0001398344-24-009485.txt : 20240514
0001398344-24-009485.hdr.sgml : 20240514
20240514141946
ACCESSION NUMBER: 0001398344-24-009485
CONFORMED SUBMISSION TYPE: NPORT-P/A
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230930
FILED AS OF DATE: 20240514
DATE AS OF CHANGE: 20240514
PERIOD START: 20230930
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: MASSMUTUAL SELECT FUNDS
CENTRAL INDEX KEY: 0000916053
ORGANIZATION NAME:
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0930
FILING VALUES:
FORM TYPE: NPORT-P/A
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-08274
FILM NUMBER: 24943004
BUSINESS ADDRESS:
STREET 1: 1295 STATE STREET
CITY: SPRINGFIELD
STATE: MA
ZIP: 01111
BUSINESS PHONE: 413-744-1000
MAIL ADDRESS:
STREET 1: 1295 STATE STREET
CITY: SPRINGFIELD
STATE: MA
ZIP: 01111
FORMER COMPANY:
FORMER CONFORMED NAME: MASSMUTUAL INSTITUTIONAL FUNDS
DATE OF NAME CHANGE: 19931213
0000916053
S000061107
MassMutual Select T. Rowe Price Emerging Markets Bond Fund
C000198049
Class I
MMEMX
NPORT-P/A
1
primary_doc.xml
NPORT-P/A
false
0001398344-23-021764
0000916053
XXXXXXXX
S000061107
C000198049
MASSMUTUAL SELECT FUNDS
811-08274
0000916053
PJVR01EN4PJWVNUIQ236
1295 State Street
Springfield
01111-0001
4137441000
MassMutual Select T. Rowe Price Emerging Markets Bond Fund
S000061107
549300FAJHVKSSWV1H94
2023-09-30
2023-09-30
N
87387318.98
9266018.48
78121300.5
0
0
0
0
0
0
0
0
0
0
200000
0
0
1245.14
CNY
EUR
USD
AMBS
JPM GBI EM Global Diversified Index
JP98T
AEROPUERTO INTL TOCUMEN
254900FO1PHX49ZIGB14
SR SECURED 144A 08/41 4
00787CAD4
200000
PA
USD
155526.48
0.199083321712
Long
DBT
CORP
PA
Y
2
2041-08-11
Fixed
4
N
N
N
N
N
N
AES ANDES SA
549300IF4IFG0FS0RM26
JR SUBORDINA 144A 03/79 VAR
00105DAF2
650000
PA
USD
613219.79
0.784958501811
Long
DBT
CORP
CL
Y
2
2079-03-26
Fixed
7.125
N
N
N
N
N
N
AGROSUPER SA
5493006KNWOGYPTZZ371
SR UNSECURED 144A 01/32 4.6
00857LAA5
200000
PA
USD
159943.56
0.204737451855
Long
DBT
CORP
CL
Y
2
2032-01-20
Fixed
4.6
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
SR UNSECURED REGS 02/31 5.875
ACI1VRKW7
200000
PA
USD
110087.2
0.140918288988
Long
DBT
NUSS
EG
Y
2
2031-02-16
Fixed
5.875
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
SR UNSECURED REGS 01/27 7.5
M1487WBR5
270000
PA
USD
194078.7
0.248432500173
Long
DBT
NUSS
EG
Y
2
2027-01-31
Fixed
7.5
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
SR UNSECURED REGS 03/29 7.6003
M1487WCY9
275000
PA
USD
176357.5
0.225748289994
Long
DBT
NUSS
EG
Y
2
2029-03-01
Fixed
7.6003
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
SR UNSECURED REGS 05/32 7.625
ACI1MLSB8
275000
PA
USD
158125
0.202409584823
Long
DBT
NUSS
EG
Y
2
2032-05-29
Fixed
7.625
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
SR UNSECURED REGS 01/47 8.5
ACI0S4881
550000
PA
USD
292149
0.373968428751
Long
DBT
NUSS
EG
Y
2
2047-01-31
Fixed
8.5
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
SR UNSECURED REGS 01/47 8.5
M1487WBS3
640000
PA
USD
339955.2
0.435163262547
Long
DBT
NUSS
EG
Y
2
2047-01-31
Fixed
8.5
N
N
N
N
N
N
BANCA TRANSILVANIA
549300RG3H390KEL8896
SR UNSECURED REGS 04/27 VAR
ACI2FKR76
280000
PA
306272.66
0.392047569664
Long
DBT
CORP
RO
Y
2
2027-04-27
Fixed
8.875
N
N
N
N
N
N
BANCO DAVIVIENDA SA
549300P161V4IPKAQS70
JR SUBORDINA 144A 12/99 VAR
059501AD8
400000
PA
USD
269000
0.344336305564
Long
DBT
CORP
CO
Y
2
2099-12-31
Fixed
6.65
N
N
N
N
N
N
BANCO DE BOGOTA SA
549300LYHE7LWSKDZT53
SUBORDINATED REGS 05/26 6.25
P09252AK6
250000
PA
USD
238436.38
0.305213019335
Long
DBT
CORP
CO
Y
2
2026-05-12
Fixed
6.25
N
N
N
N
N
N
BANCO GENERAL SA
549300B5C08LGDFB7205
JR SUBORDINA 144A 12/99 VAR
059597AF1
200000
PA
USD
176030.11
0.225329210949
Long
DBT
CORP
PA
Y
2
2099-12-31
Fixed
5.25
N
N
N
N
Y
N/A
N/A
N/A
XXXX
N
N
N
BANCO MERCANTIL DE NORTE
N/A
JR SUBORDINA REGS VAR
P1400MAC2
200000
PA
USD
189255.82
0.242258921432
Long
DBT
CORP
MX
Y
2
2099-12-31
Fixed
8.375
N
N
N
N
N
N
BANCO NACIONAL DE PANAMA
529900H2Q7WMDKKIW109
SR UNSECURED 144A 08/30 2.5
059626AC5
310000
PA
USD
240291.51
0.307587698185
Long
DBT
NUSS
PA
Y
2
2030-08-11
Fixed
2.5
N
N
N
N
N
N
BANCO SANTANDER CHILE
3YJP8HORPAEXJ80D6368
SR UNSECURED 144A 10/31 3.177
05970FAD3
375000
PA
USD
310959.6
0.398047136965
Long
DBT
CORP
CL
Y
2
2031-10-26
Fixed
3.177
N
N
N
N
N
N
BANCOLOMBIA SA
54930052NWJRPNMP1W58
SUBORDINATED 12/29 VAR
05968LAL6
200000
PA
USD
172192.08
0.220416299905
Long
DBT
CORP
CO
N
2
2029-12-18
Fixed
4.625
N
N
N
N
N
N
BANGKOK BANK PCL/HK
N/A
SUBORDINATED 144A 09/36 VAR
059895AV4
200000
PA
USD
155058.03
0.198483677317
Long
DBT
CORP
TH
Y
2
2036-09-23
Fixed
3.466
N
N
N
N
N
N
BANGKOK BANK PCL/HK
N/A
SUBORDINATED REGS 09/34 VAR
Y0606WCA6
375000
PA
USD
312753.75
0.400343757718
Long
DBT
CORP
TH
Y
2
2034-09-25
Fixed
3.733
N
N
N
N
N
N
BANK NEGARA INDONESIA
549300HZ8J3MLVXQ8F85
SUBORDINATED REGS 03/26 3.75
ACI1WPQJ3
213000
PA
USD
196701.72
0.251790124769
Long
DBT
CORP
ID
Y
2
2026-03-30
Fixed
3.75
N
N
N
N
N
N
BARBADOS GOVT OF
529900UD1KUUS4SFD905
SR UNSECURED 144A 10/29 6.5
067070AH5
75000
PA
USD
69285
0.088688999743
Long
DBT
NUSS
BB
Y
2
2029-10-01
Fixed
6.5
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
N/A
SUBORDINATED REGS 09/34 VAR
P16259AN6
200000
PA
USD
175045.08
0.224068312841
Long
DBT
CORP
MX
Y
2
2034-09-13
Fixed
5.875
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
N/A
SUBORDINATED REGS 01/33 VAR
P16259AM8
375000
PA
USD
322869.23
0.413292185273
Long
DBT
CORP
MX
Y
2
2033-01-18
Fixed
5.125
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
N/A
SUBORDINATED 144A 06/38 VAR
07336UAA1
425000
PA
USD
418905.08
0.536223894532
Long
DBT
CORP
MX
Y
2
2038-06-29
Fixed
8.45
N
N
N
N
N
N
BRASKEM NETHERLANDS
2549000TLMHFQ74DS330
COMPANY GUAR 144A 01/31 8.5
10554TAH8
200000
PA
USD
198190
0.253695213382
Long
DBT
CORP
NL
Y
2
2031-01-12
Fixed
8.5
N
N
N
N
N
BRASKEM NETHERLANDS
2549000TLMHFQ74DS330
COMPANY GUAR 144A 02/33 7.25
10554TAG0
200000
PA
USD
184274.46
0.235882478685
Long
DBT
CORP
NL
Y
2
2033-02-13
Fixed
7.25
N
N
N
N
N
N
BULGARIA
529900PG0XCL4LICL838
SR UNSECURED 144A 01/33 4.5
ACI2CF1P8
310000
PA
316047.6
0.404560085376
Long
DBT
NUSS
BG
Y
2
2033-01-27
Fixed
4.5
N
N
N
N
N
N
CELULOSA ARAUCO CONSTITU
549300QEKV8G0AMNQD28
SR UNSECURED 144A 01/30 4.2
151191BJ1
200000
PA
USD
171431.14
0.219442250581
Long
DBT
CORP
CL
Y
2
2030-01-29
Fixed
4.2
N
N
N
N
N
N
CELULOSA ARAUCO CONSTITU
549300QEKV8G0AMNQD28
SR UNSECURED REGS 01/50 5.15
P2195VAS4
250000
PA
USD
192991.33
0.247040600662
Long
DBT
CORP
CL
Y
2
2050-01-29
Fixed
5.15
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
COMPANY GUAR REGS 11/29 5.45
P2253TJN0
200000
PA
USD
189462.94
0.242524047587
Long
DBT
CORP
MX
Y
2
2029-11-19
Fixed
5.45
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
BONDS 06/30 2.62
ACI2H2CG0
9000000
PA
1225779.68
1.569072291622
Long
DBT
NUSS
CN
N
2
2030-06-25
Fixed
2.62
N
N
N
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
SR UNSECURED 144A 02/33 5.125
21987BBF4
200000
PA
USD
184037.66
0.235579360331
Long
DBT
CORP
CL
Y
2
2033-02-02
Fixed
5.125
N
N
N
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
SR UNSECURED 144A 01/30 3.15
21987BBB3
200000
PA
USD
168801.22
0.216075793567
Long
DBT
CORP
CL
Y
2
2030-01-14
Fixed
3.15
N
N
N
N
N
N
COMETA ENERGIA SA
5493007L8UH7TYXKI505
SR SECURED 144A 04/35 6.375
20039FAA7
164200
PA
USD
152915.27
0.195740814632
Long
DBT
CORP
MX
Y
2
2035-04-24
Fixed
6.375
N
N
N
N
N
N
COMMONWEALTH OF BAHAMAS
549300W13SXC7EKNJC20
SR UNSECURED 144A 11/28 6
