0001752724-22-015915.txt : 20220127 0001752724-22-015915.hdr.sgml : 20220127 20220127162447 ACCESSION NUMBER: 0001752724-22-015915 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20211130 FILED AS OF DATE: 20220127 PERIOD START: 20220531 FILER: COMPANY DATA: COMPANY CONFORMED NAME: SEI INSTITUTIONAL INVESTMENTS TRUST CENTRAL INDEX KEY: 0000939934 IRS NUMBER: 000000000 STATE OF INCORPORATION: MA FISCAL YEAR END: 0531 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-07257 FILM NUMBER: 22563489 BUSINESS ADDRESS: STREET 1: 1 FREEDOM VALLEY DRIVE CITY: OAK STATE: PA ZIP: 19456 BUSINESS PHONE: 610 676-3097 MAIL ADDRESS: STREET 1: 1 FREEDOM VALLEY DRIVE CITY: OAK STATE: PA ZIP: 19456 0000939934 S000006764 SIIT EMERGING MARKETS DEBT FUND C000018353 SIIT EMERGING MARKETS DEBT FUND - CLASS A SEDAX NPORT-P 1 primary_doc.xml NPORT-P false 0000939934 XXXXXXXX S000006764 C000018353 SEI INSTITUTIONAL INVESTMENTS TRUST 811-07257 0000939934 0N2JSH1PTH72JCCP2A88 ONE FREEDOM VALLEY DRIVE OAKS 19456 8003425734 SIIT EMERGING MARKETS DEBT FUND S000006764 I2YKZAG5Y9OSPQRZQB97 2022-05-31 2021-11-30 N 2283089576.19 56115358.92 2226974217.27 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 104991577.75000000 USD N Romania 315700IASY927EDWBK92 N/A 11435000.00000000 PA 2529829.04000000 0.113599386125 Long DBT NUSS RO N 2 2029-02-12 Fixed 5.00000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCB6 129000.00000000 PA USD 136813.53000000 0.006143471663 Long DBT NUSS MX N 2 2026-08-04 Fixed 6.87500000 N N N N N N Kerajaan Malaysia 254900GSIL471JOBYY43 N/A 20856000.00000000 PA 5076357.93000000 0.227948661939 Long DBT NUSS MY N 2 2029-08-15 Fixed 3.88500000 N N N N N N EURO N/A N/A 1.00000000 NC -39764.29000000 -0.00178557478 N/A DFE XX N 2 GOLDMAN, SACHS & CO. N/A 1331675.49000000 USD 1147708.00000000 EUR 2021-12-03 -39764.29000000 N N N EURO N/A N/A 1.00000000 NC 8262.19000000 0.000371005193 N/A DFE XX N 2 GOLDMAN, SACHS & CO. N/A 78888869.96000000 CZK 3107728.96000000 EUR 2021-12-15 8262.19000000 N N N TURKISH LIRA N/A N/A 1.00000000 NC -358237.35000000 -0.01608628188 N/A DFE TR N 2 BARCLAYS CAPITAL INC. N/A 1109654.51000000 USD 10021400.86000000 TRY 2021-12-15 -358237.35000000 N N N SA GLOBAL SUKUK LIMITED 5493007DFAVKU7UOGR47 N/A 2600000.00000000 PA USD 2558535.20000000 0.114888406886 Long DBT NUSS SA N 2 2026-06-17 Fixed 1.60200000 N N N N N N Islamic Republic of Pakistan 529900LOP29R5WKHOD86 695847AS2 1413000.00000000 PA USD 1393582.55000000 0.062577399378 Long DBT NUSS PK N 2 2026-04-08 Fixed 6.00000000 N N N N N N Republica Argentina 549300KPBYGYF7HCHO27 040114HV5 8229839.00000000 PA USD 2536683.27000000 0.113907168315 Long DBT NUSS AR N 2 2041-07-09 Fixed 2.50000000 N N N N N N TAIWAN DOLLAR N/A N/A 1.00000000 NC -117005.98000000 -0.00525403388 N/A DFE TW N 2 GOLDMAN, SACHS & CO. N/A 14526429.02000000 USD 399578483.00000000 TWD 2021-12-15 -117005.98000000 N N N Republica de El Salvador 529900AKDMUSFSDOM949 283875AN2 196000.00000000 PA USD 122010.00000000 0.005478734286 Long DBT NUSS SV Y 2 2035-06-15 Fixed 7.65000000 N N N N N N TULLOW OIL PLC 2138003EYHWO75RKS857 899415AG8 535000.00000000 PA USD 531790.00000000 0.023879486160 Long DBT NUSS GH N 2 2026-05-15 Fixed 10.25000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 3055.53000000 0.000137205450 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 36255040.00000000 RUB 488945.83000000 USD 2021-12-15 3055.53000000 N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 73144000000.00000000 PA 5750402.79000000 0.258215957122 Long DBT NUSS ID N 2 2034-03-15 Fixed 8.37500000 N N N N N N Kingdom of Bahrain 549300RODM1WN85LFQ95 05675M2A1 1664000.00000000 PA USD 1607107.84000000 0.072165534182 Long DBT NUSS BH N 2 2031-09-30 Fixed 5.62500000 N N N N N N GRUPO AVAL LIMITED 549300J4FW1ELLQ80113 40053FAC2 1083000.00000000 PA USD 1032911.25000000 0.046381823462 Long DBT NUSS CO N 2 2030-02-04 Fixed 4.37500000 N N N N N N BRK: GOLDMAN SACHS N/A N/A 700000000.00000000 NC -5476.96000000 -0.00024593728 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2021-12-14 0.00000000 RUB 0.00000000 RUB -700000000.00000000 RUB -5476.96000000 N N N Republica de Angola 549300QHR2R3J8JSGK83 N/A 3790000.00000000 PA USD 3488467.60000000 0.156646070392 Long DBT NUSS AO N 2 2029-11-26 Fixed 8.00000000 N N N N N N Government of Mongolia 254900PW61ADCBDCLP71 Y6142NAA6 2896000.00000000 PA USD 3204179.43000000 0.143880400821 Long DBT NUSS MN N 2 2024-03-09 Fixed 8.75000000 N N N N N N Kingdom of Thailand 254900PHJ6MSKT6C7026 N/A 15000000.00000000 PA 411384.51000000 0.018472800754 Long DBT NUSS TH N 2 2035-06-17 Fixed 1.60000000 N N N N N N POLISH ZLOTY N/A N/A 1.00000000 NC -129334.31000000 -0.00580762493 N/A DFE PA N 2 J P MORGAN CHASE BANK N/A 3231094.35000000 USD 12888900.00000000 PLN 2022-02-14 -129334.31000000 N N N BRK: GOLDMAN SACHS N/A N/A 35000000.00000000 NC -61663.96000000 -0.00276895706 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2026-09-16 0.00000000 MXN 0.00000000 MXN -35000000.00000000 MXN -61663.96000000 N N N HUNGARIAN FORINT N/A N/A 1.00000000 NC -21241.47000000 -0.00095382648 N/A DFE HU N 2 J P MORGAN CHASE BANK N/A 1594368.76000000 EUR 575834483.00000000 HUF 2021-12-15 -21241.47000000 N N N Ceska republika 3157007EFDLQABN47912 N/A 15200000.00000000 PA 594415.47000000 0.026691618851 Long DBT NUSS CZ N 2 2027-02-10 Fixed 0.25000000 N N N N N N Republic of Zambia 213800DMLAZ6LGMMD849 N/A 2696000.00000000 PA USD 2040332.80000000 0.091619058010 Long DBT NUSS ZM N 2 2027-07-30 Fixed 8.97000000 Y N N N N N IHS Netherlands Holdco B.V. 5493006Z6YQYCCN2XI74 44963LAC0 399000.00000000 PA USD 418950.00000000 0.018812521346 Long DBT NUSS NG N 2 2027-09-18 Fixed 8.00000000 N N N N N N SINGAPORE DOLLAR N/A N/A 1.00000000 NC -266470.16000000 -0.01196557005 N/A DFE SG N 2 GOLDMAN, SACHS & CO. N/A 11978031.81000000 USD 16057450.00000000 SGD 2021-12-15 -266470.16000000 N N N N/A N/A N/A -21.00000000 NC -2206069.53000000 -0.09906129639 N/A DIR KR N 1 GOLDMAN, SACHS & CO. N/A Short Korea Govt. Bond Futures KOFEX Korea Exchange 10 Year Treasury Electronic Day Session Bond Future Dec 2021 2021-12-24 -2262165.52000000 KRW 56095.99000000 N N N Republica de Guatemala 529900QKDFFU9UWW5315 401494AT6 320000.00000000 PA USD 311840.00000000 0.014002856323 Long DBT NUSS GT N 2 2033-10-07 Fixed 3.70000000 N N N N N N Comision Federal de Electricidad 4469000001BFPONMPF32 200447AF7 364000.00000000 PA USD 400949.64000000 0.018004233587 Long DBT NUSS MX N 2 2027-02-23 Fixed 4.75000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 03846JX62 6911000.00000000 PA USD 5943460.00000000 0.266884993724 Long DBT NUSS EG N 2 2050-05-29 Fixed 8.87500000 N N N N N N TENGIZCHEVROIL FINANCE COMPANY INTERNATIONAL LTD. 5493001VEV2XTJIBZH31 N/A 1794000.00000000 PA USD 1803867.00000000 0.081000803063 Long DBT NUSS KZ N 2 2025-08-15 Fixed 2.62500000 N N N N N N MEXICAN PESO N/A N/A 1.00000000 NC -115068.09000000 -0.00516701491 N/A DFE MX N 2 CITIGROUP GLOBAL MARKETS N/A 1875095.71000000 USD 37924407.00000000 MXN 2021-12-15 -115068.09000000 N N N Republica de Colombia 549300MHDRBVRF6B9117 195325BR5 1555000.00000000 PA USD 1529031.50000000 0.068659595972 Long DBT NUSS CO N 2 2044-02-26 Fixed 5.62500000 N N N N N N Petroleos de Venezuela, S.A. 549300YWR8TN1OFD4P06 N/A 7900000.00000000 PA USD 335750.00000000 0.015076510423 Long DBT NUSS VE N 2 2024-05-16 Fixed 6.00000000 Y N N N N N SOUTH AFRICAN RAND N/A N/A 1.00000000 NC -25294.63000000 -0.00113582949 N/A DFE ZA N 2 J P MORGAN CHASE BANK N/A 543171.89000000 USD 8312279.00000000 ZAR 2021-12-15 -25294.63000000 N N N NEW RUSSIAN ROUBLE N/A N/A 1.00000000 NC -14317.14000000 -0.00064289653 N/A DFE RU N 2 MERRILL LYNCH N/A 1138421.32000000 USD 83875809.00000000 RUB 2021-12-15 -14317.14000000 N N N FEDERAL REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 65412JAA1 2134000.00000000 PA USD 2027300.00000000 0.091033833453 Long DBT NUSS NG N 2 2032-02-16 Fixed 7.87500000 N N N N N N State of Qatar 52990074F6OJOAXK4P65 74727PAL5 674000.00000000 PA USD 983522.37000000 0.044164066309 Long DBT NUSS QA N 2 2040-01-20 Fixed 6.40000000 N N N N N N INDONESIA RUPIAH N/A N/A 1.00000000 NC -55558.01000000 -0.00249477562 N/A DFE ID N 2 J P MORGAN CHASE BANK N/A 3684069.64000000 USD 52048535924.00000000 IDR 2021-12-15 -55558.01000000 N N N BELARUS, REPUBLIC OF (GOVERNMENT) 635400CVCOWYLHF4ZB08 N/A 425000.00000000 PA USD 380579.00000000 0.017089510828 Long DBT NUSS BY N 2 2026-02-24 Fixed 5.87500000 N N N N N N Independent State of Papua New Guinea 254900NKI6OC90ZW9W36 Y6726SAP6 450000.00000000 PA USD 450796.50000000 0.020242555863 Long DBT NUSS PG N 2 2028-10-04 Fixed 8.37500000 N N N N N N Republica de Guatemala 529900QKDFFU9UWW5315 P5015VAM8 735000.00000000 PA USD 716257.50000000 0.032162810617 Long DBT NUSS GT N 2 2033-10-07 Fixed 3.70000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 4784.72000000 0.000214852958 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 113181368.61000000 THB 3364287.75000000 USD 2021-12-15 4784.72000000 N N N Republica de Colombia 549300MHDRBVRF6B9117 N/A 6765600000.00000000 PA 1358674.01000000 0.061009867086 Long DBT NUSS CO N 2 2036-07-09 Fixed 6.25000000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 455780CW4 633000.00000000 PA USD 608950.17000000 0.027344284692 Long DBT NUSS ID N 2 2051-03-12 Fixed 3.05000000 N N N N N N CHILEAN PESO N/A N/A 1.00000000 NC -224310.31000000 -0.01007242509 N/A DFE CL N 2 CITIGROUP GLOBAL MARKETS N/A 3125663.48000000 USD 2420044949.00000000 CLP 2021-12-15 -224310.31000000 N N N ECOPETROL S.A. 254900IDGKCJICKBPA66 279158AQ2 504000.00000000 PA USD 459335.52000000 0.020625991825 Long DBT NUSS CO N 2 2051-11-02 Fixed 5.87500000 N N N N N N CONVERSION ADJUSTMENT N/A N/A 1.00000000 NS USD 0.00000000 0.000000 Long EC US N 2 N N N BRAZIL MINAS SPE N/A G13201AA9 1100000.00000000 PA USD 1144000.00000000 0.051370150185 Long DBT NUSS BR N 2 2028-02-15 Fixed 5.33300000 N N N N N N Republica del Peru 254900STKLK2DBJJZ530 N/A 8740000.00000000 PA 2154937.06000000 0.096765245115 Long DBT NUSS PE N 2 2032-08-12 Fixed 6.15000000 N N N N N N Sultanate of Oman 549300SZ20F0QTKNQC75 N/A 1286000.00000000 PA USD 1347085.00000000 0.060489474442 Long DBT NUSS OM N 2 2031-01-25 Fixed 6.25000000 N N N N N N Republic of Zambia 213800DMLAZ6LGMMD849 BQ2493055 99750000.00000000 PA 4535852.44000000 0.203677815612 Long DBT NUSS ZM N 2 2024-06-28 Fixed 10.00000000 N N N N N N INDONESIA RUPIAH N/A N/A 1.00000000 NC -584.49000000 -0.00002624592 N/A DFE ID N 2 J P MORGAN CHASE BANK N/A 513699.42000000 USD 7360285310.00000000 IDR 2021-12-15 -584.49000000 N N N Gobierno de la Republica Dominicana 254900EHU7Q8FGVPI369 P3579ECG0 2708000.00000000 PA USD 2518440.00000000 0.113087972930 Long DBT NUSS DO N 2 2060-01-30 Fixed 5.87500000 N N N N N N Romania 315700IASY927EDWBK92 N/A 916000.00000000 PA 1029066.33000000 0.046209171261 Long DBT NUSS RO N 2 2038-02-08 Fixed 3.37500000 N N N N N N CHILEAN PESO N/A N/A 1.00000000 NC -64659.68000000 -0.00290347681 N/A DFE CL N 2 MORGAN STANLEY & CO, INC N/A 1782383.01000000 USD 1432768579.00000000 CLP 2021-12-15 -64659.68000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 643261.51000000 0.028885000329 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 24571605.50000000 TRY 2485671.20000000 USD 2021-12-15 643261.51000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 44402.60000000 0.001993853348 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 1228582857.00000000 CLP 1517330.93000000 USD 2021-12-15 44402.60000000 N N N GEOPARK LIMITED 529900ZR5QI19AH4KZ07 37255BAB5 1438000.00000000 PA USD 1362519.38000000 0.061182539493 Long DBT NUSS CO N 2 2027-01-17 Fixed 5.50000000 N N N N N N INDONESIA RUPIAH N/A N/A 1.00000000 NC 405.19000000 0.000018194642 N/A DFE ID N 2 J P MORGAN CHASE BANK N/A 331618.37000000 USD 4755407407.00000000 IDR 2021-12-01 405.19000000 N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 17354000000.00000000 PA 1263761.35000000 0.056747911143 Long DBT NUSS ID N 2 2030-09-15 Fixed 7.00000000 N N N N N N Turkiye Cumhuriyeti 5493000PCHOG3B6S3Q85 900123DC1 1315000.00000000 PA USD 1181033.06000000 0.053033081875 Long DBT NUSS TR N 2 2031-06-26 Fixed 5.87500000 N N N N N N Kerajaan Malaysia 254900GSIL471JOBYY43 N/A 6000000.00000000 PA 1474023.01000000 0.066189495979 Long DBT NUSS MY N 2 2024-09-30 Fixed 4.05900000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205AZ7 1376000.00000000 PA USD 1372560.00000000 0.061633403267 Long DBT NUSS ZA N 2 2048-06-22 Fixed 6.30000000 N N N N N BRAZILIAN REAL N/A N/A 1.00000000 NC -423.01000000 -0.00001899483 N/A DFE BR N 2 J P MORGAN CHASE BANK N/A 152669.05000000 USD 862000.00000000 BRL 2021-12-13 -423.01000000 N N N Kallpa Generacion S.A. 549300NG1PWEI5BZG095 156830AA9 322000.00000000 PA USD 331663.22000000 0.014892997746 Long DBT NUSS PE N 2 2027-08-16 Fixed 4.12500000 N N N N N N Kingdom of Bahrain 549300RODM1WN85LFQ95 05675M2D5 981000.00000000 PA USD 928585.17000000 0.041697167519 Long DBT NUSS BH N 2 2032-09-16 Fixed 5.45000000 N N N N N N COLOMBIA PESO N/A N/A 1.00000000 NC -50504.00000000 -0.00226783047 N/A DFE CO N 2 CITIGROUP GLOBAL MARKETS N/A 2169440.85000000 USD 8501865138.00000000 COP 2021-12-15 -50504.00000000 N N N Republica Federativa do Brasil 254900ZFY40OYEADAP90 N/A 1442000.00000000 PA 1045444.07000000 0.046944596928 Long DBT NUSS BR N 2 2045-05-15 Fixed 6.00000000 N N N N N N CHINESE YUAN RENMINBI N/A N/A 1.00000000 NC 31137.24000000 0.001398185922 N/A DFE CN N 2 STANDARD CHARTERED BANK N/A 1842373.01000000 USD 11951529.00000000 CNY 2021-12-13 31137.24000000 N N N Republica Federativa do Brasil 254900ZFY40OYEADAP90 105756CE8 8185000.00000000 PA USD 7499506.25000000 0.336757659421 Long DBT NUSS BR N 2 2031-09-12 Fixed 3.75000000 N N N N N N Republic of Zambia 213800DMLAZ6LGMMD849 988895AA6 452000.00000000 PA USD 331740.88000000 0.014896484989 Long DBT NUSS ZM N 2 2022-09-20 Fixed 5.37500000 Y N N N N N Republica de Angola 549300QHR2R3J8JSGK83 N/A 2096000.00000000 PA USD 1966467.20000000 0.088302198774 Long DBT NUSS AO N 2 2028-05-09 Fixed 8.25000000 N N N N N N THE OIL AND GAS HOLDING COMPANY B.S.C (CLOSED) 549300OBH16L6TS6IW50 67778M2D1 810000.00000000 PA USD 918980.64000000 0.041265885921 Long DBT NUSS BH N 2 2028-11-07 Fixed 8.37500000 N N N N N N COLOMBIA PESO N/A N/A 1.00000000 NC -19795.25000000 -0.00088888545 N/A DFE CO N 2 CITIGROUP GLOBAL MARKETS N/A 1021203.31000000 USD 4017975480.00000000 COP 2021-12-15 -19795.25000000 N N N Gobierno de Chile 549300FLZTJM5YJF8D34 168863DU9 574000.00000000 PA USD 535760.12000000 0.024057760338 Long DBT NUSS CL N 2 2071-09-21 Fixed 3.25000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 7762.08000000 0.000348548265 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 25838186811.00000000 IDR 1800570.51000000 USD 2022-02-09 7762.08000000 N N N Republic of Lebanon 529900QPC4K9S1KHL354 N/A 2218000.00000000 PA USD 248504.72000000 0.011158850339 Long DBT NUSS LB N 2 2026-11-27 Fixed 6.60000000 Y N N N N N EURO N/A N/A 1.00000000 NC 2976.08000000 0.000133637829 N/A DFE XX N 2 GOLDMAN, SACHS & CO. N/A 8791886.47000000 CZK 348170.33000000 EUR 2021-12-15 2976.08000000 N N N Petroleos de Venezuela, S.A. 549300YWR8TN1OFD4P06 P7807HAT2 13504280.00000000 PA USD 573931.90000000 0.025771825086 Long DBT NUSS VE N 2 2024-05-16 Fixed 6.00000000 Y N N N N N Republica Bolivariana de Venezuela 529900XM8PJTJK5OJI77 P97475AN0 7815700.00000000 PA USD 742491.50000000 0.033340821561 Long DBT NUSS VE N 2 2019-10-13 Floating 0.00000000 Y N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -10407.07000000 -0.00046731883 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 48514422858.00000000 IDR 3348131.32000000 USD 2022-03-02 -10407.07000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 750.04000000 0.000033679779 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 16317690.00000000 PHP 324523.49000000 USD 2021-12-07 750.04000000 N N N Republic of Lebanon 529900QPC4K9S1KHL354 N/A 738000.00000000 PA USD 83246.40000000 0.003738094467 Long DBT NUSS LB N 2 2023-01-27 Fixed 6.00000000 Y N N N N N SOUTH AFRICAN RAND N/A N/A 1.00000000 NC -4330.52000000 -0.00019445757 N/A DFE ZA N 2 CITIGROUP GLOBAL MARKETS N/A 291224.88000000 