0001752724-24-128467.txt : 20240530
0001752724-24-128467.hdr.sgml : 20240530
20240530140548
ACCESSION NUMBER: 0001752724-24-128467
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240331
FILED AS OF DATE: 20240530
DATE AS OF CHANGE: 20240530
PERIOD START: 20240930
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: SEI INSTITUTIONAL INTERNATIONAL TRUST
CENTRAL INDEX KEY: 0000835597
ORGANIZATION NAME:
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: 241003863
BUSINESS ADDRESS:
STREET 1: SEI INVESTMENTS ATTN: CAREN ROSCH
STREET 2: 1FREEDOM CIRCLE DRIVE
CITY: OAKS
STATE: PA
ZIP: 19456
BUSINESS PHONE: 610 676-3097
MAIL ADDRESS:
STREET 1: SEI INVESTMENTS ATTN: CAREN ROSCH
STREET 2: 1FREEDOM CIRCLE DRIVE
CITY: OAKS
STATE: PA
ZIP: 19456
FORMER COMPANY:
FORMER CONFORMED NAME: SEI INTERNATIONAL TRUST
DATE OF NAME CHANGE: 19920703
FORMER COMPANY:
FORMER CONFORMED NAME: SEI WEALTH MANAGEMENT TRUST
DATE OF NAME CHANGE: 19900129
0000835597
S000006421
SIT EMERGING MARKETS DEBT FUND
C000017610
SIT EMERGING MARKETS DEBT FUND - CLASS F, effective 1-31-2017 (formerly Class A)
SITEX
C000147410
Class Y
SIEDX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000835597
XXXXXXXX
S000006421
C000017610
C000147410
SEI INSTITUTIONAL INTERNATIONAL TRUST
811-05601
0000835597
E8Z427H460ISEID6A824
ONE FREEDOM VALLEY DRIVE
OAKS
19456
8003425734
SIT Emerging Markets Debt Fund
S000006421
1BNBZ6S2ZXNZOA0AG379
2024-09-30
2024-03-31
N
1127457881.91
31673576.76
1095784305.15
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
19994120.28000000
MXN
USD
N
50% EMBIGLDIV / 50% JPMGBIEGDV Index
EMBIGJPMGB
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
REPUBLIC OF INDONESIA 4.650000% 09/20/2032
455780DN3
464000.00000000
PA
USD
451263.20000000
0.041181754281
Long
DBT
NUSS
ID
N
2
2032-09-20
Fixed
4.65000000
N
N
N
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/EUR SETTLE 2024-04-03
N/A
1.00000000
NC
43.14000000
0.000003936906
N/A
DFE
PA
N
2
POLISH ZLOTY
N/A
721956.92000000
EUR
3109680.00000000
PLN
2024-04-03
43.14000000
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 7.625000% 01/17/2053
N/A
2700000.00000000
PA
USD
2989440.00000000
0.272812814159
Long
DBT
NUSS
RO
N
2
2053-01-17
Fixed
7.62500000
N
N
N
N
N
N
CBB INTERNATIONAL SUKUK PROGRAMME COMPANY W.L.L
5493006IRJ2IWXTNIM16
CBB INTERNATIONAL SUKUK PROGRAMME CO WLL 144A 6.000000% 02/12/2031
12482TAE8
581000.00000000
PA
USD
582045.80000000
0.053116822103
Long
DBT
NUSS
BH
Y
2
2031-02-12
Fixed
6.00000000
N
N
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/USD SETTLE 2024-05-13
N/A
1.00000000
NC
7800.11000000
0.000711828957
N/A
DFE
PA
N
2
POLISH ZLOTY
N/A
1431302.64000000
USD
5739150.00000000
PLN
2024-05-13
7800.11000000
N
N
N
Gobierno de la Republica de Panama
549300SHS4T08CL0LP14
REPUBLIC OF PANAMA 7.875000% 03/01/2057
698299BZ6
878000.00000000
PA
USD
887226.83000000
0.080967287615
Long
DBT
NUSS
PA
N
2
2057-03-01
Fixed
7.87500000
N
N
N
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
REPUBLIC OF POLAND 5.125000% 09/18/2034
731011AY8
1199000.00000000
PA
USD
1195127.23000000
0.109065919668
Long
DBT
NUSS
PL
N
2
2034-09-18
Fixed
5.12500000
N
N
N
N
N
N
Gobierno de la Republica Dominicana
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC 6.850000% 01/27/2045
P3579EBE6
6086000.00000000
PA
USD
6023808.63000000
0.549725762788
Long
DBT
NUSS
DO
N
2
2045-01-27
Fixed
6.85000000
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
555196.47000000
0.050666583504
Long
DBT
NUSS
KR
N
2
2024-05-15
Fixed
8.00000000
N
N
N
N
N
N
Royaume du Maroc
529900F3MBW9XY5K1X07
MOROCCO GOVERNMENT INTERNATIONAL BOND 144A 6.500000% 09/08/2033
617726AP9
740000.00000000
PA
USD
763996.72000000
0.069721451239
Long
DBT
NUSS
MA
Y
2
2033-09-08
Fixed
6.50000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 7.000000% 02/28/2031
N/A
88288051.00000000
PA
3754617.07000000
0.342641982765
Long
DBT
NUSS
ZA
N
2
2031-02-28
Fixed
7.00000000
N
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
ASIAN DEVELOPMENT BANK MTN 12.750000% 03/03/2025
Y002MNFK5
3183000000.00000000
PA
837573.07000000
0.076435943284
Long
DBT
NUSS
XX
N
2
2025-03-03
Fixed
12.75000000
N
N
N
N
N
N
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
FX Forward Contract: TRY/USD SETTLE 2024-06-20
N/A
1.00000000
NC
3753.99000000
0.000342584757
N/A
DFE
TR
N
2
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
149113.21000000
USD
5427720.96000000
TRY
2024-06-20
3753.99000000
N
N
N
African Export-Import Bank
21380068LJCDYA42GJ76
AFRICAN EXPORT-IMPORT BANK/THE MTN 3.994000% 09/21/2029
00831TAA9
363000.00000000
PA
USD
325275.59000000
0.029684271664
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
825462.05000000
0.075330705698
Long
DBT
NUSS
CO
N
2
2050-10-26
Fixed
7.25000000
N
N
N
N
N
N
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
FX Forward Contract: NGN/USD SETTLE 2024-11-20
N/A
1.00000000
NC
57656.96000000
0.005261707046
N/A
DFE
NG
N
2
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
349050.12000000
USD
586994100.00000000
NGN
2024-11-20
57656.96000000
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 6.375000% 01/23/2045
71654QBR2
912000.00000000
PA
USD
588052.04000000
0.053664944573
Long
DBT
NUSS
MX
N
2
2045-01-23
Fixed
6.37500000
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
203061.60000000
0.018531165216
Long
DBT
NUSS
CL
Y
2
2033-05-10
Fixed
6.15000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/MXN SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-24880.54000000
-0.00227056911
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
83620000.00000000
MXN
4943248.99000000
USD
2024-06-20
-24880.54000000
N
N
N
Russia, Federation of (Government)
5493004EHVGF71PDBU58
RUSSIAN FEDERATION 7.500000% 03/31/2030
N/A
113.62500000
PA
USD
80.03000000
0.000007303444
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
272000.00000000
PA
USD
265571.66000000
0.024235760518
Long
DBT
NUSS
CO
N
2
2030-04-29
Fixed
6.87500000
N
N
N
N
N
N
Republica Argentina
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA 0.750000% 07/09/2030
040114HS2
2304000.00000000
PA
USD
1207987.20000000
0.110239505559
Long
DBT
NUSS
AR
N
2
2030-07-09
Fixed
0.75000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 6.500000% 02/28/2041
N/A
33279860.00000000
PA
1002811.44000000
0.091515404563
Long
DBT
NUSS
ZA
N
2
2041-02-28
Fixed
6.50000000
N
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
ASIAN DEVELOPMENT BANK MTN 11.200000% 01/31/2025
ZJ9076374
1764000000.00000000
PA
452449.29000000
0.041289995473
Long
DBT
NUSS
XX
N
2
2025-01-31
Fixed
11.20000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: USD/HUF SETTLE 2024-05-21
N/A
1.00000000
NC
USD
3476.93000000
0.000317300584
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
94221000.00000000
HUF
261019.39000000
USD
2024-05-21
3476.93000000
N
N
N
N/A
N/A
KOREA 3YR BND FUT JUN24 FINANCIAL COMMODITY FUTURE.
N/A
148.00000000
NC
11526685.23000000
1.051911874976
N/A
DIR
KR
N
1
KOREA 3YR BND FUT JUN24
N/A
Long
Korea Govt. Bond Futures
KOREA 3YR BND FUT Jun 2024
2024-06-21
11746432.52000000
KRW
-219747.29000000
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT TREASURY BILL ZERO COUPON 06/18/2024
N/A
64325000.00000000
PA
1287152.36000000
0.117464025899
Long
DBT
NUSS
EG
N
2
2024-06-18
Fixed
0.00000000
N
N
N
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 3.300000% 06/17/2038
N/A
50042000.00000000
PA
1456667.08000000
0.132933741901
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
1721340.19000000
0.157087501793
Long
DBT
NUSS
CZ
N
2
2027-02-10
Fixed
0.25000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 7.000000% 02/15/2033
N/A
12058000000.00000000
PA
775552.61000000
0.070776028307
Long
DBT
NUSS
ID
N
2
2033-02-15
Fixed
7.00000000
N
N
N
N
N
N
GHANA CEDI
N/A
FX Forward Contract: GHS/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-18035.36000000
-0.00164588595
N/A
DFE
GH
N
2
GHANA CEDI
N/A
350920.28000000
USD
4632147.71000000
GHS
2024-06-20
-18035.36000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/THB SETTLE 2024-04-05
N/A
1.00000000
NC
USD
458.47000000
0.000041839438
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
290973.00000000
THB
8435.78000000
USD
2024-04-05
458.47000000
N
N
N
Gobierno de Chile
549300FLZTJM5YJF8D34
BONOS TESORERIAGENL REP 1.90% 09/01/2030
N/A
433907766.85000000
PA
426049.74000000
0.038880803274
Long
DBT
NUSS
CL
N
2
2030-09-01
Fixed
1.90000000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 5.750000% 11/03/2027
N/A
10585700000.00000000
PA
2440852.50000000
0.222749357563
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
173760.38000000
0.015857169990
Long
DBT
NUSS
LB
N
2
2028-11-03
Fixed
6.65000000
Y
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
180246.00000000
0.016449040121
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
3032200000.00000000
PA
674159.98000000
0.061523054932
Long
DBT
NUSS
CO
N
2
2031-03-26
Fixed
7.00000000
N
N
N
N
N
N
BNP Paribas
74KKBLHM4AWY05GPNY79
BRK: BNP PARIBAS PAY: 6.395
N/A
752359754.00000000
NC
6869.66000000
0.000626917174
N/A
DIR
CO
N
2
BNP Paribas
74KKBLHM4AWY05GPNY79
Y
2027-01-06
0.00000000
COP
0.00000000
COP
-752359754.00000000
COP
6869.66000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: BRL/USD SETTLE 2024-05-20
N/A
1.00000000
NC
-1357.62000000
-0.00012389482
N/A
DFE
BR
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
538302.19000000
USD
2700000.00000000
BRL
2024-05-20
-1357.62000000
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 9.000000% 03/15/2029
N/A
31550000000.00000000
PA
2191645.47000000
0.200007014126
Long
DBT
NUSS
ID
N
2
2029-03-15
Fixed
9.00000000
N
N
N
N
N
N
Republica Oriental del Uruguay
549300RDR012H2V82H43
REPUBLICA ORIENT URUGUAY 4.375000% 01/23/2031
917288BK7
465000.00000000
PA
USD
454608.61000000
0.041487052503
Long
DBT
NUSS
UY
N
2
2031-01-23
Fixed
4.37500000
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
696883.44000000
0.063596771438
Long
DBT
NUSS
AZ
Y
2
2026-03-24
Fixed
6.87500000
N
N
N
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/EUR SETTLE 2024-05-13
N/A
1.00000000
NC
10985.86000000
0.001002556794
N/A
DFE
HU
N
2
HUNGARIAN FORINT
N/A
747510.91000000
EUR
299724667.00000000
HUF
2024-05-13
10985.86000000
N
N
N
Republic of the Philippines
529900RAHBALMYIJ3T08
PHILIPPINE GOVERNMENT 6.250000% 01/25/2034
N/A
31170000.00000000
PA
554417.35000000
0.050595481920
Long
DBT
NUSS
PH
N
2
2034-01-25
Fixed
6.25000000
N
N
N
N
N
N
MC Brazil Downstream Trading S.a r.l.
213800T2A7R9TYNXZI63
MC BRAZIL DOWNSTREAM TRADING SARL 7.250000% 06/30/2031
L626A6AA2
332585.99200000
PA
USD
301097.52000000
0.027477809144
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
467617.50000000
0.042674228659
Long
DBT
NUSS
VE
N
2
2028-05-07
Floating
0.00000000
Y
N
N
N
N
N
Democratic Socialist Republic of Sri Lanka
254900HXCCIOHM74FA02
SRI LANKA T-BILL ZERO COUPON 09/20/2024
ZD7976990
125000000.00000000
PA
397325.83000000
0.036259492687
Long
DBT
NUSS
LK
N
2
2024-09-20
Fixed
0.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO, INC
9R7GPTSO7KV3UQJZQ078
FX Forward Contract: USD/GBP SETTLE 2024-04-18
N/A
1.00000000
NC
USD
149.10000000
0.000013606692
N/A
DFE
US
N
2
MORGAN STANLEY & CO, INC
9R7GPTSO7KV3UQJZQ078
300000.00000000
GBP
379113.54000000
USD
2024-04-18
149.10000000
N
N
N
Joint-Stock Cornpany Uzbekneftegaz
213800LUZJZFLJD4MJ51
UZBEKNEFTEGAZ JSC 4.750000% 11/16/2028
N/A
900000.00000000
PA
USD
753030.00000000
0.068720641139
Long
DBT
NUSS
UZ
N
2
2028-11-16
Fixed
4.75000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT TREASURY BILL ZERO COUPON 09/10/2024
N/A
12225000.00000000
PA
230108.53000000
0.020999436560
Long
DBT
NUSS
EG
N
2
2024-09-10
Fixed
0.00000000
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
163027.87000000
0.014877733622
Long
DBT
NUSS
US
Y
2
2033-02-03
Fixed
13.62500000
N
N
N
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: BRL/USD SETTLE 2024-04-03
N/A
1.00000000
NC
-127737.33000000
-0.01165716002
N/A
DFE
BR
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
16432737.94000000
USD
81631269.00000000
BRL
2024-04-03
-127737.33000000
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEX BONOS DESARR FIX RT 7.750000% 05/29/2031
N/A
72081400.00000000
PA
3993710.91000000
0.364461408256
Long
DBT
NUSS
MX
N
2
2031-05-29
Fixed
7.75000000
N
N
N
N
N
N
STATE STREET BANK
549300ZFEEJ2IP5VME73
FX Forward Contract: KRW/USD SETTLE 2024-04-25
N/A
1.00000000
NC
-14180.46000000
-0.00129409227
N/A
DFE
KR
N
2
STATE STREET BANK
549300ZFEEJ2IP5VME73
819621.20000000
USD
1084621130.00000000
KRW
2024-04-25
-14180.46000000
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
NOTA DO TESOURO NACIONAL 10.000000% 01/01/2033
N/A
1419000.00000000
PA
268895.48000000
0.024539088462
Long
DBT
NUSS
BR
N
2
2033-01-01
Fixed
10.00000000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 4.921000% 07/06/2048
N/A
370000.00000000
PA
87077.82000000
0.007946620479
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
599983.11000000
0.054753760131
Long
DBT
NUSS
MX
Y
2
2029-05-15
Fixed
4.68800000
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
231569.80000000
0.021132790359
Long
DBT
NUSS
CL
N
2
2061-09-14
Fixed
3.83000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-3039.31000000
-0.00027736389
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
3900000.00000000
CNY
545612.51000000
USD
2024-06-20
-3039.31000000
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 7.500000% 08/26/2026
N/A
12941100000.00000000
PA
3229315.45000000
0.294703568468
Long
DBT
NUSS
CO
N
2
2026-08-26
Fixed
7.50000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT TREASURY BILL ZERO COUPON 03/18/2025
ZD6427821
106000000.00000000
PA
1778384.81000000
0.162293327404
Long
DBT
NUSS
EG
N
2
2025-03-18
Fixed
0.00000000
N
N
N
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
FED REPUBLIC OF BRAZIL 4.750000% 01/14/2050
105756CB4
2424000.00000000
PA
USD
1814491.91000000
0.165588419315
Long
DBT
NUSS
BR
N
2
2050-01-14
Fixed
4.75000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
KD3XUN7C6T14HNAYLU02
BRK: GOLDMAN SACHS PAY: 28-DAY MXN - TIIE
N/A
26000000.00000000
NC
-107444.59000000
-0.00980526819
N/A
DIR
MX
N
2
GOLDMAN SACHS & CO. LLC
KD3XUN7C6T14HNAYLU02
Y
2026-09-16
0.00000000
MXN
0.00000000
MXN
-26000000.00000000
MXN
-107444.59000000
N
N
N
MALAYSIAN RINGGIT
N/A
FX Forward Contract: MYR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-22016.42000000
-0.00200919285
N/A
DFE
MY
N
2
MALAYSIAN RINGGIT
N/A
1287552.66000000
USD
5999904.00000000
MYR
2024-06-20
-22016.42000000
N
N
N
INTERNATIONAL FINANCE CORPORATION
QKL54NQY28TCDAI75F60
INTERNATIONAL FINANCE CORP MTN ZERO COUPON 08/16/2028
N/A
13860000000.00000000
PA
2417902.59000000
0.220654975494
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
63268400.00000000
PA
3281797.86000000
0.299493052106
Long
DBT
NUSS
MX
N
2
2047-11-07
Fixed
8.00000000
N
N
N
N
N
N
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
FX Forward Contract: TRY/USD SETTLE 2024-09-18
N/A
1.00000000
NC
2096.48000000
0.000191322324
N/A
DFE
TR
N
2
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
143730.67000000
USD
5744196.35000000
TRY
2024-09-18
2096.48000000
N
N
N
Gobierno de la Republica de Panama
549300SHS4T08CL0LP14
REPUBLIC OF PANAMA 4.500000% 04/16/2050
698299BH6
398000.00000000
PA
USD
268156.60000000
0.024471659133
Long
DBT
NUSS
PA
N
2
2050-04-16
Fixed
4.50000000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 9.250000% 05/28/2042
N/A
3412100000.00000000
PA
776734.41000000
0.070883877999
Long
DBT
NUSS
CO
N
2
2042-05-28
Fixed
9.25000000
N
N
N
N
N
N
Bank Gospodarstwa Krajowego
259400BCOV9JJIGLYF05
BANK GOSPODARSTWA KRAJOW 6.250000% 10/31/2028
N/A
200000.00000000
PA
USD
208012.00000000
0.018982932957
Long
DBT
NUSS
PL
N
2
2028-10-31
Fixed
6.25000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-739.89000000
-0.00006752150
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1291903.00000000
CNY
181004.96000000
USD
2024-06-20
-739.89000000
N
N
N
Republica Argentina
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA 3.625000% 07/09/2035
040114HT0
1987000.00000000
PA
USD
824777.27000000
0.075268213472
Long
DBT
NUSS
AR
N
2
2035-07-09
Fixed
3.62500000
N
N
N
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
POLAND GOVERNMENT BOND 1.750000% 04/25/2032
N/A
7381000.00000000
PA
1418525.38000000
0.129452974762
Long
DBT
NUSS
PL
N
2
2032-04-25
Fixed
1.75000000
N
N
N
N
N
N
BNP Paribas
74KKBLHM4AWY05GPNY79
BRK - BNP PARIBAS PARIS PAY - 28D MEXICAN INTERBANK RATE (TIIE)
N/A
17184491.00000000
NC
-7268.11000000
-0.00066327925
N/A
DIR
MX
N
2
BNP Paribas
74KKBLHM4AWY05GPNY79
Y
2029-02-16
0.00000000
MXN
0.00000000
MXN
-17184491.00000000
MXN
-7268.11000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2024-06-20
N/A
1.00000000
NC
USD
91591.03000000
0.008358490769
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
6474948.00000000
EUR
7106983.86000000
USD
2024-06-20
91591.03000000
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 8.000000% 01/31/2030
N/A
199300000.00000000
PA
9344958.48000000
0.852810031689
Long
DBT
NUSS
ZA
N
2
2030-01-31
Fixed
8.00000000
N
N
N
N
N
N
Republica de Honduras
5493002DW1JNBNG17615
HONDURAS GOVERNMENT 5.625000% 06/24/2030
P5178RAD0
519000.00000000
PA
USD
460505.85000000
0.042025227760
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/THB SETTLE 2024-06-20
N/A
1.00000000
NC
USD
21632.02000000
0.001974112961
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
49255000.00000000
THB
1380852.26000000
USD
2024-06-20
21632.02000000
N
N
N
Ceska republika
3157007EFDLQABN47912
CZECH REPUBLIC 4.500000% 11/11/2032
N/A
28270000.00000000
PA
1255263.83000000
0.114553915775
Long
DBT
NUSS
CZ
N
2
2032-11-11
Fixed
4.50000000
N
N
N
N
N
N
Joint Stock Company National Company KazMunayGas
2138001H1M69RFJCSH88
KAZMUNAYGAS NATIONAL CO JSC 144A 5.750000% 04/19/2047
48667QAP0
1044000.00000000
PA
USD
905670.00000000
0.082650389838
Long
DBT
NUSS
KZ
Y
2
2047-04-19
Fixed
5.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO, INC
9R7GPTSO7KV3UQJZQ078
FX Forward Contract: CLP/USD SETTLE 2024-05-16
N/A
1.00000000
NC
-4086.96000000
-0.00037297121
N/A
DFE
CL
N
2
MORGAN STANLEY & CO, INC
9R7GPTSO7KV3UQJZQ078
341463.56000000
USD
331285254.00000000
CLP
2024-05-16
-4086.96000000
N
N
N
Bundesrepublik Deutschland
N/A
EURO-BOBL FUTURE JUN24 FINANCIAL COMMODITY FUTURE.
N/A
39.00000000
NC
4980668.09000000
0.454529971509
N/A
DIR
DE
N
1
EURO-BOBL FUTURE JUN24
N/A
Long
Germany Govt. Bond Futures
Euro-BOBL Future Jun 2024
2024-06-09
4987598.83000000
EUR
-6930.74000000
N
N
N
Republica de Honduras
5493002DW1JNBNG17615
HONDURAS GOVERNMENT 6.250000% 01/19/2027
P5178RAC2
326000.00000000
PA
USD
314078.74000000
0.028662460168
Long
DBT
NUSS
HN
N
2
2027-01-19
Fixed
6.25000000
N
N
N
N
N
N
Republica Bolivariana de Venezuela
529900XM8PJTJK5OJI77
REPUBLIC OF VENEZUELA VARIABLE RATE 10/13/2024
P97475AP5
3073600.00000000
PA
USD
431848.27000000
0.039409970371
Long
DBT
NUSS
VE
N
2
2024-10-13
Floating
0.00000000
Y
N
N
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT BOND 4.750000% 11/24/2032
N/A
910850000.00000000
PA
2178001.19000000
0.198761853018
Long
DBT
NUSS
HU
N
2
2032-11-24
Fixed
4.75000000
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
595683.79000000
0.054361409193
Long
DBT
NUSS
LK
N
2
2027-05-11
Fixed
6.20000000
Y
N
N
N
N
N
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
FX Forward Contract: TRY/USD SETTLE 2024-06-20
N/A
1.00000000
NC
3753.99000000
0.000342584757
N/A
DFE
TR
N
2
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
149113.21000000
USD
5427720.96000000
TRY
2024-06-20
3753.99000000
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
GHANA GOVERNMENT BOND 8.500000% 02/15/2028
N/A
2831625.00000000
PA
120421.17000000
0.010989495782
Long
DBT
NUSS
GH
N
2
2028-02-15
Fixed
8.50000000
N
N
Y
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 3.390000% 06/17/2037
N/A
40300000.00000000
PA
1185069.17000000
0.108148032822
Long
DBT
NUSS
TH
N
2
2037-06-17
Fixed
3.39000000
N
N
N
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
POLAND GOVERNMENT BOND 2.750000% 10/25/2029
N/A
2404000.00000000
PA
531326.95000000
0.048488278897
Long
DBT
NUSS
PL
N
2
2029-10-25
Fixed
2.75000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 6.375000% 04/15/2032
N/A
15277000000.00000000
PA
944659.15000000
0.086208494277
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
358318.08000000
PA
USD
287115.56000000
0.026201831751
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
24000000.00000000
PA
575507.23000000
0.052520119816
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
643544.14000000
0.058729089016
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
1984753.32000000
0.181126277377
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
31802000000.00000000
PA
2008771.17000000
0.183318118406
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
17519000.00000000
PA
3993502.87000000
0.364442422767
Long
DBT
NUSS
MY
N
2
2042-10-15
Fixed
4.69600000
N
N
N
N
N
N
JP MORGAN CHASE BANK N.A.
984500653R409CC5AB28
BRK - JPMORGAN CHASE BANK NA REC - 9.69%
N/A
7086059.00000000
NC
-16806.60000000
-0.00153375075
N/A
DIR
BR
N
2
JP MORGAN CHASE BANK N.A.
984500653R409CC5AB28
Y
2027-01-04
0.00000000
BRL
0.00000000
BRL
-7086059.00000000
BRL
-16806.60000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: USD/MXN SETTLE 2024-05-13
N/A
1.00000000
NC
USD
-9749.42000000
-0.00088972071
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
5252000.00000000
MXN
304199.02000000
USD
2024-05-13
-9749.42000000
N
N
N
INDONESIA RUPIAH
N/A
FX Forward Contract: IDR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-37832.29000000
-0.00345253074
N/A
DFE
ID
N
2
INDONESIA RUPIAH
N/A
2860889.65000000
USD
44901662985.00000000
IDR
2024-06-20
-37832.29000000
N
N
N
Turkiye Cumhuriyeti
5493000PCHOG3B6S3Q85
REPUBLIC OF TURKIYE 5.750000% 05/11/2047
900123CM0
8485000.00000000
PA
USD
6437993.75000000
0.587523814654
Long
DBT
NUSS
TR
N
2
2047-05-11
Fixed
5.75000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2024-04-03
N/A
1.00000000
NC
USD
8405.30000000
0.000767057892
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
577590.00000000
EUR
632246.07000000
USD
2024-04-03
8405.30000000
N
N
N
Republic of the Philippines
529900RAHBALMYIJ3T08
REPUBLIC OF PHILIPPINES 5.000000% 07/17/2033
718286CW5
1140000.00000000
PA
USD
1139726.38000000
0.104010102594
Long
DBT
NUSS
PH
N
2
2033-07-17
Fixed
5.00000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: PHP/USD SETTLE 2024-06-03
N/A
1.00000000
NC
-5871.84000000
-0.00053585728
N/A
DFE
PH
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
622221.42000000
USD
34648400.00000000
PHP
2024-06-03
-5871.84000000
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
NOTA DO TESOURO NACIONAL 10.000000% 01/01/2033
N/A
25006000.00000000
PA
4738548.45000000
0.432434415033
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
55571153.00000000
PA
2026371.70000000
0.184924322284
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
2236000.00000000
PA
USD
1924095.78000000
0.175590740892
Long
DBT
NUSS
CO
N
2
2041-01-18
Fixed
6.12500000
N
N
N
N
N
N
TAIWAN DOLLAR
N/A
FX Forward Contract: TWD/USD SETTLE 2024-03-29
N/A
1.00000000
NC
-11604.00000000
-0.00105896753
N/A
DFE
TW
N
2
TAIWAN DOLLAR
N/A
778550.08000000
USD
24544959.00000000
TWD
2024-03-29
-11604.00000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: USD/CNY SETTLE 2024-06-11
N/A
1.00000000
NC
USD
-8916.44000000
-0.00081370393
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
7897300.00000000
CNY
1102112.87000000
USD
2024-06-11
-8916.44000000
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 5.950000% 01/28/2031
71654QDE9
470000.00000000
PA
USD
376942.02000000
0.034399289917
Long
DBT
NUSS
MX
N
2
2031-01-28
Fixed
5.95000000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIA GOVERNMENT BOND 6.700000% 02/25/2032
N/A
9220000.00000000
PA
2021530.00000000
0.184482474379
Long
DBT
NUSS
RO
N
2
2032-02-25
Fixed
6.70000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EGP SETTLE 2024-04-02
N/A
1.00000000
NC
USD
113261.60000000
0.010336121759
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
24900602.00000000
EGP
638476.97000000
USD
2024-04-02
113261.60000000
N
N
N
Gobierno de la Republica Dominicana
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC 5.875000% 01/30/2060
P3579ECG0
586000.00000000
PA
USD
497837.51000000
0.045432071591
Long
DBT
NUSS
DO
N
2
2060-01-30
Fixed
5.87500000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 144A 6.350000% 02/12/2048
71654QCJ9
130000.00000000
PA
USD
82903.55000000
0.007565681458
Long
DBT
NUSS
MX
Y
2
2048-02-12
Fixed
6.35000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/THB SETTLE 2024-04-18
N/A
1.00000000
NC
USD
17032.62000000
0.001554377072
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
45729148.00000000
THB
1272131.92000000
USD
2024-04-18
17032.62000000
N
N
N
Citibank, N.A.
E57ODZWZ7FF32TWEFA76
BRK - CITIBANK NA PAY - 28D MEXICAN INTERBANK RATE (TIIE)
N/A
10306071.00000000
NC
-3628.07000000
-0.00033109344
N/A
DIR
MX
N
2
Citibank, N.A.
E57ODZWZ7FF32TWEFA76
Y
2029-02-26
0.00000000
MXN
0.00000000
MXN
-10306071.00000000
MXN
-3628.07000000
N
N
N
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
FX Forward Contract: TRY/USD SETTLE 2025-03-19
N/A
1.00000000
NC
5295.52000000
0.000483262990
N/A
DFE
TR
N
2
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
135188.76000000
USD
6624249.27000000
TRY
2025-03-19
5295.52000000
N
N
N
Atlantica Transmision Sur S.A.
549300PQCSQSSZTVDH16
ATLANTICA TRANSMISION SUR SA 144A 6.875000% 04/30/2043
00289LAA3
251924.40000000
PA
USD
256018.17000000
0.023363920143
Long
DBT
NUSS
PE
Y
2
2043-04-30
Fixed
6.87500000
N
N
N
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: HUF/USD SETTLE 2024-06-10
N/A
1.00000000
NC
159.47000000
0.000014553046
N/A
DFE
HU
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
62651.09000000
USD
23000000.00000000
HUF
2024-06-10
159.47000000
N
N
N
Joint Stock Company National Company KazMunayGas
2138001H1M69RFJCSH88
KAZMUNAYGAS NATIONAL CO JSC 6.375000% 10/24/2048
Y44709AG1
500000.00000000
PA
USD
466149.00000000
0.042540215059
Long
DBT
NUSS
KZ
N
2
2048-10-24
Fixed
6.37500000
N
N
N
N
N
N
CITIGROUP GLOBAL MARKETS INC.
6SHGI4ZSSLCXXQSBB395
BRK: CITIGROUP PAY: BRL-CDI
N/A
12220475.65000000
NC
-46267.41000000
-0.00422230997
N/A
DIR
BR
N
2
CITIGROUP GLOBAL MARKETS INC.
6SHGI4ZSSLCXXQSBB395
Y
2029-01-02
0.00000000
BRL
0.00000000
BRL
-12220475.65000000
BRL
-46267.41000000
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
GHANA GOVERNMENT BOND 9.100000% 02/10/2032
N/A
911493.00000000
PA
28386.90000000
0.002590555446
Long
DBT
NUSS
GH
N
2
2032-02-10
Fixed
9.10000000
N
N
Y
N
N
N
Republique du Senegal
549300NP14ZLQGWIUZ97
REPUBLIC OF SENEGAL 5.375000% 06/08/2037
N/A
180000.00000000
PA
140978.26000000
0.012865511883
Long
DBT
NUSS
SN
N
2
2037-06-08
Fixed
5.37500000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEX BONOS DESARR FIX RT 7.500000% 06/03/2027
N/A
119361100.00000000
PA
6796170.09000000
0.620210570461
Long
DBT
NUSS
MX
N
2
2027-06-03
Floating
7.49999880
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA 4.125000% 05/15/2051
195325DT9
1351000.00000000
PA
USD
835893.23000000
0.076282643041
Long
DBT
NUSS
CO
N
2
2051-05-15
Fixed
4.12500000
N
N
N
N
N
N
N/A
N/A
KOREA 3YR BND FUT JUN24 FINANCIAL COMMODITY FUTURE.
N/A
117.00000000
NC
9112311.98000000
0.831578982941
N/A
DIR
KR
N
1
KOREA 3YR BND FUT JUN24
N/A
Long
Korea Govt. Bond Futures
KOREA 3YR BND FUT Jun 2024
2024-06-21
9220713.24000000
KRW
-108401.26000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
BRK - GOLDMAN SACHS INTERNATIONAL PAY - COLOMBIA OVERNIGHT INTERBANK REFERENCE RATE
N/A
13237715095.00000000
NC
-40186.28000000
-0.00366735312
N/A
DIR
CO
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Y
2027-02-05
0.00000000
COP
-24630.52000000
COP
-13237715095.00000000
COP
-15555.76000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: EUR/USD SETTLE 2024-04-02
N/A
1.00000000
NC
-1574.41000000
-0.00014367882
N/A
DFE
XX
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
791005.04000000
USD
730821.86000000
EUR
2024-04-02
-1574.41000000
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
BONOS DE TESORERIA 5.400000% 08/12/2034
N/A
6233000.00000000
PA
1443571.51000000
0.131738655428
Long
DBT
NUSS
PE
N
2
2034-08-12
Fixed
5.40000000
N
N
N
N
N
N
Empresa Nacional del Petroleo
549300YP3P0JZBLIV197
EMPRESA NACIONAL DEL PETROLEO 6.150000% 05/10/2033
P37110AS5
1050000.00000000
PA
USD
1066073.40000000
0.097288617384
Long
DBT
NUSS
CL
N
2
2033-05-10
Fixed
6.15000000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIA GOVERNMENT BOND 5.000000% 02/12/2029
N/A
1645000.00000000
PA
337975.75000000
0.030843273481
Long
DBT
NUSS
RO
N
2
2029-02-12
Fixed
5.00000000
N
N
N
N
N
N
JP MORGAN CHASE BANK N.A.
984500653R409CC5AB28
BRK - JPMORGAN CHASE BANK PAY - 7D CHINA FIXING REPO RATES (CNRR007)
N/A
16300000.00000000
NC
22017.12000000
0.002009256739
N/A
DIR
CN
N
2
JP MORGAN CHASE BANK N.A.
984500653R409CC5AB28
Y
2028-08-29
0.00000000
CNY
0.00000000
CNY
-16300000.00000000
CNY
22017.12000000
N
N
N
BNP PARIBAS
74KKBLHM4AWY05GPNY79
FX Forward Contract: THB/USD SETTLE 2024-04-05
N/A
1.00000000
NC
-47641.00000000
-0.00434766219
N/A
DFE
TH
N
2
BNP PARIBAS
74KKBLHM4AWY05GPNY79
1030449.94000000
USD
35848014.00000000
THB
2024-04-05
-47641.00000000
N
N
N
Republica del Ecuador
5299003Y2U5XK0A35H71
ECUADOR GOVERNMENT INTERNATIONAL BOND 144A 3.500000% 07/31/2035
N/A
2528633.00000000
PA
USD
1327223.71000000
0.121120890649
Long
DBT
NUSS
EC
Y
2
2035-07-31
Fixed
3.50000000
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2024-04-03
N/A
1.00000000
NC
USD
4741.59000000
0.000432711983
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
915000.00000000
EUR
993010.61000000
USD
2024-04-03
4741.59000000
N
N
N
MDGH GMTN (RSC) LTD
213800WRY6FRL9IXLT77
MDGH GMTN RSC LTD 144A 5.875000% 05/01/2034
55285GAE4
1073000.00000000
PA
USD
1140599.00000000
0.104089736879
Long
DBT
NUSS
AE
Y
2
2034-05-01
Fixed
5.87500000
N
N
N
N
N
N
Standard Chartered Bank
276345HYMX591FE8F735
BRK - STANDARD CHARTERED BANK LONDON REC - 1D FBIL OVERNIGHT MUMBAI INTERBANK SWAP
N/A
202466459.00000000
NC
7700.47000000
0.000702735927
N/A
DIR
IN
N
2
Standard Chartered Bank
276345HYMX591FE8F735
Y
2028-12-19
0.00000000
INR
0.00000000
INR
-202466459.00000000
INR
7700.47000000
N
N
N
MDGH GMTN (RSC) LTD
213800WRY6FRL9IXLT77
MDGH GMTN RSC LTD MTN 3.950000% 05/21/2050
N/A
200000.00000000
PA
USD
157269.20000000
0.014352204102
Long
DBT
NUSS
AE
N
2
2050-05-21
Fixed
3.95000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: USD/CLP SETTLE 2024-05-20
N/A
1.00000000
NC
USD
883.73000000
0.000080648170
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
235908100.00000000
CLP
241106.35000000
USD
2024-05-20
883.73000000
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEX BONOS DESARR FIX RT 8.500000% 11/18/2038
N/A
44389800.00000000
PA
2486147.94000000
0.226882966685
Long
DBT
NUSS
MX
N
2
2038-11-18
Fixed
8.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO, INC
9R7GPTSO7KV3UQJZQ078
FX Forward Contract: CLP/USD SETTLE 2024-05-16
N/A
1.00000000
NC
-3045.02000000
-0.00027788498
N/A
DFE
CL
N
2
MORGAN STANLEY & CO, INC
9R7GPTSO7KV3UQJZQ078
164153.10000000
USD
158199267.00000000
CLP
2024-05-16
-3045.02000000
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 7.750000% 09/18/2030
N/A
3403100000.00000000
PA
800909.38000000
0.073090057617
Long
DBT
NUSS
CO
N
2
2030-09-18
Fixed
7.75000000
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
146753.02000000
0.013392509758
Long
DBT
NUSS
LB
N
2
2023-12-31
Fixed
6.37500000
Y
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEX BONOS DESARR FIX RT 10.000000% 12/05/2024
N/A
35334500.00000000
PA
2110849.35000000
0.192633654276
Long
DBT
NUSS
MX
N
2
2024-12-05
Floating
10.00000080
N
N
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
PERU BONO SOBERANO 6.9% 08/12/2037
P87324BE1
950000.00000000
PA
243280.69000000
0.022201512547
Long
DBT
NUSS
PE
N
2
2037-08-12
Fixed
6.90000000
N
N
N
N
N
N
KENYA SHILLING
N/A
FX Forward Contract: KES/USD SETTLE 2024-08-02
N/A
1.00000000
NC
424883.31000000
0.038774356230
N/A
DFE
KE
N
2
KENYA SHILLING
N/A
1833001.87000000
USD
302445308.00000000
KES
2024-08-02
424883.31000000
N
N
N
BARCLAYS CAPITAL INC.
213800IQAOC5HG62T347
FX Forward Contract: EUR/USD SETTLE 2024-04-03
N/A
1.00000000
NC
-26824.42000000
-0.00244796534
N/A
DFE
XX
N
2
BARCLAYS CAPITAL INC.
213800IQAOC5HG62T347
1586503.02000000
USD
1444046.00000000
EUR
2024-04-03
-26824.42000000
N
N
N
Gobierno de la Republica Dominicana
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC 6.000000% 02/22/2033
P3579ECN5
457000.00000000
PA
USD
443510.99000000
0.040474296621
Long
DBT
NUSS
DO
N
2
2033-02-22
Fixed
6.00000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT TREASURY BILL ZERO COUPON 06/04/2024
N/A
28850000.00000000
PA
582495.24000000
0.053157837474
Long
DBT
NUSS
EG
N
2
2024-06-04
Fixed
0.00000000
N
N
N
N
N
N
Republic of Lebanon
529900QPC4K9S1KHL354
LEBANESE REPUBLIC 6.1% 10/04/2022
N/A
569000.00000000
PA
USD
35448.70000000
0.003235007093
Long
DBT
NUSS
LB
N
2
2022-10-04
Fixed
6.10000000
Y
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS MTN 6.750000% 09/21/2047
71654QCC4
5269000.00000000
PA
USD
3504701.70000000
0.319834997045
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
14790000.00000000
PA
536060.91000000
0.048920294576
Long
DBT
NUSS
CZ
N
2
2033-10-13
Fixed
2.00000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 7.000000% 02/28/2031
N/A
44800000.00000000
PA
1905205.10000000
0.173866799428
Long
DBT
NUSS
ZA
N
2
2031-02-28
Fixed
7.00000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
BRK:GOLDMAN SACHS AND CO. LLC PAY: 5.605 % FIXED
N/A
3096800.00000000
NC
-36392.76000000
-0.00332116090
N/A
DIR
PL
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Y
2033-04-17
0.00000000
PLN
0.00000000
PLN
-3096800.00000000
PLN
-36392.76000000
N
N
N
Republika Srbija
254900W94OCY91V32O78
SERBIA TREASURY BONDS 4.500000% 01/11/2026
N/A
15250000.00000000
PA
139479.90000000
0.012728773294
Long
DBT
NUSS
RS
N
2
2026-01-11
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
1993692.24000000
0.181942032809
Long
DBT
NUSS
BR
N
2
2033-01-01
Fixed
10.00000000
N
N
N
N
N
N
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
FX Forward Contract: TRY/USD SETTLE 2024-09-18
N/A
1.00000000
NC
2865.57000000
0.000261508582
N/A
DFE
TR
N
2
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
142961.58000000
USD
5744196.35000000
TRY
2024-09-18
2865.57000000
N
N
N
Republica de El Salvador
529900AKDMUSFSDOM949
REPUBLIC OF EL SALVADOR 9.500000% 07/15/2052
P01012CC8
1049000.00000000
PA
USD
869744.07000000
0.079371831291
Long
DBT
NUSS
SV
N
2
2052-07-15
Fixed
9.50000000
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/THB SETTLE 2024-06-20
N/A
1.00000000
NC
USD
25953.23000000
0.002368461555
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
55692346.00000000
THB
1562815.76000000
USD
2024-06-20
25953.23000000
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 6.000000% 04/28/2028
N/A
12068900000.00000000
PA
2769851.97000000
0.252773466181
Long
DBT
NUSS
CO
N
2
2028-04-28
Fixed
6.00000000
N
N
N
N
N
N
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
FX Forward Contract: TRY/USD SETTLE 2025-03-19
N/A
1.00000000
NC
5295.52000000
0.000483262990
N/A
DFE
TR
N
2
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
135188.76000000
USD
6624249.27000000
TRY
2025-03-19
5295.52000000
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
REPUBLIC OF GHANA 7.750000% 04/07/2029
N/A
450000.00000000
PA
USD
231970.50000000
0.021169357775
Long
DBT
NUSS
GH
N
2
2029-04-07
Fixed
7.75000000
Y
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
REPUBLIC OF PERU 1.250000% 03/11/2033
N/A
518000.00000000
PA
443878.73000000
0.040507856145
Long
DBT
NUSS
PE
N
2
2033-03-11
Fixed
1.25000000
N
N
N
N
N
N
Republica Argentina
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA 0.125000% 07/09/2030
N/A
542265.00000000
PA
281657.98000000
0.025703779354
Long
DBT
NUSS
AR
N
2
2030-07-09
Fixed
0.12500000
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
714657.00000000
0.065218765832
Long
DBT
NUSS
GH
Y
2
2030-10-14
Fixed
10.75000000
N
N
N
N
N
N
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
FX Forward Contract: TRY/USD SETTLE 2025-03-19
N/A
1.00000000
NC
4724.21000000
0.000431125904
N/A
DFE
TR
N
2
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
130494.81000000
USD
6375976.59000000
TRY
2025-03-19
4724.21000000
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
BONOS DE TESORERIA 6.150000% 08/12/2032
N/A
6138000.00000000
PA
1547647.08000000
0.141236470784
Long
DBT
NUSS
PE
N
2
2032-08-12
Fixed
6.15000000
N
N
N
N
N
N
NIGERIAN NAIRA
N/A
FX Forward Contract: NGN/USD SETTLE 2025-02-10
N/A
1.00000000
NC
10940.33000000
0.000998401779
N/A
DFE
NG
N
2
NIGERIAN NAIRA
N/A
534809.73000000
USD
807562690.00000000
NGN
2025-02-10
10940.33000000
N
N
N
Republique du Benin
635400Q11P6AE5A5Y230
BENIN GOVERNMENT INTERNATIONAL BOND 144A 7.960000% 02/13/2038
08205QAA6
627000.00000000
PA
USD
609738.69000000
0.055644043005
Long
DBT
NUSS
BJ
Y
2
2038-02-13
Fixed
7.96000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: USD/HUF SETTLE 2024-06-10
N/A
1.00000000
NC
USD
251.49000000
0.000022950684
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
44895600.00000000
HUF
122856.61000000
USD
2024-06-10
251.49000000
N
N
N
CSN Resources S.A.