056732AJ9
675000
PA
USD
555346.31
0.710876939382
Long
DBT
NUSS
BS
Y
2
2028-11-21
Fixed
6
N
N
N
N
N
N
COSAN OVERSEAS LTD
222100V5GTJGKUH55655
COMPANY GUAR REGS 11/49 8.25
983ALJII7
100000
PA
USD
99750
0.127686046394
Long
DBT
CORP
KY
Y
2
2049-11-29
Fixed
8.25
N
N
N
N
N
N
COSTA RICA GOVERNMENT
549300S1EK2VN6XVJP58
SR UNSECURED REGS 04/43 5.625
P3699PGF8
200000
PA
USD
165443.97
0.211778310065
Long
DBT
NUSS
CR
Y
2
2043-04-30
Fixed
5.625
N
N
N
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
22052.61
PA
USD
716.04
0.000916574603
N/A
DFE
US
N
N/A
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
340823993
IDR
22768.65
USD
2023-10-06
716.04
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
267701.1
PA
USD
6754.82
0.008646579047
N/A
DFE
US
N
N/A
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
1356361.15
BRL
274455.92
USD
2023-12-04
6754.82
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
49850.25
PA
USD
1454.13
0.001861374543
N/A
DFE
US
N
N/A
CITIBANK N.A.
E57ODZWZ7FF32TWEFA77
770437805
IDR
51304.38
USD
2023-10-06
1454.13
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
126975.63
PA
USD
5004.07
0.006405512924
N/A
DFE
US
N
N/A
UBS AG
BFM8T61CT2L1QCEMIK50
481000
PEN
131979.7
USD
2023-10-06
5004.07
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
315934.1
PA
USD
1479.28
0.001893568067
N/A
DFE
US
N
N/A
MORGAN STANLEY AND CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
2299342.5
CNY
317413.38
USD
2023-12-15
1479.28
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
312589.4
PA
USD
1593.72
0.002040058204
N/A
DFE
US
N
N/A
MORGAN STANLEY AND CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
2275000
CNY
314183.12
USD
2023-12-15
1593.72
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
100780.82
PA
USD
116.96
0.00014971589
N/A
DFE
US
N
N/A
BARCLAYS BANK PLC WHOLESALE
G5GSEF7VJP5I7OUK5573
1759256.39
MXN
100897.78
USD
2023-10-13
116.96
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
94052.69
PA
USD
50.89
0.000065142285
N/A
DFE
US
N
N/A
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
1641808.43
MXN
94103.58
USD
2023-10-13
50.89
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
94066.8
PA
USD
50.89
0.000065142285
N/A
DFE
US
N
N/A
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
1642054.74
MXN
94117.69
USD
2023-10-13
50.89
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
207275.95
PA
USD
1738.02
0.002224770951
N/A
DFE
US
N
N/A
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
1508537.41
CNY
209013.97
USD
2023-12-15
1738.02
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
414558.13
PA
USD
3221.38
0.004123561665
N/A
DFE
US
N
N/A
HSBC BANKUSA
1IE8VN30JCEQV1H4R804
3017120.09
CNY
417779.51
USD
2023-12-15
3221.38
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
120936.98
PA
USD
-53.17
-0.000068060823
N/A
DFE
US
N
N/A
MORGAN STANLEY AND CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
2111107.67
MXN
120883.81
USD
2023-10-13
-53.17
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
222356.64
PA
USD
3701.54
0.004738195571
N/A
DFE
US
N
N/A
HSBC BANKUSA
1IE8VN30JCEQV1H4R804
209857.2
EUR
226058.18
USD
2023-11-24
3701.54
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
94066.8
PA
USD
532.5
0.000681632278
N/A
DFE
US
N
N/A
MORGAN STANLEY AND CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
1642054.73
MXN
94599.3
USD
2023-10-13
532.5
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
31087.07
PA
USD
-31.52
-0.000040347511
N/A
DFE
US
N
N/A
HSBC BANKUSA
1IE8VN30JCEQV1H4R804
480584647
IDR
31055.55
USD
2024-01-17
-31.52
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
288931.53
PA
USD
-1490.6
-0.001908058353
N/A
DFE
US
N
N/A
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
5475174.75
ZAR
287440.93
USD
2023-10-13
-1490.6
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
12814.65
PA
USD
-67.97
-0.00008700572
N/A
DFE
US
N
N/A
UBS AG
BFM8T61CT2L1QCEMIK50
198105651
IDR
12746.68
USD
2024-01-17
-67.97
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
1279940.46
PA
USD
41869.39
0.053595357133
N/A
DFE
US
N
N/A
BNP PARIBAS SA
R0MUWSFPU8MPRO8K5P83
1207990.56
EUR
1321809.85
USD
2023-11-24
41869.39
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
18418.73
PA
USD
-103.54
-0.000132537476
N/A
DFE
US
N
N/A
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
284740776
IDR
18315.19
USD
2024-01-17
-103.54
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
853293.63
PA
USD
29852.15
0.038212561502
N/A
DFE
US
N
N/A
HSBC BANKUSA
1IE8VN30JCEQV1H4R804
805327.03
EUR
883145.78
USD
2023-11-24
29852.15
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
17696.42
PA
USD
-93.87
-0.00012015929
N/A
DFE
US
N
N/A
UBS AG
BFM8T61CT2L1QCEMIK50
273574471
IDR
17602.55
USD
2024-01-17
-93.87
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
1279940.46
PA
USD
41869.39
0.053595357133
N/A
DFE
US
N
N/A
BNP PARIBAS SA
R0MUWSFPU8MPRO8K5P83
1207990.56
EUR
1321809.85
USD
2023-11-24
41869.39
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
13337.7
PA
USD
-74.98
-0.000095978945
N/A
DFE
US
N
N/A
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
206191596
IDR
13262.72
USD
2024-01-17
-74.98
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
126324
PA
USD
-206.38
-0.00026417891
N/A
DFE
US
N
N/A
UBS AG
BFM8T61CT2L1QCEMIK50
481000
PEN
126117.62
USD
2024-01-17
-206.38
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
354606.73
PA
USD
-4194.68
-0.005369444663
N/A
DFE
US
N
N/A
UBS AG
BFM8T61CT2L1QCEMIK50
1471380184.56
COP
350412.05
USD
2023-12-07
-4194.68
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
159389.04
PA
USD
1635.6
0.002093667143
N/A
DFE
US
N
N/A
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
157753.44
USD
661357625
COP
2023-12-07
1635.6
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
12316.8
PA
USD
-141.58
-0.000181230982
N/A
DFE
US
N
N/A
HSBC BANKUSA
1IE8VN30JCEQV1H4R804
12458.38
USD
233400
ZAR
2023-10-13
-141.58
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
31095.65
PA
USD
-0.09
-0.000000115205
N/A
DFE
US
N
N/A
HSBC BANKUSA
1IE8VN30JCEQV1H4R804
31095.74
USD
480584647
IDR
2023-10-06
-0.09
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
13341.38
PA
USD
58.41
0.000074768341
N/A
DFE
US
N
N/A
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
13282.97
USD
206191596
IDR
2023-10-06
58.41
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
12818.19
PA
USD
52.01
0.000066575953
N/A
DFE
US
N
N/A
UBS AG
BFM8T61CT2L1QCEMIK50
12766.18
USD
198105651
IDR
2023-10-06
52.01
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
17701.31
PA
USD
71.82
0.000091933953
N/A
DFE
US
N
N/A
UBS AG
BFM8T61CT2L1QCEMIK50
17629.49
USD
273574471
IDR
2023-10-06
71.82
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
18423.81
PA
USD
80.66
0.000103249689
N/A
DFE
US
N
N/A
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
18343.15
USD
284740776
IDR
2023-10-06
80.66
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
126975.63
PA
USD
229.91
0.000294298736
N/A
DFE
US
N
N/A
UBS AG
BFM8T61CT2L1QCEMIK50
126745.72
USD
481000
PEN
2023-10-06
229.91
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
21477.48
PA
USD
728.52
0.00093254976
N/A
DFE
US
N
N/A
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
331935343
IDR
22206
USD
2023-10-06
728.52
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
176421.26
PA
USD
-3707.51
-0.004745837532
N/A
DFE
US
N
N/A
CITIBANK N.A.