USD 4604847.79000000 ZAR 2021-12-15 -4330.52000000 N N N GTLK EUROPE CAPITAL DESIGNATED ACTIVITY COMPANY 635400I6H6CSZ39WIN49 N/A 1336000.00000000 PA USD 1379420.00000000 0.061941444553 Long DBT NUSS RU N 2 2026-02-18 Fixed 4.94900000 N N N N N N EURO N/A N/A 1.00000000 NC -67377.57000000 -0.00302552088 N/A DFE XX N 2 GOLDMAN, SACHS & CO. N/A 2551187.67000000 USD 2205374.00000000 EUR 2021-12-15 -67377.57000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 19095.66000000 0.000857471085 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 14570674.41000000 BRL 2546430.34000000 USD 2022-03-03 19095.66000000 N N N Joint Stock Company National Company KazMunayGas 2138001H1M69RFJCSH88 N/A 4625000.00000000 PA USD 5300324.00000000 0.238005629292 Long DBT NUSS KZ N 2 2030-04-24 Fixed 5.37500000 N N N N N N INDONESIA RUPIAH N/A N/A 1.00000000 NC -6291.99000000 -0.00028253537 N/A DFE ID N 2 J P MORGAN CHASE BANK N/A 1725009.97000000 USD 24653842510.00000000 IDR 2021-12-15 -6291.99000000 N N N Republica de Guatemala 529900QKDFFU9UWW5315 P5015VAK2 1000.00000000 PA USD 1097.50000000 0.000049282115 Long DBT NUSS GT N 2 2032-04-24 Fixed 5.37500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 11192.02000000 0.000502566213 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 349175.36000000 EUR 404239.34000000 USD 2021-12-03 11192.02000000 N N N EURO N/A N/A 1.00000000 NC -22084.49000000 -0.00099168144 N/A DFE XX N 2 GOLDMAN, SACHS & CO. N/A 655679.19000000 USD 562568.48000000 EUR 2021-12-15 -22084.49000000 N N N SOUTH AFRICAN RAND N/A N/A 1.00000000 NC -435684.51000000 -0.01956396740 N/A DFE ZA N 2 J P MORGAN CHASE BANK N/A 8867486.84000000 USD 136408550.00000000 ZAR 2022-02-14 -435684.51000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -2792.54000000 -0.00012539615 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 7130008190.00000000 IDR 494967.59000000 USD 2021-12-03 -2792.54000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 101539.75000000 0.004559538642 N/A DFE US N 2 JP MORGAN N/A 314633100.00000000 JPY 2875628.01000000 USD 2022-01-28 101539.75000000 N N N Joint Stock Company National Company KazMunayGas 2138001H1M69RFJCSH88 N/A 950000.00000000 PA USD 1088715.20000000 0.048887642773 Long DBT NUSS KZ N 2 2030-04-24 Fixed 5.37500000 N N N N N N BRK: HSBC BANK PLC N/A N/A 23157457.00000000 NC -10369.07000000 -0.00046561248 N/A DIR XX N 2 BRK: HSBC BANK PLC N/A Y 2031-11-10 0.00000000 MXN 0.00000000 MXN -23157457.00000000 MXN -10369.07000000 N N N Republica de El Salvador 529900AKDMUSFSDOM949 P01012BX3 315000.00000000 PA USD 209478.15000000 0.009406402120 Long DBT NUSS SV N 2 2029-02-28 Fixed 8.62500000 N N N N N N PT Pertamina (Persero) 254900NDAKGNZ2IBBL45 69370PAD3 985000.00000000 PA USD 1042208.45000000 0.046799304721 Long DBT NUSS ID N 2 2029-07-30 Fixed 3.65000000 N N N N N N CZECH REPUBLIC KORUNA N/A N/A 1.00000000 NC 24438.72000000 0.001097395731 N/A DFE CZ N 2 STATE STREET BANK N/A 1513385.74000000 EUR 39059923.00000000 CZK 2021-12-15 24438.72000000 N N N Ceska republika 3157007EFDLQABN47912 N/A 85920000.00000000 PA 3756156.98000000 0.168666388271 Long DBT NUSS CZ N 2 2025-09-17 Fixed 2.40000000 N N N N N N GOVERNMENT OF BERMUDA 549300FP5PUZXX9FVJ40 G10367AD5 1093000.00000000 PA USD 1166788.43000000 0.052393441331 Long DBT NUSS BM N 2 2027-01-25 Fixed 3.71700000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -2658.10000000 -0.00011935926 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 100368383.49000000 THB 2976523.83000000 USD 2021-12-15 -2658.10000000 N N N NEW RUSSIAN ROUBLE N/A N/A 1.00000000 NC -151821.35000000 -0.00681738247 N/A DFE RU N 2 MORGAN STANLEY & CO, INC N/A 2930461.20000000 USD 207330130.00000000 RUB 2021-12-15 -151821.35000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 4353.88000000 0.000195506529 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 104501950.00000000 PHP 2077201.89000000 USD 2021-12-13 4353.88000000 N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 455780DG8 1245000.00000000 PA USD 1162229.67000000 0.052188734875 Long DBT NUSS ID N 2 2061-09-23 Fixed 3.20000000 N N N N N N CZECH REPUBLIC KORUNA N/A N/A 1.00000000 NC -13448.42000000 -0.00060388754 N/A DFE CZ N 2 GOLDMAN, SACHS & CO. N/A 805354.59000000 USD 17891081.00000000 CZK 2021-12-15 -13448.42000000 N N N Republica Federativa do Brasil 254900ZFY40OYEADAP90 105756BW9 2428000.00000000 PA USD 2188016.48000000 0.098250642644 Long DBT NUSS BR N 2 2045-01-27 Fixed 5.00000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 18996.14000000 0.000853002241 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 55079147.00000000 RUB 757167.25000000 USD 2021-12-15 18996.14000000 N N N Sultanate of Oman 549300SZ20F0QTKNQC75 N/A 805000.00000000 PA USD 837151.70000000 0.037591441046 Long DBT NUSS OM N 2 2029-08-01 Fixed 6.00000000 N N N N N N Kerajaan Malaysia 254900GSIL471JOBYY43 N/A 25650000.00000000 PA 6213709.67000000 0.279020278807 Long DBT NUSS MY N 2 2023-04-20 Fixed 3.75700000 N N N N N N BRK: GOLDMAN SACHS N/A N/A 1146740329.00000000 NC 282489.96000000 0.012684922789 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2030-06-05 0.00000000 CLP 0.00000000 CLP -1146740329.00000000 CLP 282489.96000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 26489.24000000 0.001189472235 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 34660760.00000000 UAH 1296213.91000000 USD 2021-12-15 26489.24000000 N N N FEDERAL REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 65412JAS2 396000.00000000 PA USD 361112.40000000 0.016215383060 Long DBT NUSS NG N 2 2033-09-28 Fixed 7.37500000 N N N N N N Magyarorszag 5299003F3UFKGCCMAP43 N/A 747520000.00000000 PA 2402016.66000000 0.107860101898 Long DBT NUSS HU N 2 2025-06-24 Fixed 5.50000000 N N N N N N Republika Srbija 254900W94OCY91V32O78 N/A 1274000.00000000 PA 1252661.98000000 0.056249505283 Long DBT NUSS RS N 2 2036-09-23 Fixed 2.05000000 N N N N N N EURO N/A N/A 1.00000000 NC 48926.44000000 0.002196991757 N/A DFE XX N 2 GOLDMAN, SACHS & CO. N/A 14987525.65000000 PLN 3247721.97000000 EUR 2022-01-21 48926.44000000 N N N Republic of Armenia 5299000H77JSW90G7935 042207AD2 256000.00000000 PA USD 234240.00000000 0.010518307674 Long DBT NUSS AM N 2 2031-02-02 Fixed 3.60000000 N N N N N N CZECH REPUBLIC KORUNA N/A N/A 1.00000000 NC 10211.34000000 0.000458529780 N/A DFE CZ N 2 STATE STREET BANK N/A 1508892.52000000 EUR 38624163.00000000 CZK 2021-12-15 10211.34000000 N N N Republica de Guatemala 529900QKDFFU9UWW5315 P5015VAK2 783000.00000000 PA USD 859342.50000000 0.038587896228 Long DBT NUSS GT N 2 2032-04-24 Fixed 5.37500000 N N N N N N Rzeczpospolita Polska 259400R9L8QEP0TPXS31 N/A 7416000.00000000 PA 1729079.23000000 0.077642534726 Long DBT NUSS PL N 2 2027-07-25 Fixed 2.50000000 N N N N N N CHINESE YUAN RENMINBI N/A N/A 1.00000000 NC 16865.41000000 0.000757323990 N/A DFE CN N 2 STANDARD BANK N/A 3117976.86000000 USD 20002445.16000000 CNY 2021-12-15 16865.41000000 N N N BRK: GOLDMAN SACHS N/A N/A 7450803951.00000000 NC 86423.81000000 0.003880772814 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2029-04-03 0.00000000 COP 0.00000000 COP -7450803951.00000000 COP 86423.81000000 N N N Kingdom of Thailand 254900PHJ6MSKT6C7026 N/A 18363000.00000000 PA 482111.51000000 0.021648724366 Long DBT NUSS TH N 2 2042-06-17 Fixed 2.00000000 N N N N N N RUSSIA, FEDERATION OF (GOVERNMENT) 5493004EHVGF71PDBU58 N/A 796781000.00000000 PA 9401386.46000000 0.422159645454 Long DBT NUSS RU N 2 2025-07-16 Fixed 4.50000000 N N N N N N Republica del Peru 254900STKLK2DBJJZ530 N/A 4067000.00000000 PA 1025318.68000000 0.046040886870 Long DBT NUSS PE N 2 2029-02-12 Fixed 5.94000000 N N N N N N BRK: GOLDMAN SACHS N/A N/A 15387123.00000000 NC -192093.85000000 -0.00862577790 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2023-01-02 0.00000000 BRL 0.00000000 BRL -15387123.00000000 BRL -192093.85000000 N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 55701000000.00000000 PA 4113843.10000000 0.184727917732 Long DBT NUSS ID N 2 2040-04-15 Fixed 7.50000000 N N N N N N DIGICEL HOLDINGS (BERMUDA) LIMITED N/A 25381XAA1 650000.00000000 PA USD 667069.00000000 0.029954051323 Long DBT NUSS JM N 2 2024-05-25 Fixed 8.75000000 N N N N N N CHINALCO CAPITAL HOLDINGS LIMITED 5493003PX4GYVUD3CQ19 N/A 307000.00000000 PA USD 313907.89000000 0.014095712809 Long DBT NUSS CN N 2 2170-03-11 Fixed 4.10000000 N N N N N N BRAZILIAN REAL N/A N/A 1.00000000 NC -56080.33000000 -0.00251822987 N/A DFE BR N 2 J P MORGAN CHASE BANK N/A 1967444.11000000 USD 10796625.00000000 BRL 2021-12-02 -56080.33000000 N N N Republica del Ecuador 5299003Y2U5XK0A35H71 N/A 100000.00000000 PA USD 55001.00000000 0.002469763662 Long DBT NUSS EC N 2 2030-07-31 Fixed 0.00000000 N N N N N N Sultanate of Oman 549300SZ20F0QTKNQC75 68205LAT0 642000.00000000 PA USD 635726.38000000 0.028546643022 Long DBT NUSS OM N 2 2051-01-25 Fixed 7.00000000 N N N N N N BRK: GOLDMAN SACHS N/A N/A 120567216.00000000 NC -218459.54000000 -0.00980970225 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2026-08-30 0.00000000 CZK 0.00000000 CZK -120567216.00000000 CZK -218459.54000000 N N N GTLK EUROPE CAPITAL DESIGNATED ACTIVITY COMPANY 635400I6H6CSZ39WIN49 N/A 797000.00000000 PA USD 805266.48000000 0.036159667846 Long DBT NUSS RU N 2 2027-03-10 Fixed 4.65000000 N N N N N N Republica del Peru 254900STKLK2DBJJZ530 P87324BE1 7535000.00000000 PA 1867288.32000000 0.083848672585 Long DBT NUSS PE N 2 2037-08-12 Fixed 6.90000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 03846JAE0 2758000.00000000 PA USD 2419990.55000000 0.108667201049 Long DBT NUSS EG N 2 2033-09-30 Fixed 7.30000000 N N N N N N BRAZILIAN REAL N/A N/A 1.00000000 NC -2758.84000000 -0.00012388288 N/A DFE BR N 2 J P MORGAN CHASE BANK N/A 99626.56000000 USD 548454.19000000 BRL 2021-12-13 -2758.84000000 N N N PT Pertamina (Persero) 254900NDAKGNZ2IBBL45 69370PAL5 3000000.00000000 PA USD 2840219.67000000 0.127537159971 Long DBT NUSS ID N 2 2031-02-09 Fixed 2.30000000 N N N N N N Kerajaan Malaysia 254900GSIL471JOBYY43 N/A 14096000.00000000 PA 3447660.96000000 0.154813689950 Long DBT NUSS MY N 2 2026-07-15 Fixed 3.90600000 N N N N N N THE DEMOCRATIC SOCIALIST REPUBLIC OF SRI LANKA 254900HXCCIOHM74FA02 Y8137FAH1 333000.00000000 PA USD 182134.35000000 0.008178556742 Long DBT NUSS LK N 2 2027-05-11 Fixed 6.20000000 N N N N N N Republica Federativa do Brasil 254900ZFY40OYEADAP90 N/A 28000000.00000000 PA 4918411.30000000 0.220856230029 Long DBT NUSS BR N 2 2022-01-01 None 0.00000000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 16461000000.00000000 PA 1155057.08000000 0.051866657056 Long DBT NUSS ID N 2 2033-05-15 Fixed 6.62500000 N N N N N N EURO N/A N/A 1.00000000 NC 15413.46000000 0.000692125660 N/A DFE XX N 2 GOLDMAN, SACHS & CO. N/A 3636202.26000000 PLN 791089.09000000 EUR 2022-01-21 15413.46000000 N N N Republica Federativa do Brasil 254900ZFY40OYEADAP90 105756BR0 203000.00000000 PA USD 199784.48000000 0.008971117781 Long DBT NUSS BR N 2 2041-01-07 Fixed 5.62500000 N N N N N N People's Republic of China 300300CHN201808MOF68 Y6S39BG95 17980000.00000000 PA 2904502.07000000 0.130423695410 Long DBT NUSS CN N 2 2051-10-18 Fixed 3.53000000 N N N N N N BRK: GOLDMAN SACHS N/A N/A 1595236147.00000000 NC 43174.27000000 0.001938696445 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2030-04-23 0.00000000 COP 0.00000000 COP -1595236147.00000000 COP 43174.27000000 N N N Kerajaan Malaysia 254900GSIL471JOBYY43 N/A 4800000.00000000 PA 1157964.18000000 0.051997197408 Long DBT NUSS MY N 2 2022-09-30 Fixed 3.79500000 N N N N N N GOBIERNO DE LA REPUBLICA DE PANAMA 549300SHS4T08CL0LP14 698299BN3 900000.00000000 PA USD 838908.00000000 0.037670305901 Long DBT NUSS PA N 2 2032-09-29 Fixed 2.25200000 N N N N N N TURKISH LIRA N/A N/A 1.00000000 NC -363829.48000000 -0.01633739076 N/A DFE TR N 2 BARCLAYS CAPITAL INC. N/A 1121506.32000000 USD 10104884.06000000 TRY 2021-12-15 -363829.48000000 N N N N/A N/A N/A 595.00000000 NC 3140812.79000000 0.141034986648 N/A DIR ZA N 1 R213 BOND FUTURE FEB22 N/A Long South African Govt. Bond Futures Johannesburg Stock Exchange Interest Rate Exchange YieldX R213 Bond Future Feb 2022 2022-02-06 3465685.11000000 ZAR -324872.32000000 N N N THAILAND BAHT N/A N/A 1.00000000 NC -37874.30000000 -0.00170070671 N/A DFE TH N 2 STANDARD BANK N/A 4928204.98000000 USD 164754820.69000000 THB 2021-12-15 -37874.30000000 N N N State of Qatar 52990074F6OJOAXK4P65 N/A 200000.00000000 PA USD 245004.00000000 0.011001654087 Long DBT NUSS QA N 2 2050-04-16 Fixed 4.40000000 N N N N N N Banque Centrale de Tunisie 254900B5LFB16S9T2T11 N/A 1686000.00000000 PA 1461420.14000000 0.065623576989 Long DBT NUSS TN N 2 2024-02-17 Fixed 5.62500000 N N N N N N Petroleos de Venezuela, S.A. 549300YWR8TN1OFD4P06 P7807HAR6 11979000.00000000 PA USD 491139.00000000 0.022054094573 Long DBT NUSS VE N 2 2026-11-15 Fixed 6.00000000 Y N N N N N Republica de Colombia 549300MHDRBVRF6B9117 N/A 3774100000.00000000 PA 847851.75000000 0.038071915849 Long DBT NUSS CO N 2 2032-06-30 Fixed 7.00000000 N N N N N N BRK: GOLDMAN SACHS N/A N/A 11913223.00000000 NC 5414.73000000 0.000243142913 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2027-04-20 0.00000000 MXN 0.00000000 MXN -11913223.00000000 MXN 5414.73000000 N N N EURO N/A N/A 1.00000000 NC -2251.10000000 -0.00010108334 N/A DFE XX N 2 GOLDMAN, SACHS & CO. N/A 7950864.30000000 CZK 310476.30000000 EUR 2021-12-15 -2251.10000000 N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 N/A 24860000.00000000 PA 1120738.94000000 0.050325636071 Long DBT NUSS MX N 2 2042-11-13 Fixed 7.75000000 N N N N N N Republic of Ghana 213800PP4399SNNXZ126 374422AG8 403000.00000000 PA USD 324632.62000000 0.014577295843 Long DBT NUSS GH N 2 2029-05-16 Fixed 7.62500000 N N N N N N Joint-Stock Cornpany Uzbekneftegaz 213800LUZJZFLJD4MJ51 91825MAB9 864000.00000000 PA USD 831665.66000000 0.037345096029 Long DBT NUSS UZ N 2 2028-11-16 Fixed 4.75000000 N N N N N N LUKOIL CAPITAL DESIGNATED ACTIVITY COMPANY 984500BEC55D7EHC4M56 549875AB8 899000.00000000 PA USD 877968.79000000 0.039424290734 Long DBT NUSS RU N 2 2031-10-26 Fixed 3.60000000 N N N N N N SHARJAH SUKUK PROGRAMME LIMITED 549300N3BQ9P6RRMVV02 N/A 1037000.00000000 PA USD 1098006.71000000 0.049304868529 Long DBT NUSS AE N 2 2026-04-03 Fixed 3.85400000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -7618.49000000 -0.00034210050 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 1368612611.00000000 CLP 1633189.27000000 USD 2021-12-15 -7618.49000000 N N N Studio City Finance Limited 254900D6R731QAUIG324 86389QAE2 119000.00000000 PA USD 116620.00000000 0.005236701848 Long DBT NUSS MO N 2 2025-07-15 Fixed 6.00000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -5478.77000000 -0.00024601856 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 6029708.00000000 CNY 939732.49000000 USD 2021-12-13 -5478.77000000 N N N Banco de Credito e Inversiones 549300E9E5Y3PKW24142 05890MAA1 1691000.00000000 PA USD 1809099.44000000 0.081235760430 Long DBT NUSS CL N 2 2027-10-12 Fixed 3.50000000 N N N N N N Kerajaan Malaysia 254900GSIL471JOBYY43 N/A 11992000.00000000 PA 2642710.48000000 0.118668211760 Long DBT NUSS MY N 2 2031-04-15 Fixed 2.63200000 N N N N N N People's Republic of China 300300CHN201808MOF68 N/A 8700000.00000000 PA 1455989.69000000 0.065379728184 Long DBT NUSS CN N 2 2050-09-14 Fixed 3.81000000 N N N N N N ROMANIAN LEU N/A N/A 1.00000000 NC -33753.78000000 -0.00151567897 N/A DFE RO N 2 GOLDMAN, SACHS & CO. N/A 1761409.00000000 USD 781184891.00000000 KZT 2022-04-20 -33753.78000000 N N N Republic of Uzbekistan 213800L6VDKUM3TCM927 91822Q2E6 1061000.00000000 PA USD 998541.05000000 0.044838464776 Long DBT NUSS UZ N 2 2031-10-19 Fixed 3.90000000 N N N N N N REPUBLICA DEL PARAGUAY 529900UXKJTJPCU0HK83 P75744AJ4 1086000.00000000 PA USD 1194610.86000000 0.053642779100 Long DBT NUSS PY N 2 2031-04-28 Fixed 4.95000000 N N N N N N NEW RUSSIAN ROUBLE N/A N/A 1.00000000 NC -24182.29000000 -0.00108588100 N/A DFE RU N 2 MORGAN STANLEY & CO, INC N/A 1602054.91000000 USD 117734054.00000000 RUB 2021-12-15 -24182.29000000 N N N BRK: J.P. MORGAN CHASE N/A N/A 7533671.00000000 NC -80795.71000000 -0.00362804873 N/A DIR XX N 2 BRK: J.P. MORGAN CHASE N/A Y 2023-01-02 0.00000000 