863DX3
730000.00000000
PA
USD
670030.64000000
0.056074911765
Long
DBT
NUSS
CL
N
2
2027-01-31
Fixed
2.75000000
N
N
N
N
N
N
VEDANTA RESOURCES FINANCE II PLC
8945002DGA3BBXO3N634
VEDANTA RESOURCES FINANCE II PLC 8.950000% 03/11/2025
G9T27HAD6
760000.00000000
PA
USD
558596.41000000
0.046748973156
Long
DBT
NUSS
IN
N
2
2025-03-11
Fixed
8.95000000
N
N
N
N
N
N
Royaume du Maroc
529900F3MBW9XY5K1X07
KINGDOM OF MOROCCO 3.000000% 12/15/2032
N/A
315000.00000000
PA
USD
239400.00000000
0.020035402972
Long
DBT
NUSS
MA
N
2
2032-12-15
Fixed
3.00000000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA 9.850000% 06/28/2027
N/A
5060000000.00000000
PA
1169125.43000000
0.097844190125
Long
DBT
NUSS
CO
N
2
2027-06-28
Fixed
9.85000000
N
N
N
N
N
N
Republica Oriental del Uruguay
549300RDR012H2V82H43
REPUBLICA ORIENT URUGUAY 5.100000% 06/18/2050
760942BA9
170000.00000000
PA
USD
150363.01000000
0.012583890967
Long
DBT
NUSS
UY
N
2
2050-06-18
Fixed
5.10000000
N
N
N
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
257144.00000000
0.021520399591
Long
DBT
NUSS
ET
N
2
2024-12-11
Fixed
6.62500000
N
N
N
N
N
N
Kingdom of Bahrain
549300RODM1WN85LFQ95
BAHRAIN GOVERNMENT INTERNATIONAL BOND MTN 5.250000% 01/25/2033
05675M2G8
200000.00000000
PA
USD
170371.20000000
0.014258377806
Long
DBT
NUSS
BH
Y
2
2033-01-25
Fixed
5.25000000
N
N
N
N
N
N
Federal Republic of Nigeria
549300GSBZD84TNEQ285
REPUBLIC OF NIGERIA 7.696000% 02/23/2038
N/A
827000.00000000
PA
USD
577246.00000000
0.048309758665
Long
DBT
NUSS
NG
N
2
2038-02-23
Fixed
7.69600000
N
N
N
N
N
N
PERUVIAN NEW SOL
N/A
FX Forward Contract: PEN/USD SETTLE 2023-10-18
N/A
1.00000000
NC
-108.31000000
-0.00000906447
N/A
DFE
PE
N
2
PERUVIAN NEW SOL
N/A
225048.28000000
USD
852933.00000000
PEN
2023-10-18
-108.31000000
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
FED REPUBLIC OF BRAZIL 6.000000% 10/20/2033
105756CF5
1357000.00000000
PA
USD
1280175.93000000
0.107138014343
Long
DBT
NUSS
BR
N
2
2033-10-20
Fixed
6.00000000
N
N
N
N
N
N
BRK - GOLDMAN SACH
N/A
BRK - GOLDMAN SACH PAY - 6M PRAGUE INTERBANK OFFER RATE (PRIBOR)
N/A
78843359.00000000
NC
-13304.06000000
-0.00111341772
N/A
DIR
XX
N
2
BRK - GOLDMAN SACH
N/A
Y
2025-08-09
5697.13000000
CZK
0.00000000
CZK
-78843359.00000000
CZK
-19001.19000000
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA 4.500000% 03/15/2029
195325DP7
863000.00000000
PA
USD
748925.57000000
0.062677634050
Long
DBT
NUSS
CO
N
2
2029-03-15
Fixed
4.50000000
N
N
N
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVERNMENT BOND 2.750000% 02/17/2032
N/A
3000000.00000000
PA
410432.65000000
0.034349137577
Long
DBT
NUSS
CN
N
2
2032-02-17
Fixed
2.75000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
ARAB REPUBLIC OF EGYPT 5.800000% 09/30/2027
N/A
685000.00000000
PA
USD
449379.18000000
0.037608575434
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
3308.50000000
0.000276888599
Long
DBT
NUSS
AR
N
2
2029-07-09
Fixed
0.50000000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/HUF SETTLE 2023-10-05
N/A
1.00000000
NC
6699.43000000
0.000560675771
N/A
DFE
XX
N
2
EURO
N/A
735374952.00000000
HUF
1899236.69000000
EUR
2023-10-05
6699.43000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.885000% 08/15/2029
N/A
2150000.00000000
PA
456659.16000000
0.038217837476
Long
DBT
NUSS
MY
N
2
2029-08-15
Fixed
3.88500000
N
N
N
N
N
N
Republica Oriental del Uruguay
549300RDR012H2V82H43
REPUBLICA ORIENT URUGUAY 5.100000% 06/18/2050
760942BA9
201000.00000000
PA
USD
177782.15000000
0.014878600737
Long
DBT
NUSS
UY
N
2
2050-06-18
Fixed
5.10000000
N
N
N
N
N
N
BROKER: GOLDMAN SACHS
N/A
BROKER: GOLDMAN SACHS PAY: JIBAR 3M FLOATING
N/A
11394420.00000000
NC
-22951.85000000
-0.00192084195
N/A
DIR
XX
N
2
BROKER: GOLDMAN SACHS
N/A
Y
2028-01-27
0.00000000
ZAR
0.00000000
ZAR
-11394420.00000000
ZAR
-22951.85000000
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 6.350000% 02/12/2048
71654QCL4
370000.00000000
PA
USD
211097.99000000
0.017666805749
Long
DBT
NUSS
MX
N
2
2048-02-12
Fixed
6.35000000
N
N
N
N
N
N
Government of Mongolia
254900PW61ADCBDCLP71
MONGOLIA INTL BOND 5.125000% 04/07/2026
Y6142NAC2
581000.00000000
PA
USD
541844.28000000
0.045346986208
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
174890.41000000
0.014636590812
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2030-06-05
0.00000000
CLP
0.00000000
CLP
-830040908.00000000
CLP
174890.41000000
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND 144A 3.000000% 02/14/2031
77586RAH3
600000.00000000
PA
USD
482148.00000000
0.040351000303
Long
DBT
NUSS
RO
Y
2
2031-02-14
Fixed
3.00000000
N
N
N
N
N
N
Sultanate of Oman
549300SZ20F0QTKNQC75
OMAN GOVERNMENT INTERNATIONAL BOND 144A 6.750000% 10/28/2027
68205LAD5
1094000.00000000
PA
USD
1111700.92000000
0.093038328812
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
990000.00000000
PA
USD
450450.00000000
0.037698192436
Long
DBT
NUSS
UA
N
2
2041-08-01
Floating
7.75000080
N
Y
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
REPUBLIC OF INDONESIA 4.150000% 09/20/2027
455780DM5
372000.00000000
PA
USD
354935.68000000
0.029704592223
Long
DBT
NUSS
ID
N
2
2027-09-20
Fixed
4.15000000
N
N
N
N
N
N
Banque Centrale de Tunisie
254900B5LFB16S9T2T11
TUNISIAN REPUBLIC 144A 5.750000% 01/30/2025
066716AH4
205000.00000000
PA
USD
139629.19000000
0.011685576810
Long
DBT
NUSS
TN
Y
2
2025-01-30
Fixed
5.75000000
N
N
N
N
N
N
BRK - GOLDMAN SACH
N/A
BRK - GOLDMAN SACH REC - 6M BUDAPEST INTERBANK OFFER RATE(BUBOR)
N/A
962428889.00000000
NC
-17212.26000000
-0.00144049525
N/A
DIR
XX
N
2
BRK - GOLDMAN SACH
N/A
Y
2025-07-03
0.00000000
HUF
0.00000000
HUF
-962428889.00000000
HUF
-17212.26000000
N
N
N
Government of Mongolia
254900PW61ADCBDCLP71
MONGOLIA GOVERNMENT INTERNATIONAL BOND MTN 8.750000% 03/09/2024
Y6142NAA6
1169000.00000000
PA
USD
1173386.70000000
0.098200816113
Long
DBT
NUSS
MN
N
2
2024-03-09
Fixed
8.75000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 7.500000% 06/15/2035
N/A
12896000000.00000000
PA
874032.55000000
0.073147846076
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
167390000.00000000
PA
352392.93000000
0.029491789295
Long
DBT
NUSS
HU
N
2
2030-08-21
Fixed
3.00000000
N
N
N
N
N
N
BRK - MORGAN STANLEY & CO INTERNATIONAL
N/A
BRK - MORGAN STANLEY & CO INTERNATIONAL PAY - 6M PRAGUE INTERBANK OFFER RATE (PRIBOR)
N/A
36519041.00000000
NC
-33720.59000000
-0.00282207856
N/A
DIR
XX
N
2
BRK - MORGAN STANLEY & CO INTERNATIONAL
N/A
Y
2028-07-25
0.00000000
CZK
0.00000000
CZK
-36519041.00000000
CZK
-33720.59000000
N
N
N
Republica del Ecuador
5299003Y2U5XK0A35H71
ECUADOR GOVERNMENT INTERNATIONAL BOND 144A ZERO COUPON 07/31/2030
N/A
577533.00000000
PA
USD
170914.05000000
0.014303808961
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
2978522.49000000
0.249272758359
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
19643500000.00000000
PA
3530032.54000000
0.295428673545
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
238858.77000000
0.019990107395
Long
DBT
NUSS
DO
N
2
2048-02-15
Fixed
6.50000000
N
N
N
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2023-12-11
N/A
1.00000000
NC
-1030.59000000
-0.00008625015
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
98839.86000000
USD
493800.00000000
BRL
2023-12-11
-1030.59000000
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEX BONOS DESARR FIX RT 8.000000% 11/07/2047
N/A
32134400.00000000
PA
1520598.66000000
0.127259009662
Long
DBT
NUSS
MX
N
2
2047-11-07
Fixed
8.00000000
N
N
N
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
431589.64000000
0.036119767570
Long
DBT
NUSS
PE
Y
2
2032-06-19
Fixed
4.75000000
N
N
N
N
N
N
Avenir Issuer II (Ireland) DAC
635400VEZIQKZPR7KU35
REP OF ANGOLA(AVENIR IS) 6.927000% 02/19/2027
N/A
2479999.99580000
PA
USD
2284700.00000000
0.191206704980
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
183835078.00000000
PA
1109478.11000000
0.092852301685
Long
DBT
NUSS
KY
N
2
2028-01-06
Floating
0.00000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT INTERNATIONAL BOND MTN 4.750000% 04/16/2026
N/A
422000.00000000
PA
311418.85000000
0.026062665635
Long
DBT
NUSS
EG
N
2
2026-04-16
Fixed
4.75000000
N
N
N
N
N
N
Kingdom of Saudi Arabia
635400FMICXSM3SI3H65
SAUDI GOVERNMENT INTERNATIONAL BOND MTN 5.000000% 01/18/2053
80413TBE8
2603000.00000000
PA
USD
2160490.00000000
0.180811561274
Long
DBT
NUSS
SA
Y
2
2053-01-18
Fixed
5.00000000
N
N
N
N
N
N
ECOPETROL S.A.
254900IDGKCJICKBPA66
ECOPETROL SA 8.625000% 01/19/2029
279158AT6
651000.00000000
PA
USD
653302.59000000
0.054674940074
Long
DBT
NUSS
CO
N
2
2029-01-19
Fixed
8.62500000
N
N
N
N
N
N
Republica de Guatemala
529900QKDFFU9UWW5315
REPUBLIC OF GUATEMALA 7.050000% 10/04/2032
401494AX7
865000.00000000
PA
USD
868027.50000000
0.072645283016
Long
DBT
NUSS
US
N
2
2032-10-04
Fixed
7.05000000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2023-10-20
N/A
1.00000000
NC
-15.01000000
-0.00000125618
N/A
DFE
XX
N
2
EURO
N/A
544.50000000
USD
499.79000000
EUR
2023-10-20
-15.01000000
N
N
N
INDONESIA RUPIAH
N/A
FX Forward Contract: IDR/USD SETTLE 2023-10-11
N/A
1.00000000
NC
-1139.20000000
-0.00009533972
N/A
DFE
ID
N
2
INDONESIA RUPIAH
N/A
183626.30000000
USD
2821601800.00000000
IDR
2023-10-11
-1139.20000000
N
N
N
Federal Republic of Nigeria
549300GSBZD84TNEQ285
NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051
N/A
481000.00000000
PA
USD
332198.80000000
0.027801741124
Long
DBT
NUSS
NG
N
2
2051-09-28
Fixed
8.25000000
N
N
N
N
N
N
BANCO NACIONAL DE PANAMA
529900H2Q7WMDKKIW109
BANCO NACIONAL DE PANAMA 144A 2.500000% 08/11/2030
059626AC5
228000.00000000
PA
USD
176730.53000000
0.014790590585
Long
DBT
NUSS
PA
Y
2
2030-08-11
Fixed
2.50000000
N
N
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
BONOS DE TESORERIA 6.900000% 08/12/2037
N/A
1171000.00000000
PA
293489.44000000
0.024562152041
Long
DBT
NUSS
PE
N
2
2037-08-12
Fixed
6.90000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 6.250000% 03/31/2036
N/A
104855112.00000000
PA
3405673.38000000
0.285021046627
Long
DBT
NUSS
ZA
N
2
2036-03-31
Fixed
6.25000000
N
N
N
N
N
N
Republic of Armenia
5299000H77JSW90G7935
REPUBLIC OF ARMENIA 3.600000% 02/02/2031
N/A
935000.00000000
PA
USD
702839.50000000
0.058820687584
Long
DBT
NUSS
AM
N
2
2031-02-02
Fixed
3.60000000
N
N
N
N
N
N
BRK:BOFA MERRILL LYNCH
N/A
BRK:BOFA MERRILL LYNCH PAY: BRAZIL CETIP DI INTERBANK DEPO
N/A
13865419.77000000
NC
-33606.71000000
-0.00281254794
N/A
DIR
XX
N
2
BRK:BOFA MERRILL LYNCH
N/A
Y
2026-01-02
0.00000000
BRL
0.00000000
BRL
-13865419.77000000
BRL
-33606.71000000
N
N
N
Gobierno de la Republica de Panama
549300SHS4T08CL0LP14
REPUBLIC OF PANAMA 9.375000% 04/01/2029
698299AK0
164000.00000000
PA
USD
187474.67000000
0.015689768423
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
2067650.67000000
0.173041831164
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
127578.62000000
0.010677063752
Long
DBT
NUSS
LB
N
2
2026-11-27
Fixed
6.60000000
Y
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
GHANA GOVERNMENT BOND 8.650000% 02/13/2029
N/A
656263.00000000
PA
24176.09000000
0.002023298686
Long
DBT
NUSS
GH
N
2
2029-02-13
Fixed
8.65000000
N
N
N
N
N
N
Republica Oriental del Uruguay
549300RDR012H2V82H43
REPUBLICA ORIENT URUGUAY 5.750000% 10/28/2034
760942BE1
2019213.00000000
PA
USD
2055102.96000000
0.171991712425
Long
DBT
NUSS
UY
N
2
2034-10-28
Fixed
5.75000000
N
N
N
N
N
N
PERUVIAN NEW SOL
N/A
FX Forward Contract: PEN/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-65760.68000000
-0.00550351597
N/A
DFE
PE
N
2
PERUVIAN NEW SOL
N/A
3034987.86000000
USD
11281990.71000000
PEN
2023-12-20
-65760.68000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.502000% 05/31/2027
N/A
6179000.00000000
PA
1305606.18000000
0.109266273769
Long
DBT
NUSS
MY
N
2
2027-05-31
Fixed
3.50200000
N
N
N
N
N
N
Federal Republic of Nigeria
549300GSBZD84TNEQ285
NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 6.500000% 11/28/2027
65412JAC7
1930000.00000000
PA
USD
1606493.40000000
0.134447546543
Long
DBT
NUSS
NG
Y
2
2027-11-28
Fixed
6.50000000
N
N
N
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY:7.14
N/A
5450882813.00000000
NC
74460.17000000
0.006231576906
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2027-01-31
0.00000000
COP
0.00000000
COP
-5450882813.00000000
COP
74460.17000000
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
NOTA DO TESOURO NACIONAL 10.000000% 01/01/2025
EK0169285
28490000.00000000
PA
5630983.27000000
0.471257389092
Long
DBT
NUSS
BR
N
2
2025-01-01
Fixed
10.00000000
N
N
N
N
N
N
Republique du Senegal
549300NP14ZLQGWIUZ97
REPUBLIC OF SENEGAL 6.750000% 03/13/2048
N/A
230000.00000000
PA
USD
153881.50000000
0.012878353644
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 6.000000% 07/31/2030
N/A
1236044.00000000
PA
USD
628405.65000000
0.052591313401
Long
DBT
NUSS
EC
N
2
2030-07-31
Fixed
6.00000000
N
N
N
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2023-10-03
N/A
1.00000000
NC
-20603.05000000
-0.00172427071
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
518098.65000000
USD
2490065.00000000
BRL
2023-10-03
-20603.05000000
N
N
N
Ukraine
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT 7.750000% 09/01/2028
N/A
1905000.00000000
PA
USD
546208.08000000
0.045712192940
Long
DBT
NUSS
UA
N
2
2028-09-01
Fixed
7.75000000
N
Y
N
N
N
N
Democratic Socialist Republic of Sri Lanka
254900HXCCIOHM74FA02
SRI LANKA GOVERNMENT INTERNATIONAL BOND 144A 6.350000% 06/28/2024
85227SBA3
613000.00000000
PA
USD
289500.44000000
0.024228312348
Long
DBT
NUSS
LK
Y
2
2024-06-28
Fixed
6.35000000
Y
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
255750.00000000
0.021403735632
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
29255567.00000000
PA
1085161.43000000
0.090817237012
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
2125516.58000000
0.177884633275
Long
DBT
NUSS
SA
Y
2
2033-02-02
Fixed
2.25000000
N
N
N
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2023-11-03
N/A
1.00000000
NC
5134.03000000
0.000429667334
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
1154016.05000000
USD
5826477.00000000
BRL
2023-11-03
5134.03000000
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2023-12-11
N/A
1.00000000
NC
334.33000000
0.000027980101
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
108765.20000000
USD
550800.00000000
BRL
2023-12-11
334.33000000
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/EUR SETTLE 2023-11-14
N/A
1.00000000
NC
-23.31000000
-0.00000195081
N/A
DFE
HU
N
2
HUNGARIAN FORINT
N/A
459104.22000000
EUR
179865160.00000000
HUF
2023-11-14
-23.31000000
N
N
N
BRK: JP MORGAN SECURITIES PLC
N/A
BRK: JP MORGAN SECURITIES PLC PAY: 10.0455% FIXED
N/A
42232575.00000000
NC
32110.57000000
0.002687335879