E57ODZWZ7FF32TWEFA77
732029942.56
COP
172713.75
USD
2023-12-07
-3707.51
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
200853.8
PA
USD
6273.28
0.008030178658
N/A
DFE
US
N
N/A
BNP PARIBAS SA
R0MUWSFPU8MPRO8K5P83
189563.11
EUR
207127.08
USD
2023-11-24
6273.28
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
267701.1
PA
USD
7016.09
0.008981020484
N/A
DFE
US
N
N/A
BNP PARIBAS SA
R0MUWSFPU8MPRO8K5P83
1356361.16
BRL
274717.19
USD
2023-12-04
7016.09
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
174657.05
PA
USD
-3107.84
-0.003978223583
N/A
DFE
US
N
N/A
BNP PARIBAS SA
R0MUWSFPU8MPRO8K5P83
724709643.14
COP
171549.21
USD
2023-12-07
-3107.84
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
SR UNSECURED 144A 02/31 7.05
25714PET1
150000
PA
USD
144792.03
0.185342575038
Long
DBT
NUSS
DO
Y
2
2031-02-03
Fixed
7.05
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
SR UNSECURED 144A 01/30 4.5
25714PED6
355000
PA
USD
300398.89
0.384528788022
Long
DBT
NUSS
DO
Y
2
2030-01-30
Fixed
4.5
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
SR UNSECURED 144A 02/29 5.5
25714PEP9
165000
PA
USD
150796.14
0.19302819978
Long
DBT
NUSS
DO
Y
2
2029-02-22
Fixed
5.5
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
SR UNSECURED REGS 01/45 6.85
P3579EBE6
475000
PA
USD
403237.01
0.516167815204
Long
DBT
NUSS
DO
Y
2
2045-01-27
Fixed
6.85
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
SR UNSECURED REGS 02/48 6.5
P3579EBY2
300000
PA
USD
242086.59
0.309885509394
Long
DBT
NUSS
DO
Y
2
2048-02-15
Fixed
6.5
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
SR UNSECURED REGS 09/32 4.875
P3579ECH8
500000
PA
USD
405542.2
0.519118598134
Long
DBT
NUSS
DO
Y
2
2032-09-23
Fixed
4.875
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
SR UNSECURED 144A 09/32 4.875
25714PEF1
925000
PA
USD
750253.06
0.960369393748
Long
DBT
NUSS
DO
Y
2
2032-09-23
Fixed
4.875
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
SR UNSECURED REGS 01/60 5.875
P3579ECG0
1175000
PA
USD
839339.02
1.074404822536
Long
DBT
NUSS
DO
Y
2
2060-01-30
Fixed
5.875
N
N
N
N
N
N
DP WORLD CRESCENT LTD
21380096JRTWB8TL9236
SR UNSECURED REGS 07/29 3.875
ACI1D8332
300000
PA
USD
272131.2
0.348344431363
Long
DBT
CORP
KY
Y
2
2029-07-18
Fixed
3.875
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
SR UNSECURED 04/30 6.875
279158AN9
50000
PA
USD
45652.96
0.058438556076
Long
DBT
CORP
CO
N
2
2030-04-29
Fixed
6.875
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
SR UNSECURED 01/33 8.875
279158AS8
100000
PA
USD
97679.14
0.125035220068
Long
DBT
CORP
CO
N
2
2033-01-13
Fixed
8.875
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
SR UNSECURED 11/31 4.625
279158AP4
355000
PA
USD
271034.26
0.346940281671
Long
DBT
CORP
CO
N
2
2031-11-02
Fixed
4.625
N
N
N
N
N
N
EMIRATES NBD BANK PJSC
54930029BCN8HF3B1286
JR SUBORDINA REGS 12/99 VAR
BFY8SBII9
200000
PA
USD
196933.2
0.2520864332
Long
DBT
CORP
AE
Y
2
2099-12-31
Fixed
6.125
N
N
N
N
N
N
EMPRESA DE LOS FERROCARR
8755006LY8XNRFOGWN86
SR UNSECURED REGS 08/50 3.068
P3742RAW0
450000
PA
USD
257228.31
0.329267828817
Long
DBT
CORP
CL
Y
2
2050-08-18
Fixed
3.068
N
N
N
N
N
N
EMPRESA DE TRANSPORTE ME
959800T4M5QUPYMSCH69
SR UNSECURED 144A 05/50 4.7
29246QAE5
200000
PA
USD
155251.24
0.198730997828
Long
DBT
CORP
CL
Y
2
2050-05-07
Fixed
4.7
N
N
N
N
N
N
EMPRESA DE TRANSPORTE ME
959800T4M5QUPYMSCH69
SR UNSECURED 144A 09/61 3.693
29246QAF2
200000
PA
USD
121105.74
0.155022688082
Long
DBT
CORP
CL
Y
2
2061-09-13
Fixed
3.693
N
N
N
N
N
N
EXPORT IMPORT BANK KOREA
549300APVP4R32PI3Y06
SR UNSECURED 01/28 5
302154DV8
200000
PA
USD
197605.89
0.252947517176
Long
DBT
NUSS
KR
N
2
2028-01-11
Fixed
5
N
N
N
N
N
N
EXPORT IMPORT BANK KOREA
549300APVP4R32PI3Y06
SR UNSECURED 01/33 5.125
302154DW6
200000
PA
USD
195955.2
0.250834533918
Long
DBT
NUSS
KR
N
2
2033-01-11
Fixed
5.125
N
N
N
N
N
N
EXPORT IMPORT BK INDIA
335800OFZ8YEIVN1QI11
SR UNSECURED 144A 01/31 2.25
30216JAF2
205000
PA
USD
159018.37
0.203553152575
Long
DBT
NUSS
IN
Y
2
2031-01-13
Fixed
2.25
N
N
N
N
N
N
EXPORT IMPORT BK INDIA
335800OFZ8YEIVN1QI11
SR UNSECURED REGS 01/30 3.25
30216KAE2
1500000
PA
USD
1278689.36
1.636799889167
Long
DBT
NUSS
IN
Y
2
2030-01-15
Fixed
3.25
N
N
N
N
N
N
EXPORT IMPORT BK INDIA
335800OFZ8YEIVN1QI11
SR UNSECURED REGS 01/31 2.25
30216KAF9
200000
PA
USD
155139.87
0.198588437477
Long
DBT
NUSS
IN
Y
2
2031-01-13
Fixed
2.25
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
SR UNSECURED 01/45 5
105756BW9
240000
PA
USD
177423.61
0.227112975417
Long
DBT
NUSS
BR
N
2
2045-01-27
Fixed
5
N
N
N
N
N
N
GACI FIRST INVESTMENT
558600TU1PWGNLZ3XM88
COMPANY GUAR REGS 02/53 5.125
G3705QAE7
450000
PA
USD
364824
0.466996833981
Long
DBT
CORP
KY
Y
2
2053-02-14
Fixed
5.125
N
N
N
N
N
N
GLOBE TELECOM INC
254900GPWI1816YIM923
SR UNSECURED REGS 07/35 3
ACI1P6HT1
400000
PA
USD
286255.32
0.366424161103
Long
DBT
CORP
PH
Y
2
2035-07-23
Fixed
3
N
N
N
N
N
N
GLOBO COMMUNICACOES PART
52990054HEKS017PVR75
SR UNSECURED REGS 01/32 5.5
P47777AC4
200000
PA
USD
164267.66
0.210272561963
Long
DBT
CORP
BR
Y
2
2032-01-14
Fixed
5.5
N
N
N
N
N
N
GLOBO COMMUNICACOES PART
52990054HEKS017PVR75
SR UNSECURED REGS 01/30 4.875
P47777AB6
850000
PA
USD
706020.29
0.903748766958
Long
DBT
CORP
BR
Y
2
2030-01-22
Fixed
4.875
N
N
N
N
N
N
GOVERNMENT OF JAMAICA
529900Y93KNSXZI8KK56
SR UNSECURED 03/39 8
B1V2P0II3
170000
PA
USD
193759.93
0.248024455251
Long
DBT
NUSS
JM
N
2
2039-03-15
Fixed
8
N
N
N
N
N
N
GOVERNMENT OF JAMAICA
529900Y93KNSXZI8KK56
SR UNSECURED 03/39 8
470160AV4
175000
PA
USD
199458.75
0.255319290288
Long
DBT
NUSS
JM
N
2
2039-03-15
Fixed
8
N
N
N
N
N
N
GOVERNMENT OF JAMAICA
529900Y93KNSXZI8KK56
SR UNSECURED 04/28 6.75
470160CA8
200000
PA
USD
202935.13
0.25976926741
Long
DBT
NUSS
JM
N
2
2028-04-28
Fixed
6.75
N
N
N
N
N
N
GOVT OF BERMUDA
549300FP5PUZXX9FVJ40
SR UNSECURED REGS 07/32 5
G10367AH6
400000
PA
USD
372693.17
0.477069848575
Long
DBT
NUSS
BM
Y
2
2032-07-15
Fixed
5
N
N
N
N
N
N
GREENKO POWER II LTD
254900YYA4B6O2O4JM12
SR SECURED REGS 12/28 4.3
V3855MAA5
241150
PA
USD
206154.69
0.263890499365
Long
DBT
CORP
MU
Y
2
2028-12-13
Fixed
4.3
N
N
N
N
N
N
HTA GROUP LTD
213800WEFU8O8X6EPU13
COMPANY GUAR 144A 12/25 7
40435WAB6
200000
PA
USD
192272
0.246119814659
Long
DBT
CORP
MU
Y
2
2025-12-18
Fixed
7
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
SR UNSECURED 144A 03/28 5.6
44891ACD7
175000
PA
USD
171193.17
0.219137634556