BRL 0.00000000 BRL -7533671.00000000 BRL -80795.71000000 N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205AW4 690000.00000000 PA USD 714150.00000000 0.032068175485 Long DBT NUSS ZA N 2 2027-09-27 Fixed 4.85000000 N N N N N N TURKIYE IHRACAT KREDI BANKASI ANONIM SIRKETI 789000JVRVYLAXGDWR11 90015LAD9 831000.00000000 PA USD 832824.88000000 0.037397149618 Long DBT NUSS TR N 2 2024-05-03 Fixed 6.12500000 N N N N N N MEDCO BELL PTE. LTD. 2549003PNDCWIWGKC768 58406LAA9 626000.00000000 PA USD 602838.00000000 0.027069823948 Long DBT NUSS ID N 2 2027-01-30 Fixed 6.37500000 N N N N N N Kerajaan Malaysia 254900GSIL471JOBYY43 N/A 4500000.00000000 PA 1105537.22000000 0.049643018380 Long DBT NUSS MY N 2 2026-11-30 Fixed 3.90000000 N N N N N N PT Perusahaan Listrik Negara (Persero) 254900OYVDRYS9J51J61 71568QAF4 350000.00000000 PA USD 432250.00000000 0.019409744246 Long DBT NUSS ID N 2 2048-05-21 Fixed 6.15000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 N/A 53373884.00000000 PA 2719980.66000000 0.122137950179 Long DBT NUSS ZA N 2 2048-02-28 Fixed 8.75000000 N N N N N N KOREAN WON N/A N/A 1.00000000 NC 5188.41000000 0.000232980245 N/A DFE KR N 2 J P MORGAN CHASE BANK N/A 704424.86000000 USD 840942400.00000000 KRW 2022-02-22 5188.41000000 N N N Republic of Zambia 213800DMLAZ6LGMMD849 988895AA6 1370000.00000000 PA USD 1005497.80000000 0.045150850521 Long DBT NUSS ZM N 2 2022-09-20 Fixed 5.37500000 Y N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 30485.42000000 0.001368916611 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 937367.00000000 EUR 1085627.43000000 USD 2021-12-03 30485.42000000 N N N Turkiye Cumhuriyeti 5493000PCHOG3B6S3Q85 900123BJ8 1091000.00000000 PA USD 904220.80000000 0.040603110399 Long DBT NUSS TR N 2 2041-01-14 Fixed 6.00000000 N N N N N N RUSSIA, FEDERATION OF (GOVERNMENT) 5493004EHVGF71PDBU58 N/A 198218000.00000000 PA 2466091.08000000 0.110737298208 Long DBT NUSS RU N 2 2029-05-23 Fixed 6.90000000 N N N N N N PT Pertamina (Persero) 254900NDAKGNZ2IBBL45 Y7138AAF7 208000.00000000 PA USD 244660.44000000 0.010986226876 Long DBT NUSS ID N 2 2043-05-20 Fixed 5.62500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 13372.27000000 0.000600468110 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 137287029.03000000 INR 1818431.46000000 USD 2022-03-16 13372.27000000 N N N Banco Nacional de Comercio Exterior, S.N.C. 4469000001BL6VG3DH44 05973JAA8 1777000.00000000 PA USD 1757026.52000000 0.078897479206 Long DBT NUSS MX N 2 2031-08-11 Fixed 2.72000000 N N N N N N SHIMAO GROUP HOLDINGS LIMITED 254900WTJ6B5CU69ZD26 N/A 2542000.00000000 PA USD 1792069.25000000 0.080471037163 Long DBT NUSS CN N 2 2026-07-15 Fixed 5.60000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -2546.87000000 -0.00011436459 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 2211956.00000000 CNY 344197.24000000 USD 2021-12-13 -2546.87000000 N N N Republica Argentina 549300KPBYGYF7HCHO27 040114HS2 8763440.00000000 PA USD 2717455.11000000 0.122024542939 Long DBT NUSS AR N 2 2030-07-09 Fixed 0.50000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 35357.69000000 0.001587700913 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 47558517.00000000 UAH 1781217.87000000 USD 2021-12-09 35357.69000000 N N N Kerajaan Malaysia 254900GSIL471JOBYY43 N/A 5125000.00000000 PA 1282163.74000000 0.057574251648 Long DBT NUSS MY N 2 2026-04-15 Fixed 4.39200000 N N N N N N Banque Centrale de Tunisie 254900B5LFB16S9T2T11 N/A 962000.00000000 PA 814411.47000000 0.036570314271 Long DBT NUSS TN N 2 2026-07-15 Fixed 6.37500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -25903.33000000 -0.00116316254 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 5411438.48000000 PEN 1306542.68000000 USD 2021-12-15 -25903.33000000 N N N Ceska republika 3157007EFDLQABN47912 N/A 78020000.00000000 PA 3476730.79000000 0.156119040940 Long DBT NUSS CZ N 2 2029-07-23 Fixed 2.75000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 N/A 188784500.00000000 PA 9446999.69000000 0.424207860905 Long DBT NUSS MX N 2 2024-12-05 Floating 10.00000080 N N N N N N Romania 315700IASY927EDWBK92 N/A 16080000.00000000 PA 3512677.86000000 0.157733207360 Long DBT NUSS RO N 2 2025-07-28 Fixed 3.65000000 N N N N N N Republika Srbija 254900W94OCY91V32O78 N/A 44900000.00000000 PA 446652.42000000 0.020056470188 Long DBT NUSS RS N 2 2026-01-11 Fixed 4.50000000 N N N N N N Republic of Zambia 213800DMLAZ6LGMMD849 AQ3216613 8370000.00000000 PA 312069.09000000 0.014013143375 Long DBT NUSS ZM N 2 2027-12-18 Fixed 13.00000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -26717.29000000 -0.00119971258 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 63468900.00000000 CNY 9930623.68000000 USD 2021-12-06 -26717.29000000 N N N POLISH ZLOTY N/A N/A 1.00000000 NC 5538.06000000 0.000248680921 N/A DFE PA N 2 J P MORGAN CHASE BANK N/A 738104.85000000 EUR 3475287.36000000 PLN 2022-01-21 5538.06000000 N N N Republica Oriental del Uruguay 549300RDR012H2V82H43 P96006AE4 19660000.00000000 PA 449234.78000000 0.020172428424 Long DBT NUSS UY N 2 2022-06-20 Fixed 9.87500000 N N N N N N RUSSIA, FEDERATION OF (GOVERNMENT) 5493004EHVGF71PDBU58 N/A 214105000.00000000 PA 2797969.69000000 0.125639967822 Long DBT NUSS RU N 2 2026-09-16 Fixed 7.75000000 N N N N N N Kingdom of Saudi Arabia 635400FMICXSM3SI3H65 N/A 2670000.00000000 PA USD 2884806.84000000 0.129539301246 Long DBT NUSS SA N 2 2025-04-17 Fixed 4.00000000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 195325BM6 2740000.00000000 PA USD 2844668.00000000 0.127736907681 Long DBT NUSS CO N 2 2041-01-18 Fixed 6.12500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 30810.58000000 0.001383517589 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 131490323743.00000000 IDR 9199630.85000000 USD 2021-12-13 30810.58000000 N N N Minejesa Capital B.V. 549300KS7ERCP10BKC35 602736AB6 447000.00000000 PA USD 468268.26000000 0.021027107380 Long DBT NUSS ID N 2 2037-08-10 Fixed 5.62500000 N N N N N N THAILAND BAHT N/A N/A 1.00000000 NC -119675.48000000 -0.00537390505 N/A DFE TH N 2 STANDARD BANK N/A 4228861.64000000 USD 138438129.00000000 THB 2021-12-15 -119675.48000000 N N N MEITUAN 21380033K525E5JLIA77 G59669AC8 238000.00000000 PA USD 221746.98000000 0.009957321386 Long DBT NUSS CN N 2 2030-10-28 Fixed 3.05000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 838.84000000 0.000037667252 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 190000.00000000 ZAR 12676.35000000 USD 2021-12-15 838.84000000 N N N Republic of Ghana 213800PP4399SNNXZ126 37443GAB7 240000.00000000 PA USD 189724.80000000 0.008519398138 Long DBT NUSS GH N 2 2032-03-26 Fixed 8.12500000 N N N N N N Kerajaan Malaysia 254900GSIL471JOBYY43 N/A 9238000.00000000 PA 2232759.78000000 0.100259794778 Long DBT NUSS MY N 2 2028-06-15 Fixed 3.73300000 N N N N N N BRK: J.P. MORGAN CHASE N/A N/A 6493593.00000000 NC -119391.34000000 -0.00536114603 N/A DIR XX N 2 BRK: J.P. MORGAN CHASE N/A Y 2024-01-02 0.00000000 BRL 0.00000000 BRL -6493593.00000000 BRL -119391.34000000 N N N Republic of Armenia 5299000H77JSW90G7935 N/A 648000.00000000 PA USD 592920.00000000 0.026624466300 Long DBT NUSS AM N 2 2031-02-02 Fixed 3.60000000 N N N N N N Republica Argentina 549300KPBYGYF7HCHO27 040114HS2 129461.00000000 PA USD 40144.56000000 0.001802650416 Long DBT NUSS AR N 2 2030-07-09 Fixed 0.50000000 N N N N N N CZECH REPUBLIC KORUNA N/A N/A 1.00000000 NC -8293.63000000 -0.00037241697 N/A DFE CZ N 2 J P MORGAN CHASE BANK N/A 164134.34000000 USD 3521000.00000000 CZK 2021-12-13 -8293.63000000 N N N PETRONAS Capital Limited 549300G7YFX3540OYR85 Y68856AT3 1790000.00000000 PA USD 1942187.64000000 0.087211949960 Long DBT NUSS MY N 2 2030-04-21 Fixed 3.50000000 N N N N N N Joint Stock Company National Company KazMunayGas 2138001H1M69RFJCSH88 48667QAS4 684000.00000000 PA USD 863172.43000000 0.038759875318 Long DBT NUSS KZ N 2 2048-10-24 Fixed 6.37500000 N N N N N N RUSSIA, FEDERATION OF (GOVERNMENT) 5493004EHVGF71PDBU58 N/A 105759000.00000000 PA 1317301.61000000 0.059152081770 Long DBT NUSS RU N 2 2034-05-10 Fixed 7.25000000 N N N N N N ATLANTICA TRANSMISION SUR S.A. 549300PQCSQSSZTVDH16 00289LAA3 314999.10000000 PA USD 407923.83000000 0.018317402457 Long DBT NUSS PE N 2 2043-04-30 Fixed 6.87500000 N N N N N N Kingdom of Thailand 254900PHJ6MSKT6C7026 N/A 85000000.00000000 PA 2929900.95000000 0.131564206144 Long DBT NUSS TH N 2 2031-06-20 Fixed 3.65000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCK6 636000.00000000 PA USD 611609.40000000 0.027463694696 Long DBT NUSS MX N 2 2028-02-12 Fixed 5.35000000 N N N N N N Kerajaan Malaysia 254900GSIL471JOBYY43 N/A 30606000.00000000 PA 7229678.83000000 0.324641335042 Long DBT NUSS MY N 2 2034-07-05 Fixed 3.82800000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 195325BM6 524000.00000000 PA USD 544016.80000000 0.024428518111 Long DBT NUSS CO N 2 2041-01-18 Fixed 6.12500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 44231.11000000 0.001986152765 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 2270883.00000000 EUR 2605578.68000000 USD 2022-02-03 44231.11000000 N N N Kerajaan Malaysia 254900GSIL471JOBYY43 N/A 2700000.00000000 PA 662405.57000000 0.029744644767 Long DBT NUSS MY N 2 2027-11-16 Fixed 3.89900000 N N N N N N Magyarorszag 5299003F3UFKGCCMAP43 N/A 1087050000.00000000 PA 3122811.71000000 0.140226666558 Long DBT NUSS HU N 2 2027-10-27 Fixed 3.00000000 N N N N N N Republika Hrvatska 74780000O00QGQ7CER13 N/A 1336000.00000000 PA 1435954.13000000 0.064480051850 Long DBT NUSS HR N 2 2033-03-04 Fixed 1.12500000 N N N N N N TURKISH LIRA N/A N/A 1.00000000 NC -204850.26000000 -0.00919859145 N/A DFE TR N 2 BARCLAYS CAPITAL INC. N/A 607849.33000000 USD 5374664.56000000 TRY 2021-12-15 -204850.26000000 N N N EURO N/A N/A 1.00000000 NC 5508.31000000 0.000247345027 N/A DFE XX N 2 GOLDMAN, SACHS & CO. N/A 575771403.00000000 HUF 1580226.71000000 EUR 2021-12-15 5508.31000000 N N N Republique du Benin 635400Q11P6AE5A5Y230 N/A 581000.00000000 PA 615555.77000000 0.027640902405 Long DBT NUSS BJ N 2 2035-01-22 Fixed 4.95000000 N N N N N N EURO N/A N/A 1.00000000 NC 9465.31000000 0.000425030066 N/A DFE XX N 2 GOLDMAN, SACHS & CO. N/A 269474075.00000000 HUF 745697.16000000 EUR 2021-12-15 9465.31000000 N N N COLOMBIA PESO N/A N/A 1.00000000 NC -88245.33000000 -0.00396256630 N/A DFE CO N 2 CITIGROUP GLOBAL MARKETS N/A 3068032.92000000 USD 11955878838.00000000 COP 2021-12-15 -88245.33000000 N N N INDONESIA RUPIAH N/A N/A 1.00000000 NC -13503.08000000 -0.00060634199 N/A DFE ID N 2 STANDARD CHARTERED BANK N/A 966209.31000000 USD 13646740278.00000000 IDR 2021-12-03 -13503.08000000 N N N NEW RUSSIAN ROUBLE N/A N/A 1.00000000 NC -73606.68000000 -0.00330523269 N/A DFE RU N 2 MORGAN STANLEY & CO, INC N/A 1543801.76000000 USD 109699620.00000000 RUB 2021-12-15 -73606.68000000 N N N EURO N/A N/A 1.00000000 NC 20736.66000000 0.000931158512 N/A DFE XX N 2 GOLDMAN, SACHS & CO. N/A 7295919.00000000 PLN 1583591.72000000 EUR 2021-12-15 20736.66000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 613255.89000000 0.027537628646 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 18562404.85000000 TRY 2005088.21000000 USD 2021-12-15 613255.89000000 N N N INDIA RUPEE N/A N/A 1.00000000 NC -45848.71000000 -0.00205878943 N/A DFE IN N 2 J P MORGAN CHASE BANK N/A 3975807.64000000 USD 295712621.00000000 INR 2021-12-14 -45848.71000000 N N N SINGAPORE DOLLAR N/A N/A 1.00000000 NC -33585.72000000 -0.00150813241 N/A DFE SG N 2 STANDARD BANK N/A 3694276.54000000 USD 5018985.00000000 SGD 2021-12-20 -33585.72000000 N N N State of Qatar 52990074F6OJOAXK4P65 N/A 1310000.00000000 PA USD 1745575.00000000 0.078383260410 Long DBT NUSS QA N 2 2048-04-23 Fixed 5.10300000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -3832.06000000 -0.00017207473 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 3745208220.00000000 UGX 1024680.77000000 USD 2022-03-16 -3832.06000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 47743.59000000 0.002143877088 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 36643428.04000000 MXN 1748322.47000000 USD 2021-12-15 47743.59000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -2766.53000000 -0.00012422820 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 32468640947.00000000 IDR 2264200.90000000 USD 2021-12-01 -2766.53000000 N N N NEW RUSSIAN ROUBLE N/A N/A 1.00000000 NC -143752.58000000 -0.00645506260 N/A DFE RU N 2 MORGAN STANLEY & CO, INC N/A 2679017.94000000 USD 189170574.00000000 RUB 2021-12-15 -143752.58000000 N N N Qatar Energy 254900QTESJKJ3P87J26 74730DAE3 466000.00000000 PA USD 466703.66000000 0.020956850617 Long DBT NUSS QA N 2 2041-07-12 Fixed 3.12500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC 23029.41000000 0.001034112106 N/A DFE ZM N 2 STANDARD BANK N/A 320143.48000000 USD 6321553.21000000 ZMW 2022-02-16 23029.41000000 N N N N/A N/A N/A 410.00000000 NC 2319795.93000000 0.104168064093 N/A DIR ZA N 1 R2035 BOND FUTURE FEB22 N/A Long South African Govt. Bond Futures Johannesburg Stock Exchange R2035 Bond Future Feb 2022 2022-02-06 2538301.28000000 ZAR -218505.35000000 N N N Republic of Kazakhstan 5493007OEK8EF02UO833 Y6S04LPJ2 1649011900.00000000 PA 3645605.52000000 0.163702188005 Long DBT NUSS KZ N 2 2022-03-25 Fixed 0.00000000 N N N N N N Ukraine 6354001WLTJXOMEXPY07 N/A 864000.00000000 PA USD 804816.00000000 0.036139439503 Long DBT NUSS UA N 2 2033-03-15 Fixed 7.25300000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 354196.03000000 0.015904810538 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 31698751181.00000000 COP 8254539.18000000 USD 2021-12-15 354196.03000000 N N N Romania 315700IASY927EDWBK92 N/A 4865000.00000000 PA 1096352.10000000 0.049230569958 Long DBT NUSS RO N 2 2023-10-25 Fixed 4.00000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -1291.47000000 -0.00005799213 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 19733273704.00000000 IDR 1374393.97000000 USD 2021-12-15 -1291.47000000 N N N Gobierno de Chile 549300FLZTJM5YJF8D34 N/A 977615100.00000000 PA 1158315.07000000 0.052012953765 Long DBT USGA CL N 2 2026-03-01 Fixed 0.00000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 591888.32000000 0.026578139765 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 15624177.00000000 TRY 1760609.51000000 USD 2021-12-22 591888.32000000 N N N Petroleos de Venezuela, S.A. 549300YWR8TN1OFD4P06 P7807HAT2 3316664.00000000 PA USD 140958.22000000 0.006329584730 Long DBT NUSS VE N 2 2024-05-16 Fixed 6.00000000 Y N N N N N BRK: GOLDMAN SACHS N/A N/A 10140220.00000000 NC -196655.72000000 -0.00883062401 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2024-01-02 0.00000000 BRL 0.00000000 BRL -10140220.00000000 BRL -196655.72000000 N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 N/A 119478443.00000000 PA 6175793.54000000 0.277317693761 Long DBT NUSS ZA N 2 2037-01-31 Fixed 8.50000000 N N N N N N ESKOM HOLDINGS SOC LIMITED 3789001900ED06F65111 29646AAB2 4243000.00000000 PA USD 4353530.15000000 0.195490819616 Long DBT NUSS ZA N 2 2025-02-11 Fixed 7.12500000 N N N N N N Kerajaan Malaysia 254900GSIL471JOBYY43 N/A 6640000.00000000 PA 1631423.48000000 0.073257403132 Long DBT NUSS MY N 2 2035-05-31 Fixed 4.25400000 N N N N N N Emirate of Abu Dhabi 213800FER4348CINTA77 29135LAH3 1920000.00000000 PA USD 2068800.00000000 0.092897348516 Long DBT NUSS AE N 2 2030-04-16 Fixed 3.12500000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 195325DZ5 1125000.00000000 PA USD 1004118.75000000 0.045088925691 Long DBT NUSS CO N 2 2032-04-22 Fixed 3.25000000 N N N N N N CHILEAN PESO N/A N/A 1.00000000 NC -77183.72000000 -0.00346585602 N/A DFE CL N 2 MORGAN STANLEY & CO, INC N/A 1795352.33000000 USD 1433139999.00000000 CLP 2021-12-15 -77183.72000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 34614.22000000 0.001554316153 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 2575075168.00000000 COP 676405.35000000 USD 2021-12-15 34614.22000000 N N N Magyarorszag 5299003F3UFKGCCMAP43 N/A 1148290000.00000000 PA 3305018.41000000 0.148408472103 Long DBT NUSS HU N 2 2026-12-22 Fixed 2.75000000 N N N N N N Kingdom of Thailand 254900PHJ6MSKT6C7026 N/A 67200000.00000000 PA 2015685.37000000 0.090512290369 Long DBT NUSS TH N 2 2031-12-17 