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
32110.57000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CLP SETTLE 2023-12-11
N/A
1.00000000
NC
USD
37806.00000000
0.003163986820
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
863142346.00000000
CLP
999354.34000000
USD
2023-12-11
37806.00000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/IDR SETTLE 2023-10-05
N/A
1.00000000
NC
USD
25580.27000000
0.002140814609
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
54332815047.00000000
IDR
3540750.41000000
USD
2023-10-05
25580.27000000
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2023-10-20
N/A
1.00000000
NC
-37747.47000000
-0.00315908844
N/A
DFE
XX
N
2
EURO
N/A
1508530.90000000
USD
1388285.78000000
EUR
2023-10-20
-37747.47000000
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVERNMENT BOND 3.280000% 12/03/2027
N/A
21300000.00000000
PA
3018063.91000000
0.252581982602
Long
DBT
NUSS
CN
N
2
2027-12-03
Fixed
3.28000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/COP SETTLE 2023-12-20
N/A
1.00000000
NC
USD
1593.34000000
0.000133346737
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
4218297630.00000000
COP
1024214.14000000
USD
2023-12-20
1593.34000000
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
FED REPUBLIC OF BRAZIL 6.000000% 10/20/2033
105756CF5
702000.00000000
PA
USD
662257.55000000
0.055424381312
Long
DBT
NUSS
BR
N
2
2033-10-20
Fixed
6.00000000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
GHANA GOVERNMENT INTERNATIONAL BOND 144A 10.750000% 10/14/2030
374422AD5
1055000.00000000
PA
USD
705773.90000000
0.059066267728
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
722448.08000000
0.060461731035
Long
DBT
NUSS
QA
Y
2
2029-03-14
Fixed
4.00000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZAR SETTLE 2023-11-13
N/A
1.00000000
NC
USD
-2572.41000000
-0.00021528517
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
8433700.00000000
ZAR
443529.94000000
USD
2023-11-13
-2572.41000000
N
N
N
Republique de Cote d'Ivoire
254900ICW11T82O6H590
Ivory Coast Government International Bond 6.625000% 03/22/2048
AR7769417
271000.00000000
PA
196822.25000000
0.016472068056
Long
DBT
CORP
CI
N
2
2048-03-22
Fixed
6.62500000
N
N
N
N
N
N
MALAYSIAN RINGGIT
N/A
FX Forward Contract: MYR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-10133.36000000
-0.00084806161
N/A
DFE
MY
N
2
MALAYSIAN RINGGIT
N/A
2376650.44000000
USD
10983690.00000000
MYR
2023-12-20
-10133.36000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 4.504000% 04/30/2029
N/A
3848000.00000000
PA
845911.88000000
0.070794425210
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
594148.08000000
0.049724294939
Long
DBT
NUSS
BJ
N
2
2035-01-22
Fixed
4.95000000
N
N
N
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
733115.23000000
0.061354465575
Long
DBT
NUSS
IN
N
2
2030-01-15
Fixed
3.25000000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
REPUBLIC OF GHANA 8.625000% 04/07/2034
N/A
2698000.00000000
PA
USD
1186310.60000000
0.099282418221
Long
DBT
NUSS
GH
N
2
2034-04-07
Fixed
8.62500000
Y
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-10-20
N/A
1.00000000
NC
USD
911069.55000000
0.076247475232
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
13103600.00000000
EUR
14793339.36000000
USD
2023-10-20
911069.55000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.582000% 07/15/2032
N/A
7200000.00000000
PA
1482669.94000000
0.124084752397
Long
DBT
NUSS
MY
N
2
2032-07-15
Fixed
3.58200000
N
N
N
N
N
N
ROMANIAN LEU
N/A
FX Forward Contract: KZT/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-38066.95000000
-0.00318582574
N/A
DFE
RO
N
2
ROMANIAN LEU
N/A
1426729.80000000
USD
681691500.00000000
KZT
2023-12-20
-38066.95000000
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT BOND 9.500000% 10/21/2026
N/A
534110000.00000000
PA
1501514.79000000
0.125661879229
Long
DBT
NUSS
HU
N
2
2026-10-21
Fixed
9.50000000
N
N
N
N
N
N
GHANA CEDI
N/A
FX Forward Contract: GHS/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-19410.27000000
-0.00162444687
N/A
DFE
GH
N
2
GHANA CEDI
N/A
511721.63000000
USD
5961557.00000000
GHS
2023-12-20
-19410.27000000
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/EUR SETTLE 2023-11-14
N/A
1.00000000
NC
4332.18000000
0.000362560451
N/A
DFE
HU
N
2
HUNGARIAN FORINT
N/A
960032.54000000
EUR
377734405.00000000
HUF
2023-11-14
4332.18000000
N
N
N
Government of Mongolia
254900PW61ADCBDCLP71
MONGOLIA INTL BOND 8.650000% 01/19/2028
Y6142NAG3
208000.00000000
PA
USD
206575.36000000
0.017288306524
Long
DBT
NUSS
MN
N
2
2028-01-19
Fixed
8.65000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/IDR SETTLE 2023-11-06
N/A
1.00000000
NC
USD
1813.86000000
0.000151802071
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
52394121647.00000000
IDR
3386054.97000000
USD
2023-11-06
1813.86000000
N
N
N
AYDEM YENILENEBILIR ENERJI ANONIM SIRKETI
9845009C50EDA74OA532
AYDEM YENILENEBILIR ENERJI AS 144A 7.750000% 02/02/2027
054644AA7
655000.00000000
PA
USD
576891.25000000
0.048280069612
Long
DBT
NUSS
TR
Y
2
2027-02-02
Fixed
7.75000000
N
N
N
N
N
N
CZECH REPUBLIC KORUNA
N/A
FX Forward Contract: CZK/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-40292.22000000
-0.00337205874
N/A
DFE
CZ
N
2
CZECH REPUBLIC KORUNA
N/A
1286037.62000000
USD
28700000.00000000
CZK
2023-12-20
-40292.22000000
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
POLAND GOVERNMENT BOND 3.250000% 07/25/2025
N/A
7070000.00000000
PA
1572119.99000000
0.131570833423
Long
DBT
NUSS
PL
N
2
2025-07-25
Fixed
3.25000000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 4.762000% 04/07/2037
N/A
1000000.00000000
PA
225482.68000000
0.018870661475
Long
DBT
NUSS
MY
N
2
2037-04-07
Fixed
4.76200000
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
384693.36000000
0.032195014572
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
TIERRA MOJADA LUXEMBOURG II SARL 144A 5.750000% 12/01/2040
30260LAA3
174567.70000000
PA
USD
145152.19000000
0.012147797072
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
763616.69000000
0.063907134925
Long
DBT
NUSS
CO
N
2
2042-02-22
Fixed
4.12500000
N
N
N
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/USD SETTLE 2023-11-13
N/A
1.00000000
NC
-144984.42000000
-0.01213375638
N/A
DFE
PA
N
2
POLISH ZLOTY
N/A
2612136.37000000
USD
10777100.00000000
PLN
2023-11-13
-144984.42000000
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVERNMENT BOND 2.800000% 03/24/2029
N/A
3500000.00000000
PA
482866.21000000
0.040411107349
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
465620.71000000
0.038967830231
Long
DBT
CORP
CO
Y
2
2027-05-23
Fixed
7.75000000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
GHANA GOVERNMENT BOND 9.850000% 02/03/2037
N/A
501952.00000000
PA
13120.70000000
0.001098072313
Long
DBT
NUSS
GH
N
2
2037-02-03
Fixed
9.85000000
N
N
N
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
355494.21000000
0.029751335638
Long
DBT
NUSS
MX
Y
2
2172-01-24
Fixed
5.87500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/HUF SETTLE 2023-12-11
N/A
1.00000000
NC
USD
341.79000000
0.000028604429
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
17464000.00000000
HUF
47429.85000000
USD
2023-12-11
341.79000000
N
N
N
Republique de Cote d'Ivoire
254900ICW11T82O6H590
IVORY COAST 6.125000% 06/15/2033
N/A
628000.00000000
PA
USD
519695.12000000
0.043493321438
Long
DBT
NUSS
CI
N
2
2033-06-15
Fixed
6.12500000
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
340928.10000000
0.028532296860
Long
DBT
NUSS
KZ
Y
2
2030-08-15
Fixed
3.25000000
N
N
N
N
N
N
Petroleos de Venezuela, S.A.
549300YWR8TN1OFD4P06
PETROLEOS DE VENEZUELA S 5.50% 04/12/2037
N/A
1000000.00000000
PA
USD
52500.00000000
0.004393728722
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
499238.39000000
0.041781296254
Long
DBT
NUSS
CN
Y
2
2026-10-26
Fixed
1.25000000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-34440.72000000
-0.00288234629
N/A
DFE
XX
N
2
EURO
N/A
2835843.13000000
USD
2636375.00000000
EUR
2023-12-20
-34440.72000000
N
N
N
Federal Democratic Republic of Ethiopia
N/A
ETHIOPIA INTERNATIONAL BOND 144A 6.625000% 12/11/2024
29766LAA4
2451000.00000000
PA
USD
1575649.86000000
0.131866248493
Long
DBT
NUSS
ET
Y
2
2024-12-11
Fixed
6.62500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PEN SETTLE 2023-12-20
N/A
1.00000000
NC
USD
14685.09000000
0.001228996223
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
2470000.00000000
PEN
664746.89000000
USD
2023-12-20
14685.09000000
N
N
N
INTERNATIONAL FINANCE CORPORATION
QKL54NQY28TCDAI75F60
INTERNATIONAL FINANCE CORP MTN ZERO COUPON 08/16/2028
N/A
2620000000.00000000
PA
380071.65000000
0.031808223334
Long
DBT
NUSS
XX
N
2
2028-08-16
Fixed
0.00000000
N
N
N
N
N
N
United States of America
N/A
US 10YR NOTE (CBT)DEC23 FINANCIAL COMMODITY FUTURE.
N/A
59.00000000
NC
USD
6375687.50000000
0.533581738898
N/A
DIR
US
N
1
US 10YR NOTE (CBT)DEC23
N/A
Long
U.S. Treasury Futures
US 10 Year Treasury Note Future (consolidated) Dec 2023
2023-12-22
6513892.54000000
USD
-138205.04000000
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2023-11-06
N/A
1.00000000
NC
3389.70000000
0.000283684233
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
467767.65000000
USD
8901597.83000000
ZAR
2023-11-06
3389.70000000
N
N
N
SASOL FINANCING USA LLC
549300XRB1PFMESFEL85
SASOL FINANCING USA LLC 5.875000% 03/27/2024
80386WAA3
442000.00000000
PA
USD
437645.64000000
0.036626594639
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
3667000.00000000
PA
USD
3405058.38000000
0.284969577234
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
499289.34000000
0.041785560263
Long
DBT
NUSS
PA
N
2
2050-04-16
Fixed
4.50000000
N
N
N
N
N
N
The State of Qatar
52990074F6OJOAXK4P65
STATE OF QATAR 4.817000% 03/14/2049
N/A
1862000.00000000
PA
USD
1614111.94000000
0.135085142695
Long
DBT
NUSS
QA
N
2
2049-03-14
Fixed
4.81700000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 4.498000% 04/15/2030
N/A
3000000.00000000
PA
661166.07000000
0.055333035273
Long
DBT
NUSS
MY
N
2
2030-04-15
Fixed
4.49800000
N
N
N
N
N
N
SIERRACOL ENERGY ANDINA, LLC
N/A
SIERRACOL ENERGY ANDINA LLC 144A 6.000000% 06/15/2028
82653LAA9
578000.00000000
PA
USD
459221.69000000
0.038432295794
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
1435483.41000000
0.120135708355
Long
DBT
NUSS
TH
N
2
2035-12-17
Fixed
1.58500000
N
N
N
N
N
N
BRK - JPMORGAN CHASE BANK
N/A
BRK - JPMORGAN CHASE BANK PAY - 1D FBIL OVERNIGHT MUMBAI INTERBANK SWAP
N/A
102000000.00000000
NC
-3450.99000000
-0.00028881359
N/A
DIR
XX
N
2
BRK - JPMORGAN CHASE BANK
N/A
Y
2028-09-15
0.00000000
INR
0.00000000
INR
-102000000.00000000
INR
-3450.99000000
N
N
N
Republica Oriental del Uruguay
549300RDR012H2V82H43
REPUBLICA ORIENT URUGUAY 8.500000% 03/15/2028
P80557BV5
61264000.00000000
PA
1543017.07000000
0.129135207985
Long
DBT
NUSS
UY
N
2
2028-03-15
Fixed
8.50000000
N
N
N
N
N
N
Republica del Ecuador
5299003Y2U5XK0A35H71
REPUBLIC OF ECUADOR 6.000000% 07/31/2030
N/A
4264000.00000000
PA
USD
2167820.63000000
0.181425062218
Long
DBT
NUSS
EC
N
2
2030-07-31
Fixed
6.00000000
N
N
N
N
N
N
Ceska republika
3157007EFDLQABN47912
CZECH REPUBLIC 2.750000% 07/23/2029
N/A
55670000.00000000
PA
2173075.69000000
0.181864858562
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
815000.00000000
PA
USD
998432.87000000
0.083558917677
Long
DBT
NUSS
ID
N
2
2035-10-12
Fixed
8.50000000
N
N
N
N
N
N
Republic of Zambia
213800DMLAZ6LGMMD849
REPUBLIC OF ZAMBIA 8.500000% 04/14/2024
N/A
360000.00000000
PA
USD
196812.00000000
0.016471210233
Long
DBT
NUSS
ZM
N
2
2024-04-14
Fixed
8.50000000
Y
N
N
N
N
N
EDO Sukuk Limited
5493000LZIE4T625R469
EDO SUKUK LTD 144A 5.875000% 09/21/2033
28135J2A4
2234000.00000000
PA
USD
2208085.60000000
0.184794840412
Long
DBT
NUSS
OM
Y
2
2033-09-21
Fixed
5.87500000
N
N
N
N
N
N
Republica de Costa Rica
549300S1EK2VN6XVJP58
COSTA RICA GOVERNMENT 6.550000% 04/03/2034
P3699PGM3
1938000.00000000
PA
USD
1883189.06000000
0.157604225945
Long
DBT
NUSS
CR
N
2
2034-04-03
Fixed
6.55000000
N
N
N
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
622794.86000000
0.052121745988
Long
DBT
NUSS
CL
Y
2
2034-05-01
Fixed
7.00000000
N
N
N
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/EUR SETTLE 2023-11-14
N/A
1.00000000
NC
-833.15000000
-0.00006972638
N/A
DFE
HU
N
2
HUNGARIAN FORINT
N/A
459867.85000000
EUR
179865160.00000000
HUF
2023-11-14
-833.15000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-10-03
N/A
1.00000000
NC
USD
839616.22000000
0.070267540978
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
31225546.00000000
EUR
33899664.29000000
USD
2023-10-03
839616.22000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/IDR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-1029.41000000
-0.00008615139
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
4145519313.00000000
IDR
266592.88000000
USD
2023-12-20
-1029.41000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 2.632000% 04/15/2031
N/A
6500000.00000000
PA
1262675.64000000
0.105673413832
Long
DBT
NUSS
MY
N
2
2031-04-15
Fixed
2.63200000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2023-11-21
N/A
1.00000000
NC
USD
-24478.32000000
-0.00204859233
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
13514566.00000000
CNY
1855653.40000000
USD
2023-11-21
-24478.32000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.757000% 05/22/2040
N/A
13110000.00000000
PA
2618336.35000000
0.219128754766
Long
DBT
NUSS
MY
N
2
2040-05-22
Fixed
3.75700000
N
N
N
N
N
N
CHINESE YUAN RENMINBI
N/A
FX Forward Contract: CNY/USD SETTLE 2023-12-20
N/A
1.00000000
NC
6526.80000000
0.000546228354
N/A
DFE
CN
N
2
CHINESE YUAN RENMINBI
N/A
657281.93000000
USD
4778226.00000000
CNY
2023-12-20
6526.80000000
N
N
N
BRK - CITIBANK
N/A
BRK - CITIBANK REC - 6M POLAND WARSAW INTERBANK OFFERRATE (WIBOR)
N/A
2721762.00000000
NC
-721.28000000
-0.00006036397
N/A
DIR
XX
N
2
BRK - CITIBANK
N/A
Y
2033-10-02
0.00000000
PLN
0.00000000
PLN
-2721762.00000000
PLN
-721.28000000
N
N
N
Gobierno de Chile
549300FLZTJM5YJF8D34
BONOS TESORERIA PESOS 4.500000% 03/01/2026
N/A
625000000.00000000
PA
665794.48000000
0.055720387234
Long
DBT
NUSS
CL
N
2
2026-03-01
Fixed
4.50000000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 7.000000% 06/30/2032
N/A
9980400000.00000000
PA
1859025.23000000
0.155581953299
Long
DBT
NUSS
CO
N
2
2032-06-30
Fixed
7.00000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/KRW SETTLE 2023-11-20
N/A
1.00000000
NC
USD
8187.51000000
0.000685213292
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
597756400.00000000
KRW
453636.18000000
USD
2023-11-20
8187.51000000
N
N
N
United States of America
254900HROIFWPRGM1V77
TREASURY BILL 0.000000% 12/07/2023