Long
DBT
CORP
US
Y
2
2028-03-30
Fixed
5.6
N
N
N
N
N
N
ICL GROUP LIMITED
529900FQVQD88SHIGM04
SR UNSECURED 144A REGS 05/38 6
BF3SP4II8
150000
PA
USD
146125.5
0.187049497467
Long
DBT
CORP
IL
Y
2
2038-05-31
Fixed
6.375
N
N
N
N
N
N
ICL GROUP LIMITED
529900FQVQD88SHIGM04
SR UNSECURED 144A REGS 05/38 6
M5R07DAG5
200000
PA
USD
194834
0.249399329956
Long
DBT
CORP
IL
Y
2
2038-05-31
Fixed
6.375
N
N
N
N
N
N
INDONESIA GOVERNMENT
N/A
BONDS 05/28 6.125
ACI02BD46
8304000000
PA
529414.25
0.677682330698
Long
DBT
NUSS
ID
N
2
2028-05-15
Fixed
6.125
N
N
N
N
N
N
INDUSTRIAS PENOLES SAB D
549300WA2HB7776CB324
SR UNSECURED 144A 08/50 4.75
456472AD1
200000
PA
USD
149887.08
0.191864547877
Long
DBT
CORP
MX
Y
2
2050-08-06
Fixed
4.75
N
N
N
N
N
N
INFRAESTRUCTURA ENERGETI
715K4H1JYF3O6JOK1411
SR UNSECURED 144A 01/48 4.875
456829AB6
300000
PA
USD
217489.83
0.27840016565
Long
DBT
CORP
MX
Y
2
2048-01-14
Fixed
4.875
N
N
N
N
N
N
INTERNATIONAL CONTAINER
254900FU1MWK0I0Q4J61
SR UNSECURED REGS 06/30 4.75
ACI1N1856
400000
PA
USD
374920
0.479920325955
Long
DBT
CORP
PH
Y
2
2030-06-17
Fixed
4.75
N
N
N
N
N
N
INTL BK RECON + DEVELOP
N/A
SR UNSECURED 03/27 0.00000
45906M3A7
275000
PA
USD
245460.05
0.314203742678
Long
DBT
NUSS
NA
N
2
2027-03-31
None
0
N
N
N
N
N
N
ISLAMIC REP OF PAKISTAN
529900LOP29R5WKHOD86
SR UNSECURED REGS 03/36 7.875
Y8793YAL6
562000
PA
USD
263297
0.337036119874
Long
DBT
NUSS
PK
Y
2
2036-03-31
Fixed
7.875
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
SR UNSECURED REGS 01/32 4.875
ACI1T3QV9
250000
PA
200877.52
0.257135401887
Long
DBT
NUSS
CI
Y
2
2032-01-30
Fixed
4.875
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
SR UNSECURED REGS 03/48 6.625
ACI11JW62
525000
PA
380757.52
0.487392705399
Long
DBT
NUSS
CI
Y
2
2048-03-22
Fixed
6.625
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
SR UNSECURED REGS 06/33 6.125
V73789AW5
1925000
PA
USD
1593014.5
2.039155121336
Long
DBT
NUSS
CI
Y
2
2033-06-15
Fixed
6.125
N
N
N
N
N
N
KAZMUNAYGAS NATIONAL CO
2138001H1M69RFJCSH88
SR UNSECURED REGS 04/33 3.5
ACI1S0N15
200000
PA
USD
149260
0.191061847466
Long
DBT
CORP
KZ
Y
2
2033-04-14
Fixed
3.5
N
N
N
N
N
N
KAZMUNAYGAS NATIONAL CO
2138001H1M69RFJCSH88
SR UNSECURED REGS 10/48 6.375
Y44709AG1
230000
PA
USD
187128.46
0.239535771681
Long
DBT
CORP
KZ
Y
2
2048-10-24
Fixed
6.375
N
N
N
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
SR UNSECURED REGS 09/47 7.5
ACI0XQB41
200000
PA
USD
177000
0.22657072894
Long
DBT
NUSS
BH
Y
2
2047-09-20
Fixed
7.5
N
N
N
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
SR UNSECURED REGS 09/29 6.75
ACI0XQDC1
350000
PA
USD
343686
0.439938912691
Long
DBT
NUSS
BH
Y
2
2029-09-20
Fixed
6.75
N
N
N
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
SR UNSECURED REGS 10/28 7
M87012AC0
675000
PA
USD
683326.8
0.874699724181
Long
DBT
NUSS
BH
Y
2
2028-10-12
Fixed
7
N
N
N
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
SR UNSECURED 144A 05/34 5.625
05675M2J2
700000
PA
USD
598152.8
0.765671841318
Long
DBT
NUSS
BH
Y
2
2034-05-18
Fixed
5.625
N
N
N
N
N
N
KINGDOM OF JORDAN
5493000JZ4MYPVMBVN50
SR UNSECURED 144A 01/29 7.5
41809JAB1
400000
PA
USD
390148.8
0.499414113056
Long
DBT
NUSS
JO
Y
2
2029-01-13
Fixed
7.5
N
N
N
N
N
N
KINGDOM OF JORDAN
5493000JZ4MYPVMBVN50
SR UNSECURED REGS 07/30 5.85
ACI1NM4Q8
1200000
PA
USD
1063759.2
1.361676256273
Long
DBT
NUSS
JO
Y
2
2030-07-07
Fixed
5.85
N
N
N
N
N
N
KINGDOM OF JORDAN
5493000JZ4MYPVMBVN50
SR UNSECURED 144A 01/28 7.75
41809JAA3
240000
PA
USD
238999.2
0.305933463051
Long
DBT
NUSS
JO
Y
2
2028-01-15
Fixed
7.75
N
N
N
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
SR UNSECURED 144A 09/33 6.5
617726AP9
240000
PA
USD
235200
0.301070256761
Long
DBT
NUSS
MA
Y
2
2033-09-08
Fixed
6.5
N
N
N
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
SR UNSECURED REGS 12/32 3
ACI1TDSM5
425000
PA
USD
323000
0.4134595788
Long
DBT
NUSS
MA
Y
2
2032-12-15
Fixed
3
N
N
N
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
SR UNSECURED 144A 12/32 3
617726AL8
600000
PA
USD
456000
0.583707640658
Long
DBT
NUSS
MA
Y
2
2032-12-15
Fixed
3
N
N
N
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
SR UNSECURED REGS 12/50 4
ACI1TDR95
1000000
PA
USD
617500
0.790437430058
Long
DBT
NUSS
MA
Y
2
2050-12-15
Fixed
4
N
N
N
N
N
N
KOSMOS ENERGY LTD
213800YDFJ3OT9B5P157
COMPANY GUAR REGS 04/26 7.125
U5007TAA3
200000
PA
USD
188260
0.24098421147
Long
DBT
CORP
US
Y
2
2026-04-04
Fixed
7.125
N
N
N
N
N
N
LAMAR FUNDING LTD
549300TSXHL7X0727895
COMPANY GUAR REGS 05/25 3.958
ACI0CHS53
500000
PA
USD
476000
0.609308852968
Long
DBT
CORP
KY
Y
2
2025-05-07
Fixed
3.958
N
N
N
N
N
N
LCPR SR SECURED FIN DAC
549300LE5FM8IKMXSP90
SR SECURED 144A 07/29 5.125
50201DAD5
400000
PA
USD
321757.76
0.411869436301
Long
DBT
CORP
IE
Y
2
2029-07-15
Fixed
5.125
N
N
N
N
N
N
LENOVO GROUP LTD
254900VUZRGD5U73RE46
SR UNSECURED 144A 11/30 3.421
526250AB1
200000
PA
USD
163097.39
0.208774545426
Long
DBT
CORP
HK
Y
2
2030-11-02
Fixed
3.421
N
N
N
N
N
N
LEVIATHAN BOND LTD
254900D9T8VKYVQNZ220
SR SECURED 144A REGS 06/25 6.1
ACI1PZBL0
300000
PA
USD
291540
0.373188871837
Long
DBT
CORP
IL
Y
2
2025-06-30
Fixed
6.125
N
N
N
N
N
N
LIMA METRO LINE 2 FIN LT
5493009BVQNQT1UKQ352
SR SECURED REGS 07/34 5.875
G54897AA4
90322.89
PA
USD
86908.64
0.111248327209
Long
DBT
CORP
KY
Y
2
2034-07-05
Fixed
5.875
N
N
N
N
N
N
MANILA WATER CO INC
5493004SJIK0GOUIZM45
SR UNSECURED REGS 07/30 4.375
ACI1PJF81
300000
PA
USD
269250
0.344656320718
Long
DBT
CORP
PH
Y
2
2030-07-30
Fixed
4.375
N
N
N
N
N
N
MEGLOBAL CANADA ULC
635400MHHHT7LMKMQL03
COMPANY GUAR 144A 05/30 5.875
58518N2A9
200000
PA
USD
198000
0.253452001865
Long
DBT
CORP
CA
Y
2
2030-05-18
Fixed
5.875
N
N
N
N
N
N
MERCADOLIBRE INC
549300DKPDN9M5S8GB14
SR UNSECURED 08/28 2
58733RAD4
45000
PA
USD
130747.5
0.167364725322
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
2
N
N
N
N
Y
Mercadolibre Inc
Mercadolibre Inc COM
USD
XXXX
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
BONDS 05/31 7.75
975UCXII2
9700000
PA
489995.41
0.627223826106
Long
DBT
NUSS
MX
N
2
2031-05-29
Fixed
7.75
N
N
N
N
N
N
MINEJESA CAPITAL BV
549300KS7ERCP10BKC35
SR SECURED REGS 08/37 5.625
N57445AB9
500000
PA
USD
381430.26
0.488253853378
Long
DBT
CORP
NL
Y
2
2037-08-10
Fixed
5.625
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
NOTES 01/29 10
ACI0ZV4S3
650000
PA
126036.93
0.161334910189
Long
DBT
NUSS
BR
N
2
2029-01-01
Fixed
10