222100ZEX458NMOXZP08
CSN RESOURCES SA 144A 8.875000% 12/05/2030
12644VAF5
407000.00000000
PA
USD
419906.78000000
0.038320203896
Long
DBT
NUSS
BR
Y
2
2030-12-05
Fixed
8.87500000
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
53454.35000000
0.004878181750
Long
DBT
NUSS
LK
N
2
2028-04-18
Fixed
6.75000000
Y
N
N
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
NOTA DO TESOURO NACIONAL 10.000000% 01/01/2029
N/A
5000000.00000000
PA
976323.78000000
0.089098171548
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
573000.00000000
PA
USD
456967.65000000
0.041702335747
Long
DBT
NUSS
PH
N
2
2031-06-10
Fixed
1.64800000
N
N
N
N
N
N
Republique du Cameroun
54930021BO6NHYGBBV24
REPUBLIC OF CAMEROON 5.950000% 07/07/2032
N/A
700000.00000000
PA
582873.44000000
0.053192351565
Long
DBT
NUSS
CM
N
2
2032-07-07
Fixed
5.95000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: EUR/USD SETTLE 2024-04-24
N/A
1.00000000
NC
-5987.34000000
-0.00054639767
N/A
DFE
XX
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
654633.96000000
USD
600000.00000000
EUR
2024-04-24
-5987.34000000
N
N
N
SINGAPORE DOLLAR
N/A
FX Forward Contract: SGD/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-36172.28000000
-0.00330104016
N/A
DFE
SG
N
2
SINGAPORE DOLLAR
N/A
5812343.28000000
USD
7765000.00000000
SGD
2024-06-20
-36172.28000000
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 8.250000% 05/15/2036
N/A
41720000000.00000000
PA
2936688.04000000
0.267998731702
Long
DBT
NUSS
ID
N
2
2036-05-15
Fixed
8.25000000
N
N
N
N
N
N
Merrill Lynch
GGDZP1UYGU9STUHRDP48
BRK: BOFA MERRILL LYNCH PAY: 6M PRIBOR
N/A
14959122.00000000
NC
29574.57000000
0.002698940828
N/A
DIR
CZ
N
2
Merrill Lynch
GGDZP1UYGU9STUHRDP48
Y
2028-10-06
0.00000000
CZK
0.00000000
CZK
-14959122.00000000
CZK
29574.57000000
N
N
N
Emirate of Abu Dhabi
213800FER4348CINTA77
ABU DHABI GOVERNMENT INTERNATIONAL BOND MTN 3.000000% 09/15/2051
29135LAR1
519000.00000000
PA
USD
352064.69000000
0.032129013743
Long
DBT
NUSS
AE
Y
2
2051-09-15
Fixed
3.00000000
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
265390.20000000
0.024219200690
Long
DBT
NUSS
PG
N
2
2028-10-04
Fixed
8.37500000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT TREASURY BILL ZERO COUPON 12/10/2024
N/A
19725000.00000000
PA
350591.50000000
0.031994572139
Long
DBT
NUSS
EG
N
2
2024-12-10
Fixed
0.00000000
N
N
N
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
1099324.41000000
0.100323065847
Long
DBT
NUSS
ID
Y
2
2050-05-15
Fixed
5.80000000
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
186459.60000000
0.017016086023
Long
DBT
NUSS
KZ
N
2
2048-10-24
Fixed
6.37500000
N
N
N
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: BRL/USD SETTLE 2024-06-04
N/A
1.00000000
NC
-17380.45000000
-0.00158611963
N/A
DFE
BR
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
2317158.58000000
USD
11580000.00000000
BRL
2024-06-04
-17380.45000000
N
N
N
Republique de Cote d'Ivoire
254900ICW11T82O6H590
IVORY COAST 5.750000% 12/31/2032
N/A
69265.90200000
PA
USD
65802.61000000
0.006005069582
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
439727.84000000
0.040129050756
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
4383000.00000000
PA
USD
4534855.13000000
0.413845599785
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
52915.35000000
0.004828993238
Long
DBT
NUSS
CN
N
2
2026-07-15
Fixed
5.60000000
Y
N
N
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 3.350000% 06/17/2033
N/A
225044000.00000000
PA
6566717.19000000
0.599270965931
Long
DBT
NUSS
TH
N
2
2033-06-17
Fixed
3.35000000
N
N
N
N
N
N
Turkiye Cumhuriyeti
5493000PCHOG3B6S3Q85
REPUBLIC OF TURKIYE 7.625000% 05/15/2034
900123DK3
909000.00000000
PA
USD
911272.50000000
0.083161667466
Long
DBT
NUSS
TR
N
2
2034-05-15
Fixed
7.62500000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 6.250000% 07/09/2036
N/A
4494700000.00000000
PA
831073.26000000
0.075842778190
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
268471.70000000
0.024500414793
Long
DBT
NUSS
CL
Y
2
2033-02-02
Fixed
5.12500000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
KD3XUN7C6T14HNAYLU02
BRK:GOLDMAN SACHE PAY:BRL-CDI BRAZIL CETIP DI INTERBANK
N/A
24991887.91000000
NC
-29300.41000000
-0.00267392130
N/A
DIR
BR
N
2
GOLDMAN SACHS & CO. LLC
KD3XUN7C6T14HNAYLU02
Y
2026-01-02
0.00000000
BRL
0.00000000
BRL
-24991887.91000000
BRL
-29300.41000000
N
N
N
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
FX Forward Contract: TRY/USD SETTLE 2024-06-20
N/A
1.00000000
NC
3753.99000000
0.000342584757
N/A
DFE
TR
N
2
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
149113.21000000
USD
5427720.96000000
TRY
2024-06-20
3753.99000000
N
N
N
State of Israel
213800T8ZHTFZIBYPE21
STATE OF ISRAEL 4.500000% 04/03/2120
46513JB59
759000.00000000
PA
USD
565455.00000000
0.051602765009
Long
DBT
NUSS
IL
N
2
2120-04-03
Fixed
4.50000000
N
N
N
N
N
N
Republic of Zambia
213800DMLAZ6LGMMD849
ZAMBIA GOVERNMENT BOND 11.000000% 08/21/2028
N/A
10000000.00000000
PA
276416.61000000
0.025225458030
Long
DBT
NUSS
ZM
N
2
2028-08-21
Fixed
11.00000000
N
N
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
REPUBLIC OF PERU 5.940000% 02/12/2029
P78024AE9
9481000.00000000
PA
2534134.58000000
0.231262171587
Long
DBT
NUSS
PE
N
2
2029-02-12
Fixed
5.94000000
N
N
N
N
N
N
MORGAN STANLEY & CO, INC
9R7GPTSO7KV3UQJZQ078
FX Forward Contract: CLP/USD SETTLE 2024-04-04
N/A
1.00000000
NC
14453.82000000
0.001319038786
N/A
DFE
CL
N
2
MORGAN STANLEY & CO, INC
9R7GPTSO7KV3UQJZQ078
2250125.18000000
USD
2221379828.00000000
CLP
2024-04-04
14453.82000000
N
N
N
STATE STREET BANK
549300ZFEEJ2IP5VME73
FX Forward Contract: KRW/USD SETTLE 2024-04-15
N/A
1.00000000
NC
-29102.47000000
-0.00265585753
N/A
DFE
KR
N
2
STATE STREET BANK
549300ZFEEJ2IP5VME73
1034852.48000000
USD
1354208053.00000000
KRW
2024-04-15
-29102.47000000
N
N
N
Islamic Republic of Pakistan
529900LOP29R5WKHOD86
PAKISTAN GOVERNMENT INTERNATIONAL BOND MTN 8.875000% 04/08/2051
N/A
2300000.00000000
PA
USD
1726610.00000000
0.157568418518
Long
DBT
NUSS
PK
N
2
2051-04-08
Fixed
8.87500000
N
N
N
N
N
N
Provincia de Cordoba
5299006CLM2Z97AATT29
PROVINCIA DE CORDOBA 144A 6.875000% 12/10/2025
74408DAC8
360118.54000000
PA
USD
311129.39000000
0.028393305921
Long
DBT
NUSS
AR
Y
2
2025-12-10
Fixed
6.87500000
N
N
N
N
N
N
THE BIDVEST GROUP (UK) PLC
984500A80C777F496830
BIDVEST GROUP UK PLC/THE 144A 3.625000% 09/23/2026
88332EAA1
344000.00000000
PA
USD
319593.20000000
0.029165703368
Long
DBT
NUSS
ZA
Y
2
2026-09-23
Fixed
3.62500000
N
N
N
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: EUR/USD SETTLE 2024-04-24
N/A
1.00000000
NC
-10434.42000000
-0.00095223302
N/A
DFE
XX
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
2496913.12000000
USD
2300000.00000000
EUR
2024-04-24
-10434.42000000
N
N
N
ROMANIAN LEU
N/A
FX Forward Contract: RON/USD SETTLE 2024-05-13
N/A
1.00000000
NC
2515.90000000
0.000229598105
N/A
DFE
RO
N
2
ROMANIAN LEU
N/A
1902439.02000000
USD
8767200.00000000
RON
2024-05-13
2515.90000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/UGX SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-9368.14000000
-0.00085492555
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
2538714213.00000000
UGX
635472.89000000
USD
2024-06-20
-9368.14000000
N
N
N
BRITISH STERLING POUND
N/A
FX Forward Contract: GBP/USD SETTLE 2024-04-18
N/A
1.00000000
NC
-2165.73000000
-0.00019764199
N/A
DFE
GB
N
2
BRITISH STERLING POUND
N/A
381130.17000000
USD
300000.00000000
GBP
2024-04-18
-2165.73000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/TWD SETTLE 2024-03-29
N/A
1.00000000
NC
USD
8778.10000000
0.000801079186
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
50257268.00000000
TWD
1579145.97000000
USD
2024-03-29
8778.10000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: USD/COP SETTLE 2024-04-26
N/A
1.00000000
NC
USD
-1723.70000000
-0.00015730285
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
533111900.00000000
COP
135735.47000000
USD
2024-04-26
-1723.70000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.906000% 07/15/2026
N/A
4003000.00000000
PA
854521.35000000
0.077982623586
Long
DBT
NUSS
MY
N
2
2026-07-15
Fixed
3.90600000
N
N
N
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: THB/USD SETTLE 2024-06-10
N/A
1.00000000
NC
-47742.23000000
-0.00435690032
N/A
DFE
TH
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
2815214.16000000
USD
100365200.00000000
THB
2024-06-10
-47742.23000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: IDR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-15299.19000000
-0.00139618626
N/A
DFE
ID
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
704652.31000000
USD
10964389919.00000000
IDR
2024-06-20
-15299.19000000
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVERNMENT BOND 2.800000% 03/25/2030
N/A
18590000.00000000
PA
2636948.59000000
0.240644858445
Long
DBT
NUSS
CN
N
2
2030-03-25
Fixed
2.80000000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 2.124000% 07/16/2031
N/A
158000.00000000
PA
139189.76000000
0.012702295455
Long
DBT
NUSS
RO
N
2
2031-07-16
Fixed
2.12400000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 6.500000% 02/28/2041
N/A
62940000.00000000
PA
1896551.01000000
0.173077037249
Long
DBT
NUSS
ZA
N
2
2041-02-28
Fixed
6.50000000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA 8.750000% 11/14/2053
195325EM3
268000.00000000
PA
USD
290776.45000000
0.026535920311
Long
DBT
NUSS
CO
N
2
2053-11-14
Fixed
8.75000000
N
N
N
N
N
N
Republica de El Salvador
529900AKDMUSFSDOM949
REPUBLIC OF EL SALVADOR 8.250000% 04/10/2032
N/A
208000.00000000
PA
USD
172108.35000000
0.015706407656
Long
DBT
NUSS
SV
N
2
2032-04-10
Fixed
8.25000000
N
N
N
N
N
N
GACI First Investment Company
558600TU1PWGNLZ3XM88
GACI FIRST INVESTMENT CO 5.375000% 01/29/2054
N/A
2183000.00000000
PA
USD
1938704.84000000
0.176923946700
Long
DBT
NUSS
SA
N
2
2054-01-29
Fixed
5.37500000
N
N
N
N
N
N
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
FX Forward Contract: TRY/USD SETTLE 2025-03-19
N/A
1.00000000
NC
4724.21000000
0.000431125904
N/A
DFE
TR
N
2
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
130494.81000000
USD
6375976.58000000
TRY
2025-03-19
4724.21000000
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEX BONOS DESARR FIX RT 7.750000% 05/29/2031
N/A
103501600.00000000
PA
5734564.94000000
0.523329720370
Long
DBT
NUSS
MX
N
2
2031-05-29
Fixed
7.75000000
N
N
N
N
N
N
Ukraine
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT 7.253000% 03/15/2035
N/A
1175000.00000000
PA
USD
335653.79000000
0.030631374114
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
240788.80000000
0.021974105566
Long
DBT
NUSS
XX
N
2
2031-10-22
Fixed
4.70000000
N
N
N
N
N
N
MALAYSIAN RINGGIT
N/A
FX Forward Contract: MYR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-3614.02000000
-0.00032981125
N/A
DFE
MY
N
2
MALAYSIAN RINGGIT
N/A
393910.59000000
USD
1850395.00000000
MYR
2024-06-20
-3614.02000000
N
N
N
Republica Del Paraguay
529900UXKJTJPCU0HK83
PARAGUAY GOVERNMENT INTERNATIONAL BOND 144A 5.850000% 08/21/2033
699149AM2
1366000.00000000
PA
USD
1365335.11000000
0.124598892645
Long
DBT
NUSS
PY
Y
2
2033-08-21
Fixed
5.85000000
N
N
N
N
N
N
CITIGROUP GLOBAL MARKETS INC.
6SHGI4ZSSLCXXQSBB395
BRK: CITIGROUP PAY: FLOATING (CNY-CNREPOFIX=CFXS-REUTERS)
N/A
19902271.00000000
NC
37601.35000000
0.003431455426
N/A
DIR
CN
N
2
CITIGROUP GLOBAL MARKETS INC.
6SHGI4ZSSLCXXQSBB395
Y
2028-07-04
0.00000000
CNY
0.00000000
CNY
-19902271.00000000
CNY
37601.35000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2024-04-03
N/A
1.00000000
NC
USD
6543.93000000
0.000597191433
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1700615.00000000
BRL
346224.16000000
USD
2024-04-03
6543.93000000
N
N
N
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
FX Forward Contract: TRY/USD SETTLE 2024-09-18
N/A
1.00000000
NC
2096.48000000
0.000191322324
N/A
DFE
TR
N
2
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
143730.67000000
USD
5744196.35000000
TRY
2024-09-18
2096.48000000
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
REPUBLIC OF POLAND 5.500000% 03/18/2054
731011AZ5
1100000.00000000
PA
USD
1091805.00000000
0.099636853244
Long
DBT
NUSS
PL
N
2
2054-03-18
Fixed
5.50000000
N
N
N
N
N
N
PHILLIPINE PESO
N/A
FX Forward Contract: PHP/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-32382.35000000
-0.00295517556
N/A
DFE
PH
N
2
PHILLIPINE PESO
N/A
2246578.29000000
USD
124478409.95000000
PHP
2024-06-20
-32382.35000000
N
N
N
Banco Central de la Republica Dominicana
549300DTVR57NON7XL66
DOMINICAN REPUBLIC CENTRAL BANK NOTES 144A 13.000000% 12/05/2025
25714PER5
236870000.00000000
PA
4098909.72000000
0.374061729186
Long
DBT
NUSS
DO
Y
2
2025-12-05
Fixed
13.00000000
N
N
N
N
N
N
Qatar Energy
254900QTESJKJ3P87J26
QATARENERGY 144A 3.300000% 07/12/2051
74730DAD5
234000.00000000
PA
USD
164853.00000000
0.015044292861
Long
DBT
NUSS
QA
Y
2
2051-07-12
Fixed
3.30000000
N
N
N
N
N
N
JP MORGAN CHASE BANK N.A.
984500653R409CC5AB28
BRK: JPMORGAN CHASE BANK PAY: 28D MEXICAN INTERBANK RATE (TIIE)
N/A
23876431.00000000
NC
-44945.85000000
-0.00410170594
N/A
DIR
MX
N
2
JP MORGAN CHASE BANK N.A.
984500653R409CC5AB28
Y
2028-01-07
0.00000000
MXN
0.00000000
MXN
-23876431.00000000
MXN
-44945.85000000
N
N
N
Republique Gabonaise
213800XA7X746GRPXA35
REPUBLIC OF GABON 7.000000% 11/24/2031
N/A
1250000.00000000
PA
USD
1063800.00000000
0.097081149547
Long
DBT
NUSS
GA
N
2
2031-11-24
Fixed
7.00000000
N
N
N
N
N
N
Petroleos de Venezuela, S.A.
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA 9.000000% 11/17/2021
P7807HAP0
4300000.00000000
PA
USD
430000.00000000
0.039241299403
Long
DBT
NUSS
VE
N
2
2021-11-17
Fixed
9.00000000
Y
N
N
N
N
N
Ceska republika
3157007EFDLQABN47912
CZECH REPUBLIC 4.900000% 04/14/2034
N/A
31460000.00000000
PA
1444609.66000000
0.131833395788
Long
DBT
NUSS
CZ
N
2
2034-04-14
Fixed
4.90000000
N
N
N
N
N
N
Gobierno de Chile
549300FLZTJM5YJF8D34
BONOS TESORERIA PESOS 4.500000% 03/01/2026
N/A
330000000.00000000
PA
329585.33000000
0.030077573519
Long
DBT
NUSS
CL
N
2
2026-03-01
Fixed
4.50000000
N
N
N
N
N
N
Ukraine
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT VARIABLE RATE 09/01/2029
N/A
845000.00000000
PA
USD
273780.00000000
0.024984844071
Long
DBT
NUSS
UA
N
2
2029-09-01
Fixed
7.75000000
N
Y
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
90000.00000000
0.008213295223
Long
DBT
CORP
VE
N
2
2037-04-12
Fixed
5.50000000
Y
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
54652.50000000
0.004987523524
Long
DBT
NUSS
KZ
N
2
2047-04-19
Fixed
5.75000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: USD/MXN SETTLE 2024-05-13
N/A
1.00000000
NC
USD
-861.32000000
-0.00007860306
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
428000.00000000
MXN
24723.21000000
USD
2024-05-13
-861.32000000
N
N
N
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
FX Forward Contract: NGN/USD SETTLE 2025-02-13
N/A
1.00000000
NC
171174.40000000
0.015621176466
N/A
DFE
NG
N
2
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
2045545.17000000
USD
3283100000.00000000
NGN
2025-02-13
171174.40000000
N
N
N
BARCLAYS CAPITAL INC.
213800IQAOC5HG62T347
FX Forward Contract: EUR/USD SETTLE 2024-05-03
N/A
1.00000000
NC
-3765.96000000
-0.00034367712
N/A
DFE
XX
N
2
BARCLAYS CAPITAL INC.
213800IQAOC5HG62T347
1789609.91000000
USD
1651590.00000000
EUR
2024-05-03
-3765.96000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/THB SETTLE 2024-04-18
N/A
1.00000000
NC
USD
3031.14000000
0.000276618307
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
6521983.00000000
THB
182035.92000000
USD
2024-04-18
3031.14000000
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
NOTA DO TESOURO NACIONAL 10.000000% 01/01/2027
N/A
35817000.00000000
PA
7124019.94000000
0.650129766097
Long
DBT
NUSS
BR
N
2
2027-01-01
Fixed
10.00000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/MYR SETTLE 2024-06-20
N/A
1.00000000
NC
USD
42109.87000000
0.003842897712
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
16148349.23000000
MYR
3448217.90000000
USD
2024-06-20
42109.87000000
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 8.000000% 01/31/2030
N/A
1441576.00000000
PA
67593.92000000
0.006168542447
Long
DBT
NUSS
ZA
N
2
2030-01-31
Fixed
8.00000000
N
N
N
N
N
N
INDIA RUPEE
N/A
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-17353.51000000
-0.00158366112
N/A
DFE
IN
N
2
INDIA RUPEE
N/A
5807803.12000000
USD
483790000.00000000
INR
2024-06-20
-17353.51000000
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 7.690000% 01/23/2050
71654QDD1
237000.00000000
PA
USD
170475.71000000
0.015557414830
Long
DBT
NUSS
MX
N
2
2050-01-23
Fixed
7.69000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2024-04-03
N/A
1.00000000
NC
USD
1455.36000000
0.000132814459
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1808718.41000000
BRL
362728.13000000
USD
2024-04-03
1455.36000000
N
N
N
Federal Democratic Republic of Ethiopia
N/A
FEDERAL REP OF ETHIOPIA 6.625000% 12/11/2024
N/A
1180000.00000000
PA
USD
861400.00000000
0.078610361177
Long
DBT
NUSS
ET
N
2
2024-12-11
Fixed
6.62500000
Y
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 7.000000% 09/15/2030
N/A
6550000000.00000000
PA
421075.56000000
0.038426865398
Long
DBT
NUSS
ID
N
2
2030-09-15
Fixed
7.00000000
N
N
N
N
N
N
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
FX Forward Contract: TRY/USD SETTLE 2025-03-19
N/A
1.00000000
NC
2274.87000000
0.000207601987
N/A
DFE
TR
N
2
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
62837.60000000
USD
3070245.26000000
TRY
2025-03-19
2274.87000000
N
N
N
MORGAN STANLEY & CO, INC
9R7GPTSO7KV3UQJZQ078
FX Forward Contract: USD/HKD SETTLE 2024-04-10
N/A
1.00000000
NC
USD
1263.13000000
0.000115271773
N/A
DFE
US
N
2
MORGAN STANLEY & CO, INC
9R7GPTSO7KV3UQJZQ078
2700000.00000000
HKD
346400.99000000
USD
2024-04-10
1263.13000000
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 9.250000% 05/28/2042
N/A
1788600000.00000000
PA
407158.98000000
0.037156854509
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
174751.50000000
0.015947618448
Long
DBT
NUSS
LB
N
2
2022-10-04
Fixed
6.10000000
Y
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 7.000000% 02/28/2031
N/A
14062287.00000000
PA
598025.47000000
0.054575108184
Long
DBT
NUSS
ZA
N
2
2031-02-28
Fixed
7.00000000
N
N
N
N
N
N
Republic of Lebanon
529900QPC4K9S1KHL354
LEBANON GOVERNMENT INTERNATIONAL BOND MTN 6.850000% 05/25/2029
N/A
387000.00000000
PA
USD
25155.00000000
0.002295616015
Long
DBT
NUSS
LB
N
2
2029-05-25
Fixed
6.85000000
Y
N
N
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie B 6.000000% 05/15/2045
N/A
103000.00000000
PA
89280.87000000
0.008147668257
Long
DBT
NUSS
BR
N
2
2045-05-15
Fixed
6.00000000
N
N
N
N
N
N
ABU DHABI CRUDE OIL PIPELINE L.L.C.
549300DONDFW2383FV66
ABU DHABI CRUDE OIL PIPELINE LLC 144A 4.600000% 11/02/2047
00401MAB2
558000.00000000
PA
USD
500077.37000000
0.045636478607
Long
DBT
NUSS
AE
Y
2
2047-11-02
Fixed
4.60000000
N
N
N
N
N
N
JP MORGAN CHASE BANK N.A.
984500653R409CC5AB28
BRK: J.P. MORGAN CHASE PAY: 28-DAY MXN - TIIE
N/A
40000000.00000000
NC
-169469.50000000
-0.01546558927
N/A
DIR
MX
N
2
JP MORGAN CHASE BANK N.A.
984500653R409CC5AB28
Y
2026-06-18
0.00000000
MXN
0.00000000
MXN
-40000000.00000000
MXN
-169469.50000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2024-04-04
N/A
1.00000000
NC
USD
2239.65000000
0.000204387851
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
864573.00000000
EUR
936078.37000000
USD
2024-04-04
2239.65000000
N
N
N
Federal Republic of Nigeria
549300GSBZD84TNEQ285
NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 7.375000% 09/28/2033
N/A
3305000.00000000
PA
USD
2823659.80000000
0.257683906105
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
1364300.00000000
PA
USD
124808.39000000
0.011389868372
Long
DBT
NUSS
VE
N
2
2027-04-12
Fixed
5.37500000
Y
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
REPUBLIC OF INDONESIA 1.400000% 10/30/2031
N/A
841000.00000000
PA
766370.59000000
0.069938087851
Long
DBT
NUSS
ID
N
2
2031-10-30
Fixed
1.40000000
N
N
N
N
N
N
NIGERIAN NAIRA
N/A
FX Forward Contract: NGN/USD SETTLE 2024-07-26
N/A
1.00000000
NC
-56308.93000000
-0.00513868739
N/A
DFE
NG
N
2
NIGERIAN NAIRA
N/A
542841.44000000
USD
676923276.00000000
NGN
2024-07-26
-56308.93000000
N
N
N
MORGAN STANLEY & CO, INC
9R7GPTSO7KV3UQJZQ078
FX Forward Contract: CZK/EUR SETTLE 2024-06-20
N/A
1.00000000
NC
169.80000000
0.000015495750
N/A
DFE
CZ
N
2
MORGAN STANLEY & CO, INC
9R7GPTSO7KV3UQJZQ078
149812.10000000
EUR
3802243.00000000
CZK
2024-06-20
169.80000000
N
N
N
Joint Stock Company National Company KazMunayGas
2138001H1M69RFJCSH88
KAZMUNAYGAS NATIONAL CO JSC 144A 5.375000% 04/24/2030
48667QAQ8
400000.00000000
PA
USD
392017.60000000
0.035775069797
Long
DBT
NUSS
KZ
Y
2
2030-04-24
Fixed
5.37500000
N
N
N
N
N
N
Republica del Ecuador
5299003Y2U5XK0A35H71
REPUBLIC OF ECUADOR ZERO COUPON 07/31/2030
N/A
182832.00000000
PA
USD
89865.10000000
0.008200984407
Long
DBT
NUSS
EC
N
2
2030-07-31
Fixed
0.00000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZAR SETTLE 2024-06-20
N/A
1.00000000
NC
USD
113371.05000000
0.010346110038
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
200710000.00000000
ZAR
10645032.99000000
USD
2024-06-20
113371.05000000
N
N
N
Gobierno de la Republica de Panama
549300SHS4T08CL0LP14
REPUBLIC OF PANAMA 6.700000% 01/26/2036
698299AW4
150000.00000000
PA
USD
145411.24000000
0.013270060477
Long
DBT
NUSS
PA
N
2
2036-01-26
Fixed
6.70000000
N
N
N
N
N
N
Suzano Austria GmbH
254900287ZNSGVP1R341
SUZANO AUSTRIA GMBH 5.000000% 01/15/2030
86964WAH5
284000.00000000
PA
USD
272515.35000000
0.024869433584
Long
DBT
NUSS
BR
N
2
2030-01-15
Fixed
5.00000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: HUF/USD SETTLE 2024-05-21
N/A
1.00000000
NC
-763.47000000
-0.00006967338
N/A
DFE
HU
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
153125.19000000
USD
55741000.00000000
HUF
2024-05-21
-763.47000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 4.457000% 03/31/2053
Y2R35QFJ5
2400000.00000000
PA
528375.24000000
0.048218909279
Long
DBT
NUSS
MY
N
2
2053-03-31
Fixed
4.45700000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EGP SETTLE 2025-01-22
N/A
1.00000000
NC
USD
-32119.28000000
-0.00293116810
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
19081081.06000000
EGP
334111.03000000
USD
2025-01-22
-32119.28000000
N
N
N
Republique du Benin
635400Q11P6AE5A5Y230
BENIN INTL GOV BOND 4.875000% 01/19/2032
N/A
102000.00000000
PA
92551.62000000
0.008446153094
Long
DBT
NUSS
BJ
N
2
2032-01-19
Fixed
4.87500000
N
N
N
N
N
N
Republic of Zambia
213800DMLAZ6LGMMD849
ZAMBIA GOVERNMENT BOND 11.000000% 06/28/2026
BQ2494160
78885000.00000000
PA
2584803.35000000
0.235886144549
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
185212.06000000
0.016902236975
Long
DBT
NUSS
CZ
N
2
2037-07-30
Fixed
1.95000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
KD3XUN7C6T14HNAYLU02
BRK: GOLDMAN SACHS PAY: 9.02% FIXED
N/A
2184689893.00000000
NC
-46209.79000000
-0.00421705163
N/A
DIR
CO
N
2
GOLDMAN SACHS & CO. LLC
KD3XUN7C6T14HNAYLU02
Y
2032-08-11
0.00000000
COP
0.00000000
COP
-2184689893.00000000
COP
-46209.79000000
N
N
N
Republika Srbija
254900W94OCY91V32O78
SERBIA INTERNATIONAL BOND 144A 6.250000% 05/26/2028
817477AG7
426000.00000000
PA
USD
434298.48000000
0.039633573684
Long
DBT
NUSS
RS
Y
2
2028-05-26
Fixed
6.25000000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEX BONOS DESARR FIX RT 7.500000% 05/26/2033
N/A
3233600.00000000
PA
173536.26000000
0.015836717060
Long
DBT
NUSS
MX
N
2
2033-05-26
Fixed
7.50000000
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
616901.53000000
0.056297715444
Long
DBT
NUSS
OM
Y
2
2047-03-08
Fixed
6.50000000
N
N
N
N
N
N
Kingdom of Bahrain
549300RODM1WN85LFQ95
BAHRAIN GOVERNMENT INTERNATIONAL BOND 144A 7.750000% 04/18/2035
05675M2K9
838000.00000000
PA
USD
877149.68000000
0.080047658638
Long
DBT
NUSS
BH
Y
2
2035-04-18
Fixed
7.75000000
N
N
N
N
N
N
MVM Energetika Zartkoruen Mukodo Reszvenytarsasag
529900ELI5AQ9F74PF85
MVM ENERGETIKA ZRT 7.500000% 06/09/2028
N/A
1000000.00000000
PA
USD
1039500.00000000
0.094863559836
Long
DBT
NUSS
HU
N
2
2028-06-09
Fixed
7.50000000
N
N
N
N
N
N
Comision Federal de Electricidad
4469000001BFPONMPF32
COMISION FEDERAL DE ELECTRICIDAD 3.875000% 07/26/2033
P30179BK3
300000.00000000
PA
USD
245084.97000000
0.022366169039
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
57006.82000000
0.005202376027
Long
DBT
NUSS
EG
N
2
2030-10-06
Fixed
14.66400000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
KD3XUN7C6T14HNAYLU02
BRK - GOLDMAN SACH PAY - 1M MXIBOR 28D MEXICAN INTERBANK RATE
N/A
22189061.00000000
NC
-567.63000000
-0.00005180125
N/A
DIR
MX
N
2
GOLDMAN SACHS & CO. LLC
KD3XUN7C6T14HNAYLU02
Y
2028-08-17
0.00000000
MXN
0.00000000
MXN
-22189061.00000000
MXN
-567.63000000
N
N
N
Gobierno de Chile
549300FLZTJM5YJF8D34
BONOS TESORERIA PESOS 5.000000% 03/01/2035
N/A
275000000.00000000
PA
260077.36000000
0.023734357097
Long
DBT
NUSS
CL
N
2
2035-03-01
Fixed
5.00000000
N
N
N
N
N
N
Republique du Senegal
549300NP14ZLQGWIUZ97
REPUBLIC OF SENEGAL 6.750000% 03/13/2048
N/A
700000.00000000
PA
USD
518000.00000000
0.047272076955
Long
DBT
NUSS
SN
N
2
2048-03-13
Fixed
6.75000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
REPUBLIC OF INDONESIA 1.300000% 03/23/2034
BR4171160
229000.00000000
PA
193452.85000000
0.017654281877
Long
DBT
NUSS
ID
N
2
2034-03-23
Fixed
1.30000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
213800IQAOC5HG62T347
FX Forward Contract: EUR/HUF SETTLE 2024-05-13
N/A
1.00000000
NC
-12989.83000000
-0.00118543676
N/A
DFE
XX
N
2
BARCLAYS CAPITAL INC.
213800IQAOC5HG62T347
1176558696.00000000
HUF
2962185.73000000
EUR
2024-05-13
-12989.83000000
N
N
N
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
FX Forward Contract: TRY/USD SETTLE 2025-03-19
N/A
1.00000000
NC
882.59000000
0.000080544135
N/A
DFE
TR
N
2
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
22531.46000000
USD
1104041.55000000
TRY
2025-03-19
882.59000000
N
N
N
Republica Oriental del Uruguay
549300RDR012H2V82H43
REPUBLICA ORIENT URUGUAY 5.100000% 06/18/2050
760942BA9
201000.00000000
PA
USD
194531.96000000
0.017752760199
Long
DBT
NUSS
UY
N
2
2050-06-18
Fixed
5.10000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: ARS/USD SETTLE 2024-06-18
N/A
1.00000000
NC
30305.33000000
0.002765629135
N/A
DFE
AR
N
2
U.S. DOLLARS
N/A
1563166.33000000
USD
1560040000.00000000
ARS
2024-06-18
30305.33000000
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA 5.625000% 02/26/2044
195325BR5
2032000.00000000
PA
USD
1607586.20000000
0.146706445095
Long
DBT
NUSS
CO
N
2
2044-02-26
Fixed
5.62500000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
BRK - GOLDMAN SACHS INTERNATIONAL PAY - 6M PRAGUE INTERBANK OFFER RATE (PRIBOR)
N/A
7880735.00000000
NC
-5745.86000000
-0.00052436049
N/A
DIR
CZ
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Y
2029-02-19
0.00000000
CZK
0.00000000
CZK
-7880735.00000000
CZK
-5745.86000000
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 6.625000% 02/15/2034
N/A
10754000000.00000000
PA
672193.51000000
0.061343597169
Long
DBT
NUSS
ID
N
2
2034-02-15
Fixed
6.62500000
N
N
N
N
N
N
Government of Mongolia
254900PW61ADCBDCLP71
MONGOLIA GOVERNMENT INTERNATIONAL BOND 144A 7.875000% 06/05/2029
60937LAH8
539000.00000000
PA
USD
555434.86000000
0.050688338698
Long
DBT
NUSS
MN
Y
2
2029-06-05
Fixed
7.87500000
N
N
N
N
N
N
MDGH GMTN (RSC) LTD
213800WRY6FRL9IXLT77
MDGH GMTN RSC LTD 5.500000% 04/28/2033
N/A
1062000.00000000
PA
USD
1097152.20000000
0.100124832491
Long
DBT
NUSS
AE
N
2
2033-04-28
Fixed
5.50000000
N
N
N
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
NOTA DO TESOURO NACIONAL 10.000000% 01/01/2031
N/A
2000000.00000000
PA
383183.57000000
0.034968886504
Long
DBT
NUSS
BR
N
2
2031-01-01
Fixed
10.00000000
N
N
N
N
N
N
Chile Electricity Lux MPC S.a r.l.
N/A
CHILE ELECTRICITY LUX MPC SARL 144A 6.010000% 01/20/2033
168829AA7
400000.00000000
PA
USD
403292.00000000
0.036803958416
Long
DBT
NUSS
CL
Y
2
2033-01-20
Fixed
6.01000000
N
N
N
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT BOND 4.500000% 05/27/2032
N/A
164700000.00000000
PA
388533.84000000
0.035457145915
Long
DBT
NUSS
HU
N
2
2032-05-27
Fixed
4.50000000
N
N
N
N
N
N
Democratic Socialist Republic of Sri Lanka
254900HXCCIOHM74FA02
SRI LANKA GOVT BOND 11.500000% 12/15/2028
ZG7099515
125000000.00000000
PA
407250.22000000
0.037165180965
Long
DBT
NUSS
LK
N
2
2028-12-15
Fixed
11.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 3.125000% 08/31/2029
91282CFJ5
6900000.00000000
PA
USD
6532359.38000000
0.596135512189
Long
SN
UST
US
N
2
2029-08-31
Fixed
3.12500000
N
N
N
N
N
N
Republiek Suriname
254900SYU4G5JM13TN77
SURINAME GOVERNMENT INTERNATIONAL BOND 144A 7.950000% 07/15/2033
86886PAC6
1402166.00000000
PA
USD
1281299.29000000
0.116929881544
Long
DBT
NUSS
SR
Y
2
2033-07-15
Fixed
7.95000000
N
N
Y
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
383859.98000000
0.035030614893
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
653559.90000000
PA
184768.16000000
0.016861727178
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
1614819.97000000
0.147366590524
Long
DBT
NUSS
HU
N
2
2029-05-23
Fixed
2.00000000
N
N
N
N
N
N
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
FX Forward Contract: TRY/USD SETTLE 2025-03-19
N/A
1.00000000
NC
5295.52000000
0.000483262990
N/A
DFE
TR
N
2
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
135188.76000000
USD
6624249.27000000
TRY
2025-03-19
5295.52000000
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
BONOS DE TESORERIA 5.400000% 08/12/2034
N/A
6830000.00000000
PA
1581837.55000000
0.144356653272
Long
DBT
NUSS
PE
N
2
2034-08-12
Fixed
5.40000000
N
N
N
N
N
N
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
FX Forward Contract: TRY/USD SETTLE 2025-03-19
N/A
1.00000000
NC
4724.21000000
0.000431125904
N/A
DFE
TR
N
2
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
130494.81000000
USD
6375976.59000000
TRY
2025-03-19
4724.21000000
N
N
N
State of Israel
213800T8ZHTFZIBYPE21
STATE OF ISRAEL 5.750000% 03/12/2054
46514BRM1
702000.00000000
PA
USD
671968.44000000
0.061323057543
Long
DBT
NUSS
US
N
2
2054-03-12
Fixed
5.75000000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 5.625000% 02/22/2036
N/A
653000.00000000
PA
704552.82000000
0.064296670128
Long
DBT
NUSS
RO
N
2
2036-02-22
Fixed
5.62500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/THB SETTLE 2024-04-22
N/A
1.00000000
NC
USD
11757.49000000
0.001072974849
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
28792183.00000000
THB
802267.66000000
USD
2024-04-22
11757.49000000
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVERNMENT BOND 2.620000% 06/25/2030
N/A
7500000.00000000
PA
1053100.89000000
0.096104761224
Long
DBT
NUSS
CN
N
2
2030-06-25
Fixed
2.62000000
N
N
N
N
N
N
Gobierno de la Republica de Panama
549300SHS4T08CL0LP14
PANAMA BONOS DEL 3.362000% 06/30/2031
N/A
2200000.00000000
PA
USD
1743500.00000000
0.159109780255
Long
DBT
NUSS
PA
N
2
2031-06-30
Fixed
3.36200000
N
N
N
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: USD/PLN SETTLE 2024-05-13
N/A
1.00000000
NC
USD
-69.58000000
-0.00000634978
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
184000.00000000
PLN
46068.77000000
USD
2024-05-13
-69.58000000
N
N
N
SASOL FINANCING USA LLC
549300XRB1PFMESFEL85
SASOL FINANCING USA LLC 6.500000% 09/27/2028
80386WAB1
360000.00000000
PA
USD
344967.77000000
0.031481357086
Long
DBT
CORP
ZA
N
2
2028-09-27
Fixed
6.50000000
N
N
N
N
N
N
Pakistan Global Sukuk Programme Co Ltd
213800X5OY6CVYNY1M70
PAKISTAN GLOBAL SUKUK 7.950000% 01/31/2029
N/A
200000.00000000
PA
USD
173750.00000000
0.015856222724
Long
DBT
NUSS
PK
N
2
2029-01-31
Fixed
7.95000000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.519000% 04/20/2028
N/A
2000000.00000000
PA
421195.86000000
0.038437843836
Long
DBT
NUSS
MY
N
2
2028-04-20
Fixed
3.51900000
N
N
N
N
N
N
Gobierno de la Republica de Panama
549300SHS4T08CL0LP14
REPUBLIC OF PANAMA 8.000000% 03/01/2038
698299BY9
219000.00000000
PA
USD
229426.56000000
0.020937200772
Long
DBT
NUSS
PA
N
2
2038-03-01
Fixed
8.00000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 7.500000% 04/15/2040
N/A
17705000000.00000000
PA
1177329.46000000
0.107441715898
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
363418.90000000
0.033165185729
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
463705.41000000
0.042317215880
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
692287.80000000
0.063177378681
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
600000.00000000
PA
USD
506157.84000000
0.046191375220
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
174669.46000000
0.015940131573
Long
DBT
NUSS
CN
N
2
2030-10-28
Fixed
3.05000000
N
N
N
N
N
N
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
FX Forward Contract: TRY/USD SETTLE 2025-03-19
N/A
1.00000000
NC
4724.21000000
0.000431125904
N/A
DFE
TR
N
2
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
130494.81000000
USD
6375976.58000000
TRY
2025-03-19
4724.21000000
N
N
N
MV24 CAPITAL B.V
N/A
MV24 CAPITAL BV 144A 6.748000% 06/01/2034
55388RAA4
334639.40000000
PA
USD
314024.34000000
0.028657495688
Long
DBT
NUSS
BR
Y
2
2034-06-01
Fixed
6.74800000
N
N
N
N
N
N
Republica de Costa Rica
549300S1EK2VN6XVJP58
COSTA RICA GOVERNMENT 6.550000% 04/03/2034
P3699PGM3
451000.00000000
PA
USD
466278.86000000
0.042552065932
Long
DBT
NUSS
CR
N
2
2034-04-03
Fixed
6.55000000
N
N
N
N
N
N
Republica de Angola
549300QHR2R3J8JSGK83
REPUBLIC OF ANGOLA 8.750000% 04/14/2032
BV8060618
1441000.00000000
PA
USD
1322391.29000000
0.120679889626
Long
DBT
NUSS
AO
N
2
2032-04-14
Fixed
8.75000000
N
N
N
N
N
N
Republica Argentina
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA 3.500000% 07/09/2041
040114HV5
6998659.00000000
PA
USD
2820866.97000000
0.257429035690
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
228883.48000000
0.020887639923
Long
DBT
NUSS
MX
Y
2
2052-02-15
Fixed
6.26400000
N
N
N
N
N
N
Republique de Cote d'Ivoire
254900ICW11T82O6H590
IVORY COAST 6.875000% 10/17/2040
N/A
2339000.00000000
PA
2181269.76000000
0.199060138911
Long
DBT
NUSS
CI
N
2
2040-10-17
Fixed
6.87500000
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
342992.49000000
0.031301095333
Long
DBT
NUSS
IN
N
2
2031-01-13
Fixed
2.25000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
BRK - DEUTSCHE BANK PAY - ZAR-JIBAR-SAFEX
N/A
105000000.00000000
NC
-54100.75000000
-0.00493717146
N/A
DIR
ZA
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Y
2029-03-06
0.00000000
ZAR
0.00000000
ZAR
-105000000.00000000
ZAR
-54100.75000000
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
11140.95000000
0.001016710126
N/A
DFE
MX
N
2
MEXICAN PESO
N/A
732060.57000000
USD
12509036.00000000
MXN
2024-06-20
11140.95000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.885000% 08/15/2029
N/A
9227000.00000000
PA
1970612.46000000
0.179835798955
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
17819000000.00000000
PA
1274617.63000000
0.116320121031
Long
DBT
NUSS
ID
N
2
2039-04-15
Fixed
8.37500000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 8.375000% 03/15/2034
N/A
15107000000.00000000
PA
1065255.50000000
0.097213976782
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
788000.00000000
PA
USD
783082.88000000
0.071463231980
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
222000.00000000
PA
201265.65000000
0.018367268909
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
1482000.00000000
PA
USD
978357.12000000
0.089283731789
Long
DBT
NUSS
ZM
N
2
2024-09-20
Fixed
5.37500000
Y
N
N
N
N
N
JP MORGAN CHASE BANK N.A.
984500653R409CC5AB28
BRK: JPMORGAN CHASE BANK PAY: BRL - 1D OVERNIGHT BRAZIL INTERBANK DEPOSIT
N/A
11490225.00000000
NC
184669.79000000
0.016852750046
N/A
DIR
BR
N
2
JP MORGAN CHASE BANK N.A.
984500653R409CC5AB28
Y
2027-01-04
0.00000000
BRL
0.00000000
BRL
-11490225.00000000
BRL
184669.79000000
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
BONOS DE TESORERIA 5.350000% 08/12/2040
N/A
1426000.00000000
PA
307740.04000000
0.028083997786
Long
DBT
NUSS
PE
N
2
2040-08-12
Fixed
5.35000000
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
208488.50000000
0.019026417792
Long
DBT
NUSS
CL
Y
2
2031-01-15
Fixed
3.75000000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
REPUBLIC OF GHANA 8.625000% 04/07/2034
N/A
802000.00000000
PA
USD
409053.68000000
0.037329762625
Long
DBT
NUSS
GH
N
2
2034-04-07
Fixed
8.62500000
Y
N
N
N
N
N
Republica del Ecuador
5299003Y2U5XK0A35H71
ECUADOR GOVERNMENT INTERNATIONAL BOND 144A ZERO COUPON 07/31/2030
N/A
577533.00000000
PA
USD
283867.49000000
0.025905416665
Long
DBT
NUSS
EC
Y
2
2030-07-31
Fixed
0.00000000
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
996962.20000000
0.090981609730
Long
DBT
NUSS
BH
Y
2
2029-05-18
Fixed
3.87500000
N
N
N
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT BOND 2.250000% 04/20/2033
N/A
293910000.00000000
PA
566389.13000000
0.051688012626
Long
DBT
NUSS
HU
N
2
2033-04-20
Fixed
2.25000000
N
N
N
N
N
N
Istanbul Buyuksehir Belediyesi
213800T1VDQSNKA2MD76
ISTANBUL METROPOLITAN MUNICIPALITY 144A 10.500000% 12/06/2028
46522TAC2
600000.00000000
PA
USD
642060.00000000
0.058593648127
Long
DBT
NUSS
TR
Y
2
2028-12-06
Fixed
10.50000000
N
N
N
N
N
N
STATE STREET BANK
549300ZFEEJ2IP5VME73
FX Forward Contract: KRW/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-11448.10000000
-0.00104474027
N/A
DFE
KR
N
2
STATE STREET BANK
549300ZFEEJ2IP5VME73
1060859.33000000
USD
1409362376.00000000
KRW
2024-06-20
-11448.10000000
N
N
N
Ceska republika
3157007EFDLQABN47912
CZECH REPUBLIC 1.500000% 04/24/2040
N/A
6150000.00000000
PA
184660.23000000
0.016851877612
Long
DBT
NUSS
CZ
N
2
2040-04-24
Fixed
1.50000000
N
N
N
N
N
N
Federal Republic of Nigeria
549300GSBZD84TNEQ285
REPUBLIC OF NIGERIA 9.248000% 01/21/2049
N/A
571000.00000000
PA
USD
521827.76000000
0.047621393877
Long
DBT
NUSS
NG
N
2
2049-01-21
Fixed
9.24800000
N
N
N
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: BRL/USD SETTLE 2024-05-23
N/A
1.00000000
NC
-12693.18000000
-0.00115836482
N/A
DFE
BR
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
1322551.04000000
USD
6588288.00000000
BRL
2024-05-23
-12693.18000000
N
N
N
Petroleos de Venezuela, S.A.
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA 6.000000% 05/16/2024
P7807HAT2
2089797.00000000
PA
USD
189126.63000000
0.017259476076
Long
DBT
NUSS
VE
N
2
2024-05-16
Fixed
6.00000000
Y
N
N
N
N
N
Ukraine
6354001WLTJXOMEXPY07
GOVERNMENT OF UKRAINE 15.840000% 02/26/2025
N/A
66553000.00000000
PA
1158274.85000000
0.105702814372
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
586000.00000000
PA
USD
295930.00000000
0.027006227284
Long
DBT
NUSS
GH
N
2
2042-05-07
Fixed
8.87500000
Y
N
N
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2024-04-15
N/A
1.00000000
NC
-415.38000000
-0.00003790709
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
42719.94000000
USD
801900.00000000
ZAR
2024-04-15
-415.38000000
N
N
N
Mong Duong Finance Holdings B.V.
549300995KGQFMWSV879
MONG DUONG FINANCE HOLDINGS BV 144A 5.125000% 05/07/2029
60935DAA3
1083691.16000000
PA
USD
1032811.97000000
0.094253218005
Long
DBT
NUSS
VN
Y
2
2029-05-07
Fixed
5.12500000
N
N
N
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: USD/CNY SETTLE 2024-06-11
N/A
1.00000000
NC
USD
-31943.14000000
-0.00291509376
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
28688000.00000000
CNY
4004019.65000000
USD
2024-06-11
-31943.14000000
N
N
N
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
FX Forward Contract: TRY/USD SETTLE 2024-06-20
N/A
1.00000000
NC
3753.99000000
0.000342584757
N/A
DFE
TR
N
2
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
149113.21000000
USD
5427720.95000000
TRY
2024-06-20
3753.99000000
N
N
N
TURKISH LIRA
N/A
FX Forward Contract: TRY/USD SETTLE 2024-04-18
N/A
1.00000000
NC
-28938.09000000
-0.00264085640
N/A
DFE
TR
N
2
TURKISH LIRA
N/A
2282993.53000000
USD
74800000.00000000
TRY
2024-04-18
-28938.09000000
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 2.000000% 01/28/2032
N/A
640000.00000000
PA
548603.03000000
0.050064873846
Long
DBT
NUSS
RO
N
2
2032-01-28
Fixed
2.00000000
N
N
N
N
N
N
CEMEX, S.A.B. de C.V.
549300RIG2CXWN6IV731
CEMEX SAB DE CV 144A 5.125000% MATURITY: PERPETUAL
151290CA9
200000.00000000
PA
USD
193288.52000000
0.017639285312
Long
DBT
NUSS
MX
Y
2
2172-09-08
Fixed
5.12500000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
213800IQAOC5HG62T347
FX Forward Contract: EUR/USD SETTLE 2024-04-03
N/A
1.00000000
NC
-22201.00000000
-0.00202603741
N/A
DFE
XX
N
2
BARCLAYS CAPITAL INC.
213800IQAOC5HG62T347
1641055.86000000
USD
1498835.00000000
EUR
2024-04-03
-22201.00000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: BRL/USD SETTLE 2024-06-04
N/A
1.00000000
NC
24983.83000000
0.002279995240
N/A
DFE
BR
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
18941058.45000000
USD
95499112.00000000
BRL
2024-06-04
24983.83000000
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
BONOS DE TESORERIA 5.350000% 08/12/2040
N/A
708000.00000000
PA
152790.99000000
0.013943527871
Long
DBT
NUSS
PE
N
2
2040-08-12
Fixed
5.35000000
N
N
N
N
N
N
INDIA RUPEE
N/A
FX Forward Contract: INR/USD SETTLE 2024-04-16
N/A
1.00000000
NC
-1802.49000000
-0.00016449313
N/A
DFE
IN
N
2
INDIA RUPEE
N/A
1035026.51000000
USD
86178377.00000000
INR
2024-04-16
-1802.49000000
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 7.000000% 03/26/2031
N/A
2475500000.00000000
PA
550386.86000000
0.050227664095
Long
DBT
NUSS
CO
N
2
2031-03-26
Fixed
7.00000000
N
N
N
N
N
N
Democratic Socialist Republic of Sri Lanka
254900HXCCIOHM74FA02
REPUBLIC OF SRI LANKA 6.850000% 11/03/2025
Y8137FAE8
2009000.00000000
PA
USD
1195298.87000000
0.109081583335
Long
DBT
NUSS
LK
N
2
2025-11-03
Fixed
6.85000000
Y
N
N
N
N
The Hashemite Kingdom of Jordan
5493000JZ4MYPVMBVN50
KINGDOM OF JORDAN 7.500000% 01/13/2029
N/A
555000.00000000
PA
USD
553172.94000000
0.050481918512
Long
DBT
NUSS
JO
N
2
2029-01-13
Fixed
7.50000000
N
N
N
N
N
N
Gobierno de la Republica Dominicana
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC 6.400000% 06/05/2049
P3579ECE5
501000.00000000
PA
USD
470228.73000000
0.042912526469
Long
DBT
NUSS
DO
N
2
2049-06-05
Fixed
6.40000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: BRL/USD SETTLE 2024-06-03
N/A
1.00000000
NC
-81647.44000000
-0.00745105032
N/A
DFE
BR
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
13922478.40000000
USD
69685485.00000000
BRL
2024-06-03
-81647.44000000
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 6.950000% 01/28/2060
71654QDF6
308000.00000000
PA
USD
203509.68000000
0.018572056475
Long
DBT
NUSS
MX
N
2
2060-01-28
Fixed
6.95000000
N
N
N
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
POLAND GOVERNMENT BOND 6.000000% 10/25/2033
N/A
4375000.00000000
PA
1141141.31000000
0.104139227458
Long
DBT
NUSS
PL
N
2
2033-10-25
Fixed
6.00000000
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
218735.30000000
0.019961528831
Long
DBT
NUSS
LB
N
2
2022-10-04
Fixed
6.10000000
Y
N
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
PERU GOVERNMENT BOND 144A 7.300000% 08/12/2033
N/A
708000.00000000
PA
191196.73000000
0.017448390992
Long
DBT
NUSS
PE
Y
2
2033-08-12
Fixed
7.30000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
213800IQAOC5HG62T347
FX Forward Contract: EUR/HUF SETTLE 2024-05-13
N/A
1.00000000
NC
-1183.95000000
-0.00010804589
N/A
DFE
XX
N
2
BARCLAYS CAPITAL INC.