912797FT9
2041400.00000000
PA
USD
2021508.25000000
0.169180168763
Long
DBT
UST
US
N
2
2023-12-07
None
0.00000000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/PLN SETTLE 2023-11-20
N/A
1.00000000
NC
3547.68000000
0.000296905590
N/A
DFE
XX
N
2
EURO
N/A
4446704.00000000
PLN
962819.32000000
EUR
2023-11-20
3547.68000000
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
REPUBLIC OF GHANA 10.750000% 10/14/2030
N/A
3054000.00000000
PA
USD
2043064.92000000
0.170984248004
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
147853.01000000
0.012373828889
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
686230.50000000
0.057430679197
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
264827.83000000
0.022163459868
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
561187.09000000
0.046965787349
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
407510.83000000
0.034104610254
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
387556.68000000
0.032434646026
Long
DBT
NUSS
ZA
N
2
2027-09-27
Fixed
4.85000000
N
N
N
N
N
N
CHINESE YUAN RENMINBI
N/A
FX Forward Contract: CNY/USD SETTLE 2023-12-20
N/A
1.00000000
NC
14707.39000000
0.001230862511
N/A
DFE
CN
N
2
CHINESE YUAN RENMINBI
N/A
4551443.84000000
USD
32868056.00000000
CNY
2023-12-20
14707.39000000
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT BOND 3.000000% 10/27/2027
N/A
383810000.00000000
PA
880872.22000000
0.073720258543
Long
DBT
NUSS
HU
N
2
2027-10-27
Fixed
3.00000000
N
N
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
REPUBLIC OF PERU 2.780000% 12/01/2060
715638DQ2
1944000.00000000
PA
USD
1031998.97000000
0.086368066966
Long
DBT
NUSS
PE
N
2
2060-12-01
Fixed
2.78000000
N
N
N
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
POLAND GOVERNMENT BOND 3.750000% 05/25/2027
N/A
3685000.00000000
PA
806334.61000000
0.067482200678
Long
DBT
NUSS
PL
N
2
2027-05-25
Fixed
3.75000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PLN SETTLE 2023-11-13
N/A
1.00000000
NC
USD
3600.24000000
0.000301304340
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
963800.00000000
PLN
224238.54000000
USD
2023-11-13
3600.24000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 5.248000% 09/15/2028
N/A
2667000.00000000
PA
605723.98000000
0.050693082830
Long
DBT
NUSS
MY
N
2
2028-09-15
Fixed
5.24800000
N
N
N
N
N
N
Azarbayjan Respublikasi
549300P74FF45UQVU281
REPUBLIC OF AZERBAIJAN 3.500000% 09/01/2032
N/A
540000.00000000
PA
USD
438797.52000000
0.036722995558
Long
DBT
NUSS
AZ
N
2
2032-09-01
Fixed
3.50000000
N
N
N
N
N
N
BRK - GOLDMAN SACH
N/A
BRK - GOLDMAN SACH PAY - 1D OVERNIGHT BRAZIL INTERBANK DEPOSIT
N/A
5871298.00000000
NC
-86780.94000000
-0.00726270302
N/A
DIR
XX
N
2
BRK - GOLDMAN SACH
N/A
Y
2031-01-02
0.00000000
BRL
0.00000000
BRL
-5871298.00000000
BRL
-86780.94000000
N
N
N
CZECH REPUBLIC KORUNA
N/A
FX Forward Contract: CZK/EUR SETTLE 2023-11-21
N/A
1.00000000
NC
9509.33000000
0.000795836501
N/A
DFE
CZ
N
2
CZECH REPUBLIC KORUNA
N/A
959202.31000000
EUR
23661498.00000000
CZK
2023-11-21
9509.33000000
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 144A 6.950000% 01/28/2060
71654QDA7
308000.00000000
PA
USD
182302.37000000
0.015256898270
Long
DBT
NUSS
MX
Y
2
2060-01-28
Fixed
6.95000000
N
N
N
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY 3.125000% 09/21/2051
N/A
892000.00000000
PA
USD
491759.60000000
0.041155395788
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
12597000.00000000
PA
359760.60000000
0.030108390120
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
2140540000.00000000
PA
5642081.13000000
0.472186169782
Long
DBT
NUSS
HU
N
2
2028-10-22
Fixed
6.75000000
N
N
N
N
N
N
COLOMBIA PESO
N/A
FX Forward Contract: COP/USD SETTLE 2023-10-27
N/A
1.00000000
NC
-8195.33000000
-0.00068586774
N/A
DFE
CO
N
2
COLOMBIA PESO
N/A
309703.87000000
USD
1228130683.85000000
COP
2023-10-27
-8195.33000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 4.762000% 04/07/2037
N/A
1333000.00000000
PA
300568.41000000
0.025154591542
Long
DBT
NUSS
MY
N
2
2037-04-07
Fixed
4.76200000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/RON SETTLE 2023-11-20
N/A
1.00000000
NC
-65.88000000
-0.00000551350
N/A
DFE
XX
N
2
EURO
N/A
3554015.00000000
RON
712662.26000000
EUR
2023-11-20
-65.88000000
N
N
N
The State of Qatar
52990074F6OJOAXK4P65
QATAR GOVERNMENT INTERNATIONAL BOND 144A 4.400000% 04/16/2050
74727PBE0
1166000.00000000
PA
USD
949800.28000000
0.079488852772
Long
DBT
NUSS
QA
Y
2
2050-04-16
Fixed
4.40000000
N
N
N
N
N
N
BRK - JPMORGAN CHASE BANK
N/A
BRK - JPMORGAN CHASE BANK PAY - 6M PRAGUE INTERBANK OFFER RATE (PRIBOR)
N/A
85023336.00000000
NC
-10671.36000000
-0.00089308687
N/A
DIR
XX
N
2
BRK - JPMORGAN CHASE BANK
N/A
Y
2025-07-31
0.00000000
CZK
0.00000000
CZK
-85023336.00000000
CZK
-10671.36000000
N
N
N
Government of Bermuda
549300FP5PUZXX9FVJ40
GOVT OF BERMUDA 2.375000% 08/20/2030
G10367AE3
221000.00000000
PA
USD
177463.00000000
0.014851891051
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
661393.31000000
0.055352053005
Long
DBT
NUSS
PE
Y
2
2027-08-16
Fixed
4.12500000
N
N
N
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVERNMENT BOND 2.670000% 05/25/2033
N/A
6400000.00000000
PA
873439.80000000
0.073098238787
Long
DBT
NUSS
CN
N
2
2033-05-25
Fixed
2.67000000
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
699463.69000000
0.058538165806
Long
DBT
NUSS
CL
N
2
2029-11-06
Fixed
5.25000000
N
N
N
N
N
N
Republic of the Philippines
529900RAHBALMYIJ3T08
REPUBLIC OF PHILIPPINES 1.750000% 04/28/2041
N/A
402000.00000000
PA
268232.67000000
0.022448411169
Long
DBT
NUSS
PH
N
2
2041-04-28
Fixed
1.75000000
N
N
N
N
N
N
Turkiye Cumhuriyeti
5493000PCHOG3B6S3Q85
REPUBLIC OF TURKEY 9.125000% 07/13/2030
900123DJ6
1759000.00000000
PA
USD
1765596.25000000
0.147762875339
Long
DBT
NUSS
TR
N
2
2030-07-13
Fixed
9.12500000
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
740262.17000000
0.061952593490
Long
DBT
NUSS
LK
N
2
2029-03-14
Fixed
7.85000000
Y
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 7.000000% 06/30/2032
N/A
6413000000.00000000
PA
1194534.17000000
0.099970649377
Long
DBT
NUSS
CO
N
2
2032-06-30
Fixed
7.00000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/KRW SETTLE 2023-12-11
N/A
1.00000000
NC
USD
36449.33000000
0.003050447011
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
2424008500.00000000
KRW
1845176.60000000
USD
2023-12-11
36449.33000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/IDR SETTLE 2023-10-06
N/A
1.00000000
NC
USD
14134.68000000
0.001182932371
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
33278976584.00000000
IDR
2167051.51000000
USD
2023-10-06
14134.68000000
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
REPUBLIC OF POLAND 5.500000% 11/16/2027
857524AD4
786000.00000000
PA
USD
787493.40000000
0.065905378477
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
33211.66000000
0.002779486180
Long
DBT
NUSS
EC
Y
2
2030-07-31
Fixed
0.00000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 8.375000% 03/15/2034
N/A
30833000000.00000000
PA
2221472.26000000
0.185915170937
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
526571.01000000
0.044068765159
Long
DBT
NUSS
AE
Y
2
2028-11-07
Fixed
4.50000000
N
N
N
N
N
N
The State of Qatar
52990074F6OJOAXK4P65
QATAR GOVERNMENT INTERNATIONAL BOND 144A 5.750000% 01/20/2042
74727PAR2
1292000.00000000
PA
USD
1316573.84000000
0.110184158012
Long
DBT
NUSS
QA
Y
2
2042-01-20
Fixed
5.75000000
N
N
N
N
N
N
CENCOSUD S.A.
549300NLTGCFV7482429
CENCOSUD SA 144A 4.375000% 07/17/2027
15132HAH4
1819000.00000000
PA
USD
1672196.33000000
0.139946229413
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
195535.72000000
0.016364398269
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
677000.00000000
PA
USD
476835.79000000
0.039906421071
Long
DBT
NUSS
SV
N
2
2035-06-15
Fixed
7.65000000
N
N
N
N
N
N
State of Israel
213800T8ZHTFZIBYPE21
STATE OF ISRAEL 4.500000% 01/17/2033
46514BRA7
559000.00000000
PA
USD
520355.21000000
0.043548564417
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
147419638.00000000
PA
8049259.03000000
0.673643058897
Long
DBT
NUSS
ZA
N
2
2026-12-21
Fixed
10.50000000
N
N
N
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-116882.84000000
-0.00978193316
N/A
DFE
HU
N
2
HUNGARIAN FORINT
N/A
7187820.83000000
USD
2624776531.00000000
HUF
2023-12-20
-116882.84000000
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
POLAND GOVERNMENT BOND 2.750000% 10/25/2029
N/A
366000.00000000
PA
72731.29000000
0.006086886816
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
7500.00000000
0.000627675531
Long
DBT
NUSS
RU
Y
2
2025-11-22
Fixed
6.80000000
N
N
N
N
N
N
Turkiye Cumhuriyeti
5493000PCHOG3B6S3Q85
TURKEY GOVERNMENT BOND 1.5% 06/18/2025
N/A
13818264.00000000
PA
2049868.77000000
0.171553662692
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
536295.81000000
0.044882634361
Long
DBT
NUSS
GT
N
2
2033-10-07
Fixed
3.70000000
N
N
N
N
N
N
INDONESIA RUPIAH
N/A
FX Forward Contract: IDR/USD SETTLE 2023-10-06
N/A
1.00000000
NC
-2166.77000000
-0.00018133713
N/A
DFE
ID
N
2
INDONESIA RUPIAH
N/A
527260.33000000
USD
8116698253.00000000
IDR
2023-10-06
-2166.77000000
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 6.500000% 01/23/2029
71654QCP5
688000.00000000
PA
USD
558371.37000000
0.046730139542
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
581686.51000000
0.048681385262
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
568804.55000000
0.047603293116
Long
DBT
NUSS
CN
N
2
2025-10-21
Fixed
0.55000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 5.125000% 04/15/2027
N/A
19322000000.00000000
PA
1199876.82000000
0.100417776134
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
435967.57000000
0.036486156842
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
655838.89000000
0.054887203201
Long
DBT
NUSS
HU
N
2
2033-04-20
Fixed
2.25000000
N
N
N
N
N
N
Republic of Lebanon
529900QPC4K9S1KHL354
LEBANESE REPUBLIC 8.250000% 05/17/2034
N/A
7412000.00000000
PA
USD
589550.48000000
0.049339521469
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
2878430.88000000
0.240896084422
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
811000.00000000
PA
USD
633846.08000000
0.053046623373
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/PEN SETTLE 2023-10-18
N/A
1.00000000
NC
USD
24322.93000000
0.002035587736
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
3564908.00000000
PEN
964479.19000000
USD
2023-10-18
24322.93000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/IDR SETTLE 2023-10-25
N/A
1.00000000
NC
USD
71424.05000000
0.005977483808
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
160044612033.00000000
IDR
10414147.06000000
USD
2023-10-25
71424.05000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.582000% 07/15/2032
N/A
2300000.00000000
PA
473630.68000000
0.039638185188
Long
DBT
NUSS
MY
N
2
2032-07-15
Fixed
3.58200000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-32535.11000000
-0.00272286566
N/A
DFE
XX
N
2
EURO
N/A
3341061.61000000
USD
3113625.00000000
EUR
2023-12-20
-32535.11000000
N
N
N
Republica de Angola
549300QHR2R3J8JSGK83
ANGOLAN GOVERNMENT INTERNATIONAL BOND MTN 8.000000% 11/26/2029
N/A
377000.00000000
PA
USD
309775.62000000
0.025925143600
Long
DBT
NUSS
AO
N
2
2029-11-26
Fixed
8.00000000
N
N
N
N
N
N
BRK: BNP PARIBAS
N/A
BRK: BNP PARIBAS PAY: 2.175% FIXED
N/A
35000000.00000000
NC
33269.49000000
0.002784325976
N/A
DIR
XX
N
2
BRK: BNP PARIBAS
N/A
Y
2028-01-12
0.00000000
THB
0.00000000
THB
-35000000.00000000
THB
33269.49000000
N
N
N
EURO
N/A
FX Forward Contract: EUR/PLN SETTLE 2023-12-20
N/A
1.00000000
NC
-2198.86000000
-0.00018402274
N/A
DFE
XX
N
2
EURO
N/A
6818195.16000000
PLN
1464070.77000000
EUR
2023-12-20
-2198.86000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/HUF SETTLE 2023-11-20
N/A
1.00000000
NC
USD
24723.79000000
0.002069135737
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
218424800.00000000
HUF
615364.33000000
USD
2023-11-20
24723.79000000
N
N
N
Republic of the Philippines
529900RAHBALMYIJ3T08
REPUBLIC OF PHILIPPINES 2.650000% 12/10/2045
718286CL9
2048000.00000000
PA
USD
1233229.09000000
0.103209029975
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
293338.58000000
0.024549526557
Long
DBT
NUSS
GH
N
2
2061-03-11
Fixed
8.75000000
Y
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 7.50000% 10/18/2034
P6S32JS68
10679200000.00000000
PA
1919104.21000000
0.160609967395
Long
DBT
NUSS
CO
N
2
2034-10-18
Fixed
7.25000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CZK SETTLE 2023-12-20
N/A
1.00000000
NC
USD
169548.70000000
0.014189542723
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
116820000.00000000
CZK
5240209.93000000
USD
2023-12-20
169548.70000000
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 7.500000% 05/15/2038
N/A
2137000000.00000000
PA
144873.53000000
0.012124475996
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/BRL SETTLE 2023-10-03
N/A
1.00000000
NC
USD
201466.15000000
0.016860716377
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
80005031.00000000
BRL
16185848.59000000
USD
2023-10-03
201466.15000000
N
N
N
Bundesrepublik Deutschland
N/A
EURO-SCHATZ FUT DEC23 FINANCIAL COMMODITY FUTURE.
N/A
10.00000000
NC
1111581.67000000
0.093028348771
N/A
DIR
DE
N
1
EURO-SCHATZ FUT DEC23
N/A
Long
Germany Govt. Bond Futures
Euro-Schatz Future Dec 2023
2023-12-10
1139673.50000000
EUR
-28091.83000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.900000% 11/30/2026
N/A
3285000.00000000
PA
705029.35000000
0.059003956286
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
111088.97000000
0.009297043775
Long
DBT
NUSS
BJ
N
2
2052-01-19
Fixed
6.87500000
N
N
N
N
N
N
ABU DHABI NATIONAL ENERGY COMPANY - P.J.S.C
213800UNJSVQFNUYYW03
ABU DHABI NATIONAL ENERGY CO PJSC 144A 4.696000% 04/24/2033
00388WAM3
358000.00000000
PA
USD
340458.00000000
0.028492954157
Long
DBT
NUSS
AE
Y
2
2033-04-24
Fixed
4.69600000
N
N
N
N
N
N
Gobierno de la Republica Dominicana
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC 4.875000% 09/23/2032
P3579ECH8
135000.00000000
PA
USD
109496.39000000
0.009163760642
Long
DBT
NUSS
DO
N
2
2032-09-23
Fixed
4.87500000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
GHANA GOVERNMENT BOND 9.700000% 02/05/2036
N/A
501826.00000000
PA
13173.73000000
0.001102510397
Long
DBT
NUSS
GH
N
2
2036-02-05
Fixed
9.70000000
N
N
N
N
N
N
Fondo MIVIVIENDA S.A.
549300X41PNOK11PZ670
FONDO MIVIVIENDA SA 144A 7.000000% 02/14/2024
344593AE8
3704000.00000000
PA
965696.01000000
0.080819167542
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
791666.80000000
0.066254650619
Long
DBT
NUSS
HU
N
2
2051-09-21
Fixed
3.12500000
N
N
N
N
N
N
Braskem Netherlands Finance B.V.