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
NOTES 01/31 10
ACI1J1NR6
3100000
PA
589137.84
0.754132146072
Long
DBT
NUSS
BR
N
2
2031-01-01
Fixed
10
N
N
N
N
N
N
NOVA KREDITNA BANKA MARI
549300J0GSZ83GTKBZ89
SR UNSECURED REGS 06/26 VAR
ACI2GZXG5
300000
PA
323433.53
0.414014523478
Long
DBT
CORP
SI
Y
2
2026-06-29
Fixed
7.375
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
SR UNSECURED REGS 01/28 5.625
M75242BJ1
200000
PA
USD
194700
0.249227801834
Long
DBT
NUSS
OM
Y
2
2028-01-17
Fixed
5.625
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
SR UNSECURED REGS 03/27 5.375
M75242BB8
200000
PA
USD
194660
0.249176599409
Long
DBT
NUSS
OM
Y
2
2027-03-08
Fixed
5.375
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
SR UNSECURED REGS 01/48 6.75
M75242BH5
300000
PA
USD
275270.4
0.352362797647
Long
DBT
NUSS
OM
Y
2
2048-01-17
Fixed
6.75
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
SR UNSECURED REGS 06/26 4.75
M75242AW3
350000
PA
USD
339062.5
0.434020552436
Long
DBT
NUSS
OM
Y
2
2026-06-15
Fixed
4.75
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
SR UNSECURED REGS 03/47 6.5
M75242BA0
390000
PA
USD
347685
0.445057875093
Long
DBT
NUSS
OM
Y
2
2047-03-08
Fixed
6.5
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
SR UNSECURED REGS 10/27 6.75
ACI1SC4N2
400000
PA
USD
406472
0.520308798495
Long
DBT
NUSS
OM
Y
2
2027-10-28
Fixed
6.75
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
SR UNSECURED REGS 06/26 4.75
ACI0N0991
600000
PA
USD
581250
0.744035232747
Long
DBT
NUSS
OM
Y
2
2026-06-15
Fixed
4.75
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
SR UNSECURED 144A 01/51 7
68205LAT0
200000
PA
USD
188146.4
0.240838796584
Long
DBT
NUSS
OM
Y
2
2051-01-25
Fixed
7
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
SR UNSECURED 144A 10/27 6.75
68205LAD5
200000
PA
USD
203236
0.260154399247
Long
DBT
NUSS
OM
Y
2
2027-10-28
Fixed
6.75
N
N
N
N
N
N
OOREDOO INTL FINANCE
549300BHXCDJ03WU7N77
COMPANY GUAR 144A 04/31 2.625
74735KAA0
260000
PA
USD
216411
0.277019197856
Long
DBT
CORP
BM
Y
2
2031-04-08
Fixed
2.625
N
N
N
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
SR UNSECURED REGS 05/48 6.15
71568QAF4
200000
PA
USD
177073.52
0.226664838996
Long
DBT
NUSS
ID
Y
2
2048-05-21
Fixed
6.15
N
N
N
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
SR UNSECURED 144A 06/50 4
71568PAP4
200000
PA
USD
129350
0.165575840612
Long
DBT
NUSS
ID
Y
2
2050-06-30
Fixed
4
N
N
N
N
N
N
PERUSAHAAN PENERBIT SBSN
254900G208H6Q0L5B953
SR UNSECURED 144A 06/50 3.8
71567PAQ3
200000
PA
USD
143198.11
0.183302260822
Long
DBT
NUSS
ID
Y
2
2050-06-23
Fixed
3.8
N
N
N
N
N
N
PERUSAHAAN PENERBIT SBSN
254900G208H6Q0L5B953
SR UNSECURED REGS 02/29 4.45
71567RAM8
386000
PA
USD
368588.32
0.471815391757
Long
DBT
NUSS
ID
Y
2
2029-02-20
Fixed
4.45
N
N
N
N
N
N
PERUSAHAAN PENERBIT SBSN
254900G208H6Q0L5B953
SR UNSECURED REGS 03/26 4.55
71567RAF3
1350000
PA
USD
1320778.67
1.690676757231
Long
DBT
NUSS
ID
Y
2
2026-03-29
Fixed
4.55
N
N
N
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
COMPANY GUAR REGS 05/35 9.75
B7XSMNII4
150000
PA
USD
7875
0.010080477347
Long
DBT
NUSS
VE
Y
2
2035-05-17
Fixed
9.75
Y
Y
N
N
N
N
PETROLEOS DE VENEZUELA S
N/A
SR SECURED REGS 10/20 8.5
P7807HAV7
250000
PA
USD
122500
0.156807425396
Long
DBT
NUSS
VE
Y
2
2020-10-27
Fixed
8.5
N
N
N
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
COMPANY GUAR REGS 04/27 5.375
B1VX67II1
900000
PA
USD
47250
0.060482864081
Long
DBT
NUSS
VE
Y
2
2027-04-12
Fixed
5.375
Y
Y
N
N
N
N
PETROLEOS DE VENEZUELA S
N/A
COMPANY GUAR REGS 02/22 12.75
P7807HAM7
1500000
PA
USD
78750
0.100804773469
Long
DBT
NUSS
VE
Y
2
2022-02-17
Fixed
12.75
N
N
N
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
COMPANY GUAR REGS 11/26 6
P7807HAR6
1750000
PA
USD
91875
0.117605569047
Long
DBT
NUSS
VE
Y
2
2026-11-15
Fixed
6
Y
Y
N
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
COMPANY GUAR REGS 05/24 6
P7807HAT2
2400000
PA
USD
126000
0.16128763755
Long
DBT
NUSS
VE
Y
2
2024-05-16
Fixed
6
Y
Y
N
N
N
N
PETROLEOS DE VENEZUELA S
N/A
COMPANY GUAR REGS 11/21 9
P7807HAP0
4990000
PA
USD
261975
0.33534387974
Long
DBT
NUSS
VE
Y
2
2021-11-17
Fixed
9
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
COMPANY GUAR 01/30 6.84
71654QDC3
55000
PA
USD
42966.1
0.054999212411
Long
DBT
CORP
MX
N
2
2030-01-23
Fixed
6.84
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
COMPANY GUAR 01/31 5.95
71654QDE9
175000
PA
USD
125256.25
0.160335592468
Long
DBT
CORP
MX
N
2
2031-01-28
Fixed
5.95
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
COMPANY GUAR 144A 02/33 10
71654QDN9
260000
PA
USD
231448.36
0.296267930153
Long
DBT
CORP
MX
Y
2
2033-02-07
Fixed
10
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
COMPANY GUAR 01/26 4.5
71654QBW1
500000
PA
USD
446667.95
0.571762050991
Long
DBT
CORP
MX
N
2
2026-01-23
Fixed
4.5
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
COMPANY GUAR 06/29 8.75
71654QDL3
655000
PA
USD
580487.2
0.743058802509
Long
DBT
CORP
MX
N
2
2029-06-02
Fixed
8.75
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
COMPANY GUAR 03/27 6.5
71654QCG5
850000
PA
USD
749469.82
0.959366799072
Long
DBT
CORP
MX
N
2
2027-03-13
Fixed
6.5
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
COMPANY GUAR 06/41 6.5
71654QAZ5
1210000
PA
USD
727931.04
0.931795855088
Long
DBT
CORP
MX
N
2
2041-06-02
Fixed
6.5
N
N
N
N
N
N
POSCO
9884000N94NH7G6LQ816
SR UNSECURED 144A 01/28 5.75
73730EAD5
200000
PA
USD
198795
0.254469650054
Long
DBT
CORP
KR
Y
2
2028-01-17
Fixed
5.75
N
N
N
N
N
PT PERTAMINA (PERSERO)
254900NDAKGNZ2IBBL45
SR UNSECURED REGS 05/43 5.625
Y7138AAF7
200000
PA
USD
174965.45
0.223966381614
Long
DBT
NUSS
ID
Y
2
2043-05-20
Fixed
5.625
N
N
N
N
N
N
QATAR ENERGY
254900QTESJKJ3P87J26
SR UNSECURED REGS 07/31 2.25
ACI1YYZZ6
300000
PA
USD
240195.6
0.307464927571
Long
DBT
CORP
QA
Y
2
2031-07-12
Fixed
2.25
N
N
N
N
N
N
QATAR ENERGY
254900QTESJKJ3P87J26
SR UNSECURED 144A 07/41 3.125
74730DAE3
450000
PA
USD
310528.8
0.397495686852
Long
DBT
CORP
QA
Y
2
2041-07-12
Fixed
3.125
N
N
N
N
N
N
RELIANCE INDUSTRIES LTD
5493003UOETFYRONLG31
SR UNSECURED REGS 01/32 2.875
Y72570AS6
400000
PA
USD
319170.47
0.408557548271
Long
DBT
CORP
IN
Y
2
2032-01-12
Fixed
2.875
N
N
N
N
N
N
REPUBLIC OF ALBANIA
254900EDM43U3SGRND29
SR UNSECURED 144A 06/28 5.9
ACI2GLM29
130000
PA
133662.84
0.171096537237
Long
DBT
NUSS
AL
Y
2
2028-06-09
Fixed
5.9
N
N
N
N
N
N
REPUBLIC OF ALBANIA