Fixed 2.00000000 N N N N N N People's Republic of China 300300CHN201808MOF68 N/A 85700000.00000000 PA 13152373.75000000 0.590593894083 Long DBT NUSS CN N 2 2025-04-09 Fixed 1.99000000 N N N N N N RUSAL CAPITAL DESIGNATED ACTIVITY COMPANY 549300VAUKY08SYXL004 N/A 1280000.00000000 PA USD 1268787.20000000 0.056973591798 Long DBT NUSS RU N 2 2022-02-02 Fixed 5.12500000 N N N N N N Republic of Lebanon 529900QPC4K9S1KHL354 N/A 4097000.00000000 PA USD 461731.90000000 0.020733598818 Long DBT NUSS LB N 2 2021-10-31 Fixed 6.37500000 Y N N N N N Comision Federal de Electricidad 4469000001BFPONMPF32 N/A 52304700.00000000 PA 2307455.98000000 0.103613951257 Long DBT NUSS MX N 2 2025-11-25 Fixed 7.35000000 N N N N N N America Movil, S.A.B. de C.V. 5493000FNR3UCEAONM59 N/A 23310000.00000000 PA 1059550.39000000 0.047578026803 Long DBT NUSS MX N 2 2024-12-09 Fixed 7.12500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 6237.74000000 0.000280099336 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 10332422.00000000 UAH 385538.13000000 USD 2021-12-09 6237.74000000 N N N Kingdom of Thailand 254900PHJ6MSKT6C7026 N/A 14000000.00000000 PA 483980.00000000 0.021732626998 Long DBT NUSS TH N 2 2032-06-25 Fixed 3.77500000 N N N N N N Kingdom of Bahrain 549300RODM1WN85LFQ95 N/A 462000.00000000 PA USD 412912.50000000 0.018541413582 Long DBT NUSS BH N 2 2051-01-25 Fixed 6.25000000 N N N N N N POWERTEK INVESTMENT HOLDINGS SDN. BHD. N/A N/A 2000000.00000000 PA USD 2030123.40000000 0.091160615343 Long DBT NUSS MY N 2 2022-05-11 Fixed 5.99000000 N N N N N N Private Joint Stock Company National Power Company Ukrenergo 8945009LCLS92V4AK321 63718LAA2 614000.00000000 PA USD 577896.80000000 0.025949864866 Long DBT NUSS UA N 2 2026-11-09 Fixed 6.87500000 N N N N N N MV24 CAPITAL B.V N/A 55388RAA4 186754.00000000 PA USD 190629.15000000 0.008560007050 Long DBT NUSS BR N 2 2034-06-01 Fixed 6.74800000 N N N N N N Kerajaan Malaysia 254900GSIL471JOBYY43 N/A 5170000.00000000 PA 1270249.91000000 0.057039273295 Long DBT NUSS MY N 2 2035-05-31 Fixed 4.25400000 N N N N N N Government of the Republic of Korea 549300O0QCVSQGPGDT58 50064FAS3 812000.00000000 PA USD 772715.44000000 0.034697996681 Long DBT NUSS KR N 2 2030-09-16 Fixed 1.00000000 N N N N N N THE OIL AND GAS HOLDING COMPANY B.S.C (CLOSED) 549300OBH16L6TS6IW50 67778M2C3 554000.00000000 PA USD 596502.88000000 0.026785351863 Long DBT NUSS BH N 2 2024-11-07 Fixed 7.62500000 N N N N N N Republica de El Salvador 529900AKDMUSFSDOM949 283875AS1 138000.00000000 PA USD 88941.00000000 0.003993804657 Long DBT NUSS SV N 2 2027-01-18 Fixed 6.37500000 N N N N N N PERUVIAN INTI N/A N/A 1.00000000 NC -10481.80000000 -0.00047067451 N/A DFE PE N 2 STANDARD BANK N/A 1382953.07000000 USD 5573992.34000000 PEN 2021-12-15 -10481.80000000 N N N Republica de El Salvador 529900AKDMUSFSDOM949 283875AR3 138000.00000000 PA USD 92461.38000000 0.004151883721 Long DBT NUSS SV N 2 2025-01-30 Fixed 5.87500000 N N N N N N Republic of the Philippines 529900RAHBALMYIJ3T08 718286CP0 2283000.00000000 PA USD 2271879.85000000 0.102016441518 Long DBT NUSS PH N 2 2046-07-06 Fixed 3.20000000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 13916000000.00000000 PA 1027777.61000000 0.046151302607 Long DBT NUSS ID N 2 2040-04-15 Fixed 7.50000000 N N N N N N Magyarorszag 5299003F3UFKGCCMAP43 N/A 104100000.00000000 PA 365653.44000000 0.016419293818 Long DBT NUSS HU N 2 2028-10-22 Fixed 6.75000000 N N N N N N CHINESE YUAN RENMINBI N/A N/A 1.00000000 NC 22528.44000000 0.001011616561 N/A DFE CN N 2 STANDARD BANK N/A 3926041.41000000 USD 25194585.57000000 CNY 2021-12-15 22528.44000000 N N N REPUBLICA DEL PARAGUAY 529900UXKJTJPCU0HK83 P75744AB1 1750000.00000000 PA USD 2056267.50000000 0.092334589419 Long DBT NUSS PY N 2 2044-08-11 Fixed 6.10000000 N N N N N N FEDERAL REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 65412JAH6 852000.00000000 PA USD 757428.00000000 0.034011529820 Long DBT NUSS NG N 2 2038-02-23 Fixed 7.69600000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 30705000000.00000000 PA 2263884.10000000 0.101657400541 Long DBT NUSS ID N 2 2025-06-15 Fixed 6.50000000 N N N N N N Republic of Ghana 213800PP4399SNNXZ126 N/A 1727000.00000000 PA USD 1391167.58000000 0.062468957620 Long DBT NUSS GH N 2 2029-05-16 Fixed 7.62500000 N N N N N N Republica de Guatemala 529900QKDFFU9UWW5315 P5015VAN6 247000.00000000 PA USD 243789.00000000 0.010947095754 Long DBT NUSS GT N 2 2041-10-07 Fixed 4.65000000 N N N N N N Kingdom of Saudi Arabia 635400FMICXSM3SI3H65 N/A 1400000.00000000 PA USD 1440880.00000000 0.064701243006 Long DBT NUSS SA N 2 2027-02-03 Fixed 2.50000000 N N N N N N Kerajaan Malaysia 254900GSIL471JOBYY43 N/A 8568000.00000000 PA 2085454.29000000 0.093645192379 Long DBT NUSS MY N 2 2029-08-15 Fixed 3.88500000 N N N N N N HUNGARIAN FORINT N/A N/A 1.00000000 NC -102382.62000000 -0.00459738685 N/A DFE HU N 2 J P MORGAN CHASE BANK N/A 2011974.97000000 EUR 702133996.00000000 HUF 2021-12-15 -102382.62000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -28965.87000000 -0.00130068277 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 117435811.89000000 PHP 2300182.39000000 USD 2021-12-15 -28965.87000000 N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 N/A 13452799.00000000 PA 757390.32000000 0.034009837838 Long DBT NUSS ZA N 2 2030-01-31 Fixed 8.00000000 N N N N N N Kingdom of Bahrain 549300RODM1WN85LFQ95 05674RAF1 2354000.00000000 PA USD 2583392.59000000 0.116004602566 Long DBT NUSS BH N 2 2026-01-26 Fixed 7.00000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 P78625EA7 1757000.00000000 PA USD 1649823.00000000 0.074083614763 Long DBT NUSS MX N 2 2031-01-28 Fixed 5.95000000 N N N N N N Romania 315700IASY927EDWBK92 N/A 2330000.00000000 PA 540059.38000000 0.024250814212 Long DBT NUSS RO N 2 2023-04-26 Fixed 5.85000000 N N N N N N People's Republic of China 300300CHN201808MOF68 Y6S39BF47 6000000.00000000 PA 942466.34000000 0.042320487264 Long DBT NUSS CN N 2 2026-08-12 Fixed 2.69000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -14258.62000000 -0.00064026875 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 2519551430.00000000 UGX 677663.11000000 USD 2022-03-16 -14258.62000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 21867.13000000 0.000981921112 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 7393752.00000000 BRL 1313156.16000000 USD 2022-02-02 21867.13000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 17954.31000000 0.000806219931 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 181067064.51000000 INR 2398636.39000000 USD 2022-03-16 17954.31000000 N N N EMPRESA DE TRANSMISION ELECTRICA, S.A. 254900RX1DOMC83TZ320 29247QAA2 873000.00000000 PA USD 969030.00000000 0.043513301253 Long DBT NUSS PA N 2 2049-05-02 Fixed 5.12500000 N N N N N N Ukraine 6354001WLTJXOMEXPY07 N/A 2712000.00000000 PA USD 2554975.20000000 0.114728548727 Long DBT NUSS UA N 2 2032-09-25 Fixed 7.37500000 N N N N N N Republica Federativa do Brasil 254900ZFY40OYEADAP90 P8T60MZF3 100000000.00000000 PA 12633903.68000000 0.567312525759 Long DBT NUSS BR N 2 2025-01-01 None 0.00000000 N N N N N N MEGLOBAL CANADA ULC 635400MHHHT7LMKMQL03 58518N2A9 250000.00000000 PA USD 301000.00000000 0.013516097207 Long DBT NUSS KW N 2 2030-05-18 Fixed 5.87500000 N N N N N N Republica Argentina 549300KPBYGYF7HCHO27 040114HX1 1626622.00000000 PA USD 538037.76000000 0.024160035434 Long DBT NUSS AR N 2 2029-07-09 Fixed 1.00000000 N N N N N N BANCO MERCANTIL DEL NORTE S.A. N/A 05971PAA6 1569000.00000000 PA USD 1616070.00000000 0.072567970812 Long DBT NUSS MX N 2 2170-09-27 Fixed 6.75000000 N N N N N N Ceska republika 3157007EFDLQABN47912 N/A 61020000.00000000 PA 2544215.63000000 0.114245401238 Long DBT NUSS CZ N 2 2033-10-13 Fixed 2.00000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 2401.40000000 0.000107832411 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 14684264188.00000000 IDR 1022987.13000000 USD 2022-01-19 2401.40000000 N N N Independent State of Papua New Guinea 254900NKI6OC90ZW9W36 Y6726SAP6 400000.00000000 PA USD 400708.00000000 0.017993382989 Long DBT NUSS PG N 2 2028-10-04 Fixed 8.37500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 10698.51000000 0.000480405651 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 135399862.00000000 INR 1810134.38000000 USD 2021-12-14 10698.51000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 56743.83000000 0.002548023661 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 149516893126.00000000 IDR 10452802.93000000 USD 2022-01-12 56743.83000000 N N N POLISH ZLOTY N/A N/A 1.00000000 NC -639955.02000000 -0.02873652577 N/A DFE PA N 2 J P MORGAN CHASE BANK N/A 16477042.83000000 USD 65808650.00000000 PLN 2022-02-14 -639955.02000000 N N N Republic of the Philippines 529900RAHBALMYIJ3T08 718286CH8 548000.00000000 PA USD 525998.23000000 0.023619412650 Long DBT NUSS PH N 2 2045-05-05 Fixed 2.95000000 N N N N N N MEXICAN PESO N/A N/A 1.00000000 NC -194688.46000000 -0.00874228621 N/A DFE MX N 2 J P MORGAN CHASE BANK N/A 2970446.16000000 USD 59810973.00000000 MXN 2021-12-15 -194688.46000000 N N N Rzeczpospolita Polska 259400R9L8QEP0TPXS31 N/A 5030000.00000000 PA 1046057.10000000 0.046972124413 Long DBT NUSS PL N 2 2030-10-25 Fixed 1.25000000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 46728000000.00000000 PA 3647540.86000000 0.163789092469 Long DBT NUSS ID N 2 2036-05-15 Fixed 8.25000000 N N N N N N KOREAN WON N/A N/A 1.00000000 NC 83.53000000 0.000003750829 N/A DFE KR N 2 J P MORGAN CHASE BANK N/A 386017.09000000 USD 457476578.00000000 KRW 2022-01-24 83.53000000 N N N Republic of Ghana 213800PP4399SNNXZ126 37443GAJ0 1817000.00000000 PA USD 1377685.74000000 0.061863569381 Long DBT NUSS GH N 2 2061-03-11 Fixed 8.75000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 N/A 187462954.00000000 PA 9689886.07000000 0.435114425432 Long DBT NUSS ZA N 2 2037-01-31 Fixed 8.50000000 N N N N N N BRK: CITIGROUP N/A N/A 102725846.00000000 NC -260403.74000000 -0.01169316366 N/A DIR XX N 2 BRK: CITIGROUP N/A Y 2026-07-12 0.00000000 CZK 0.00000000 CZK -102725846.00000000 CZK -260403.74000000 N N N Republic of Ghana 213800PP4399SNNXZ126 BN1508850 7850000.00000000 PA 1263658.99000000 0.056743314772 Long DBT NUSS GH N 2 2023-12-18 Fixed 19.25000000 N N N N N N Islamic Republic of Pakistan 529900LOP29R5WKHOD86 N/A 1455000.00000000 PA USD 1447725.00000000 0.065008610731 Long DBT NUSS PK N 2 2027-12-05 Fixed 6.87500000 N N N N N N RUSSIA, FEDERATION OF (GOVERNMENT) 5493004EHVGF71PDBU58 N/A 194832000.00000000 PA 2522217.37000000 0.113257591867 Long DBT NUSS RU N 2 2033-03-23 Fixed 7.70000000 N N N N N N GAZ FINANCE PLC 213800UNP9N6BPNYMQ45 N/A 1233000.00000000 PA USD 1253665.08000000 0.056294548463 Long DBT NUSS RU N 2 2170-01-26 Fixed 4.59850000 N N N N N Ukraine 6354001WLTJXOMEXPY07 N/A 1223000.00000000 PA USD 1312279.00000000 0.058926546604 Long DBT NUSS UA N 2 2028-11-01 Fixed 9.75000000 N N N N N N Ceska republika 3157007EFDLQABN47912 N/A 38160000.00000000 PA 1501582.44000000 0.067427024002 Long DBT NUSS CZ N 2 2031-03-13 Fixed 1.20000000 N N N N N N Republic of Uganda 549300NF1DEFHG8XLQ11 V3843WBS8 1163100000.00000000 PA 308619.78000000 0.013858255637 Long DBT NUSS UG N 2 2034-06-22 Fixed 14.25000000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 195325CU7 3320000.00000000 PA USD 3042215.60000000 0.136607580653 Long DBT NUSS CO N 2 2045-06-15 Fixed 5.00000000 N N N N N N CNAC (HK) FINBRIDGE COMPANY LIMITED 549300US1UQ7R7WABI28 N/A 575000.00000000 PA USD 623352.46000000 0.027991004797 Long DBT NUSS CN N 2 2027-07-19 Fixed 4.12500000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCM2 1111000.00000000 PA USD 1106772.65000000 0.049698494100 Long DBT NUSS MX N 2 2029-01-23 Fixed 6.50000000 N N N N N N UZAUTO MOTORS Joint Stock Company 25490082QA3E2MKBZI88 46653NAA0 1269000.00000000 PA USD 1224960.62000000 0.055005604038 Long DBT NUSS UZ N 2 2026-05-04 Fixed 4.85000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 136131.89000000 0.006112863316 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 22242047.00000000 BRL 4020615.87000000 USD 2022-02-02 136131.89000000 N N N EURO N/A N/A 1.00000000 NC 7207.14000000 0.000323629251 N/A DFE XX N 2 GOLDMAN, SACHS & CO. N/A 571461691.00000000 HUF 1569943.53000000 EUR 2021-12-15 7207.14000000 N N N Kallpa Generacion S.A. 549300NG1PWEI5BZG095 48344FAA8 398000.00000000 PA USD 420888.98000000 0.018899589260 Long DBT NUSS PE N 2 2026-05-24 Fixed 4.87500000 N N N N N N CHINESE YUAN RENMINBI N/A N/A 1.00000000 NC 4707.94000000 0.000211405231 N/A DFE CN N 2 STANDARD CHARTERED BANK N/A 1791060.45000000 USD 11460874.00000000 CNY 2021-12-17 4707.94000000 N N N Republica Federativa do Brasil 254900ZFY40OYEADAP90 105756BW9 1330000.00000000 PA USD 1198542.80000000 0.053819338845 Long DBT NUSS BR N 2 2045-01-27 Fixed 5.00000000 N N N N N N The Hashemite Kingdom of Jordan 5493000JZ4MYPVMBVN50 N/A 1398000.00000000 PA USD 1432950.00000000 0.064345154465 Long DBT NUSS JO N 2 2025-07-07 Fixed 4.95000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -2272.86000000 -0.00010206045 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 41387000.00000000 EGP 2616945.94000000 USD 2021-12-15 -2272.86000000 N N N NEW RUSSIAN ROUBLE N/A N/A 1.00000000 NC -36312.03000000 -0.00163055457 N/A DFE RU N 2 MERRILL LYNCH N/A 2215972.40000000 USD 162636862.56000000 RUB 2021-12-15 -36312.03000000 N N N SOUTH AFRICAN RAND N/A N/A 1.00000000 NC -77665.70000000 -0.00348749884 N/A DFE ZA N 2 CITIGROUP GLOBAL MARKETS N/A 1415054.90000000 USD 21465998.00000000 ZAR 2021-12-15 -77665.70000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 487.07000000 0.000021871380 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 112480403.78000000 THB 3339183.73000000 USD 2021-12-15 487.07000000 N N N NWD (MTN) LIMITED 254900STSWBVJ5FV9O74 N/A 1026000.00000000 PA USD 1033615.20000000 0.046413433616 Long DBT NUSS HK N 2 2029-07-18 Fixed 4.12500000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 13036000000.00000000 PA 1024858.51000000 0.046020223406 Long DBT NUSS ID N 2 2034-03-15 Fixed 8.37500000 N N N N N N Gobierno de Chile 549300FLZTJM5YJF8D34 168863DN5 1387000.00000000 PA USD 1378997.01000000 0.061922450619 Long DBT NUSS CL N 2 2032-01-27 Fixed 2.55000000 N N N N N N United States of America N/A N/A 106.00000000 NC USD 21259625.00000000 0.954641721270 N/A DIR US N 1 GOLDMAN, SACHS & CO. N/A Long U.S. Treasury Futures US Ultra T-Bond Futures (Composite) Mar 2022 2022-03-25 20539062.45000000 USD 720562.55000000 N N N Kerajaan Malaysia 254900GSIL471JOBYY43 N/A 5900000.00000000 PA 1329492.82000000 0.059699515588 Long DBT NUSS MY N 2 2040-05-22 Fixed 3.75700000 N N N N N N NEW RUSSIAN ROUBLE N/A N/A 1.00000000 NC -36266.70000000 -0.00162851907 N/A DFE RU N 2 MORGAN STANLEY & CO, INC N/A 755675.10000000 USD 53679154.00000000 RUB 2021-12-15 -36266.70000000 N N N DERZHAVNE AHENTSTVO AVTOMOBIL'NYKH DORIH UKRAINY 254900FGEO8P5USHG994 N/A 2499000.00000000 PA USD 2281087.20000000 0.102429888155 Long DBT NUSS UA N 2 2028-06-24 Fixed 6.25000000 N N N N N N PETRONAS Capital Limited 549300G7YFX3540OYR85 Y6886MAE0 1560000.00000000 PA USD 1559126.73000000 0.070010991501 Long DBT NUSS MY N 2 2032-01-28 Fixed 2.48000000 N N N N N N Republica Federativa do Brasil 254900ZFY40OYEADAP90 N/A 42000000.00000000 PA 7054054.08000000 0.316755085231 Long DBT NUSS BR N 2 2027-01-01 Fixed 10.00000000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 25331000000.00000000 PA 2056900.19000000 0.092362999717 Long DBT NUSS ID N 2 2031-05-15 Fixed 8.75000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 45124.00000000 0.002026247077 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 18911409.58000000 MXN 922780.52000000 USD 2021-12-15 45124.00000000 N N N EURO N/A N/A 1.00000000 NC 12901.00000000 0.000579306212 N/A DFE XX N 2 GOLDMAN, SACHS & CO. N/A 39410778.00000000 CZK 1560328.53000000 EUR 2021-12-15 12901.00000000 N N N CHINA MINMETALS CORPORATION 3003002ULBI4T3DT7Z09 N/A 3389000.00000000 PA USD 3440081.96000000 0.154473362705 Long DBT NUSS CN N 2 2170-05-13 Fixed 3.75000000 N N N N N N Republic of Lebanon 529900QPC4K9S1KHL354 N/A 1000000.00000000 PA USD 115000.00000000 0.005163957404 Long DBT NUSS LB N 2 2023-05-26 Fixed 6.40000000 