2549000TLMHFQ74DS330
BRASKEM NETHERLANDS FINANCE BV 144A 8.500000% 01/12/2031
10554TAH8
900000.00000000
PA
USD
891855.00000000
0.074639408180
Long
DBT
NUSS
BR
Y
2
2031-01-12
Fixed
8.50000000
N
N
N
N
N
N
Republic of Uganda
549300NF1DEFHG8XLQ11
UGANDA GOVERNMENT BOND 14.250000% 06/22/2034
N/A
3800000000.00000000
PA
937565.48000000
0.078464921492
Long
DBT
NUSS
UG
N
2
2034-06-22
Fixed
14.25000000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 4.065000% 06/15/2050
N/A
5375000.00000000
PA
1069223.39000000
0.089483381314
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
1023000.00000000
PA
USD
925495.82000000
0.077454810791
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
522762.88000000
0.043750062490
Long
DBT
NUSS
RO
N
2
2030-10-24
Fixed
4.15000000
N
N
N
N
N
N
Bank Gospodarstwa Krajowego
259400BCOV9JJIGLYF05
BANK GOSPODARSTWA KRAJOWEGO MTN 5.375000% 05/22/2033
N/A
409000.00000000
PA
USD
385482.50000000
0.032261057754
Long
DBT
NUSS
PL
N
2
2033-05-22
Fixed
5.37500000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 8.750000% 05/15/2031
N/A
11951000000.00000000
PA
865970.00000000
0.072473090695
Long
DBT
NUSS
ID
N
2
2031-05-15
Fixed
8.75000000
N
N
N
N
N
N
Republica de Guatemala
529900QKDFFU9UWW5315
REPUBLIC OF GUATEMALA 7.050000% 10/04/2032
P5015VAR7
533000.00000000
PA
USD
534865.50000000
0.044762931615
Long
DBT
NUSS
GT
N
2
2032-10-04
Fixed
7.05000000
N
N
N
N
N
N
INDONESIA RUPIAH
N/A
FX Forward Contract: IDR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-5573.31000000
-0.00046643070
N/A
DFE
ID
N
2
INDONESIA RUPIAH
N/A
1488810.17000000
USD
22975616287.00000000
IDR
2023-12-20
-5573.31000000
N
N
N
Government of Mongolia
254900PW61ADCBDCLP71
MONGOLIA INTL BOND 3.500000% 07/07/2027
Y6142NAF5
244000.00000000
PA
USD
204505.91000000
0.017115114106
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
2325000.00000000
PA
USD
1071286.86000000
0.089656073265
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
15678000.00000000
PA
3330592.81000000
0.278737548401
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
3510000.00000000
PA
730876.44000000
0.061167101081
Long
DBT
NUSS
RO
N
2
2032-02-25
Fixed
6.70000000
N
N
N
N
N
N
EMPRESA DE TRANSMISION ELECTRICA, S.A.
254900RX1DOMC83TZ320
EMPRESA DE TRANSMISION ELECTRICA SA 144A 5.125000% 05/02/2049
29247QAA2
635000.00000000
PA
USD
485305.91000000
0.040615286015
Long
DBT
NUSS
PA
Y
2
2049-05-02
Fixed
5.12500000
N
N
N
N
N
N
Republica de El Salvador
529900AKDMUSFSDOM949
REPUBLIC OF EL SALVADOR 8.250000% 04/10/2032
N/A
419000.00000000
PA
USD
331715.03000000
0.027761254378
Long
DBT
NUSS
SV
N
2
2032-04-10
Fixed
8.25000000
N
N
N
N
N
N
Republika Srbija
254900W94OCY91V32O78
SERBIA INTERNATIONAL BOND MTN 2.050000% 09/23/2036
N/A
1389000.00000000
PA
868391.55000000
0.072675750386
Long
DBT
NUSS
RS
N
2
2036-09-23
Fixed
2.05000000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEX BONOS DESARR FIX RT 8.000000% 07/31/2053
N/A
33575300.00000000
PA
1576204.66000000
0.131912679745
Long
DBT
NUSS
MX
N
2
2053-07-31
Fixed
8.00000000
N
N
N
N
N
N
Bundesrepublik Deutschland
N/A
EURO-BOBL FUTURE DEC23 FINANCIAL COMMODITY FUTURE.
N/A
18.00000000
NC
2205905.71000000
0.184612405264
N/A
DIR
DE
N
1
EURO-BOBL FUTURE DEC23
N/A
Long
Germany Govt. Bond Futures
Euro-BOBL Future Dec 2023
2023-12-10
2293599.44000000
EUR
-87693.73000000
N
N
N
Qatar Energy
254900QTESJKJ3P87J26
QATARENERGY 144A 3.125000% 07/12/2041
74730DAE3
292000.00000000
PA
USD
201498.69000000
0.016863439651
Long
DBT
NUSS
QA
Y
2
2041-07-12
Fixed
3.12500000
N
N
N
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 2.750000% 06/17/2052
N/A
1861000.00000000
PA
41940.37000000
0.003509992538
Long
DBT
NUSS
TH
N
2
2052-06-17
Fixed
2.75000000
N
N
N
N
N
N
Sultanate of Oman
549300SZ20F0QTKNQC75
OMAN GOV INTERNTL BOND 6.500000% 03/08/2047
N/A
281000.00000000
PA
USD
250511.50000000
0.020965325195
Long
DBT
NUSS
OM
N
2
2047-03-08
Fixed
6.50000000
N
N
N
N
N
N
BRK: J.P. MORGAN CHASE
N/A
BRK: J.P. MORGAN CHASE PAY:8.37
N/A
11102749344.00000000
NC
50125.93000000
0.004195042635
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
50125.93000000
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND 144A 7.625000% 01/17/2053
77586RAS9
624000.00000000
PA
USD
637080.29000000
0.053317294637
Long
DBT
NUSS
RO
Y
2
2053-01-17
Fixed
7.62500000
N
N
N
N
N
N
PT Indonesia Asahan Aluminium (Persero)
2549008P48EB9SN2OI80
INDONESIA ASAHAN ALUMINIUM PT / MINERAL INDUSTRI I 5.710000% 11/15/2023
74445PAB8
618000.00000000
PA
USD
617227.50000000
0.051655813235
Long
DBT
NUSS
ID
Y
2
2023-11-15
Fixed
5.71000000
N
N
N
N
N
N
BRK: J.P. MORGAN CHASE
N/A
BRK: J.P. MORGAN CHASE PAY: 1-DAY BRL - CETIP
N/A
21544051.00000000
NC
-84336.01000000
-0.00705808665
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
-84336.01000000
N
N
N
Gobierno de la Republica de Panama
549300SHS4T08CL0LP14
REPUBLIC OF PANAMA 6.400000% 02/14/2035
698299BT0
3142000.00000000
PA
USD
3041555.26000000
0.254547975349
Long
DBT
NUSS
PA
N
2
2035-02-14
Fixed
6.40000000
N
N
N
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVERNMENT BOND 2.790000% 12/15/2029
N/A
3600000.00000000
PA
495041.43000000
0.041430052374
Long
DBT
NUSS
CN
N
2
2029-12-15
Fixed
2.79000000
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
242469.73000000
0.020292308894
Long
DBT
NUSS
LK
N
2
2024-03-14
Fixed
6.85000000
Y
N
N
N
N
N
BRK - JPMORGAN CHASE BANK
N/A
BRK - JPMORGAN CHASE BANK PAY - 1D FBIL OVERNIGHT MUMBAI INTERBANK SWAP RATE
N/A
220000000.00000000
NC
-6502.47000000
-0.00054419217
N/A
DIR
XX
N
2
BRK - JPMORGAN CHASE BANK
N/A
Y
2025-08-11
0.00000000
INR
0.00000000
INR
-220000000.00000000
INR
-6502.47000000
N
N
N
Kingdom of Saudi Arabia
635400FMICXSM3SI3H65
SAUDI INTERNATIONAL BOND 5.250000% 01/16/2050
N/A
680000.00000000
PA
USD
590377.36000000
0.049408723115
Long
DBT
NUSS
SA
N
2
2050-01-16
Fixed
5.25000000
N
N
N
N
N
N
Joint-Stock Cornpany Uzbekneftegaz
213800LUZJZFLJD4MJ51
UZBEKNEFTEGAZ JSC 144A 4.750000% 11/16/2028
91825MAB9
592000.00000000
PA
USD
476571.84000000
0.039884331077
Long
DBT
NUSS
UZ
Y
2
2028-11-16
Fixed
4.75000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 7.125000% 06/15/2042
N/A
16750000000.00000000
PA
1097577.48000000
0.091856337117
Long
DBT
NUSS
ID
N
2
2042-06-15
Fixed
7.12500000
N
N
N
N
N
N
MALAYSIAN RINGGIT
N/A
FX Forward Contract: MYR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-199.96000000
-0.00001673466
N/A
DFE
MY
N
2
MALAYSIAN RINGGIT
N/A
719931.25000000
USD
3340481.00000000
MYR
2023-12-20
-199.96000000
N
N
N
BRK: JPMORGAN CHASE BANK
N/A
BRK: JPMORGAN CHASE PAY: 5.1975% FIXED
N/A
1675307.00000000
NC
-6402.62000000
-0.00053583572
N/A
DIR
XX
N
2
BRK: JPMORGAN CHASE BANK
N/A
Y
2033-05-15
0.00000000
PLN
0.00000000
PLN
-1675307.00000000
PLN
-6402.62000000
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 6.000000% 04/28/2028
N/A
10213200000.00000000
PA
2081929.81000000
0.174236853403
Long
DBT
NUSS
CO
N
2
2028-04-28
Fixed
6.00000000
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
1210177.25000000
0.101279819851
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
4195000.00000000
PA
USD
4169754.49000000
0.348967048895
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
900358.97000000
0.075351106032
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
117811600.00000000
PA
5968031.88000000
0.499465011159
Long
DBT
NUSS
MX
N
2
2031-05-29
Fixed
7.75000000
N
N
N
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVERNMENT BOND 2.880000% 02/25/2033
N/A
42230000.00000000
PA
5849170.83000000
0.489517521457
Long
DBT
NUSS
CN
N
2
2033-02-25
Fixed
2.88000000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 5.248000% 09/15/2028
N/A
950000.00000000
PA
215762.20000000
0.018057153815
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
169838.60000000
0.014213804475
Long
DBT
NUSS
PA
Y
2
2030-01-30
Fixed
4.50000000
N
N
N
N
N
N
PHILLIPINE PESO
N/A
FX Forward Contract: PHP/USD SETTLE 2023-12-20
N/A
1.00000000
NC
7014.01000000
0.000587002994
N/A
DFE
PH
N
2
PHILLIPINE PESO
N/A
2485788.77000000
USD
141177390.00000000
PHP
2023-12-20
7014.01000000
N
N
N
THAILAND BAHT
N/A
FX Forward Contract: THB/USD SETTLE 2023-10-06
N/A
1.00000000
NC
-14506.87000000
-0.00121408097
N/A
DFE
TH
N
2
THAILAND BAHT
N/A
713108.19000000
USD
25430579.00000000
THB
2023-10-06
-14506.87000000
N
N
N
Gobierno de Chile
549300FLZTJM5YJF8D34
REPUBLIC OF CHILE 3.500000% 01/31/2034
168863DV7
1949000.00000000
PA
USD
1609153.94000000
0.134670207324
Long
DBT
NUSS
CL
N
2
2034-01-31
Fixed
3.50000000
N
N
N
N
N
N
Ukraine
6354001WLTJXOMEXPY07
GOVERNMENT OF UKRAINE 9.990000% 05/22/2024
N/A
89181000.00000000
PA
1757536.21000000
0.147088330020
Long
DBT
NUSS
UA
N
2
2024-05-22
Fixed
9.99000000
N
N
N
N
N
N
Royaume du Maroc
529900F3MBW9XY5K1X07
KINGDOM OF MOROCCO 6.500000% 09/08/2033
N/A
780000.00000000
PA
USD
764400.00000000
0.063972690194
Long
DBT
NUSS
MA
N
2
2033-09-08
Fixed
6.50000000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
GHANA GOVERNMENT BOND 9.250000% 02/08/2033
N/A
1267288.00000000
PA
35189.49000000
0.002945010912
Long
DBT
NUSS
GH
N
2
2033-02-08
Fixed
9.25000000
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
81000.00000000
0.006778895742
Long
DBT
NUSS
UA
Y
2
2026-11-09
Fixed
6.87500000
N
Y
N
N
N
N
Petroleos del Peru - Petroperu S.A.
549300ZMGDLC9JT2OR80
PETROLEOS DEL PERU SA 144A 5.625000% 06/19/2047
716564AB5
197000.00000000
PA
USD
118383.68000000
0.009907538572
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
465090.63000000
0.038923467798
Long
DBT
NUSS
CO
Y
2
2027-11-08
Fixed
8.37500000
N
N
N
N
N
N
CHINALCO CAPITAL HOLDINGS LIMITED
5493003PX4GYVUD3CQ19
CHINALCO CAPITAL HOLDINGS LTD 4.100000% MATURITY: PERPETUAL
N/A
224000.00000000
PA
USD
219296.10000000
0.018352906156
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
12151000.00000000
PA
3204182.25000000
0.268158239672
Long
DBT
NUSS
PE
N
2
2028-08-12
Fixed
6.35000000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/HUF SETTLE 2023-10-05
N/A
1.00000000
NC
7708.31000000
0.000645109010
N/A
DFE
XX
N
2
EURO
N/A
765390256.00000000
HUF
1977451.13000000
EUR
2023-10-05
7708.31000000
N
N
N
Republic of the Philippines
529900RAHBALMYIJ3T08
REPUBLIC OF PHILIPPINES 1.950000% 01/06/2032
718286CN5
4660000.00000000
PA
USD
3557000.37000000
0.297685613149
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
255991.34000000
0.021423933393
Long
DBT
NUSS
ZA
N
2
2047-09-27
Fixed
5.65000000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.733000% 06/15/2028
N/A
5505000.00000000
PA
1169467.63000000
0.097872828867
Long
DBT
NUSS
MY
N
2
2028-06-15
Fixed
3.73300000
N
N
N
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
142904.62000000
0.011959697779
Long
DBT
NUSS
CL
N
2
2050-08-18
Fixed
3.06800000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 5.650000% 09/27/2047
836205AX2
560000.00000000
PA
USD
371386.40000000
0.031081354146
Long
DBT
NUSS
ZA
N
2
2047-09-27
Fixed
5.65000000
N
N
N
N
N
N
INDONESIA RUPIAH
N/A
FX Forward Contract: IDR/USD SETTLE 2023-10-20
N/A
1.00000000
NC
-12044.54000000
-0.00100800840
N/A
DFE
ID
N
2
INDONESIA RUPIAH
N/A
1712273.59000000
USD
26302234584.00000000
IDR
2023-10-20
-12044.54000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/MXN SETTLE 2023-11-13
N/A
1.00000000
NC
USD
-350.97000000
-0.00002937270
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1579000.00000000
MXN
89889.88000000
USD
2023-11-13
-350.97000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
JPMORGAN CHASE BANK NA MTN 7.500000% 06/15/2035
ZR7661609
28736000000.00000000
PA
1947596.11000000
0.162994456526
Long
DBT
CORP
US
Y
2
2035-06-15
Fixed
7.50000000
N
N
N
N
N
N
WE SODA INVESTMENTS HOLDING PLC
984500SE38C07DB47A90
9.500000% 10/06/2028
92943TAA1
327000.00000000
PA
USD
329452.50000000
0.027571903082
Long
DBT
CORP
TR
Y
2
2028-10-06
Fixed
9.50000000
N
N
N
N
N
N
Gobierno de Chile
549300FLZTJM5YJF8D34
REPUBLIC OF CHILE 4.950000% 01/05/2036
168863DZ8
5536061.00000000
PA
USD
5077403.11000000
0.424928226253
Long
DBT
NUSS
CL
N
2
2036-01-05
Fixed
4.95000000
N
N
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
BONOS DE TESORERIA 6.150000% 08/12/2032
N/A
6760000.00000000
PA
1658220.38000000
0.138776581166
Long
DBT
NUSS
PE
N
2
2032-08-12
Fixed
6.15000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2023-10-03
N/A
1.00000000
NC
USD
4762.99000000
0.000398614970
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1477829.00000000
BRL
300021.72000000
USD
2023-10-03
4762.99000000
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT INTERNATIONAL BOND 144A 3.125000% 09/21/2051
445545AN6
299000.00000000
PA
USD
164838.70000000
0.013795362489
Long
DBT
NUSS
HU
Y
2
2051-09-21
Fixed
3.12500000
N
N
N
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
3337.42000000
0.000279308916
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
564199.33000000
USD
10765524.00000000
ZAR
2023-12-20
3337.42000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/RON SETTLE 2023-11-13
N/A
1.00000000
NC
USD
2168.19000000
0.000181455974
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
853500.00000000
RON
183758.39000000
USD
2023-11-13
2168.19000000
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
REPUBLIC OF PERU 3.750000% 03/01/2030
JK2053607
200000.00000000
PA
200073.69000000
0.016744181300
Long
DBT
NUSS
PE
N
2
2030-03-01
Fixed
3.75000000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.519000% 04/20/2028
N/A
1999000.00000000
PA
422015.61000000
0.035318516320
Long
DBT
NUSS
MY
N
2
2028-04-20
Fixed
3.51900000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 8.375000% 03/15/2034
N/A
14690000000.00000000
PA
1058392.88000000
0.088576975165
Long
DBT
NUSS
ID
N
2
2034-03-15
Fixed
8.37500000
N
N
N
N
N
N
Kingdom of Bahrain
549300RODM1WN85LFQ95
BAHRAIN GOVERNMENT INTERNATIONAL BOND MTN 5.250000% 01/25/2033
N/A
1280000.00000000
PA
USD
1090375.68000000
0.091253617964
Long
DBT
NUSS
BH
N
2
2033-01-25
Fixed
5.25000000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIA GOVERNMENT BOND 4.750000% 10/11/2034
N/A
2535000.00000000
PA
447644.96000000
0.037463438439
Long
DBT
NUSS
RO
N
2
2034-10-11
Fixed
4.75000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZMW SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-1671.63000000
-0.00013989883
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
4438026.45000000
ZMW
208358.05000000
USD
2023-12-20
-1671.63000000
N
N
N
The State of Qatar
52990074F6OJOAXK4P65
QATAR GOVERNMENT INTERNATIONAL BOND 144A 4.817000% 03/14/2049
74727PBB6
2782000.00000000
PA
USD
2411632.34000000
0.201829681514
Long
DBT
NUSS
QA
Y
2
2049-03-14
Fixed
4.81700000
N
N
N
N
N
N
BRK - BARCLAYS BANK PLC
N/A
BRK - BARCLAYS BANK PLC PAY - 1M MXIBOR 28D MEXICAN INTERBANK RATE
N/A
22189061.00000000
NC
-33915.67000000
-0.00283840482
N/A
DIR
XX
N
2
BRK - BARCLAYS BANK PLC
N/A
Y
2028-08-17
0.00000000
MXN
0.00000000
MXN
-22189061.00000000
MXN
-33915.67000000
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA 3.875000% 02/15/2061
195325DX0
1035000.00000000
PA
USD
535014.57000000
0.044775407294
Long
DBT
NUSS
CO
N
2
2061-02-15
Fixed
3.87500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CZK SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-462.20000000
-0.00003868155
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
7890000.00000000
CZK
342009.27000000
USD
2023-12-20
-462.20000000
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2023-11-20
N/A
1.00000000
NC
-87652.12000000
-0.00733561213
N/A
DFE
HU
N
2
HUNGARIAN FORINT
N/A
2876177.55000000
USD
1031224700.00000000
HUF
2023-11-20
-87652.12000000
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
REPUBLIC OF GHANA 10.750000% 10/14/2030
N/A
1570000.00000000
PA
USD
1050298.60000000
0.087899564298
Long
DBT
NUSS
GH
N
2
2030-10-14
Fixed
10.75000000
N
N
N
N
N
N
United States of America
N/A
US 2YR NOTE (CBT) DEC23 FINANCIAL COMMODITY FUTURE.