254900EDM43U3SGRND29
SR UNSECURED REGS 06/27 3.5
ACI1N03B0
190000
PA
186864.3
0.239197630869
Long
DBT
NUSS
AL
Y
2
2027-06-16
Fixed
3.5
N
N
N
N
N
N
REPUBLIC OF ALBANIA
254900EDM43U3SGRND29
SR UNSECURED REGS 11/31 3.5
ACI21XKG0
590000
PA
510736.59
0.653773793743
Long
DBT
NUSS
AL
Y
2
2031-11-23
Fixed
3.5
N
N
N
N
N
N
REPUBLIC OF ALBANIA
254900EDM43U3SGRND29
SR UNSECURED 144A 11/31 3.5
ACI21XKJ4
600000
PA
519393.14
0.664854702464
Long
DBT
NUSS
AL
Y
2
2031-11-23
Fixed
3.5
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
SR UNSECURED REGS 11/49 9.125
ACI1H0293
300000
PA
USD
214500
0.27457300202
Long
DBT
NUSS
AO
Y
2
2049-11-26
Fixed
9.125
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
SR UNSECURED REGS 11/25 9.5
BZ97T1II6
400000
PA
USD
391000
0.500503700652
Long
DBT
NUSS
AO
Y
2
2025-11-12
Fixed
9.5
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
SR UNSECURED REGS 11/29 8
ACI1H0020
800000
PA
USD
657348.8
0.841446309512
Long
DBT
NUSS
AO
Y
2
2029-11-26
Fixed
8
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
SR UNSECURED REGS 05/28 8.25
V21735AC5
1125000
PA
USD
972625.5
1.24501959616
Long
DBT
NUSS
AO
Y
2
2028-05-09
Fixed
8.25
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
SR UNSECURED 01/38 VAR
040114HU7
1677891
PA
USD
491419.54
0.62904679883
Long
DBT
NUSS
AR
N
2
2038-01-09
Variable
4.25
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
SR UNSECURED 07/30 VAR
040114HS2
396224
PA
USD
112659.22
0.144210630493
Long
DBT
NUSS
AR
N
2
2030-07-09
Variable
0.75
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
N/A
SR UNSECURED 12/35 VAR
B0S5NQII7
845000
PA
USD
20533.5
0.026284124648
Long
DBT
NUSS
AR
N
2
2035-12-15
Floating
0
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
SR UNSECURED 07/35 VAR
040114HT0
1224923
PA
USD
302134
0.386749833997
Long
DBT
NUSS
AR
N
2
2035-07-09
Variable
3.625
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
SR UNSECURED 01/34 3.5
168863DV7
200000
PA
USD
165126.11
0.211371429998
Long
DBT
NUSS
CL
N
2
2034-01-31
Fixed
3.5
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
SR UNSECURED 01/36 4.95
168863DZ8
200000
PA
USD
183430.17
0.234801736308
Long
DBT
NUSS
CL
N
2
2036-01-05
Fixed
4.95
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
SR UNSECURED 01/52 4
168863DW5
200000
PA
USD
145575.37
0.186345297721
Long
DBT
NUSS
CL
N
2
2052-01-31
Fixed
4
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
SR UNSECURED 01/26 4.5
195325CX1
200000
PA
USD
191232.46
0.244789140447
Long
DBT
NUSS
CO
N
2
2026-01-28
Fixed
4.5
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
SR UNSECURED 06/45 5
195325CU7
350000
PA
USD
229021.72
0.293161683861
Long
DBT
NUSS
CO
N
2
2045-06-15
Fixed
5
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
SR UNSECURED 02/44 5.625
195325BR5
400000
PA
USD
285671.37
0.365676669707
Long
DBT
NUSS
CO
N
2
2044-02-26
Fixed
5.625
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
SR UNSECURED 04/31 3.125
195325DS1
400000
PA
USD
295542.42
0.378312212045
Long
DBT
NUSS
CO
N
2
2031-04-15
Fixed
3.125
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
SR UNSECURED 01/30 3
195325DR3
600000
PA
USD
459815.06
0.58859114871
Long
DBT
NUSS
CO
N
2
2030-01-30
Fixed
3
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
SR UNSECURED 05/51 4.125
195325DT9
725000
PA
USD
403372.74
0.516341557832
Long
DBT
NUSS
CO
N
2
2051-05-15
Fixed
4.125
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
SR UNSECURED REGS 07/35 VAR
ACI1Q6JR2
50000
PA
USD
18494.57
0.023674170657
Long
DBT
NUSS
EC
Y
2
2035-07-31
Variable
3.5
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
SR UNSECURED 144A 07/30 0.0000
ACI1Q6MV9
165446
PA
USD
48961.78
0.062674046242
Long
DBT
NUSS
EC
Y
2
2030-07-31
None
0
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
SR UNSECURED 144A 07/40 VAR
ACI1Q6LS7
408900
PA
USD
133226.77
0.170538341204
Long
DBT
NUSS
EC
Y
2
2040-07-31
Variable
2.5
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
SR UNSECURED 144A 07/35 VAR
ACI1Q6JH4
828550
PA
USD
306473.59
0.392304772243
Long
DBT
NUSS
EC
Y
2
2035-07-31
Variable
3.5
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
SR UNSECURED 144A 07/30 VAR
ACI1Q6J27
927100
PA
USD
471338.3
0.603341594397
Long
DBT
NUSS
EC
Y
2
2030-07-31
Variable
6
N
N
N
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
SR UNSECURED REGS 06/35 7.65
B09YD3II7
45000
PA
USD
31695.14
0.040571700416
Long
DBT
NUSS
SV
Y
2
2035-06-15
Fixed
7.65
N
N
N
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
SR UNSECURED 144A 01/27 6.375
283875AS1
125000
PA
USD
101647.1
0.130114449388
Long
DBT
NUSS
SV
Y
2
2027-01-18
Fixed
6.375
N
N
N
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
SR UNSECURED REGS 01/25 5.875
P01012AS5
590000
PA
USD
534006.2
0.683560305041
Long
DBT
NUSS
SV
Y
2
2025-01-30
Fixed
5.875
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
BANK GUARANT REGS 10/30 10.75
BYX3WLII3
200000
PA
USD
133796
0.171266990109
Long
DBT
NUSS
GH
Y
2
2030-10-14
Fixed
10.75
N
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
SR UNSECURED 144A 10/32 7.05
401494AX7
200000
PA
USD
200700
0.256908165527
Long
DBT
NUSS
GT
Y
2
2032-10-04
Fixed
7.05
N
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
SR UNSECURED REGS 04/32 5.375
P5015VAK2
200000
PA
USD
182565.01
0.233694279065
Long
DBT
NUSS
GT
Y
2
2032-04-24
Fixed
5.375
N
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
UNSECURED 144A 08/29 5.25
401494AV1
200000
PA
USD
184059.84
0.235607752075
Long
DBT
NUSS
GT
Y
2
2029-08-10
Fixed
5.25
N
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
SR UNSECURED 144A 06/36 6.6
401494AW9
400000
PA
USD
383467.97
0.490862245694
Long
DBT
NUSS
GT
Y
2
2036-06-13
Fixed
6.6
N
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
SR UNSECURED REGS 02/28 4.875
P5015VAE6
400000
PA
USD
370829.33
0.474684020397
Long
DBT
NUSS
GT
Y
2
2028-02-13
Fixed
4.875
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
SR UNSECURED 01/28 4.55
455780DQ6
200000
PA
USD
193622.99
0.24784916375
Long
DBT
NUSS
ID
N
2
2028-01-11
Fixed
4.55
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
SR UNSECURED 01/28 3.5
455780CD6
404000
PA
USD
374149.34
0.478933834441
Long
DBT
NUSS
ID
N
2
2028-01-11
Fixed
3.5
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
SR UNSECURED REGS 04/43 4.625
Y20721BE8
1400000
PA
USD
1201248.24
1.537670561437
Long
DBT
NUSS
ID
Y
2
2043-04-15
Fixed