213800IQAOC5HG62T347
84338826.05000000
HUF
212103.57000000
EUR
2024-05-13
-1183.95000000
N
N
N
Republica de Guatemala
529900QKDFFU9UWW5315
REPUBLIC OF GUATEMALA 6.125000% 06/01/2050
P5015VAJ5
2015000.00000000
PA
USD
1872868.71000000
0.170915818122
Long
DBT
NUSS
GT
N
2
2050-06-01
Fixed
6.12500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/TWD SETTLE 2024-03-29
N/A
1.00000000
NC
USD
419.61000000
0.000038293120
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
24544959.00000000
TWD
767365.69000000
USD
2024-03-29
419.61000000
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT BOND 4.750000% 11/24/2032
N/A
579680000.00000000
PA
1386115.97000000
0.126495329736
Long
DBT
NUSS
HU
N
2
2032-11-24
Fixed
4.75000000
N
N
N
N
N
N
Republic of Zambia
213800DMLAZ6LGMMD849
REPUBLIC OF ZAMBIA 8.500000% 04/14/2024
N/A
200000.00000000
PA
USD
147460.00000000
0.013457027930
Long
DBT
NUSS
ZM
N
2
2024-04-14
Fixed
8.50000000
Y
N
N
N
N
N
Republic of Uganda
549300NF1DEFHG8XLQ11
UGANDA GOVERNMENT BOND 15.000000% 05/20/2032
BW9376441
10975900000.00000000
PA
2731702.03000000
0.249291947070
Long
DBT
NUSS
UG
N
2
2032-05-20
Fixed
15.00000000
N
N
N
N
N
N
Ceska republika
3157007EFDLQABN47912
CZECH REPUBLIC 1.000000% 06/26/2026
N/A
46200000.00000000
PA
1850667.85000000
0.168889793484
Long
DBT
NUSS
CZ
N
2
2026-06-26
Fixed
1.00000000
N
N
N
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
REPUBLIC OF POLAND 4.875000% 10/04/2033
731011AV4
921000.00000000
PA
USD
906090.85000000
0.082688796119
Long
DBT
NUSS
PL
N
2
2033-10-04
Fixed
4.87500000
N
N
N
N
N
N
International Bank for Reconstruction and Development
ZTMSNXROF84AHWJNKQ93
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMEN 6.500000% 04/17/2030
U7230SLF7
65000000.00000000
PA
760939.58000000
0.069442460201
Long
DBT
NUSS
XX
N
2
2030-04-17
Fixed
6.50000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 10.500000% 12/21/2026
N/A
25487110.00000000
PA
1380937.35000000
0.126022734904
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/INR SETTLE 2024-06-20
N/A
1.00000000
NC
USD
13684.34000000
0.001248816937
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
257279088.00000000
INR
3093040.25000000
USD
2024-06-20
13684.34000000
N
N
N
BARCLAYS CAPITAL INC.
213800IQAOC5HG62T347
FX Forward Contract: EUR/USD SETTLE 2024-04-03
N/A
1.00000000
NC
-6486.51000000
-0.00059195135
N/A
DFE
XX
N
2
BARCLAYS CAPITAL INC.
213800IQAOC5HG62T347
566733.52000000
USD
518711.00000000
EUR
2024-04-03
-6486.51000000
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-4505.45000000
-0.00041116212
N/A
DFE
XX
N
2
EURO
N/A
351214.91000000
USD
320000.00000000
EUR
2024-06-20
-4505.45000000
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
REPUBLIC OF INDONESIA 4.300000% 03/31/2052
455780DK9
311000.00000000
PA
USD
265482.03000000
0.024227580989
Long
DBT
NUSS
ID
N
2
2052-03-31
Fixed
4.30000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PEN SETTLE 2024-06-20
N/A
1.00000000
NC
USD
44861.69000000
0.004094025602
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
29018500.00000000
PEN
7840295.04000000
USD
2024-06-20
44861.69000000
N
N
N
Gobierno de la Republica de Panama
549300SHS4T08CL0LP14
REPUBLIC OF PANAMA 4.500000% 04/01/2056
698299BM5
374000.00000000
PA
USD
243279.68000000
0.022201420375
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
393458.00000000
0.035906519024
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
751000.00000000
PA
USD
733287.21000000
0.066918937107
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
19249010.00000000
PA
536189.85000000
0.048932061490
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
505000.00000000
PA
USD
426165.71000000
0.038891386561
Long
DBT
NUSS
MX
Y
2
2047-07-31
Fixed
5.50000000
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
236914.37000000
0.021620529595
Long
DBT
NUSS
ID
Y
2
2025-05-15
Fixed
4.75000000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.955000% 09/15/2025
EK7974596
15134000.00000000
PA
3225195.10000000
0.294327550124
Long
DBT
NUSS
MY
N
2
2025-09-15
Fixed
3.95500000
N
N
N
N
N
N
AEROPUERTO INTERNACIONAL DE TOCUMEN, S.A.
254900FO1PHX49ZIGB14
AEROPUERTO INTERNACIONAL DE TOCUMEN SA 144A 5.125000% 08/11/2061
00787CAE2
311000.00000000
PA
USD
226786.30000000
0.020696253718
Long
DBT
NUSS
PA
Y
2
2061-08-11
Fixed
5.12500000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
213800IQAOC5HG62T347
FX Forward Contract: EUR/USD SETTLE 2024-04-03
N/A
1.00000000
NC
-718.83000000
-0.00006559958
N/A
DFE
XX
N
2
BARCLAYS CAPITAL INC.
213800IQAOC5HG62T347
312415.64000000
USD
288588.00000000
EUR
2024-04-03
-718.83000000
N
N
N
GOLDMAN SACHS & CO. LLC
KD3XUN7C6T14HNAYLU02
BROKER: GOLDMAN SACHS PAY: 5.47 FIXED
N/A
895942888.00000000
NC
-23659.75000000
-0.00215916124
N/A
DIR
CL
N
2
GOLDMAN SACHS & CO. LLC
KD3XUN7C6T14HNAYLU02
Y
2033-02-14
0.00000000
CLP
0.00000000
CLP
-895942888.00000000
CLP
-23659.75000000
N
N
N
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
FX Forward Contract: COP/USD SETTLE 2024-05-02
N/A
1.00000000
NC
4351.93000000
0.000397152065
N/A
DFE
CO
N
2
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
200792.48000000
USD
796290756.00000000
COP
2024-05-02
4351.93000000
N
N
N
Gobierno de Chile
549300FLZTJM5YJF8D34
BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS 144 2.800000% 10/01/2033
N/A
365000000.00000000
PA
291003.45000000
0.026556636067
Long
DBT
NUSS
CL
Y
2
2033-10-01
Fixed
2.80000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/UGX SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-10223.80000000
-0.00093301208
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
6126033900.00000000
UGX
1545807.19000000
USD
2024-06-20
-10223.80000000
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 5.750000% 09/30/2049
836205BB9
3800000.00000000
PA
USD
2751686.40000000
0.251115697411
Long
DBT
NUSS
ZA
N
2
2049-09-30
Fixed
5.75000000
N
N
N
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
REPUBLIC OF POLAND 5.500000% 03/18/2054
731011AZ5
448000.00000000
PA
USD
444662.40000000
0.040579372957
Long
DBT
NUSS
PL
N
2
2054-03-18
Fixed
5.50000000
N
N
N
N
N
N
Republic of Zambia
213800DMLAZ6LGMMD849
ZAMBIA GOVERNMENT BOND 13.000000% 08/29/2026
N/A
1375000.00000000
PA
46427.53000000
0.004236922337
Long
DBT
NUSS
ZM
N
2
2026-08-29
Fixed
13.00000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: USD/ZAR SETTLE 2024-04-15
N/A
1.00000000
NC
USD
-5295.96000000
-0.00048330314
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
5519000.00000000
ZAR
285861.15000000
USD
2024-04-15
-5295.96000000
N
N
N
Petroleos de Venezuela, S.A.
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA 6.000000% 11/15/2026
P7807HAR6
4166279.00000000
PA
USD
383679.55000000
0.035014149061
Long
DBT
NUSS
VE
N
2
2026-11-15
Fixed
6.00000000
Y
N
N
N
N
N
United States of America
N/A
US 10YR NOTE (CBT)JUN24 FINANCIAL COMMODITY FUTURE.
N/A
84.00000000
NC
USD
9306937.50000000
0.849340281318
N/A
DIR
US
N
1
US 10YR NOTE (CBT)JUN24
N/A
Long
U.S. Treasury Futures
US 10 Year Treasury Note Future (consolidated) Jun 2024
2024-06-21
9283957.76000000
USD
22979.74000000
N
N
N
BNP PARIBAS
74KKBLHM4AWY05GPNY79
FX Forward Contract: THB/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-25469.61000000
-0.00232432695
N/A
DFE
TH
N
2
BNP PARIBAS
74KKBLHM4AWY05GPNY79
1930116.25000000
USD
69019992.00000000
THB
2024-06-20
-25469.61000000
N
N
N
JPMORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
BRK - J P MORGAN PAY - 6M BUBOR
N/A
476850000.00000000
NC
-46638.94000000
-0.00425621536
N/A
DIR
HU
N
2
JPMORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Y
2029-02-26
0.00000000
HUF
0.00000000
HUF
-476850000.00000000
HUF
-46638.94000000
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
BONOS DE TESORERIA 6.950000% 08/12/2031
N/A
399000.00000000
PA
107460.28000000
0.009806700049
Long
DBT
NUSS
PE
N
2
2031-08-12
Fixed
6.95000000
N
N
N
N
N
N
Republic of Armenia
5299000H77JSW90G7935
REPUBLIC OF ARMENIA 3.950000% 09/26/2029
N/A
200000.00000000
PA
USD
173050.00000000
0.015792341538
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
849055.29000000
0.077483797313
Long
DBT
NUSS
HU
N
2
2025-06-24
Fixed
5.50000000
N
N
N
N
N
N
ACWA POWER MANAGEMENT AND INVESTMENTS ONE LTD
635400M3OWQGQBZOYO38
ACWA POWER MANAGEMENT AND INVESTMENTS ONE LTD 5.950000% 12/15/2039
M00020AA1
2298888.00000000
PA
USD
2234151.31000000
0.203886047600
Long
DBT
NUSS
SA
N
2
2039-12-15
Fixed
5.95000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 5.750000% 09/30/2049
836205BB9
3180000.00000000
PA
USD
2302727.04000000
0.210144188886
Long
DBT
NUSS
ZA
N
2
2049-09-30
Fixed
5.75000000
N
N
N
N
N
N
Republic of Zambia
213800DMLAZ6LGMMD849
REPUBLIC OF ZAMBIA 5.375000% 09/20/2022
N/A
855000.00000000
PA
USD
564436.80000000
0.051509845263
Long
DBT
NUSS
ZM
N
2
2024-09-20
Fixed
5.37500000
Y
N
N
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
REPUBLIC OF POLAND 4.875000% 10/04/2033
731011AV4
3210000.00000000
PA
USD
3158036.52000000
0.288198736298
Long
DBT
NUSS
PL
N
2
2033-10-04
Fixed
4.87500000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 8.250000% 05/15/2036
N/A
12920000000.00000000
PA
909444.14000000
0.082994813461
Long
DBT
NUSS
ID
N
2
2036-05-15
Fixed
8.25000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/TRY SETTLE 2025-01-09
N/A
1.00000000
NC
USD
11449.66000000
0.001044882642
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
12523040.00000000
TRY
294061.02000000
USD
2025-01-09
11449.66000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: USD/KRW SETTLE 2024-06-10
N/A
1.00000000
NC
USD
4233.77000000
0.000386368921
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
528690300.00000000
KRW
397690.91000000
USD
2024-06-10
4233.77000000
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEX BONOS DESARR FIX RT 8.000000% 11/07/2047
N/A
9449400.00000000
PA
490150.23000000
0.044730539367
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
31608546.00000000
PA
1330692.87000000
0.121437482152
Long
DBT
NUSS
ZA
N
2
2035-02-28
Fixed
8.87500000
N
N
N
N
N
N
BNP Paribas
74KKBLHM4AWY05GPNY79
BRK - BNP PARIBAS PARIS PAY - 1D OVERNIGHT BRAZIL INTERBANK DEPOSIT
N/A
8774080.00000000
NC
19628.25000000
0.001791251244
N/A
DIR
BR
N
2
BNP Paribas
74KKBLHM4AWY05GPNY79
Y
2026-01-02
0.00000000
BRL
0.00000000
BRL
-8774080.00000000
BRL
19628.25000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/THB SETTLE 2024-06-25
N/A
1.00000000
NC
USD
8301.56000000
0.000757590701
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
29125916.00000000
THB
812362.02000000
USD
2024-06-25
8301.56000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: BRL/USD SETTLE 2024-05-23
N/A
1.00000000
NC
-4777.85000000
-0.00043602102
N/A
DFE
BR
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
1457054.06000000
USD
7304620.00000000
BRL
2024-05-23
-4777.85000000
N
N
N
JP MORGAN CHASE BANK N.A.
984500653R409CC5AB28
BRK - JPMORGAN CHASE BANK NA PAY - 6M BUDAPEST INTERBANK OFFER RATE (BUBOR)
N/A
399046034.00000000
NC
-13087.80000000
-0.00119437739
N/A
DIR
HU
N
2
JP MORGAN CHASE BANK N.A.
984500653R409CC5AB28
Y
2029-03-21
0.00000000
HUF
0.00000000
HUF
-399046034.00000000
HUF
-13087.80000000
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
NOTA DO TESOURO NACIONAL 10.000000% 01/01/2029
N/A
41185000.00000000
PA
8041978.98000000
0.733901639419
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
103455.00000000
0.009441182859
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
6650000.00000000
PA
1010615.52000000
0.092227595818
Long
DBT
NUSS
CN
N
2
2052-10-25
Fixed
3.12000000
N
N
N
N
N
N
Republica de Angola
549300QHR2R3J8JSGK83
ANGOLAN GOVERNMENT INTERNATIONAL BOND 144A 8.250000% 05/09/2028
035198AB6
854000.00000000
PA
USD
820716.55000000
0.074897636892
Long
DBT
NUSS
AO
Y
2
2028-05-09
Fixed
8.25000000
N
N
N
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT BOND 4.500000% 03/23/2028
N/A
265000000.00000000
PA
669480.23000000
0.061095986395
Long
DBT
NUSS
HU
N
2
2028-03-23
Fixed
4.50000000
N
N
N
N
N
N
ADANI RENEWABLE ENERGY (RJ) LIMITED
335800DKCLYHG21PBG55
ADANI RENEWABLE ENERGY RJ LTD/KODANGAL SOLAR PARKS 4.625000% 10/15/2039
N/A
657187.50000000
PA
USD
540673.68000000
0.049341250596
Long
DBT
NUSS
IN
N
2
2039-10-15
Fixed
4.62500000
N
N
N
N
N
N
Republica del Ecuador
5299003Y2U5XK0A35H71
REPUBLIC OF ECUADOR 6.000000% 07/31/2030
N/A
1780000.00000000
PA
USD
1205839.43000000
0.110043502570
Long
DBT
NUSS
EC
N
2
2030-07-31
Fixed
6.00000000
N
N
N
N
N
N
Republica del Ecuador
5299003Y2U5XK0A35H71
REPUBLIC OF ECUADOR 3.500000% 07/31/2035
N/A
2742648.00000000
PA
USD
1439555.46000000
0.131372155380
Long
DBT
NUSS
EC
N
2
2035-07-31
Fixed
3.50000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
213800IQAOC5HG62T347
FX Forward Contract: EUR/USD SETTLE 2024-04-03
N/A
1.00000000
NC
-12112.30000000
-0.00110535439
N/A
DFE
XX
N
2
BARCLAYS CAPITAL INC.
213800IQAOC5HG62T347
1220208.75000000
USD
1118529.70000000
EUR
2024-04-03
-12112.30000000
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
GHANA GOVERNMENT BOND 8.650000% 02/13/2029
N/A
907477.00000000
PA
34772.07000000
0.003173258627
Long
DBT
NUSS
GH
N
2
2029-02-13
Fixed
8.65000000
N
N
Y
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: USD/PEN SETTLE 2024-04-17
N/A
1.00000000
NC
USD
4721.93000000
0.000430917834
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
4879514.12000000
PEN
1316261.80000000
USD
2024-04-17
4721.93000000
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
UNITED MEXICAN STATES 4.600000% 01/23/2046
91086QBF4
1051000.00000000
PA
USD
844148.78000000
0.077036034923
Long
DBT
NUSS
MX
N
2
2046-01-23
Fixed
4.60000000
N
N
N
N
N
N
Merrill Lynch
GGDZP1UYGU9STUHRDP48
BROKER: MERRILL LYNC PAY: 9.49% FIXED
N/A
71880839.00000000
NC
-209474.05000000
-0.01911635793
N/A
DIR
MX
N
2
Merrill Lynch
GGDZP1UYGU9STUHRDP48
Y
2033-09-16
0.00000000
MXN
0.00000000
MXN
-71880839.00000000
MXN
-209474.05000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/THB SETTLE 2024-04-04
N/A
1.00000000
NC
USD
12517.70000000
0.001142350729
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
27959731.00000000
THB
778996.18000000
USD
2024-04-04
12517.70000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: USD/ZAR SETTLE 2024-04-15
N/A
1.00000000
NC
USD
275.09000000
0.000025104393
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
778000.00000000
ZAR
41318.80000000
USD
2024-04-15
275.09000000
N
N
N
BNP PARIBAS
74KKBLHM4AWY05GPNY79
FX Forward Contract: THB/USD SETTLE 2024-04-05
N/A
1.00000000
NC
-142976.94000000
-0.01304790909
N/A
DFE
TH
N
2
BNP PARIBAS
74KKBLHM4AWY05GPNY79
2085754.14000000
USD
70862913.00000000
THB
2024-04-05
-142976.94000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/IDR SETTLE 2024-06-20
N/A
1.00000000
NC
USD
10416.43000000
0.000950591275
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
8848561800.00000000
IDR
566743.21000000
USD
2024-06-20
10416.43000000
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 7.50000% 10/18/2034
P6S32JS68
1137200000.00000000
PA
238954.69000000
0.021806726823
Long
DBT
NUSS
CO
N
2
2034-10-18
Fixed
7.25000000
N
N
N
N
N
N
BARCLAYS BANK PLC
213800IQAOC5HG62T347
BRK - BARCLAYS BANK PLC PAY - 6M PRAGUE INTERBANK OFFER RATE (PRIBOR)
N/A
25833089.00000000
NC
-4293.31000000
-0.00039180247
N/A
DIR
CZ
N
2
BARCLAYS BANK PLC
213800IQAOC5HG62T347
Y
2029-01-19
0.00000000
CZK
0.00000000
CZK
-25833089.00000000
CZK
-4293.31000000
N
N
N
Republic of Lebanon
529900QPC4K9S1KHL354
LEBANON GOVERNMENT INTERNATIONAL BOND MTN 7.000000% 03/20/2028
N/A
2048000.00000000
PA
USD
133120.00000000
0.012148376224
Long
DBT
NUSS
LB
N
2
2028-03-20
Fixed
7.00000000
Y
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 8.750000% 02/28/2048
N/A
143163891.00000000
PA
5220392.99000000
0.476406986800
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
233000.00000000
PA
USD
200370.68000000
0.018285594989
Long
DBT
NUSS
XX
Y
2
2031-10-22
Fixed
4.70000000
N
N
N
N
N
N
MALAYSIAN RINGGIT
N/A
FX Forward Contract: MYR/USD SETTLE 2024-04-12
N/A
1.00000000
NC
-6394.26000000
-0.00058353272
N/A
DFE
MY
N
2
MALAYSIAN RINGGIT
N/A
487988.12000000
USD
2282906.00000000
MYR
2024-04-12
-6394.26000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/THB SETTLE 2024-06-20
N/A
1.00000000
NC
USD
70602.47000000
0.006443099218
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
101884738.51000000
THB
2882170.82000000
USD
2024-06-20
70602.47000000
N
N
N
Petroleos de Venezuela, S.A.
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA 6.000000% 05/16/2024
P7807HAT2
2601936.00000000
PA
USD
235475.21000000
0.021489193529
Long
DBT
NUSS
VE
N
2
2024-05-16
Fixed
6.00000000
Y
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 8.250000% 03/31/2032
N/A
46089559.00000000
PA
2030143.31000000
0.185268515022
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
8401057.69900000
NS
USD
8401761.35000000
0.766734959655
Long
EC
US
N
2
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND 144A 6.375000% 01/30/2034
77586RAU4
1192000.00000000
PA
USD
1207424.48000000
0.110188152387
Long
DBT
NUSS
RO
Y
2
2034-01-30
Fixed
6.37500000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 9.000000% 01/31/2040
N/A
47652766.00000000
PA
1856158.44000000
0.169390858335
Long
DBT
NUSS
ZA
N
2
2040-01-31
Fixed
9.00000000
N
N
N
N
N
N
Kingdom of Bahrain
549300RODM1WN85LFQ95
BAHRAIN GOVERNMENT INTERNATIONAL BOND 144A 7.500000% 02/12/2036
05675M2L7
600000.00000000
PA
USD
614904.00000000
0.056115423182
Long
DBT
NUSS
BH
Y
2
2036-02-12
Fixed
7.50000000
N
N
N
N
N
N
Republic of the Philippines
529900RAHBALMYIJ3T08
REPUBLIC OF PHILIPPINES 5.500000% 01/17/2048
718286CX3
1052000.00000000
PA
USD
1067782.47000000
0.097444585123
Long
DBT
NUSS
PH
N
2
2048-01-17
Fixed
5.50000000
N
N
N
N
N
N
Republica de Honduras
5493002DW1JNBNG17615
HONDURAS GOVERNMENT 5.625000% 06/24/2030
P5178RAD0
299000.00000000
PA
USD
265301.06000000
0.024211065877
Long
DBT
NUSS
HN
N
2
2030-06-24
Fixed
5.62500000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 3.750000% 02/07/2034
N/A
3544000.00000000
PA
3355801.67000000
0.306246553653
Long
DBT
NUSS
RO
N
2
2034-02-07
Fixed
3.75000000
N
N
N
N
N
N
JP MORGAN CHASE BANK N.A.
984500653R409CC5AB28
BRK - JPMORGAN CHASE BANK NA PAY - 6M PRAGUE INTERBANK OFFER RATE (PRIBOR)
N/A
91332809.00000000
NC
-64175.64000000
-0.00585659419
N/A
DIR
CZ
N
2
JP MORGAN CHASE BANK N.A.
984500653R409CC5AB28
Y
2029-03-18
0.00000000
CZK
0.00000000
CZK
-91332809.00000000
CZK
-64175.64000000
N
N
N
GOLDMAN SACHS & CO. LLC
KD3XUN7C6T14HNAYLU02
BRK:GOLDMAN SACHS PAY:-8.19 %
N/A
114470000.00000000
NC
72303.07000000
0.006598293994
N/A
DIR
ZA
N
2
GOLDMAN SACHS & CO. LLC
KD3XUN7C6T14HNAYLU02
Y
2028-11-23
0.00000000
ZAR
0.00000000
ZAR
-114470000.00000000
ZAR
72303.07000000
N
N
N
NIGERIAN NAIRA
N/A
FX Forward Contract: NGN/USD SETTLE 2024-07-26
N/A
1.00000000
NC
-57404.49000000
-0.00523866692
N/A
DFE
NG
N
2
NIGERIAN NAIRA
N/A
527803.30000000
USD
654476098.00000000
NGN
2024-07-26
-57404.49000000
N
N
N
Republic of Lebanon
529900QPC4K9S1KHL354
LEBANON GOVERNMENT INTERNATIONAL BOND MTN 6.400000% 05/26/2023
N/A
2649000.00000000
PA
USD
158940.00000000
0.014504679365
Long
DBT
NUSS
LB
N
2
2023-05-26
Fixed
6.40000000
Y
N
N
N
N
N
Ukraine
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT 7.375000% 09/25/2034
N/A
1508000.00000000
PA
USD
433550.00000000
0.039565268270
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
615000.00000000
PA
148459.57000000
0.013548247524
Long
DBT
NUSS
RO
N
2
2038-02-24
Fixed
7.90000000
N
N
N
N
N
N
State Street
549300ZFEEJ2IP5VME73
BROKER: STATE STREET PAY: 5.56% FIXED
N/A
2500000000.00000000
NC
-81106.42000000
-0.00740167746
N/A
DIR
CL
N
2
State Street
549300ZFEEJ2IP5VME73
Y
2033-12-20
0.00000000
CLP
-89467.96000000
CLP
-2500000000.00000000
CLP
8361.54000000
N
N
N
Gobierno de Chile
549300FLZTJM5YJF8D34
BONOS TESORERIAGENL REP 1.90% 09/01/2030
N/A
1847579385.00000000
PA
1814119.90000000
0.165554470115
Long
DBT
NUSS
CL
N
2
2030-09-01
Fixed
1.90000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
213800IQAOC5HG62T347
FX Forward Contract: EUR/USD SETTLE 2024-04-03
N/A
1.00000000
NC
-1964.76000000
-0.00017930171
N/A
DFE
XX
N
2
BARCLAYS CAPITAL INC.
213800IQAOC5HG62T347
316962.13000000
USD
291643.86000000
EUR
2024-04-03
-1964.76000000
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 10.500000% 12/21/2026
N/A
6431704.00000000
PA
348481.26000000
0.031801994093
Long
DBT
NUSS
ZA
N
2
2026-12-21
Fixed
10.50000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 8.875000% 02/28/2035
N/A
29577738.00000000
PA
1245197.58000000
0.113635281519
Long
DBT
NUSS
ZA
N
2
2035-02-28
Fixed
8.87500000
N
N
N
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2024-05-13
N/A
1.00000000
NC
1953.90000000
0.000178310639
N/A
DFE
MX
N
2
MEXICAN PESO
N/A
56268.83000000
USD
974000.00000000
MXN
2024-05-13
1953.90000000
N
N
N
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
FX Forward Contract: TRY/USD SETTLE 2024-09-18
N/A
1.00000000
NC
1242.08000000
0.000113350774
N/A
DFE
TR
N
2
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
61966.70000000
USD
2489821.89000000
TRY
2024-09-18
1242.08000000
N
N
N
Romania
315700IASY927EDWBK92
ROMANIA 7.125000% 01/17/2033
N/A
192000.00000000
PA
USD
205149.31000000
0.018721687200
Long
DBT
NUSS
RO
N
2
2033-01-17
Fixed
7.12500000
N
N
N
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: USD/PHP SETTLE 2024-05-20
N/A
1.00000000
NC
USD
452.66000000
0.000041309224
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
7468000.00000000
PHP
133321.43000000
USD
2024-05-20
452.66000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 4.893000% 06/08/2038
N/A
5588000.00000000
PA
1294590.72000000
0.118142841973
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
546607.19000000
0.049882735811
Long
DBT
NUSS
MY
N
2
2032-07-15
Fixed
3.58200000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIA GOVERNMENT BOND 2.500000% 10/25/2027
N/A
2450000.00000000
PA
471198.05000000
0.043000985484
Long
DBT
NUSS
RO
N
2
2027-10-25
Fixed
2.50000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 7.500000% 06/15/2035
N/A
4700000000.00000000
PA
312974.65000000
0.028561702200
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
300514.44000000
0.027424597942
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
545715.00000000
0.049801315590
Long
DBT
NUSS
VE
N
2
2024-05-16
Fixed
6.00000000
Y
N
N
N
N
N
African Export-Import Bank
21380068LJCDYA42GJ76
AFRICAN EXPORT-IMPORT BANK/THE 144A 3.798000% 05/17/2031
00831TAC5
200000.00000000
PA
USD
169800.00000000
0.015495750322
Long
DBT
NUSS
XX
Y
2
2031-05-17
Fixed
3.79800000
N
N
N
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/EUR SETTLE 2024-06-20
N/A
1.00000000
NC
-4976.98000000
-0.00045419340
N/A
DFE
PA
N
2
POLISH ZLOTY
N/A
1493395.37000000
EUR
6435756.00000000
PLN
2024-06-20
-4976.98000000
N
N
N
Alfa Transmisora de Energia S.A.
2549006BJAN34R520038
ALFA DESARROLLO SPA 144A 4.550000% 09/27/2051
01538TAA3
225583.74700000
PA
USD
172406.26000000
0.015733594576
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
272325.95000000
0.024852149161
Long
DBT
NUSS
CO
N
2
2031-03-26
Fixed
7.00000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: BRL/USD SETTLE 2024-06-04
N/A
1.00000000
NC
2393.75000000
0.000218450838
N/A
DFE
BR
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
6338200.94000000
USD
31926595.65000000
BRL
2024-06-04
2393.75000000
N
N
N
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
FX Forward Contract: TRY/USD SETTLE 2025-03-19
N/A
1.00000000
NC
4724.21000000
0.000431125904
N/A
DFE
TR
N
2
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
130494.81000000
USD
6375976.59000000
TRY
2025-03-19
4724.21000000
N
N
N
TAIWAN DOLLAR
N/A
FX Forward Contract: TWD/USD SETTLE 2024-03-29
N/A
1.00000000
NC
-12656.57000000
-0.00115502384
N/A
DFE
TW
N
2
TAIWAN DOLLAR
N/A
837754.73000000
USD
26406029.00000000
TWD
2024-03-29
-12656.57000000
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
480841.06000000
0.043880995351
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
1719000.00000000
PA
USD
1434006.99000000
0.130865808467
Long
DBT
NUSS
MX
N
2
2031-05-24
Fixed
2.65900000
N
N
N
N
N
N
Emirate of Abu Dhabi
213800FER4348CINTA77
ABU DHABI GOVERNMENT INTERNATIONAL BOND MTN 1.700000% 03/02/2031
N/A
3905000.00000000
PA
USD
3238135.34000000
0.295508461362
Long
DBT
NUSS
AE
N
2
2031-03-02
Fixed
1.70000000
N
N
N
N
N
N
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
FX Forward Contract: TRY/USD SETTLE 2024-06-20
N/A
1.00000000
NC
3753.99000000
0.000342584757
N/A
DFE
TR
N
2
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
149113.21000000
USD
5427720.95000000
TRY
2024-06-20
3753.99000000
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
GHANA GOVERNMENT BOND 8.950000% 02/11/2031
N/A
910153.00000000
PA
29861.10000000
0.002725089222
Long
DBT
NUSS
GH
N
2
2031-02-11
Fixed
8.95000000
N
N
Y
N
N
N
State of Israel
213800T8ZHTFZIBYPE21
STATE OF ISRAEL 5.750000% 03/12/2054
46514BRM1
1396000.00000000
PA
USD
1336279.12000000
0.121947276824
Long
DBT
NUSS
US
N
2
2054-03-12
Fixed
5.75000000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 4.642000% 11/07/2033
N/A
6800000.00000000
PA
1524949.93000000
0.139165155298
Long
DBT
NUSS
MY
N
2
2033-11-07
Fixed
4.64200000
N
N
N
N
N
N
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
FX Forward Contract: TRY/USD SETTLE 2024-06-20
N/A
1.00000000
NC
2316.70000000
0.000211419344
N/A
DFE
TR
N
2
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
92022.74000000
USD
3349627.56000000
TRY
2024-06-20
2316.70000000
N
N
N
Standard Chartered Bank
276345HYMX591FE8F735
BRK:STANDARD CHARTERED BANK REC: 5.945 FIXED
N/A
701000000.00000000
NC
-94411.47000000
-0.00861588084
N/A
DIR
HU
N
2
Standard Chartered Bank
276345HYMX591FE8F735
Y
2033-12-20
0.00000000
HUF
0.00000000
HUF
-701000000.00000000
HUF
-94411.47000000
N
N
N
Banque Centrale de Tunisie
254900B5LFB16S9T2T11
TUNISIAN REPUBLIC 144A 6.375000% 07/15/2026
AZ5985371
600000.00000000
PA
543961.21000000
0.049641266756
Long
DBT
NUSS
TN
Y
2
2026-07-15
Fixed
6.37500000
N
N
N
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
POLAND GOVERNMENT BOND 3.750000% 05/25/2027
N/A
11212000.00000000
PA
2696334.52000000
0.246064349281
Long
DBT
NUSS
PL
N
2
2027-05-25
Fixed
3.75000000
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
269527.44000000
0.024596760396
Long
DBT
NUSS
NG
Y
2
2027-11-28
Fixed
6.50000000
N
N
N
N
N
N
International Bank for Reconstruction and Development
ZTMSNXROF84AHWJNKQ93
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMEN 6.750000% 07/13/2029
N/A
182600000.00000000
PA
2167077.14000000
0.197764936932
Long
DBT
NUSS
XX
N
2
2029-07-13
Fixed
6.75000000
N
N
N
N
N
N
Republica Del Paraguay
529900UXKJTJPCU0HK83
PARAGUAY GOVERNMENT INTERNATIONAL BOND 144A 6.000000% 02/09/2036
699149AN0
200000.00000000
PA
USD
202330.00000000
0.018464400251
Long
DBT
NUSS
PY
Y
2
2036-02-09
Fixed
6.00000000
N
N
N
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/EUR SETTLE 2024-06-20
N/A
1.00000000
NC
-1712.36000000
-0.00015626798
N/A
DFE
PA
N
2
POLISH ZLOTY
N/A
449838.98000000
EUR
1937721.00000000
PLN
2024-06-20
-1712.36000000
N
N
N
Republic of Rwanda
213800DQC28OBRZDYJ87
REPUBLIC OF RWANDA 5.500000% 08/09/2031
BQ8372469
200000.00000000
PA
USD
162000.00000000
0.014783931403
Long
DBT
NUSS
RW
N
2
2031-08-09
Fixed
5.50000000
N
N
N
N
N
N
Morgan Stanley & Co International
4PQUHN3JPFGFNF3BB653
BRK - MORGAN STANLEY & CO INTERNATIONAL REC - SINACOFI CHILE INTERBANK RATE AVG (CLICP) 1D
N/A
917245365.00000000
NC
-69368.25000000
-0.00633046573
N/A
DIR
CL
N
2
Morgan Stanley & Co International
4PQUHN3JPFGFNF3BB653
Y
2033-10-24
0.00000000
CLP
0.00000000
CLP
-917245365.00000000
CLP
-69368.25000000
N
N
N
Joint Stock Company National Company QazaqGaz
635400YGLXBBSVHONW39
QAZAQGAZ NC JSC 4.375000% 09/26/2027
N/A
726000.00000000
PA
USD
682309.32000000
0.062266754213
Long
DBT
NUSS
KZ
N
2
2027-09-26
Fixed
4.37500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/UGX SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-10368.86000000
-0.00094625009
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
3690206135.00000000
UGX
926954.57000000
USD
2024-06-20
-10368.86000000
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
ASIAN DEVELOPMENT BANK MTN 13.000000% 03/07/2025
ZL2345904
1989000000.00000000
PA
521526.84000000
0.047593932268
Long
DBT
NUSS
XX
N
2
2025-03-07
Fixed
13.00000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: BRL/USD SETTLE 2024-06-10
N/A
1.00000000
NC
625.12000000
0.000057047723
N/A
DFE
BR
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
177671.85000000
USD
898300.00000000
BRL
2024-06-10
625.12000000
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
GHANA GOVERNMENT BOND 9.550000% 02/06/2035
N/A
513113.00000000
PA
14590.95000000
0.001331553110
Long
DBT
NUSS
GH
N
2
2035-02-06
Fixed
9.55000000
N
N
Y
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
REPUBLIC OF POLAND 5.500000% 04/04/2053
731011AW2
174000.00000000
PA
USD
173230.57000000
0.015808820146
Long
DBT
NUSS
PL
N
2
2053-04-04
Fixed
5.50000000
N
N
N
N
N
N
Morgan Stanley & Co International
4PQUHN3JPFGFNF3BB653
Credit Default Swap
CDS985J59
3300000.00000000
NC
USD
22793.69000000
0.002080125613
N/A
DCR
US
N
2
Morgan Stanley & Co International
4PQUHN3JPFGFNF3BB653
Y
2026-06-20
18641.85000000
USD
0.00000000
USD
3300000.00000000
USD
4151.84000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2024-04-25
N/A
1.00000000
NC
USD
6720.47000000
0.000613302268
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1088118.00000000
SGD
814030.63000000
USD
2024-04-25
6720.47000000
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
REPUBLIC OF GHANA 8.627000% 06/16/2049
N/A
789000.00000000
PA
USD
395541.48000000
0.036096654984
Long
DBT
NUSS
GH
N
2
2049-06-16
Fixed
8.62700000
Y
N
N
N
N
N
AI CANDELARIA (SPAIN) SA
213800L5KA2MJ5FKRZ02
AI CANDELARIA SPAIN SA 144A 5.750000% 06/15/2033
00870WAA4
780000.00000000
PA
USD
633113.52000000
0.057777202778
Long
DBT
CORP
CO
Y
2
2033-06-15
Fixed
5.75000000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEX BONOS DESARR FIX RT 7.500000% 05/26/2033
N/A
24160000.00000000
PA
1296584.61000000
0.118324802053
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
326353.58000000
0.029782647777
Long
DBT
NUSS
MX
Y
2
2031-02-09
Fixed
3.34800000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.882000% 03/14/2025
N/A
6763000.00000000
PA
1436344.57000000
0.131079133297
Long
DBT
NUSS
MY
N
2
2025-03-14
Fixed
3.88200000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 4.696000% 10/15/2042
N/A
3065000.00000000
PA
698674.94000000
0.063760261642
Long
DBT
NUSS
MY
N
2
2042-10-15
Fixed
4.69600000
N
N
N
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT INTERNATIONAL BOND 144A 5.500000% 03/26/2036
445545AU0
500000.00000000
PA
USD
485000.00000000
0.044260535373
Long
DBT
NUSS
HU
Y
2
2036-03-26
Fixed
5.50000000
N
N
N
N
N
N
Gobierno de Chile
549300FLZTJM5YJF8D34
BONOS TESORERIA GENL REP 3.40% 10/01/2039
ZH5971945
1833054555.00000000
PA
2075910.50000000
0.189445175500
Long
DBT
NUSS
CL
N
2
2039-10-01
Fixed
3.40000000
N
N
N
N
N
N
Gobierno de Chile
549300FLZTJM5YJF8D34
REPUBLIC OF CHILE 3.250000% 09/21/2071
168863DU9
379000.00000000
PA
USD
238671.84000000
0.021780914261
Long
DBT
NUSS
CL
N
2
2071-09-21
Fixed
3.25000000
N
N
N
N
N
N
TAIWAN DOLLAR
N/A
FX Forward Contract: TWD/USD SETTLE 2024-03-29
N/A
1.00000000
NC
-859.17000000
-0.00007840685
N/A
DFE
TW
N
2
TAIWAN DOLLAR
N/A
1571227.04000000
USD
50257268.00000000
TWD
2024-03-29
-859.17000000
N
N
N
Republique de Cote d'Ivoire
254900ICW11T82O6H590
IVORY COAST 5.250000% 03/22/2030
N/A
753000.00000000
PA
755799.16000000
0.068973351456
Long
DBT
NUSS
CI
N
2
2030-03-22
Fixed
5.25000000
N
N
N
N
N
N
Republic of Zambia
213800DMLAZ6LGMMD849
ZAMBIA GOVERNMENT BOND 12.000000% 02/21/2029
BU4515153
5000000.00000000
PA
141467.29000000
0.012910140192
Long
DBT
NUSS
ZM
N
2
2029-02-21
Fixed
12.00000000
N
N
N
N
N
N
Jamaica
529900Y93KNSXZI8KK56
GOVERNMENT OF JAMAICA 9.625000% 11/03/2030
470160CF7
378500000.00000000
PA
2603783.59000000
0.237618259155
Long
DBT
NUSS
JM
N
2
2030-11-03
Fixed
9.62500000
N
N
N
N
N
N
Banque Centrale de Tunisie
254900B5LFB16S9T2T11
TUNISIAN REPUBLIC 5.750000% 01/30/2025
N/A
309000.00000000
PA
USD
291108.90000000
0.026566259311
Long
DBT
NUSS
TN
N
2
2025-01-30
Fixed
5.75000000
N
N
N
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
REPUBLIC OF POLAND 5.125000% 09/18/2034
731011AY8
1400000.00000000
PA
USD
1395478.00000000
0.127349697695
Long
DBT
NUSS
PL
N
2
2034-09-18
Fixed
5.12500000
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
150933.44000000
0.013774010021
Long
DBT
NUSS
CL
N
2
2047-09-14
Fixed
4.50000000
N
N
N
N
N
N
INDIA RUPEE
N/A
FX Forward Contract: INR/USD SETTLE 2024-05-09
N/A
1.00000000
NC
-3516.55000000
-0.00032091625
N/A
DFE
IN
N
2
INDIA RUPEE
N/A
2016173.48000000
USD
167921041.00000000
INR
2024-05-09
-3516.55000000
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 7.690000% 01/23/2050
71654QDD1
8980000.00000000
PA
USD
6459375.06000000
0.589475048113
Long
DBT
NUSS
MX
N
2
2050-01-23
Fixed
7.69000000
N
N
N
N
N
N
GHANA CEDI
N/A
FX Forward Contract: GHS/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-16155.51000000
-0.00147433303
N/A
DFE
GH
N
2
GHANA CEDI
N/A
445018.40000000
USD
5967696.70000000
GHS
2024-06-20
-16155.51000000
N
N
N
BARCLAYS CAPITAL INC.
213800IQAOC5HG62T347
FX Forward Contract: EUR/USD SETTLE 2024-04-18
N/A
1.00000000
NC
-1230.15000000
-0.00011226205
N/A
DFE
XX
N
2
BARCLAYS CAPITAL INC.
213800IQAOC5HG62T347
260592.58000000
USD
240000.00000000
EUR
2024-04-18
-1230.15000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: HUF/USD SETTLE 2024-05-21
N/A
1.00000000
NC
-17542.39000000
-0.00160089808
N/A
DFE
HU
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
2210392.27000000
USD
802246400.00000000
HUF
2024-05-21
-17542.39000000
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
POLAND GOVERNMENT BOND 2.500000% 07/25/2026
N/A
1190000.00000000
PA
281643.03000000
0.025702415035
Long
DBT
NUSS
PL
N
2
2026-07-25
Fixed
2.50000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 9.000000% 01/31/2040
N/A
12857784.00000000
PA
500833.14000000
0.045705449297
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/TWD SETTLE 2024-06-20
N/A
1.00000000
NC
USD
105489.42000000
0.009626841660
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
165525000.00000000
TWD
5305288.46000000
USD
2024-06-20
105489.42000000
N
N
N
Republika Srbija
254900W94OCY91V32O78
REPUBLIC OF SERBIA 6.500000% 09/26/2033
N/A
200000.00000000
PA
USD
203854.00000000
0.018603478717
Long
DBT
NUSS
RS
N
2
2033-09-26
Fixed
6.50000000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
GHANA GOVERNMENT BOND 8.800000% 02/12/2030
N/A
908815.00000000
PA
32014.62000000
0.002921616950
Long
DBT
NUSS
GH
N
2
2030-02-12
Fixed
8.80000000
N
N
N
N
N
N
Republic of Lebanon
529900QPC4K9S1KHL354
LEBANON GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 04/12/2021
N/A
4494000.00000000
PA
USD
294914.26000000
0.026913532034
Long
DBT
NUSS
LB
N
2
2023-12-31
Fixed
8.25000000
Y
N
N
N
N
N
Ceska republika
3157007EFDLQABN47912
CZECH REPUBLIC 5.500000% 12/12/2028
N/A
11380000.00000000
PA
522433.04000000
0.047676631025
Long
DBT
NUSS
CZ
N
2
2028-12-12
Fixed
5.50000000
N
N
N
N
N
N
Morgan Stanley & Co International
4PQUHN3JPFGFNF3BB653
Credit Default Swap
N/A
1700000.00000000
NC
USD
275426.56000000
0.025135107220
N/A
DCR
US
N
2
Morgan Stanley & Co International
4PQUHN3JPFGFNF3BB653
Y
2028-12-20
601479.53000000
USD
0.00000000
USD
1700000.00000000
USD
-326052.97000000
N
N
N
MALAYSIAN RINGGIT
N/A
FX Forward Contract: MYR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-16654.13000000
-0.00151983651
N/A
DFE
MY
N
2
MALAYSIAN RINGGIT
N/A
2632137.55000000
USD
12400000.00000000
MYR
2024-06-20
-16654.13000000
N
N
N
Ceska republika
3157007EFDLQABN47912
CZECH REPUBLIC 3.500000% 05/30/2035
N/A
18690000.00000000
PA
761553.84000000
0.069498516854
Long
DBT
NUSS
CZ
N
2
2035-05-30
Fixed
3.50000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: USD/KRW SETTLE 2024-05-20
N/A
1.00000000
NC
USD
2496.62000000
0.000227838634
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
255973000.00000000
KRW
192775.43000000
USD
2024-05-20
2496.62000000
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
BONOS DE TESORERIA 6.150000% 08/12/2032
N/A
9195000.00000000
PA
2318444.92000000
0.211578584316
Long
DBT
NUSS
PE
N
2
2032-08-12
Fixed
6.15000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 7.125000% 06/15/2038
N/A
25932000000.00000000
PA
1658355.90000000
0.151339628812
Long
DBT
NUSS
ID
N
2
2038-06-15
Fixed
7.12500000
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
23536.50000000
0.002147913589
Long
DBT
NUSS
DO
Y
2
2024-04-18
Fixed
5.87500000
N
N
N
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
FED REPUBLIC OF BRAZIL 6.125000% 03/15/2034
105756CH1
2761000.00000000
PA
USD
2730511.46000000
0.249183297038
Long
DBT
NUSS
BR
N
2
2034-03-15
Fixed
6.12500000
N
N
N
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: BRL/USD SETTLE 2024-05-20
N/A
1.00000000
NC
-234.90000000
-0.00002143670
N/A
DFE
BR
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
68864.37000000
USD
345100.00000000
BRL
2024-05-20
-234.90000000
N
N
N
BARCLAYS CAPITAL INC.
213800IQAOC5HG62T347
FX Forward Contract: EUR/USD SETTLE 2024-04-03
N/A
1.00000000
NC
-2869.12000000
-0.00026183255
N/A
DFE
XX
N
2
BARCLAYS CAPITAL INC.
213800IQAOC5HG62T347
393480.56000000
USD
361652.00000000
EUR
2024-04-03
-2869.12000000
N
N
N
Republika Srbija
254900W94OCY91V32O78
REPUBLIC OF SERBIA 1.500000% 06/26/2029
N/A
1698000.00000000
PA
1545920.32000000
0.141078888676
Long
DBT
NUSS
RS
N
2
2029-06-26
Fixed
1.50000000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEX BONOS DESARR FIX RT 8.500000% 05/31/2029
N/A
52486700.00000000
PA
3061007.10000000
0.279343944388
Long
DBT
NUSS
MX
N
2
2029-05-31
Fixed
8.50000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
KD3XUN7C6T14HNAYLU02
BRK:GOLDMAN SACHE PAY:- 7.46% FIXED
N/A
6177511946.00000000
NC
30795.42000000
0.002810354177
N/A
DIR
CO
N
2
GOLDMAN SACHS & CO. LLC
KD3XUN7C6T14HNAYLU02
Y
2034-02-06
0.00000000
COP
0.00000000
COP
-6177511946.00000000
COP
30795.42000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-1632.35000000
-0.00014896636
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1495408.00000000
CNY
208741.58000000
USD
2024-06-20
-1632.35000000
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT INTERNATIONAL BOND MTN 6.375000% 04/11/2031
N/A
2120000.00000000
PA
1892575.03000000
0.172714193943
Long
DBT
NUSS
EG
N
2
2031-04-11
Fixed
6.37500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-12356.02000000
-0.00112759600
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
18550000.00000000
CNY
2597257.13000000
USD
2024-06-20
-12356.02000000
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
REPUBLIC OF INDONESIA 4.550000% 01/11/2028
455780DQ6
1995000.00000000
PA
USD
1962541.33000000
0.179099237028
Long
DBT
NUSS
ID
N
2
2028-01-11
Fixed
4.55000000
N
N
N
N
N
N
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
FX Forward Contract: TRY/USD SETTLE 2025-03-19
N/A
1.00000000
NC
5295.52000000
0.000483262990
N/A
DFE
TR
N
2
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
135188.76000000
USD
6624249.27000000
TRY
2025-03-19
5295.52000000
N
N
N
Gobierno de la Republica de Panama
549300SHS4T08CL0LP14
REPUBLIC OF PANAMA 4.500000% 04/16/2050
698299BH6
1898000.00000000
PA
USD
1278797.07000000
0.116701531860
Long
DBT
NUSS
PA
N
2
2050-04-16
Fixed
4.50000000
N
N
N
N
N
N
Gobierno de Chile
549300FLZTJM5YJF8D34
REPUBLIC OF CHILE 4.850000% 01/22/2029
168863EB0
2464000.00000000
PA
USD
2440529.19000000
0.222719852668
Long
DBT
NUSS
CL
N
2
2029-01-22
Fixed
4.85000000
N
N
N
N
N
N
Republika Crna Gora
747800V014106FYLL014
MONTENEGRO GOVERNMENT INTERNATIONAL BOND 144A 7.250000% 03/12/2031
857305AA4
300000.00000000
PA
USD
305130.00000000
0.027845808574
Long
DBT
NUSS
ME
Y
2
2031-03-12
Fixed
7.25000000
N
N
N
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT BOND 4.500000% 03/23/2028
N/A
512750000.00000000
PA
1295381.08000000
0.118214969306
Long
DBT
NUSS
HU
N
2
2028-03-23
Fixed
4.50000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: BRL/USD SETTLE 2024-05-23
N/A
1.00000000
NC
-38908.97000000
-0.00355078730
N/A
DFE
BR
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
2819517.04000000
USD
13985828.00000000
BRL
2024-05-23
-38908.97000000
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
671254.56000000
0.061257909685
Long
DBT
NUSS
KZ
Y
2
2048-10-24
Fixed
6.37500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZAR SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-472.66000000
-0.00004313440
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
14482142.00000000
ZAR
759434.79000000
USD
2024-06-20
-472.66000000
N
N
N
BARCLAYS CAPITAL INC.