N/A
61.00000000
NC
USD
12365367.19000000
1.034858456811
N/A
DIR
US
N
1
US 2YR NOTE (CBT) DEC23
N/A
Long
U.S. Treasury Futures
US 2-YEAR NOTE (Globex) Dec 2023
2024-01-01
12420741.31000000
USD
-55374.12000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/MXN SETTLE 2023-11-13
N/A
1.00000000
NC
USD
-13832.34000000
-0.00115762951
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
24809800.00000000
MXN
1404063.38000000
USD
2023-11-13
-13832.34000000
N
N
N
Petroleos del Peru - Petroperu S.A.
549300ZMGDLC9JT2OR80
PETROLEOS DEL PERU SA 4.750000% 06/19/2032
P7808BAA5
3211000.00000000
PA
USD
2260741.16000000
0.189201587962
Long
DBT
NUSS
PE
N
2
2032-06-19
Fixed
4.75000000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-13642.49000000
-0.00114174095
N/A
DFE
XX
N
2
EURO
N/A
3020790.11000000
USD
2830000.00000000
EUR
2023-12-20
-13642.49000000
N
N
N
Republic of Zambia
213800DMLAZ6LGMMD849
ZAMBIA GOVERNMENT INTERNATIONAL BOND 144A 5.375000% 09/20/2022
988895AA6
299000.00000000
PA
USD
146587.74000000
0.012267938353
Long
DBT
NUSS
ZM
Y
2
2023-09-20
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
590100.00000000
0.049385510836
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
333147.08000000
0.027881102744
Long
DBT
NUSS
AE
N
2
2050-09-09
Fixed
3.90000000
N
N
N
N
N
N
Republika Srbija
254900W94OCY91V32O78
SERBIA INTERNATIONAL BOND 144A 6.500000% 09/26/2033
817477AH5
286000.00000000
PA
USD
271851.01000000
0.022751230300
Long
DBT
NUSS
RS
Y
2
2033-09-26
Fixed
6.50000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2023-12-11
N/A
1.00000000
NC
USD
61022.11000000
0.005106944712
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
47109796.17000000
BRL
9392279.63000000
USD
2023-12-11
61022.11000000
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEX BONOS DESARR FIX RT 7.500000% 05/26/2033
N/A
10000000.00000000
PA
488667.03000000
0.040896578386
Long
DBT
NUSS
MX
N
2
2033-05-26
Fixed
7.50000000
N
N
N
N
N
N
Royaume du Maroc
529900F3MBW9XY5K1X07
KINGDOM OF MOROCCO 4.000000% 12/15/2050
N/A
305000.00000000
PA
USD
188337.50000000
0.015761978727
Long
DBT
NUSS
MA
N
2
2050-12-15
Fixed
4.00000000
N
N
N
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2023-11-13
N/A
1.00000000
NC
-379.64000000
-0.00003177209
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
115638.31000000
USD
2179000.00000000
ZAR
2023-11-13
-379.64000000
N
N
N
RELIANCE INDUSTRIES LIMITED
5493003UOETFYRONLG31
RELIANCE INDUSTRIES LTD 144A 2.875000% 01/12/2032
759470BB2
550000.00000000
PA
USD
438859.39000000
0.036728173463
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
284587.03000000
0.023817108717
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
833600.23000000
0.069764062349
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
3326000.00000000
PA
851283.07000000
0.071243940482
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
471137.15000000
0.039429501486
Long
DBT
NUSS
KW
Y
2
2172-05-27
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
206515.41000000
0.017283289304
Long
DBT
NUSS
LK
N
2
2023-04-18
Fixed
5.75000000
Y
N
N
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 3.350000% 06/17/2033
N/A
7000000.00000000
PA
193998.48000000
0.016235746545
Long
DBT
NUSS
TH
N
2
2033-06-17
Fixed
3.35000000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2023-10-04
N/A
1.00000000
NC
3737.24000000
0.000312769880
N/A
DFE
XX
N
2
EURO
N/A
495229.05000000
USD
471261.00000000
EUR
2023-10-04
3737.24000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-10-04
N/A
1.00000000
NC
USD
21101.66000000
0.001765999421
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1399211.29000000
EUR
1502572.15000000
USD
2023-10-04
21101.66000000
N
N
N
UZAUTO MOTORS Joint Stock Company
25490082QA3E2MKBZI88
UZAUTO MOTORS AJ 144A 4.850000% 05/04/2026
46653NAA0
1310000.00000000
PA
USD
1138128.00000000
0.095250013011
Long
DBT
NUSS
UZ
Y
2
2026-05-04
Fixed
4.85000000
N
N
N
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2023-10-03
N/A
1.00000000
NC
-5909.65000000
-0.00049457902
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
419084.55000000
USD
2068023.00000000
BRL
2023-10-03
-5909.65000000
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2023-11-13
N/A
1.00000000
NC
-2096.20000000
-0.00017543112
N/A
DFE
MX
N
2
MEXICAN PESO
N/A
288826.63000000
USD
5017100.00000000
MXN
2023-11-13
-2096.20000000
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 6.375000% 09/18/2033
N/A
474000.00000000
PA
491810.57000000
0.041159661471
Long
DBT
NUSS
RO
N
2
2033-09-18
Fixed
6.37500000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEX BONOS DESARR FIX RT 8.500000% 11/18/2038
N/A
72605000.00000000
PA
3680990.15000000
0.308062326628
Long
DBT
NUSS
MX
N
2
2038-11-18
Fixed
8.50000000
N
N
N
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 3.400000% 06/17/2036
N/A
43900000.00000000
PA
1207921.75000000
0.101091056896
Long
DBT
NUSS
TH
N
2
2036-06-17
Fixed
3.40000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT INTERNATIONAL BOND MTN 4.750000% 04/16/2026
N/A
524000.00000000
PA
386690.71000000
0.032362172935
Long
DBT
NUSS
EG
Y
2
2026-04-16
Fixed
4.75000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CZK SETTLE 2023-12-20
N/A
1.00000000
NC
USD
193872.34000000
0.016225189879
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
116820000.00000000
CZK
5264533.57000000
USD
2023-12-20
193872.34000000
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 1.25% 3/12/28
N/A
56563000.00000000
PA
1657176.62000000
0.138689228818
Long
DBT
USGA
TH
N
2
2028-03-12
Fixed
1.25000000
N
N
N
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY 6.750000% 09/25/2052
N/A
201000.00000000
PA
USD
190527.90000000
0.015945293459
Long
DBT
NUSS
HU
N
2
2052-09-25
Fixed
6.75000000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/HUF SETTLE 2023-11-14
N/A
1.00000000
NC
1075.73000000
0.000090027919
N/A
DFE
XX
N
2
EURO
N/A
43663193.00000000
HUF
112458.94000000
EUR
2023-11-14
1075.73000000
N
N
N
BRK - BNP PARIBAS PARIBAS
N/A
BRK - BNP PARIBAS PARIBAS REC - 10.17%
N/A
9344026.00000000
NC
-35759.11000000
-0.00299268245
N/A
DIR
XX
N
2
BRK - BNP PARIBAS PARIBAS
N/A
Y
2027-01-04
0.00000000
BRL
0.00000000
BRL
-9344026.00000000
BRL
-35759.11000000
N
N
N
Gobierno de la Republica Dominicana
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC 9.750000% 06/05/2026
N/A
19150000.00000000
PA
338496.48000000
0.028328794409
Long
DBT
NUSS
DO
N
2
2026-06-05
Fixed
9.75000000
N
N
N
N
N
N
Gobierno de la Republica Dominicana
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC 5.875000% 01/30/2060
P3579ECG0
586000.00000000
PA
USD
418598.01000000
0.035032497134
Long
DBT
NUSS
DO
N
2
2060-01-30
Fixed
5.87500000
N
N
N
N
N
N
ROMANIAN LEU
N/A
FX Forward Contract: RON/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-127679.90000000
-0.01068553988
N/A
DFE
RO
N
2
ROMANIAN LEU
N/A
9163150.67000000
USD
42480000.00000000
RON
2023-12-20
-127679.90000000
N
N
N
Republica del Ecuador
5299003Y2U5XK0A35H71
REPUBLIC OF ECUADOR 6.000000% 07/31/2030
N/A
659258.00000000
PA
USD
335167.24000000
0.028050170078
Long
DBT
NUSS
EC
N
2
2030-07-31
Fixed
6.00000000
N
N
N
N
N
N
The State of Qatar
52990074F6OJOAXK4P65
STATE OF QATAR 4.817000% 03/14/2049
N/A
2337000.00000000
PA
USD
2025875.19000000
0.169545638281
Long
DBT
NUSS
QA
N
2
2049-03-14
Fixed
4.81700000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 13.250000% 02/09/2033
N/A
12577500000.00000000
PA
3358139.82000000
0.281042959621
Long
DBT
NUSS
CO
N
2
2033-02-09
Fixed
13.25000000
N
N
N
N
N
N
Ceska republika
3157007EFDLQABN47912
CZECH REPUBLIC 1.750000% 06/23/2032
N/A
18680000.00000000
PA
642204.17000000
0.053746112518
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
660666.18000000
0.055291199444
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
543951.09000000
0.045523305287
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
494132.42000000
0.041353977262
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
506000.00000000
PA
USD
321866.60000000
0.026937038573
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
184502.81000000
0.015441053249
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
114091.25000000
0.009548304801
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
888202.90000000
0.074333763672
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
1128892.50000000
0.094477093361
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
773594.98000000
0.064742218722
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
727666.64000000
0.060898472691
Long
DBT
CORP
CO
Y
2
2024-09-10
Fixed
7.62500000
N
N
N
N
N
N
BRK: GOLDMAN SACHS INTERNATIONAL
N/A
BRK: GOLDMAN SACHS INTERNATIONAL PAY: 10.27% FIXED
N/A
12402628408.00000000
NC
-11972.96000000
-0.00100201787
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS INTERNATIONAL
N/A
Y
2025-06-05
0.00000000
COP
0.00000000
COP
-12402628408.00000000
COP
-11972.96000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PEN SETTLE 2023-10-18
N/A
1.00000000
NC
USD
21811.66000000
0.001825419371
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
3749945.00000000
PEN
1010766.85000000
USD
2023-10-18
21811.66000000
N
N
N
BRK: JP MORGAN SECURITIES PLC
N/A
BRK: JP MORGAN SECURITIES PLC PAY: 10.2905% FIXED
N/A
5000000000.00000000
NC
-5463.57000000
-0.00045724656
N/A
DIR
XX
N
2
BRK: JP MORGAN SECURITIES PLC
N/A
Y
2025-06-07
0.00000000
COP
0.00000000
COP
-5000000000.00000000
COP
-5463.57000000
N
N
N
Republika Srbija
254900W94OCY91V32O78
REPUBLIC OF SERBIA 1.650000% 03/03/2033
N/A
522000.00000000
PA
360171.21000000
0.030142754100
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
719657.92000000
0.060228222347
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
544699.01000000
0.045585898764
Long
DBT
NUSS
KZ
N
2
2030-04-24
Fixed
5.37500000
N
N
N
N
N
N
BRK - GOLDMAN SACH
N/A
BRK - GOLDMAN SACH REC - 6M BUDAPEST INTERBANK OFFER RATE(BUBOR)
N/A
1588844257.00000000
NC
-37864.03000000
-0.00316884335
N/A
DIR
XX
N
2
BRK - GOLDMAN SACH
N/A
Y
2025-07-03
0.00000000
HUF
0.00000000
HUF
-1588844257.00000000
HUF
-37864.03000000
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2023-11-13
N/A
1.00000000
NC
20692.30000000
0.001731740054
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
1415333.36000000
USD
27148500.00000000
ZAR
2023-11-13
20692.30000000
N
N
N
The Commonwealth of The Bahamas
549300W13SXC7EKNJC20
COMMONWEALTH OF BAHAMAS 6.000000% 11/21/2028
P06518AG2
950000.00000000
PA
USD
781598.51000000
0.065412034715
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
1900000.00000000
PA
1562413.10000000
0.130758463111
Long
DBT
NUSS
RO
N
2
2035-10-29
Fixed
3.87500000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.828000% 07/05/2034
N/A
30699000.00000000
PA
6386638.46000000
0.534498225517
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
456034.20000000
0.038165534529
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
392000.00000000
PA
USD
347523.68000000
0.029084281417
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
729400000.00000000
PA
1213169.22000000
0.101530218033
Long
DBT
NUSS
HU
N
2
2038-10-27
Fixed
3.00000000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2023-10-04
N/A
1.00000000
NC
-10151.03000000
-0.00084954042
N/A
DFE
XX
N
2
EURO
N/A
827138.57000000
USD
771624.00000000
EUR
2023-10-04
-10151.03000000
N
N
N
Republica de Mocambique
213800759WLKYIKPER73
MOZAMBIQUE INTERNATIONAL BOND 144A 9.000000% 09/15/2031
N/A
1356000.00000000
PA
USD
1060134.36000000
0.088722719749
Long
DBT
NUSS
MZ
Y
2
2031-09-15
Fixed
9.00000000
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
442346.77000000
0.037020032542
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 PT / MINERAL INDUSTRI I 4.750000% 05/15/2025
74445PAE2
240000.00000000
PA
USD
234480.00000000
0.019623647824
Long
DBT
NUSS
ID
Y
2
2025-05-15
Fixed
4.75000000
N
N
N
N
N
N
BRK: BOFA MERRILL LYNCH
N/A
BRK: BOFA MERRILL LYNCH PAY: WIBR6M - GPW BENCHMARK
N/A
27500000.00000000
NC
58711.99000000
0.004913610605
N/A
DIR
XX
N
2
BRK: BOFA MERRILL LYNCH
N/A
Y
2025-08-01
668.11000000
PLN
0.00000000
PLN
-27500000.00000000
PLN
58043.88000000
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
PERU GOVERNMENT BOND 144A 7.300000% 08/12/2033
N/A
1563000.00000000
PA
411445.71000000
0.034433920640
Long
DBT
NUSS
PE
Y
2
2033-08-12
Fixed
7.30000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-35077.58000000
-0.00293564515
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
19667649.60000000
CNY
2697224.64000000
USD
2023-12-20
-35077.58000000
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
220658.38000000
0.018466915466
Long
DBT
NUSS
CL
Y
2
2026-04-27
Fixed
4.05000000
N
N
N
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/USD SETTLE 2023-11-13
N/A
1.00000000
NC
-143779.79000000
-0.01203294081
N/A
DFE
PA
N
2
POLISH ZLOTY
N/A
2404589.83000000
USD
9875750.00000000
PLN
2023-11-13
-143779.79000000
N
N
N
Republic of the Philippines
529900RAHBALMYIJ3T08
REPUBLIC OF PHILIPPINES 5.609000% 04/13/2033
718286CT2
210000.00000000
PA
USD
210413.29000000
0.017609503157
Long
DBT
NUSS
PH
N
2
2033-04-13
Fixed
5.60900000
N
N
N
N
N
N
Republica de Mocambique
213800759WLKYIKPER73
REPUBLIC OF MOZAMBIQUE 9.000000% 09/15/2031
N/A
200000.00000000
PA
USD
156362.00000000
0.013085946865
Long
DBT
NUSS
MZ
N
2
2031-09-15
Fixed
9.00000000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2023-10-04
N/A
1.00000000
NC
-10215.37000000
-0.00085492503
N/A
DFE
XX
N
2
EURO
N/A
626360.03000000
USD
581933.00000000
EUR
2023-10-04
-10215.37000000
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2023-11-13
N/A
1.00000000
NC
-9279.12000000
-0.00077657021
N/A
DFE
MX
N
2
MEXICAN PESO
N/A
709505.80000000
USD
12252300.00000000
MXN
2023-11-13
-9279.12000000
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
533975.00000000
0.044688405607
Long
DBT
NUSS
BR
Y
2
2028-05-07
Fixed
5.00000000
N
N
N
N
N
N
ISRAELI SHEKEL
N/A
FX Forward Contract: ILS/USD SETTLE 2023-11-21
N/A
1.00000000
NC
-27687.29000000
-0.00231715126
N/A
DFE
IL
N
2
ISRAELI SHEKEL
N/A
2071602.96000000
USD
7760639.00000000
ILS
2023-11-21
-27687.29000000
N
N
N
Petroleos de Venezuela, S.A.