4.625
N
N
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
SR UNSECURED REGS 02/28 7.25
V50249AB3
800000
PA
USD
642390.4
0.822298650801
Long
DBT
NUSS
KE
Y
2
2028-02-28
Fixed
7.25
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
SR UNSECURED REGS 02/32 7.875
V342A3BV5
750000
PA
USD
589387.5
0.754451726005
Long
DBT
NUSS
NG
Y
2
2032-02-16
Fixed
7.875
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
SR UNSECURED 01/63 4.5
698299BS2
360000
PA
USD
232286.79
0.297341171375
Long
DBT
NUSS
PA
N
2
2063-01-19
Fixed
4.5
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
SR UNSUB 09/32 2.252
698299BN3
1050000
PA
USD
758896.93
0.9714340713
Long
DBT
NUSS
PA
N
2
2032-09-29
Fixed
2.252
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
SR UNSECURED 02/35 6.4
698299BT0
1150000
PA
USD
1113236.33
1.425009981753
Long
DBT
NUSS
PA
N
2
2035-02-14
Fixed
6.4
N
N
N
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
SR UNSECURED REGS 03/50 5.4
P75744AG0
600000
PA
USD
472723.88
0.605115220784
Long
DBT
NUSS
PY
Y
2
2050-03-30
Fixed
5.4
N
N
N
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
SR UNSECURED 144A 03/50 5.4
699149AH3
200000
PA
USD
157574.63
0.201705077862
Long
DBT
NUSS
PY
Y
2
2050-03-30
Fixed
5.4
N
N
N
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
SR UNSECURED 144A 08/33 5.85
699149AM2
200000
PA
USD
189103.66
0.242064147409
Long
DBT
NUSS
PY
Y
2
2033-08-21
Fixed
5.85
N
N
N
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
SR UNSECURED 144A 04/31 4.95
699149AJ9
400000
PA
USD
369637.56
0.473158482558
Long
DBT
NUSS
PY
Y
2
2031-04-28
Fixed
4.95
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
SR UNSECURED 03/51 3.55
715638DT6
130000
PA
USD
85401.57
0.109319186257
Long
DBT
NUSS
PE
N
2
2051-03-10
Fixed
3.55
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
SR UNSECURED REGS 08/32 6.15
715638CJ9
530000
PA
130161.16
0.166614174581
Long
DBT
NUSS
PE
Y
2
2032-08-12
Fixed
6.15
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
SR UNSECURED 03/41 3.3
715638DS8
300000
PA
USD
207151.22
0.26516611817
Long
DBT
NUSS
PE
N
2
2041-03-11
Fixed
3.3
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
SR UNSECURED 12/60 2.78
715638DQ2
670000
PA
USD
355678.66
0.455290244432
Long
DBT
NUSS
PE
N
2
2060-12-01
Fixed
2.78
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
SR UNSECURED 07/28 4.625
718286CY1
200000
PA
USD
193816.86
0.248097329102
Long
DBT
NUSS
PH
N
2
2028-07-17
Fixed
4.625
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
SR UNSECURED 12/45 2.65
718286CL9
900000
PA
USD
541946.38
0.693724216739
Long
DBT
NUSS
PH
N
2
2045-12-10
Fixed
2.65
N
N
N
N
N
N
REPUBLIC OF POLAND
259400R9L8QEP0TPXS31
SR UNSECURED 04/53 5.5
731011AW2
120000
PA
USD
108456
0.138830254112
Long
DBT
NUSS
PL
N
2
2053-04-04
Fixed
5.5
N
N
N
N
N
N
REPUBLIC OF POLAND
259400R9L8QEP0TPXS31
SR UNSECURED REGS 02/33 3.875
ACI2CX7L2
230000
PA
234931.92
0.300727098111
Long
DBT
NUSS
PL
Y
2
2033-02-14
Fixed
3.875
N
N
N
N
N
N
REPUBLIC OF SENEGAL
549300NP14ZLQGWIUZ97
SR UNSECURED REGS 05/33 6.25
BZ11YYII9
200000
PA
USD
160064
0.204891622356
Long
DBT
NUSS
SN
Y
2
2033-05-23
Fixed
6.25
N
N
N
N
N
N
REPUBLIC OF SENEGAL
549300NP14ZLQGWIUZ97
SR UNSECURED REGS 03/28 4.75
ACI11B6Y7
300000
PA
269789.08
0.345346375794
Long
DBT
NUSS
SN
Y
2
2028-03-13
Fixed
4.75
N
N
N
N
N
N
REPUBLIC OF SENEGAL
549300NP14ZLQGWIUZ97
SR UNSECURED REGS 05/33 6.25
V7691DAX4
1750000
PA
USD
1400560
1.792801695614
Long
DBT
NUSS
SN
Y
2
2033-05-23
Fixed
6.25
N
N
N
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
SR UNSECURED 144A 05/28 6.25
817477AG7
240000
PA
USD
235200
0.301070256761
Long
DBT
NUSS
RS
Y
2
2028-05-26
Fixed
6.25
N
N
N
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
SR UNSECURED REGS 12/30 2.125
ACI1T2LC8
1100000
PA
USD
806403.4
1.032245232528
Long
DBT
NUSS
RS
Y
2
2030-12-01
Fixed
2.125
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
SR UNSECURED 09/47 5.65
836205AX2
210000
PA
USD
139269.9
0.178273913912
Long
DBT
NUSS
ZA
N
2
2047-09-27
Fixed
5.65
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
SR UNSECURED 04/52 7.3
836205BE3
360000
PA
USD
284940
0.364740471774
Long
DBT
NUSS
ZA
N
2
2052-04-20
Fixed
7.3
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
SR UNSECURED 03/41 6.25
836205AP9
400000
PA
USD
307000
0.392978608952
Long
DBT
NUSS
ZA
N
2
2041-03-08
Fixed
6.25
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
SR UNSECURED 04/32 5.875
836205BC7
425000
PA
USD
361250
0.462421897342
Long
DBT
NUSS
ZA
N
2
2032-04-20
Fixed
5.875
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
SR UNSECURED 01/30 8
ACI0725J7
5835000
PA
268856.09
0.344152092041
Long
DBT
NUSS
ZA
N
2
2030-01-31
Fixed
8
N
N
N
N
N
N
REPUBLIC OF SRI LANKA
N/A
SR UNSECURED REGS 06/25 6.125
BYR8C9II8
200000
PA
USD
96038.2
0.122934717401
Long
DBT
NUSS
LK
Y
2
2025-06-03
Fixed
6.125
Y
Y
N
N
N
N
REPUBLIC OF SRI LANKA
N/A
SR UNSECURED REGS 07/26 6.825
Y8137FAF5
200000
PA
USD
95232.74
0.121903679778
Long
DBT
NUSS
LK
Y
2
2026-07-18
Fixed
6.825
Y
Y
N
N
N
N
REPUBLIC OF SRI LANKA
N/A
SR UNSECURED REGS 06/25 6.125
Y8137FAC2
500000
PA
USD
240095.5
0.307336793504
Long
DBT
NUSS
LK
Y
2
2025-06-03
Fixed
6.125
Y
Y
N
N
N
N
REPUBLIC OF SRI LANKA
N/A
SR UNSECURED REGS 11/25 6.85
Y8137FAE8
1400000
PA
USD
666920.13
0.853698192083
Long
DBT
NUSS
LK
Y
2
2025-11-03
Fixed
6.85
Y
Y
N
N
N
N
REPUBLIC OF SURINAME INT
N/A
SR UNSECURED REGS 10/26 9.25
P68788AA9
631000
PA
USD
537927.5
0.688579806733
Long
DBT
NUSS
SR
N
2
2026-10-26
Floating
9.25
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
SR UNSECURED 04/43 4.875
900123CB4
450000
PA
USD
284463
0.364129882861
Long
DBT
NUSS
TR
N
2
2043-04-16
Fixed
4.875
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
SR UNSECURED 01/28 9.875
900123DF4
200000
PA
USD
210474
0.269419477982
Long
DBT
NUSS
TR
N
2
2028-01-15
Fixed
9.875
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
SR UNSECURED 04/26 4.25
900123CJ7
200000
PA
USD
182840
0.234046282934
Long
DBT
NUSS
TR
N
2
2026-04-14
Fixed
4.25
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
SR UNSECURED 01/33 9.375
900123DG2
230000
PA
USD
233962.9
0.299486693773
Long
DBT
NUSS
TR
N
2
2033-01-19
Fixed
9.375
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
SR UNSECURED 09/27 8.6
M88269US8
275000
PA
USD
278393.5
0.356360554955
Long
DBT
NUSS
TR
N
2
2027-09-24
Fixed
8.6
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
