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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 N/A 8401057.69900000 NS USD 8401761.35000000 0.766734959655 Long EC US N 2 N N Romania 315700IASY927EDWBK92 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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