Y N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCW0 2359000.00000000 PA USD 2128053.90000000 0.095558084305 Long DBT NUSS MX N 2 2050-01-23 Fixed 7.69000000 N N N N N N People's Republic of China 300300CHN201808MOF68 N/A 11870000.00000000 PA 1880803.95000000 0.084455578129 Long DBT NUSS CN N 2 2028-05-13 Fixed 3.01000000 N N N N N N INDONESIA RUPIAH N/A N/A 1.00000000 NC -1521.28000000 -0.00006831152 N/A DFE ID N 2 J P MORGAN CHASE BANK N/A 861802.92000000 USD 12340155996.00000000 IDR 2021-12-15 -1521.28000000 N N N PT Indonesia Asahan Aluminium (Persero) 2549008P48EB9SN2OI80 74445PAB8 866000.00000000 PA USD 932093.12000000 0.041854688427 Long DBT NUSS ID N 2 2023-11-15 Fixed 5.71000000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 195325DZ5 1668000.00000000 PA USD 1488773.40000000 0.066851847159 Long DBT NUSS CO N 2 2032-04-22 Fixed 3.25000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 N/A 101437990.00000000 PA 5548075.43000000 0.249130653914 Long DBT NUSS ZA N 2 2035-02-28 Fixed 8.87500000 N N N N N N EURO N/A N/A 1.00000000 NC 486.99000000 0.000021867787 N/A DFE XX N 2 GOLDMAN, SACHS & CO. N/A 137662750.00000000 HUF 377083.73000000 EUR 2021-12-15 486.99000000 N N N Petroleos de Venezuela, S.A. 549300YWR8TN1OFD4P06 P7807HAR6 6273945.00000000 PA USD 257231.75000000 0.011550728697 Long DBT NUSS VE N 2 2026-11-15 Fixed 6.00000000 Y N N N N N Kerajaan Malaysia 254900GSIL471JOBYY43 N/A 3873000.00000000 PA 992559.74000000 0.044569880167 Long DBT NUSS MY N 2 2048-07-06 Fixed 4.92100000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 2170.34000000 0.000097456898 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 735284.00000000 EUR 829838.73000000 USD 2021-12-03 2170.34000000 N N N BRK: J.P. MORGAN CHASE N/A N/A 47000000.00000000 NC -99897.73000000 -0.00448580541 N/A DIR XX N 2 BRK: J.P. MORGAN CHASE N/A Y 2026-06-18 0.00000000 MXN 0.00000000 MXN -47000000.00000000 MXN -99897.73000000 N N N POLISH ZLOTY N/A N/A 1.00000000 NC -1098544.38000000 -0.04932901205 N/A DFE PA N 2 GOLDMAN, SACHS & CO. N/A 15721689.28000000 USD 60523001.13000000 PLN 2021-12-15 -1098544.38000000 N N N Republique du Benin 635400Q11P6AE5A5Y230 N/A 156000.00000000 PA 169060.58000000 0.007591492469 Long DBT NUSS BJ N 2 2032-01-19 Fixed 4.87500000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 372000.00000000 PA 484486.57000000 0.021755374006 Long DBT NUSS ID N 2 2028-06-14 Fixed 3.75000000 N N N N N N PT Perusahaan Listrik Negara (Persero) 254900OYVDRYS9J51J61 71568PAF6 1015000.00000000 PA USD 1253525.00000000 0.056288258313 Long DBT NUSS ID N 2 2048-05-21 Fixed 6.15000000 N N N N N N CHINESE YUAN RENMINBI N/A N/A 1.00000000 NC 2229.71000000 0.000100122847 N/A DFE CN N 2 STANDARD CHARTERED BANK N/A 1674453.96000000 USD 10763015.00000000 CNY 2022-02-22 2229.71000000 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 03846JW55 96000.00000000 PA USD 77055.36000000 0.003460092146 Long DBT NUSS EG N 2 2048-02-21 Fixed 7.90300000 N N N N N N BRAZILIAN REAL N/A N/A 1.00000000 NC -4004.30000000 -0.00017980899 N/A DFE BR N 2 MORGAN STANLEY & CO, INC N/A 851737.43000000 USD 4854009.00000000 BRL 2022-02-02 -4004.30000000 N N N SUNAC CHINA HOLDINGS LIMITED 549300OLARYHDXP3WK18 N/A 232000.00000000 PA USD 157238.00000000 0.007060611603 Long DBT NUSS CN N 2 2025-07-09 Fixed 7.00000000 N N N N N N Kingdom of Thailand 254900PHJ6MSKT6C7026 N/A 13814000.00000000 PA 451072.15000000 0.020254933645 Long DBT NUSS TH N 2 2038-06-17 Fixed 3.30000000 N N N N N N BRK: GOLDMAN SACHS N/A N/A 21000000.00000000 NC 36735.35000000 0.001649563327 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2026-12-28 0.00000000 MXN 0.00000000 MXN -21000000.00000000 MXN 36735.35000000 N N N Telefonica Moviles Chile S.A. 549300PDWJ2U6A15B785 87938XAB7 1000000.00000000 PA USD 985820.00000000 0.044267239034 Long DBT NUSS CL N 2 2031-11-18 Fixed 3.53700000 N N N N N N Islamic Republic of Pakistan 529900LOP29R5WKHOD86 695847AR4 335000.00000000 PA USD 360255.65000000 0.016176911578 Long DBT NUSS PK N 2 2025-09-30 Fixed 8.25000000 N N N N N N GOBIERNO DE LA REPUBLICA DE PANAMA 549300SHS4T08CL0LP14 N/A 1579000.00000000 PA USD 1582158.00000000 0.071045187130 Long DBT NUSS PA N 2 2031-06-30 Fixed 3.36200000 N N N N N N Republica del Peru 254900STKLK2DBJJZ530 715638BE1 724000.00000000 PA 191084.50000000 0.008580454076 Long DBT NUSS PE N 2 2031-08-12 Fixed 6.95000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -22961.06000000 -0.00103104292 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 2486576532.00000000 UGX 672957.11000000 USD 2021-12-15 -22961.06000000 N N N Republic of Ghana 213800PP4399SNNXZ126 N/A 1039000.00000000 PA USD 787790.58000000 0.035374930427 Long DBT NUSS GH N 2 2061-03-11 Fixed 8.75000000 N N N N N N Republica de Guatemala 529900QKDFFU9UWW5315 401494AU3 495000.00000000 PA USD 488565.00000000 0.021938511735 Long DBT NUSS GT N 2 2041-10-07 Fixed 4.65000000 N N N N N N Emirate of Abu Dhabi 213800FER4348CINTA77 29135LAB6 863000.00000000 PA USD 1028186.83000000 0.046169678212 Long DBT NUSS AE N 2 2047-10-11 Fixed 4.12500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 309.52000000 0.000013898679 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 100000.00000000 ZAR 6539.79000000 USD 2021-12-15 309.52000000 N N N PT Perusahaan Listrik Negara (Persero) 254900OYVDRYS9J51J61 N/A 943000.00000000 PA 1023435.54000000 0.045956326394 Long DBT NUSS ID N 2 2031-11-05 Fixed 1.87500000 N N N N N N Romania 315700IASY927EDWBK92 N/A 1336000.00000000 PA USD 1320395.52000000 0.059291010634 Long DBT NUSS RO N 2 2031-02-14 Fixed 3.00000000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 Y20721BM0 280000.00000000 PA USD 340215.48000000 0.015277028236 Long DBT NUSS ID N 2 2045-01-15 Fixed 5.12500000 N N N N N N GOBIERNO DE LA REPUBLICA DE PANAMA 549300SHS4T08CL0LP14 698299BK9 591000.00000000 PA USD 604350.69000000 0.027137749746 Long DBT NUSS PA N 2 2030-01-23 Fixed 3.16000000 N N N N N N MEXICAN PESO N/A N/A 1.00000000 NC -26302.47000000 -0.00118108551 N/A DFE MX N 2 CITIGROUP GLOBAL MARKETS N/A 707099.69000000 USD 14669560.00000000 MXN 2021-12-15 -26302.47000000 N N N INDONESIA RUPIAH N/A N/A 1.00000000 NC -20053.87000000 -0.00090049852 N/A DFE ID N 2 J P MORGAN CHASE BANK N/A 1569154.61000000 USD 22220798368.00000000 IDR 2021-12-15 -20053.87000000 N N N ATP TOWER HOLDINGS, LLC 254900CIKL1FQZ45N873 00216DAA9 381000.00000000 PA USD 376237.50000000 0.016894560210 Long DBT NUSS CL N 2 2026-04-27 Fixed 4.05000000 N N N N N N Kerajaan Malaysia 254900GSIL471JOBYY43 N/A 14000000.00000000 PA 3449497.15000000 0.154896142184 Long DBT NUSS MY N 2 2026-09-30 Fixed 4.07000000 N N N N N N Republic of Ghana 213800PP4399SNNXZ126 N/A 2070000.00000000 PA USD 1635921.00000000 0.073459359668 Long DBT NUSS GH N 2 2034-04-07 Fixed 8.62500000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 N/A 2760900000.00000000 PA 666110.10000000 0.029910992899 Long DBT NUSS CO N 2 2025-11-26 Fixed 6.25000000 N N N N N N Magyarorszag 5299003F3UFKGCCMAP43 445545AM8 2036000.00000000 PA USD 1969830.00000000 0.088453201870 Long DBT NUSS HU N 2 2031-09-22 Fixed 2.12500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 8810.04000000 0.000395605837 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 1731600.00000000 ZAR 116213.52000000 USD 2022-01-18 8810.04000000 N N N Corporacion Nacional del Cobre de Chile 549300UVMBCBCIPSUI70 21987BBA5 669000.00000000 PA USD 678000.64000000 0.030444925439 Long DBT NUSS CL N 2 2050-01-30 Fixed 3.70000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCL4 1447000.00000000 PA USD 1143578.57000000 0.051351226302 Long DBT NUSS MX N 2 2048-02-12 Fixed 6.35000000 N N N N N N Republic of Ghana 213800PP4399SNNXZ126 N/A 3743000.00000000 PA USD 4079870.00000000 0.183202390416 Long DBT NUSS GH N 2 2030-10-14 Fixed 10.75000000 N N N N N N ESKOM HOLDINGS SOC LIMITED 3789001900ED06F65111 29646AAD8 836000.00000000 PA USD 886059.68000000 0.039787603876 Long DBT NUSS ZA N 2 2028-08-10 Fixed 8.45000000 N N N N N N Republika Hrvatska 74780000O00QGQ7CER13 N/A 700000.00000000 PA 791366.70000000 0.035535512439 Long DBT NUSS HR N 2 2031-06-17 Fixed 1.50000000 N N N N N N REC : 28D MEXICAN INTERBANK RATE (TIIE) N/A N/A 211564590.00000000 NC -236582.34000000 -0.01062348805 N/A DIR XX N 2 REC : 28D MEXICAN INTERBANK RATE (TIIE) N/A Y 2023-11-22 0.00000000 MXN 0.00000000 MXN -211564590.00000000 MXN -236582.34000000 N N N People's Republic of China 300300CHN201808MOF68 60367QAB9 2160000.00000000 PA USD 2166281.91000000 0.097274674003 Long DBT NUSS CN N 2 2026-10-26 Fixed 1.25000000 N N N N N N BANQUE OUEST AFRICAINE DE DEVELOPPEMENT 529900LIZJABE4JJS826 N/A 430000.00000000 PA USD 466378.00000000 0.020942227188 Long DBT NUSS XX N 2 2031-10-22 Fixed 4.70000000 N N N N N N BRK: JPMORGAN CHASE BANK N/A N/A 37000000.00000000 NC -16969.77000000 -0.00076201016 N/A DIR XX N 2 BRK: JPMORGAN CHASE BANK N/A Y 2023-10-27 0.00000000 MYR 0.00000000 MYR -37000000.00000000 MYR -16969.77000000 N N N Republique du Senegal 549300NP14ZLQGWIUZ97 N/A 380000.00000000 PA USD 361551.00000000 0.016235077945 Long DBT NUSS SN N 2 2048-03-13 Fixed 6.75000000 N N N N N N PHILLIPINE PESO N/A N/A 1.00000000 NC -2403.42000000 -0.00010792311 N/A DFE PH N 2 J P MORGAN CHASE BANK N/A 719068.93000000 USD 36144000.00000000 PHP 2021-12-20 -2403.42000000 N N N POWER FINANCE CORPORATION LIMITED 3358003Q6D9LIJJZ1614 73928QAB4 786000.00000000 PA USD 808430.88000000 0.036301761993 Long DBT NUSS IN N 2 2030-04-23 Fixed 3.95000000 N N N N N N Republic of Ghana 213800PP4399SNNXZ126 37443GAN1 1486000.00000000 PA USD 1162081.72000000 0.052182091332 Long DBT NUSS GH N 2 2042-05-07 Fixed 8.87500000 N N N N N N MEXICAN PESO N/A N/A 1.00000000 NC -82960.20000000 -0.00372524294 N/A DFE MX N 2 J P MORGAN CHASE BANK N/A 2803541.46000000 USD 58622052.00000000 MXN 2021-12-15 -82960.20000000 N N N Minejesa Capital B.V. 549300KS7ERCP10BKC35 602736AA8 582000.00000000 PA USD 598005.00000000 0.026852803025 Long DBT NUSS ID N 2 2030-08-10 Fixed 4.62500000 N N N N N N TURKISH LIRA N/A N/A 1.00000000 NC -367136.28000000 -0.01648587923 N/A DFE TR N 2 BARCLAYS CAPITAL INC. N/A 1647066.22000000 USD 17070000.00000000 TRY 2021-12-15 -367136.28000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 19345.52000000 0.000868690793 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 135440755.00000000 INR 1819510.94000000 USD 2021-12-13 19345.52000000 N N N POLISH ZLOTY N/A N/A 1.00000000 NC -853945.36000000 -0.03834554317 N/A DFE PA N 2 GOLDMAN, SACHS & CO. N/A 11493084.45000000 USD 44033799.25000000 PLN 2021-12-15 -853945.36000000 N N N ESKOM HOLDINGS SOC LIMITED 3789001900ED06F65111 N/A 52500000.00000000 PA 2421820.49000000 0.108749372633 Long DBT NUSS ZA N 2 2033-09-15 Fixed 7.50000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 21543.45000000 0.000967386592 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 35318930.00000000 UAH 1314926.66000000 USD 2021-12-16 21543.45000000 N N N Kingdom of Thailand 254900PHJ6MSKT6C7026 N/A 75750000.00000000 PA 2444422.84000000 0.109764308048 Long DBT NUSS TH N 2 2028-12-17 Fixed 2.87500000 N N N N N N NAUTILUS INKIA HOLDINGS LLC N/A 45721RAC7 487000.00000000 PA USD 494918.62000000 0.022223814544 Long DBT NUSS PE N 2 2027-11-09 Fixed 5.87500000 N N N N N N Romania 315700IASY927EDWBK92 N/A 845000.00000000 PA 1007779.63000000 0.045253313764 Long DBT NUSS RO N 2 2039-03-11 Fixed 4.12500000 N N N N N N RUSSIA, FEDERATION OF (GOVERNMENT) 5493004EHVGF71PDBU58 N/A 800000.00000000 PA USD 866080.00000000 0.038890436776 Long DBT NUSS RU N 2 2027-06-23 Fixed 4.25000000 N N N N N N Qatar Energy 254900QTESJKJ3P87J26 74730DAE3 947000.00000000 PA USD 948429.97000000 0.042588277971 Long DBT NUSS QA N 2 2041-07-12 Fixed 3.12500000 N N N N N N SAGICOR FINANCIAL COMPANY LTD 213800UV8KH689JE3785 78669QAA8 712000.00000000 PA USD 733360.00000000 0.032930780891 Long DBT NUSS US N 2 2028-05-13 Fixed 5.30000000 N N N N N N Kerajaan Malaysia 254900GSIL471JOBYY43 N/A 746000.00000000 PA 179850.68000000 0.008076010876 Long DBT NUSS MY N 2 2023-03-15 Fixed 3.48000000 N N N N N N Kingdom of Saudi Arabia 635400FMICXSM3SI3H65 80413TAV1 3635000.00000000 PA USD 3512311.48000000 0.157716755441 Long DBT NUSS SA N 2 2033-02-02 Fixed 2.25000000 N N N N N N POLISH ZLOTY N/A N/A 1.00000000 NC -25633.04000000 -0.00115102544 N/A DFE PA N 2 J P MORGAN CHASE BANK N/A 1518157.78000000 EUR 6994508.00000000 PLN 2022-01-21 -25633.04000000 N N N Turkiye Cumhuriyeti 5493000PCHOG3B6S3Q85 900123DA5 2363000.00000000 PA USD 2138411.03000000 0.096023160637 Long DBT NUSS TR N 2 2031-01-15 Fixed 5.95000000 N N N N N N MALAYSIAN RINGGIT N/A N/A 1.00000000 NC 26497.10000000 0.001189825180 N/A DFE MY N 2 J P MORGAN CHASE BANK N/A 2923400.35000000 USD 12432637.00000000 MYR 2022-03-01 26497.10000000 N N N POLISH ZLOTY N/A N/A 1.00000000 NC 1346.79000000 0.000060476227 N/A DFE PA N 2 J P MORGAN CHASE BANK N/A 1559521.86000000 EUR 7299891.00000000 PLN 2022-01-21 1346.79000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -1142.03000000 -0.00005128168 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 1327000.00000000 CNY 205692.39000000 USD 2022-02-14 -1142.03000000 N N N Republic of Uganda 549300NF1DEFHG8XLQ11 N/A 3245900000.00000000 PA 976344.89000000 0.043841768909 Long DBT NUSS UG N 2 2027-05-06 Fixed 16.00000000 N N N N N N Republic of the Philippines 529900RAHBALMYIJ3T08 718286CN5 4592000.00000000 PA USD 4437593.91000000 0.199265616799 Long DBT NUSS PH N 2 2032-01-06 Fixed 1.95000000 N N N N N N Kerajaan Malaysia 254900GSIL471JOBYY43 N/A 1200000.00000000 PA 307416.99000000 0.013804245582 Long DBT NUSS MY N 2 2043-09-30 Fixed 4.93500000 N N N N N N Republic of Uganda 549300NF1DEFHG8XLQ11 V3843WBS8 6700000000.00000000 PA 1777794.27000000 0.079830033783 Long DBT NUSS UG N 2 2034-06-22 Fixed 14.25000000 N N N N N N ROYAUME DU MAROC 529900F3MBW9XY5K1X07 N/A 491000.00000000 PA USD 474188.16000000 0.021292934436 Long DBT NUSS MA N 2 2027-12-15 Fixed 2.37500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 102666.07000000 0.004610114890 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 3044586000.00000000 CLP 3752771.51000000 USD 2021-12-15 102666.07000000 N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 N/A 99484375.00000000 PA 4731288.83000000 0.212453686859 Long DBT NUSS MX N 2 2023-11-16 Fixed 3.50000000 N N N N N N Kingdom of Thailand 254900PHJ6MSKT6C7026 N/A 15000000.00000000 PA 443515.21000000 0.019915596981 Long DBT NUSS TH N 2 2029-12-17 Fixed 1.60000000 N N N N N N Republica del Peru 254900STKLK2DBJJZ530 715638DA7 255000.00000000 PA USD 256927.80000000 0.011537080133 Long DBT NUSS PE N 2 2030-06-20 Fixed 2.84400000 N N N N N N Republica del Peru 254900STKLK2DBJJZ530 715638BT8 6317000.00000000 PA 1605214.02000000 0.072080494131 Long DBT NUSS PE N 2 2024-08-12 Fixed 5.70000000 N N N N N N Republique du Senegal 549300NP14ZLQGWIUZ97 N/A 677000.00000000 PA USD 644131.65000000 0.028924073076 Long DBT NUSS SN N 2 2048-03-13 Fixed 6.75000000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 2000000000.00000000 PA 147599.93000000 0.006627823926 Long DBT NUSS ID N 2 2035-06-15 Fixed 7.50000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 107824.11000000 0.004841731402 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 38228636.84000000 ZAR 2489570.64000000 USD 2021-12-15 107824.11000000 N N N MEXICAN PESO N/A N/A 1.00000000 NC -49574.93000000 -0.00222611153 N/A DFE MX N 2 CITIGROUP GLOBAL MARKETS N/A 1810421.53000000 USD 37942054.00000000 MXN 2021-12-15 -49574.93000000 N N N BRK: GOLDMAN SACHS N/A N/A 1057550179.00000000 NC -454596.76000000 -0.02041320265 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2023-04-02 0.00000000 RUB 0.00000000 RUB -1057550179.00000000 RUB -454596.76000000 N N N Republic of Ghana 213800PP4399SNNXZ126 N/A 3928000.00000000 PA 636121.41000000 0.028564381440 Long DBT NUSS GH N 2 2024-03-25 Fixed 19.75000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -12041.71000000 -0.00054072067 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 31681051866.00000000 IDR 2199675.88000000 USD 2021-12-03 -12041.71000000 N N N BRK: MORGAN STANLEY & CO INTERNATIONAL N/A N/A 539012774.00000000 NC -87186.52000000 -0.00391502152 N/A DIR