213800IQAOC5HG62T347
FX Forward Contract: EUR/USD SETTLE 2024-04-03
N/A
1.00000000
NC
-1939.31000000
-0.00017697917
N/A
DFE
XX
N
2
BARCLAYS CAPITAL INC.
213800IQAOC5HG62T347
401589.90000000
USD
370021.00000000
EUR
2024-04-03
-1939.31000000
N
N
N
INDONESIA RUPIAH
N/A
FX Forward Contract: IDR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-35006.58000000
-0.00319465973
N/A
DFE
ID
N
2
INDONESIA RUPIAH
N/A
2451405.23000000
USD
38433621531.00000000
IDR
2024-06-20
-35006.58000000
N
N
N
Ceska republika
3157007EFDLQABN47912
CZECH REPUBLIC 4.200000% 12/04/2036
N/A
7740000.00000000
PA
336998.93000000
0.030754130025
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
639721.29000000
0.058380220175
Long
DBT
NUSS
ZM
N
2
2026-01-25
Fixed
11.00000000
N
N
N
N
N
N
Republica de Costa Rica
549300S1EK2VN6XVJP58
COSTA RICA GOVERNMENT INTERNATIONAL BOND 144A 10.580000% 09/26/2029
221604AG6
81200000.00000000
PA
195675.29000000
0.017857099164
Long
DBT
NUSS
CR
Y
2
2029-09-26
Fixed
10.58000000
N
N
N
N
N
N
Republica del Ecuador
5299003Y2U5XK0A35H71
REPUBLIC OF ECUADOR 3.500000% 07/31/2035
N/A
3013029.00000000
PA
USD
1581472.48000000
0.144323337409
Long
DBT
NUSS
EC
N
2
2035-07-31
Fixed
3.50000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/THB SETTLE 2024-06-20
N/A
1.00000000
NC
USD
22794.35000000
0.002080185844
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
49255000.00000000
THB
1382014.59000000
USD
2024-06-20
22794.35000000
N
N
N
CHINESE YUAN RENMINBI
N/A
FX Forward Contract: CNY/USD SETTLE 2024-05-20
N/A
1.00000000
NC
4563.88000000
0.000416494375
N/A
DFE
CN
N
2
CHINESE YUAN RENMINBI
N/A
540231.50000000
USD
3874731.00000000
CNY
2024-05-20
4563.88000000
N
N
N
Minera Mexico, S.A. de C.V.
2549005BMA2EK49I0T98
MINERA MEXICO SA DE CV 144A 4.500000% 01/26/2050
60284MAB8
418000.00000000
PA
USD
324757.66000000
0.029637005975
Long
DBT
NUSS
MX
Y
2
2050-01-26
Fixed
4.50000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
213800IQAOC5HG62T347
FX Forward Contract: EUR/HUF SETTLE 2024-05-13
N/A
1.00000000
NC
-2163.34000000
-0.00019742388
N/A
DFE
XX
N
2
BARCLAYS CAPITAL INC.
213800IQAOC5HG62T347
288993793.00000000
HUF
728540.48000000
EUR
2024-05-13
-2163.34000000
N
N
N
Republica Oriental del Uruguay
549300RDR012H2V82H43
REPUBLICA ORIENT URUGUAY 4.975000% 04/20/2055
760942BD3
712937.00000000
PA
USD
669177.15000000
0.061068327667
Long
DBT
NUSS
UY
N
2
2055-04-20
Fixed
4.97500000
N
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
REPUBLIC OF PERU 2.783000% 01/23/2031
715638DF6
3274000.00000000
PA
USD
2801101.80000000
0.255625289286
Long
DBT
NUSS
PE
N
2
2031-01-23
Fixed
2.78300000
N
N
N
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: USD/IDR SETTLE 2024-04-24
N/A
1.00000000
NC
USD
40565.89000000
0.003701995895
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
52394121647.00000000
IDR
3340609.64000000
USD
2024-04-24
40565.89000000
N
N
N
Kingdom of Saudi Arabia
635400FMICXSM3SI3H65
SAUDI GOVERNMENT INTERNATIONAL BOND MTN 2.250000% 02/02/2033
N/A
1138000.00000000
PA
USD
916090.00000000
0.083601306908
Long
DBT
NUSS
SA
N
2
2033-02-02
Fixed
2.25000000
N
N
N
N
N
N
PRIVATE JOINT STOCK COMPANY NATIONAL POWER COMPANY UKRENERGO
8945009LCLS92V4AK321
NPC UKRENERGO 144A 6.875000% 11/09/2026
63718LAA2
731000.00000000
PA
USD
273028.50000000
0.024916263056
Long
DBT
NUSS
UA
Y
2
2026-11-09
Fixed
6.87500000
N
Y
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZAR SETTLE 2024-06-20
N/A
1.00000000
NC
USD
2569.47000000
0.000234486840
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
4079089.00000000
ZAR
216607.57000000
USD
2024-06-20
2569.47000000
N
N
N
Republica Argentina
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA 3.625000% 07/09/2046
040114HW3
700000.00000000
PA
USD
314336.93000000
0.028686022287
Long
DBT
NUSS
AR
N
2
2046-07-09
Fixed
3.62500000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA 8.750000% 11/14/2053
195325EM3
1280000.00000000
PA
USD
1388783.04000000
0.126738723439
Long
DBT
NUSS
CO
N
2
2053-11-14
Fixed
8.75000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2024-04-03
N/A
1.00000000
NC
USD
14611.10000000
0.001333391976
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
5562256.00000000
BRL
1125614.13000000
USD
2024-04-03
14611.10000000
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 7.500000% 08/26/2026
N/A
1353900000.00000000
PA
337851.51000000
0.030831935483
Long
DBT
NUSS
CO
N
2
2026-08-26
Fixed
7.50000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/KES SETTLE 2024-08-02
N/A
1.00000000
NC
USD
-137215.23000000
-0.01252210214
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
299135100.00000000
KES
2095957.82000000
USD
2024-08-02
-137215.23000000
N
N
N
BNP Paribas
74KKBLHM4AWY05GPNY79
BRK - BNP PARIBAS REC - 9.26%
N/A
22560417.00000000
NC
19048.98000000
0.001738387738
N/A
DIR
MX
N
2
BNP Paribas
74KKBLHM4AWY05GPNY79
Y
2028-10-30
0.00000000
MXN
0.00000000
MXN
-22560417.00000000
MXN
19048.98000000
N
N
N
Sagicor Financial Corporation Limited
213800UV8KH689JE3785
SAGICOR FINANCIAL CO LTD 5.300000% 05/13/2028
G7777BAA2
320000.00000000
PA
USD
304928.00000000
0.027827374289
Long
DBT
NUSS
US
N
2
2028-05-13
Fixed
5.30000000
N
N
N
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
POLAND GOVERNMENT BOND 6.000000% 10/25/2033
N/A
3245000.00000000
PA
846400.81000000
0.077241552559
Long
DBT
NUSS
PL
N
2
2033-10-25
Fixed
6.00000000
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
168418.08000000
0.015369637912
Long
DBT
NUSS
LB
N
2
2023-12-31
Fixed
6.15000000
Y
N
N
N
N
N
BARCLAYS CAPITAL INC.
213800IQAOC5HG62T347
FX Forward Contract: EUR/PLN SETTLE 2024-04-03
N/A
1.00000000
NC
-1459.45000000
-0.00013318770
N/A
DFE
XX
N
2
BARCLAYS CAPITAL INC.
213800IQAOC5HG62T347
1282878.75000000
PLN
296503.98000000
EUR
2024-04-03
-1459.45000000
N
N
N
TURKIYE IHRACAT KREDI BANKASI ANONIM SIRKETI
789000JVRVYLAXGDWR11
TURKIYE IHRACAT KREDI BANKASI AS 144A 7.500000% 02/06/2028
90015LAJ6
246000.00000000
PA
USD
246615.00000000
0.022505797796
Long
DBT
NUSS
TR
Y
2
2028-02-06
Fixed
7.50000000
N
N
N
N
N
N
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
FX Forward Contract: TRY/USD SETTLE 2025-03-19
N/A
1.00000000
NC
4724.21000000
0.000431125904
N/A
DFE
TR
N
2
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
130494.81000000
USD
6375976.59000000
TRY
2025-03-19
4724.21000000
N
N
N
ECOPETROL S.A.
254900IDGKCJICKBPA66
ECOPETROL SA 5.875000% 11/02/2051
279158AQ2
346000.00000000
PA
USD
249053.29000000
0.022728313303
Long
DBT
NUSS
CO
N
2
2051-11-02
Fixed
5.87500000
N
N
N
N
N
N
TURKISH LIRA
N/A
FX Forward Contract: TRY/USD SETTLE 2025-01-09
N/A
1.00000000
NC
-40185.41000000
-0.00366727373
N/A
DFE
TR
N
2
TURKISH LIRA
N/A
753930.30000000
USD
31627376.00000000
TRY
2025-01-09
-40185.41000000
N
N
N
Ceska republika
3157007EFDLQABN47912
CZECH REPUBLIC 1.200000% 03/13/2031
N/A
27240000.00000000
PA
978815.70000000
0.089325581266
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
826040.00000000
0.075383448742
Long
DBT
NUSS
NG
N
2
2031-01-21
Fixed
8.74700000
N
N
N
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT INTERNATIONAL BOND 144A 6.125000% 05/22/2028
445545AR7
840000.00000000
PA
USD
859983.60000000
0.078481102162
Long
DBT
NUSS
HU
Y
2
2028-05-22
Fixed
6.12500000
N
N
N
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 3.450000% 06/17/2043
N/A
57300000.00000000
PA
1665459.52000000
0.151987896903
Long
DBT
NUSS
TH
N
2
2043-06-17
Fixed
3.45000000
N
N
N
N
N
N
ECOPETROL S.A.
254900IDGKCJICKBPA66
ECOPETROL SA 5.875000% 11/02/2051
279158AQ2
1000000.00000000
PA
USD
719807.20000000
0.065688767088
Long
DBT
NUSS
CO
N
2
2051-11-02
Fixed
5.87500000
N
N
N
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT BOND 9.500000% 10/21/2026
N/A
327860000.00000000
PA
952150.58000000
0.086892153458
Long
DBT
NUSS
HU
N
2
2026-10-21
Fixed
9.50000000
N
N
N
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT INTERNATIONAL BOND 144A 6.750000% 09/25/2052
445545AT3
2045000.00000000
PA
USD
2191115.25000000
0.199958626866
Long
DBT
NUSS
HU
Y
2
2052-09-25
Fixed
6.75000000
N
N
N
N
N
N
BRITISH STERLING POUND
N/A
FX Forward Contract: GBP/USD SETTLE 2024-04-18
N/A
1.00000000
NC
1131.84000000
0.000103290400
N/A
DFE
GB
N
2
BRITISH STERLING POUND
N/A
377832.60000000
USD
300000.00000000
GBP
2024-04-18
1131.84000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/THB SETTLE 2024-04-11
N/A
1.00000000
NC
USD
97346.76000000
0.008883751988
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
71654333.00000000
THB
2062826.26000000
USD
2024-04-11
97346.76000000
N
N
N
Emirate of Abu Dhabi
213800FER4348CINTA77
ABU DHABI GOVERNMENT INTERNATIONAL BOND MTN 1.625000% 06/02/2028
N/A
200000.00000000
PA
USD
176932.80000000
0.016146681346
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
1197000.00000000
PA
USD
1191706.87000000
0.108753781597
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
1502008.39000000
0.137071537066
Long
DBT
NUSS
LK
N
2
2028-04-18
Fixed
6.75000000
Y
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 6.500000% 06/15/2025
N/A
5895000000.00000000
PA
372364.71000000
0.033981569935
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
256000.00000000
PA
USD
241935.92000000
0.022078790402
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
32315.56000000
0.002949080384
Long
DBT
NUSS
VE
N
2
2024-10-13
Floating
0.00000000
Y
N
N
N
N
N
Poinsettia Finance Limited S.a r.l.
N/A
POINSETTIA FINANCE LTD 6.625000% 06/17/2031
G7150PAA8
3527302.50000000
PA
USD
2990880.21000000
0.272944246047
Long
DBT
NUSS
MX
N
2
2031-06-17
Fixed
6.62500000
N
N
N
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
POLAND GOVERNMENT BOND 7.500000% 07/25/2028
N/A
14765000.00000000
PA
4009052.49000000
0.365861462986
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
313607.91000000
0.028619492771
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/CZK SETTLE 2024-06-20
N/A
1.00000000
NC
USD
24573.59000000
0.002242557215
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
45970000.00000000
CZK
1989070.28000000
USD
2024-06-20
24573.59000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
BRK: GOLDMAN SACHS INTERNATIONAL PAY: 10.28% FIXED
N/A
6486367249.00000000
NC
-19760.14000000
-0.00180328737
N/A
DIR
CO
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Y
2025-06-02
0.00000000
COP
0.00000000
COP
-6486367249.00000000
COP
-19760.14000000
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 9.250000% 05/28/2042
N/A
341100000.00000000
PA
77648.40000000
0.007086102587
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
23340000.00000000
PA
1036438.35000000
0.094584157222
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
24679.09000000
0.002252185022
Long
DBT
NUSS
EC
N
2
2030-07-31
Fixed
0.00000000
N
N
N
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
POLAND GOVERNMENT BOND 2.500000% 07/25/2027
N/A
3419000.00000000
PA
788974.28000000
0.072000874286
Long
DBT
NUSS
PL
N
2
2027-07-25
Fixed
2.50000000
N
N
N
N
N
N
Islamic Republic of Pakistan
529900LOP29R5WKHOD86
PAKISTAN GOVERNMENT INTERNATIONAL BOND MTN 7.375000% 04/08/2031
N/A
216000.00000000
PA
USD
169430.40000000
0.015462021056
Long
DBT
NUSS
PK
N
2
2031-04-08
Fixed
7.37500000
N
N
N
N
N
N
BNP PARIBAS
74KKBLHM4AWY05GPNY79
FX Forward Contract: THB/USD SETTLE 2024-04-11
N/A
1.00000000
NC
-27349.74000000
-0.00249590543
N/A
DFE
TH
N
2
BNP PARIBAS
74KKBLHM4AWY05GPNY79
1026415.30000000
USD
36422347.00000000
THB
2024-04-11
-27349.74000000
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT BOND 6.750000% 10/22/2028
N/A
425290000.00000000
PA
1164215.83000000
0.106244981291
Long
DBT
NUSS
HU
N
2
2028-10-22
Fixed
6.75000000
N
N
N
N
N
N
HAZINE MUSTESARLIGI VARLIK KIRALAMA ANONIM SIRKETI
6354003QFJP7RDXEOZ20
HAZINE MUSTESARLIGI VARLIK KIRALAMA AS 144A 8.509100% 01/14/2029
421790AK2
3433000.00000000
PA
USD
3630562.28000000
0.331320887052
Long
DBT
NUSS
TR
Y
2
2029-01-14
Fixed
8.50910000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 4.392000% 04/15/2026
N/A
1705000.00000000
PA
367303.67000000
0.033519705317
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
366715.80000000
0.033466056985
Long
DBT
NUSS
VE
N
2
2026-11-15
Fixed
6.00000000
Y
N
N
N
N
N
N/A
N/A
KOREA 10YR BND FU JUN24 FINANCIAL COMMODITY FUTURE.
N/A
23.00000000
NC
1940456.83000000
0.177083831268
N/A
DIR
KR
N
1
KOREA 10YR BND FU JUN24
N/A
Long
Korea Govt. Bond Futures
KOFEX Korea Exchange 10 Year Treasury Electronic Day Session Bond Future Jun 2024
2024-06-21
1968851.18000000
KRW
-28394.35000000
N
N
N
BARCLAYS CAPITAL INC.
213800IQAOC5HG62T347
FX Forward Contract: EUR/HUF SETTLE 2024-05-13
N/A
1.00000000
NC
-6349.49000000
-0.00057944706
N/A
DFE
XX
N
2
BARCLAYS CAPITAL INC.
213800IQAOC5HG62T347
598432572.00000000
HUF
1506893.39000000
EUR
2024-05-13
-6349.49000000
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
222153.40000000
0.020273460657
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
391139.50000000
0.035694935413
Long
DBT
NUSS
PA
N
2
2029-04-01
Fixed
9.37500000
N
N
N
N
N
N
Republica Del Paraguay
529900UXKJTJPCU0HK83
REPUBLIC OF PARAGUAY 5.400000% 03/30/2050
P75744AG0
571000.00000000
PA
USD
501358.28000000
0.045753372962
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
716000.00000000
PA
USD
702575.00000000
0.064116176577
Long
DBT
NUSS
BR
N
2
2028-02-15
Fixed
5.33300000
N
N
N
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT INTERNATIONAL BOND 144A 3.125000% 09/21/2051
445545AN6
299000.00000000
PA
USD
188423.82000000
0.017195338454
Long
DBT
NUSS
HU
Y
2
2051-09-21
Fixed
3.12500000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND 144A 6.375000% 01/30/2034
77586RAU4
2100000.00000000
PA
USD
2127174.00000000
0.194123422830
Long
DBT
NUSS
RO
Y
2
2034-01-30
Fixed
6.37500000
N
N
N
N
N
N
Republica Del Paraguay
529900UXKJTJPCU0HK83
PARAGUAY GOVERNMENT INTERNATIONAL BOND 144A 7.900000% 02/09/2031
699149AP5
15101000000.00000000
PA
2112934.94000000
0.192823982792
Long
DBT
NUSS
PY
Y
2
2031-02-09
Fixed
7.90000000
N
N
N
N
N
N
Autopista Rio Magdalena, S.A.S.
959800CRP6A5WS6VXE16
PA AUTOPISTA RIO MAGDALENA 6.050000% 06/15/2036
P7400PAA6
2298920992.20000000
PA
460943.99000000
0.042065211906
Long
DBT
CORP
CO
N
2
2036-06-15
Fixed
6.05000000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
GHANA GOVERNMENT BOND 8.350000% 02/16/2027
N/A
969434.00000000
PA
46628.23000000
0.004255237986
Long
DBT
NUSS
GH
N
2
2027-02-16
Fixed
8.35000000
N
N
Y
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 8.375000% 04/15/2039
N/A
20061000000.00000000
PA
1434990.98000000
0.130955606249
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
261588.64000000
0.023872274750
Long
DBT
NUSS
MY
N
2
2028-10-31
Fixed
4.36900000
N
N
N
N
N
N
Magyar Export-Import Bank Zartkoruen Mukodo Reszvenytarsasag
529900O4UGETQ9Q3AA63
MAGYAR EXPORT-IMPORT BAN 6.000000% 05/16/2029
N/A
279000.00000000
PA
317360.88000000
0.028961984444
Long
DBT
NUSS
HU
N
2
2029-05-16
Fixed
6.00000000
N
N
N
N
N
N
UZAUTO MOTORS Joint Stock Company
25490082QA3E2MKBZI88
UZAUTO MOTORS AJ 4.850000% 05/04/2026
N/A
1319000.00000000
PA
USD
1217832.70000000
0.111137994427
Long
DBT
NUSS
UZ
N
2
2026-05-04
Fixed
4.85000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 5.875000% 04/20/2032
836205BC7
1013000.00000000
PA
USD
911700.00000000
0.083200680618
Long
DBT
NUSS
ZA
N
2
2032-04-20
Fixed
5.87500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/INR SETTLE 2024-05-09
N/A
1.00000000
NC
USD
2501.18000000
0.000228254774
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
73558800.00000000
INR
884157.39000000
USD
2024-05-09
2501.18000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-1727.44000000
-0.00015764416
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1684758.00000000
CNY
235284.24000000
USD
2024-06-20
-1727.44000000
N
N
N
Republica de El Salvador
529900AKDMUSFSDOM949
REPUBLIC OF EL SALVADOR 9.500000% 07/15/2052
P01012CC8
3229000.00000000
PA
USD
2677219.83000000
0.244319964925
Long
DBT
NUSS
SV
N
2
2052-07-15
Fixed
9.50000000
N
N
N
N
N
Citibank, N.A.
E57ODZWZ7FF32TWEFA76
BRK - CITIBANK PAY - 7D CHINA FIXING REPO RATES
N/A
16000000.00000000
NC
20730.90000000
0.001891877799
N/A
DIR
CN
N
2
Citibank, N.A.
E57ODZWZ7FF32TWEFA76
Y
2028-08-16
0.00000000
CNY
0.00000000
CNY
-16000000.00000000
CNY
20730.90000000
N
N
N
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
FX Forward Contract: TRY/USD SETTLE 2025-03-19
N/A
1.00000000
NC
5295.52000000
0.000483262990
N/A
DFE
TR
N
2
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
135188.76000000
USD
6624249.27000000
TRY
2025-03-19
5295.52000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: USD/IDR SETTLE 2024-05-06
N/A
1.00000000
NC
USD
1553.97000000
0.000141813493
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
2804190200.00000000
IDR
178077.74000000
USD
2024-05-06
1553.97000000
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
REPUBLIC OF INDONESIA 4.850000% 01/11/2033
455780DR4
1579000.00000000
PA
USD
1560636.21000000
0.142421843666
Long
DBT
NUSS
ID
N
2
2033-01-11
Fixed
4.85000000
N
N
N
N
N
N
Gobierno de la Republica de Panama
549300SHS4T08CL0LP14
REPUBLIC OF PANAMA 7.500000% 03/01/2031
698299BX1
213000.00000000
PA
USD
220783.32000000
0.020148428752
Long
DBT
NUSS
PA
N
2
2031-03-01
Fixed
7.50000000
N
N
N
N
N
N
Ceska republika
3157007EFDLQABN47912
CZECH REPUBLIC 5.000000% 09/30/2030
N/A
19660000.00000000
PA
895796.69000000
0.081749363062
Long
DBT
NUSS
CZ
N
2
2030-09-30
Fixed
5.00000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
ARAB REPUBLIC OF EGYPT 7.625000% 05/29/2032
N/A
1794000.00000000
PA
USD
1525976.40000000
0.139258829755
Long
DBT
NUSS
EG
N
2
2032-05-29
Fixed
7.62500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2024-04-03
N/A
1.00000000
NC
USD
3611.65000000
0.000329594974
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1651590.00000000
EUR
1787453.43000000
USD
2024-04-03
3611.65000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
BRK - GOLDMAN SACHS INTERNATIONAL PAY - 6M PRAGUE INTERBANK OFFER RATE (PRIBOR)
N/A
32449235.00000000
NC
-13345.44000000
-0.00121788931
N/A
DIR
CZ
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Y
2029-02-08
0.00000000
CZK
0.00000000
CZK
-32449235.00000000
CZK
-13345.44000000
N
N
N
POWER FINANCE CORPORATION LIMITED
3358003Q6D9LIJJZ1614
POWER FINANCE CORP LTD MTN 3.950000% 04/23/2030
73928QAB4
361000.00000000
PA
USD
329192.40000000
0.030041715185
Long
DBT
NUSS
IN
Y
2
2030-04-23
Fixed
3.95000000
N
N
N
N
N
N
Republika Crna Gora
747800V014106FYLL014
MONTENEGRO GOVERNMENT INTERNATIONAL BOND 144A 7.250000% 03/12/2031
857305AA4
536000.00000000
PA
USD
545165.60000000
0.049751177986
Long
DBT
NUSS
ME
Y
2
2031-03-12
Fixed
7.25000000
N
N
N
N
N
N
Barbados
529900UD1KUUS4SFD905
BARBADOS GOVT OF 6.500000% 10/01/2029
P48864AQ8
800000.00000000
PA
USD
757200.00000000
0.069101190484
Long
DBT
NUSS
BB
N
2
2029-10-01
Fixed
6.50000000
N
N
N
N
N
N
Republica Argentina
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA 3.625000% 07/09/2035
040114HT0
3524845.00000000
PA
USD
1463116.28000000
0.133522288385
Long
DBT
NUSS
AR
N
2
2035-07-09
Fixed
3.62500000
N
N
N
N
N
N
Republica de Angola
549300QHR2R3J8JSGK83
REPUBLIC OF ANGOLA 9.375000% 05/08/2048
N/A
370000.00000000
PA
USD
318518.20000000
0.029067600120
Long
DBT
NUSS
AO
N
2
2048-05-08
Fixed
9.37500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-12410.57000000
-0.00113257417
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
18550000.00000000
CNY
2597202.58000000
USD
2024-06-20
-12410.57000000
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
REPUBLIC OF INDONESIA 4.400000% 03/10/2029
455780DT0
544000.00000000
PA
USD
531352.00000000
0.048490564931
Long
DBT
NUSS
ID
N
2
2029-03-10
Fixed
4.40000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
KD3XUN7C6T14HNAYLU02
BRK : GOLDMAN SACH PAY : 1D BROIS
N/A
14989958.00000000
NC
242991.68000000
0.022175137831
N/A
DIR
BR
N
2
GOLDMAN SACHS & CO. LLC
KD3XUN7C6T14HNAYLU02
Y
2027-01-04
0.00000000
BRL
0.00000000
BRL
-14989958.00000000
BRL
242991.68000000
N
N
N
CITIGROUP GLOBAL MARKETS INC.
6SHGI4ZSSLCXXQSBB395
BRK: CITIGROUP PAY: BRAZIL CETIP DI INTERBANK DEPO
N/A
12767196.19000000
NC
-39073.65000000
-0.00356581581
N/A
DIR
BR
N
2
CITIGROUP GLOBAL MARKETS INC.
6SHGI4ZSSLCXXQSBB395
Y
2029-01-02
0.00000000
BRL
0.00000000
BRL
-12767196.19000000
BRL
-39073.65000000
N
N
N
Romania
315700IASY927EDWBK92
ROMANIA GOVERNMENT BOND 8.000000% 04/29/2030
N/A
3085000.00000000
PA
722521.52000000
0.065936472771
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
395770.97000000
0.036117597974
Long
DBT
NUSS
GH
N
2
2029-05-16
Fixed
7.62500000
Y
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PHP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
8565.12000000
0.000781642879
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
73081307.00000000
PHP
1308520.13000000
USD
2024-06-20
8565.12000000
N
N
N
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
FX Forward Contract: TRY/USD SETTLE 2024-09-18
N/A
1.00000000
NC
2865.57000000
0.000261508582
N/A
DFE
TR
N
2
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
142961.58000000
USD
5744196.35000000
TRY
2024-09-18
2865.57000000
N
N
N
HSBC
CYYGQCGNHMHPSMRL3R97
FX Forward Contract: EGP/USD SETTLE 2024-04-02
N/A
1.00000000
NC
-35697.03000000
-0.00325766940
N/A
DFE
EG
N
2
HSBC
CYYGQCGNHMHPSMRL3R97
482130.11000000
USD
21165512.00000000
EGP
2024-04-02
-35697.03000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2024-04-03
N/A
1.00000000
NC
USD
207.73000000
0.000018957197
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
84649.78000000
EUR
91635.88000000
USD
2024-04-03
207.73000000
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT BOND 3.000000% 08/21/2030
N/A
212790000.00000000
PA
472419.75000000
0.043112476404
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
4188000.00000000
PA
USD
4350770.81000000
0.397046279048
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
172650.84000000
0.015755914662
Long
DBT
NUSS
UA
N
2
2028-11-01
Fixed
9.75000000
N
Y
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZMW SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-14470.82000000
-0.00132059018
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
13793400.00000000
ZMW
525462.86000000
USD
2024-06-20
-14470.82000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: USD/IDR SETTLE 2024-05-06
N/A
1.00000000
NC
USD
132768.11000000
0.012116263152
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
122154674033.00000000
IDR
7822404.84000000
USD
2024-05-06
132768.11000000
N
N
N
Republica de Angola
549300QHR2R3J8JSGK83
ANGOLAN GOVERNMENT INTERNATIONAL BOND 144A 8.750000% 04/14/2032
035198AF7
289000.00000000
PA
USD
265202.01000000
0.024202026690
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
386400.00000000
0.035262414161
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
512608.00000000
PA
14876.57000000
0.001357618459
Long
DBT
NUSS
GH
N
2
2034-02-07
Fixed
9.40000000
N
N
Y
N
N
N
Democratic Socialist Republic of Sri Lanka
254900HXCCIOHM74FA02
REPUBLIC OF SRI LANKA 6.750000% 04/18/2028
Y8137FAL2
1400000.00000000
PA
USD
822374.56000000
0.075048944955
Long
DBT
NUSS
LK
N
2
2028-04-18
Fixed
6.75000000
Y
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 7.125000% 06/15/2038
N/A
29310000000.00000000
PA
1874379.58000000
0.171053698359
Long
DBT
NUSS
ID
N
2
2038-06-15
Fixed
7.12500000
N
N
N
N
N
N
Gobierno de Chile
549300FLZTJM5YJF8D34
BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS 144 5.800000% 10/01/2034
N/A
2620000000.00000000
PA
2665145.15000000
0.243218043685
Long
DBT
NUSS
CL
Y
2
2034-10-01
Fixed
5.80000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: USD/CLP SETTLE 2024-06-10
N/A
1.00000000
NC
USD
15703.44000000
0.001433077652
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
1085315846.00000000
CLP
1120395.43000000
USD
2024-06-10
15703.44000000
N
N
N
Ceska republika
3157007EFDLQABN47912
CZECH REPUBLIC 5.750000% 03/29/2029
ZJ9901209
44770000.00000000
PA
2079941.58000000
0.189813047168
Long
DBT
NUSS
CZ
N
2
2029-03-29
Fixed
5.75000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: USD/BRL SETTLE 2024-05-20
N/A
1.00000000
NC
USD
4373.85000000
0.000399152459
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
2281000.00000000
BRL
457992.58000000
USD
2024-05-20
4373.85000000
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 5.750000% 09/30/2049
836205BB9
422000.00000000
PA
USD
305582.02000000
0.027887059393
Long
DBT
NUSS
ZA
N
2
2049-09-30
Fixed
5.75000000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 7.000000% 06/30/2032
N/A
18566300000.00000000
PA
4009328.90000000
0.365886687841
Long
DBT
NUSS
CO
N
2
2032-06-30
Fixed
7.00000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS MTN 6.750000% 09/21/2047
71654QCC4
553000.00000000
PA
USD
367830.72000000
0.033567803286
Long
DBT
NUSS
MX
N
2
2047-09-21
Fixed
6.75000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/TWD SETTLE 2024-06-25
N/A
1.00000000
NC
USD
4183.53000000
0.000381784077
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
25637171.00000000
TWD
809865.11000000
USD
2024-06-25
4183.53000000
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
791754.72000000
0.072254614003
Long
DBT
NUSS
ID
Y
2
2031-11-05
Fixed
1.87500000
N
N
N
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/USD SETTLE 2024-05-13
N/A
1.00000000
NC
153.35000000
0.000013994542
N/A
DFE
PA
N
2
POLISH ZLOTY
N/A
13888.76000000
USD
56000.00000000
PLN
2024-05-13
153.35000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/MYR SETTLE 2024-06-20
N/A
1.00000000
NC
USD
1763.46000000
0.000160931306
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1157536.00000000
MYR
245917.99000000
USD
2024-06-20
1763.46000000
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT TREASURY BILL ZERO COUPON 03/04/2025
N/A
103500000.00000000
PA
1737185.95000000
0.158533567403
Long
DBT
NUSS
EG
N
2
2025-03-04
Fixed
0.00000000
N
N
N
N
N
N
The Commonwealth of The Bahamas
549300W13SXC7EKNJC20
COMMONWEALTH OF BAHAMAS 8.950000% 10/15/2032
P06518AH0
800000.00000000
PA
USD
773144.61000000
0.070556277030
Long
DBT
NUSS
BS
N
2
2032-10-15
Fixed
8.95000000
N
N
N
N
N
N
Kingdom of Bahrain
549300RODM1WN85LFQ95
BAHRAIN GOVERNMENT INTERNATIONAL BOND MTN 6.250000% 01/25/2051
N/A
6500000.00000000
PA
USD
5384899.00000000
0.491419613759
Long
DBT
NUSS
BH
N
2
2051-01-25
Fixed
6.25000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZAR SETTLE 2024-06-20
N/A
1.00000000
NC
USD
5892.73000000
0.000537763679
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
9150000.00000000
ZAR
486011.84000000
USD
2024-06-20
5892.73000000
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
748966.58000000
0.068349818160
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
6731432.00000000
PA
323771.18000000
0.029546980959
Long
DBT
NUSS
GH
N
2
2027-02-16
Fixed
8.35000000
N
N
Y
N
N
N
YPF S.A
5493003N7447U18U5U53
YPF SA 144A 9.500000% 01/17/2031
984245AX8
548000.00000000
PA
USD
560079.02000000
0.051112159333
Long
DBT
NUSS
AR
Y
2
2031-01-17
Fixed
9.50000000
N
N
N
N
N
N
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
FX Forward Contract: TRY/USD SETTLE 2024-09-18
N/A
1.00000000
NC
2865.57000000
0.000261508582
N/A
DFE
TR
N
2
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
142961.58000000
USD
5744196.36000000
TRY
2024-09-18
2865.57000000
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
GHANA GOVERNMENT BOND 9.100000% 02/10/2032
N/A
1293464.00000000
PA
40282.74000000
0.003676155956
Long
DBT
NUSS
GH
N
2
2032-02-10
Fixed
9.10000000
N
N
Y
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
REPUBLIC OF POLAND 4.125000% 01/11/2044
N/A
223000.00000000
PA
245342.63000000
0.022389682791
Long
DBT
NUSS
PL
N
2
2044-01-11
Fixed
4.12500000
N
N
N
N
N
N
CT Trust
5493003LN2KNNGM2Q244
CT TRUST 144A 5.125000% 02/03/2032
12659BAA2
214000.00000000
PA
USD
189727.65000000
0.017314324462
Long
DBT
NUSS
GT
Y
2
2032-02-03
Fixed
5.12500000
N
N
N
N
N
N
JP MORGAN CHASE BANK N.A.
984500653R409CC5AB28
BRK - JPMORGAN CHASE BANK NA PAY - 6M PRAGUE INTERBANK OFFER RATE (PRIBOR)
N/A
21283581.00000000
NC
-13464.77000000
-0.00122877923
N/A
DIR
CZ
N
2
JP MORGAN CHASE BANK N.A.
984500653R409CC5AB28
Y
2029-02-28
0.00000000
CZK
0.00000000
CZK
-21283581.00000000
CZK
-13464.77000000
N
N
N
CEMEX, S.A.B. de C.V.
549300RIG2CXWN6IV731
CEMEX SAB DE CV 144A 9.125000% MATURITY: PERPETUAL
151290CB7
326000.00000000
PA
USD
354151.40000000
0.032319444468
Long
DBT
NUSS
MX
Y
2
2172-06-14
Fixed
9.12500000
N
N
N
N
N
N
Gobierno de la Republica de Panama
549300SHS4T08CL0LP14
REPUBLIC OF PANAMA 6.875000% 01/31/2036
698299BW3
224000.00000000
PA
USD
218242.02000000
0.019916512672
Long
DBT
NUSS
PA
N
2
2036-01-31
Fixed
6.87500000
N
N
N
N
N
N
HSBC
CYYGQCGNHMHPSMRL3R97
FX Forward Contract: EGP/USD SETTLE 2024-04-02
N/A
1.00000000
NC
-6884.90000000
-0.00062830795
N/A
DFE
EG
N
2
HSBC
CYYGQCGNHMHPSMRL3R97
85667.20000000
USD
3735090.00000000
EGP
2024-04-02
-6884.90000000
N
N
N
MORGAN STANLEY & CO, INC
9R7GPTSO7KV3UQJZQ078
FX Forward Contract: USD/EUR SETTLE 2024-04-24
N/A
1.00000000
NC
USD
4001.42000000
0.000365164930
N/A
DFE
US
N
2
MORGAN STANLEY & CO, INC
9R7GPTSO7KV3UQJZQ078
550000.00000000
EUR
598594.15000000
USD
2024-04-24
4001.42000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2024-04-03
N/A
1.00000000
NC
USD
111123.60000000
0.010141010368
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
27849336.00000000
EUR
30190507.14000000
USD
2024-04-03
111123.60000000
N
N
N
ESKOM HOLDINGS SOC LIMITED
3789001900ED06F65111
ESKOM HOLDINGS SOC LTD 4.314000% 07/23/2027
N/A
1189000.00000000
PA
USD
1091811.14000000
0.099637413573
Long
DBT
NUSS
ZA
N
2
2027-07-23
Fixed
4.31400000
N
N
N
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 3.450000% 06/17/2043
N/A
28580000.00000000
PA
830695.17000000
0.075808274137
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
145350.00000000
0.013264471786
Long
DBT
NUSS
GH
N
2
2035-02-11
Fixed
7.87500000
Y
N
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
REPUBLIC OF PERU 8.2% 08/12/2026
715638AY8
15000.00000000
PA
4276.72000000
0.000390288488
Long
DBT
NUSS
PE
N
2
2026-08-12
Fixed
8.20000000
N
N
N
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2024-05-13
N/A
1.00000000
NC
-105111.41000000
-0.00959234490
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
17377004.60000000
USD
328105650.00000000
ZAR
2024-05-13
-105111.41000000
N
N
N
PETRONAS Capital Limited
549300G7YFX3540OYR85
PETRONAS CAPITAL LTD MTN 3.500000% 04/21/2030
Y68856AT3
550000.00000000
PA
USD
504399.68000000
0.046030927585
Long
DBT
NUSS
MY
N
2
2030-04-21
Fixed
3.50000000
N
N
N
N
N
N
GALAXY PIPELINE ASSETS BIDCO LIMITED
549300L82YB0C6JQIC26
GALAXY PIPELINE ASSETS BIDCO LTD 144A 2.625000% 03/31/2036
36321PAB6
370000.00000000
PA
USD
300834.27000000
0.027453785255
Long
DBT
NUSS
AE
Y
2
2036-03-31
Fixed
2.62500000
N
N
N
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: USD/HUF SETTLE 2024-04-15
N/A
1.00000000
NC
USD
21088.56000000
0.001924517434
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
181134300.00000000
HUF
517152.74000000
USD
2024-04-15
21088.56000000
N
N
N
Republic of Armenia
5299000H77JSW90G7935
REPUBLIC OF ARMENIA 3.600000% 02/02/2031
N/A
787000.00000000
PA
USD
637476.30000000
0.058175345002
Long
DBT
NUSS
AM
N
2
2031-02-02
Fixed
3.60000000
N
N
N
N
N
N
Ukraine
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT 6.750000% 06/20/2026
N/A
1299000.00000000
PA
420874.15000000
0.038408484956
Long
DBT
NUSS
UA
N
2
2026-06-20
Fixed
6.75000000
N
Y
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/MYR SETTLE 2024-04-12
N/A
1.00000000
NC
USD
1659.62000000
0.000151454989
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
5630781.00000000
MYR
1189509.47000000
USD
2024-04-12
1659.62000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/KES SETTLE 2024-08-02
N/A
1.00000000
NC
USD
-122479.24000000
-0.01117731285
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
273458840.49000000
KES
1919009.41000000
USD
2024-08-02
-122479.24000000
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
914010.58000000
0.083411541459
Long
DBT
NUSS
LK
Y
2
2028-04-18
Fixed
6.75000000
Y
N
N
N
N
N
OCP SA
213800D26TAPVTCVWG40
OCP SA 144A 5.125000% 06/23/2051
67091TAE5
1611000.00000000
PA
USD
1211069.25000000
0.110520769854
Long
DBT
NUSS
MA
Y
2
2051-06-23
Fixed
5.12500000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
213800IQAOC5HG62T347
FX Forward Contract: PLN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-45847.66000000
-0.00418400407
N/A
DFE
PA
N
2
BARCLAYS CAPITAL INC.
213800IQAOC5HG62T347
3853092.42000000
USD
15190000.00000000
PLN
2024-06-20
-45847.66000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: BRL/USD SETTLE 2024-05-23
N/A
1.00000000
NC
-4541.28000000
-0.00041443192
N/A
DFE
BR
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
1397620.34000000
USD
7006871.72000000
BRL
2024-05-23
-4541.28000000
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
230534.12000000
0.021038275408
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
2011000.00000000
PA
USD
1474344.54000000
0.134546966320
Long
DBT
NUSS
ZM
N
2
2027-07-30
Fixed
8.97000000
Y
N
N
N
N
N
Kingdom of Saudi Arabia
635400FMICXSM3SI3H65
SAUDI GOVERNMENT INTERNATIONAL BOND MTN 4.625000% 10/04/2047
80413TAF6
1883000.00000000
PA
USD
1619681.28000000
0.147810228015
Long
DBT
NUSS
SA
Y
2
2047-10-04
Fixed
4.62500000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 6.375000% 04/15/2032
N/A
4489000000.00000000
PA
277579.04000000
0.025331540038
Long
DBT
NUSS
ID
N
2
2032-04-15
Fixed
6.37500000
N
N
N
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
REPUBLIC OF POLAND 3.625000% 01/11/2034
N/A
260000.00000000
PA
280237.17000000
0.025574117888
Long
DBT
NUSS
PL
N
2
2034-01-11
Fixed
3.62500000
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
571607.40000000
0.052164225871
Long
DBT
NUSS
PK
N
2
2025-09-30
Fixed
8.25000000
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEX BONOS DESARR FIX RT 8.000000% 05/24/2035
N/A
10700000.00000000
PA
585295.01000000
0.053413341225
Long
DBT
NUSS
MX
N
2
2035-05-24
Fixed
8.00000000
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
672870.00000000
0.061405332859
Long
DBT
NUSS
ID
N
2
2030-02-05
Fixed
3.37500000
N
N
N
N
N
N
Morgan Stanley & Co International
4PQUHN3JPFGFNF3BB653
Credit Default Swap
CDS984VD1
4300000.00000000
NC
USD
-29670.94000000
-0.00270773544
N/A
DCR
US
N
2
Morgan Stanley & Co International
4PQUHN3JPFGFNF3BB653
Y
2026-06-20
0.00000000
USD
-18118.89000000
USD
4300000.00000000
USD
-11552.05000000
N
N
N
Republique de Cote d'Ivoire
254900ICW11T82O6H590
Ivory Coast Government International Bond 6.625000% 03/22/2048
AR7769417
356000.00000000
PA
312546.26000000
0.028522607828
Long
DBT
CORP
CI
N
2
2048-03-22
Fixed
6.62500000
N
N
N
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: USD/MXN SETTLE 2024-05-13
N/A
1.00000000
NC
USD
-6980.90000000
-0.00063706880
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
3380400.00000000
MXN
195089.04000000
USD
2024-05-13
-6980.90000000
N
N
N
JP MORGAN CHASE BANK N.A.
984500653R409CC5AB28
BRK: JPMORGAN CHASE BANK, N.A. PAY: 5.244% FIXED
N/A
765820000.00000000
NC
-6612.88000000
-0.00060348373
N/A
DIR
CL
N
2
JP MORGAN CHASE BANK N.A.
984500653R409CC5AB28
Y
2033-08-07
0.00000000
CLP
0.00000000
CLP
-765820000.00000000
CLP
-6612.88000000
N
N
N
Ceska republika
3157007EFDLQABN47912
CZECH REPUBLIC 2.500000% 08/25/2028
N/A
15200000.00000000
PA
617075.98000000
0.056313635548
Long
DBT
NUSS
CZ
N
2
2028-08-25
Fixed
2.50000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
REPUBLIC OF INDONESIA 1.100000% 03/12/2033
N/A
170000.00000000
PA
145430.76000000
0.013271841850
Long
DBT
NUSS
ID
N
2
2033-03-12
Fixed
1.10000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
213800IQAOC5HG62T347
FX Forward Contract: EUR/CZK SETTLE 2024-06-20
N/A
1.00000000
NC
-1329.47000000
-0.00012132588
N/A
DFE
XX
N
2
BARCLAYS CAPITAL INC.