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA 6.000000% 05/16/2024
P7807HAT2
8101936.00000000
PA
USD
425351.64000000
0.035597708908
Long
DBT
NUSS
VE
N
2
2024-05-16
Fixed
6.00000000
Y
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/IDR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
16463.03000000
0.001377792147
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
17580054547.00000000
IDR
1151378.61000000
USD
2023-12-20
16463.03000000
N
N
N
Republic of the Philippines
529900RAHBALMYIJ3T08
REPUBLIC OF PHILIPPINES 5.000000% 01/13/2037
718286BW6
464000.00000000
PA
USD
429960.84000000
0.035983453182
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
11444000.00000000
PA
2223086.15000000
0.186050237505
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
34941.10000000
0.002924223136
N/A
DIR
XX
N
2
BRK: BNP PARIBAS
N/A
Y
2026-01-02
0.00000000
BRL
0.00000000
BRL
-7697191.00000000
BRL
34941.10000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/UYU SETTLE 2023-11-10
N/A
1.00000000
NC
USD
7620.66000000
0.000637773575
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
18613425.00000000
UYU
489569.31000000
USD
2023-11-10
7620.66000000
N
N
N
Ceska republika
3157007EFDLQABN47912
CZECH REPUBLIC 6.200000% 06/16/2031
N/A
12770000.00000000
PA
605559.13000000
0.050679286522
Long
DBT
NUSS
CZ
N
2
2031-06-16
Fixed
6.20000000
N
N
N
N
N
N
Republica Argentina
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA 0.750000% 07/09/2030
040114HS2
4730000.00000000
PA
USD
1344891.07000000
0.112554028998
Long
DBT
NUSS
AR
N
2
2030-07-09
Fixed
0.75000000
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
325626.79000000
PA
USD
249719.93000000
0.020899078646
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
-48360.26000000
-0.00404727358
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2025-01-02
0.00000000
BRL
0.00000000
BRL
-4102283.00000000
BRL
-48360.26000000
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 6.000000% 04/28/2028
N/A
8458200000.00000000
PA
1724178.39000000
0.144296611699
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
467240.66000000
0.039103403961
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
600000.00000000
PA
380888.29000000
0.031876567994
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
1188000000.00000000
PA
76319.49000000
0.006387183529
Long
DBT
NUSS
ID
N
2
2028-08-15
Fixed
6.37500000
N
N
N
N
N
N
Federal Republic of Nigeria
549300GSBZD84TNEQ285
NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.375000% 03/24/2029
N/A
346000.00000000
PA
USD
295830.00000000
0.024758033673
Long
DBT
NUSS
NG
N
2
2029-03-24
Fixed
8.37500000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA 8.000000% 04/20/2033
195325EF8
576000.00000000
PA
USD
568732.62000000
0.047597273289
Long
DBT
NUSS
CO
N
2
2033-04-20
Fixed
8.00000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
REPUBLIC OF INDONESIA 5.650000% 01/11/2053
455780DS2
3113000.00000000
PA
USD
2957457.99000000
0.247509868861
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
209845.50000000
0.017561984772
Long
DBT
NUSS
CN
N
2
2031-05-27
Fixed
3.02000000
N
N
N
N
N
N
Joint Stock Company National Company KazMunayGas
2138001H1M69RFJCSH88
KAZMUNAYGAS NATIONAL CO JSC 144A 5.750000% 04/19/2047
48667QAP0
758000.00000000
PA
USD
588981.16000000
0.049291875038
Long
DBT
NUSS
KZ
Y
2
2047-04-19
Fixed
5.75000000
N
N
N
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
POLAND GOVERNMENT BOND 1.750000% 04/25/2032
N/A
833000.00000000
PA
139167.61000000
0.011646947147
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
85949965.00000000
PA
3188097.05000000
0.266812068144
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
330000.00000000
PA
USD
286770.00000000
0.023999801631
Long
DBT
NUSS
GH
Y
2
2026-05-15
Fixed
10.25000000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
GHANA GOVERNMENT BOND 8.950000% 02/11/2031
N/A
1267675.00000000
PA
38728.55000000
0.003241195095
Long
DBT
NUSS
GH
N
2
2031-02-11
Fixed
8.95000000
N
N
N
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
634687.50000000
0.053117041873
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
450000.00000000
PA
96659.07000000
0.008089404421
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
454957.00000000
0.038075383585
Long
DBT
NUSS
HK
N
2
2029-07-18
Fixed
4.12500000
N
N
N
N
N
N
HAZINE MUSTESARLIGI VARLIK KIRALAMA ANONIM SIRKETI
6354003QFJP7RDXEOZ20
HAZINE MUSTESARLIGI VARL 9.758000% 11/13/2025
N/A
432000.00000000
PA
USD
448096.32000000
0.037501212789
Long
DBT
NUSS
TR
N
2
2025-11-13
Fixed
9.75800000
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
294356.01000000
0.024634675346
Long
DBT
NUSS
PA
N
2
2054-03-28
Fixed
6.85300000
N
N
N
N
N
N
ROMANIAN LEU
N/A
FX Forward Contract: KZT/USD SETTLE 2023-12-28
N/A
1.00000000
NC
4401.65000000
0.000368374400
N/A
DFE
RO
N
2
ROMANIAN LEU
N/A
508296.06000000
USD
252368996.00000000
KZT
2023-12-28
4401.65000000
N
N
N
MC Brazil Downstream Trading S.a r.l.
213800T2A7R9TYNXZI63
MC BRAZIL DOWNSTREAM TRADING SARL 144A 7.250000% 06/30/2031
55292WAA8
858031.42000000
PA
USD
658015.72000000
0.055069382258
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
432000.00000000
PA
252885.41000000
0.021163997891
Long
DBT
NUSS
EG
N
2
2030-04-16
Fixed
5.62500000
N
N
N
N
N
N
Magyar Export-Import Bank Zartkoruen Mukodo Reszvenytarsasag
529900O4UGETQ9Q3AA63
MAGYAR EXPORT-IMPORT BANK ZRT 144A 6.125000% 12/04/2027
55977YAA6
231000.00000000
PA
USD
227073.00000000
0.019003755469
Long
DBT
NUSS
HU
Y
2
2027-12-04
Fixed
6.12500000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
GHANA GOVERNMENT BOND 10.000000% 02/02/2038
N/A
505216.00000000
PA
13209.31000000
0.001105488090
Long
DBT
NUSS
GH
N
2
2038-02-02
Fixed
10.00000000
N
N
N
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY 6.125000% 05/22/2028
N/A
2297000.00000000
PA
USD
2288524.07000000
0.191526741670
Long
DBT
NUSS
HU
N
2
2028-05-22
Fixed
6.12500000
N
N
N
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/EUR SETTLE 2023-11-14
N/A
1.00000000
NC
-3775.03000000
-0.00031593252
N/A
DFE
HU
N
2
HUNGARIAN FORINT
N/A
1832908.12000000
EUR
716725729.00000000
HUF
2023-11-14
-3775.03000000
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2023-10-04
N/A
1.00000000
NC
-834.29000000
-0.00006982178
N/A
DFE
XX
N
2
EURO
N/A
805246.58000000
USD
759747.00000000
EUR
2023-10-04
-834.29000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/IDR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
9781.57000000
0.000818620286
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
10605540000.00000000
IDR
694443.42000000
USD
2023-12-20
9781.57000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZMW SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-7491.89000000
-0.00062699680
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
4505269.28000000
ZMW
205720.06000000
USD
2023-12-20
-7491.89000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/UYU SETTLE 2023-11-10
N/A
1.00000000
NC
USD
8602.70000000
0.000719960572
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
19373157.00000000
UYU
510222.73000000
USD
2023-11-10
8602.70000000
N
N
N
Gobierno de la Republica de Panama
549300SHS4T08CL0LP14
REPUBLIC OF PANAMA 6.400000% 02/14/2035
698299BT0
1562000.00000000
PA
USD
1512065.34000000
0.126544855507
Long
DBT
NUSS
PA
N
2
2035-02-14
Fixed
6.40000000
N
N
N
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
POLAND GOVERNMENT BOND 2.500000% 07/25/2026
N/A
8000000.00000000
PA
1712530.21000000
0.143321774689
Long
DBT
NUSS
PL
N
2
2026-07-25
Fixed
2.50000000
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
369813.54000000
0.030949721381
Long
DBT
NUSS
SA
Y
2
2036-08-31
Fixed
3.54500000
N
N
N
N
N
N
The Hashemite Kingdom of Jordan
5493000JZ4MYPVMBVN50
KINGDOM OF JORDAN 7.375000% 10/10/2047
N/A
467000.00000000
PA
USD
384434.40000000
0.032173342191
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
1517000.00000000
PA
USD
1298491.32000000
0.108670830631
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
1828877.55000000
0.153058891823
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
319354.86000000
0.026726830875
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
476177.13000000
0.039851297769
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
803226.90000000
0.067222116208
Long
DBT
NUSS
QA
N
2
2030-04-16
Fixed
3.75000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT INTERNATIONAL BOND MTN 5.800000% 09/30/2027
03846JAD2
1545000.00000000
PA
USD
1013563.26000000
0.084825181089
Long
DBT
NUSS
EG
Y
2
2027-09-30
Fixed
5.80000000
N
N
N
N
N
N
Gobierno de la Republica Dominicana
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC 11.250000% 09/15/2035
25714PEW4
30550000.00000000
PA
552643.05000000
0.046250736035
Long
DBT
NUSS
DO
Y
2
2035-09-15
Fixed
11.25000000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEX BONOS DESARR FIX RT 7.750000% 11/13/2042
N/A
53123500.00000000
PA
2461407.68000000
0.205995383248
Long
DBT
NUSS
MX
N
2
2042-11-13
Fixed
7.75000000
N
N
N
N
N
N
CZECH REPUBLIC KORUNA
N/A
FX Forward Contract: CZK/USD SETTLE 2023-11-13
N/A
1.00000000
NC
-18184.75000000
-0.00152188301
N/A
DFE
CZ
N
2
CZECH REPUBLIC KORUNA
N/A
1984683.26000000
USD
45289559.00000000
CZK
2023-11-13
-18184.75000000
N
N
N
Romania
315700IASY927EDWBK92
ROMANIA GOVERNMENT BOND 8.750000% 10/30/2028
N/A
2890000.00000000
PA
663908.97000000
0.055562588769
Long
DBT
NUSS
RO
N
2
2028-10-30
Fixed
8.75000000
N
N
N
N
N
N
INDIA RUPEE
N/A
FX Forward Contract: INR/USD SETTLE 2023-10-11
N/A
1.00000000
NC
-2360.96000000
-0.00019758890
N/A
DFE
IN
N
2
INDIA RUPEE
N/A
752153.12000000
USD
62285800.00000000
INR
2023-10-11
-2360.96000000
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 144A 7.690000% 01/23/2050
71654QCW0
237000.00000000
PA
USD
152243.14000000
0.012741239180
Long
DBT
NUSS
MX
Y
2
2050-01-23
Fixed
7.69000000
N
N
N
N
N
N
SINGAPORE DOLLAR
N/A
FX Forward Contract: SGD/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-20167.90000000
-0.00168785298
N/A
DFE
SG
N
2
SINGAPORE DOLLAR
N/A
6301513.40000000
USD
8540000.00000000
SGD
2023-12-20
-20167.90000000
N
N
N
Gobierno de la Republica de Panama
549300SHS4T08CL0LP14
REPUBLIC OF PANAMA 6.853000% 03/28/2054
698299BV5
877000.00000000
PA
USD
814354.02000000
0.068153345669
Long
DBT
NUSS
PA
N
2
2054-03-28
Fixed
6.85300000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
REPUBLIC OF GHANA 8.625000% 04/07/2034
N/A
287000.00000000
PA
USD
126193.90000000
0.010561176437
Long
DBT
NUSS
GH
N
2
2034-04-07
Fixed
8.62500000
Y
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/THB SETTLE 2023-10-06
N/A
1.00000000
NC
USD
-18457.10000000
-0.00154467600
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
72005256.00000000
THB
1959593.31000000
USD
2023-10-06
-18457.10000000
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 6.350000% 02/12/2048
P78625DE0
678000.00000000
PA
USD
386822.80000000
0.032373227556
Long
DBT
NUSS
MX
N
2
2048-02-12
Fixed
6.35000000
N
N
N
N
N
N
Royaume du Maroc
529900F3MBW9XY5K1X07
MOROCCO GOVERNMENT INTERNATIONAL BOND 144A 5.950000% 03/08/2028
617726AN4
1314000.00000000
PA
USD
1294290.00000000
0.108319221862
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
82536.56000000
0.006907490558
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
696536.87000000
0.058293220033
Long
DBT
NUSS
BR
N
2
2047-02-21
Fixed
5.62500000
N
N
N
N
N
N
BRK: JPMORGAN CHASE BANK
N/A
BRK: JPMORGAN CHASE BANK PAY: MXN-TIIE-BANXICO 28D
N/A
241000000.00000000
NC
-243899.77000000
-0.02041198904
N/A
DIR
XX
N
2
BRK: JPMORGAN CHASE BANK
N/A
Y
2025-07-18
0.00000000
MXN
0.00000000
MXN
-241000000.00000000
MXN
-243899.77000000
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 10.000000% 02/07/2033
P78625ED1
6389000.00000000
PA
USD
5687398.35000000
0.475978771136
Long
DBT
NUSS
MX
N
2
2033-02-07
Fixed
10.00000000
N
N
N
N
N
N
OCP SA
213800D26TAPVTCVWG40
OCP SA 144A 5.125000% 06/23/2051
67091TAE5
1611000.00000000
PA
USD
1063260.00000000
0.088984304783
Long
DBT
NUSS
MA
Y
2
2051-06-23
Fixed
5.12500000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
REPUBLIC OF GHANA 8.125000% 03/26/2032
N/A
515000.00000000
PA
USD
225564.85000000
0.018877538288
Long
DBT
NUSS
GH
N
2
2032-03-26
Fixed
8.12500000
Y
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
694924.65000000
0.058158293227
Long
DBT
NUSS
PA
N
2
2063-01-19
Fixed
4.50000000
N
N
N
N
N
N
ESKOM HOLDINGS SOC LIMITED
3789001900ED06F65111
ESKOM HOLDINGS SOC LTD MTN 7.500000% 09/15/2033
N/A
35000000.00000000
PA
1255767.35000000
0.105095258552
Long
DBT
NUSS
ZA
N
2
2033-09-15
Fixed
7.50000000
N
N
N
N
N
N
BRK: BOFA MERRILL LYNCH
N/A
BRK: BOFA MERRILL LYNCH PAY: 4.705 % FIXED
N/A
11650000.00000000
NC
59603.70000000
0.004988237878
N/A
DIR
XX
N
2
BRK: BOFA MERRILL LYNCH
N/A
Y
2033-08-01
1241.69000000
PLN
0.00000000
PLN
-11650000.00000000
PLN
58362.01000000
N
N
N
Republic of Kenya
549300VVURQQYU45PR87
REPUBLIC OF KENYA GOVERNMENT INTERNATIONAL BOND 14 6.875000% 06/24/2024
491798AE4
1248000.00000000
PA
USD
1152428.16000000
0.096446794415
Long
DBT
NUSS
KE
Y
2
2024-06-24
Fixed
6.87500000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 4.504000% 04/30/2029
N/A
4500000.00000000
PA
989242.07000000
0.082789738973
Long
DBT
NUSS
MY
N
2
2029-04-30
Fixed
4.50400000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
REPUBLIC OF INDONESIA 4.850000% 01/11/2033
455780DR4
2034000.00000000
PA
USD
1935287.80000000
0.161964373190
Long
DBT
NUSS
ID
N
2
2033-01-11
Fixed
4.85000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 6.625000% 06/15/2035
706451BG5
3100000.00000000
PA
USD
2076382.17000000
0.173772571018
Long
DBT
NUSS
MX
N
2
2035-06-15
Fixed
6.62500000
N
N
N
N
N
N
The Hashemite Kingdom of Jordan
5493000JZ4MYPVMBVN50
JORDAN GOVERNMENT INTERNATIONAL BOND 144A 7.500000% 01/13/2029
41809JAB1
1070000.00000000
PA
USD
1043648.04000000
0.087342978460
Long
DBT
NUSS
JO
Y
2
2029-01-13
Fixed
7.50000000
N
N
N
N
N
N
Republique de Cote d'Ivoire
254900ICW11T82O6H590
IVORY COAST 6.625000% 03/22/2048
N/A
2979000.00000000
PA
2163592.15000000
0.181071180427
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 2023-10-04
N/A
1.00000000
NC
-11821.42000000
-0.00098933547
N/A
DFE
XX
N
2
EURO
N/A
824468.98000000
USD
767525.00000000
EUR
2023-10-04
-11821.42000000
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
UNITED MEXICAN STATES 3.771000% 05/24/2061
91087BAN0
1407000.00000000
PA
USD
824433.70000000
0.068996914803
Long
DBT
NUSS
MX
N
2
2061-05-24
Fixed
3.77100000
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
230000.00000000
PA
USD
231767.32000000
0.019396623442
Long
DBT
NUSS
AZ
N
2
2030-03-18
Fixed
6.95000000
N
N
N
N
N
N
COLOMBIA PESO
N/A
FX Forward Contract: COP/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-25784.22000000
-0.00215788319
N/A
DFE
CO
N
2
COLOMBIA PESO
N/A
837561.96000000
USD
3348572719.00000000
COP
2023-12-20
-25784.22000000
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/EUR SETTLE 2023-11-20
N/A
1.00000000
NC
14705.40000000
0.001230695968
N/A
DFE
PA
N
2
POLISH ZLOTY
N/A
958151.65000000
EUR
4504818.00000000