SR UNSECURED 03/29 9.375
900123DH0
325000
PA
USD
332780.5
0.425979211649
Long
DBT
NUSS
TR
N
2
2029-03-14
Fixed
9.375
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
SR UNSECURED 01/41 6
900123BJ8
350000
PA
USD
257887
0.330110991944
Long
DBT
NUSS
TR
N
2
2041-01-14
Fixed
6
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
SR UNSECURED 10/26 4.875
900123CK4
400000
PA
USD
366344
0.468942526117
Long
DBT
NUSS
TR
N
2
2026-10-09
Fixed
4.875
N
N
N
N
N
N
REPUBLIC OF VENEZUELA
N/A
SR UNSECURED REGS 08/22 12.75
P17625AC1
255000
PA
USD
24862.5
0.031825507052
Long
DBT
NUSS
VE
Y
2
2022-08-23
Fixed
12.75
Y
Y
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
SR UNSECURED 09/27 9.25
922646AS3
300000
PA
USD
29250
0.037441773003
Long
DBT
NUSS
VE
N
2
2027-09-15
Fixed
9.25
Y
Y
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
SR UNSECURED REGS 10/26 11.75
P17625AE7
300000
PA
USD
29250
0.037441773003
Long
DBT
NUSS
VE
Y
2
2026-10-21
Fixed
11.75
Y
Y
N
N
N
N
REPUBLIC OF VENEZUELA
N/A
SR UNSECURED REGS 10/19 7.75
P97475AN0
1000000
PA
USD
65000
0.083203940006
Long
DBT
NUSS
VE
Y
2
2019-10-13
Fixed
7.75
Y
Y
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
SR UNSECURED 10/34 5.75
760942BE1
355000
PA
USD
361309.85
0.462498508969
Long
DBT
NUSS
UY
N
2
2034-10-28
Fixed
5.75
N
N
N
N
N
N
Repurchase Agreement
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
85748R009
902001.82
PA
USD
902001.82
1.154617004872
Long
RA
CORP
US
N
1
Repurchase
N
1.6
2023-10-02
1022400
USD
920088.02
USD
UST
N
N
N
ROMANIA
315700IASY927EDWBK92
SR UNSECURED REGS 02/31 3
ACI1NVV88
300000
PA
USD
241074
0.308589332816
Long
DBT
NUSS
RO
Y
2
2031-02-14
Fixed
3
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
SR UNSECURED REGS 02/51 4
ACI1NVRZ3
722000
PA
USD
459264.2
0.587886014519
Long
DBT
NUSS
RO
Y
2
2051-02-14
Fixed
4
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
SR UNSECURED REGS 12/40 2.625
ACI1T3QH0
50000
PA
30995.08
0.039675581182
Long
DBT
NUSS
RO
Y
2
2040-12-02
Fixed
2.625
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
UNSECURED 144A 04/42 2.875
ACI1Z3VF1
125000
PA
77542.69
0.099259343487
Long
DBT
NUSS
RO
Y
2
2042-04-13
Fixed
2.875
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
SR UNSECURED 144A 02/51 4
77586RAJ9
160000
PA
USD
101776
0.130279449201
Long
DBT
NUSS
RO
Y
2
2051-02-14
Fixed
4
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
SR UNSECURED 144A 02/31 3
77586RAH3
174000
PA
USD
139822.92
0.178981813033
Long
DBT
NUSS
RO
Y
2
2031-02-14
Fixed
3
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
NOTES 144A 09/28 5.5
ACI2JSF11
210000
PA
219877.78
0.281456886397
Long
DBT
NUSS
RO
Y
2
2028-09-18
Fixed
5.5
N
N
N
N
N
N
ROWE T PRICE GOV RES FD
N/A
STIF-TYPE INSTRUMENT
76105Y109
1917.24
PA
USD
1917.24
0.002454183414
Long
STIV
RF
US
N
1
N
N
N
RUWAIS POWER CO PJSC
635400CH1S8AGGXHLZ09
SR SECURED REGS 08/36 6
M8220VAA2
200000
PA
USD
198436
0.254010108293
Long
DBT
CORP
AE
Y
2
2036-08-31
Fixed
6
N
N
N
N
N
N
SAUDI ARABIAN OIL CO
5586006WD91QHB7J4X50
SR UNSECURED REGS 04/29 3.5
ACI1B8GK2
200000
PA
USD
180122.8
0.23056810223
Long
DBT
CORP
SA
Y
2
2029-04-16
Fixed
3.5
N
N
N
N
N
N
SAUDI ARABIAN OIL CO
5586006WD91QHB7J4X50
SR UNSECURED REGS 04/39 4.25
M8237RAA2
800000
PA
USD
649961.6
0.831990245733
Long
DBT
CORP
SA
Y
2
2039-04-16
Fixed
4.25
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
SR UNSECURED REGS 02/32 2.75
ACI1J8C85
200000
PA
USD
165860
0.212310853683
Long
DBT
NUSS
SA
Y
2
2032-02-03
Fixed
2.75
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
SR UNSECURED REGS 01/55 3.75
ACI1J8HW7
400000
PA
USD
265252
0.339538638377
Long
DBT
NUSS
SA
Y
2
2055-01-21
Fixed
3.75
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
SR UNSECURED REGS 04/49 5
ACI121KG1
400000
PA
USD
334072
0.427632409934
Long
DBT
NUSS
SA
Y
2
2049-04-17
Fixed
5
N
N
N
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
SR UNSECURED 144A 04/50 4.4
74727PBE0
200000
PA
USD
162916
0.208542355231
Long
DBT
NUSS
QA
Y
2
2050-04-16
Fixed
4.4
N
N
N
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
SR UNSECURED REGS 04/50 4.4
ACI1LN9V2
200000
PA
USD
162916
0.208542355231
Long
DBT
NUSS
QA
Y
2
2050-04-16
Fixed
4.4
N
N
N
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
SR UNSECURED REGS 03/49 4.817
ACI19CPD2
800000
PA
USD
693496
0.887716916592
Long
DBT
NUSS
QA
Y
2
2049-03-14
Fixed
4.817
N
N
N
N
N
N
State Street Navigator Securities Lending Trust
5493005HD34MZLK62085
Prime Portfolio
638995910
592850
NS
USD
592850
0.758883935886
Long
STIV
RF
US
N
1
N
N
TELFON CELUAR DEL PARAGU
254900R8A8IKGF4THL54
SR UNSECURED 144A 04/27 5.875
87936VAB3
200000
PA
USD
182009.96
0.232983781421
Long
DBT
CORP
PY
Y
2
2027-04-15
Fixed
5.875
N
N
N
N
N
N
THAIOIL TRSRY CENTER
549300NH03B9E8VGJR89
COMPANY GUAR 144A 10/49 3.5
88322YAE1
200000
PA
USD
114796
0.146945838414
Long
DBT
CORP
TH
Y
2
2049-10-17
Fixed
3.5
N
N
N
N
N
N
THAIOIL TRSRY CENTER
549300NH03B9E8VGJR89
COMPANY GUAR REGS 10/49 3.5
88323AAE2
425000
PA
USD
243941.5
0.312259906631
Long
DBT
CORP
TH
Y
2
2049-10-17
Fixed
3.5
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
BONDS 03/31 7
ACI1YTYS4
2573300000
PA
494103.31
0.632482187108
Long
DBT
NUSS
CO
N
2
2031-03-26
Fixed
7
N
N
N
N
N
N
TRANSJAMAICAN HIGHWAY
254900AWJ3QIGYQ04W45
SR SECURED 144A 10/36 5.75
893727AA5
139285.07
PA
USD
114674.77
0.146790656666
Long
DBT
CORP
JM
Y
2
2036-10-10
Fixed
5.75
N
N
N
N
N
N
TRANSMANTARO
549300NL65DC6HVEJX96
SR UNSECURED 144A 04/34 4.7
210314AB6
200000
PA
USD
178206.04
0.228114533244
Long
DBT
CORP
PE
Y
2
2034-04-16
Fixed
4.7
N
N
N
N
N
N
TRANSNET SOC LTD
378900B07CD6F01EA796
SR UNSECURED 144A 02/28 8.25
89378TAD5
200000
PA
USD
191448
0.245065044712
Long
DBT
NUSS
ZA
Y
2
2028-02-06
Fixed
8.25
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
SR UNSECURED 02/35 6.35
91087BAV2
380000
PA
USD
371483.19
0.475521000831
Long
DBT
NUSS
MX
N
2
2035-02-09
Fixed
6.35
N
N
N
N
N
N
US 10YR NOTE (CBT)DEC23
N/A
XCBT 20231219
ADI2FZ3Q5
-8
NC
USD
0
0
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US Treasury
10 Year Note
2023-12-19
-864500
USD
14863.64
N
N
N
US ULTRA BOND CBT DEC23
N/A
XCBT 20231219
ADI2GYZY5
22
NC
USD
0
0
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
US Treasury
Ultra Long Bond
2023-12-19
2611125
USD
-197904.87
N
N
N
2024-05-13
MASSMUTUAL SELECT FUNDS
/s/ Renee Hitchcock
Renee Hitchcock
Treasurer and CFO