213800IQAOC5HG62T347
20207947.00000000
CZK
795818.75000000
EUR
2024-06-20
-1329.47000000
N
N
N
Republic of the Philippines
529900RAHBALMYIJ3T08
REPUBLIC OF PHILIPPINES 2.950000% 05/05/2045
718286CH8
824000.00000000
PA
USD
573711.52000000
0.052356245412
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/HUF SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-655.65000000
-0.00005983385
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1579363469.00000000
HUF
4310668.64000000
USD
2024-06-20
-655.65000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CLP SETTLE 2024-05-16
N/A
1.00000000
NC
USD
27089.16000000
0.002472125204
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
796742931.00000000
CLP
838481.80000000
USD
2024-05-16
27089.16000000
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2024-05-13
N/A
1.00000000
NC
19790.38000000
0.001806047039
N/A
DFE
MX
N
2
MEXICAN PESO
N/A
586945.47000000
USD
10150000.00000000
MXN
2024-05-13
19790.38000000
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
ARAB REPUBLIC OF EGYPT 8.875000% 05/29/2050
N/A
1695000.00000000
PA
USD
1389594.90000000
0.126812812838
Long
DBT
NUSS
EG
N
2
2050-05-29
Fixed
8.87500000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
GHANA GOVERNMENT BOND 9.250000% 02/08/2033
N/A
912833.00000000
PA
27288.84000000
0.002490347769
Long
DBT
NUSS
GH
N
2
2033-02-08
Fixed
9.25000000
N
N
Y
N
N
N
Turkiye Cumhuriyeti
5493000PCHOG3B6S3Q85
REPUBLIC OF TURKIYE 9.375000% 03/14/2029
900123DH0
558000.00000000
PA
USD
606127.50000000
0.055314490009
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
540816.29000000
0.049354265018
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
6053400000.00000000
PA
1395794.00000000
0.127378535487
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
38231706.00000000
PA
1488384.11000000
0.135828201134
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
60308000.00000000
PA
1776158.62000000
0.162090167896
Long
DBT
NUSS
TH
N
2
2036-06-17
Fixed
3.40000000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 4.254000% 05/31/2035
N/A
2260000.00000000
PA
491808.29000000
0.044881851993
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
207720.07000000
0.018956291765
Long
DBT
NUSS
CZ
N
2
2030-05-15
Fixed
0.95000000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 7.750000% 09/18/2030
N/A
4633500000.00000000
PA
1090480.33000000
0.099515965402
Long
DBT
NUSS
CO
N
2
2030-09-18
Fixed
7.75000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-4982.69000000
-0.00045471448
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
5866647.00000000
CNY
820336.94000000
USD
2024-06-20
-4982.69000000
N
N
N
Republika e Shqiperise
254900EDM43U3SGRND29
REPUBLIC OF ALBANIA 3.500000% 11/23/2031
N/A
800000.00000000
PA
774745.39000000
0.070702362349
Long
DBT
NUSS
AL
N
2
2031-11-23
Fixed
3.50000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/MYR SETTLE 2024-06-20
N/A
1.00000000
NC
USD
40023.19000000
0.003652469725
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
10719510.12000000
MYR
2301047.46000000
USD
2024-06-20
40023.19000000
N
N
N
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
FX Forward Contract: TRY/USD SETTLE 2024-09-18
N/A
1.00000000
NC
2865.57000000
0.000261508582
N/A
DFE
TR
N
2
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
142961.58000000
USD
5744196.35000000
TRY
2024-09-18
2865.57000000
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
44176.60000000
0.004031505086
Long
DBT
NUSS
KR
N
2
2024-12-07
Fixed
7.25000000
N
N
N
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVERNMENT BOND 3.000000% 10/15/2053
N/A
8830000.00000000
PA
1357800.11000000
0.123911257317
Long
DBT
NUSS
CN
N
2
2053-10-15
Fixed
3.00000000
N
N
N
N
N
N
Republica de Angola
549300QHR2R3J8JSGK83
REPUBLIC OF ANGOLA 8.250000% 05/09/2028
N/A
735000.00000000
PA
USD
706339.41000000
0.064459712251
Long
DBT
NUSS
AO
N
2
2028-05-09
Fixed
8.25000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
KD3XUN7C6T14HNAYLU02
BRK: GOLDMAN SACHS PAY: 28-DAY MXN - TIIE
N/A
47200221.00000000
NC
-184640.96000000
-0.01685011905
N/A
DIR
MX
N
2
GOLDMAN SACHS & CO. LLC
KD3XUN7C6T14HNAYLU02
Y
2026-03-05
0.00000000
MXN
0.00000000
MXN
-47200221.00000000
MXN
-184640.96000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/MYR SETTLE 2024-04-08
N/A
1.00000000
NC
USD
-144.01000000
-0.00001314218
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
3810575.00000000
MYR
804173.26000000
USD
2024-04-08
-144.01000000
N
N
N
CHINALCO CAPITAL HOLDINGS LIMITED
5493003PX4GYVUD3CQ19
CHINALCO CAPITAL HOLDINGS LTD 2.125000% 06/03/2026
N/A
173000.00000000
PA
USD
161804.72000000
0.014766110377
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
424400000.00000000
PA
1161779.48000000
0.106022642826
Long
DBT
NUSS
HU
N
2
2028-10-22
Fixed
6.75000000
N
N
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
BONOS DE TESORERIA 5.940000% 02/12/2029
N/A
1629000.00000000
PA
435408.21000000
0.039734846351
Long
DBT
NUSS
PE
N
2
2029-02-12
Fixed
5.94000000
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
405832.00000000
0.037035755859
Long
DBT
NUSS
ZA
N
2
2047-09-27
Fixed
5.65000000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.906000% 07/15/2026
N/A
10695000.00000000
PA
2283064.16000000
0.208349777348
Long
DBT
NUSS
MY
N
2
2026-07-15
Fixed
3.90600000
N
N
N
N
N
N
Republique du Senegal
549300NP14ZLQGWIUZ97
REPUBLIC OF SENEGAL 6.750000% 03/13/2048
N/A
687000.00000000
PA
USD
508380.00000000
0.046394166955
Long
DBT
NUSS
SN
N
2
2048-03-13
Fixed
6.75000000
N
N
N
N
N
N
Turkiye Cumhuriyeti
5493000PCHOG3B6S3Q85
REPUBLIC OF TURKIYE 7.625000% 05/15/2034
900123DK3
200000.00000000
PA
USD
200500.00000000
0.018297396582
Long
DBT
NUSS
TR
N
2
2034-05-15
Fixed
7.62500000
N
N
N
N
N
N
Gobierno de Chile
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica 2.000000% 03/01/2035
N/A
91312425.00000000
PA
89268.98000000
0.008146583189
Long
DBT
NUSS
CL
N
2
2035-03-01
Fixed
2.00000000
N
N
N
N
N
N
Ceska republika
3157007EFDLQABN47912
CZECH REPUBLIC 5.500000% 12/12/2028
N/A
28090000.00000000
PA
1289555.72000000
0.117683353734
Long
DBT
NUSS
CZ
N
2
2028-12-12
Fixed
5.50000000
N
N
N
N
N
N
Republic of North Macedonia
635400RD1N6RVNCE4958
NORTH MACEDONIA 1.625000% 03/10/2028
N/A
1250000.00000000
PA
1171119.85000000
0.106875034119
Long
DBT
NUSS
MK
N
2
2028-03-10
Fixed
1.62500000
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
735414.04000000
0.067113029137
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
817570.32000000
0.074610515605
Long
DBT
NUSS
XX
Y
2
2027-07-27
Fixed
5.00000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: CNY/USD SETTLE 2024-06-03
N/A
1.00000000
NC
34269.88000000
0.003127429352
N/A
DFE
CN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
6389980.41000000
USD
45662800.00000000
CNY
2024-06-03
34269.88000000
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
NOTA DO TESOURO NACIONAL 10.000000% 01/01/2025
EK0169285
9998000.00000000
PA
1996980.93000000
0.182242154830
Long
DBT
NUSS
BR
N
2
2025-01-01
Fixed
10.00000000
N
N
N
N
N
N
Gobierno de Chile
549300FLZTJM5YJF8D34
REPUBLIC OF CHILE 3.100000% 05/07/2041
168863DS4
1176000.00000000
PA
USD
869094.05000000
0.079312511222
Long
DBT
NUSS
CL
N
2
2041-05-07
Fixed
3.10000000
N
N
N
N
N
N
Government of Bermuda
549300FP5PUZXX9FVJ40
GOVT OF BERMUDA 4.750000% 02/15/2029
G10367AF0
954000.00000000
PA
USD
922041.00000000
0.084144388240
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
2512000.00000000
PA
USD
2134074.80000000
0.194753181805
Long
DBT
NUSS
DO
N
2
2060-01-30
Fixed
5.87500000
N
N
N
N
N
N
NEON CAPITAL LIMITED
N/A
NEON CAPITAL LTD/KY MTN VARIABLE RATE 01/06/2028
N/A
163396337.00000000
PA
992934.10000000
0.090614010013
Long
DBT
NUSS
KY
N
2
2028-01-06
Floating
0.00000000
N
N
N
N
N
N
Republica de Angola
549300QHR2R3J8JSGK83
REPUBLIC OF ANGOLA 8.750000% 04/14/2032
BV8060618
1812000.00000000
PA
USD
1662854.28000000
0.151750145734
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
45223300.00000000
PA
2517097.30000000
0.229707369248
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
944190.33000000
0.086165710310
Long
DBT
NUSS
PL
N
2
2033-02-22
Fixed
5.12500000
N
N
N
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
FED REPUBLIC OF BRAZIL 7.125000% 05/13/2054
105756CJ7
1339000.00000000
PA
USD
1347770.52000000
0.122995968610
Long
DBT
NUSS
BR
N
2
2054-05-13
Fixed
7.12500000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 6.375000% 07/15/2037
N/A
1500000000.00000000
PA
92818.98000000
0.008470552056
Long
DBT
NUSS
ID
N
2
2037-07-15
Fixed
6.37500000
N
N
N
N
N
N
AI CANDELARIA (SPAIN) SA
213800L5KA2MJ5FKRZ02
AI CANDELARIA SPAIN SA 144A 7.500000% 12/15/2028
001355AA4
311024.50000000
PA
USD
304644.27000000
0.027801481420
Long
DBT
NUSS
CO
Y
2
2028-12-15
Fixed
7.50000000
N
N
N
N
N
N
Republica Del Paraguay
529900UXKJTJPCU0HK83
REPUBLIC OF PARAGUAY 5.600000% 03/13/2048
P75744AF2
703000.00000000
PA
USD
637089.47000000
0.058140043346
Long
DBT
NUSS
PY
N
2
2048-03-13
Fixed
5.60000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZMW SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-15476.07000000
-0.00141232813
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
6896700.00000000
ZMW
254490.77000000
USD
2024-06-20
-15476.07000000
N
N
N
Republic of Kenya
549300VVURQQYU45PR87
KENYA INFRASTUCTURE BOND 18.460700% 08/09/2032
ZF5882211
112000000.00000000
PA
902205.69000000
0.082334240941
Long
DBT
NUSS
KE
N
2
2032-08-09
Fixed
18.46070000
N
N
N
N
N
N
Ukraine
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT INTERNATIONAL BOND 144A VARIABLE RATE 08/01/2041
903724AW2
1306000.00000000
PA
USD
721298.58000000
0.065824868690
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
28411000.00000000
PA
5460198.43000000
0.498291352078
Long
DBT
NUSS
PL
N
2
2032-04-25
Fixed
1.75000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: RON/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-97175.55000000
-0.00886812756
N/A
DFE
RO
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
8437632.15000000
USD
38410000.00000000
RON
2024-06-20
-97175.55000000
N
N
N
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
FX Forward Contract: TRY/USD SETTLE 2024-06-20
N/A
1.00000000
NC
3753.99000000
0.000342584757
N/A
DFE
TR
N
2
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
149113.21000000
USD
5427720.96000000
TRY
2024-06-20
3753.99000000
N
N
N
United States of America
N/A
US ULTRA BOND CBT JUN24 FINANCIAL COMMODITY FUTURE.
N/A
16.00000000
NC
USD
2064000.00000000
0.188358237136
N/A
DIR
US
N
1
US ULTRA BOND CBT JUN24
N/A
Long
U.S. Treasury Futures
US Ultra T-Bond Futures (Composite) Jun 2024
2024-06-21
2019700.03000000
USD
44299.97000000
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
728959.94000000
0.066524035485
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
1700000.00000000
PA
403104.22000000
0.036786821832
Long
DBT
NUSS
MY
N
2
2043-09-30
Fixed
4.93500000
N
N
N
N
N
N
MORGAN STANLEY & CO, INC
9R7GPTSO7KV3UQJZQ078
FX Forward Contract: USD/ZAR SETTLE 2024-06-28
N/A
1.00000000
NC
USD
-5353.99000000
-0.00048859889
N/A
DFE
US
N
2
MORGAN STANLEY & CO, INC
9R7GPTSO7KV3UQJZQ078
37300000.00000000
ZAR
1949817.04000000
USD
2024-06-28
-5353.99000000
N
N
N
MORGAN STANLEY & CO, INC
9R7GPTSO7KV3UQJZQ078
FX Forward Contract: USD/EUR SETTLE 2024-04-24
N/A
1.00000000
NC
USD
2624.20000000
0.000239481436
N/A
DFE
US
N
2
MORGAN STANLEY & CO, INC
9R7GPTSO7KV3UQJZQ078
500000.00000000
EUR
543163.05000000
USD
2024-04-24
2624.20000000
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
NOTA DO TESOURO NACIONAL 10.000000% 01/01/2031
N/A
14055000.00000000
PA
2692822.51000000
0.245743847337
Long
DBT
NUSS
BR
N
2
2031-01-01
Fixed
10.00000000
N
N
N
N
N
N
GACI First Investment Company
558600TU1PWGNLZ3XM88
GACI FIRST INVESTMENT CO 4.875000% 02/14/2035
N/A
467000.00000000
PA
USD
445252.74000000
0.040633246698
Long
DBT
NUSS
SA
N
2
2035-02-14
Fixed
4.87500000
N
N
N
N
N
N
PHILLIPINE PESO
N/A
FX Forward Contract: PHP/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-33046.08000000
-0.00301574678
N/A
DFE
PH
N
2
PHILLIPINE PESO
N/A
6742493.12000000
USD
377193944.00000000
PHP
2024-06-20
-33046.08000000
N
N
N
Republica del Ecuador
5299003Y2U5XK0A35H71
REPUBLIC OF ECUADOR 2.500000% 07/31/2040
N/A
1300000.00000000
PA
USD
630240.00000000
0.057514968688
Long
DBT
NUSS
EC
N
2
2040-07-31
Fixed
2.50000000
N
N
N
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 2.000000% 06/17/2042
N/A
57320000.00000000
PA
1374503.09000000
0.125435551827
Long
DBT
NUSS
TH
N
2
2042-06-17
Fixed
2.00000000
N
N
N
N
N
N
Turkiye Cumhuriyeti
5493000PCHOG3B6S3Q85
REPUBLIC OF TURKIYE 9.125000% 07/13/2030
900123DJ6
959000.00000000
PA
USD
1036918.75000000
0.094627997966
Long
DBT
NUSS
TR
N
2
2030-07-13
Fixed
9.12500000
N
N
N
N
N
N
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
FX Forward Contract: TRY/USD SETTLE 2024-09-18
N/A
1.00000000
NC
2096.48000000
0.000191322324
N/A
DFE
TR
N
2
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
143730.67000000
USD
5744196.35000000
TRY
2024-09-18
2096.48000000
N
N
N
Ukraine
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT 6.876000% 05/21/2031
N/A
3301000.00000000
PA
USD
955969.60000000
0.087240672777
Long
DBT
NUSS
UA
N
2
2031-05-21
Fixed
6.87600000
N
Y
N
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVT INTL BOND 1.950000% 12/03/2024
N/A
2731000.00000000
PA
USD
2673676.31000000
0.243996587415
Long
DBT
NUSS
CN
N
2
2024-12-03
Fixed
1.95000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 7.125000% 06/15/2043
N/A
23175000000.00000000
PA
1480861.31000000
0.135141679164
Long
DBT
NUSS
ID
N
2
2043-06-15
Fixed
7.12500000
N
N
N
N
N
N
MORGAN STANLEY & CO, INC
9R7GPTSO7KV3UQJZQ078
FX Forward Contract: CZK/EUR SETTLE 2024-04-04
N/A
1.00000000
NC
2543.18000000
0.000232087646
N/A
DFE
CZ
N
2
MORGAN STANLEY & CO, INC
9R7GPTSO7KV3UQJZQ078
723973.19000000
EUR
18367624.00000000
CZK
2024-04-04
2543.18000000
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY FRN VARIABLE RATE 01/31/2026
91282CJU6
10500000.00000000
PA
USD
10510921.47000000
0.959214456768
Long
SN
UST
US
N
2
2026-01-31
Floating
5.54506920
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.733000% 06/15/2028
N/A
6300000.00000000
PA
1338388.56000000
0.122139781863
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
735470.51000000
0.067118182524
Long
DBT
NUSS
RO
N
2
2026-06-24
Fixed
3.25000000
N
N
N
N
N
N
Petroleos de Venezuela, S.A.
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA 9.750000% 05/17/2035
P7807HAQ8
2300000.00000000
PA
USD
253000.00000000
0.023088485462
Long
DBT
NUSS
VE
N
2
2035-05-17
Fixed
9.75000000
Y
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND 144A 7.125000% 01/17/2033
77586RAR1
1218000.00000000
PA
USD
1300921.44000000
0.118720576110
Long
DBT
NUSS
RO
Y
2
2033-01-17
Fixed
7.12500000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEX BONOS DESARR FIX RT 7.750000% 05/29/2031
N/A
58812200.00000000
PA
3258523.35000000
0.297369047419
Long
DBT
NUSS
MX
N
2
2031-05-29
Fixed
7.75000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
213800IQAOC5HG62T347
FX Forward Contract: EUR/USD SETTLE 2024-04-03
N/A
1.00000000
NC
-3401.62000000
-0.00031042788
N/A
DFE
XX
N
2
BARCLAYS CAPITAL INC.
213800IQAOC5HG62T347
782523.75000000
USD
721359.00000000
EUR
2024-04-03
-3401.62000000
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 7.500000% 05/15/2038
N/A
2012000000.00000000
PA
134114.30000000
0.012239114885
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
271120.21000000
0.024742114732
Long
DBT
NUSS
ID
N
2
2031-02-15
Fixed
6.50000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT INTERNATIONAL BOND MTN 3.750000% 06/14/2028
N/A
487000.00000000
PA
527102.51000000
0.048102761421
Long
DBT
NUSS
ID
N
2
2028-06-14
Fixed
3.75000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/MYR SETTLE 2024-06-20
N/A
1.00000000
NC
USD
15217.17000000
0.001388701218
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
5383224.53000000
MYR
1150679.63000000
USD
2024-06-20
15217.17000000
N
N
N
Sultanate of Oman
549300SZ20F0QTKNQC75
OMAN GOV INTERNTL BOND 6.750000% 01/17/2048
N/A
1739000.00000000
PA
USD
1777779.70000000
0.162238105769
Long
DBT
NUSS
OM
N
2
2048-01-17
Fixed
6.75000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
KD3XUN7C6T14HNAYLU02
BRK:GOLDMAN SACHE PAY: 3.719%
N/A
15000000.00000000
NC
1014.95000000
0.000092623155
N/A
DIR
CZ
N
2
GOLDMAN SACHS & CO. LLC
KD3XUN7C6T14HNAYLU02
Y
2034-01-25
0.00000000
CZK
0.00000000
CZK
-15000000.00000000
CZK
1014.95000000
N
N
N
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
FX Forward Contract: NGN/USD SETTLE 2024-11-20
N/A
1.00000000
NC
30811.91000000
0.002811859036
N/A
DFE
NG
N
2
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
175622.74000000
USD
297943975.00000000
NGN
2024-11-20
30811.91000000
N
N
N
Republic of Trinidad and Tobago
HYBZ5SXKW67ICKUUWH81
TRINIDAD & TOBAGO GOVERNMENT INTERNATIONAL BOND 14 5.950000% 01/14/2031
896292AL3
765000.00000000
PA
USD
767295.00000000
0.070022448432
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
1205000.00000000
PA
USD
1229201.91000000
0.112175535296
Long
DBT
NUSS
GT
Y
2
2036-06-13
Fixed
6.60000000
N
N
N
N
N
N
Federal Republic of Nigeria
549300GSBZD84TNEQ285
NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.375000% 03/24/2029
N/A
807000.00000000
PA
USD
785527.34000000
0.071686310554
Long
DBT
NUSS
NG
N
2
2029-03-24
Fixed
8.37500000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 8.250000% 06/15/2032
N/A
11041000000.00000000
PA
764137.48000000
0.069734296832
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
269361.34000000
0.024581602303
Long
DBT
NUSS
MY
N
2
2034-11-30
Fixed
4.11900000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
REPUBLIC OF GHANA 8.950000% 03/26/2051
N/A
2095000.00000000
PA
USD
1063212.50000000
0.097027534981
Long
DBT
NUSS
GH
N
2
2051-03-26
Fixed
8.95000000
Y
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
REPUBLIC OF GHANA 10.750000% 10/14/2030
N/A
1570000.00000000
PA
USD
1063204.00000000
0.097026759281
Long
DBT
NUSS
GH
N
2
2030-10-14
Fixed
10.75000000
N
N
N
N
N
N
VEB FINANCE PUBLIC LIMITED COMPANY
635400KYY8E2NCZXJ191
VEB FINANCE 6.8% 11/22/2025
N/A
580000.00000000
PA
USD
36942.64000000
0.003371342318
Long
DBT
NUSS
RU
N
2
2025-11-22
Fixed
6.80000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: BRL/USD SETTLE 2024-04-03
N/A
1.00000000
NC
-3899.72000000
-0.00035588390
N/A
DFE
BR
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
418993.85000000
USD
2078176.00000000
BRL
2024-04-03
-3899.72000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
JPMORGAN CHASE BANK NA MTN VARIABLE RATE 09/18/2030
U48057EU0
32433000000.00000000
PA
2084999.03000000
0.190274584167
Long
DBT
CORP
US
Y
2
2030-09-18
Fixed
7.00000000
N
N
N
N
N
N
Republica del Ecuador
5299003Y2U5XK0A35H71
REPUBLIC OF ECUADOR 3.500000% 07/31/2035
N/A
4606000.00000000
PA
USD
2417587.84000000
0.220626251775
Long
DBT
NUSS
EC
N
2
2035-07-31
Fixed
3.50000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 7.500000% 08/15/2032
N/A
20946000000.00000000
PA
1388446.99000000
0.126708055907
Long
DBT
NUSS
ID
N
2
2032-08-15
Fixed
7.50000000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND 144A 7.125000% 01/17/2033
77586RAR1
598000.00000000
PA
USD
638711.84000000
0.058288098944
Long
DBT
NUSS
RO
Y
2
2033-01-17
Fixed
7.12500000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT TREASURY BILL ZERO COUPON 03/18/2025
ZD6427821
76500000.00000000
PA
1283456.96000000
0.117126787997
Long
DBT
NUSS
EG
N
2
2025-03-18
Fixed
0.00000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: RON/EUR SETTLE 2024-04-18
N/A
1.00000000
NC
579.44000000
0.000052879019
N/A
DFE
RO
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
129049.09000000
EUR
644403.00000000
RON
2024-04-18
579.44000000
N
N
N
MORGAN STANLEY & CO, INC
9R7GPTSO7KV3UQJZQ078
FX Forward Contract: USD/EUR SETTLE 2024-04-24
N/A
1.00000000
NC
USD
-362.70000000
-0.00003309957
N/A
DFE
US
N
2
MORGAN STANLEY & CO, INC
9R7GPTSO7KV3UQJZQ078
300000.00000000
EUR
323960.61000000
USD
2024-04-24
-362.70000000
N
N
N
GOLDMAN SACHS & CO. LLC
KD3XUN7C6T14HNAYLU02
BRK:-GOLDMAN SACHE PAY:-7.6774% FIXED
N/A
4552488054.00000000
NC
4982.02000000
0.000454653345
N/A
DIR
CO
N
2
GOLDMAN SACHS & CO. LLC
KD3XUN7C6T14HNAYLU02
Y
2034-02-07
0.00000000
COP
0.00000000
COP
-4552488054.00000000
COP
4982.02000000
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
POLAND GOVERNMENT BOND 2.750000% 10/25/2029
N/A
2643000.00000000
PA
584150.22000000
0.053308869022
Long
DBT
NUSS
PL
N
2
2029-10-25
Fixed
2.75000000
N
N
N
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
497679.00000000
0.045417606153
Long
DBT
NUSS
BH
N
2
2029-05-18
Fixed
3.87500000
N
N
N
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 2.400000% 03/17/2029
N/A
43759000.00000000
PA
1205643.65000000
0.110025635915
Long
DBT
NUSS
TH
N
2
2029-03-17
Fixed
2.40000000
N
N
N
N
N
N
Republica de Honduras
5493002DW1JNBNG17615
HONDURAS GOVERNMENT 5.625000% 06/24/2030
P5178RAD0
463000.00000000
PA
USD
410817.36000000
0.037490714009
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
1400435.00000000
0.127802067744
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
287880.54000000
0.026271642936
Long
DBT
NUSS
PE
N
2
2034-08-12
Fixed
5.40000000
N
N
N
N
N
N
MORGAN STANLEY & CO, INC
9R7GPTSO7KV3UQJZQ078
FX Forward Contract: USD/EUR SETTLE 2024-04-24
N/A
1.00000000
NC
USD
238.26000000
0.000021743330
N/A
DFE
US
N
2
MORGAN STANLEY & CO, INC
9R7GPTSO7KV3UQJZQ078
200000.00000000
EUR
216453.80000000
USD
2024-04-24
238.26000000
N
N
N
Republic of Kenya
549300VVURQQYU45PR87
REPUBLIC OF KENYA 8.250000% 02/28/2048
N/A
2501000.00000000
PA
USD
2145958.04000000
0.195837632453
Long
DBT
NUSS
KE
N
2
2048-02-28
Fixed
8.25000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT INTERNATIONAL BOND MTN 7.300000% 09/30/2033
N/A
2936000.00000000
PA
USD
2399393.15000000
0.218965825548
Long
DBT
NUSS
EG
N
2
2033-09-30
Fixed
7.30000000
N
N
N
N
N
N
Petroleos del Peru - Petroperu S.A.
549300ZMGDLC9JT2OR80
PETROLEOS DEL PERU SA 5.625000% 06/19/2047
P7808BAB3
2080000.00000000
PA
USD
1389096.38000000
0.126767318483
Long
DBT
NUSS
PE
N
2
2047-06-19
Fixed
5.62500000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 4.893000% 06/08/2038
N/A
3023000.00000000
PA
700348.56000000
0.063912994255
Long
DBT
NUSS
MY
N
2
2038-06-08
Fixed
4.89300000
N
N
N
N
N
N
Republica del Ecuador
5299003Y2U5XK0A35H71
ECUADOR GOVERNMENT INTERNATIONAL BOND 144A 2.500000% 07/31/2040
N/A
1165485.00000000
PA
USD
565027.13000000
0.051563718091
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
40871000000.00000000
PA
2628761.88000000
0.239897748822
Long
DBT
NUSS
ID
N
2
2033-02-15
Fixed
7.00000000
N
N
N
N
N
N
Minejesa Capital B.V.
549300KS7ERCP10BKC35
MINEJESA CAPITAL BV 144A 5.625000% 08/10/2037
602736AB6
995000.00000000
PA
USD
902389.28000000
0.082350995151
Long
DBT
NUSS
ID
Y
2
2037-08-10
Fixed
5.62500000
N
N
N
N
N
N
KENYA SHILLING
N/A
FX Forward Contract: KES/USD SETTLE 2024-08-02
N/A
1.00000000
NC
545004.96000000
0.049736518166
N/A
DFE
KE
N
2
KENYA SHILLING
N/A
2277859.59000000
USD
378124692.00000000
KES
2024-08-02
545004.96000000
N
N
N
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
FX Forward Contract: TRY/USD SETTLE 2025-03-19
N/A
1.00000000
NC
4724.21000000
0.000431125904
N/A
DFE
TR
N
2
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
130494.81000000
USD
6375976.58000000
TRY
2025-03-19
4724.21000000
N
N
N
JP MORGAN CHASE BANK N.A.
984500653R409CC5AB28
BRK: J.P. MORGAN CHASE PAY: 7.64
N/A
23014490.00000000
NC
86336.14000000
0.007878935625
N/A
DIR
MX
N
2
JP MORGAN CHASE BANK N.A.
984500653R409CC5AB28
Y
2032-01-01
0.00000000
MXN
0.00000000
MXN
-23014490.00000000
MXN
86336.14000000
N
N
N
Gobierno de Chile
549300FLZTJM5YJF8D34
BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS 144 4.700000% 09/01/2030
N/A
530000000.00000000
PA
509600.74000000
0.046505570266
Long
DBT
NUSS
CL
Y
2
2030-09-01
Fixed
4.70000000
N
N
N
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVERNMENT BOND 3.530000% 10/18/2051
Y6S39BG95
6580000.00000000
PA
1064442.94000000
0.097139823503
Long
DBT
NUSS
CN
N
2
2051-10-18
Fixed
3.53000000
N
N
N
N
N
N
The Hashemite Kingdom of Jordan
5493000JZ4MYPVMBVN50
KINGDOM OF JORDAN 7.375000% 10/10/2047
N/A
2850000.00000000
PA
USD
2510000.70000000
0.229059741794
Long
DBT
NUSS
JO
N
2
2047-10-10
Fixed
7.37500000
N
N
N
N
N
N
Kingdom of Bahrain
549300RODM1WN85LFQ95
BAHRAIN GOVERNMENT INTERNATIONAL BOND MTN 4.250000% 01/25/2028
N/A
556000.00000000
PA
USD
517851.73000000
0.047258546008
Long
DBT
NUSS
BH
N
2
2028-01-25
Fixed
4.25000000
N
N
N
N
N
N
Bundesrepublik Deutschland
N/A
EURO-SCHATZ FUT JUN24 FINANCIAL COMMODITY FUTURE.
N/A
-5.00000000
NC
-570777.49000000
-0.05208848925
N/A
DIR
DE
N
1
EURO-SCHATZ FUT JUN24
N/A
Short
Germany Govt. Bond Futures
Euro-Schatz Future Jun 2024
2024-06-09
-574023.37000000
EUR
3245.88000000
N
N
N
BARCLAYS CAPITAL INC.
213800IQAOC5HG62T347
FX Forward Contract: EUR/RON SETTLE 2024-04-18
N/A
1.00000000
NC
-491.72000000
-0.00004487379
N/A
DFE
XX
N
2
BARCLAYS CAPITAL INC.
213800IQAOC5HG62T347
444226.00000000
RON
88875.96000000
EUR
2024-04-18
-491.72000000
N
N
N
Republica de Costa Rica
549300S1EK2VN6XVJP58
COSTA RICA GOVERNMENT INTERNATIONAL BOND 144A 7.300000% 11/13/2054
221597CV7
1426000.00000000
PA
USD
1513096.42000000
0.138083417775
Long
DBT
NUSS
CR
Y
2
2054-11-13
Fixed
7.30000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: ARS/USD SETTLE 2024-05-20
N/A
1.00000000
NC
34562.80000000
0.003154160890
N/A
DFE
AR
N
2
U.S. DOLLARS
N/A
1523809.52000000
USD
1440000000.00000000
ARS
2024-05-20
34562.80000000
N
N
N
United States of America
N/A
US 2YR NOTE (CBT) JUN24 FINANCIAL COMMODITY FUTURE.
N/A
49.00000000
NC
USD
10019734.38000000
0.914389294764
N/A
DIR
US
N
1
US 2YR NOTE (CBT) JUN24
N/A
Long
U.S. Treasury Futures
US 2-YEAR NOTE (Globex) Jun 2024
2024-07-01
10027844.90000000
USD
-8110.52000000
N
N
N
Petroleos de Venezuela, S.A.
549300YWR8TN1OFD4P06
PETROLEOS DE VEN 5.375% 04/12/2027
N/A
199000.00000000
PA
USD
18204.84000000
0.001661352504
Long
DBT
NUSS
VE
N
2
2027-04-12
Fixed
5.37500000
Y
N
N
N
N
N
Republica Argentina
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA 3.625000% 07/09/2046
040114HW3
2780000.00000000
PA
USD
1248366.65000000
0.113924487158
Long
DBT
NUSS
AR
N
2
2046-07-09
Fixed
3.62500000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 6.250000% 03/31/2036
N/A
32490127.00000000
PA
1066861.76000000
0.097360562200
Long
DBT
NUSS
ZA
N
2
2036-03-31
Fixed
6.25000000
N
N
N
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
REPUBLIC OF POLAND 4.625000% 03/18/2029
731011AX0
1206000.00000000
PA
USD
1197497.70000000
0.109282246001
Long
DBT
NUSS
PL
N
2
2029-03-18
Fixed
4.62500000
N
N
N
N
N
N
Republica de Mocambique
213800759WLKYIKPER73
MOZAMBIQUE INTERNATIONAL BOND 144A 9.000000% 09/15/2031
N/A
1073000.00000000
PA
USD
918085.63000000
0.083783425778
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 2.600000% 09/01/2032
N/A
3000000.00000000
PA
420451.54000000
0.038369918059
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
14912000.00000000
PA
2911788.04000000
0.265726386690
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
1177000.00000000
PA
USD
1076837.30000000
0.098270918367
Long
DBT
NUSS
BH
N
2
2032-09-16
Fixed
5.45000000
N
N
N
N
N
N
CITIGROUP GLOBAL MARKETS INC.
6SHGI4ZSSLCXXQSBB395
BRK: CITIGROUP PAY: FLOATING (CNY-CNREPOFIX=CFXS-REUTERS)
N/A
64346412.00000000
NC
9789.38000000
0.000893367422
N/A
DIR
CN
N
2
CITIGROUP GLOBAL MARKETS INC.
6SHGI4ZSSLCXXQSBB395
Y
2025-07-04
0.00000000
CNY
0.00000000
CNY
-64346412.00000000
CNY
9789.38000000
N
N
N
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
FX Forward Contract: COP/USD SETTLE 2024-05-02
N/A
1.00000000
NC
32016.69000000
0.002921805856
N/A
DFE
CO
N
2
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
1307633.31000000
USD
5200000000.00000000
COP
2024-05-02
32016.69000000
N
N
N
The Hashemite Kingdom of Jordan
5493000JZ4MYPVMBVN50
JORDAN GOVERNMENT INTERNATIONAL BOND 144A 7.500000% 01/13/2029
41809JAB1
1221000.00000000
PA
USD
1216992.68000000
0.111061335180
Long
DBT
NUSS
JO
Y
2
2029-01-13
Fixed
7.50000000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
REPUBLIC OF GHANA 7.875000% 02/11/2035
N/A
816000.00000000
PA
USD
416160.00000000
0.037978277115
Long
DBT
NUSS
GH
N
2
2035-02-11
Fixed
7.87500000
Y
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-4400.79000000
-0.00040161097
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
4490109.00000000
CNY
627267.54000000
USD
2024-06-20
-4400.79000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/TWD SETTLE 2024-03-29
N/A
1.00000000
NC
USD
451.42000000
0.000041196063
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
26406029.00000000
TWD
825549.58000000
USD
2024-03-29
451.42000000
N
N
N
BARCLAYS CAPITAL INC.
213800IQAOC5HG62T347
FX Forward Contract: EUR/RON SETTLE 2024-04-18
N/A
1.00000000
NC
-2887.10000000
-0.00026347338
N/A
DFE
XX
N
2
BARCLAYS CAPITAL INC.
213800IQAOC5HG62T347
3256249.00000000
RON
652139.06000000
EUR
2024-04-18
-2887.10000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: IDR/USD SETTLE 2024-04-26
N/A
1.00000000
NC
-22856.50000000
-0.00208585758
N/A
DFE
ID
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
1748539.42000000
USD
27401361184.00000000
IDR
2024-04-26
-22856.50000000
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
REPUBLIC OF POLAND 5.500000% 03/18/2054
731011AZ5
2403000.00000000
PA
USD
2385097.65000000
0.217661234860
Long
DBT
NUSS
PL
N
2
2054-03-18
Fixed
5.50000000
N
N
N
N
N
N
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
FX Forward Contract: TRY/USD SETTLE 2025-03-19
N/A
1.00000000
NC
5295.52000000
0.000483262990
N/A
DFE
TR
N
2
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
135188.76000000
USD
6624249.28000000
TRY
2025-03-19
5295.52000000
N
N
N
Comision Federal de Electricidad
4469000001BFPONMPF32
COMISION FEDERAL DE ELECTRICIDAD 7.350000% 11/25/2025
N/A
39784700.00000000
PA
2239628.43000000
0.204385883195
Long
DBT
NUSS
MX
N
2
2025-11-25
Fixed
7.35000000
N
N
N
N
N
N
Republique du Cameroun
54930021BO6NHYGBBV24
REPUBLIC OF CAMEROON 5.950000% 07/07/2032
N/A
730000.00000000
PA
607853.73000000
0.055472023749
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
1037160.49000000
0.094650058877
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
1921716.23000000
0.175373585930
Long
DBT
NUSS
ZM
N
2
2024-06-28
Fixed
10.00000000
N
N
N
N
N
N
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
FX Forward Contract: TRY/USD SETTLE 2024-06-20
N/A
1.00000000
NC
3753.99000000
0.000342584757
N/A
DFE
TR
N
2
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
149113.21000000
USD
5427720.96000000
TRY
2024-06-20
3753.99000000
N
N
N
BARCLAYS CAPITAL INC.
213800IQAOC5HG62T347
FX Forward Contract: EUR/PLN SETTLE 2024-04-03
N/A
1.00000000
NC
-2618.50000000
-0.00023896126
N/A
DFE
XX
N
2
BARCLAYS CAPITAL INC.
213800IQAOC5HG62T347
4935590.00000000
PLN
1143507.20000000
EUR
2024-04-03
-2618.50000000
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
1493197.24000000
0.136267441775
Long
DBT
NUSS
LK
Y
2
2028-04-18
Fixed
6.75000000
Y
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 6.500000% 02/28/2041
N/A
20398019.00000000
PA
614647.02000000
0.056091971486
Long
DBT
NUSS
ZA
N
2
2041-02-28
Fixed
6.50000000
N
N
N
N
N
N
N/A
N/A
KOREA 10YR BND FU JUN24 FINANCIAL COMMODITY FUTURE.
N/A
41.00000000
NC
3459075.21000000
0.315671176685
N/A
DIR
KR
N
1
KOREA 10YR BND FU JUN24
N/A
Long
Korea Govt. Bond Futures
KOFEX Korea Exchange 10 Year Treasury Electronic Day Session Bond Future Jun 2024
2024-06-21
3494344.44000000
KRW
-35269.23000000
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND 144A 5.875000% 01/30/2029
77586RAT7
890000.00000000
PA
USD
889152.72000000
0.081143042095
Long
DBT
NUSS
RO
Y
2
2029-01-30
Fixed
5.87500000
N
N
N
N
N
N
Petroleos del Peru - Petroperu S.A.
549300ZMGDLC9JT2OR80
PETROLEOS DEL PERU SA 5.625000% 06/19/2047
P7808BAB3
5167000.00000000
PA
USD
3450702.41000000
0.314907084704
Long
DBT
NUSS
PE
N
2
2047-06-19
Fixed
5.62500000
N
N
N
N
N
N
MORGAN STANLEY & CO, INC
9R7GPTSO7KV3UQJZQ078
FX Forward Contract: USD/EUR SETTLE 2024-04-24
N/A
1.00000000
NC
USD
1550.15000000
0.000141464884
N/A
DFE
US
N
2
MORGAN STANLEY & CO, INC
9R7GPTSO7KV3UQJZQ078
700000.00000000
EUR
758304.54000000
USD
2024-04-24
1550.15000000
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA 7.500000% 02/02/2034
195325EG6
1542000.00000000
PA
USD
1575001.93000000
0.143732842549
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
210819.29000000
0.019239122974
Long
DBT
NUSS
ID
Y
2
2050-02-05
Fixed
4.37500000
N
N
N
N
N
N
Republic of Zambia
213800DMLAZ6LGMMD849
REPUBLIC OF ZAMBIA 5.375000% 09/20/2022
N/A
853000.00000000
PA
USD
563116.48000000
0.051389354396
Long
DBT
NUSS
ZM
N
2
2024-09-20
Fixed
5.37500000
Y
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2024-05-23
N/A
1.00000000
NC
USD
36585.04000000
0.003338708158
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
20437304.00000000
BRL
4099850.55000000
USD
2024-05-23
36585.04000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2024-05-20
N/A
1.00000000
NC
USD
-13340.24000000
-0.00121741477
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
9643662.00000000
CNY
1342579.04000000
USD
2024-05-20
-13340.24000000
N
N
N
Republique Gabonaise
213800XA7X746GRPXA35
GABON GOVERNMENT INTERNATIONAL BOND 144A 7.000000% 11/24/2031
362420AE1
700000.00000000
PA
USD
595611.80000000
0.054354839469
Long
DBT
NUSS
GA
Y
2
2031-11-24
Fixed
7.00000000
N
N
N
N
N
N
Turkiye Cumhuriyeti
5493000PCHOG3B6S3Q85
TURKIYE GOVERNMENT BOND 26.200000% 10/05/2033
N/A
17281247.00000000
PA
554327.83000000
0.050587312429
Long
DBT
NUSS
TR
N
2
2033-10-05
Fixed
26.20000000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.828000% 07/05/2034
N/A
2920000.00000000
PA
614768.16000000
0.056103026582
Long
DBT
NUSS
MY
N
2
2034-07-05
Fixed
3.82800000
N
N
N
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
147781.89000000
0.013486403236
N/A
DFE
MX
N
2
MEXICAN PESO
N/A
10147689.21000000
USD
173286000.00000000
MXN
2024-06-20
147781.89000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: KRW/USD SETTLE 2024-05-20
N/A
1.00000000
NC
-170548.55000000
-0.01556406212
N/A
DFE
KR
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
9344587.87000000
USD
12341397200.00000000
KRW
2024-05-20
-170548.55000000
N
N
N
PHILLIPINE PESO
N/A
FX Forward Contract: PHP/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-35134.32000000
-0.00320631714
N/A
DFE
PH
N
2
PHILLIPINE PESO
N/A
2653633.16000000
USD
147207646.05000000
PHP
2024-06-20
-35134.32000000
N
N
N
Republica del Ecuador
5299003Y2U5XK0A35H71
ECUADOR GOVERNMENT INTERNATIONAL BOND 144A 6.000000% 07/31/2030
N/A
2028000.00000000
PA
USD
1373844.02000000
0.125375405866
Long
DBT
NUSS
EC
Y
2
2030-07-31
Fixed
6.00000000
N
N
N
N
N
N
BARCLAYS BANK PLC
213800IQAOC5HG62T347
BRK - BARCLAYS BANK PLC PAY - 28D MEXICAN INTERBANK RATE (TIIE)
N/A
63991951.00000000
NC
-13084.22000000
-0.00119405068
N/A
DIR
MX
N
2
BARCLAYS BANK PLC
213800IQAOC5HG62T347
Y
2029-03-09
0.00000000
MXN
0.00000000
MXN
-63991951.00000000
MXN
-13084.22000000
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 8.250000% 05/15/2029
N/A
7110000000.00000000
PA
480121.19000000
0.043815300852
Long
DBT
NUSS
ID
N
2
2029-05-15
Fixed
8.25000000
N
N
N
N
N
N
ING Bank
3TK20IVIUJ8J3ZU0QE75
BRK - ING BANK NV PAY - 6M PRAGUE INTERBANK OFFER RATE (PRIBOR)
N/A
22574010.00000000
NC
-14095.30000000
-0.00128632066
N/A
DIR
CZ
N
2
ING Bank
3TK20IVIUJ8J3ZU0QE75
Y
2029-02-15
0.00000000
CZK
0.00000000
CZK
-22574010.00000000
CZK
-14095.30000000
N
N
N
Turkiye Cumhuriyeti
5493000PCHOG3B6S3Q85
TURKIYE GOVERNMENT BOND 31.080000% 11/08/2028
N/A
19990515.00000000
PA
646330.33000000
0.058983353472
Long
DBT
NUSS
TR
N
2
2028-11-08
Fixed
31.08000000
N
N
N
N
N
N
PETRONAS Capital Limited
549300G7YFX3540OYR85
PETRONAS CAPITAL LTD MTN 2.480000% 01/28/2032
Y6886MAE0
2612000.00000000
PA
USD
2175586.91000000
0.198541528636
Long
DBT
NUSS
MY
N
2
2032-01-28
Fixed
2.48000000
N
N
N
N
N
N
Republica de El Salvador
529900AKDMUSFSDOM949
REPUBLIC OF EL SALVADOR 9.500000% 07/15/2052
P01012CC8
815000.00000000
PA
USD
675730.62000000
0.061666389710
Long
DBT
NUSS
SV
N
2
2052-07-15
Fixed
9.50000000
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2024-04-03
N/A
1.00000000
NC
USD
78471.94000000
0.007161257889
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
69685485.00000000
BRL
13997425.91000000
USD
2024-04-03
78471.94000000
N
N
N
Petroleos del Peru - Petroperu S.A.
549300ZMGDLC9JT2OR80
PETROLEOS DEL PERU SA 5.625000% 06/19/2047
P7808BAB3
640000.00000000
PA
USD
427414.27000000
0.039005328693
Long
DBT
NUSS
PE
N
2
2047-06-19
Fixed
5.62500000
N
N
N
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVERNMENT BOND 3.190000% 04/15/2053
N/A
4700000.00000000
PA
740630.44000000
0.067589071728
Long
DBT
NUSS
CN
N
2
2053-04-15
Fixed
3.19000000
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
364417.45000000
0.033256312240
Long
DBT
NUSS
IL
Y
2
2030-06-30
Fixed
6.75000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
ARAB REPUBLIC OF EGYPT 8.875000% 05/29/2050
N/A
3275000.00000000
PA
USD
2684910.50000000
0.245021806516
Long
DBT
NUSS
EG
N
2
2050-05-29
Fixed
8.87500000
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
297478.71000000
0.027147560756
Long
DBT
NUSS
LK
N
2
2026-07-18
Fixed
6.82500000
Y
N
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
POLAND GOVERNMENT BOND 1.250000% 10/25/2030
N/A
4105000.00000000
PA
802147.52000000
0.073203048832
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
905004.44000000
0.082589651608
Long
DBT
NUSS
AE
N
2
2047-11-02
Fixed
4.60000000
N
N
N
N
N
N
The Egyptian Financial Company for Sovereign Taskeek (S.A.E.)
894500CX5LI3HIC87H85
EGYPT TASKEEK COMPANY 10.875000% 02/28/2026
N/A
995000.00000000
PA
USD
1036541.25000000
0.094593547756
Long
DBT
NUSS
EG
N
2
2026-02-28
Fixed
10.87500000
N
N
N
N
N
N
GHANA CEDI
N/A
FX Forward Contract: GHS/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-10187.45000000
-0.00092969482
N/A
DFE
GH
N
2
GHANA CEDI
N/A
139642.70000000
USD
1801390.77000000
GHS
2024-06-20
-10187.45000000
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
REPUBLIC OF INDONESIA 2.850000% 02/14/2030
455780CQ7
1556000.00000000
PA
USD
1386783.40000000
0.126556238621
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
478341.50000000
0.043652888415
Long
DBT
NUSS
OM
N
2
2051-01-25
Fixed
7.00000000
N
N
N
N
N
N
Republika Srbija
254900W94OCY91V32O78
REPUBLIC OF SERBIA 2.125000% 12/01/2030
N/A
729000.00000000
PA
USD
576857.70000000
0.052643362136
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/PEN SETTLE 2024-06-20
N/A
1.00000000
NC
USD
115394.85000000
0.010530799670
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
29018500.00000000
PEN
7910828.20000000
USD
2024-06-20
115394.85000000
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
GHANA GOVERNMENT BOND 8.500000% 02/15/2028
N/A
970866.00000000
PA
41288.24000000
0.003767916715
Long
DBT
NUSS
GH
N
2
2028-02-15
Fixed
8.50000000
N
N
Y
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA 5.200000% 05/15/2049
195325DQ5
1427000.00000000
PA
USD
1046549.14000000
0.095506856146
Long
DBT
NUSS
CO
N
2
2049-05-15
Fixed
5.20000000
N
N
N
N
N
N
Republic of Zambia
213800DMLAZ6LGMMD849
ZAMBIA GOVERNMENT BOND 13.000000% 01/25/2031
N/A
17000000.00000000
PA
442838.64000000
0.040412938743
Long
DBT
NUSS
ZM
N
2
2031-01-25
Fixed
13.00000000
N
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
968949.52000000
0.088425205165
Long
DBT
NUSS
ZA
Y
2
2028-08-10
Fixed
8.45000000
N
N
N
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
FED REPUBLIC OF BRAZIL 6.250000% 03/18/2031
105756CG3
566000.00000000
PA
USD
576561.28000000
0.052616311192
Long
DBT
NUSS
BR
N
2
2031-03-18
Fixed
6.25000000
N
N
N
N
N
N
MDGH GMTN (RSC) LTD
213800WRY6FRL9IXLT77
MDGH GMTN RSC LTD 144A 5.875000% 05/01/2034
55285GAE4
1324000.00000000
PA
USD
1407412.00000000
0.128438780641
Long
DBT
NUSS
AE
Y
2
2034-05-01
Fixed
5.87500000
N
N
N
N
N
N
Turkiye Cumhuriyeti
5493000PCHOG3B6S3Q85
TURKIYE GOVERNMENT BOND 17.300000% 07/19/2028
N/A
34054022.00000000
PA
808667.24000000
0.073798030889
Long
DBT
NUSS
TR
N
2
2028-07-19
Fixed
17.30000000
N
N
N
N
N
N
GHANA CEDI
N/A
FX Forward Contract: GHS/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-29719.36000000
-0.00271215419
N/A
DFE
GH
N
2
GHANA CEDI
N/A
1132509.65000000
USD
15345505.79000000
GHS
2024-06-20
-29719.36000000
N
N
N
VEDANTA RESOURCES FINANCE II PLC
8945002DGA3BBXO3N634
VEDANTA RESOURCES FINANCE II PLC 13.875000% 12/09/2028
G9T27HAD6
680560.00000000
PA
USD
619309.60000000
0.056517473109
Long
DBT
NUSS
IN
N
2
2028-12-09
Fixed
13.87500000
N
N
N
N
N
N
Corporacion Nacional del Cobre de Chile
549300UVMBCBCIPSUI70
CORP NACIONAL DEL COBRE DE CHILE 144A 6.300000% 09/08/2053
21987BBH0
206000.00000000
PA
USD
205461.81000000
0.018750205586
Long
DBT
NUSS
CL
Y
2
2053-09-08
Fixed
6.30000000
N
N
N
N
N
N
CHINESE YUAN RENMINBI
N/A
FX Forward Contract: CNY/USD SETTLE 2024-06-20
N/A
1.00000000
NC
22084.63000000
0.002015417623
N/A
DFE
CN
N
2
CHINESE YUAN RENMINBI
N/A
3029327.30000000
USD
21690453.00000000
CNY
2024-06-20
22084.63000000
N
N
N
HAZINE MUSTESARLIGI VARLIK KIRALAMA ANONIM SIRKETI
6354003QFJP7RDXEOZ20
HAZINE MUSTESARLIGI VARLIK KIRALAMA AS 144A 8.509100% 01/14/2029
421790AK2
360000.00000000
PA
USD
380717.28000000
0.034743815750
Long
DBT
NUSS
TR
Y
2
2029-01-14
Fixed
8.50910000
N
N
N
N
N
N
Royaume du Maroc
529900F3MBW9XY5K1X07
KINGDOM OF MOROCCO 3.000000% 12/15/2032
N/A
315000.00000000
PA
USD
252761.04000000
0.023066678251
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
1270544.04000000
0.115948369950
Long
DBT
NUSS
CO
N
2
2027-06-28
Fixed
9.85000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: BRL/USD SETTLE 2024-05-23
N/A
1.00000000
NC
-495.69000000
-0.00004523609
N/A
DFE
BR
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
707642.28000000
USD
3556787.00000000
BRL
2024-05-23
-495.69000000
N
N
N
CITIGROUP GLOBAL MARKETS INC.