XX N 2 BRK: MORGAN STANLEY & CO INTERNATIONAL N/A Y 2031-10-04 0.00000000 HUF 0.00000000 HUF -539012774.00000000 HUF -87186.52000000 N N N GOBIERNO DE LA REPUBLICA DE PANAMA 549300SHS4T08CL0LP14 698299AT1 699000.00000000 PA USD 1054623.24000000 0.047356778171 Long DBT NUSS PA N 2 2034-04-28 Fixed 8.12500000 N N N N N N BRK: GOLDMAN SACHS N/A N/A 58394262.00000000 NC 75616.03000000 0.003395460504 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2029-08-31 0.00000000 MXN 0.00000000 MXN -58394262.00000000 MXN 75616.03000000 N N N THE DEMOCRATIC SOCIALIST REPUBLIC OF SRI LANKA 254900HXCCIOHM74FA02 Y8137FAP3 2519000.00000000 PA USD 1377615.91000000 0.061860433736 Long DBT NUSS LK N 2 2029-03-14 Fixed 7.85000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 03846JX54 2905000.00000000 PA USD 2609968.20000000 0.117197953158 Long DBT NUSS EG N 2 2032-05-29 Fixed 7.62500000 N N N N N N Republic of the Philippines 529900RAHBALMYIJ3T08 718286CK1 2848000.00000000 PA USD 2703720.35000000 0.121407797586 Long DBT NUSS PH N 2 2031-06-10 Fixed 1.64800000 N N N N N N QNB FINANSBANK ANONIM SIRKETI 789000Q21SW842S9IJ58 31772DAD4 898000.00000000 PA USD 937512.00000000 0.042098017692 Long DBT NUSS TR N 2 2024-09-07 Fixed 6.87500000 N N N N N N ULKER BISKUVI SANAYI ANONIM SIRKETI 7890009HEU9BS7J3DA93 N/A 1381000.00000000 PA USD 1410277.20000000 0.063327055565 Long DBT NUSS TR N 2 2025-10-30 Fixed 6.95000000 N N N N N N State of Qatar 52990074F6OJOAXK4P65 74727PAX9 701000.00000000 PA USD 802075.79000000 0.036016393175 Long DBT NUSS QA N 2 2028-04-23 Fixed 4.50000000 N N N N N N ESKOM HOLDINGS SOC LIMITED 3789001900ED06F65111 N/A 1456000.00000000 PA USD 1486648.80000000 0.066756444168 Long DBT NUSS ZA N 2 2023-08-06 Fixed 6.75000000 N N N N N N ABU DHABI CRUDE OIL PIPELINE L.L.C. 549300DONDFW2383FV66 00401MAA4 923000.00000000 PA USD 1011884.90000000 0.045437656716 Long DBT NUSS AE N 2 2029-11-02 Fixed 3.65000000 N N N N N N CONVERSION ADJUSTMENT N/A N/A 1.00000000 NS USD 0.00000000 0.000000 Long EC US N 2 N N N Republica de Colombia 549300MHDRBVRF6B9117 195325DQ5 1630000.00000000 PA USD 1517464.80000000 0.068140205137 Long DBT NUSS CO N 2 2049-05-15 Fixed 5.20000000 N N N N N N Comision Federal de Electricidad 4469000001BFPONMPF32 200447AH3 605000.00000000 PA USD 577781.05000000 0.025944667231 Long DBT NUSS MX N 2 2031-02-09 Fixed 3.34800000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 212591.78000000 0.009546216491 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 1830850459.93000000 HUF 5854319.02000000 USD 2021-12-15 212591.78000000 N N N DIANJIAN HAIYU LIMITED 30030053J86AJARAGD28 N/A 205000.00000000 PA USD 211406.25000000 0.009492981479 Long DBT NUSS CN N 2 2169-12-20 Fixed 4.30000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 2980.14000000 0.000133820139 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 5131172541.00000000 IDR 361197.56000000 USD 2021-12-03 2980.14000000 N N N TENGIZCHEVROIL FINANCE COMPANY INTERNATIONAL LTD. 5493001VEV2XTJIBZH31 88034QAC1 630000.00000000 PA USD 620852.40000000 0.027878742159 Long DBT NUSS KZ N 2 2030-08-15 Fixed 3.25000000 N N N N N N Kerajaan Malaysia 254900GSIL471JOBYY43 N/A 23403000.00000000 PA 5756442.99000000 0.258487186127 Long DBT NUSS MY N 2 2024-07-15 Fixed 4.18100000 N N N N N N THE DEMOCRATIC SOCIALIST REPUBLIC OF SRI LANKA 254900HXCCIOHM74FA02 Y8137FAL2 4535000.00000000 PA USD 2478649.60000000 0.111301225706 Long DBT NUSS LK N 2 2028-04-18 Fixed 6.75000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 54993.82000000 0.002469441252 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 7229388722.00000000 COP 1856788.83000000 USD 2021-12-15 54993.82000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 62738.91000000 0.002817226598 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 6603482932.00000000 COP 1708538.17000000 USD 2021-12-15 62738.91000000 N N N ROYAUME DU MAROC 529900F3MBW9XY5K1X07 N/A 1481000.00000000 PA USD 1295875.00000000 0.058189941758 Long DBT NUSS MA N 2 2050-12-15 Fixed 4.00000000 N N N N N N EURO N/A N/A 1.00000000 NC -16931.87000000 -0.00076030830 N/A DFE XX N 2 GOLDMAN, SACHS & CO. N/A 603444.14000000 USD 520000.00000000 EUR 2022-02-03 -16931.87000000 N N N Republica Bolivariana de Venezuela 529900XM8PJTJK5OJI77 P97475AP5 270000.00000000 PA USD 25650.00000000 0.001151787021 Long DBT NUSS VE N 2 2024-10-13 Floating 0.00000000 Y N N N N N Republic of Ghana 213800PP4399SNNXZ126 N/A 1321000.00000000 PA USD 1070247.78000000 0.048058382162 Long DBT NUSS GH N 2 2029-04-07 Fixed 7.75000000 N N N N N N TURKISH LIRA N/A N/A 1.00000000 NC -380008.85000000 -0.01706390882 N/A DFE TR N 2 J P MORGAN CHASE BANK N/A 1834556.93000000 USD 19616000.00000000 TRY 2022-01-12 -380008.85000000 N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205AZ7 570000.00000000 PA USD 568575.00000000 0.025531278969 Long DBT NUSS ZA N 2 2048-06-22 Fixed 6.30000000 N N N N N Republic of Uzbekistan 213800L6VDKUM3TCM927 N/A 301000.00000000 PA USD 281435.00000000 0.012637550889 Long DBT NUSS UZ N 2 2030-11-25 Fixed 3.70000000 N N N N N N Romania 315700IASY927EDWBK92 N/A 3177000.00000000 PA 3344500.37000000 0.150181369144 Long DBT NUSS RO N 2 2050-01-28 Fixed 3.37500000 N N N N N N Sinopec Group Overseas Development (2018) Limited 549300C6OZZ8LTVR8209 G82016AS8 5026000.00000000 PA USD 4956094.02000000 0.222548334038 Long DBT NUSS CN N 2 2031-01-08 Fixed 2.30000000 N N N N N N Empresa de Transporte de Pasajeros Metro S.A. 959800T4M5QUPYMSCH69 29246QAD7 217000.00000000 PA USD 229677.14000000 0.010313417111 Long DBT NUSS CL N 2 2030-05-07 Fixed 3.65000000 N N N N N N Republica del Ecuador 5299003Y2U5XK0A35H71 N/A 2099223.00000000 PA USD 1734504.00000000 0.077886128476 Long DBT NUSS EC N 2 2030-07-31 Fixed 5.00000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 14012.37000000 0.000629211146 N/A DFE US N 2 JP MORGAN N/A 360348.35000000 EUR 420401.81000000 USD 2022-01-28 14012.37000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 95358.45000000 0.004281973687 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 36437445.00000000 MXN 1786377.90000000 USD 2021-12-15 95358.45000000 N N N CHINESE YUAN RENMINBI N/A N/A 1.00000000 NC 3825.16000000 0.000171764898 N/A DFE CN N 2 J P MORGAN CHASE BANK N/A 232389.83000000 USD 1506000.00000000 CNY 2021-12-08 3825.16000000 N N N Magyarorszag 5299003F3UFKGCCMAP43 N/A 259940000.00000000 PA 729138.17000000 0.032741203932 Long DBT NUSS HU N 2 2031-10-22 Fixed 3.25000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 97591.03000000 0.004382225408 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 73840306.00000000 MXN 3524433.76000000 USD 2021-12-15 97591.03000000 N N N People's Republic of China 300300CHN201808MOF68 N/A 38530000.00000000 PA 6202256.92000000 0.278506004780 Long DBT NUSS CN N 2 2027-12-03 Fixed 3.28000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 13909.73000000 0.000624602202 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 137241295.38000000 INR 1818367.61000000 USD 2022-03-16 13909.73000000 N N N Kerajaan Malaysia 254900GSIL471JOBYY43 N/A 4040000.00000000 PA 977562.01000000 0.043896422438 Long DBT NUSS MY N 2 2024-06-14 Fixed 3.47800000 N N N N N N SHIMAO GROUP HOLDINGS LIMITED 254900WTJ6B5CU69ZD26 N/A 580000.00000000 PA USD 408890.70000000 0.018360818766 Long DBT NUSS CN N 2 2026-07-15 Fixed 5.60000000 N N N N N N Emirate of Abu Dhabi 213800FER4348CINTA77 N/A 628000.00000000 PA USD 726910.00000000 0.032641150237 Long DBT NUSS AE N 2 2050-04-16 Fixed 3.87500000 N N N N N N Provincia de Cordoba 5299006CLM2Z97AATT29 74408DAC8 721240.00000000 PA USD 543093.72000000 0.024387068147 Long DBT NUSS AR N 2 2025-12-10 Fixed 5.00000000 N N N N N N Bundesrepublik Deutschland N/A N/A -53.00000000 NC -13012268.97000000 -0.58430263220 N/A DIR DE N 1 GOLDMAN, SACHS & CO. N/A Short Germany Govt. Bond Futures EURO BUXL 30Y BND Dec 2021 2021-12-11 -13153686.04000000 EUR 141417.07000000 N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 N/A 43656000.00000000 PA 2256561.40000000 0.101328582185 Long DBT NUSS ZA N 2 2037-01-31 Fixed 8.50000000 N N N N N N FEL Energy VI S.a r.l. N/A 30260LAA3 284000.00000000 PA USD 269800.00000000 0.012115093111 Long DBT NUSS MX N 2 2040-12-01 Fixed 5.75000000 N N N N N N Joint Stock Company KazTransGas 635400YGLXBBSVHONW39 N/A 1640000.00000000 PA USD 1787557.36000000 0.080268435356 Long DBT NUSS KZ N 2 2027-09-26 Fixed 4.37500000 N N N N N N Republic of the Philippines 529900RAHBALMYIJ3T08 718286BX4 52000000.00000000 PA 1022074.52000000 0.045895211182 Long DBT NUSS PH N 2 2022-11-26 Fixed 3.90000000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 65463000000.00000000 PA 5141970.68000000 0.230894935384 Long DBT NUSS ID N 2 2029-05-15 Fixed 8.25000000 N N N N N N Romania 315700IASY927EDWBK92 N/A 3930000.00000000 PA 891379.38000000 0.040026479565 Long DBT NUSS RO N 2 2023-06-28 Fixed 4.25000000 N N N N N N Turkiye Cumhuriyeti 5493000PCHOG3B6S3Q85 900123DB3 4118000.00000000 PA USD 3852117.21000000 0.172975384273 Long DBT NUSS TR N 2 2026-01-26 Fixed 4.75000000 N N N N N N Joint Stock Company KazTransGas 635400YGLXBBSVHONW39 48668NAA9 1219000.00000000 PA USD 1328678.31000000 0.059662940850 Long DBT NUSS KZ N 2 2027-09-26 Fixed 4.37500000 N N N N N N Republica de Angola 549300QHR2R3J8JSGK83 N/A 852000.00000000 PA USD 773491.61000000 0.034732849801 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 11977.65000000 0.000537844125 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 377150.00000000 EUR 436514.47000000 USD 2021-12-03 11977.65000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -15389.38000000 -0.00069104437 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 3307677.92000000 PEN 799052.52000000 USD 2021-12-15 -15389.38000000 N N N INDONESIA RUPIAH N/A N/A 1.00000000 NC 3968.49000000 0.000178200985 N/A DFE ID N 2 STANDARD CHARTERED BANK N/A 560206.05000000 USD 8117385649.00000000 IDR 2022-01-19 3968.49000000 N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 Y20721AE9 400000.00000000 PA USD 626959.80000000 0.028152988711 Long DBT NUSS ID N 2 2035-10-12 Fixed 8.50000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 447556.13000000 0.020097050362 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 44059841606.00000000 COP 11428678.57000000 USD 2021-12-15 447556.13000000 N N N COLOMBIA PESO N/A N/A 1.00000000 NC -22524.37000000 -0.00101143380 N/A DFE CO N 2 CITIGROUP GLOBAL MARKETS N/A 1163490.37000000 USD 4577927382.00000000 COP 2021-12-15 -22524.37000000 N N N BRK: GOLDMAN SACHS N/A N/A 2473871.00000000 NC -14538.02000000 -0.00065281492 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2023-01-02 0.00000000 BRL 0.00000000 BRL -2473871.00000000 BRL -14538.02000000 N N N Kerajaan Malaysia 254900GSIL471JOBYY43 N/A 36102000.00000000 PA 8774209.51000000 0.393996905844 Long DBT NUSS MY N 2 2023-08-17 Fixed 3.80000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 32215.21000000 0.001446591062 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 278192647.52000000 RUB 3756035.50000000 USD 2021-12-20 32215.21000000 N N N BANK RAZVITIYA RESPUBLIKI BELARUS' OAO 253400D4JRB0M70A0687 N/A 1681000.00000000 PA USD 1503940.27000000 0.067532899947 Long DBT NUSS BY N 2 2024-05-02 Fixed 6.75000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 N/A 62450000.00000000 PA 3515924.50000000 0.157878994410 Long DBT NUSS ZA N 2 2030-01-31 Fixed 8.00000000 N N N N N N DEVELOPMENT BANK OF MONGOLIA 254900HRWK3OKXS9UW60 25161AAA7 1149000.00000000 PA USD 1213849.11000000 0.054506653044 Long DBT NUSS MN N 2 2023-10-23 Fixed 7.25000000 N N N N N N PT Indonesia Asahan Aluminium (Persero) 2549008P48EB9SN2OI80 74445PAG7 1683000.00000000 PA USD 1939657.50000000 0.087098336611 Long DBT NUSS ID N 2 2050-05-15 Fixed 5.80000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 29572000.00000000 PA 1926899.60000000 0.086525456157 Long DBT NUSS EG N 2 2024-07-02 Fixed 15.90000000 N N N N N N Magyarorszag 5299003F3UFKGCCMAP43 445545AN6 2901000.00000000 PA USD 2758851.00000000 0.123883383049 Long DBT NUSS HU N 2 2051-09-21 Fixed 3.12500000 N N N N N N EURO N/A N/A 1.00000000 NC 10069.04000000 0.000452139944 N/A DFE XX N 2 GOLDMAN, SACHS & CO. N/A 3778488.56000000 PLN 816770.24000000 EUR 2022-01-21 10069.04000000 N N N Kingdom of Saudi Arabia 635400FMICXSM3SI3H65 80413TAF6 580000.00000000 PA USD 685299.00000000 0.030772650832 Long DBT NUSS SA N 2 2047-10-04 Fixed 4.62500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 10539.03000000 0.000473244365 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 300023.00000000 EUR 348258.27000000 USD 2021-12-03 10539.03000000 N N N Empresas Publicas de Medellin E.S.P. 549300SU25TO8EMXB434 29246BAC2 2224000000.00000000 PA 543101.16000000 0.024387402233 Long DBT NUSS CO N 2 2024-09-10 Fixed 7.62500000 N N N N N N PT Indonesia Asahan Aluminium (Persero) 2549008P48EB9SN2OI80 Y7140WAD0 345000.00000000 PA USD 441600.00000000 0.019829596435 Long DBT NUSS ID N 2 2048-11-15 Fixed 6.75700000 N N N N N N CSN Inova Ventures. 222100R8R68DM7VM3661 G2583XAB7 430000.00000000 PA USD 433749.60000000 0.019477082250 Long DBT NUSS BR N 2 2028-01-28 Fixed 6.75000000 N N N N N N Republica de Costa Rica 549300S1EK2VN6XVJP58 P3699PGH4 1841000.00000000 PA USD 1738364.25000000 0.078059469055 Long DBT NUSS CR N 2 2044-04-04 Fixed 7.00000000 N N N N N N Studio City Finance Limited 254900D6R731QAUIG324 86389QAF9 507000.00000000 PA USD 504465.00000000 0.022652484976 Long DBT NUSS MO N 2 2028-01-15 Fixed 6.50000000 N N N N N N SHIMAO GROUP HOLDINGS LIMITED 254900WTJ6B5CU69ZD26 N/A 452000.00000000 PA USD 368399.36000000 0.016542596548 Long DBT NUSS CN N 2 2022-07-03 Fixed 4.75000000 N N N N N N The Hashemite Kingdom of Jordan 5493000JZ4MYPVMBVN50 N/A 547000.00000000 PA USD 560675.00000000 0.025176537548 Long DBT NUSS JO N 2 2025-07-07 Fixed 4.95000000 N N N N N N Republica del Peru 254900STKLK2DBJJZ530 N/A 959000.00000000 PA 198186.39000000 0.008899357184 Long DBT NUSS PE N 2 2040-08-12 Fixed 5.35000000 N N N N N N VEON Holdings B.V. 5493000XDKGUH5NQGE22 91823N2A0 783000.00000000 PA USD 765382.50000000 0.034368718508 Long DBT NUSS NL N 2 2027-11-25 Fixed 3.37500000 N N N N N N Kingdom of Bahrain 549300RODM1WN85LFQ95 N/A 5615000.00000000 PA USD 5314990.55000000 0.238664215722 Long DBT NUSS BH N 2 2032-09-16 Fixed 5.45000000 N N N N N N Banque Centrale de Tunisie 254900B5LFB16S9T2T11 N/A 628000.00000000 PA USD 474240.48000000 0.021295283812 Long DBT NUSS TN N 2 2025-01-30 Fixed 5.75000000 N N N N N N Romania 315700IASY927EDWBK92 N/A 2120000.00000000 PA 435276.06000000 0.019545626376 Long DBT NUSS RO N 2 2030-10-24 Fixed 4.15000000 N N N N N N Republique du Cameroun 54930021BO6NHYGBBV24 N/A 823000.00000000 PA 856145.29000000 0.038444328783 Long DBT NUSS CM N 2 2032-07-07 Fixed 5.95000000 N N N N N N State of Qatar 52990074F6OJOAXK4P65 N/A 3230000.00000000 PA USD 3595571.40000000 0.161455457010 Long DBT NUSS QA N 2 2030-04-16 Fixed 3.75000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -4728.45000000 -0.00021232621 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 24684607.20000000 UAH 878455.77000000 USD 2022-03-16 -4728.45000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 41726.60000000 0.001873690304 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 10200000.00000000 ZAR 677213.94000000 USD 2021-12-15 41726.60000000 N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205AW4 385000.00000000 PA USD 398475.00000000 0.017893112408 Long DBT NUSS ZA N 2 2027-09-27 Fixed 4.85000000 N N N N N N People's Republic of China 300300CHN201808MOF68 N/A 37000000.00000000 PA 5849580.11000000 0.262669413262 Long DBT NUSS CN N 2 2023-11-05 Fixed 2.88000000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 N/A 26494300000.00000000 PA 6392162.23000000 0.287033508535 Long DBT NUSS CO N 2 2025-11-26 Fixed 6.25000000 N N N N N N Comision Federal de Electricidad 4469000001BFPONMPF32 200447AC4 570000.00000000 PA USD 612755.70000000 0.027515168125 Long DBT NUSS MX N 2 2042-02-14 Fixed 5.75000000 N N N N N N HUNGARIAN FORINT N/A N/A 1.00000000 NC -5163.02000000 -0.00023184013 N/A DFE HU N 2 J P MORGAN CHASE BANK N/A 359646.28000000 EUR 129772051.00000000 HUF 2021-12-15 -5163.02000000 N N N BRK: MORGAN