PLN
2023-11-20
14705.40000000
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
BONOS DE TESORERIA 6.350000% 08/12/2028
N/A
1353000.00000000
PA
356782.04000000
0.029859114222
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
13260000.00000000
PA
3320650.94000000
0.277905512596
Long
DBT
NUSS
PL
N
2
2028-07-25
Fixed
7.50000000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/CZK SETTLE 2023-11-21
N/A
1.00000000
NC
-5773.59000000
-0.00048319215
N/A
DFE
XX
N
2
EURO
N/A
23753718.00000000
CZK
966497.21000000
EUR
2023-11-21
-5773.59000000
N
N
N
Gobierno de la Republica Dominicana
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC 6.850000% 01/27/2045
P3579EBE6
643000.00000000
PA
USD
545855.58000000
0.045682692190
Long
DBT
NUSS
DO
N
2
2045-01-27
Fixed
6.85000000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA 3.000000% 01/30/2030
195325DR3
1571000.00000000
PA
USD
1203949.09000000
0.100758584699
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
5200000.00000000
PA
804947.13000000
0.067366082378
Long
DBT
NUSS
CN
N
2
2050-09-14
Fixed
3.81000000
N
N
N
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2023-10-16
N/A
1.00000000
NC
-739.45000000
-0.00006188462
N/A
DFE
HU
N
2
HUNGARIAN FORINT
N/A
14684.74000000
USD
5126400.00000000
HUF
2023-10-16
-739.45000000
N
N
N
Romania
315700IASY927EDWBK92
ROMANIA 5.250000% 11/25/2027
N/A
384000.00000000
PA
USD
373416.96000000
0.031251291856
Long
DBT
NUSS
RO
N
2
2027-11-25
Fixed
5.25000000
N
N
N
N
N
N
Corporacion Nacional del Cobre de Chile
549300UVMBCBCIPSUI70
CORP NACIONAL DEL COBRE DE CHILE 144A 3.700000% 01/30/2050
21987BBA5
452000.00000000
PA
USD
293029.36000000
0.024523647913
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
171696.64000000
0.014369303974
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
165565.64000000
0.013856200149
Long
DBT
NUSS
UA
N
2
2027-09-01
Fixed
7.75000000
N
Y
N
N
N
N
BRK: JPMORGAN CHASE BANK
N/A
BRK: JPMORGAN CHASE BANK PAY: 6M PRAGUE INTERBANK OFFER RATE (PRIBOR)
N/A
31280211.00000000
NC
-186.22000000
-0.00001558476
N/A
DIR
XX
N
2
BRK: JPMORGAN CHASE BANK
N/A
Y
2028-04-11
0.00000000
CZK
0.00000000
CZK
-31280211.00000000
CZK
-186.22000000
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVERNMENT BOND 3.120000% 10/25/2052
N/A
800000.00000000
PA
110794.91000000
0.009272433873
Long
DBT
NUSS
CN
N
2
2052-10-25
Fixed
3.12000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/MXN SETTLE 2023-11-13
N/A
1.00000000
NC
USD
-13179.51000000
-0.00110299412
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
24853000.00000000
MXN
1407185.12000000
USD
2023-11-13
-13179.51000000
N
N
N
Republica de Angola
549300QHR2R3J8JSGK83
REPUBLIC OF ANGOLA 9.375000% 05/08/2048
N/A
3260000.00000000
PA
USD
2397078.00000000
0.200611627768
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
232592.74000000
0.019465702900
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
1086000.00000000
PA
USD
921927.15000000
0.077156148546
Long
DBT
NUSS
DO
N
2
2045-01-27
Fixed
6.85000000
N
N
N
N
N
N
SHIMAO GROUP HOLDINGS LIMITED
254900WTJ6B5CU69ZD26
SHIMAO GROUP HOLDINGS LTD 5.200000% 01/30/2025
N/A
1406000.00000000
PA
USD
54271.60000000
0.004541994051
Long
DBT
NUSS
CN
N
2
2025-01-30
Fixed
5.20000000
Y
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT INTERNATIONAL BOND MTN 4.750000% 04/11/2025
N/A
981000.00000000
PA
835165.43000000
0.069895054048
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
8750000.00000000
PA
1877774.41000000
0.157151073503
Long
DBT
NUSS
MY
N
2
2027-11-16
Fixed
3.89900000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIA GOVERNMENT BOND 7.350000% 04/28/2031
N/A
1155000.00000000
PA
250026.28000000
0.020924717099
Long
DBT
NUSS
RO
N
2
2031-04-28
Fixed
7.35000000
N
N
N
N
N
N
Republica Oriental del Uruguay
549300RDR012H2V82H43
REPUBLICA ORIENT URUGUAY 8.250000% 05/21/2031
917288BM3
43033526.00000000
PA
1029712.43000000
0.086176706271
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
148829.56000000
0.012455556428
Long
DBT
NUSS
LB
N
2
2030-02-26
Fixed
6.65000000
Y
N
N
N
N
N
KHAZANAH GLOBAL SUKUK BERHAD
213800VIN16ILYRCKD86
KHAZANAH GLOBAL SUKUK BHD MTN 4.687000% 06/01/2028
N/A
749000.00000000
PA
USD
726130.60000000
0.060769921395
Long
DBT
NUSS
MY
N
2
2028-06-01
Fixed
4.68700000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/COP SETTLE 2023-12-20
N/A
1.00000000
NC
USD
59605.12000000
0.004988356718
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
12238720000.00000000
COP
3026576.82000000
USD
2023-12-20
59605.12000000
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
GHANA GOVERNMENT BOND 8.800000% 02/12/2030
N/A
1014287.00000000
PA
33335.43000000
0.002789844500
Long
DBT
NUSS
GH
N
2
2030-02-12
Fixed
8.80000000
N
N
N
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2023-12-20
N/A
1.00000000
NC
76570.48000000
0.006408188899
N/A
DFE
MX
N
2
MEXICAN PESO
N/A
8662969.74000000
USD
153876000.00000000
MXN
2023-12-20
76570.48000000
N
N
N
CHINESE YUAN RENMINBI
N/A
FX Forward Contract: CNY/USD SETTLE 2023-12-20
N/A
1.00000000
NC
15244.94000000
0.001275850109
N/A
DFE
CN
N
2
CHINESE YUAN RENMINBI
N/A
4550906.29000000
USD
32868056.00000000
CNY
2023-12-20
15244.94000000
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
474187.50000000
0.039684785493
Long
DBT
NUSS
BH
N
2
2028-11-07
Fixed
8.37500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/IDR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
4992.16000000
0.000417794224
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
8590991777.00000000
IDR
559600.82000000
USD
2023-12-20
4992.16000000
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT INTERNATIONAL BOND MTN 7.500000% 02/16/2061
03846JAC4
261000.00000000
PA
USD
131288.22000000
0.010987520439
Long
DBT
NUSS
EG
Y
2
2061-02-16
Fixed
7.50000000
N
N
N
N
N
N
N/A
N/A
UAH CURRENCY FV PLACEHOLDER VALUED AT BROKER QUOTE AVERAGE FROM NINETY ONE
N/A
3449656.48000000
PA
67984.17000000
0.005689600007
Long
DBT
NUSS
UA
N
2
2025-02-26
Fixed
15.84000000
Y
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
2129320.02000000
0.178202943438
Long
DBT
NUSS
SA
Y
2
2047-10-04
Fixed
4.62500000
N
N
N
N
N
N
Tencent Holdings Limited
254900N4SLUMW4XUYY11
TENCENT HOLDINGS LTD MTN 3.240000% 06/03/2050
88032WAV8
450000.00000000
PA
USD
258909.07000000
0.021668118424
Long
DBT
NUSS
CN
Y
2
2050-06-03
Fixed
3.24000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/HUF SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-9363.49000000
-0.00078363114
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1066860000.00000000
HUF
2864672.00000000
USD
2023-12-20
-9363.49000000
N
N
N
Republic of Zambia
213800DMLAZ6LGMMD849
ZAMBIA GOVERNMENT BOND 13.000000% 01/25/2031
N/A
54942000.00000000
PA
1548003.44000000
0.129552517644
Long
DBT
NUSS
ZM
N
2
2031-01-25
Fixed
13.00000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CLP SETTLE 2023-11-20
N/A
1.00000000
NC
USD
29017.71000000
0.002428494207
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
689187000.00000000
CLP
798011.88000000
USD
2023-11-20
29017.71000000
N
N
N
Qatar Energy
254900QTESJKJ3P87J26
QATARENERGY 2.250000% 07/12/2031
M8180AAD0
2576000.00000000
PA
USD
2062479.55000000
0.172609059765
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
1843315.48000000
0.154267203208
Long
DBT
NUSS
TH
N
2
2024-12-17
Fixed
1.45000000
N
N
N
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2023-11-03
N/A
1.00000000
NC
-15031.34000000
-0.00125797391
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
687815.92000000
USD
3381757.00000000
BRL
2023-11-03
-15031.34000000
N
N
N
Provincia de Buenos Aires
549300L6AYROPOTQ4L07
PROVINCIA DE BUENOS AIRES/GOVERNMENT BONDS MTN 6.375000% 09/01/2037
N/A
980000.00000000
PA
USD
318886.96000000
0.026687672290
Long
DBT
NUSS
AR
N
2
2037-09-01
Fixed
6.37500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/HUF SETTLE 2023-11-20
N/A
1.00000000
NC
USD
59311.61000000
0.004963792845
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
567043700.00000000
HUF
1592649.38000000
USD
2023-11-20
59311.61000000
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVERNMENT BOND 2.640000% 01/15/2028
N/A
58370000.00000000
PA
8015549.36000000
0.670821894225
Long
DBT
NUSS
CN
N
2
2028-01-15
Fixed
2.64000000
N
N
N
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
27536.40000000
0.002304523268
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
1917313.20000000
USD
36891575.54000000
ZAR
2023-12-20
27536.40000000
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
REPUBLIC OF PERU 1.950000% 11/17/2036
715638DX7
1550000.00000000
PA
1121896.01000000
0.093891556617
Long
DBT
NUSS
PE
N
2
2036-11-17
Fixed
1.95000000
N
N
N
N
N
N
NIGERIAN NAIRA
N/A
FX Forward Contract: NGN/USD SETTLE 2024-03-20
N/A
1.00000000
NC
-245033.32000000
-0.02050685592
N/A
DFE
NG
N
2
NIGERIAN NAIRA
N/A
822454.61000000
USD
515679040.00000000
NGN
2024-03-20
-245033.32000000
N
N
N
Gobierno de la Republica de Panama
549300SHS4T08CL0LP14
REPUBLIC OF PANAMA 2.252000% 09/29/2032
698299BN3
400000.00000000
PA
USD
289103.59000000
0.024195099943
Long
DBT
NUSS
PA
N
2
2032-09-29
Fixed
2.25200000
N
N
N
N
N
N
The Hashemite Kingdom of Jordan
5493000JZ4MYPVMBVN50
KINGDOM OF JORDAN 7.375000% 10/10/2047
N/A
200000.00000000
PA
USD
164640.00000000
0.013778733272
Long
DBT
NUSS
JO
N
2
2047-10-10
Fixed
7.37500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/MXN SETTLE 2023-11-13
N/A
1.00000000
NC
USD
6144.49000000
0.000514232803
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
4386600.00000000
MXN
256841.45000000
USD
2023-11-13
6144.49000000
N
N
N
Federal Republic of Nigeria
549300GSBZD84TNEQ285
REPUBLIC OF NIGERIA 7.875000% 02/16/2032
N/A
923000.00000000
PA
USD
725339.55000000
0.060703718364
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
73416.87000000
0.006144263055
Long
DBT
NUSS
UA
Y
2
2029-05-21
Fixed
6.87600000
N
Y
N
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/USD SETTLE 2023-11-13
N/A
1.00000000
NC
-21893.76000000
-0.00183229032
N/A
DFE
PA
N
2
POLISH ZLOTY
N/A
1970712.59000000
USD
8512899.00000000
PLN
2023-11-13
-21893.76000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NGN SETTLE 2024-03-20
N/A
1.00000000
NC
USD
153254.96000000
0.012825918467
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
400248432.00000000
NGN
601425.14000000
USD
2024-03-20
153254.96000000
N
N
N
PERUVIAN NEW SOL
N/A
FX Forward Contract: PEN/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-72638.95000000
-0.00607915887
N/A
DFE
PE
N
2
PERUVIAN NEW SOL
N/A
3012173.86000000
USD
11169170.81000000
PEN
2023-12-20
-72638.95000000
N
N
N
Gobierno de la Republica Dominicana
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC 6.500000% 02/15/2048
P3579EBY2
2468000.00000000
PA
USD
1991565.71000000
0.166674275468
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/PEN SETTLE 2023-10-18
N/A
1.00000000
NC
USD
16154.16000000
0.001351942795
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
2983826.00000000
PEN
803064.42000000
USD
2023-10-18
16154.16000000
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 8.250000% 05/15/2029
N/A
10876000000.00000000
PA
756393.96000000
0.063302664139
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
660044.62000000
0.055239181043
Long
DBT
NUSS
TH
N
2
2038-06-17
Fixed
3.30000000
N
N
N
N
N
N
BRK:JPMORGAN CHASE BANK, N.A.
N/A
BRK:JPMORGAN CHASE BANK, N.A. PAY: 6M BUBOR
N/A
1502001070.00000000
NC
12068.53000000
0.001010016131
N/A
DIR
XX
N
2
BRK:JPMORGAN CHASE BANK, N.A.
N/A
Y
2025-08-17
0.00000000
HUF
0.00000000
HUF
-1502001070.00000000
HUF
12068.53000000
N
N
N
ECOPETROL S.A.
254900IDGKCJICKBPA66
ECOPETROL SA 8.875000% 01/13/2033
279158AS8
357000.00000000
PA
USD
348714.53000000
0.029183943738
Long
DBT
NUSS
CO
N
2
2033-01-13
Fixed
8.87500000
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
419318.55000000
0.035092799178
Long
DBT
NUSS
LK
N
2
2027-05-11
Fixed
6.20000000
Y
N
N
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/EUR SETTLE 2023-11-14
N/A
1.00000000
NC
-1288.59000000
-0.00010784218
N/A
DFE
HU
N
2
HUNGARIAN FORINT
N/A
458013.32000000
EUR
178970308.00000000
HUF
2023-11-14
-1288.59000000
N
N
N
Republica de Angola
549300QHR2R3J8JSGK83
ANGOLAN GOVERNMENT INTERNATIONAL BOND MTN 9.125000% 11/26/2049
N/A
299000.00000000
PA
USD
213785.00000000
0.017891681806
Long
DBT
NUSS
AO
N
2
2049-11-26
Fixed
9.12500000
N
N
N
N
N
N
Republica de Guatemala
529900QKDFFU9UWW5315
REPUBLIC OF GUATEMALA 6.600000% 06/13/2036
P5015VAQ9
2191000.00000000
PA
USD
2100445.82000000
0.175786459593
Long
DBT
NUSS
GT
N
2
2036-06-13
Fixed
6.60000000
N
N
N
N
N
N
Republica de Costa Rica
549300S1EK2VN6XVJP58
REPUBLIC OF COSTA RICA 7% 04/04/2044
N/A
230000.00000000
PA
USD
217851.32000000
0.018231992416
Long
DBT
NUSS
CR
N
2
2044-04-04
Fixed
7.00000000
N
N
N
N
N
N
BRK: GOLDMAN SACHS AND CO. LLC
N/A
BRK: GOLDMAN SACHS AND CO. LLC PAY: BRAZIL CETIP DI INTERBANK
N/A
29931476.28000000
NC
-7691.18000000
-0.00064367539
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS AND CO. LLC
N/A
Y
2025-01-02
0.00000000
BRL
0.00000000
BRL
-29931476.28000000
BRL
-7691.18000000
N
N
N
Sultanate of Oman
549300SZ20F0QTKNQC75
OMAN GOV INTERNTL BOND 7.000000% 01/25/2051
N/A
799000.00000000
PA
USD
751644.87000000
0.062905212460
Long
DBT
NUSS
OM
N
2
2051-01-25
Fixed
7.00000000
N
N
N
N
N
N
Estado Plurinacional de Bolivia
529900TGIRPY3SZXEB56
BOLIVIA GOVERNMENT 4.500000% 03/20/2028
P37878AC2
602000.00000000
PA
USD
340954.74000000
0.028534526363
Long
DBT
NUSS
BO
N
2
2028-03-20
Fixed
4.50000000
N
N
N
N
N
N
MEDCO BELL PTE. LTD.
2549003PNDCWIWGKC768
MEDCO BELL PTE LTD 144A 6.375000% 01/30/2027
58406LAA9
466000.00000000
PA
USD
437957.91000000
0.036652728538
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
5992000.00000000
PA
1320569.03000000
0.110518515746
Long
DBT
NUSS
MY
N
2
2030-04-15
Fixed
4.49800000
N
N
N
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVT INTL BOND 3.250000% 10/19/2023
N/A
1192000.00000000
PA
USD
1190915.28000000
0.099667784216
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
427750.29000000
0.035798452096
Long
DBT
NUSS
IN
Y
2
2052-01-12
Fixed
3.62500000
N
N
N
N
N
N
Government of Mongolia
254900PW61ADCBDCLP71
MONGOLIA GOVERNMENT INTERNATIONAL BOND 144A 8.650000% 01/19/2028
60937LAG0
1499000.00000000
PA
USD
1488732.97000000
0.124592167807
Long
DBT
NUSS
MN
Y
2
2028-01-19
Fixed
8.65000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2023-10-03
N/A
1.00000000
NC
USD
22754.98000000
0.001904365889
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
2642809.00000000
BRL
550767.65000000
USD
2023-10-03
22754.98000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2023-11-20
N/A
1.00000000
NC
USD
1086.05000000
0.000090891601
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
311000.00000000
BRL
62830.82000000
USD
2023-11-20
1086.05000000
N
N
N
AZARBAYJAN RESPUBLIKASI DOVLAT NEFT SHIRKATI
2549002HARR1VE257O76
STATE OIL CO OF THE AZER 6.95% 03/18/2030
N/A
1840000.00000000
PA
USD
1854138.56000000
0.155172987541
Long
DBT
NUSS
AZ
N
2
2030-03-18
Fixed
6.95000000
N
N
N
N
N
N
CEMEX, S.A.B. de C.V.