6SHGI4ZSSLCXXQSBB395
BRK - CITIGROUP PAY - BRL.CETIP DI INTERBANK
N/A
16452544.50000000
NC
-23426.08000000
-0.00213783678
N/A
DIR
BR
N
2
CITIGROUP GLOBAL MARKETS INC.
6SHGI4ZSSLCXXQSBB395
Y
2027-01-04
0.00000000
BRL
0.00000000
BRL
-16452544.50000000
BRL
-23426.08000000
N
N
N
Federal Democratic Republic of Ethiopia
N/A
FEDERAL REP OF ETHIOPIA 6.625000% 12/11/2024
N/A
200000.00000000
PA
USD
146000.00000000
0.013323790030
Long
DBT
NUSS
ET
N
2
2024-12-11
Fixed
6.62500000
Y
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/TWD SETTLE 2024-06-20
N/A
1.00000000
NC
USD
102090.77000000
0.009316684818
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
165525000.00000000
TWD
5301889.81000000
USD
2024-06-20
102090.77000000
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
FED REPUBLIC OF BRAZIL 6.000000% 10/20/2033
105756CF5
627000.00000000
PA
USD
620655.44000000
0.056640292900
Long
DBT
NUSS
BR
N
2
2033-10-20
Fixed
6.00000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: RON/EUR SETTLE 2024-04-18
N/A
1.00000000
NC
2312.86000000
0.000211068911
N/A
DFE
RO
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
1330553.69000000
EUR
6627233.81000000
RON
2024-04-18
2312.86000000
N
N
N
MORGAN STANLEY & CO, INC
9R7GPTSO7KV3UQJZQ078
FX Forward Contract: USD/GBP SETTLE 2024-04-18
N/A
1.00000000
NC
USD
13793.08000000
0.001258740423
N/A
DFE
US
N
2
MORGAN STANLEY & CO, INC
9R7GPTSO7KV3UQJZQ078
4300000.00000000
GBP
5445616.75000000
USD
2024-04-18
13793.08000000
N
N
N
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
FX Forward Contract: TRY/USD SETTLE 2025-03-19
N/A
1.00000000
NC
4724.21000000
0.000431125904
N/A
DFE
TR
N
2
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
130494.81000000
USD
6375976.59000000
TRY
2025-03-19
4724.21000000
N
N
N
Kingdom of Saudi Arabia
635400FMICXSM3SI3H65
SAUDI GOVERNMENT INTERNATIONAL BOND 144A 4.750000% 01/16/2030
80413TBF5
5223000.00000000
PA
USD
5162966.84000000
0.471166343205
Long
DBT
NUSS
SA
Y
2
2030-01-16
Fixed
4.75000000
N
N
N
N
N
N
Republica Argentina
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA 0.500000% 07/09/2029
N/A
13070.00000000
PA
6740.17000000
0.000615100067
Long
DBT
NUSS
AR
N
2
2029-07-09
Fixed
0.50000000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.885000% 08/15/2029
N/A
1150000.00000000
PA
245605.76000000
0.022413695728
Long
DBT
NUSS
MY
N
2
2029-08-15
Fixed
3.88500000
N
N
N
N
N
N
Istanbul Buyuksehir Belediyesi
213800T1VDQSNKA2MD76
ISTANBUL METROPOLITAN MU 10.500000% 12/06/2028
N/A
221000.00000000
PA
USD
236182.70000000
0.021553758243
Long
DBT
NUSS
TR
N
2
2028-12-06
Fixed
10.50000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
KD3XUN7C6T14HNAYLU02
BRK: GOLDMAN SACHS PAY:2.33%
N/A
830040908.00000000
NC
123491.78000000
0.011269716076
N/A
DIR
CL
N
2
GOLDMAN SACHS & CO. LLC
KD3XUN7C6T14HNAYLU02
Y
2030-06-05
0.00000000
CLP
0.00000000
CLP
-830040908.00000000
CLP
123491.78000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: PHP/USD SETTLE 2024-05-06
N/A
1.00000000
NC
7587.74000000
0.000692448318
N/A
DFE
PH
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
2234319.41000000
USD
125982100.00000000
PHP
2024-05-06
7587.74000000
N
N
N
Ukraine
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT VARIABLE RATE 08/01/2041
N/A
990000.00000000
PA
USD
546773.04000000
0.049897871089
Long
DBT
NUSS
UA
N
2
2041-08-01
Floating
7.75000080
N
Y
N
N
N
N
MALAYSIAN RINGGIT
N/A
FX Forward Contract: MYR/USD SETTLE 2024-04-08
N/A
1.00000000
NC
-3601.32000000
-0.00032865227
N/A
DFE
MY
N
2
MALAYSIAN RINGGIT
N/A
994764.33000000
USD
4695785.00000000
MYR
2024-04-08
-3601.32000000
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 6.875000% 04/15/2029
N/A
62050000000.00000000
PA
3951592.90000000
0.360617767696
Long
DBT
NUSS
ID
N
2
2029-04-15
Fixed
6.87500000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 7.500000% 06/15/2035
N/A
12896000000.00000000
PA
858749.15000000
0.078368447692
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
104200000.00000000
PA
231336.71000000
0.021111518837
Long
DBT
NUSS
HU
N
2
2030-08-21
Fixed
3.00000000
N
N
N
N
N
N
INDIA RUPEE
N/A
FX Forward Contract: INR/USD SETTLE 2024-06-26
N/A
1.00000000
NC
-1975.31000000
-0.00018026449
N/A
DFE
IN
N
2
INDIA RUPEE
N/A
810957.18000000
USD
67604878.00000000
INR
2024-06-26
-1975.31000000
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEX BONOS DESARR FIX RT 5.750000% 03/05/2026
N/A
61997700.00000000
PA
3450748.70000000
0.314911309076
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
4127599.81000000
0.376679953399
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
281182.45000000
0.025660383040
Long
DBT
NUSS
DO
N
2
2048-02-15
Fixed
6.50000000
N
N
N
N
N
N
Republic of the Philippines
529900RAHBALMYIJ3T08
PHILIPPINE GOVERNMENT 6.750000% 09/15/2032
N/A
25940000.00000000
PA
476294.57000000
0.043466087966
Long
DBT
NUSS
PH
N
2
2032-09-15
Fixed
6.75000000
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
482637.46000000
0.044044932723
Long
DBT
NUSS
PE
Y
2
2032-06-19
Fixed
4.75000000
N
N
N
N
N
N
Republica de Guatemala
529900QKDFFU9UWW5315
GUATEMALA GOVERNMENT BOND 144A 7.050000% 10/04/2032
401494AX7
865000.00000000
PA
USD
916900.00000000
0.083675226565
Long
DBT
NUSS
GT
Y
2
2032-10-04
Fixed
7.05000000
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
1251255.49000000
0.114188119333
Long
DBT
NUSS
AE
Y
2
2050-07-28
Fixed
4.00000000
N
N
N
N
N
N
Federal Republic of Nigeria
549300GSBZD84TNEQ285
NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051
N/A
690000.00000000
PA
USD
564240.60000000
0.051491940279
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
178479.61000000
0.016287841426
Long
DBT
NUSS
PA
Y
2
2030-08-11
Fixed
2.50000000
N
N
N
N
N
N
Gobierno de la Republica de Panama
549300SHS4T08CL0LP14
REPUBLIC OF PANAMA 8.000000% 03/01/2038
698299BY9
750000.00000000
PA
USD
785707.40000000
0.071702742620
Long
DBT
NUSS
PA
N
2
2038-03-01
Fixed
8.00000000
N
N
N
N
N
N
EXPORT-IMPORT BANK OF INDIA
335800OFZ8YEIVN1QI11
EXPORT-IMPORT BK INDIA 5.500000% 01/18/2033
30216KAG7
621000.00000000
PA
USD
626895.54000000
0.057209757162
Long
DBT
NUSS
IN
N
2
2033-01-18
Fixed
5.50000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: USD/ZAR SETTLE 2024-04-15
N/A
1.00000000
NC
USD
13566.64000000
0.001238075772
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
320399200.00000000
ZAR
16916357.80000000
USD
2024-04-15
13566.64000000
N
N
N
INDIA RUPEE
N/A
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-9966.81000000
-0.00090955947
N/A
DFE
IN
N
2
INDIA RUPEE
N/A
1680085.92000000
USD
139537856.00000000
INR
2024-06-20
-9966.81000000
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
BONOS DE TESORERIA 6.900000% 08/12/2037
N/A
1171000.00000000
PA
299875.46000000
0.027366285371
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
62846970.00000000
PA
2063673.96000000
0.188328483105
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
715000.00000000
PA
USD
579155.72000000
0.052853076766
Long
DBT
NUSS
AM
N
2
2031-02-02
Fixed
3.60000000
N
N
N
N
N
N
Merrill Lynch
GGDZP1UYGU9STUHRDP48
BRK:BOFA MERRILL LYNCH PAY: BRAZIL CETIP DI INTERBANK DEPO
N/A
13865419.77000000
NC
5112.95000000
0.000466601864
N/A
DIR
BR
N
2
Merrill Lynch
GGDZP1UYGU9STUHRDP48
Y
2026-01-02
0.00000000
BRL
0.00000000
BRL
-13865419.77000000
BRL
5112.95000000
N
N
N
Morgan Stanley & Co International
4PQUHN3JPFGFNF3BB653
BRK - MORGAN STANLEY & CO INTERNATIONAL REC - 28D MEXICAN INTERBANK RATE (TIIE)
N/A
22899661.00000000
NC
-111793.96000000
-0.01020218664
N/A
DIR
MX
N
2
Morgan Stanley & Co International
4PQUHN3JPFGFNF3BB653
Y
2038-10-08
0.00000000
MXN
0.00000000
MXN
-22899661.00000000
MXN
-111793.96000000
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEXICO GOVERNMENT INTERNATIONAL BOND MTN 5.750000% 10/12/2110
91086QAZ1
2016000.00000000
PA
USD
1758145.39000000
0.160446301497
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
103077.15000000
0.009406700708
Long
DBT
NUSS
LB
N
2
2026-11-27
Fixed
6.60000000
Y
N
N
N
N
N
INDONESIA RUPIAH
N/A
FX Forward Contract: IDR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-85189.46000000
-0.00777429094
N/A
DFE
ID
N
2
INDONESIA RUPIAH
N/A
4699336.79000000
USD
73389542657.00000000
IDR
2024-06-20
-85189.46000000
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
GHANA GOVERNMENT BOND 8.650000% 02/13/2029
N/A
13518058.00000000
PA
517975.44000000
0.047269835638
Long
DBT
NUSS
GH
N
2
2029-02-13
Fixed
8.65000000
N
N
Y
N
N
N
Republica Oriental del Uruguay
549300RDR012H2V82H43
REPUBLICA ORIENT URUGUAY 5.750000% 10/28/2034
760942BE1
3024274.00000000
PA
USD
3189096.93000000
0.291033273155
Long
DBT
NUSS
UY
N
2
2034-10-28
Fixed
5.75000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2024-05-09
N/A
1.00000000
NC
USD
-13125.06000000
-0.00119777769
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
14411621.00000000
CNY
2011905.48000000
USD
2024-05-09
-13125.06000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.502000% 05/31/2027
N/A
6179000.00000000
PA
1305357.81000000
0.119125434071
Long
DBT
NUSS
MY
N
2
2027-05-31
Fixed
3.50200000
N
N
N
N
N
N
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
FX Forward Contract: NGN/USD SETTLE 2025-02-13
N/A
1.00000000
NC
57992.20000000
0.005292300658
N/A
DFE
NG
N
2
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
348427.68000000
USD
601933200.00000000
NGN
2025-02-13
57992.20000000
N
N
N
BNP PARIBAS
74KKBLHM4AWY05GPNY79
FX Forward Contract: THB/USD SETTLE 2024-04-18
N/A
1.00000000
NC
-12300.78000000
-0.00112255486
N/A
DFE
TH
N
2
BNP PARIBAS
74KKBLHM4AWY05GPNY79
330833.27000000
USD
11605631.00000000
THB
2024-04-18
-12300.78000000
N
N
N
GOLDMAN SACHS & CO. LLC
KD3XUN7C6T14HNAYLU02
BRK: GOLDMAN SACHS PAY:7.14
N/A
5450882813.00000000
NC
23830.27000000
0.002174722697
N/A
DIR
CO
N
2
GOLDMAN SACHS & CO. LLC
KD3XUN7C6T14HNAYLU02
Y
2027-01-31
0.00000000
COP
0.00000000
COP
-5450882813.00000000
COP
23830.27000000
N
N
N
SINGAPORE DOLLAR
N/A
FX Forward Contract: SGD/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-40308.40000000
-0.00367849765
N/A
DFE
SG
N
2
SINGAPORE DOLLAR
N/A
5816479.40000000
USD
7765000.00000000
SGD
2024-06-20
-40308.40000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/IDR SETTLE 2024-06-20
N/A
1.00000000
NC
USD
27481.33000000
0.002507914182
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
42127975500.00000000
IDR
2676151.41000000
USD
2024-06-20
27481.33000000
N
N
N
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
FX Forward Contract: NGN/USD SETTLE 2025-02-13
N/A
1.00000000
NC
30799.68000000
0.002810742940
N/A
DFE
NG
N
2
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
175489.20000000
USD
305526700.00000000
NGN
2025-02-13
30799.68000000
N
N
N
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
FX Forward Contract: TRY/USD SETTLE 2024-09-18
N/A
1.00000000
NC
2096.48000000
0.000191322324
N/A
DFE
TR
N
2
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
143730.67000000
USD
5744196.35000000
TRY
2024-09-18
2096.48000000
N
N
N
Republique du Senegal
549300NP14ZLQGWIUZ97
REPUBLIC OF SENEGAL 6.750000% 03/13/2048
N/A
230000.00000000
PA
USD
170200.00000000
0.015532253856
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
912843.00000000
PA
USD
618394.43000000
0.056433955760
Long
DBT
NUSS
EC
N
2
2030-07-31
Fixed
6.00000000
N
N
N
N
N
N
Africa Finance Corporation
213800LXFHRRXIJRXW97
AFRICA FINANCE CORP 144A 2.875000% 04/28/2028
00830YAD3
1506000.00000000
PA
USD
1320960.79000000
0.120549343861
Long
DBT
NUSS
XX
Y
2
2028-04-28
Fixed
2.87500000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 8.750000% 01/31/2044
N/A
32898230.00000000
PA
1215078.07000000
0.110886610101
Long
DBT
NUSS
ZA
N
2
2044-01-31
Fixed
8.75000000
N
N
N
N
N
N
Gobierno de la Republica de Panama
549300SHS4T08CL0LP14
REPUBLIC OF PANAMA 4.500000% 01/19/2063
698299BS2
1077000.00000000
PA
USD
688822.67000000
0.062861154951
Long
DBT
NUSS
PA
N
2
2063-01-19
Fixed
4.50000000
N
N
N
N
N
N
JP Morgan Securities PLC
K6Q0W1PS1L1O4IQL9C32
BRK: JP MORGAN SECURITIES PLC PAY: 10.0455% FIXED
N/A
42232575.00000000
NC
15160.14000000
0.001383496727
N/A
DIR
MX
N
2
JP Morgan Securities PLC
K6Q0W1PS1L1O4IQL9C32
Y
2025-03-20
0.00000000
MXN
0.00000000
MXN
-42232575.00000000
MXN
15160.14000000
N
N
N
MORGAN STANLEY & CO, INC
9R7GPTSO7KV3UQJZQ078
FX Forward Contract: USD/EUR SETTLE 2024-04-24
N/A
1.00000000
NC
USD
1237.65000000
0.000112946498
N/A
DFE
US
N
2
MORGAN STANLEY & CO, INC
9R7GPTSO7KV3UQJZQ078
500000.00000000
EUR
541776.50000000
USD
2024-04-24
1237.65000000
N
N
N
Kingdom of Bahrain
549300RODM1WN85LFQ95
KINGDOM OF BAHRAIN 7.000000% 01/26/2026
N/A
202000.00000000
PA
USD
204020.00000000
0.018618627684
Long
DBT
NUSS
BH
N
2
2026-01-26
Fixed
7.00000000
N
N
N
N
N
N
Corporacion Nacional del Cobre de Chile
549300UVMBCBCIPSUI70
CORP NACIONAL DEL COBRE DE CHILE 144A 6.440000% 01/26/2036
21987BBK3
1477000.00000000
PA
USD
1520468.11000000
0.138756149623
Long
DBT
NUSS
CL
Y
2
2036-01-26
Fixed
6.44000000
N
N
N
N
N
N
Republique de Cote d'Ivoire
254900ICW11T82O6H590
Ivory Coast Government International Bond 6.625000% 03/22/2048
AR7769417
271000.00000000
PA
237921.45000000
0.021712434544
Long
DBT
CORP
CI
N
2
2048-03-22
Fixed
6.62500000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 4.504000% 04/30/2029
N/A
3260000.00000000
PA
715797.92000000
0.065322884863
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
589000.00000000
PA
515254.93000000
0.047021565063
Long
DBT
NUSS
BJ
N
2
2035-01-22
Fixed
4.95000000
N
N
N
N
N
N
Republic of Lebanon
529900QPC4K9S1KHL354
LEBANON GOVERNMENT INTERNATIONAL BOND MTN 5.800000% 04/14/2020
N/A
2787000.00000000
PA
USD
165826.50000000
0.015133133338
Long
DBT
NUSS
LB
N
2
2023-04-14
Fixed
5.80000000
Y
N
N
N
N
N
Republique de Cote d'Ivoire
254900ICW11T82O6H590
IVORY COAST 6.875000% 10/17/2040
N/A
1450000.00000000
PA
1352219.39000000
0.123401967307
Long
DBT
NUSS
CI
N
2
2040-10-17
Fixed
6.87500000
N
N
N
N
N
N
EXPORT-IMPORT BANK OF INDIA
335800OFZ8YEIVN1QI11
EXPORT-IMPORT BANK OF INDIA MTN 3.250000% 01/15/2030
30216KAE2
660000.00000000
PA
USD
591781.09000000
0.054005253334
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
1376093.32000000
0.125580674365
Long
DBT
NUSS
GH
N
2
2034-04-07
Fixed
8.62500000
Y
N
N
N
N
N
Ukraine
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT INTERNATIONAL BOND 144A 6.876000% 05/21/2029
90372UAR5
281000.00000000
PA
USD
81141.56000000
0.007404884302
Long
DBT
NUSS
UA
Y
2
2029-05-21
Fixed
6.87600000
N
Y
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.582000% 07/15/2032
N/A
6517000.00000000
PA
1350868.05000000
0.123278645592
Long
DBT
NUSS
MY
N
2
2032-07-15
Fixed
3.58200000
N
N
N
N
N
N
Petroleos del Peru - Petroperu S.A.
549300ZMGDLC9JT2OR80
PETROLEOS DEL PERU SA 144A 5.625000% 06/19/2047
716564AB5
197000.00000000
PA
USD
131563.46000000
0.012006328196
Long
DBT
NUSS
PE
Y
2
2047-06-19
Fixed
5.62500000
N
N
N
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: PHP/USD SETTLE 2024-05-20
N/A
1.00000000
NC
-1686.04000000
-0.00015386604
N/A
DFE
PH
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
949246.07000000
USD
53258400.00000000
PHP
2024-05-20
-1686.04000000
N
N
N
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
FX Forward Contract: TRY/USD SETTLE 2025-03-19
N/A
1.00000000
NC
4724.21000000
0.000431125904
N/A
DFE
TR
N
2
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
130494.81000000
USD
6375976.58000000
TRY
2025-03-19
4724.21000000
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT BOND 9.500000% 10/21/2026
N/A
495410000.00000000
PA
1438738.84000000
0.131297631590
Long
DBT
NUSS
HU
N
2
2026-10-21
Fixed
9.50000000
N
N
N
N
N
N
INDIA RUPEE
N/A
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-20143.71000000
-0.00183829152
N/A
DFE
IN
N
2
INDIA RUPEE
N/A
5810593.32000000
USD
483790000.00000000
INR
2024-06-20
-20143.71000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 4.762000% 04/07/2037
N/A
1000000.00000000
PA
227947.49000000
0.020802222565
Long
DBT
NUSS
MY
N
2
2037-04-07
Fixed
4.76200000
N
N
N
N
N
N
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
FX Forward Contract: TRY/USD SETTLE 2024-06-20
N/A
1.00000000
NC
3753.99000000
0.000342584757
N/A
DFE
TR
N
2
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
149113.21000000
USD
5427720.95000000
TRY
2024-06-20
3753.99000000
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
GHANA GOVERNMENT BOND 9.850000% 02/03/2037
N/A
514124.00000000
PA
14334.76000000
0.001308173509
Long
DBT
NUSS
GH
N
2
2037-02-03
Fixed
9.85000000
N
N
Y
N
N
N
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
FX Forward Contract: CZK/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-47998.63000000
-0.00438029909
N/A
DFE
CZ
N
2
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
4142373.83000000
USD
95810000.00000000
CZK
2024-06-20
-47998.63000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/THB SETTLE 2024-04-05
N/A
1.00000000
NC
USD
102527.88000000
0.009356574968
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
72039006.00000000
THB
2077548.84000000
USD
2024-04-05
102527.88000000
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
363771.00000000
0.033197317965
Long
DBT
NUSS
KZ
Y
2
2030-08-15
Fixed
3.25000000
N
N
N
N
N
N
BNP PARIBAS
74KKBLHM4AWY05GPNY79
FX Forward Contract: THB/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-30082.49000000
-0.00274529301
N/A
DFE
TH
N
2
BNP PARIBAS
74KKBLHM4AWY05GPNY79
1772008.79000000
USD
63123383.00000000
THB
2024-06-20
-30082.49000000
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVERNMENT INTERNATIONAL BOND 144A 1.250000% 10/26/2026
60367QAB9
559000.00000000
PA
USD
513068.61000000
0.046822044045
Long
DBT
NUSS
CN
Y
2
2026-10-26
Fixed
1.25000000
N
N
N
N
N
N
INTERNATIONAL FINANCE CORPORATION
QKL54NQY28TCDAI75F60
INTERNATIONAL FINANCE CORP MTN ZERO COUPON 08/16/2028
N/A
2620000000.00000000
PA
457063.84000000
0.041711113934
Long
DBT
NUSS
XX
N
2
2028-08-16
Fixed
0.00000000
N
N
N
N
N
N
Gobierno de la Republica de Panama
549300SHS4T08CL0LP14
REPUBLIC OF PANAMA 4.500000% 04/01/2056
698299BM5
2392000.00000000
PA
USD
1555949.19000000
0.141994111677
Long
DBT
NUSS
PA
N
2
2056-04-01
Fixed
4.50000000
N
N
N
N
N
N
The State of Qatar
52990074F6OJOAXK4P65
STATE OF QATAR 4.817000% 03/14/2049
N/A
1313000.00000000
PA
USD
1228889.22000000
0.112146999571
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
4000000.00000000
PA
878958.94000000
0.080212769599
Long
DBT
NUSS
MY
N
2
2030-04-15
Fixed
4.49800000
N
N
N
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT INTERNATIONAL BOND 144A 5.500000% 03/26/2036
445545AU0
938000.00000000
PA
USD
909860.00000000
0.083032764360
Long
DBT
NUSS
HU
Y
2
2036-03-26
Fixed
5.50000000
N
N
N
N
N
N
Republica Oriental del Uruguay
549300RDR012H2V82H43
REPUBLICA ORIENT URUGUAY 8.500000% 03/15/2028
P80557BV5
11398000.00000000
PA
297679.26000000
0.027165862715
Long
DBT
NUSS
UY
N
2
2028-03-15
Fixed
8.50000000
N
N
N
N
N
N
Ceska republika
3157007EFDLQABN47912
CZECH REPUBLIC 2.750000% 07/23/2029
N/A
14800000.00000000
PA
601671.55000000
0.054907845200
Long
DBT
NUSS
CZ
N
2
2029-07-23
Fixed
2.75000000
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
398020.15000000
0.036322855522
Long
DBT
NUSS
VE
N
2
2026-11-15
Fixed
6.00000000
Y
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
KD3XUN7C6T14HNAYLU02
BRK - GOLDMAN SACHS PAY - MXN-TIIE-BANXICO
N/A
97650496.00000000
NC
-9736.93000000
-0.00088858089
N/A
DIR
MX
N
2
GOLDMAN SACHS & CO. LLC
KD3XUN7C6T14HNAYLU02
Y
2026-02-27
0.00000000
MXN
0.00000000
MXN
-97650496.00000000
MXN
-9736.93000000
N
N
N
Republic of Zambia
213800DMLAZ6LGMMD849
REPUBLIC OF ZAMBIA 8.500000% 04/14/2024
N/A
360000.00000000
PA
USD
265428.00000000
0.024222650274
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
666000.00000000
PA
USD
677194.13000000
0.061799947929
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
543000.00000000
PA
USD
561395.61000000
0.051232309804
Long
DBT
NUSS
CR
N
2
2034-04-03
Fixed
6.55000000
N
N
N
N
N
N
BNP PARIBAS
74KKBLHM4AWY05GPNY79
FX Forward Contract: THB/USD SETTLE 2024-04-04
N/A
1.00000000
NC
-24809.35000000
-0.00226407239
N/A
DFE
TH
N
2
BNP PARIBAS
74KKBLHM4AWY05GPNY79
794578.51000000
USD
28079769.00000000
THB
2024-04-04
-24809.35000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
BRK - GOLDMAN SACHS INTERNATIONAL REC - 3.503%
N/A
12704696.00000000
NC
-2740.47000000
-0.00025009210
N/A
DIR
MY
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Y
2025-12-20
0.00000000
MYR
0.00000000
MYR
-12704696.00000000
MYR
-2740.47000000
N
N
N
Gobierno de Chile
549300FLZTJM5YJF8D34
BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS 144 7.000000% 05/01/2034
N/A
345000000.00000000
PA
383067.48000000
0.034958292266
Long
DBT
NUSS
CL
Y
2
2034-05-01
Fixed
7.00000000
N
N
N
N
N
N
JPMORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
BROKER: JPM PAYING: 3.7% FIXED
N/A
2200000.00000000
NC
-6763.18000000
-0.00061719993
N/A
DIR
GB
N
2
JPMORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Y
2054-03-20
0.00000000
GBP
-64922.39000000
GBP
-2200000.00000000
GBP
58159.21000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/THB SETTLE 2024-04-18
N/A
1.00000000
NC
USD
4847.37000000
0.000442365342
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
9384980.00000000
THB
262431.04000000
USD
2024-04-18
4847.37000000
N
N
N
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
FX Forward Contract: TRY/USD SETTLE 2024-09-18
N/A
1.00000000
NC
2865.57000000
0.000261508582
N/A
DFE
TR
N
2
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
142961.58000000
USD
5744196.35000000
TRY
2024-09-18
2865.57000000
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA 5.000000% 06/15/2045
195325CU7
5033000.00000000
PA
USD
3642106.74000000
0.332374421031
Long
DBT
NUSS
CO
N
2
2045-06-15
Fixed
5.00000000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.757000% 05/22/2040
N/A
13110000.00000000
PA
2690436.30000000
0.245526084591
Long
DBT
NUSS
MY
N
2
2040-05-22
Fixed
3.75700000
N
N
N
N
N
N
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
FX Forward Contract: TRY/USD SETTLE 2025-03-19
N/A
1.00000000
NC
4724.21000000
0.000431125904
N/A
DFE
TR
N
2
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
130494.81000000
USD
6375976.58000000
TRY
2025-03-19
4724.21000000
N
N
N
ST. MARYS CEMENT INC. (CANADA)
5493009981WBHS86CJ89
ST MARYS CEMENT INC CANADA 144A 5.750000% 04/02/2034
78478EAC2
557000.00000000
PA
USD
551708.50000000
0.050348275423
Long
DBT
CORP
BR
Y
2
2034-04-02
Fixed
5.75000000
N
N
N
N
N
N
Gobierno de Chile
549300FLZTJM5YJF8D34
BONOS TESORERIA PESOS 4.500000% 03/01/2026
N/A
330000000.00000000
PA
329585.33000000
0.030077573519
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
7220000000.00000000
PA
1559134.27000000
0.142284778370
Long
DBT
NUSS
CO
N
2
2032-06-30
Fixed
7.00000000
N
N
N
N
N
N
Republica Bolivariana de Venezuela
529900XM8PJTJK5OJI77
REPUBLIC OF VENEZUELA VARIABLE RATE 10/13/2019
P97475AN0
6276100.00000000
PA
USD
843540.85000000
0.076980555939
Long
DBT
NUSS
VE
N
2
2019-10-13
Floating
0.00000000
Y
N
N
N
N
N
AVENIR ISSUER II (IRELAND) DESIGNATED ACTIVITY COMPANY
635400VEZIQKZPR7KU35
REP OF ANGOLA(AVENIR IS) 6.927000% 02/19/2027
N/A
2125714.28580000
PA
USD
2051314.29000000
0.187200554010
Long
DBT
NUSS
AO
N
2
2027-02-19
Fixed
6.92700000
N
N
N
N
N
N
CITIGROUP GLOBAL MARKETS INC.
6SHGI4ZSSLCXXQSBB395
BRK: CITIGROUP PAY: BRAZIL CETIP DI INTERBANK DEPO
N/A
22629378.65000000
NC
-24416.98000000
-0.00222826516
N/A
DIR
BR
N
2
CITIGROUP GLOBAL MARKETS INC.
6SHGI4ZSSLCXXQSBB395
Y
2027-01-04
0.00000000
BRL
0.00000000
BRL
-22629378.65000000
BRL
-24416.98000000
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
REPUBLIC OF GHANA 10.750000% 10/14/2030
N/A
2334000.00000000
PA
USD
1580584.80000000
0.144242328765
Long
DBT
NUSS
GH
N
2
2030-10-14
Fixed
10.75000000
N
N
N
N
N
N
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
FX Forward Contract: TRY/USD SETTLE 2024-06-20
N/A
1.00000000
NC
3753.99000000
0.000342584757
N/A
DFE
TR
N
2
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
149113.21000000
USD
5427720.96000000
TRY
2024-06-20
3753.99000000
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
285116.93000000
0.026019439104
Long
DBT
NUSS
CO
Y
2
2024-08-12
Fixed
7.87500000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
ARAB REPUBLIC OF EGYPT 8.700200% 03/01/2049
N/A
4700000.00000000
PA
USD
3788980.20000000
0.345777922004
Long
DBT
NUSS
EG
N
2
2049-03-01
Fixed
8.70020000
N
N
N
N
N
N
Republika Srbija
254900W94OCY91V32O78
SERBIA TREASURY BONDS 5.875000% 02/08/2028
N/A
43860000.00000000
PA
416585.17000000
0.038017077634
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
397971.00000000
0.036318370150
Long
DBT
NUSS
ZA
N
2
2027-09-27
Fixed
4.85000000
N
N
N
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT BOND 3.000000% 10/27/2027
N/A
196970000.00000000
PA
477667.94000000
0.043591420113
Long
DBT
NUSS
HU
N
2
2027-10-27
Fixed
3.00000000
N
N
N
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
POLAND GOVERNMENT BOND 2.750000% 04/25/2028
N/A
156000.00000000
PA
35658.25000000
0.003254130382
Long
DBT
NUSS
PL
N
2
2028-04-25
Fixed
2.75000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: PEN/USD SETTLE 2024-04-17
N/A
1.00000000
NC
-459.06000000
-0.00004189328
N/A
DFE
PE
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
102597.33000000
USD
380000.00000000
PEN
2024-04-17
-459.06000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 5.248000% 09/15/2028
N/A
2667000.00000000
PA
601200.71000000
0.054864876889
Long
DBT
NUSS
MY
N
2
2028-09-15
Fixed
5.24800000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/COP SETTLE 2024-05-02
N/A
1.00000000
NC
USD
-103901.76000000
-0.00948195365
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
16696935709.00000000
COP
4197646.30000000
USD
2024-05-02
-103901.76000000
N
N
N
GOLDMAN SACHS & CO. LLC
KD3XUN7C6T14HNAYLU02
BRK - GOLDMAN SACH PAY - 1D OVERNIGHT BRAZIL INTERBANK DEPOSIT
N/A
5871298.00000000
NC
-35990.94000000
-0.00328449128
N/A
DIR
BR
N
2
GOLDMAN SACHS & CO. LLC
KD3XUN7C6T14HNAYLU02
Y
2031-01-02
0.00000000
BRL
0.00000000
BRL
-5871298.00000000
BRL
-35990.94000000
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT BOND 6.750000% 10/22/2028
N/A
1960540000.00000000
PA
5366906.57000000
0.489777645543
Long
DBT
NUSS
HU
N
2
2028-10-22
Fixed
6.75000000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 4.762000% 04/07/2037
N/A
1333000.00000000
PA
303854.00000000
0.027729362299
Long
DBT
NUSS
MY
N
2
2037-04-07
Fixed
4.76200000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/KES SETTLE 2024-08-02
N/A
1.00000000
NC
USD
-62564.30000000
-0.00570954518
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
139687027.00000000
KES
980259.84000000
USD
2024-08-02
-62564.30000000
N
N
N
Republic of Zambia
213800DMLAZ6LGMMD849
ZAMBIA GOVERNMENT INTERNATIONAL BOND 144A 5.375000% 09/20/2022
988895AA6
369000.00000000
PA
USD
243599.04000000
0.022230564797
Long
DBT
NUSS
ZM
Y
2
2023-09-20
Fixed
5.37500000
Y
N
N
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2024-05-13
N/A
1.00000000
NC
123.60000000
0.000011279592
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
68836.44000000
USD
1310000.00000000
ZAR
2024-05-13
123.60000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/MYR SETTLE 2024-06-20
N/A
1.00000000
NC
USD
8553.04000000
0.000780540473
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
4558953.00000000
MYR
970155.13000000
USD
2024-06-20
8553.04000000
N
N
N
Government of Bermuda
549300FP5PUZXX9FVJ40
GOVT OF BERMUDA 2.375000% 08/20/2030
G10367AE3
221000.00000000
PA
USD
184579.20000000
0.016844482908
Long
DBT
NUSS
BM
N
2
2030-08-20
Fixed
2.37500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/MYR SETTLE 2024-06-20
N/A
1.00000000
NC
USD
43107.05000000
0.003933899198
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
10719510.12000000
MYR
2304131.32000000
USD
2024-06-20
43107.05000000
N
N
N
Kallpa Generacion S.A.
549300NG1PWEI5BZG095
KALLPA GENERACION SA 144A 4.125000% 08/16/2027
156830AA9
723000.00000000
PA
USD
687373.60000000
0.062728914510
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
11400000.00000000
PA
1611039.43000000
0.147021582845
Long
DBT
NUSS
CN
N
2
2033-05-25
Fixed
2.67000000
N
N
N
N
N
N
Republic of the Philippines
529900RAHBALMYIJ3T08
REPUBLIC OF PHILIPPINES 1.750000% 04/28/2041
N/A
302000.00000000
PA
228630.63000000
0.020864565127
Long
DBT
NUSS
PH
N
2
2041-04-28
Fixed
1.75000000
N
N
N
N
N
N
Democratic Socialist Republic of Sri Lanka
254900HXCCIOHM74FA02
REPUBLIC OF SRI LANKA 7.850000% 03/14/2029
Y8137FAP3
1298000.00000000
PA
USD
762524.88000000
0.069587132834
Long
DBT
NUSS
LK
N
2
2029-03-14
Fixed
7.85000000
Y
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2024-04-03
N/A
1.00000000
NC
USD
2073.62000000
0.000189236147
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
2073030.00000000
BRL
416139.89000000
USD
2024-04-03
2073.62000000
N
N
N
The Commonwealth of The Bahamas
549300W13SXC7EKNJC20
COMMONWEALTH OF BAHAMAS 9.000000% 06/16/2029
P06518AJ6
1000000.00000000
PA
USD
977000.00000000
0.089159882598
Long
DBT
NUSS
BS
N
2
2029-06-16
Fixed
9.00000000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 7.000000% 06/30/2032
N/A
6413000000.00000000
PA
1384865.39000000
0.126381203261
Long
DBT
NUSS
CO
N
2
2032-06-30
Fixed
7.00000000
N
N
N
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
REPUBLIC OF POLAND 5.500000% 11/16/2027
857524AD4
87000.00000000
PA
USD
88765.06000000
0.008100596037
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
55160.53000000
0.005033885751
Long
DBT
NUSS
EC
Y
2
2030-07-31
Fixed
0.00000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2024-04-03
N/A
1.00000000
NC
USD
1251.86000000
0.000114243286
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
209514.00000000
EUR
227542.78000000
USD
2024-04-03
1251.86000000
N
N
N
Cencosud S.A.
549300NLTGCFV7482429
CENCOSUD SA 144A 4.375000% 07/17/2027
15132HAH4
299000.00000000
PA
USD
287257.25000000
0.026214762216
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
206857.91000000
0.018877612047
Long
DBT
NUSS
BR
Y
2
2030-02-04
Fixed
4.62500000
N
N
N
N
N
Federal Democratic Republic of Ethiopia
N/A
ETHIOPIA INTERNATIONAL BOND 144A 6.625000% 12/11/2024
29766LAA4
393000.00000000
PA
USD
286701.36000000
0.026164032342
Long
DBT
NUSS
ET
Y
2
2024-12-11
Fixed
6.62500000
Y
N
N
N
N
N
Republica de El Salvador
529900AKDMUSFSDOM949
REPUBLIC OF EL SALVADOR 7.650000% 06/15/2035
P01012AN6
819000.00000000
PA
USD
620844.27000000
0.056657525306
Long
DBT
NUSS
SV
N
2
2035-06-15
Fixed
7.65000000
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
733378.18000000
0.066927238924
Long
DBT
NUSS
CL
N
2
2029-11-06
Fixed
5.25000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 10.500000% 12/21/2026
N/A
123948870.00000000
PA
6715772.16000000
0.612873548967
Long
DBT
NUSS
ZA
N
2
2026-12-21
Fixed
10.50000000
N
N
N
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
POLAND GOVERNMENT BOND 2.750000% 10/25/2029
N/A
239000.00000000
PA
52823.27000000
0.004820590124
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
0.000684441268
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
12424269.00000000
PA
1658930.22000000
0.151392040587
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
200000.00000000
PA
USD
164800.02000000
0.015039457968
Long
DBT
NUSS
GT
N
2
2033-10-07
Fixed
3.70000000
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
664960.87000000
0.060683554863
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
584990.16000000
0.053385520968
Long
DBT
NUSS
CN
N
2
2025-10-21
Fixed
0.55000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: USD/MXN SETTLE 2024-05-13
N/A
1.00000000
NC
USD
-531440.12000000
-0.04849860666
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
227882650.00000000
MXN
13090685.32000000
USD
2024-05-13
-531440.12000000
N
N
N
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
FX Forward Contract: TRY/USD SETTLE 2024-06-20
N/A
1.00000000
NC
3753.99000000
0.000342584757
N/A
DFE
TR
N
2
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
149113.21000000
USD
5427720.96000000
TRY
2024-06-20
3753.99000000
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 5.125000% 04/15/2027
N/A
18428000000.00000000
PA
1119697.14000000
0.102182257469
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
450841.90000000
0.041143306933
Long
DBT
NUSS
BR
N
2
2050-08-15
Fixed
6.00000000
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
1136571.92000000
0.103722230247
Long
DBT
NUSS
OM
Y
2
2027-10-28
Fixed
6.75000000
N
N
N
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT BOND 2.250000% 04/20/2033
N/A
138110000.00000000
PA
266149.51000000
0.024288494437
Long
DBT
NUSS
HU
N
2
2033-04-20
Fixed
2.25000000
N
N
N
N
N
N
Kingdom of Saudi Arabia
635400FMICXSM3SI3H65
SAUDI GOVERNMENT INTERNATIONAL BOND MTN 5.000000% 04/17/2049
N/A
274000.00000000
PA
USD
248956.40000000
0.022719471234
Long
DBT
NUSS
SA
N
2
2049-04-17
Fixed
5.00000000
N
N
N
N
N
N
JPMORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
BRK: J P MORGAN PAY: 6M BUBOR
N/A
542164000.00000000
NC
-55224.45000000
-0.00503971901
N/A
DIR
HU
N
2
JPMORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Y
2029-02-27
0.00000000
HUF
0.00000000
HUF
-542164000.00000000
HUF
-55224.45000000
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
657565.00000000
0.060008616377
Long
DBT
NUSS
KZ
Y
2
2047-04-19
Fixed
5.75000000
N
N
N
N
N
N
Republica de El Salvador
529900AKDMUSFSDOM949
REPUBLIC OF EL SALVADOR 7.124600% 01/20/2050
P01012CA2
700000.00000000
PA
USD
482371.75000000
0.044020684338
Long
DBT
NUSS
SV
N
2
2050-01-20
Fixed
7.12460000
N
N
N
N
N
N
Republic of Lebanon
529900QPC4K9S1KHL354
LEBANESE REPUBLIC 8.250000% 05/17/2034
N/A
4412000.00000000
PA
USD
286780.00000000
0.026171208937
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
76480000.00000000
PA
2772003.93000000
0.252969851545
Long
DBT
NUSS
CZ
N
2
2033-10-13
Fixed
2.00000000
N
N
N
N
N
N
PETRONAS Capital Limited
549300G7YFX3540OYR85
PETRONAS CAPITAL LTD MTN 3.404000% 04/28/2061
Y6886MAC4
1519000.00000000
PA
USD
1040639.15000000
0.094967517339
Long
DBT
NUSS
MY
N
2
2061-04-28
Fixed
3.40400000
N
N
N
N
N
N
BNP Paribas
74KKBLHM4AWY05GPNY79
BRK - BNP PARIBAS PARIS PAY -1D OVERNIGHT BRAZIL INTERBANK DEPOSIT (CETIP)
N/A
4466686.00000000
NC
-13970.96000000
-0.00127497354
N/A
DIR
BR
N
2
BNP Paribas
74KKBLHM4AWY05GPNY79
Y
2029-01-02
0.00000000
BRL
0.00000000
BRL
-4466686.00000000
BRL
-13970.96000000
N
N
N
Republique de Cote d'Ivoire
254900ICW11T82O6H590
IVORY COAST GOVERNMENT INTERNATIONAL BOND 144A 8.250000% 01/30/2037
221625AU0
1400000.00000000
PA
USD
1402800.00000000
0.128017894891
Long
DBT
NUSS
CI
Y
2
2037-01-30
Fixed
8.25000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
213800IQAOC5HG62T347
FX Forward Contract: PLN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-22752.00000000
-0.00207632103
N/A
DFE
PA
N
2
BARCLAYS CAPITAL INC.
213800IQAOC5HG62T347
1912589.10000000
USD
7540000.00000000
PLN
2024-06-20
-22752.00000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: USD/BRL SETTLE 2024-06-10
N/A
1.00000000
NC
USD
48672.65000000
0.004441809375
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
57424196.17000000
BRL
11446379.40000000
USD
2024-06-10
48672.65000000
N
N
N
CITIGROUP GLOBAL MARKETS INC.
6SHGI4ZSSLCXXQSBB395
BRK: CITIGROUP PAY: 5.85 % FIXED
N/A
600000000.00000000
NC
-32865.39000000
-0.00299925723
N/A
DIR
CL
N
2
CITIGROUP GLOBAL MARKETS INC.
6SHGI4ZSSLCXXQSBB395
Y
2033-10-10
0.00000000
CLP
0.00000000
CLP
-600000000.00000000
CLP
-32865.39000000
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
REPUBLIC OF GHANA 8.750000% 03/11/2061
N/A
693000.00000000
PA
USD
351697.50000000
0.032095504411
Long
DBT
NUSS
GH
N
2
2061-03-11
Fixed
8.75000000
Y
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2024-04-03
N/A
1.00000000
NC
USD
1125.19000000
0.000102683529
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
250000.00000000
EUR
271144.05000000
USD
2024-04-03
1125.19000000
N
N
N
KENYA SHILLING
N/A
FX Forward Contract: KES/USD SETTLE 2024-08-02
N/A
1.00000000
NC
242990.83000000
0.022175060261
N/A
DFE
KE
N
2
KENYA SHILLING
N/A
1443450.48000000
USD
225900000.00000000
KES
2024-08-02
242990.83000000
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 7.50000% 10/18/2034
P6S32JS68
9415700000.00000000
PA
1978478.45000000
0.180553640045
Long
DBT
NUSS
CO
N
2
2034-10-18
Fixed
7.25000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 7.500000% 05/15/2038
N/A
2137000000.00000000
PA
142446.45000000
0.012999497193
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/EUR SETTLE 2024-04-03
N/A
1.00000000
NC
USD
9694.69000000
0.000884726123
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1438324.00000000
EUR
1563193.10000000
USD
2024-04-03
9694.69000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: USD/INR SETTLE 2024-04-12
N/A
1.00000000
NC
USD
431.73000000
0.000039399177
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
9120900.00000000
INR
109787.19000000
USD
2024-04-12
431.73000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CZK SETTLE 2024-06-20
N/A
1.00000000
NC
USD
30290.77000000
0.002764300406
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
57640000.00000000
CZK
2493496.97000000
USD
2024-06-20
30290.77000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.900000% 11/30/2026
N/A
3285000.00000000
PA
702985.13000000
0.064153604563
Long
DBT
NUSS
MY
N
2
2026-11-30
Fixed
3.90000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/THB SETTLE 2024-06-20
N/A
1.00000000
NC
USD
58473.74000000
0.005336245438
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
103300000.00000000
THB
2909097.05000000
USD
2024-06-20
58473.74000000
N
N
N
Republique du Benin
635400Q11P6AE5A5Y230
BENIN INTL GOV BOND 6.875000% 01/19/2052
N/A
158000.00000000
PA
139477.11000000
0.012728518682
Long
DBT
NUSS
BJ
N
2
2052-01-19
Fixed
6.87500000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
GHANA GOVERNMENT BOND 9.700000% 02/05/2036
N/A
513618.00000000
PA
14419.05000000
0.001315865716
Long
DBT
NUSS
GH
N
2
2036-02-05
Fixed
9.70000000
N
N
Y
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY 3.125000% 09/21/2051
N/A
2052000.00000000
PA
USD
1293293.52000000
0.118024461011
Long
DBT
NUSS
HU
N
2
2051-09-21
Fixed
3.12500000
N
N
N
N
N
N
Republic of Uganda
549300NF1DEFHG8XLQ11
UGANDA GOVERNMENT BOND 14.250000% 06/22/2034
N/A
3800000000.00000000
PA
894764.39000000
0.081655156566
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
6818000.00000000
PA
1411993.57000000
0.128856889386
Long
DBT
NUSS
MY
N
2
2050-06-15
Fixed
4.06500000
N
N
N
N
N
N
Republic of Zambia
213800DMLAZ6LGMMD849
REPUBLIC OF ZAMBIA 8.970000% 07/30/2027
N/A
800000.00000000
PA
USD
586512.00000000
0.053524402315
Long
DBT
NUSS
ZM
N
2
2027-07-30
Fixed
8.97000000
Y
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/COP SETTLE 2024-05-16
N/A
1.00000000
NC
USD
-57292.39000000
-0.00522843681
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
17960323367.00000000
COP
4558654.40000000
USD
2024-05-16
-57292.39000000
N
N
N
Minejesa Capital B.V.
549300KS7ERCP10BKC35
MINEJESA CAPITAL BV 5.625000% 08/10/2037
N57445AB9
500000.00000000
PA
USD
453461.95000000
0.041382409646
Long
DBT
NUSS
ID
N
2
2037-08-10
Fixed
5.62500000
N
N
N
N
N
N
Bank Gospodarstwa Krajowego
259400BCOV9JJIGLYF05
BANK GOSPODARSTWA KRAJOWEGO MTN 5.375000% 05/22/2033
N/A
209000.00000000
PA
USD
207702.53000000
0.018954691085
Long
DBT
NUSS
PL
N
2
2033-05-22
Fixed
5.37500000
N
N
N
N
N
N
Federal Republic of Nigeria
549300GSBZD84TNEQ285
NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051
N/A
1700000.00000000
PA
USD
1390158.00000000
0.126864200688
Long
DBT
NUSS
NG
N
2
2051-09-28
Fixed
8.25000000
N
N
N
N
N
N
JPMORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
BRK - J P MORGAN PAY - 6M BUBOR
N/A
425986000.00000000
NC
-41664.12000000
-0.00380221908
N/A
DIR
HU
N
2
JPMORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Y
2029-02-26
0.00000000
HUF
0.00000000
HUF
-425986000.00000000
HUF
-41664.12000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.733000% 06/15/2028
N/A
8478000.00000000
PA
1801088.60000000
0.164365248848
Long
DBT
NUSS
MY
N
2
2028-06-15
Fixed
3.73300000
N
N
N
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
REPUBLIC OF POLAND 5.125000% 09/18/2034
731011AY8
485000.00000000
PA
USD
483433.45000000
0.044117573844
Long
DBT
NUSS
PL
N
2
2034-09-18
Fixed
5.12500000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 8.500000% 01/31/2037
N/A
107604507.00000000
PA
4189110.44000000
0.382293341884
Long
DBT
NUSS
ZA
N
2
2037-01-31
Fixed
8.50000000
N
N
N
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT INTERNATIONAL BOND 144A 2.125000% 09/22/2031
445545AM8
1475000.00000000
PA
USD
1168200.00000000
0.106608572007
Long
DBT
NUSS
HU
Y
2
2031-09-22
Fixed
2.12500000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
213800IQAOC5HG62T347
FX Forward Contract: EUR/USD SETTLE 2024-04-03
N/A
1.00000000
NC
-4451.46000000
-0.00040623505
N/A
DFE
XX
N
2
BARCLAYS CAPITAL INC.