STANLEY & CO. INTERNATIONAL N/A N/A 41751035.00000000 NC -106754.47000000 -0.00479370031 N/A DIR XX N 2 BRK: MORGAN STANLEY & CO. INTERNATIONAL N/A Y 2026-04-06 0.00000000 MXN 0.00000000 MXN -41751035.00000000 MXN -106754.47000000 N N N Votorantim Cimentos International S.A 635400TDXGDD6FQOI583 P98088AA8 225000.00000000 PA USD 288686.25000000 0.012963160855 Long DBT NUSS BR N 2 2041-04-05 Fixed 7.25000000 N N N N N N THAILAND BAHT N/A N/A 1.00000000 NC -4210.62000000 -0.00018907358 N/A DFE TH N 2 DEUTSCHE BANK SECURITIES, INC. N/A 379620.66000000 USD 12644686.00000000 THB 2021-12-28 -4210.62000000 N N N EGYPTIAN POUND N/A N/A 1.00000000 NC -4964.62000000 -0.00022293118 N/A DFE EG N 2 CITIGROUP GLOBAL MARKETS N/A 2552389.76000000 USD 41387000.00000000 EGP 2022-03-16 -4964.62000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 74896.24000000 0.003363139070 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 5539092153.87000000 COP 1455415.26000000 USD 2021-12-15 74896.24000000 N N N Nexa Resources S.A. 549300QRMRHM7GAU7L47 91832CAA4 4041000.00000000 PA USD 4186516.41000000 0.187991238404 Long DBT NUSS BR N 2 2027-05-04 Fixed 5.37500000 N N N N N N Kerajaan Malaysia 254900GSIL471JOBYY43 N/A 1650000.00000000 PA 401610.59000000 0.018033912870 Long DBT NUSS MY N 2 2029-08-15 Fixed 3.88500000 N N N N N N HUNGARIAN FORINT N/A N/A 1.00000000 NC -23579.05000000 -0.00105879312 N/A DFE HU N 2 J P MORGAN CHASE BANK N/A 1566273.21000000 EUR 564807218.00000000 HUF 2021-12-15 -23579.05000000 N N N BRK: BNP PARIBAS SA N/A N/A 133862841.00000000 NC -117080.51000000 -0.00525738057 N/A DIR XX N 2 BRK: BNP PARIBAS SA N/A Y 2024-09-21 0.00000000 CZK 0.00000000 CZK -133862841.00000000 CZK -117080.51000000 N N N Republica de El Salvador 529900AKDMUSFSDOM949 P01012CC8 1088000.00000000 PA USD 734410.88000000 0.032977969583 Long DBT NUSS SV N 2 2052-07-15 Fixed 9.50000000 N N N N N N NBK SPC LIMITED 549300P1ANDK86KWB419 62877PAB0 1000000.00000000 PA USD 974826.00000000 0.043773564706 Long DBT NUSS KW N 2 2027-09-15 Fixed 1.62500000 N N N N N N BRK: GOLDMAN SACHS INTERNATIONAL N/A N/A 19516459.00000000 NC -361603.10000000 -0.01623741744 N/A DIR XX N 2 BRK: GOLDMAN SACHS INTERNATIONAL N/A Y 2025-01-02 0.00000000 BRL 0.00000000 BRL -19516459.00000000 BRL -361603.10000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -7839.14000000 -0.00035200856 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 1661961.77000000 PEN 401381.87000000 USD 2021-12-15 -7839.14000000 N N N INDONESIA RUPIAH N/A N/A 1.00000000 NC -9137.79000000 -0.00041032311 N/A DFE ID N 2 J P MORGAN CHASE BANK N/A 2276105.22000000 USD 32468640947.00000000 IDR 2021-12-01 -9137.79000000 N N N People's Republic of China 300300CHN201808MOF68 N/A 2000000.00000000 PA 316900.41000000 0.014230088859 Long DBT NUSS CN N 2 2028-05-13 Fixed 3.01000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 1202458.69000000 0.053995177881 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 38324515.00000000 TRY 4076078.73000000 USD 2021-12-15 1202458.69000000 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 1081000.00000000 PA 1064213.48000000 0.047787418091 Long DBT NUSS EG N 2 2030-04-16 Fixed 5.62500000 N N N N N N Magyarorszag 5299003F3UFKGCCMAP43 N/A 123360000.00000000 PA 339501.47000000 0.015244966347 Long DBT NUSS HU N 2 2026-04-22 Fixed 1.50000000 N N N N N N Republic of Lebanon 529900QPC4K9S1KHL354 N/A 3557000.00000000 PA USD 395751.82000000 0.017770830795 Long DBT NUSS LB N 2 2033-05-17 Fixed 8.20000000 Y N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 378000.00000000 PA USD 304637.76000000 0.013679447100 Long DBT NUSS EG N 2 2059-11-20 Fixed 8.15000000 N N N N N N Ceska republika 3157007EFDLQABN47912 N/A 47130000.00000000 PA 1710480.70000000 0.076807386755 Long DBT NUSS CZ N 2 2029-11-29 Fixed 0.05000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 274174.95000000 0.012311545767 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 8204099.00000000 TRY 887858.75000000 USD 2021-12-22 274174.95000000 N N N EURO N/A N/A 1.00000000 NC -3926.14000000 -0.00017629930 N/A DFE XX N 2 GOLDMAN, SACHS & CO. N/A 39518977.00000000 CZK 1549640.02000000 EUR 2021-12-15 -3926.14000000 N N N EURO N/A N/A 1.00000000 NC -2055.06000000 -0.00009228036 N/A DFE XX N 2 GOLDMAN, SACHS & CO. N/A 4297705.04000000 RON 853787.67000000 EUR 2022-04-06 -2055.06000000 N N N EURO N/A N/A 1.00000000 NC -55894.96000000 -0.00250990602 N/A DFE XX N 2 GOLDMAN, SACHS & CO. N/A 2184593.86000000 USD 1887298.00000000 EUR 2022-02-03 -55894.96000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -60115.02000000 -0.00269940350 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 239991195.21000000 PHP 4699719.87000000 USD 2021-12-15 -60115.02000000 N N N INDONESIA RUPIAH N/A N/A 1.00000000 NC -1098.66000000 -0.00004933420 N/A DFE ID N 2 J P MORGAN CHASE BANK N/A 382112.91000000 USD 5457718639.00000000 IDR 2021-12-03 -1098.66000000 N N N Republique Gabonaise N/A 362420AE1 1130000.00000000 PA USD 1068189.00000000 0.047965934752 Long DBT NUSS GA N 2 2031-11-24 Fixed 7.00000000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 56700000000.00000000 PA 4247798.92000000 0.190743066850 Long DBT NUSS ID N 2 2027-05-15 Fixed 7.00000000 N N N N N N Romania 315700IASY927EDWBK92 N/A 3370000.00000000 PA 711402.83000000 0.031944816625 Long DBT NUSS RO N 2 2026-06-24 Fixed 3.25000000 N N N N N N Ukraine 6354001WLTJXOMEXPY07 903724AW2 3182000.00000000 PA USD 2871500.44000000 0.128941790961 Long DBT NUSS UA N 2 2040-05-31 Floating 1.25799840 N N N N N N NEW RUSSIAN ROUBLE N/A N/A 1.00000000 NC -12200.62000000 -0.00054785636 N/A DFE RU N 2 MORGAN STANLEY & CO, INC N/A 1836546.49000000 USD 136124826.00000000 RUB 2021-12-15 -12200.62000000 N N N Federal Democratic Republic of Ethiopia N/A 29766LAA4 432000.00000000 PA USD 284688.00000000 0.012783623527 Long DBT NUSS ET N 2 2024-12-11 Fixed 6.62500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 295481.07000000 0.013268275299 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 69007552.00000000 ZAR 4594836.50000000 USD 2021-12-15 295481.07000000 N N N Turkiye Cumhuriyeti 5493000PCHOG3B6S3Q85 900123AY6 1010000.00000000 PA USD 944816.62000000 0.042426024184 Long DBT NUSS TR N 2 2036-03-17 Fixed 6.87500000 N N N N N N Rzeczpospolita Polska 259400R9L8QEP0TPXS31 N/A 7185000.00000000 PA 1697281.02000000 0.076214668622 Long DBT NUSS PL N 2 2028-04-25 Fixed 2.75000000 N N N N N N Republic of Ghana 213800PP4399SNNXZ126 374422AC7 248000.00000000 PA USD 221404.48000000 0.009941941773 Long DBT NUSS GH N 2 2026-01-18 Fixed 8.12500000 N N N N N N Kingdom of Thailand 254900PHJ6MSKT6C7026 N/A 15000000.00000000 PA 546410.10000000 0.024535986800 Long DBT NUSS TH N 2 2029-06-22 Fixed 4.87500000 N N N N N N Republica del Peru 254900STKLK2DBJJZ530 715638DF6 4174000.00000000 PA USD 4134388.74000000 0.185650498687 Long DBT NUSS PE N 2 2031-01-23 Fixed 2.78300000 N N N N N N Turkiye Cumhuriyeti 5493000PCHOG3B6S3Q85 900123CK4 847000.00000000 PA USD 780324.16000000 0.035039658472 Long DBT NUSS TR N 2 2026-10-09 Fixed 4.87500000 N N N N N N Kallpa Generacion S.A. 549300NG1PWEI5BZG095 156830AA9 875000.00000000 PA USD 901258.75000000 0.040470102572 Long DBT NUSS PE N 2 2027-08-16 Fixed 4.12500000 N N N N N N PETRONAS Capital Limited 549300G7YFX3540OYR85 Y68856AV8 2131000.00000000 PA USD 2668168.97000000 0.119811399220 Long DBT NUSS MY N 2 2050-04-21 Fixed 4.55000000 N N N N N N Republica Bolivariana de Venezuela 529900XM8PJTJK5OJI77 P97475AP5 3881200.00000000 PA USD 368714.00000000 0.016556725135 Long DBT NUSS VE N 2 2024-10-13 Floating 0.00000000 Y N N N N N RUSSIA, FEDERATION OF (GOVERNMENT) 5493004EHVGF71PDBU58 EJ0370613 440603000.00000000 PA 5864402.84000000 0.263335012795 Long DBT NUSS RU N 2 2027-02-03 Fixed 8.15000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -30682.80000000 -0.00137777975 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 5953820.26000000 PEN 1435312.62000000 USD 2021-12-15 -30682.80000000 N N N RUSSIA, FEDERATION OF (GOVERNMENT) 5493004EHVGF71PDBU58 N/A 183025000.00000000 PA 2416957.31000000 0.108530996508 Long DBT NUSS RU N 2 2026-10-07 Fixed 7.95000000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 195325DP7 5046000.00000000 PA USD 5151764.16000000 0.231334701589 Long DBT NUSS CO N 2 2029-03-15 Fixed 4.50000000 N N N N N N SOUTH AFRICAN RAND N/A N/A 1.00000000 NC -6049.50000000 -0.00027164661 N/A DFE ZA N 2 J P MORGAN CHASE BANK N/A 77006.75000000 USD 1144000.00000000 ZAR 2022-01-18 -6049.50000000 N N N Republic of the Philippines 529900RAHBALMYIJ3T08 718286CA3 1087000.00000000 PA USD 1160838.23000000 0.052126253685 Long DBT NUSS PH N 2 2041-03-01 Fixed 3.70000000 N N N N N N BRK: GOLDMAN SACHS N/A N/A 99661577.00000000 NC -11552.21000000 -0.00051874017 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2022-09-12 0.00000000 MXN 0.00000000 MXN -99661577.00000000 MXN -11552.21000000 N N N INDONESIA RUPIAH N/A N/A 1.00000000 NC -7766.55000000 -0.00034874898 N/A DFE ID N 2 STANDARD CHARTERED BANK N/A 578866.48000000 USD 8180541052.00000000 IDR 2021-12-03 -7766.55000000 N N N Magyarorszag 5299003F3UFKGCCMAP43 445545AH9 476000.00000000 PA USD 501732.56000000 0.022529787552 Long DBT NUSS HU N 2 2023-02-21 Fixed 5.37500000 N N N N N N HUNGARIAN FORINT N/A N/A 1.00000000 NC -49988.19000000 -0.00224466855 N/A DFE HU N 2 J P MORGAN CHASE BANK N/A 1546053.74000000 EUR 548846899.00000000 HUF 2021-12-15 -49988.19000000 N N N BRAZILIAN REAL N/A N/A 1.00000000 NC -18506.28000000 -0.00083100557 N/A DFE BR N 2 J P MORGAN CHASE BANK N/A 2636457.20000000 USD 14787888.46000000 BRL 2021-12-02 -18506.28000000 N N N THAILAND BAHT N/A N/A 1.00000000 NC -31376.73000000 -0.00140893997 N/A DFE TH N 2 STANDARD BANK N/A 3062984.32000000 USD 102134599.43000000 THB 2021-12-15 -31376.73000000 N N N Minerva Luxembourg S.A. 222100NM3G3RCPGZ2Z17 603374AF6 462000.00000000 PA USD 435266.37000000 0.019545191256 Long DBT NUSS BR N 2 2031-03-18 Fixed 4.37500000 N N N N N N Ceska republika 3157007EFDLQABN47912 N/A 81450000.00000000 PA 3560742.39000000 0.159891495931 Long DBT NUSS CZ N 2 2025-09-17 Fixed 2.40000000 N N N N N N WANDA PROPERTIES OVERSEAS LIMITED 549300BJ7FGBP0KHXY31 N/A 244000.00000000 PA USD 222014.81000000 0.009969348018 Long DBT NUSS CN N 2 2023-07-23 Fixed 6.87500000 N N N N N N People's Republic of China 300300CHN201808MOF68 N/A 63890000.00000000 PA 10048411.10000000 0.451213625289 Long DBT NUSS CN N 2 2027-06-04 Fixed 2.85000000 N N N N N N CONVERSION ADJUSTMENT N/A N/A 1.00000000 NS USD 0.00000000 0.000000 Long EC US N 2 N N N Republica de Colombia 549300MHDRBVRF6B9117 P6S32JS68 13406200000.00000000 PA 3017122.56000000 0.135480803352 Long DBT NUSS CO N 2 2034-10-18 Fixed 7.25000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 N/A 82996000.00000000 PA 3647428.86000000 0.163784063224 Long DBT NUSS MX N 2 2026-03-05 Fixed 5.75000000 N N N N N N Sultanate of Oman 549300SZ20F0QTKNQC75 682051AJ6 2188000.00000000 PA USD 2101136.40000000 0.094349381492 Long DBT NUSS OM N 2 2048-01-17 Fixed 6.75000000 N N N N N N Republique de Cote d'Ivoire 254900ICW11T82O6H590 AR7769417 308000.00000000 PA 330395.71000000 0.014836081506 Long DBT NUSS CI N 2 2048-03-22 Fixed 6.62500000 N N N N N N ABU DHABI CRUDE OIL PIPELINE L.L.C. 549300DONDFW2383FV66 00401MAB2 993000.00000000 PA USD 1157440.80000000 0.051973695565 Long DBT NUSS AE N 2 2047-11-02 Fixed 4.60000000 N N N N N N BRAZILIAN REAL N/A N/A 1.00000000 NC -142954.62000000 -0.00641923103 N/A DFE BR N 2 J P MORGAN CHASE BANK N/A 3851909.20000000 USD 21336495.45000000 BRL 2022-02-22 -142954.62000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 249.47000000 0.000011202195 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 1579317.00000000 THB 47138.06000000 USD 2021-12-28 249.47000000 N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 39500000000.00000000 PA 2915098.62000000 0.130899522652 Long DBT NUSS ID N 2 2035-06-15 Fixed 7.50000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 N/A 13507500.00000000 PA 621799.45000000 0.027921268471 Long DBT NUSS MX N 2 2047-11-07 Fixed 8.00000000 N N N N N N MALAYSIAN RINGGIT N/A N/A 1.00000000 NC -15863.81000000 -0.00071234816 N/A DFE MY N 2 J P MORGAN CHASE BANK N/A 4098797.44000000 USD 17195275.00000000 MYR 2021-12-01 -15863.81000000 N N N BRK: J.P. MORGAN CHASE N/A N/A 30016641.00000000 NC -696218.72000000 -0.03126298969 N/A DIR XX N 2 BRK: J.P. MORGAN CHASE N/A Y 2024-01-02 0.00000000 BRL 0.00000000 BRL -30016641.00000000 BRL -696218.72000000 N N N Ceska republika 3157007EFDLQABN47912 N/A 47180000.00000000 PA 1835230.91000000 0.082409167370 Long DBT NUSS CZ N 2 2030-05-15 Fixed 0.95000000 N N N N N N BRK: GOLDMAN SACHS N/A N/A 682689769.00000000 NC -27758.35000000 -0.00124646032 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2030-07-08 0.00000000 COP 0.00000000 COP -682689769.00000000 COP -27758.35000000 N N N GOBIERNO DE LA REPUBLICA DE PANAMA 549300SHS4T08CL0LP14 698299AK0 595000.00000000 PA USD 847535.85000000 0.038057730683 Long DBT NUSS PA N 2 2029-04-01 Fixed 9.37500000 N N N N N N BELARUS, REPUBLIC OF (GOVERNMENT) 635400CVCOWYLHF4ZB08 N/A 1645000.00000000 PA USD 1473064.60000000 0.066146459558 Long DBT NUSS BY N 2 2026-02-24 Fixed 5.87500000 N N N N N N FEDERAL REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 65412JAT0 1732000.00000000 PA USD 1558592.16000000 0.069986987182 Long DBT NUSS NG N 2 2051-09-28 Fixed 8.25000000 N N N N N N BRK: GOLDMAN SACHS N/A N/A 36996652.00000000 NC -18608.73000000 -0.00083560599 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2022-01-03 0.00000000 BRL 0.00000000 BRL -36996652.00000000 BRL -18608.73000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 53819.55000000 0.002416711858 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 64403153.00000000 THB 1965398.26000000 USD 2021-12-13 53819.55000000 N N N Republic of Iraq 2549004N3P710UQ9X454 N/A 1710312.50000000 PA USD 1562849.36000000 0.070178152395 Long DBT NUSS IQ N 2 2028-01-15 Fixed 5.80000000 N N N N N N 0000005 N/A N/A 1.00000000 NC -3549.15000000 -0.00015937095 N/A DFE VN N 2 GOLDMAN, SACHS & CO. N/A 2022490.40000000 USD 45892329567.00000000 VND 2022-02-16 -3549.15000000 N N N TURKISH LIRA N/A N/A 1.00000000 NC -431235.11000000 -0.01936417164 N/A DFE TR N 2 MORGAN STANLEY & CO, INC N/A 1994462.93000000 USD 20898182.00000000 TRY 2021-12-22 -431235.11000000 N N N EXPORT-IMPORT BANK OF INDIA 335800OFZ8YEIVN1QI11 30216KAE2 1430000.00000000 PA USD 1448462.52000000 0.065041728313 Long DBT NUSS IN N 2 2030-01-15 Fixed 3.25000000 N N N N N N State of Qatar 52990074F6OJOAXK4P65 N/A 273000.00000000 PA USD 363772.50000000 0.016334832131 Long DBT NUSS QA N 2 2048-04-23 Fixed 5.10300000 N N N N N N HUNGARIAN FORINT N/A N/A 1.00000000 NC -67199.69000000 -0.00301753336 N/A DFE HU N 2 J P MORGAN CHASE BANK N/A 1553978.74000000 EUR 546157949.00000000 HUF 2021-12-15 -67199.69000000 N N N Kingdom of Thailand 254900PHJ6MSKT6C7026 N/A 36336000.00000000 PA 996537.84000000 0.044748512680 Long DBT NUSS TH N 2 2035-06-17 Fixed 1.60000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -397160.18000000 -0.01783407176 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 151544335.00000000 CNY 23353315.51000000 USD 2021-12-15 -397160.18000000 N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCZ3 727000.00000000 PA USD 682653.00000000 0.030653834907 Long DBT NUSS MX N 2 2031-01-28 Fixed 5.95000000 N N N N N N CHINESE YUAN RENMINBI N/A N/A 1.00000000 NC 1693.35000000 0.000076038150 N/A DFE CN N 2 STANDARD CHARTERED BANK N/A 313694.24000000 USD 2011926.00000000 CNY 2021-12-13 1693.35000000 N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 455780CY0 1986000.00000000 PA USD 1937630.47000000 0.087007314901 Long DBT NUSS ID N 2 2031-07-28 Fixed 2.15000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 7323.98000000 0.000328875832 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 4762638.00000000 MYR 1138188.99000000 USD 2021-12-01 7323.98000000 N N N GOBIERNO DE LA REPUBLICA DE PANAMA 549300SHS4T08CL0LP14 698299BL7 1799000.00000000 PA USD 1739111.29000000 0.078093014122 Long DBT NUSS PA N 2 2060-07-23 Fixed 3.87000000 N N N N N N INDONESIA RUPIAH N/A N/A 1.00000000 NC 4504.13000000 0.000202253351 