549300RIG2CXWN6IV731
CEMEX SAB DE CV 9.125000% MATURITY: PERPETUAL
P2253TJT7
250000.00000000
PA
USD
260251.25000000
0.021780445563
Long
DBT
NUSS
MX
N
2
2172-06-14
Fixed
9.12500000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
REPUBLIC OF GHANA 7.625000% 05/16/2029
N/A
515000.00000000
PA
USD
227290.10000000
0.019021924583
Long
DBT
NUSS
GH
N
2
2029-05-16
Fixed
7.62500000
Y
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
784889.03000000
0.065687418567
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
540522.40000000
0.045236357977
Long
DBT
NUSS
PA
N
2
2034-04-28
Fixed
8.12500000
N
N
N
N
N
N
Sultanate of Oman
549300SZ20F0QTKNQC75
OMAN GOVERNMENT INTERNATIONAL BOND 144A 6.500000% 03/08/2047
682051AF4
611000.00000000
PA
USD
544706.50000000
0.045586525603
Long
DBT
NUSS
OM
Y
2
2047-03-08
Fixed
6.50000000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2023-10-04
N/A
1.00000000
NC
-346.99000000
-0.00002903961
N/A
DFE
XX
N
2
EURO
N/A
404464.78000000
USD
381679.00000000
EUR
2023-10-04
-346.99000000
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 6.875000% 08/15/2051
N/A
34420000000.00000000
PA
2196109.58000000
0.183792566450
Long
DBT
NUSS
ID
N
2
2051-08-15
Fixed
6.87500000
N
N
N
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/EUR SETTLE 2023-11-14
N/A
1.00000000
NC
-1191.83000000
-0.00009974433
N/A
DFE
HU
N
2
HUNGARIAN FORINT
N/A
178054.27000000
EUR
69320088.00000000
HUF
2023-11-14
-1191.83000000
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
ARAB REPUBLIC OF EGYPT 8.500000% 01/31/2047
N/A
2691000.00000000
PA
USD
1429405.38000000
0.119627037594
Long
DBT
NUSS
EG
N
2
2047-01-31
Fixed
8.50000000
N
N
N
N
N
N
Joint Stock Company National Company QazaqGaz
635400YGLXBBSVHONW39
QAZAQGAZ NC JSC 144A 4.375000% 09/26/2027
48668NAA9
165000.00000000
PA
USD
151800.00000000
0.012704152762
Long
DBT
NUSS
KZ
Y
2
2027-09-26
Fixed
4.37500000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 6.375000% 08/15/2028
N/A
19520000000.00000000
PA
1254003.70000000
0.104947658559
Long
DBT
NUSS
ID
N
2
2028-08-15
Fixed
6.37500000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA 5.625000% 02/26/2044
195325BR5
132000.00000000
PA
USD
94271.55000000
0.007889592703
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
3499000.00000000
PA
696039.56000000
0.058251600124
Long
DBT
NUSS
MY
N
2
2050-06-15
Fixed
4.06500000
N
N
N
N
N
N
BRK: GOLDMAN SACHS AND CO. LLC
N/A
BRK: GOLDMAN SACHS AND CO. LLC PAY: BRAZIL CETIP DI INTERBANK
N/A
66858668.04000000
NC
-23422.76000000
-0.00196025244
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS AND CO. LLC
N/A
Y
2025-01-02
0.00000000
BRL
0.00000000
BRL
-66858668.04000000
BRL
-23422.76000000
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 8.250000% 05/15/2029
N/A
16076000000.00000000
PA
1118038.73000000
0.093568740580
Long
DBT
NUSS
ID
N
2
2029-05-15
Fixed
8.25000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2023-12-11
N/A
1.00000000
NC
USD
33350.19000000
0.002791079765
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
6077300.00000000
BRL
1237109.41000000
USD
2023-12-11
33350.19000000
N
N
N
European Bank for Reconstruction and Development
549300HTGDOVDU6OGK19
EUROPEAN BANK FOR RECONSTRUCTION & DEVELOPMENT MTN 6.300000% 10/26/2027
N/A
186000000.00000000
PA
2151264.58000000
0.180039485220
Long
DBT
NUSS
XX
N
2
2027-10-26
Fixed
6.30000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 7.000000% 09/15/2030
N/A
12216000000.00000000
PA
799403.03000000
0.066902096256
Long
DBT
NUSS
ID
N
2
2030-09-15
Fixed
7.00000000
N
N
N
N
N
N
CZECH REPUBLIC KORUNA
N/A
FX Forward Contract: CZK/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-87894.41000000
-0.00735588940
N/A
DFE
CZ
N
2
CZECH REPUBLIC KORUNA
N/A
2457415.01000000
USD
54590000.00000000
CZK
2023-12-20
-87894.41000000
N
N
N
BRK: JPMORGAN CHASE BANK, N.A.
N/A
BRK: JPMORGAN CHASE BANK, N.A. PAY: 6M HUF-BUBOR
N/A
1261189310.00000000
NC
4496.59000000
0.000376319935
N/A
DIR
XX
N
2
BRK: JPMORGAN CHASE BANK, N.A.
N/A
Y
2025-08-15
0.00000000
HUF
0.00000000
HUF
-1261189310.00000000
HUF
4496.59000000
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA 8.000000% 04/20/2033
195325EF8
4052000.00000000
PA
USD
4000876.00000000
0.334833596094
Long
DBT
NUSS
CO
N
2
2033-04-20
Fixed
8.00000000
N
N
N
N
N
N
BRK:GOLDMAN SACHS INTERNATIONAL
N/A
BRK:GOLDMAN SACHS INTERNATIONAL PAY: 3M JOHANNESBURG INTERBANK AGREED RATE
N/A
40248153.00000000
NC
-57763.42000000
-0.00483422471
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
-57763.42000000
N
N
N
BRK - JPMORGAN CHASE BANK
N/A
BRK - JPMORGAN CHASE BANK PAY - 10.3%
N/A
4844567.00000000
NC
-45980.11000000
-0.00384807866
N/A
DIR
XX
N
2
BRK - JPMORGAN CHASE BANK
N/A
Y
2029-01-02
0.00000000
BRL
0.00000000
BRL
-4844567.00000000
BRL
-45980.11000000
N
N
N
Empresa Nacional del Petroleo
549300YP3P0JZBLIV197
EMPRESA NACIONAL DEL PETROLEO 144A 3.450000% 09/16/2031
29245JAM4
331000.00000000
PA
USD
264290.13000000
0.022118459717
Long
DBT
NUSS
CL
Y
2
2031-09-16
Fixed
3.45000000
N
N
N
N
N
N
Financiera de Desarrollo Territorial S.A.
54930036EU95I2CWYJ76
FINDETER 7.875000% 08/12/2024
P40420AA2
884000000.00000000
PA
207726.53000000
0.017384648023
Long
DBT
NUSS
CO
N
2
2024-08-12
Fixed
7.87500000
N
N
N
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
FED REPUBLIC OF BRAZIL 4.750000% 01/14/2050
105756CB4
2075000.00000000
PA
USD
1432877.76000000
0.119917641322
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
458637.60000000
0.038383413260
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
956000.00000000
PA
165259.74000000
0.013830599357
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
646930000.00000000
PA
1459368.54000000
0.122134656578
Long
DBT
NUSS
HU
N
2
2032-11-24
Fixed
4.75000000
N
N
N
N
N
N
THAILAND BAHT
N/A
FX Forward Contract: THB/USD SETTLE 2023-11-13
N/A
1.00000000
NC
1712.15000000
0.000143289954
N/A
DFE
TH
N
2
THAILAND BAHT
N/A
2887208.64000000
USD
104790660.00000000
THB
2023-11-13
1712.15000000
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 7.000000% 03/26/2031
N/A
2251100000.00000000
PA
435878.55000000
0.036478706752
Long
DBT
NUSS
CO
N
2
2031-03-26
Fixed
7.00000000
N
N
N
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT INTERNATIONAL BOND 144A 6.125000% 05/22/2028
445545AR7
800000.00000000
PA
USD
797048.00000000
0.066705003629
Long
DBT
NUSS
HU
Y
2
2028-05-22
Fixed
6.12500000
N
N
N
N
N
N
Emirate of Abu Dhabi
213800FER4348CINTA77
ABU DHABI GOVERNMENT INTERNATIONAL BOND MTN 3.000000% 09/15/2051
29135LAR1
1079000.00000000
PA
USD
674202.36000000
0.056424043308
Long
DBT
NUSS
AE
Y
2
2051-09-15
Fixed
3.00000000
N
N
N
N
N
N
Petroleos del Peru - Petroperu S.A.
549300ZMGDLC9JT2OR80
PETROLEOS DEL PERU SA 5.625000% 06/19/2047
P7808BAB3
817000.00000000
PA
USD
490961.77000000
0.041088625339
Long
DBT
NUSS
PE
N
2
2047-06-19
Fixed
5.62500000
N
N
N
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 2.650000% 06/17/2028
N/A
365699000.00000000
PA
9956618.24000000
0.833270086410
Long
DBT
NUSS
TH
N
2
2028-06-17
Fixed
2.65000000
N
N
N
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-10663.93000000
-0.00089246505
N/A
DFE
MX
N
2
MEXICAN PESO
N/A
1041401.81000000
USD
18148074.00000000
MXN
2023-12-20
-10663.93000000
N
N
N
Gobierno de Chile
549300FLZTJM5YJF8D34
BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS 144 6.000000% 04/01/2033
N/A
610000000.00000000
PA
670860.43000000
0.056144356949
Long
DBT
NUSS
CL
Y
2
2033-04-01
Fixed
6.00000000
N
N
N
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT BOND 4.500000% 03/23/2028
N/A
539600000.00000000
PA
1299982.39000000
0.108795618385
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
297720.51000000
0.024916250589
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
3300000.00000000
PA
688330.53000000
0.057606430856
Long
DBT
NUSS
PL
N
2
2027-07-25
Fixed
2.50000000
N
N
N
N
N
N
INDONESIA RUPIAH
N/A
FX Forward Contract: IDR/USD SETTLE 2023-10-05
N/A
1.00000000
NC
1607.36000000
0.000134520072
N/A
DFE
ID
N
2
INDONESIA RUPIAH
N/A
3388135.13000000
USD
52394121647.00000000
IDR
2023-10-05
1607.36000000
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-34659.22000000
-0.00290063257
N/A
DFE
PA
N
2
POLISH ZLOTY
N/A
4035585.06000000
USD
17510000.00000000
PLN
2023-12-20
-34659.22000000
N
N
N
SASOL FINANCING USA LLC
549300XRB1PFMESFEL85
SASOL FINANCING USA LLC 4.375000% 09/18/2026
80386WAC9
351000.00000000
PA
USD
311156.24000000
0.026040687785
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
77318000.00000000
PA
13582392.75000000
1.136711412212
Long
DBT
NUSS
BR
N
2
2025-01-01
None
0.00000000
N
N
N
N
N
N
Republica del Ecuador
5299003Y2U5XK0A35H71
REPUBLIC OF ECUADOR 2.500000% 07/31/2040
N/A
120503.00000000
PA
USD
39261.98000000
0.003285837889
Long
DBT
NUSS
EC
N
2
2040-07-31
Fixed
2.50000000
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
184381.65000000
0.015430913360
Long
DBT
NUSS
AU
N
2
2030-10-01
Fixed
3.75000000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
UNITED MEXICAN STATES 6.350000% 02/09/2035
91087BAV2
644000.00000000
PA
USD
629566.25000000
0.052688444097
Long
DBT
NUSS
MX
N
2
2035-02-09
Fixed
6.35000000
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
495476.66000000
0.041466476803
Long
DBT
NUSS
AO
N
2
2029-11-26
Fixed
8.00000000
N
N
N
N
N
N
Greenko Power II Limited
254900YYA4B6O2O4JM12
GREENKO POWER II LTD 4.300000% 12/13/2028
V3855MAA5
463750.00000000
PA
USD
396451.32000000
0.033179039078
Long
DBT
NUSS
IN
N
2
2028-12-13
Fixed
4.30000000
N
N
N
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/EUR SETTLE 2023-11-20
N/A
1.00000000
NC
3356.58000000
0.000280912418
N/A
DFE
PA
N
2
POLISH ZLOTY
N/A
964691.31000000
EUR
4485544.00000000
PLN
2023-11-20
3356.58000000
N
N
N
Republic of Uganda
549300NF1DEFHG8XLQ11
UGANDA GOVERNMENT BOND 16.000000% 05/14/2037
BW9377498
3397200000.00000000
PA
912837.58000000
0.076395441788
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
-80447.25000000
-0.00673263605
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2025-12-08
0.00000000
MXN
0.00000000
MXN
-16624088.00000000
MXN
-80447.25000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/COP SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-19389.40000000
-0.00162270026
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
3378764296.63000000
COP
799707.53000000
USD
2023-12-20
-19389.40000000
N
N
N
Ceska republika
3157007EFDLQABN47912
CZECH REPUBLIC 2.500000% 08/25/2028
N/A
116480000.00000000
PA
4567855.05000000
0.382284112986
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
20534000000.00000000
PA
1487894.57000000
0.124522002052
Long
DBT
NUSS
ID
N
2
2031-05-15
Fixed
8.75000000
N
N
N
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-8161.61000000
-0.00068304571
N/A
DFE
MX
N
2
MEXICAN PESO
N/A
2379111.42000000
USD
41745019.00000000
MXN
2023-12-20
-8161.61000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 4.254000% 05/31/2035
N/A
8924000.00000000
PA
1922002.07000000
0.160852489504
Long
DBT
NUSS
MY
N
2
2035-05-31
Fixed
4.25400000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2023-10-20
N/A
1.00000000
NC
-34975.24000000
-0.00292708031
N/A
DFE
XX
N
2
EURO
N/A
698912.84000000
USD
626696.70000000
EUR
2023-10-20
-34975.24000000
N
N
N
Comision Federal de Electricidad
4469000001BFPONMPF32
COMISION FEDERAL DE ELECTRICIDAD 7.350000% 11/25/2025
N/A
39784700.00000000
PA
2085557.54000000
0.174540458384
Long
DBT
NUSS
MX
N
2
2025-11-25
Fixed
7.35000000
N
N
N
N
N
N
Turkiye Cumhuriyeti
5493000PCHOG3B6S3Q85
REPUBLIC OF TURKEY 9.875000% 01/15/2028
900123DF4
818000.00000000
PA
USD
860838.66000000
0.072043648487
Long
DBT
NUSS
TR
N
2
2028-01-15
Fixed
9.87500000
N
N
N
N
N
N
Republica Oriental del Uruguay
549300RDR012H2V82H43
REPUBLICA ORIENT URUGUAY 9.750000% 07/20/2033
760942BF8
163529000.00000000
PA
4289988.71000000
0.359029459291
Long
DBT
NUSS
UY
N
2
2033-07-20
Fixed
9.75000000
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
-63762.97000000
-0.00533632747
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
-63762.97000000
N
N
N
Gobierno de la Republica Dominicana
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC INTERNATIONAL BOND 144A 7.450000% 04/30/2044
25714PCF3
687000.00000000
PA
USD
626026.96000000
0.052392240666
Long
DBT
NUSS
DO
Y
2
2044-04-30
Fixed
7.45000000
N
N
N
N
N
N
PHILLIPINE PESO
N/A
FX Forward Contract: PHP/USD SETTLE 2023-12-20
N/A
1.00000000
NC
7277.11000000
0.000609021851
N/A
DFE
PH
N
2
PHILLIPINE PESO
N/A
1537800.22000000
USD
87503908.00000000
PHP
2023-12-20
7277.11000000
N
N
N
Asian Infrastructure Investment Bank
25490065OSV2524LCR32
ASIAN INFRASTRUCTURE INVESTMENT BANK/THE MTN ZERO COUPON 02/08/2038
ZM8086906
15200000.00000000
PA
183500.30000000
0.015357153116
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
1450000.00000000
PA
USD
859177.64000000
0.071904637605
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
294420000.00000000
PA
612234.38000000
0.051237938668
Long
DBT
NUSS
HU
N
2
2031-10-22
Fixed
3.25000000
N
N
N
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2023-10-03
N/A
1.00000000
NC
-82210.78000000
-0.00688022600
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
13670477.18000000
USD
68011991.00000000
BRL
2023-10-03
-82210.78000000
N
N
N
Gobierno de Chile
549300FLZTJM5YJF8D34
BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS 144 5.000000% 10/01/2028
N/A
1075000000.00000000
PA
1137491.39000000
0.095196735075
Long
DBT
NUSS
CL
Y
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
Republic of Zambia
213800DMLAZ6LGMMD849
ZAMBIA GOVERNMENT BOND 13.000000% 12/18/2027
AQ3216613
5630000.00000000
PA
194227.15000000
0.016254883953
Long
DBT
NUSS
ZM
N
2
2027-12-18
Fixed
13.00000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/KRW SETTLE 2023-12-20
N/A
1.00000000
NC
USD
4759.48000000
0.000398321218
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
301503494.00000000
KRW
229881.59000000
USD
2023-12-20
4759.48000000
N
N
N
Ukraine
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT 7.375000% 09/25/2034
N/A
493000.00000000
PA
USD
129540.68000000
0.010841268693
Long
DBT
NUSS
UA
N
2
2034-09-25
Fixed
7.37500000
N
Y
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
REPUBLIC OF PERU 3.230000% 07/28/2121
715638DR0
1507000.00000000
PA
USD
783609.68000000
0.065580349675
Long
DBT
NUSS
PE
N
2
2121-07-28
Fixed
3.23000000
N
N
N
N
N
N
Azarbayjan Respublikasi
549300P74FF45UQVU281
REPUBLIC OF AZERBAIJAN 5.125000% 09/01/2029
N/A
1207000.00000000
PA
USD
1122957.75000000
0.093980413713
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
109480.00000000
0.009162388961
Long
DBT
NUSS
AO
Y
2
2025-11-12
Fixed
9.50000000
N
N
N
N
N
N
KONDOR FINANCE PLC
213800PUC1T9GI6EIO63
NAK NAFTOGAZ UKRAINE VIA KONDOR FINANCE PLC VARIABLE RATE 07/19/2026
N/A
720000.00000000
PA
356299.03000000
0.029818691081
Long
DBT
NUSS
UA
N
2
2026-07-19
Fixed
7.12500000
N
Y
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT INTERNATIONAL BOND 144A 5.875000% 06/11/2025
03846JW22
326000.00000000
PA
USD
264689.18000000
0.022151856240
Long
DBT
NUSS
EG
Y
2
2025-06-11
Fixed
5.87500000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 6.500000% 02/15/2031
N/A
18789000000.00000000
PA
1191955.68000000
0.099754855366
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
175290.29000000
0.014670056797
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
23044000.00000000
PA
4932943.27000000
0.412838372002
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
481972.02000000
0.040336272524
Long
DBT
NUSS
CR
N
2
2034-04-03
Fixed
6.55000000
N
N
N
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT BOND 3.000000% 04/25/2041
N/A
349900000.00000000
PA
546156.94000000
0.045707913030
Long
DBT
NUSS
HU
N
2
2041-04-25
Fixed
3.00000000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/CZK SETTLE 2023-12-20
N/A
1.00000000
NC
-3838.05000000
-0.00032120667
N/A
DFE
XX
N
2
EURO
N/A
18997089.00000000
CZK
772395.94000000
EUR
2023-12-20
-3838.05000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.885000% 08/15/2029
N/A
6295000.00000000
PA
1337055.53000000
0.111898272100
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
38850.00000000
0.003251359254
Long
DBT
CORP
VE
N
2
2037-04-12
Fixed
5.50000000
Y
N
N
N
N
N
2023-09-30
SEI INSTITUTIONAL INTERNATIONAL TRUST
Glenn Kurdziel
Glenn Kurdziel
CFO