213800IQAOC5HG62T347
316382.64000000
USD
288805.00000000
EUR
2024-04-03
-4451.46000000
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
458787.50000000
0.041868413139
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
346699.02000000
0.031639348945
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
1047949.22000000
0.095634625817
Long
DBT
NUSS
RS
N
2
2036-09-23
Fixed
2.05000000
N
N
N
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVERNMENT BOND 2.600000% 09/15/2030
N/A
6000000.00000000
PA
841929.06000000
0.076833465860
Long
DBT
NUSS
CN
N
2
2030-09-15
Fixed
2.60000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
213800IQAOC5HG62T347
FX Forward Contract: EUR/USD SETTLE 2024-04-03
N/A
1.00000000
NC
-1586.02000000
-0.00014473833
N/A
DFE
XX
N
2
BARCLAYS CAPITAL INC.
213800IQAOC5HG62T347
325184.18000000
USD
299607.00000000
EUR
2024-04-03
-1586.02000000
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEX BONOS DESARR FIX RT 8.000000% 07/31/2053
N/A
33575300.00000000
PA
1728642.91000000
0.157753939518
Long
DBT
NUSS
MX
N
2
2053-07-31
Fixed
8.00000000
N
N
N
N
N
N
Qatar Energy
254900QTESJKJ3P87J26
QATARENERGY 144A 3.125000% 07/12/2041
74730DAE3
292000.00000000
PA
USD
217540.00000000
0.019852447144
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
46091.70000000
0.004206274883
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
283702.66000000
0.025890374471
Long
DBT
NUSS
OM
N
2
2047-03-08
Fixed
6.50000000
N
N
N
N
N
N
JP MORGAN CHASE BANK N.A.
984500653R409CC5AB28
BRK: J.P. MORGAN CHASE PAY:8.37
N/A
11102749344.00000000
NC
4654.62000000
0.000424775202
N/A
DIR
CO
N
2
JP MORGAN CHASE BANK N.A.
984500653R409CC5AB28
Y
2024-04-13
0.00000000
COP
0.00000000
COP
-11102749344.00000000
COP
4654.62000000
N
N
N
Gobierno de la Republica de Panama
549300SHS4T08CL0LP14
REPUBLIC OF PANAMA 6.400000% 02/14/2035
698299BT0
870000.00000000
PA
USD
820696.29000000
0.074895787988
Long
DBT
NUSS
PA
N
2
2035-02-14
Fixed
6.40000000
N
N
N
N
N
N
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
FX Forward Contract: TRY/USD SETTLE 2025-03-19
N/A
1.00000000
NC
4724.21000000
0.000431125904
N/A
DFE
TR
N
2
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
130494.81000000
USD
6375976.58000000
TRY
2025-03-19
4724.21000000
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEX BONOS DESARR FIX RT 7.750000% 11/13/2042
N/A
53123500.00000000
PA
2718617.31000000
0.248097850756
Long
DBT
NUSS
MX
N
2
2042-11-13
Fixed
7.75000000
N
N
N
N
N
N
PERUVIAN NEW SOL
N/A
FX Forward Contract: PEN/USD SETTLE 2024-04-18
N/A
1.00000000
NC
22964.48000000
0.002095711710
N/A
DFE
PE
N
2
PERUVIAN NEW SOL
N/A
1060595.63000000
USD
4031324.00000000
PEN
2024-04-18
22964.48000000
N
N
N
BARCLAYS CAPITAL INC.
213800IQAOC5HG62T347
FX Forward Contract: EUR/USD SETTLE 2024-04-03
N/A
1.00000000
NC
-822.64000000
-0.00007507316
N/A
DFE
XX
N
2
BARCLAYS CAPITAL INC.
213800IQAOC5HG62T347
312838.07000000
USD
288883.00000000
EUR
2024-04-03
-822.64000000
N
N
N
Democratic Socialist Republic of Sri Lanka
254900HXCCIOHM74FA02
REPUBLIC OF SRI LANKA 6.850000% 03/14/2024
Y8137FAN8
512000.00000000
PA
USD
300799.80000000
0.027450639563
Long
DBT
NUSS
LK
N
2
2024-03-14
Fixed
6.85000000
Y
N
N
N
N
N
Democratic Socialist Republic of Sri Lanka
254900HXCCIOHM74FA02
REPUBLIC OF SRI LANKA 7.550000% 03/28/2030
Y8137FAR9
834000.00000000
PA
USD
487831.39000000
0.044518924728
Long
DBT
NUSS
LK
N
2
2030-03-28
Fixed
7.55000000
Y
N
N
N
N
N
Joint-Stock Cornpany Uzbekneftegaz
213800LUZJZFLJD4MJ51
UZBEKNEFTEGAZ JSC 144A 4.750000% 11/16/2028
91825MAB9
592000.00000000
PA
USD
495681.60000000
0.045235325754
Long
DBT
NUSS
UZ
Y
2
2028-11-16
Fixed
4.75000000
N
N
N
N
N
N
TURKISH LIRA
N/A
FX Forward Contract: TRY/USD SETTLE 2025-03-24
N/A
1.00000000
NC
-3806.27000000
-0.00034735576
N/A
DFE
TR
N
2
TURKISH LIRA
N/A
435433.91000000
USD
20447519.00000000
TRY
2025-03-24
-3806.27000000
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 7.125000% 06/15/2042
N/A
9150000000.00000000
PA
588035.38000000
0.053663424200
Long
DBT
NUSS
ID
N
2
2042-06-15
Fixed
7.12500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CLP SETTLE 2024-06-21
N/A
1.00000000
NC
USD
31076.44000000
0.002835999735
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
2236533561.00000000
CLP
2307131.79000000
USD
2024-06-21
31076.44000000
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 6.000000% 04/28/2028
N/A
12113200000.00000000
PA
2780018.97000000
0.253701294765
Long
DBT
NUSS
CO
N
2
2028-04-28
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
3095000.00000000
PA
USD
3125875.72000000
0.285263779131
Long
DBT
NUSS
AZ
N
2
2026-03-24
Fixed
6.87500000
N
N
N
N
N
N
BRK:BOFA
N/A
BRK:BOFA PAY:WIBOR 6M
N/A
8000000.00000000
NC
-12067.09000000
-0.00110122858
N/A
DIR
PL
N
2
BRK:BOFA
N/A
Y
2026-02-01
0.00000000
PLN
0.00000000
PLN
-8000000.00000000
PLN
-12067.09000000
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
BONOS DE TESORERIA 5.400000% 08/12/2034
N/A
3174000.00000000
PA
735102.84000000
0.067084629387
Long
DBT
NUSS
PE
N
2
2034-08-12
Fixed
5.40000000
N
N
N
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Credit Default Swap
CDS982810
5000000.00000000
NC
USD
39455.09000000
0.003600625580
N/A
DCR
US
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Y
2025-12-20
52257.11000000
USD
0.00000000
USD
5000000.00000000
USD
-12802.02000000
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVERNMENT BOND 2.880000% 02/25/2033
N/A
32060000.00000000
PA
4604732.36000000
0.420222514445
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
214150.98000000
0.019543169124
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
186978.54000000
0.017063443884
Long
DBT
NUSS
PA
Y
2
2030-01-30
Fixed
4.50000000
N
N
N
N
N
N
Ukraine
6354001WLTJXOMEXPY07
GOVERNMENT OF UKRAINE 9.990000% 05/22/2024
N/A
89181000.00000000
PA
1552087.95000000
0.141641739410
Long
DBT
NUSS
UA
N
2
2024-05-22
Fixed
9.99000000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
REPUBLIC OF GHANA 7.625000% 05/16/2029
N/A
515000.00000000
PA
USD
263335.98000000
0.024031734964
Long
DBT
NUSS
GH
N
2
2029-05-16
Fixed
7.62500000
Y
N
N
N
N
Royaume du Maroc
529900F3MBW9XY5K1X07
KINGDOM OF MOROCCO 6.500000% 09/08/2033
N/A
200000.00000000
PA
USD
206514.40000000
0.018846263724
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
1294217.00000000
PA
38690.19000000
0.003530821697
Long
DBT
NUSS
GH
N
2
2033-02-08
Fixed
9.25000000
N
N
Y
N
N
N
Empresas Publicas de Medellin E.S.P.
549300SU25TO8EMXB434
EMPRESAS PUBLICAS DE MEDELLIN ESP 144A 8.375000% 11/08/2027
29246BAD0
1853000000.00000000
PA
423333.98000000
0.038632966178
Long
DBT
NUSS
CO
Y
2
2027-11-08
Fixed
8.37500000
N
N
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
REPUBLIC OF PERU 6.350000% 08/12/2028
P78024AC3
10151000.00000000
PA
2793932.81000000
0.254971055605
Long
DBT
NUSS
PE
N
2
2028-08-12
Fixed
6.35000000
N
N
N
N
N
N
Republic of the Philippines
529900RAHBALMYIJ3T08
REPUBLIC OF PHILIPPINES 1.950000% 01/06/2032
718286CN5
4395000.00000000
PA
USD
3535777.50000000
0.322670938375
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
279734.20000000
0.025528217431
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
4702000.00000000
PA
998905.24000000
0.091158929298
Long
DBT
NUSS
MY
N
2
2028-06-15
Fixed
3.73300000
N
N
N
N
N
N
Republica de El Salvador
529900AKDMUSFSDOM949
EL SALVADOR GOVERNMENT INTERNATIONAL BOND 144A 6.375000% 01/18/2027
283875AS1
412000.00000000
PA
USD
357503.90000000
0.032625389715
Long
DBT
NUSS
SV
Y
2
2027-01-18
Fixed
6.37500000
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
150356.30000000
0.013721340896
Long
DBT
NUSS
CL
N
2
2050-08-18
Fixed
3.06800000
N
N
N
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/EUR SETTLE 2024-04-04
N/A
1.00000000
NC
1371.51000000
0.000125162405
N/A
DFE
HU
N
2
HUNGARIAN FORINT
N/A
724685.56000000
EUR
286134846.00000000
HUF
2024-04-04
1371.51000000
N
N
N
Asian Infrastructure Investment Bank
25490065OSV2524LCR32
ASIAN INFRASTRUCTURE INVESTMENT BANK/THE MTN ZERO COUPON 02/08/2038
ZM8086906
15200000.00000000
PA
253855.34000000
0.023166542795
Long
DBT
NUSS
XX
N
2
2038-02-08
Fixed
0.00000000
N
N
N
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/EUR SETTLE 2024-06-20
N/A
1.00000000
NC
-17540.71000000
-0.00160074477
N/A
DFE
PA
N
2
POLISH ZLOTY
N/A
3138467.20000000
EUR
13496906.00000000
PLN
2024-06-20
-17540.71000000
N
N
N
Gobierno de Chile
549300FLZTJM5YJF8D34
REPUBLIC OF CHILE 4.950000% 01/05/2036
168863DZ8
557912.00000000
PA
USD
539229.52000000
0.049209458236
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
2868000.00000000
PA
723143.02000000
0.065993190137
Long
DBT
NUSS
PE
N
2
2032-08-12
Fixed
6.15000000
N
N
N
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2024-05-13
N/A
1.00000000
NC
-2.10000000
-0.00000019164
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
56959.94000000
USD
1082000.00000000
ZAR
2024-05-13
-2.10000000
N
N
N
Republika Srbija
254900W94OCY91V32O78
SERBIA INTERNATIONAL BOND 144A 6.500000% 09/26/2033
817477AH5
286000.00000000
PA
USD
291362.50000000
0.026589402552
Long
DBT
NUSS
RS
Y
2
2033-09-26
Fixed
6.50000000
N
N
N
N
N
N
PAKISTAN RUPEE
N/A
FX Forward Contract: PKR/USD SETTLE 2025-03-19
N/A
1.00000000
NC
190006.29000000
0.017339752824
N/A
DFE
PK
N
2
PAKISTAN RUPEE
N/A
1730165.16000000
USD
576145000.00000000
PKR
2025-03-19
190006.29000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.519000% 04/20/2028
N/A
1800000.00000000
PA
379076.27000000
0.034594059087
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
4690000000.00000000
PA
330710.82000000
0.030180284426
Long
DBT
NUSS
ID
N
2
2034-03-15
Fixed
8.37500000
N
N
N
N
N
N
INDIA RUPEE
N/A
FX Forward Contract: INR/USD SETTLE 2024-04-08
N/A
1.00000000
NC
-2987.65000000
-0.00027264946
N/A
DFE
IN
N
2
INDIA RUPEE
N/A
1983727.97000000
USD
165203080.00000000
INR
2024-04-08
-2987.65000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PEN SETTLE 2024-04-18
N/A
1.00000000
NC
USD
4490.17000000
0.000409767686
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
3398133.00000000
PEN
917857.93000000
USD
2024-04-18
4490.17000000
N
N
N
Romania
315700IASY927EDWBK92
ROMANIA GOVERNMENT BOND 4.750000% 10/11/2034
N/A
1265000.00000000
PA
237422.35000000
0.021666887259
Long
DBT
NUSS
RO
N
2
2034-10-11
Fixed
4.75000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: CNY/USD SETTLE 2024-06-20
N/A
1.00000000
NC
45296.32000000
0.004133689430
N/A
DFE
CN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
7511220.49000000
USD
53714240.00000000
CNY
2024-06-20
45296.32000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZAR SETTLE 2024-06-20
N/A
1.00000000
NC
USD
20727.93000000
0.001891606760
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
30673454.00000000
ZAR
1630226.45000000
USD
2024-06-20
20727.93000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/THB SETTLE 2024-04-18
N/A
1.00000000
NC
USD
41100.64000000
0.003750796557
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
35978363.00000000
THB
1028576.25000000
USD
2024-04-18
41100.64000000
N
N
N
BARCLAYS BANK PLC
213800IQAOC5HG62T347
BRK - BARCLAYS BANK PLC PAY - 1M MXIBOR 28D MEXICAN INTERBANK RATE
N/A
22189061.00000000
NC
893.23000000
0.000081515129
N/A
DIR
MX
N
2
BARCLAYS BANK PLC
213800IQAOC5HG62T347
Y
2028-08-17
0.00000000
MXN
0.00000000
MXN
-22189061.00000000
MXN
893.23000000
N
N
N
Ukraine
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT INTERNATIONAL BOND 144A 7.750000% 09/01/2025
903724AS1
2445000.00000000
PA
USD
806571.27000000
0.073606755107
Long
DBT
NUSS
UA
Y
2
2025-09-01
Fixed
7.75000000
N
Y
N
N
N
N
BAPCO ENERGIES B.S.C CLOSED
549300OBH16L6TS6IW50
BAPCO ENERGIES BSCC 144A 8.375000% 11/07/2028
67778M2D1
560000.00000000
PA
USD
600725.44000000
0.054821504303
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
361433.80000000
0.032984027814
Long
DBT
NUSS
AE
N
2
2050-09-09
Fixed
3.90000000
N
N
N
N
N
N
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
FX Forward Contract: TRY/USD SETTLE 2024-09-18
N/A
1.00000000
NC
2096.48000000
0.000191322324
N/A
DFE
TR
N
2
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
143730.67000000
USD
5744196.35000000
TRY
2024-09-18
2096.48000000
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVERNMENT BOND 2.520000% 08/25/2033
N/A
1500000.00000000
PA
209627.01000000
0.019130316889
Long
DBT
NUSS
CN
N
2
2033-08-25
Fixed
2.52000000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEX BONOS DESARR FIX RT 7.500000% 05/26/2033
N/A
10000000.00000000
PA
536665.81000000
0.048975497046
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
505000.00000000
PA
USD
343703.00000000
0.031365935648
Long
DBT
NUSS
MA
N
2
2050-12-15
Fixed
4.00000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: BRL/USD SETTLE 2024-06-04
N/A
1.00000000
NC
-15758.76000000
-0.00143812609
N/A
DFE
BR
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
2315536.89000000
USD
11580000.00000000
BRL
2024-06-04
-15758.76000000
N
N
N
RELIANCE INDUSTRIES LIMITED
5493003UOETFYRONLG31
RELIANCE INDUSTRIES LTD 144A 2.875000% 01/12/2032
759470BB2
550000.00000000
PA
USD
467266.95000000
0.042642237875
Long
DBT
NUSS
IN
Y
2
2032-01-12
Fixed
2.87500000
N
N
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
BONOS DE TESORERIA 5.940000% 02/12/2029
N/A
3326000.00000000
PA
888991.84000000
0.081128360373
Long
DBT
NUSS
PE
N
2
2029-02-12
Fixed
5.94000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 8.750000% 01/31/2044
N/A
101008003.00000000
PA
3730675.15000000
0.340457071019
Long
DBT
NUSS
ZA
N
2
2044-01-31
Fixed
8.75000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: HUF/USD SETTLE 2024-06-10
N/A
1.00000000
NC
-1243.61000000
-0.00011349040
N/A
DFE
HU
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
3026776.90000000
USD
1107891150.00000000
HUF
2024-06-10
-1243.61000000
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
493762.50000000
0.045060190922
Long
DBT
NUSS
KW
Y
2
2172-05-27
Fixed
4.50000000
N
N
N
N
N
N
Republica Bolivariana de Venezuela
529900XM8PJTJK5OJI77
VENEZUELA GOVERNMENT INTERNATIONAL BOND MATURITY:05/07/2024
P17625AA5
3800000.00000000
PA
USD
544018.64000000
0.049646507751
Long
DBT
NUSS
VE
N
2
2024-05-07
Fixed
9.00000000
Y
N
N
N
N
N
Democratic Socialist Republic of Sri Lanka
254900HXCCIOHM74FA02
REPUBLIC OF SRI LANKA 5.750000% 04/18/2023
Y8137FAK4
630000.00000000
PA
USD
369995.01000000
0.033765313872
Long
DBT
NUSS
LK
N
2
2023-04-18
Fixed
5.75000000
Y
N
N
N
N
N
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
FX Forward Contract: TRY/USD SETTLE 2025-03-19
N/A
1.00000000
NC
5295.52000000
0.000483262990
N/A
DFE
TR
N
2
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
135188.76000000
USD
6624249.27000000
TRY
2025-03-19
5295.52000000
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 3.350000% 06/17/2033
N/A
58130000.00000000
PA
1696216.16000000
0.154794712064
Long
DBT
NUSS
TH
N
2
2033-06-17
Fixed
3.35000000
N
N
N
N
N
N
MORGAN STANLEY & CO, INC
9R7GPTSO7KV3UQJZQ078
FX Forward Contract: USD/EUR SETTLE 2024-04-24
N/A
1.00000000
NC
USD
3462.54000000
0.000315987369
N/A
DFE
US
N
2
MORGAN STANLEY & CO, INC
9R7GPTSO7KV3UQJZQ078
600000.00000000
EUR
652109.16000000
USD
2024-04-24
3462.54000000
N
N
N
Republica Argentina
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA 4.250000% 01/09/2038
040114HU7
2650000.00000000
PA
USD
1229052.93000000
0.112161939555
Long
DBT
NUSS
AR
N
2
2038-01-09
Fixed
4.25000000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIA 4.000000% 02/14/2051
N/A
1382000.00000000
PA
USD
975830.20000000
0.089053128011
Long
DBT
NUSS
RO
N
2
2051-02-14
Fixed
4.00000000
N
N
N
N
N
N
Gobierno de la Republica de Panama
549300SHS4T08CL0LP14
REPUBLIC OF PANAMA 8.000000% 03/01/2038
698299BY9
1511000.00000000
PA
USD
1582938.51000000
0.144457125600
Long
DBT
NUSS
PA
N
2
2038-03-01
Fixed
8.00000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: USD/ZAR SETTLE 2024-04-15
N/A
1.00000000
NC
USD
-8537.03000000
-0.00077907941
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
21645800.00000000
ZAR
1133396.02000000
USD
2024-04-15
-8537.03000000
N
N
N
Turkiye Cumhuriyeti
5493000PCHOG3B6S3Q85
REPUBLIC OF TURKIYE 5.875000% 05/21/2030
N/A
662000.00000000
PA
711382.07000000
0.064919899532
Long
DBT
NUSS
TR
N
2
2030-05-21
Fixed
5.87500000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 6.375000% 09/18/2033
N/A
665000.00000000
PA
768919.50000000
0.070170698410
Long
DBT
NUSS
RO
N
2
2033-09-18
Fixed
6.37500000
N
N
N
N
N
N
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
FX Forward Contract: TRY/USD SETTLE 2024-06-20
N/A
1.00000000
NC
3753.99000000
0.000342584757
N/A
DFE
TR
N
2
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
149113.21000000
USD
5427720.95000000
TRY
2024-06-20
3753.99000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Credit Default Swap
CDS9804Z6
8108196.00000000
NC
USD
248111.06000000
0.022642326490
N/A
DCR
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Y
2029-06-20
260277.74000000
USD
0.00000000
USD
8108196.00000000
USD
-12166.68000000
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 3.400000% 06/17/2036
N/A
2900000.00000000
PA
85409.23000000
0.007794346898
Long
DBT
NUSS
TH
N
2
2036-06-17
Fixed
3.40000000
N
N
N
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 1.25% 3/12/28
N/A
56563000.00000000
PA
1646383.94000000
0.150247081680
Long
DBT
USGA
TH
N
2
2028-03-12
Fixed
1.25000000
N
N
N
N
N
N
Turkiye Cumhuriyeti
5493000PCHOG3B6S3Q85
TURKIYE GOVERNMENT BOND 17.800000% 07/13/2033
N/A
9294875.00000000
PA
221799.07000000
0.020241124914
Long
DBT
NUSS
TR
N
2
2033-07-13
Fixed
17.80000000
N
N
N
N
N
N
MV24 CAPITAL B.V
N/A
MV24 CAPITAL BV 6.748000% 06/01/2034
N53766AA4
1370812.00000000
PA
USD
1286364.77000000
0.117392151352
Long
DBT
NUSS
BR
N
2
2034-06-01
Fixed
6.74800000
N
N
N
N
N
N
Islamic Republic of Pakistan
529900LOP29R5WKHOD86
PAKISTAN GOVERNMENT INTERNATIONAL BOND MTN 8.875000% 04/08/2051
N/A
803000.00000000
PA
USD
602812.10000000
0.055011930465
Long
DBT
NUSS
PK
N
2
2051-04-08
Fixed
8.87500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2024-04-25
N/A
1.00000000
NC
USD
6415.86000000
0.000585503914
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1083660.00000000
SGD
810418.49000000
USD
2024-04-25
6415.86000000
N
N
N
BNP Paribas
74KKBLHM4AWY05GPNY79
BRK - BNP PARIBAS PARIBAS REC - 10.17%
N/A
9344026.00000000
NC
436.82000000
0.000039863684
N/A
DIR
BR
N
2
BNP Paribas
74KKBLHM4AWY05GPNY79
Y
2027-01-04
0.00000000
BRL
0.00000000
BRL
-9344026.00000000
BRL
436.82000000
N
N
N
Gobierno de la Republica Dominicana
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC 9.750000% 06/05/2026
N/A
19150000.00000000
PA
324250.74000000
0.029590745046
Long
DBT
NUSS
DO
N
2
2026-06-05
Fixed
9.75000000
N
N
N
N
N
N
Republica del Ecuador
5299003Y2U5XK0A35H71
REPUBLIC OF ECUADOR 6.000000% 07/31/2030
N/A
659258.00000000
PA
USD
446606.34000000
0.040756774659
Long
DBT
NUSS
EC
N
2
2030-07-31
Fixed
6.00000000
N
N
N
N
N
N
ADANI GREEN ENERGY (UP) LIMITED
335800NT8W2YDE1C2270
ADANI GREEN ENERGY UP LTD / PRAYATNA DEVELOPERS PV 6.700000% 03/12/2042
00654AAC0
300000.00000000
PA
USD
289672.01000000
0.026435130402
Long
DBT
NUSS
IN
Y
2
2042-03-12
Fixed
6.70000000
N
N
N
N
N
N
The State of Qatar
52990074F6OJOAXK4P65
STATE OF QATAR 4.817000% 03/14/2049
N/A
1337000.00000000
PA
USD
1251351.78000000
0.114196906646
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
6925500000.00000000
PA
2107025.48000000
0.192284692352
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
677452.18000000
0.061823497271
Long
DBT
NUSS
CZ
N
2
2032-06-23
Fixed
1.75000000
N
N
N
N
N
N
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
FX Forward Contract: COP/USD SETTLE 2024-05-16
N/A
1.00000000
NC
-2917.47000000
-0.00026624491
N/A
DFE
CO
N
2
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
814939.96000000
USD
3159522232.00000000
COP
2024-05-16
-2917.47000000
N
N
N
United States of America
N/A
US LONG BOND(CBT) JUN24 FINANCIAL COMMODITY FUTURE.
N/A
43.00000000
NC
USD
5178812.50000000
0.472612399690
N/A
DIR
US
N
1
US LONG BOND(CBT) JUN24
N/A
Long
U.S. Treasury Futures
US Long Bond (CBT) Jun 2024
2024-06-21
5076759.74000000
USD
102052.76000000
N
N
N
Republic of the Philippines
529900RAHBALMYIJ3T08
REPUBLIC OF PHILIPPINES 5.170000% 10/13/2027
718286CV7
499000.00000000
PA
USD
501120.75000000
0.045731696251
Long
DBT
NUSS
PH
N
2
2027-10-13
Fixed
5.17000000
N
N
N
N
N
N
EGYPTIAN POUND
N/A
FX Forward Contract: EGP/USD SETTLE 2025-01-22
N/A
1.00000000
NC
-57585.37000000
-0.00525517382
N/A
DFE
EG
N
2
EGYPTIAN POUND
N/A
1052241.62000000
USD
51822900.00000000
EGP
2025-01-22
-57585.37000000
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
REPUBLIC OF GHANA VARIABLE RATE 02/11/2027
N/A
281000.00000000
PA
USD
143310.00000000
0.013078303761
Long
DBT
NUSS
GH
N
2
2027-02-11
Floating
0.00000000
Y
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/MXN SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-2949.00000000
-0.00026912230
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
7210000.00000000
MXN
425419.98000000
USD
2024-06-20
-2949.00000000
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 2.875000% 04/13/2042
BQ4352952
297000.00000000
PA
218927.36000000
0.019979056003
Long
DBT
NUSS
RO
N
2
2042-04-13
Fixed
2.87500000
N
N
N
N
N
N
MORGAN STANLEY & CO, INC
9R7GPTSO7KV3UQJZQ078
FX Forward Contract: USD/JPY SETTLE 2024-04-24
N/A
1.00000000
NC
USD
8197.81000000
0.000748122596
N/A
DFE
US
N
2
MORGAN STANLEY & CO, INC
9R7GPTSO7KV3UQJZQ078
78000000.00000000
JPY
525778.59000000
USD
2024-04-24
8197.81000000
N
N
N
United States of America
N/A
US 5YR NOTE (CBT) JUN24 FINANCIAL COMMODITY FUTURE.
N/A
147.00000000
NC
USD
15731296.88000000
1.435619839238
N/A
DIR
US
N
1
US 5YR NOTE (CBT) JUN24
N/A
Long
U.S. Treasury Futures
US 5-Year Note (consolidated) Jun 2024
2024-07-01
15743694.20000000
USD
-12397.32000000
N
N
N
CITIGROUP GLOBAL MARKETS INC.
6SHGI4ZSSLCXXQSBB395
BROKER: CITIGROUP PAY: 1% FIXED
N/A
346000000.00000000
NC
-35033.37000000
-0.00319710456
N/A
DIR
JP
N
2
CITIGROUP GLOBAL MARKETS INC.
6SHGI4ZSSLCXXQSBB395
Y
2034-03-20
0.00000000
JPY
-21254.92000000
JPY
-346000000.00000000
JPY
-13778.45000000
N
N
N
The State of Qatar
52990074F6OJOAXK4P65
STATE OF QATAR 4.500000% 04/23/2028
N/A
3905000.00000000
PA
USD
3901095.00000000
0.356009388130
Long
DBT
NUSS
QA
N
2
2028-04-23
Fixed
4.50000000
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
785060.29000000
0.071643688115
Long
DBT
CORP
CO
Y
2
2024-09-10
Fixed
7.62500000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
BRK: GOLDMAN SACHS INTERNATIONAL PAY: 10.27% FIXED
N/A
6572537090.00000000
NC
-20098.11000000
-0.00183413012
N/A
DIR
CO
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Y
2025-06-05
0.00000000
COP
0.00000000
COP
-6572537090.00000000
COP
-20098.11000000
N
N
N
JP Morgan Securities PLC
K6Q0W1PS1L1O4IQL9C32
BRK: JP MORGAN SECURITIES PLC PAY: 10.2905% FIXED
N/A
5000000000.00000000
NC
-15993.50000000
-0.00145954819
N/A
DIR
CO
N
2
JP Morgan Securities PLC
K6Q0W1PS1L1O4IQL9C32
Y
2025-06-07
0.00000000
COP
0.00000000
COP
-5000000000.00000000
COP
-15993.50000000
N
N
N
Republika Srbija
254900W94OCY91V32O78
REPUBLIC OF SERBIA 1.650000% 03/03/2033
N/A
522000.00000000
PA
420704.05000000
0.038392961828
Long
DBT
NUSS
RS
N
2
2033-03-03
Fixed
1.65000000
N
N
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
REPUBLIC OF PERU 6.850000% 02/12/2042
715638BL5
613000.00000000
PA
157053.05000000
0.014332478505
Long
DBT
NUSS
PE
N
2
2042-02-12
Fixed
6.85000000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 2.000000% 04/14/2033
N/A
1385000.00000000
PA
1146199.57000000
0.104600838377
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
200000.00000000
PA
USD
196008.80000000
0.017887534898
Long
DBT
NUSS
KZ
N
2
2030-04-24
Fixed
5.37500000
N
N
N
N
N
N
The Commonwealth of The Bahamas
549300W13SXC7EKNJC20
COMMONWEALTH OF BAHAMAS 6.000000% 11/21/2028
P06518AG2
540000.00000000
PA
USD
484372.41000000
0.044203262240
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
850000.00000000
PA
791771.52000000
0.072256147152
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
6463276.65000000
0.589831102674
Long
DBT
NUSS
MY
N
2
2034-07-05
Fixed
3.82800000
N
N
N
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: IDR/USD SETTLE 2024-04-24
N/A
1.00000000
NC
-10026.45000000
-0.00091500215
N/A
DFE
ID
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
1296360.11000000
USD
20422857156.00000000
IDR
2024-04-24
-10026.45000000
N
N
N
CITIGROUP GLOBAL MARKETS INC.
6SHGI4ZSSLCXXQSBB395
BRK: CITIGROUP PAY: BRAZIL CETIP DI INTERBANK DEPO
N/A
21130508.80000000
NC
-6221.60000000
-0.00056777597
N/A
DIR
BR
N
2
CITIGROUP GLOBAL MARKETS INC.
6SHGI4ZSSLCXXQSBB395
Y
2026-01-02
0.00000000
BRL
0.00000000
BRL
-21130508.80000000
BRL
-6221.60000000
N
N
N
GOLDMAN SACHS & CO. LLC
KD3XUN7C6T14HNAYLU02
BRK:GOLDMAN SACHE PAY: 3.7025 % FIXED
N/A
30600000.00000000
NC
3952.16000000
0.000360669520
N/A
DIR
CZ
N
2
GOLDMAN SACHS & CO. LLC
KD3XUN7C6T14HNAYLU02
Y
2034-01-26
0.00000000
CZK
0.00000000
CZK
-30600000.00000000
CZK
3952.16000000
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT BOND 3.000000% 10/27/2038
N/A
707840000.00000000
PA
1283534.69000000
0.117133881546
Long
DBT
NUSS
HU
N
2
2038-10-27
Fixed
3.00000000
N
N
N
N
N
N
BNP PARIBAS
74KKBLHM4AWY05GPNY79
FX Forward Contract: THB/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-26697.23000000
-0.00243635812
N/A
DFE
TH
N
2
BNP PARIBAS
74KKBLHM4AWY05GPNY79
1333141.95000000
USD
47342537.00000000
THB
2024-06-20
-26697.23000000
N
N
N
HONG KONG DOLLAR
N/A
FX Forward Contract: HKD/USD SETTLE 2024-04-10
N/A
1.00000000
NC
-1108.07000000
-0.00010112117
N/A
DFE
HK
N
2
HONG KONG DOLLAR
N/A
640252.25000000
USD
5000000.00000000
HKD
2024-04-10
-1108.07000000
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVERNMENT BOND 3.270000% 11/19/2030
N/A
3100000.00000000
PA
453952.57000000
0.041427183056
Long
DBT
NUSS
CN
N
2
2030-11-19
Fixed
3.27000000
N
N
N
N
N
N
Merrill Lynch
GGDZP1UYGU9STUHRDP48
BRK: BOFA MERRILL LYNCH PAY: WIBR6M - GPW BENCHMARK
N/A
27500000.00000000
NC
-39650.15000000
-0.00361842652
N/A
DIR
PL
N
2
Merrill Lynch
GGDZP1UYGU9STUHRDP48
Y
2025-08-01
491.00000000
PLN
0.00000000
PLN
-27500000.00000000
PLN
-40141.15000000
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
PERU GOVERNMENT BOND 144A 7.300000% 08/12/2033
N/A
1247000.00000000
PA
336754.69000000
0.030731840966
Long
DBT
NUSS
PE
Y
2
2033-08-12
Fixed
7.30000000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA 4.125000% 02/22/2042
195325EA9
2216000.00000000
PA
USD
1495281.23000000
0.136457624276
Long
DBT
NUSS
CO
N
2
2042-02-22
Fixed
4.12500000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
213800IQAOC5HG62T347
FX Forward Contract: EUR/USD SETTLE 2024-04-03
N/A
1.00000000
NC
-3564.93000000
-0.00032533136
N/A
DFE
XX
N
2
BARCLAYS CAPITAL INC.
213800IQAOC5HG62T347
487200.03000000
USD
447779.00000000
EUR
2024-04-03
-3564.93000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: USD/ZAR SETTLE 2024-05-13
N/A
1.00000000
NC
USD
-1048.00000000
-0.00009563925
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
6934000.00000000
ZAR
363966.46000000
USD
2024-05-13
-1048.00000000
N
N
N
Republica de Mocambique
213800759WLKYIKPER73
REPUBLIC OF MOZAMBIQUE 9.000000% 09/15/2031
N/A
200000.00000000
PA
USD
170356.00000000
0.015546490235
Long
DBT
NUSS
MZ
N
2
2031-09-15
Fixed
9.00000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
213800IQAOC5HG62T347
FX Forward Contract: EUR/CZK SETTLE 2024-06-20
N/A
1.00000000
NC
1899.85000000
0.000173378099
N/A
DFE
XX
N
2
BARCLAYS CAPITAL INC.
213800IQAOC5HG62T347
18986401.00000000
CZK
750618.85000000
EUR
2024-06-20
1899.85000000
N
N
N
Gobierno de Chile
549300FLZTJM5YJF8D34
REPUBLIC OF CHILE 2.450000% 01/31/2031
168863DP0
327000.00000000
PA
USD
279489.84000000
0.025505917422
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/PLN SETTLE 2024-06-20
N/A
1.00000000
NC
USD
60234.78000000
0.005496955898
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
14340000.00000000
PLN
3654434.25000000
USD
2024-06-20
60234.78000000
N
N
N
INDIA RUPEE
N/A
FX Forward Contract: INR/USD SETTLE 2024-05-02
N/A
1.00000000
NC
-325.37000000
-0.00002969288
N/A
DFE
IN
N
2
INDIA RUPEE
N/A
984605.03000000
USD
82103260.00000000
INR
2024-05-02
-325.37000000
N
N
N
Gobierno de la Republica de Panama
549300SHS4T08CL0LP14
REPUBLIC OF PANAMA 4.500000% 04/16/2050
698299BH6
735000.00000000
PA
USD
495213.83000000
0.045192637608
Long
DBT
NUSS
PA
N
2
2050-04-16
Fixed
4.50000000
N
N
N
N
N
N
Republic of the Philippines
529900RAHBALMYIJ3T08
PHILIPPINE GOVERNMENT 6.625000% 08/17/2033
N/A
10540000.00000000
PA
192159.98000000
0.017536296066
Long
DBT
NUSS
PH
N
2
2033-08-17
Fixed
6.62500000
N
N
N
N
N
N
JP MORGAN CHASE BANK N.A.
984500653R409CC5AB28
BRK - JPMORGAN CHASE BANK REC - 11.055%
N/A
12933235.00000000
NC
49433.81000000
0.004511271950
N/A
DIR
BR
N
2
JP MORGAN CHASE BANK N.A.
984500653R409CC5AB28
Y
2026-01-02
0.00000000
BRL
0.00000000
BRL
-12933235.00000000
BRL
49433.81000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 2.632000% 04/15/2031
N/A
11444000.00000000
PA
2246873.32000000
0.205047043422
Long
DBT
NUSS
MY
N
2
2031-04-15
Fixed
2.63200000
N
N
N
N
N
N
BNP Paribas
74KKBLHM4AWY05GPNY79
BRK: BNP PARIBAS PAY: 1-DAY BRL - CETIP
N/A
7697191.00000000
NC
50588.83000000
0.004616677731
N/A
DIR
BR
N
2
BNP Paribas
74KKBLHM4AWY05GPNY79
Y
2026-01-02
0.00000000
BRL
0.00000000
BRL
-7697191.00000000
BRL
50588.83000000
N
N
N
Ceska republika
3157007EFDLQABN47912
CZECH REPUBLIC 6.200000% 06/16/2031
N/A
12770000.00000000
PA
626200.70000000
0.057146346872
Long
DBT
NUSS
CZ
N
2
2031-06-16
Fixed
6.20000000
N
N
N
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
FED REPUBLIC OF BRAZIL 4.750000% 01/14/2050
105756CB4
1005000.00000000
PA
USD
752295.53000000
0.068653614261
Long
DBT
NUSS
BR
N
2
2050-01-14
Fixed
4.75000000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEX BONOS DESARR FIX RT 8.500000% 11/18/2038
N/A
63086700.00000000
PA
3533308.75000000
0.322445643124
Long
DBT
NUSS
MX
N
2
2038-11-18
Fixed
8.50000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/UGX SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-6964.85000000
-0.00063560410
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
2535698787.00000000
UGX
637110.25000000
USD
2024-06-20
-6964.85000000
N
N
N
MORGAN STANLEY & CO, INC
9R7GPTSO7KV3UQJZQ078
FX Forward Contract: USD/COP SETTLE 2024-04-26
N/A
1.00000000
NC
USD
-5277.91000000
-0.00048165592
N/A
DFE
US
N
2
MORGAN STANLEY & CO, INC
9R7GPTSO7KV3UQJZQ078
930000000.00000000
COP
234386.81000000
USD
2024-04-26
-5277.91000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/COP SETTLE 2024-05-02
N/A
1.00000000
NC
USD
-17716.11000000
-0.00161675157
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1716167927.00000000
COP
424411.65000000
USD
2024-05-02
-17716.11000000
N
N
N
Republica Argentina
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA 0.750000% 07/09/2030
040114HS2
6086000.00000000
PA
USD
3190889.80000000
0.291196888384
Long
DBT
NUSS
AR
N
2
2030-07-09
Fixed
0.75000000
N
N
N
N
N
N
Emirate of Sharjah
254900ZNL8O3F1CLJO24
FINANCE DEPARTMENT GOVERNMENT OF SHARJAH MTN 6.125000% 03/06/2036
38381CAF9
566000.00000000
PA
USD
570229.15000000
0.052038448380
Long
DBT
NUSS
AE
Y
2
2036-03-06
Fixed
6.12500000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 6.000000% 04/28/2028
N/A
7877700000.00000000
PA
1807957.88000000
0.164992131343
Long
DBT
NUSS
CO
N
2
2028-04-28
Fixed
6.00000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 6.375000% 08/15/2028
N/A
4416000000.00000000
PA
276638.52000000
0.025245709278
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
336793.63000000
0.030735394586
Long
DBT
NUSS
NG
N
2
2029-03-24
Fixed
8.37500000
N
N
N
N
N
N
UZAUTO MOTORS Joint Stock Company
25490082QA3E2MKBZI88
UZAUTO MOTORS AJ 144A 4.850000% 05/04/2026
46653NAA0
1310000.00000000
PA
USD
1209523.00000000
0.110379660879
Long
DBT
NUSS
UZ
Y
2
2026-05-04
Fixed
4.85000000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA 8.000000% 04/20/2033
195325EF8
576000.00000000
PA
USD
608101.03000000
0.055494592059
Long
DBT
NUSS
CO
N
2
2033-04-20
Fixed
8.00000000
N
N
N
N
N
N
Joint Stock Company National Company KazMunayGas
2138001H1M69RFJCSH88
KAZMUNAYGAS NATIONAL CO JSC 144A 6.375000% 10/24/2048
48667QAS4
1254000.00000000
PA
USD
1169101.69000000
0.106690859186
Long
DBT
NUSS
KZ
Y
2
2048-10-24
Fixed
6.37500000
N
N
N
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-04-12
N/A
1.00000000
NC
-3381.65000000
-0.00030860544
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
750160.18000000
USD
62285800.00000000
INR
2024-04-12
-3381.65000000
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
REPUBLIC OF INDONESIA 5.650000% 01/11/2053
455780DS2
2554000.00000000
PA
USD
2668747.34000000
0.243546775351
Long
DBT
NUSS
ID
N
2
2053-01-11
Fixed
5.65000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
REPUBLIC OF INDONESIA 4.700000% 02/10/2034
455780DU7
338000.00000000
PA
USD
330084.03000000
0.030123084301
Long
DBT
NUSS
ID
N
2
2034-02-10
Fixed
4.70000000
N
N
N
N
N
N
BNP PARIBAS
74KKBLHM4AWY05GPNY79
FX Forward Contract: THB/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-32007.41000000
-0.00292095897
N/A
DFE
TH
N
2
BNP PARIBAS
74KKBLHM4AWY05GPNY79
1898357.05000000
USD
67632197.00000000
THB
2024-06-20
-32007.41000000
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
POLAND GOVERNMENT BOND 1.750000% 04/25/2032
N/A
833000.00000000
PA
160091.00000000
0.014609718285
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
87750304.00000000
PA
3241009.31000000
0.295770736518
Long
DBT
NUSS
ZA
N
2
2044-01-31
Fixed
8.75000000
N
N
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
PERU BONO SOBERANO 6.9% 08/12/2037
P87324BE1
3889000.00000000
PA
995914.31000000
0.090885980509
Long
DBT
NUSS
PE
N
2
2037-08-12
Fixed
6.90000000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
GHANA GOVERNMENT BOND 8.950000% 02/11/2031
N/A
6440211.00000000
PA
211296.07000000
0.019282633361
Long
DBT
NUSS
GH
N
2
2031-02-11
Fixed
8.95000000
N
N
Y
N
N
N
Ceska republika
3157007EFDLQABN47912
CZECH REPUBLIC 4.900000% 04/14/2034
N/A
2090000.00000000
PA
95970.57000000
0.008758162491
Long
DBT
NUSS
CZ
N
2
2034-04-14
Fixed
4.90000000
N
N
N
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Credit Default Swap
CDS984WV0
4800000.00000000
NC
USD
-16891.55000000
-0.00154150318
N/A
DCR
US
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Y
2029-06-20
0.00000000
USD
-9354.09000000
USD
4800000.00000000
USD
-7537.46000000
N
N
N
Republic of Iraq
2549004N3P710UQ9X454
REPUBLIC OF IRAQ 5.800000% 01/15/2028
M82152AA3
305000.00000000
PA
USD
286968.40000000
0.026188402101
Long
DBT
NUSS
IQ
N
2
2028-01-15
Fixed
5.80000000
N
N
N
N
N
N
NWD (MTN) LIMITED
254900STSWBVJ5FV9O74
NWD MTN LTD 4.125000% 07/18/2029
N/A
355000.00000000
PA
USD
270177.84000000
0.024656115143
Long
DBT
NUSS
HK
N
2
2029-07-18
Fixed
4.12500000
N
N
N
N
N
N
INDONESIA RUPIAH
N/A
FX Forward Contract: IDR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-8604.33000000
-0.00078522113
N/A
DFE
ID
N
2
INDONESIA RUPIAH
N/A
442421.13000000
USD
6900000000.00000000
IDR
2024-06-20
-8604.33000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CLP SETTLE 2024-04-04
N/A
1.00000000
NC
USD
23020.04000000
0.002100782050
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1444416472.00000000
CLP
1495526.08000000
USD
2024-04-04
23020.04000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZMW SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-13583.94000000
-0.00123965455
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
6896700.00000000
ZMW
256382.90000000
USD
2024-06-20
-13583.94000000
N
N
N
THE ISRAEL ELECTRIC CORP. LTD.
254900JW7GE35YNJGJ55
ISRAEL ELECTRIC CORP LTD 8.100000% 12/15/2096
M60170AC7
1400000.00000000
PA
USD
1590299.20000000
0.145128853600
Long
DBT
NUSS
IL
N
2
2096-12-15
Fixed
8.10000000
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
287479.56000000
0.026235049968
Long
DBT
NUSS
PA
N
2
2054-03-28
Fixed
6.85300000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
UNITED MEXICAN STATES 6.000000% 05/07/2036
91087BAZ3
948000.00000000
PA
USD
949949.34000000
0.086691270858
Long
DBT
NUSS
MX
N
2
2036-05-07
Fixed
6.00000000
N
N
N
N
N
N
MC Brazil Downstream Trading S.a r.l.
213800T2A7R9TYNXZI63
MC BRAZIL DOWNSTREAM TRADING SARL 144A 7.250000% 06/30/2031
55292WAA8
850909.76080000
PA
USD
770347.58000000
0.070301023329
Long
DBT
NUSS
BR
Y
2
2031-06-30
Fixed
7.25000000
N
N
N
N
N
N
Transjamaican Highway Limited
254900AWJ3QIGYQ04W45
TRANSJAMAICAN HIGHWAY LTD 5.750000% 10/10/2036
P92649AA3
590174.28860000
PA
USD
522304.25000000
0.047664877799
Long
DBT
NUSS
JM
N
2
2036-10-10
Fixed
5.75000000
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
381551.09000000
0.034819908280
Long
DBT
NUSS
EG
N
2
2030-04-16
Fixed
5.62500000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
GHANA GOVERNMENT BOND 10.000000% 02/02/2038
N/A
517846.00000000
PA
14408.67000000
0.001314918449
Long
DBT
NUSS
GH
N
2
2038-02-02
Fixed
10.00000000
N
N
Y
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY 6.125000% 05/22/2028
N/A
1894000.00000000
PA
USD
1939092.35000000
0.176959310412
Long
DBT
NUSS
HU
N
2
2028-05-22
Fixed
6.12500000
N
N
N
N
N
N
Samarco Mineracao S.A. - em Recuperacao Judicial
529900U8HKV15GJC4O60
SAMARCO MINERACAO SA 9.500000% 06/30/2031
P8405QAA7
400000.00000000
PA
USD
361009.01000000
0.032945261973
Long
DBT
NUSS
BR
N
2
2031-06-30
Fixed
9.50000000
N
N
Y
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
REPUBLIC OF PERU 3.600000% 01/15/2072
715638DW9
1200000.00000000
PA
USD
793500.00000000
0.072413886224
Long
DBT
NUSS
PE
N
2
2072-01-15
Fixed
3.60000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2024-04-03
N/A
1.00000000
NC
USD
752.53000000
0.000068675011
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
296964.53000000
EUR
321496.62000000
USD
2024-04-03
752.53000000
N
N
N
Gobierno de la Republica de Panama
549300SHS4T08CL0LP14
REPUBLIC OF PANAMA 6.400000% 02/14/2035
698299BT0
1562000.00000000
PA
USD
1473480.01000000
0.134468070319
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
1893398.53000000
0.172789345594
Long
DBT
NUSS
PL
N
2
2026-07-25
Fixed
2.50000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: PHP/USD SETTLE 2024-04-15
N/A
1.00000000
NC
-19785.12000000
-0.00180556701
N/A
DFE
PH
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
2384554.25000000
USD
132907900.00000000
PHP
2024-04-15
-19785.12000000
N
N
N
Republic of Iraq
2549004N3P710UQ9X454
REPUBLIC OF IRAQ 5.800000% 01/15/2028
M82152AA3
962500.00000000
PA
USD
905597.00000000
0.082643727943
Long
DBT
NUSS
IQ
N
2
2028-01-15
Fixed
5.80000000
N
N
N
N
N
N
Republic of Kazakhstan
5493007OEK8EF02UO833
REPUBLIC OF KAZAKHSTAN 4.875000% 10/14/2044
N/A
1517000.00000000
PA
USD
1442864.21000000
0.131674108053
Long
DBT
NUSS
KZ
N
2
2044-10-14
Fixed
4.87500000
N
N
N
N
N
CSN Resources S.A.
222100ZEX458NMOXZP08
CSN RESOURCES SA 144A 4.625000% 06/10/2031
12644VAD0
416000.00000000
PA
USD
341226.83000000
0.031139963257
Long
DBT
NUSS
BR
Y
2
2031-06-10
Fixed
4.62500000
N
N
N
N
N
N
Republica de Costa Rica
549300S1EK2VN6XVJP58
COSTA RICA GOVERNMENT INTERNATIONAL BOND 144A 6.550000% 04/03/2034
221597CR6
1044000.00000000
PA
USD
1079368.35000000
0.098501899044
Long
DBT
NUSS
CR
Y
2
2034-04-03
Fixed
6.55000000
N
N
N
N
N
N
CITIGROUP GLOBAL MARKETS INC.
6SHGI4ZSSLCXXQSBB395
BROKER: CITIGROUP PAY: 2.8 FIXED
N/A
86000000.00000000
NC
-44593.01000000
-0.00406950617
N/A
DIR
TH
N
2
CITIGROUP GLOBAL MARKETS INC.
6SHGI4ZSSLCXXQSBB395
Y
2034-03-20
0.00000000
THB
-24240.96000000
THB
-86000000.00000000
THB
-20352.05000000
N
N
N
Gobierno de la Republica Dominicana
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC 11.250000% 09/15/2035
25714PEW4
30550000.00000000
PA
556156.76000000
0.050754218452
Long
DBT
NUSS
DO
Y
2
2035-09-15
Fixed
11.25000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 6.375000% 08/15/2028
N/A
15307000000.00000000
PA
958900.76000000
0.087508167026
Long
DBT
NUSS
ID
N
2
2028-08-15
Fixed
6.37500000
N
N
N
N
N
N
Republique du Senegal
549300NP14ZLQGWIUZ97
REPUBLIC OF SENEGAL 5.375000% 06/08/2037
N/A
400000.00000000
PA
313285.02000000
0.028590026205
Long
DBT
NUSS
SN
N
2
2037-06-08
Fixed
5.37500000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIA GOVERNMENT BOND 8.750000% 10/30/2028
N/A
2015000.00000000
PA
480050.04000000
0.043808807786
Long
DBT
NUSS
RO
N
2
2028-10-30
Fixed
8.75000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: USD/PEN SETTLE 2024-04-17
N/A
1.00000000
NC
USD
263.83000000
0.000024076818
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
304700.00000000
PEN
82162.60000000
USD
2024-04-17
263.83000000
N
N
N
BARCLAYS CAPITAL INC.
213800IQAOC5HG62T347
FX Forward Contract: EUR/HUF SETTLE 2024-05-13
N/A
1.00000000
NC
-1928.14000000
-0.00017595981
N/A
DFE
XX
N
2
BARCLAYS CAPITAL INC.
213800IQAOC5HG62T347
299218462.00000000
HUF
754604.61000000
EUR
2024-05-13
-1928.14000000
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 6.350000% 02/12/2048
P78625DE0
678000.00000000
PA
USD
432373.89000000
0.039457937841
Long
DBT
NUSS
MX
N
2
2048-02-12
Fixed
6.35000000
N
N
N
N
N
N
Ukraine
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT 7.750000% 09/01/2028
N/A
2383000.00000000
PA
USD
773167.21000000
0.070558339480
Long
DBT
NUSS
UA
N
2
2028-09-01
Fixed
7.75000000
N
Y
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/UGX SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-7675.84000000
-0.00070048822
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1778826965.00000000
UGX
444151.55000000
USD
2024-06-20
-7675.84000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/THB SETTLE 2024-04-22
N/A
1.00000000
NC
USD
8485.32000000
0.000774360424
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
28831674.00000000
THB
800079.75000000
USD
2024-04-22
8485.32000000
N
N
N
Royaume du Maroc
529900F3MBW9XY5K1X07
MOROCCO GOVERNMENT INTERNATIONAL BOND 144A 5.950000% 03/08/2028
617726AN4
1042000.00000000
PA
USD
1052336.64000000
0.096035016659
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
85546.46000000
0.007806870348
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
667000.00000000
PA
USD
571927.49000000
0.052193436911
Long
DBT
NUSS
BR
N
2
2047-02-21
Fixed
5.62500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/IDR SETTLE 2024-06-20
N/A
1.00000000
NC
USD
15861.05000000
0.001447460957
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
43681333370.00000000
IDR
2762193.84000000
USD
2024-06-20
15861.05000000
N
N
N
JP MORGAN CHASE BANK N.A.
984500653R409CC5AB28
BRK: JPMORGAN CHASE BANK PAY: MXN-TIIE-BANXICO 28D
N/A
241000000.00000000
NC
-119282.07000000
-0.01088554284
N/A
DIR
MX
N
2
JP MORGAN CHASE BANK N.A.
984500653R409CC5AB28
Y
2025-07-18
0.00000000
MXN
0.00000000
MXN
-241000000.00000000
MXN
-119282.07000000
N
N
N
ESKOM HOLDINGS SOC LIMITED
3789001900ED06F65111
ESKOM HOLDINGS SOC LTD MTN 7.500000% 09/15/2033
N/A
35000000.00000000
PA
1289719.90000000
0.117698336610
Long
DBT
NUSS
ZA
N
2
2033-09-15
Fixed
7.50000000
N
N
N
N
N
N
Turkiye Cumhuriyeti
5493000PCHOG3B6S3Q85
REPUBLIC OF TURKIYE 7.625000% 05/15/2034
900123DK3
2367000.00000000
PA
USD
2372917.50000000
0.216549688551
Long
DBT
NUSS
TR
N
2
2034-05-15
Fixed
7.62500000
N
N
N
N
N
N
Merrill Lynch
GGDZP1UYGU9STUHRDP48
BRK: BOFA MERRILL LYNCH PAY: 4.705 % FIXED
N/A
11650000.00000000
NC
52535.19000000
0.004794300279
N/A
DIR
PL
N
2
Merrill Lynch
GGDZP1UYGU9STUHRDP48
Y
2033-08-01
1179.97000000
PLN
0.00000000
PLN
-11650000.00000000
PLN
51355.22000000
N
N
N
Turkiye Cumhuriyeti
5493000PCHOG3B6S3Q85
REPUBLIC OF TURKIYE 7.375000% 02/05/2025
900123AW0
253000.00000000
PA
USD
256448.39000000
0.023403181519
Long
DBT
NUSS
TR
N
2
2025-02-05
Fixed
7.37500000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 4.504000% 04/30/2029
N/A
4500000.00000000
PA
988064.61000000
0.090169626025
Long
DBT
NUSS
MY
N
2
2029-04-30
Fixed
4.50400000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 6.625000% 06/15/2035
706451BG5
1550000.00000000
PA
USD
1175871.39000000
0.107308654127
Long
DBT
NUSS
MX
N
2
2035-06-15
Fixed
6.62500000
N
N
N
N
N
N
Republique de Cote d'Ivoire
254900ICW11T82O6H590
IVORY COAST 6.625000% 03/22/2048
N/A
1879000.00000000
PA
1649647.26000000
0.150544888464
Long
DBT
NUSS
CI
N
2
2048-03-22
Fixed
6.62500000
N
N
N
N
N
N
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
FX Forward Contract: TRY/USD SETTLE 2025-03-19
N/A
1.00000000
NC
4724.21000000
0.000431125904
N/A
DFE
TR
N
2
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
130494.81000000
USD
6375976.59000000
TRY
2025-03-19
4724.21000000
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
ASIAN DEVELOPMENT BANK MTN ZERO COUPON 04/20/2043
ZL9623907
7000000.00000000
PA
71028.62000000
0.006481989171
Long
DBT
NUSS
XX
N
2
2043-04-20
Fixed
0.00000000
N
N
N
N
N
N
JP MORGAN CHASE BANK N.A.
984500653R409CC5AB28
BRK - JPMORGAN CHASE BANK NA PAY - 6M PRAGUE INTERBANK OFFER RATE (PRIBOR)
N/A
25840243.00000000
NC
219.22000000
0.000020005761
N/A
DIR
CZ
N
2
JP MORGAN CHASE BANK N.A.
984500653R409CC5AB28
Y
2029-01-10
0.00000000
CZK
0.00000000
CZK
-25840243.00000000
CZK
219.22000000
N
N
N
Kingdom of Saudi Arabia
635400FMICXSM3SI3H65
SAUDI GOVERNMENT INTERNATIONAL BOND MTN 5.000000% 01/18/2053
N/A
2900000.00000000
PA
USD
2589874.00000000
0.236348886165
Long
DBT
NUSS
SA
N
2
2053-01-18
Fixed
5.00000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2024-06-04
N/A
1.00000000
NC
USD
1688.08000000
0.000154052215
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
2150000.00000000
BRL
428676.25000000
USD
2024-06-04
1688.08000000
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
BONOS DE TESORERIA 6.350000% 08/12/2028
N/A
1137000.00000000
PA
312944.70000000
0.028558968998
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
3600408.80000000
0.328569115571
Long
DBT
NUSS
PL
N
2
2028-07-25
Fixed
7.50000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: RON/EUR SETTLE 2024-04-18
N/A
1.00000000
NC
5786.07000000
0.000528030012
N/A
DFE
RO
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
1045789.31000000
EUR
5227136.80000000
RON
2024-04-18
5786.07000000
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
258802.50000000
0.023618014857
Long
DBT
NUSS
PG
Y
2
2028-10-04
Fixed
8.37500000
N
N
N
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVERNMENT BOND 3.810000% 09/14/2050
N/A
3100000.00000000
PA
521445.12000000
0.047586474596
Long
DBT
NUSS
CN
N
2
2050-09-14
Fixed
3.81000000
N
N
N
N
N
N
Republica de Costa Rica
549300S1EK2VN6XVJP58
COSTA RICA GOVERNMENT INTERNATIONAL BOND 144A 7.300000% 11/13/2054
221597CV7
922000.00000000
PA
USD
978313.39000000
0.089279741040
Long
DBT
NUSS
CR
Y
2
2054-11-13
Fixed
7.30000000
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
678140.00000000
0.061886266924
Long
DBT
NUSS
NG
N
2
2038-02-23
Fixed
7.69600000
N
N
N
N
N
N
MALAYSIAN RINGGIT
N/A
FX Forward Contract: MYR/USD SETTLE 2024-04-12
N/A
1.00000000
NC
-9927.94000000
-0.00090601224
N/A
DFE
MY
N
2
MALAYSIAN RINGGIT
N/A
788118.62000000
USD
3688868.00000000
MYR
2024-04-12
-9927.94000000
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEXICO GOVERNMENT INTERNATIONAL BOND MTN 5.625000% 03/19/2114
N/A
5200000.00000000
PA
5050229.28000000
0.460878044726
Long
DBT
NUSS
MX
N
2
2114-03-19
Fixed
5.62500000
N
N
N
N
N
N
Republica de Angola
549300QHR2R3J8JSGK83
REPUBLIC OF ANGOLA 9.375000% 05/08/2048
N/A
1670000.00000000
PA
USD
1437636.20000000
0.131197005947
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
241560.00000000
0.022044484381
Long
DBT
NUSS
AZ
N
2
2029-09-01
Fixed
5.12500000
N
N
N
N
N
N
MALAYSIAN RINGGIT
N/A
FX Forward Contract: MYR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-49552.56000000
-0.00452210893
N/A
DFE
MY
N
2
MALAYSIAN RINGGIT
N/A
2639724.85000000
USD
12280000.00000000
MYR
2024-06-20
-49552.56000000
N
N
N
SHIMAO GROUP HOLDINGS LIMITED
254900WTJ6B5CU69ZD26
SHIMAO GROUP HOLDINGS LTD 5.200000% 01/30/2025
N/A
1406000.00000000
PA
USD
45695.00000000
0.004170072502
Long
DBT
NUSS
CN
N
2
2025-01-30
Fixed
5.20000000
Y
N
N
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
51756.54000000
0.004723241586
N/A
DFE
MX
N
2
MEXICAN PESO
N/A
3558187.85000000
USD
60760000.00000000
MXN
2024-06-20
51756.54000000
N
N
N
Republic of South Africa
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA 9.000000% 01/31/2040
N/A
100310696.00000000
PA
3907276.75000000
0.356573527439
Long
DBT
NUSS
ZA
N
2
2040-01-31
Fixed
9.00000000
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
1605577.56000000
0.146523138947
Long
DBT
NUSS
MX
N
2
2042-11-13
Fixed
7.75000000
N
N
N
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.899000% 11/16/2027
N/A
8750000.00000000
PA
1872315.02000000
0.170865289017
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
263165.94000000
0.024016217312
Long
DBT
NUSS
RO
N
2
2031-04-28
Fixed
7.35000000
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
121550.00000000
0.011092511494
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
737195.74000000
0.067275625005
Long
DBT
NUSS
MY
N
2
2028-06-01
Fixed
4.68700000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
GHANA GOVERNMENT BOND 8.800000% 02/12/2030
N/A
9253992.00000000
PA
325988.25000000
0.029749308186
Long
DBT
NUSS
GH
N
2
2030-02-12
Fixed
8.80000000
N
N
N
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/EUR SETTLE 2024-04-03
N/A
1.00000000
NC
-410.13000000
-0.00003742798
N/A
DFE
PA
N
2
POLISH ZLOTY
N/A
722169.72000000
EUR
3108789.00000000
PLN
2024-04-03
-410.13000000
N
N
N
Republica Argentina
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA 1.000000% 07/09/2029
040114HX1
980000.00000000
PA
USD
527534.00000000
0.048142138696
Long
DBT
NUSS
AR
N
2
2029-07-09
Fixed
1.00000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: RON/EUR SETTLE 2024-04-18
N/A
1.00000000
NC
4196.69000000
0.000382985043
N/A
DFE
RO
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
717980.38000000
EUR
3589691.54000000
RON
2024-04-18
4196.69000000
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
PERU GOVERNMENT BOND 144A 7.300000% 08/12/2033
N/A
5696000.00000000
PA
1538215.48000000
0.140375753948
Long
DBT
NUSS
PE
Y
2
2033-08-12
Fixed
7.30000000
N
N
N
N
N
N
BAPCO ENERGIES B.S.C CLOSED
549300OBH16L6TS6IW50
BAPCO ENERGIES BSCC 8.375000% 11/07/2028
N/A
200000.00000000
PA
USD
214544.80000000
0.019579108679
Long
DBT
NUSS
BH
N
2
2028-11-07
Fixed
8.37500000
N
N
N
N
N
N
Banque Centrale de Tunisie
254900B5LFB16S9T2T11
TUNISIAN REPUBLIC 6.375000% 07/15/2026
N/A
377000.00000000
PA
341788.96000000
0.031191262586
Long
DBT
NUSS
TN
N
2
2026-07-15
Fixed
6.37500000
N
N
N
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: BRL/USD SETTLE 2024-05-20
N/A
1.00000000
NC
-7537.07000000
-0.00068782423
N/A
DFE
BR
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
6160596.48000000
USD
30940363.68000000
BRL
2024-05-20
-7537.07000000
N
N
N
N/A
N/A
UAH CURRENCY FV PLACEHOLDER VALUED AT BROKER QUOTE AVERAGE FROM NINETY ONE
N/A
3449656.48000000
PA
60037.12000000
0.005478917677
Long
DBT
NUSS
UA
N
2
2025-02-26
Fixed
15.84000000
Y
N
N
N
N
N
Republic of Zambia
213800DMLAZ6LGMMD849
ZAMBIA GOVERNMENT BOND 13.000000% 01/25/2031
N/A
47042000.00000000
PA
1225412.67000000
0.111829733665
Long
DBT
NUSS
ZM
N
2
2031-01-25
Fixed
13.00000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT TREASURY BILL ZERO COUPON 12/17/2024
N/A
141050000.00000000
PA
2496973.54000000
0.227870898338
Long
DBT
NUSS
EG
N
2
2024-12-17
Fixed
0.00000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
213800IQAOC5HG62T347
FX Forward Contract: KRW/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-66800.97000000
-0.00609617875
N/A
DFE
KR
N
2
BARCLAYS CAPITAL INC.
213800IQAOC5HG62T347
4856499.73000000
USD
6432579582.00000000
KRW
2024-06-20
-66800.97000000
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
REPUBLIC OF PERU 1.950000% 11/17/2036
715638DX7
1550000.00000000
PA
1292590.15000000
0.117960272283
Long
DBT
NUSS
PE
N
2
2036-11-17
Fixed
1.95000000
N
N
N
N
N
N
Gobierno de la Republica de Panama
549300SHS4T08CL0LP14
REPUBLIC OF PANAMA 2.252000% 09/29/2032
698299BN3
400000.00000000
PA
USD
285280.93000000
0.026034405554
Long
DBT
NUSS
PA
N
2
2032-09-29
Fixed
2.25200000
N
N
N
N
N
N
Bundesrepublik Deutschland
N/A
EURO-BUXL 30Y BND JUN24 FINANCIAL COMMODITY FUTURE.
N/A
-20.00000000
NC
-2933267.09000000
-0.26768653978
N/A
DIR
DE
N
1
EURO-BUXL 30Y BND JUN24
N/A
Short
Germany Govt. Bond Futures
EURO BUXL 30Y BND Jun 2024
2024-06-09
-2886290.98000000
EUR
-46976.11000000
N
N
N
The Hashemite Kingdom of Jordan
5493000JZ4MYPVMBVN50
KINGDOM OF JORDAN 7.375000% 10/10/2047
N/A
200000.00000000
PA
USD
176140.40000000
0.016074367845
Long
DBT
NUSS
JO
N
2
2047-10-10
Fixed
7.37500000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
REPUBLIC OF GHANA 8.875000% 05/07/2042
N/A
1105000.00000000
PA
USD
558025.00000000
0.050924711859
Long
DBT
NUSS
GH
N
2
2042-05-07
Fixed
8.87500000
Y
N
N
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2024-05-13
N/A
1.00000000
NC
98.20000000
0.000008961617
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
375233.95000000
USD
7130000.00000000
ZAR
2024-05-13
98.20000000
N
N
N
Federal Republic of Nigeria
549300GSBZD84TNEQ285
REPUBLIC OF NIGERIA 7.875000% 02/16/2032
N/A
923000.00000000
PA
USD
834650.44000000
0.076169227472
Long
DBT
NUSS
NG
N
2
2032-02-16
Fixed
7.87500000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
213800IQAOC5HG62T347
FX Forward Contract: EUR/USD SETTLE 2024-04-03
N/A
1.00000000
NC
-4056.86000000
-0.00037022432
N/A
DFE
XX
N
2
BARCLAYS CAPITAL INC.
213800IQAOC5HG62T347
315927.56000000
USD
288749.00000000
EUR
2024-04-03
-4056.86000000
N
N
N
TURKISH LIRA
N/A
FX Forward Contract: TRY/USD SETTLE 2025-03-24
N/A
1.00000000
NC
-7914.75000000
-0.00072229087
N/A
DFE
TR
N
2
TURKISH LIRA
N/A
439534.22000000
USD
20447132.00000000
TRY
2025-03-24
-7914.75000000
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEX BONOS DESARR FIX RT 7.000000% 09/03/2026
N/A
5728000.00000000
PA
323662.54000000
0.029537066599
Long
DBT
NUSS
MX
N
2
2026-09-03
Fixed
7.00000000
N
N
N
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 3.300000% 06/17/2038
N/A
24642000.00000000
PA
717301.27000000
0.065460078833
Long
DBT
NUSS
TH
N
2
2038-06-17
Fixed
3.30000000
N
N
N
N
N
N
ECOPETROL S.A.
254900IDGKCJICKBPA66
ECOPETROL SA 8.875000% 01/13/2033
279158AS8
357000.00000000
PA
USD
377610.32000000
0.034460278197
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
534588.02000000
0.048785880349
Long
DBT
NUSS
LK
N
2
2027-05-11
Fixed
6.20000000
Y
N
N
N
N
N
BNP PARIBAS
74KKBLHM4AWY05GPNY79
FX Forward Contract: THB/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-23962.39000000
-0.00218677981
N/A
DFE
TH
N
2
BNP PARIBAS
74KKBLHM4AWY05GPNY79
1330407.14000000
USD
47342538.00000000
THB
2024-06-20
-23962.39000000
N
N
N
Republic of Uzbekistan
213800L6VDKUM3TCM927
REPUBLIC OF UZBEKISTAN 3.900000% 10/19/2031
N/A
934000.00000000
PA
USD
769451.62000000
0.070219259062
Long
DBT
NUSS
UZ
N
2
2031-10-19
Fixed
3.90000000
N
N
N
N
N
N
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
FX Forward Contract: COP/USD SETTLE 2024-05-16
N/A
1.00000000
NC
5154.64000000
0.000470406445
N/A
DFE
CO
N
2
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
301687.36000000
USD
1193900562.00000000
COP
2024-05-16
5154.64000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: BRL/USD SETTLE 2024-05-23
N/A
1.00000000
NC
-1386.05000000
-0.00012648930
N/A
DFE
BR
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
436451.79000000
USD
2188282.00000000
BRL
2024-05-23
-1386.05000000
N
N
N
Republica de Guatemala
529900QKDFFU9UWW5315
REPUBLIC OF GUATEMALA 6.600000% 06/13/2036
P5015VAQ9
1991000.00000000
PA
USD
2030988.38000000
0.185345635126
Long
DBT
NUSS
GT
N
2
2036-06-13
Fixed
6.60000000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND 144A 5.625000% 02/22/2036
N/A
1000000.00000000
PA
1078947.65000000
0.098463506451
Long
DBT
NUSS
RO
Y
2
2036-02-22
Fixed
5.62500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/INR SETTLE 2024-04-08
N/A
1.00000000
NC
USD
1553.92000000
0.000141808930
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
40551834.00000000
INR
487759.46000000
USD
2024-04-08
1553.92000000
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
48790.24000000
0.004452540501
N/A
DFE
MX
N
2
MEXICAN PESO
N/A
3612240.51000000
USD
61619849.00000000
MXN
2024-06-20
48790.24000000
N
N
N
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
FX Forward Contract: TRY/USD SETTLE 2024-06-20
N/A
1.00000000
NC
3753.99000000
0.000342584757
N/A
DFE
TR
N
2
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
149113.21000000
USD
5427720.96000000
TRY
2024-06-20
3753.99000000
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
1054268.01000000
0.096211271236
Long
DBT
NUSS
MX
N
2
2024-12-09
Fixed
7.12500000
N
N
N
N
N
N
MORGAN STANLEY & CO, INC
9R7GPTSO7KV3UQJZQ078
FX Forward Contract: USD/HKD SETTLE 2024-04-10
N/A
1.00000000
NC
USD
31661.06000000
0.002889351476
N/A
DFE
US
N
2
MORGAN STANLEY & CO, INC
9R7GPTSO7KV3UQJZQ078
68000000.00000000
HKD
8724021.98000000
USD
2024-04-10
31661.06000000
N
N
N
Sultanate of Oman
549300SZ20F0QTKNQC75
OMAN GOV INTERNTL BOND 7.000000% 01/25/2051
N/A
425000.00000000
PA
USD
446802.50000000
0.040774675992
Long
DBT
NUSS
OM
N
2
2051-01-25
Fixed
7.00000000
N
N
N
N
N
N
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
FX Forward Contract: TRY/USD SETTLE 2024-09-18
N/A
1.00000000
NC
908.72000000
0.000082928729
N/A
DFE
TR
N
2
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
62300.06000000
USD
2489821.89000000
TRY
2024-09-18
908.72000000
N
N
N
Estado Plurinacional de Bolivia
529900TGIRPY3SZXEB56
BOLIVIA GOVERNMENT 4.500000% 03/20/2028
P37878AC2
602000.00000000
PA
USD
349160.00000000
0.031863935115
Long
DBT
NUSS
BO
N
2
2028-03-20
Fixed
4.50000000
N
N
N
N
N
MEDCO BELL PTE. LTD.
2549003PNDCWIWGKC768
MEDCO BELL PTE LTD 144A 6.375000% 01/30/2027
58406LAA9
259000.00000000
PA
USD
252342.95000000
0.023028523844
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
1316680.48000000
0.120158727754
Long
DBT
NUSS
MY
N
2
2030-04-15
Fixed
4.49800000
N
N
N
N
N
N
Corporacion Nacional del Cobre de Chile
549300UVMBCBCIPSUI70
CORP NACIONAL DEL COBRE DE CHILE 5.950000% 01/08/2034
P3143NBQ6
1255000.00000000
PA
USD
1252996.49000000
0.114347000966
Long
DBT
NUSS
CL
N
2
2034-01-08
Fixed
5.95000000
N
N
N
N
N
N
CHINESE YUAN RENMINBI
N/A
FX Forward Contract: CNY/USD SETTLE 2024-05-09
N/A
1.00000000
NC
15746.34000000
0.001436992656
N/A
DFE
CN
N
2
CHINESE YUAN RENMINBI
N/A
2284316.34000000
USD
16368954.00000000
CNY
2024-05-09
15746.34000000
N
N
N
Government of Mongolia
254900PW61ADCBDCLP71
MONGOLIA GOVERNMENT INTERNATIONAL BOND 144A 8.650000% 01/19/2028
60937LAG0
1499000.00000000
PA
USD
1578435.19000000
0.144046157859
Long
DBT
NUSS
MN
Y
2
2028-01-19
Fixed
8.65000000
N
N
N
N
N
N
AZARBAYJAN RESPUBLIKASI DOVLAT NEFT SHIRKATI
2549002HARR1VE257O76
STATE OIL CO OF THE AZER 6.95% 03/18/2030
N/A
1840000.00000000
PA
USD
1885779.20000000
0.172094014409
Long
DBT
NUSS
AZ
N
2
2030-03-18
Fixed
6.95000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: COP/USD SETTLE 2024-04-26
N/A
1.00000000
NC
20588.30000000
0.001878864289
N/A
DFE
CO
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
3198926.68000000
USD
12486338525.60000000
COP
2024-04-26
20588.30000000
N
N
N
CEMEX, S.A.B. de C.V.
549300RIG2CXWN6IV731
CEMEX SAB DE CV 9.125000% MATURITY: PERPETUAL
P2253TJT7
250000.00000000
PA
USD
271588.50000000
0.024784850332
Long
DBT
NUSS
MX
N
2
2172-06-14
Fixed
9.12500000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEX BONOS DESARR FIX RT 8.500000% 11/18/2038
N/A
1038900.00000000
PA
58185.87000000
0.005309974757
Long
DBT
NUSS
MX
N
2
2038-11-18
Fixed
8.50000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2024-04-03
N/A
1.00000000
NC
USD
13220.17000000
0.001206457323
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
2679255.00000000
EUR
2907017.66000000
USD
2024-04-03
13220.17000000
N
N
N
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
FX Forward Contract: TRY/USD SETTLE 2024-09-18
N/A
1.00000000
NC
2096.48000000
0.000191322324
N/A
DFE
TR
N
2
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
143730.67000000
USD
5744196.36000000
TRY
2024-09-18
2096.48000000
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 6.875000% 08/15/2051
N/A
15247000000.00000000
PA
953093.77000000
0.086978227879
Long
DBT
NUSS
ID
N
2
2051-08-15
Fixed
6.87500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZAR SETTLE 2024-06-20
N/A
1.00000000
NC
USD
7206.37000000
0.000657644936
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
10594155.86000000
ZAR
563103.28000000
USD
2024-06-20
7206.37000000
N
N
N
GOLDMAN SACHS & CO. LLC
KD3XUN7C6T14HNAYLU02
BROKER: GOLDMAN SACHS PAY: BRL - 1D OVERNIGHT BRAZIL INTERBANK DEPOSIT
N/A
24927544.31000000
NC
-129869.50000000
-0.01185173937
N/A
DIR
BR
N
2
GOLDMAN SACHS & CO. LLC
KD3XUN7C6T14HNAYLU02
Y
2029-01-02
0.00000000
BRL
-2293.98000000
BRL
-24927544.31000000
BRL
-127575.52000000
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
ARAB REPUBLIC OF EGYPT 8.500000% 01/31/2047
N/A
1591000.00000000
PA
USD
1260103.82000000
0.114995607628
Long
DBT
NUSS
EG
N
2
2047-01-31
Fixed
8.50000000
N
N
N
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/EUR SETTLE 2024-06-20
N/A
1.00000000
NC
2968.58000000
0.000270909154
N/A
DFE
PA
N
2
POLISH ZLOTY
N/A
1139024.22000000
EUR
4935590.00000000
PLN
2024-06-20
2968.58000000
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 6.375000% 08/15/2028
N/A
19520000000.00000000
PA
1222822.43000000
0.111593351378
Long
DBT
NUSS
ID
N
2
2028-08-15
Fixed
6.37500000
N
N
N
N
N
N
Petroleos de Venezuela, S.A.
549300YWR8TN1OFD4P06
PETROLEOS DE VENEZUELA 6.0% 05/16/2024
N/A
1755099.00000000
PA
USD
158836.46000000
0.014495230425
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/BRL SETTLE 2024-04-03
N/A
1.00000000
NC
USD
1636.70000000
0.000149363336
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
2879341.00000000
BRL
576755.25000000
USD
2024-04-03
1636.70000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 4.065000% 06/15/2050
N/A
3499000.00000000
PA
724635.60000000
0.066129401251
Long
DBT
NUSS
MY
N
2
2050-06-15
Fixed
4.06500000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 8.250000% 05/15/2029
N/A
16076000000.00000000
PA
1085573.60000000
0.099068182935
Long
DBT
NUSS
ID
N
2
2029-05-15
Fixed
8.25000000
N
N
N
N
N
N
MORGAN STANLEY & CO, INC
9R7GPTSO7KV3UQJZQ078
FX Forward Contract: USD/TRY SETTLE 2024-04-18
N/A
1.00000000
NC
USD
-41473.02000000
-0.00378477952
N/A
DFE
US
N
2
MORGAN STANLEY & CO, INC
9R7GPTSO7KV3UQJZQ078
69000000.00000000
TRY
2037802.72000000
USD
2024-04-18
-41473.02000000
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 7.000000% 09/15/2030
N/A
37813000000.00000000
PA
2430859.56000000
0.221837413492
Long
DBT
NUSS
ID
N
2
2030-09-15
Fixed
7.00000000
N
N
N
N
N
N
Sultanate of Oman
549300SZ20F0QTKNQC75
OMAN GOV INTERNTL BOND 6.750000% 01/17/2048
N/A
3375000.00000000
PA
USD
3450262.50000000
0.314866939030
Long
DBT
NUSS
OM
N
2
2048-01-17
Fixed
6.75000000
N
N
N
N
N
N
BKR: BARCLAYS BANK PLC
N/A
BKR: BARCLAYS BANK PLC PAY: ZAR - 3M JOHANNESBURG INTERBANK AGREED RATE
N/A
20000000.00000000
NC
-23209.20000000
-0.00211804457
N/A
DIR
ZA
N
2
BKR: BARCLAYS BANK PLC
N/A
Y
2039-03-20
0.00000000
ZAR
-1154.89000000
ZAR
-20000000.00000000
ZAR
-22054.31000000
N
N
N
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
FX Forward Contract: NGN/USD SETTLE 2024-11-20
N/A
1.00000000
NC
50730.50000000
0.004629606370
N/A
DFE
NG
N
2
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
358010.12000000
USD
589929070.50000000
NGN
2024-11-20
50730.50000000
N
N
N
MORGAN STANLEY & CO, INC
9R7GPTSO7KV3UQJZQ078
FX Forward Contract: USD/EUR SETTLE 2024-04-24
N/A
1.00000000
NC
USD
54962.63000000
0.005015825627
N/A
DFE
US
N
2
MORGAN STANLEY & CO, INC
9R7GPTSO7KV3UQJZQ078
5500000.00000000
EUR
6000889.95000000
USD
2024-04-24
54962.63000000
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA 8.000000% 04/20/2033
195325EF8
2046000.00000000
PA
USD
2160025.54000000
0.197121416126
Long
DBT
NUSS
CO
N
2
2033-04-20
Fixed
8.00000000
N
N
N
N
N
N
Provincia de Buenos Aires
549300L6AYROPOTQ4L07
PROVINCIA DE BUENOS AIRES/GOVERNMENT BONDS MTN 6.375000% 09/01/2037
N/A
4559014.80000000
PA
USD
1857581.66000000
0.169520739735
Long
DBT
NUSS
AR
N
2
2037-09-01
Fixed
6.37500000
N
N
N
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: USD/RON SETTLE 2024-05-13
N/A
1.00000000
NC
USD
-28.00000000
-0.00000255524
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
189000.00000000
RON
41038.30000000
USD
2024-05-13
-28.00000000
N
N
N
Empresa Nacional del Petroleo
549300YP3P0JZBLIV197
EMPRESA NACIONAL DEL PETROLEO 144A 3.450000% 09/16/2031
29245JAM4
331000.00000000
PA
USD
282640.90000000
0.025793479489
Long
DBT
NUSS
CL
Y
2
2031-09-16
Fixed
3.45000000
N
N
N
N
N
N
STATE STREET BANK
549300ZFEEJ2IP5VME73
FX Forward Contract: KRW/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-21141.66000000
-0.00192936327
N/A
DFE
KR
N
2
STATE STREET BANK
549300ZFEEJ2IP5VME73
863991.59000000
USD
1131949943.00000000
KRW
2024-06-20
-21141.66000000
N
N
N
Financiera de Desarrollo Territorial S.A.
54930036EU95I2CWYJ76
FINDETER 7.875000% 08/12/2024
P40420AA2
884000000.00000000
PA
223640.97000000
0.020409214564
Long
DBT
NUSS
CO
N
2
2024-08-12
Fixed
7.87500000
N
N
N
N
N
N
People's Republic of China
300300CHN201808MOF68
CHINA GOVERNMENT BOND 3.720000% 04/12/2051
N/A
2400000.00000000
PA
399084.02000000
0.036419943060
Long
DBT
NUSS
CN
N
2
2051-04-12
Fixed
3.72000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: USD/ZAR SETTLE 2024-05-13
N/A
1.00000000
NC
USD
-55.51000000
-0.00000506577
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
558000.00000000
ZAR
29318.31000000
USD
2024-05-13
-55.51000000
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
POLAND GOVERNMENT BOND 1.250000% 10/25/2030
N/A
956000.00000000
PA
186809.51000000
0.017048018403
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
591990000.00000000
PA
1415551.33000000
0.129181566422
Long
DBT
NUSS
HU
N
2
2032-11-24
Fixed
4.75000000
N
N
N
N
N
N
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
FX Forward Contract: TRY/USD SETTLE 2024-09-18
N/A
1.00000000
NC
2865.57000000
0.000261508582
N/A
DFE
TR
N
2
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
142961.58000000
USD
5744196.35000000
TRY
2024-09-18
2865.57000000
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND 144A 3.000000% 02/14/2031
77586RAH3
600000.00000000
PA
USD
502800.00000000
0.045884942651
Long
DBT
NUSS
RO
Y
2
2031-02-14
Fixed
3.00000000
N
N
N
N
N
N
Republic of Kenya
549300VVURQQYU45PR87
REPUBLIC OF KENYA GOVERNMENT INTERNATIONAL BOND 14 9.750000% 02/16/2031
491798AM6
1684000.00000000
PA
USD
1723995.00000000
0.157329776662
Long
DBT
NUSS
KE
Y
2
2031-02-16
Fixed
9.75000000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
TITULOS DE TESORERIA 7.000000% 03/26/2031
N/A
2251100000.00000000
PA
500495.20000000
0.045674609286
Long
DBT
NUSS
CO
N
2
2031-03-26
Fixed
7.00000000
N
N
N
N
N
N
Turkiye Cumhuriyeti
5493000PCHOG3B6S3Q85
TURKIYE GOVERNMENT BOND 26.200000% 10/05/2033
N/A
28990199.00000000
PA
929914.04000000
0.084862872704
Long
DBT
NUSS
TR
N
2
2033-10-05
Fixed
26.20000000
N
N
N
N
N
N
Kingdom of Thailand
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND 2.650000% 06/17/2028
N/A
340699000.00000000
PA
9493836.02000000
0.866396422670
Long
DBT
NUSS
TH
N
2
2028-06-17
Fixed
2.65000000
N
N
N
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
630117.22000000
0.057503763928
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
807930000.00000000
PA
2041106.27000000
0.186268981989
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
343654.49000000
0.031361508682
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
761513.64000000
0.069494848248
Long
DBT
NUSS
PL
N
2
2027-07-25
Fixed
2.50000000
N
N
N
N
N
N
Corporacion Nacional del Cobre de Chile
549300UVMBCBCIPSUI70
CORP NACIONAL DEL COBRE DE CHILE 144A 6.440000% 01/26/2036
21987BBK3
402000.00000000
PA
USD
413830.86000000
0.037765722510
Long
DBT
NUSS
CL
Y
2
2036-01-26
Fixed
6.44000000
N
N
N
N
N
N
SASOL FINANCING USA LLC
549300XRB1PFMESFEL85
SASOL FINANCING USA LLC 4.375000% 09/18/2026
80386WAC9
351000.00000000
PA
USD
331026.73000000
0.030209114005
Long
DBT
CORP
ZA
N
2
2026-09-18
Fixed
4.37500000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
REPUBLIC OF INDONESIA 3.550000% 03/31/2032
455780DJ2
1485000.00000000
PA
USD
1342068.54000000
0.122475612553
Long
DBT
NUSS
ID
N
2
2032-03-31
Fixed
3.55000000
N
N
N
N
N
N
Republica del Ecuador
5299003Y2U5XK0A35H71
REPUBLIC OF ECUADOR 2.500000% 07/31/2040
N/A
120503.00000000
PA
USD
58419.85000000
0.005331327499
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
200113.37000000
0.018262113178
Long
DBT
NUSS
AU
N
2
2030-10-01
Fixed
3.75000000
N
N
N
N
N
N
Greenko Power II Limited
254900YYA4B6O2O4JM12
GREENKO POWER II LTD 4.300000% 12/13/2028
V3855MAA5
450000.00000000
PA
USD
411826.14000000
0.037582774097
Long
DBT
NUSS
IN
N
2
2028-12-13
Fixed
4.30000000
N
N
N
N
N
N
Republic of Uganda
549300NF1DEFHG8XLQ11
UGANDA GOVERNMENT BOND 16.000000% 05/14/2037
BW9377498
3397200000.00000000
PA
861955.39000000
0.078661045421
Long
DBT
NUSS
UG
N
2
2037-05-14
Fixed
16.00000000
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
510742.58000000
0.046609773255
Long
DBT
NUSS
PA
N
2
2034-04-28
Fixed
8.12500000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
KD3XUN7C6T14HNAYLU02
BRK: GOLDMAN SACHS PAY: 28-DAY MXN - TIIE
N/A
16624088.00000000
NC
-59785.99000000
-0.00545599984
N/A
DIR
MX
N
2
GOLDMAN SACHS & CO. LLC
KD3XUN7C6T14HNAYLU02
Y
2025-12-08
0.00000000
MXN
0.00000000
MXN
-16624088.00000000
MXN
-59785.99000000
N
N
N
Ceska republika
3157007EFDLQABN47912
CZECH REPUBLIC 2.500000% 08/25/2028
N/A
100480000.00000000
PA
4079197.03000000
0.372262772046
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
1444425.41000000
0.131816581348
Long
DBT
NUSS
ID
N
2
2031-05-15
Fixed
8.75000000
N
N
N
N
N
N
Bundesrepublik Deutschland
N/A
EURO-BUND FUTURE JUN24 FINANCIAL COMMODITY FUTURE.
N/A
-111.00000000
NC
-15989524.05000000
-1.45918535015
N/A
DIR
DE
N
1
EURO-BUND FUTURE JUN24
N/A
Short
Germany Govt. Bond Futures
Euro-Bund Future Jun 2024
2024-06-09
-15952075.32000000
EUR
-37448.73000000
N
N
N
Republica de Costa Rica
549300S1EK2VN6XVJP58
COSTA RICA GOVERNMENT 7.158000% 03/12/2045
P3699PGJ0
1000000.00000000
PA
USD
1045477.42000000
0.095409052227
Long
DBT
NUSS
CR
N
2
2045-03-12
Fixed
7.15800000
N
N
N
N
N
N
CITIGROUP GLOBAL MARKETS INC.
6SHGI4ZSSLCXXQSBB395
BRK - CITIGROUP PAY - CNY-CNREPOFIX=CFXS-REUTERS
N/A
44270000.00000000
NC
-1890.96000000
-0.00017256680
N/A
DIR
CN
N
2
CITIGROUP GLOBAL MARKETS INC.
6SHGI4ZSSLCXXQSBB395
Y
2029-02-27
0.00000000
CNY
0.00000000
CNY
-44270000.00000000
CNY
-1890.96000000
N
N
N
Republic of the Philippines
529900RAHBALMYIJ3T08
REPUBLIC OF PHILIPPINES 2.650000% 12/10/2045
718286CL9
1548000.00000000
PA
USD
1025777.49000000
0.093611259549
Long
DBT
NUSS
PH
N
2
2045-12-10
Fixed
2.65000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
213800IQAOC5HG62T347
FX Forward Contract: KRW/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-191561.40000000
-0.01748167035
N/A
DFE
KR
N
2
BARCLAYS CAPITAL INC.
213800IQAOC5HG62T347
6253015.24000000
USD
8140550418.00000000
KRW
2024-06-20
-191561.40000000
N
N
N
MORGAN STANLEY & CO, INC
9R7GPTSO7KV3UQJZQ078
FX Forward Contract: USD/TRY SETTLE 2024-04-18
N/A
1.00000000
NC
USD
1786.39000000
0.000163023871
N/A
DFE
US
N
2
MORGAN STANLEY & CO, INC
9R7GPTSO7KV3UQJZQ078
5800000.00000000
TRY
176566.09000000
USD
2024-04-18
1786.39000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 4.254000% 05/31/2035
N/A
6224000.00000000
PA
1354431.32000000
0.123603825464
Long
DBT
NUSS
MY
N
2
2035-05-31
Fixed
4.25400000
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
749955.00000000
0.068440020218
Long
DBT
NUSS
ZA
N
2
2052-04-20
Fixed
7.30000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 6.625000% 02/15/2034
N/A
45400000000.00000000
PA
2837789.21000000
0.258973339612
Long
DBT
NUSS
ID
N
2
2034-02-15
Fixed
6.62500000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEX BONOS DESARR FIX RT 8.500000% 05/31/2029
N/A
87232400.00000000
PA
5087364.91000000
0.464266999088
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/THB SETTLE 2024-06-20
N/A
1.00000000
NC
USD
34634.43000000
0.003160697761
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
49864946.49000000
THB
1410686.50000000
USD
2024-06-20
34634.43000000
N
N
N
State of Israel
213800T8ZHTFZIBYPE21
STATE OF ISRAEL 5.500000% 03/12/2034
46514BRL3
641000.00000000
PA
USD
632570.85000000
0.057727679345
Long
DBT
NUSS
US
N
2
2034-03-12
Fixed
5.50000000
N
N
N
N
N
N
Republica Oriental del Uruguay
549300RDR012H2V82H43
REPUBLICA ORIENT URUGUAY 9.750000% 07/20/2033
760942BF8
143529000.00000000
PA
3998064.96000000
0.364858753790
Long
DBT
NUSS
UY
N
2
2033-07-20
Fixed
9.75000000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEX BONOS DESARR FIX RT 7.750000% 11/13/2042
N/A
7988000.00000000
PA
408789.24000000
0.037305630138
Long
DBT
NUSS
MX
N
2
2042-11-13
Fixed
7.75000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/COP SETTLE 2024-05-02
N/A
1.00000000
NC
USD
-19470.90000000
-0.00177689166
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
2244017989.00000000
COP
558644.23000000
USD
2024-05-02
-19470.90000000
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT BOND 3.250000% 10/22/2031
N/A
243940000.00000000
PA
533476.06000000
0.048684404174
Long
DBT
NUSS
HU
N
2
2031-10-22
Fixed
3.25000000
N
N
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
REPUBLIC OF PERU 6.950000% 08/12/2031
715638BE1
10784000.00000000
PA
2904390.18000000
0.265051266599
Long
DBT
NUSS
PE
N
2
2031-08-12
Fixed
6.95000000
N
N
N
N
N
N
Gobierno de Chile
549300FLZTJM5YJF8D34
BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS 144 5.000000% 10/01/2028
N/A
1050000000.00000000
PA
1040562.47000000
0.094960519612
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
175779.39000000
0.016041422492
Long
DBT
NUSS
ZM
N
2
2027-12-18
Fixed
13.00000000
N
N
N
N
N
N
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
FX Forward Contract: TRY/USD SETTLE 2024-06-20
N/A
1.00000000
NC
3753.99000000
0.000342584757
N/A
DFE
TR
N
2
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
149113.21000000
USD
5427720.96000000
TRY
2024-06-20
3753.99000000
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
4808.57000000
0.000438824500
N/A
DFE
MX
N
2
MEXICAN PESO
N/A
828059.85000000
USD
14018245.00000000
MXN
2024-06-20
4808.57000000
N
N
N
Ukraine
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT 7.375000% 09/25/2034
N/A
698000.00000000
PA
USD
200675.00000000
0.018313366878
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
596000.00000000
PA
USD
340465.00000000
0.031070439538
Long
DBT
NUSS
PE
N
2
2121-07-28
Fixed
3.23000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/TWD SETTLE 2024-06-25
N/A
1.00000000
NC
USD
4246.98000000
0.000387574450
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
25695960.00000000
TWD
811776.08000000
USD
2024-06-25
4246.98000000
N
N
N
Azarbayjan Respublikasi
549300P74FF45UQVU281
REPUBLIC OF AZERBAIJAN 5.125000% 09/01/2029
N/A
1057000.00000000
PA
USD
1021315.68000000
0.093204079963
Long
DBT
NUSS
AZ
N
2
2029-09-01
Fixed
5.12500000
N
N
N
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: RON/EUR SETTLE 2024-04-18
N/A
1.00000000
NC
1528.61000000
0.000139499169
N/A
DFE
RO
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
285276.12000000
EUR
1425658.00000000
RON
2024-04-18
1528.61000000
N
N
N
KONDOR FINANCE PLC
213800PUC1T9GI6EIO63
NAK NAFTOGAZ UKRAINE VIA KONDOR FINANCE PLC VARIABLE RATE 07/19/2026
N/A
720000.00000000
PA
468533.04000000
0.042757779774
Long
DBT
NUSS
UA
N
2
2026-07-19
Fixed
7.12500000
N
Y
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT 6.500000% 02/15/2031
N/A
44227000000.00000000
PA
2764138.68000000
0.252252077987
Long
DBT
NUSS
ID
N
2
2031-02-15
Fixed
6.50000000
N
N
N
N
N
N
Rzeczpospolita Polska
259400R9L8QEP0TPXS31
POLAND GOVERNMENT BOND 2.500000% 07/25/2026
N/A
6663000.00000000
PA
1576964.30000000
0.143911926150
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
512803.35000000
0.046797836726
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
601355.41000000
0.054878994631
Long
DBT
NUSS
HU
N
2
2041-04-25
Fixed
3.00000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZAR SETTLE 2024-06-20
N/A
1.00000000
NC
USD
55.97000000
0.000005107757
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
3960000.00000000
ZAR
207845.22000000
USD
2024-06-20
55.97000000
N
N
N
State Street
549300ZFEEJ2IP5VME73
BROKER: STATE STREET PAY: 3.1685% FIXED
N/A
3700000.00000000
NC
-196209.54000000
-0.01790585419
N/A
DIR
XX
N
2
State Street
549300ZFEEJ2IP5VME73
Y
2033-12-20
0.00000000
EUR
-40747.40000000
EUR
-3700000.00000000
EUR
-155462.14000000
N
N
N
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
FX Forward Contract: TRY/USD SETTLE 2025-03-19
N/A
1.00000000
NC
5295.52000000
0.000483262990
N/A
DFE
TR
N
2
GOLDMAN, SACHS & CO.
KD3XUN7C6T14HNAYLU02
135188.76000000
USD
6624249.27000000
TRY
2025-03-19
5295.52000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.885000% 08/15/2029
N/A
6295000.00000000
PA
1344424.56000000
0.122690620196
Long
DBT
NUSS
MY
N
2
2029-08-15
Fixed
3.88500000
N
N
N
N
N
N
Ukraine
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT INTERNATIONAL BOND 144A 7.750000% 09/01/2026
903724AT9
2720000.00000000
PA
USD
882134.08000000
0.080502529179
Long
DBT
NUSS
UA
Y
2
2026-09-01
Fixed
7.75000000
N
Y
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
66600.00000000
0.006077838465
Long
DBT
CORP
VE
N
2
2037-04-12
Fixed
5.50000000
Y
N
N
N
N
N
2024-03-31
SEI INSTITUTIONAL INTERNATIONAL TRUST
Glenn Kurdziel
Glenn Kurdziel
CFO