N/A DFE ID N 2 J P MORGAN CHASE BANK N/A 1588258.64000000 USD 22847100553.00000000 IDR 2021-12-15 4504.13000000 N N N Republic of Iraq 2549004N3P710UQ9X454 N/A 840125.00000000 PA USD 767689.42000000 0.034472308392 Long DBT NUSS IQ N 2 2028-01-15 Fixed 5.80000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 15591.96000000 0.000700141020 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 14787888.46000000 BRL 2580603.18000000 USD 2022-03-03 15591.96000000 N N N Turkiye Cumhuriyeti 5493000PCHOG3B6S3Q85 900123CF5 145000.00000000 PA USD 144437.40000000 0.006485813750 Long DBT NUSS TR N 2 2024-03-22 Fixed 5.75000000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 N/A 994000000.00000000 PA 280704.10000000 0.012604730572 Long DBT NUSS CO N 2 2027-06-28 Fixed 9.85000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 306283.55000000 0.013753349617 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 9272513.64000000 TRY 1001548.21000000 USD 2021-12-15 306283.55000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 23492.85000000 0.001054922406 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 594663936.00000000 CLP 736425.93000000 USD 2021-12-15 23492.85000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC -2973.04000000 -0.00013350132 N/A DFE ZM N 2 STANDARD BANK N/A 247923.98000000 USD 4512216.48000000 ZMW 2022-02-16 -2973.04000000 N N N BRK: CITIGROUP N/A N/A 57553242.00000000 NC -140736.64000000 -0.00631963490 N/A DIR XX N 2 BRK: CITIGROUP N/A Y 2026-07-09 0.00000000 CZK 0.00000000 CZK -57553242.00000000 CZK -140736.64000000 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 325000.00000000 PA 354375.18000000 0.015912855086 Long DBT NUSS EG N 2 2025-04-11 Fixed 4.75000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 88643.30000000 0.003980436742 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 53080000.00000000 MXN 2552024.37000000 USD 2021-12-15 88643.30000000 N N N Republic of the Philippines 529900RAHBALMYIJ3T08 N/A 606000.00000000 PA 671018.71000000 0.030131409012 Long DBT NUSS PH N 2 2041-04-28 Fixed 1.75000000 N N N N N N CHINESE YUAN RENMINBI N/A N/A 1.00000000 NC 213533.15000000 0.009588487749 N/A DFE CN N 2 J P MORGAN CHASE BANK N/A 9868688.57000000 USD 64264900.00000000 CNY 2021-12-06 213533.15000000 N N N BRK: GOLDMAN SACHS N/A N/A 1499197000.00000000 NC 28038.27000000 0.001259029843 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2030-03-11 0.00000000 COP 0.00000000 COP -1499197000.00000000 COP 28038.27000000 N N N GOBIERNO DE LA REPUBLICA DE PANAMA 549300SHS4T08CL0LP14 N/A 2115000.00000000 PA USD 2119230.00000000 0.095161856098 Long DBT NUSS PA N 2 2031-06-30 Fixed 3.36200000 N N N N N N BRK: GOLDMAN SACHS N/A N/A 24056516.00000000 NC -23382.06000000 -0.00104994749 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2022-01-03 0.00000000 BRL 0.00000000 BRL -24056516.00000000 BRL -23382.06000000 N N N DP World Limited 549300M3U2DNF4QVSS04 23330JAB7 648000.00000000 PA USD 790140.10000000 0.035480433220 Long DBT NUSS AE N 2 2048-09-25 Fixed 5.62500000 N N N N N N FEDERAL REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 N/A 524000.00000000 PA USD 514007.32000000 0.023080973098 Long DBT NUSS NG N 2 2049-01-21 Fixed 9.24800000 N N N N N N CZECH REPUBLIC KORUNA N/A N/A 1.00000000 NC 22486.14000000 0.001009717123 N/A DFE CZ N 2 STATE STREET BANK N/A 1524646.56000000 EUR 39302339.00000000 CZK 2021-12-15 22486.14000000 N N N EURO N/A N/A 1.00000000 NC 24720.49000000 0.001110048325 N/A DFE XX N 2 GOLDMAN, SACHS & CO. N/A 7295920.00000000 PLN 1587129.18000000 EUR 2021-12-15 24720.49000000 N N N HUNGARIAN FORINT N/A N/A 1.00000000 NC -603174.15000000 -0.02708491842 N/A DFE HU N 2 J P MORGAN CHASE BANK N/A 6437357.75000000 USD 1893310600.00000000 HUF 2021-12-13 -603174.15000000 N N N Kerajaan Malaysia 254900GSIL471JOBYY43 N/A 4500000.00000000 PA 1090124.50000000 0.048950925949 Long DBT NUSS MY N 2 2023-04-20 Fixed 3.75700000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 195325DP7 782000.00000000 PA USD 798390.72000000 0.035850918874 Long DBT NUSS CO N 2 2029-03-15 Fixed 4.50000000 N N N N N N BRAZIL MINAS SPE N/A G13201AA9 228900.00000000 PA USD 238056.00000000 0.010689661252 Long DBT NUSS BR N 2 2028-02-15 Fixed 5.33300000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 154292.25000000 0.006928335712 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 11413886862.52000000 COP 2998998.10000000 USD 2021-12-15 154292.25000000 N N N SOUTH AFRICAN RAND N/A N/A 1.00000000 NC -68104.49000000 -0.00305816248 N/A DFE ZA N 2 CITIGROUP GLOBAL MARKETS N/A 1855348.64000000 USD 28686473.06000000 ZAR 2021-12-15 -68104.49000000 N N N BRAZILIAN REAL N/A N/A 1.00000000 NC -59930.21000000 -0.00269110479 N/A DFE BR N 2 J P MORGAN CHASE BANK N/A 4035822.19000000 USD 22458422.25000000 BRL 2021-12-02 -59930.21000000 N N N Republica de Colombia 549300MHDRBVRF6B9117 195325EA9 7089000.00000000 PA USD 6011897.34000000 0.269958102495 Long DBT NUSS CO N 2 2042-02-22 Fixed 4.12500000 N N N N N N INDONESIA RUPIAH N/A N/A 1.00000000 NC -996.93000000 -0.00004476612 N/A DFE ID N 2 J P MORGAN CHASE BANK N/A 703719.12000000 USD 10080072705.00000000 IDR 2021-12-15 -996.93000000 N N N BRAZILIAN REAL N/A N/A 1.00000000 NC -89551.84000000 -0.00402123380 N/A DFE BR N 2 MORGAN STANLEY & CO, INC N/A 17578919.90000000 USD 100141833.00000000 BRL 2022-02-02 -89551.84000000 N N N Republica de Angola 549300QHR2R3J8JSGK83 035198AE0 1550000.00000000 PA USD 1377819.80000000 0.061869589208 Long DBT NUSS AO N 2 2049-11-26 Fixed 9.12500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -51490.09000000 -0.00231210983 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 240058875.20000000 PHP 4709687.12000000 USD 2021-12-15 -51490.09000000 N N N BRK: GOLDMAN SACHS INTERNATIONAL N/A N/A 259528968.00000000 NC 50801.44000000 0.002281186715 N/A DIR XX N 2 BRK: GOLDMAN SACHS INTERNATIONAL N/A Y 2023-11-25 0.00000000 CZK 0.00000000 CZK -259528968.00000000 CZK 50801.44000000 N N N Kerajaan Malaysia 254900GSIL471JOBYY43 N/A 5900000.00000000 PA 1433932.64000000 0.064389278909 Long DBT NUSS MY N 2 2023-08-17 Fixed 3.80000000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 29376000000.00000000 PA 2391510.98000000 0.107388355080 Long DBT NUSS ID N 2 2029-03-15 Fixed 9.00000000 N N N N N N EURO N/A N/A 1.00000000 NC -7806.16000000 -0.00035052763 N/A DFE XX N 2 GOLDMAN, SACHS & CO. N/A 1027375.55000000 USD 905765.00000000 EUR 2021-12-03 -7806.16000000 N N N Republic of Ghana 213800PP4399SNNXZ126 374422AH6 731000.00000000 PA USD 554726.66000000 0.024909433423 Long DBT NUSS GH N 2 2049-06-16 Fixed 8.62700000 N N N N N N THAILAND BAHT N/A N/A 1.00000000 NC -4163.91000000 -0.00018697612 N/A DFE TH N 2 DEUTSCHE BANK SECURITIES, INC. N/A 391757.76000000 USD 13055065.00000000 THB 2021-12-28 -4163.91000000 N N N KONDOR FINANCE PLC 213800PUC1T9GI6EIO63 50050MAB1 1334000.00000000 PA USD 1190199.07000000 0.053444672182 Long DBT NUSS UA N 2 2026-11-08 Fixed 7.62500000 N N N N N N BANQUE OUEST AFRICAINE DE DEVELOPPEMENT 529900LIZJABE4JJS826 06675QAB9 1274000.00000000 PA USD 1400126.00000000 0.062871226309 Long DBT NUSS XX N 2 2027-07-27 Fixed 5.00000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCB6 966000.00000000 PA USD 1024510.62000000 0.046004601762 Long DBT NUSS MX N 2 2026-08-04 Fixed 6.87500000 N N N N N N Leviathan Bond LTD 254900D9T8VKYVQNZ220 N/A 549829.00000000 PA USD 575945.88000000 0.025862260799 Long DBT NUSS IL N 2 2030-06-30 Fixed 6.75000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 45685.24000000 0.002051448986 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 80262813.00000000 RUB 1121368.02000000 USD 2021-12-15 45685.24000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -16709.24000000 -0.00075031133 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 2458985290.00000000 UGX 671486.97000000 USD 2021-12-15 -16709.24000000 N N N Turkiye Cumhuriyeti 5493000PCHOG3B6S3Q85 900123AY6 2402000.00000000 PA USD 2246979.72000000 0.100898326643 Long DBT NUSS TR N 2 2036-03-17 Fixed 6.87500000 N N N N N N Republica Federativa do Brasil 254900ZFY40OYEADAP90 N/A 23000000.00000000 PA 3405876.27000000 0.152937391173 Long DBT NUSS BR N 2 2023-07-01 None 0.00000000 N N N N N N EGYPTIAN POUND N/A N/A 1.00000000 NC 4602.55000000 0.000206672801 N/A DFE EG N 2 DEUTSCHE BANK SECURITIES, INC. N/A 1218077.29000000 USD 19604954.00000000 EGP 2022-02-02 4602.55000000 N N N Republica Federativa do Brasil 254900ZFY40OYEADAP90 105756CD0 2330000.00000000 PA USD 2329370.90000000 0.104598018330 Long DBT NUSS BR N 2 2025-06-06 Fixed 2.87500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 1468.40000000 0.000065937000 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 605932.82000000 PEN 150665.84000000 USD 2021-12-15 1468.40000000 N N N Republique de Cote d'Ivoire 254900ICW11T82O6H590 N/A 1804000.00000000 PA 2063263.32000000 0.092648729563 Long DBT NUSS CI N 2 2040-10-17 Fixed 6.87500000 N N N N N N People's Republic of China 300300CHN201808MOF68 N/A 8560000.00000000 PA 1364394.43000000 0.061266736696 Long DBT NUSS CN N 2 2029-11-21 Fixed 3.13000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 95712.77000000 0.004297884064 N/A DFE US N 2 JP MORGAN N/A 2213600.05000000 EUR 2592140.71000000 USD 2022-01-28 95712.77000000 N N N EURO N/A N/A 1.00000000 NC 11668.21000000 0.000523949038 N/A DFE XX N 2 GOLDMAN, SACHS & CO. N/A 364061398.00000000 HUF 1006448.19000000 EUR 2021-12-15 11668.21000000 N N N Gobierno de Chile 549300FLZTJM5YJF8D34 N/A 935000000.00000000 PA 1091437.51000000 0.049009885320 Long DBT NUSS CL N 2 2026-03-01 Fixed 4.50000000 N N N N N N Republique de Cote d'Ivoire 254900ICW11T82O6H590 AR7769417 483000.00000000 PA 518120.55000000 0.023265673485 Long DBT CORP CI N 2 2048-03-22 Fixed 6.62500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 545852.16000000 0.024510933075 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 16147075.00000000 TRY 1753687.21000000 USD 2021-12-22 545852.16000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 1240.33000000 0.000055695750 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 410000.00000000 ZAR 26784.43000000 USD 2021-12-15 1240.33000000 N N N TURKISH LIRA N/A N/A 1.00000000 NC -564271.94000000 -0.02533805446 N/A DFE TR N 2 MORGAN STANLEY & CO, INC N/A 1760816.67000000 USD 15996139.00000000 TRY 2021-12-22 -564271.94000000 N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71656MBM0 440000.00000000 PA USD 361416.00000000 0.016229015908 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 -20209.37000000 -0.00090748109 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 3259232241.00000000 UGX 874844.25000000 USD 2022-03-16 -20209.37000000 N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 N/A 608000.00000000 PA 648089.87000000 0.029101812898 Long DBT NUSS MX N 2 2036-08-12 Fixed 2.25000000 N N N N N N Republica Federativa do Brasil 254900ZFY40OYEADAP90 105756CB4 1200000.00000000 PA USD 1028928.00000000 0.046202959693 Long DBT NUSS BR N 2 2050-01-14 Fixed 4.75000000 N N N N N N Joint Stock Company National Company KazMunayGas 2138001H1M69RFJCSH88 48667QAS4 1057000.00000000 PA USD 1333879.04000000 0.059896474312 Long DBT NUSS KZ N 2 2048-10-24 Fixed 6.37500000 N N N N N N Kingdom of Saudi Arabia 635400FMICXSM3SI3H65 N/A 2612000.00000000 PA USD 2777731.40000000 0.124731188105 Long DBT NUSS SA N 2 2030-10-22 Fixed 3.25000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 690523.86000000 0.031007267827 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 21584946.00000000 EUR 25036361.60000000 USD 2022-02-03 690523.86000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 5800.61000000 0.000260470460 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 6142206000.00000000 IDR 434600.30000000 USD 2021-12-03 5800.61000000 N N N EURO N/A N/A 1.00000000 NC -14370.34000000 -0.00064528542 N/A DFE XX N 2 GOLDMAN, SACHS & CO. N/A 1776834.71000000 USD 1565738.00000000 EUR 2021-12-03 -14370.34000000 N N N MEXICAN PESO N/A N/A 1.00000000 NC -145993.04000000 -0.00655566817 N/A DFE MX N 2 CITIGROUP GLOBAL MARKETS N/A 3085958.72000000 USD 63349264.23000000 MXN 2021-12-15 -145993.04000000 N N N SOUTH AFRICAN RAND N/A N/A 1.00000000 NC -98352.27000000 -0.00441640811 N/A DFE ZA N 2 J P MORGAN CHASE BANK N/A 2041270.32000000 USD 31185144.00000000 ZAR 2021-12-15 -98352.27000000 N N N Gol Finance SA 5299007RH8MA67ZC6J07 36254VAA6 1322000.00000000 PA USD 1139907.72000000 0.051186390536 Long DBT NUSS BR N 2 2025-01-31 Fixed 7.00000000 N N N N N ROYAUME DU MAROC 529900F3MBW9XY5K1X07 N/A 480000.00000000 PA USD 446520.00000000 0.020050524004 Long DBT NUSS MA N 2 2032-12-15 Fixed 3.00000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 3706.94000000 0.000166456350 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 419287718.00000000 RUB 5623003.87000000 USD 2021-12-15 3706.94000000 N N N Romania 315700IASY927EDWBK92 77586TAE6 312000.00000000 PA USD 395461.25000000 0.017757783046 Long DBT NUSS RO N 2 2044-01-22 Fixed 6.12500000 N N N N N N SOUTH AFRICAN RAND N/A N/A 1.00000000 NC -5113.01000000 -0.00022959448 N/A DFE ZA N 2 CITIGROUP GLOBAL MARKETS N/A 120833.90000000 USD 1857398.33000000 ZAR 2021-12-15 -5113.01000000 N N N Instituto Costarricense de Electricidad 5493009VA6AFUB2Q0289 P56226AQ9 290000.00000000 PA USD 244325.00000000 0.010971164286 Long DBT NUSS CR N 2 2043-05-15 Fixed 6.37500000 N N N N N N CHILEAN PESO N/A N/A 1.00000000 NC -116140.11000000 -0.00521515287 N/A DFE CL N 2 CITIGROUP GLOBAL MARKETS N/A 1524149.74000000 USD 1174433579.00000000 CLP 2021-12-15 -116140.11000000 N N N Empresas Publicas de Medellin E.S.P. 549300SU25TO8EMXB434 29246BAD0 4600000000.00000000 PA 1069329.79000000 0.048017160760 Long DBT NUSS CO N 2 2027-11-08 Fixed 8.37500000 N N N N N N Empresas Publicas de Medellin E.S.P. 549300SU25TO8EMXB434 29246BAC2 1827000000.00000000 PA 446153.70000000 0.020034075677 Long DBT CORP CO N 2 2024-09-10 Fixed 7.62500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 25203.26000000 0.001131726618 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 13983736.74000000 MXN 674172.22000000 USD 2021-12-15 25203.26000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 17138.72000000 0.000769596696 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 48710631.22000000 THB 1463309.04000000 USD 2022-03-16 17138.72000000 N N N Republic of Lebanon 529900QPC4K9S1KHL354 N/A 3411000.00000000 PA USD 386807.40000000 0.017369190761 Long DBT NUSS LB N 2 2022-10-04 Fixed 6.10000000 Y N N N N N State of Qatar 52990074F6OJOAXK4P65 74727PBE0 1600000.00000000 PA USD 1960032.00000000 0.088013232699 Long DBT NUSS QA N 2 2050-04-16 Fixed 4.40000000 N N N N N N BIOCEANICO SOVEREIGN CERTIFICATE LIMITED N/A G11176AA5 2561331.87320000 PA USD 1901251.04000000 0.085373733797 Long DBT NUSS PY N 2 2034-06-05 Fixed 0.00000000 N N N N N N Kerajaan Malaysia 254900GSIL471JOBYY43 N/A 2110000.00000000 PA 517657.68000000 0.023244888781 Long DBT NUSS MY N 2 2027-11-16 Fixed 3.89900000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 35684.31000000 0.001602367451 N/A DFE US N 2 JP MORGAN N/A 1081784.97000000 EUR 1255687.10000000 USD 2022-01-28 35684.31000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 26022.55000000 0.001168515997 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 7281818.80000000 BRL 1312133.99000000 USD 2021-12-13 26022.55000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 36902.36000000 0.001657062740 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 28313419.34000000 UAH 1074105.44000000 USD 2021-12-15 36902.36000000 N N N Kingdom of Saudi Arabia 635400FMICXSM3SI3H65 80413TAK5 3042000.00000000 PA USD 3479287.50000000 0.156233847388 Long DBT NUSS SA N 2 2029-04-16 Fixed 4.37500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 1730.13000000 0.000077689718 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 56185736.12000000 THB 1669461.78000000 USD 2021-12-15 1730.13000000 N N N Republica Argentina 549300KPBYGYF7HCHO27 N/A 407400.00000000 PA 139862.90000000 0.006280400505 Long DBT NUSS AR N 2 2030-07-09 Fixed 0.12500000 N N N N N N Government of Mongolia 254900PW61ADCBDCLP71 Y6142NAE8 635000.00000000 PA USD 606084.45000000 0.027215602466 Long DBT NUSS MN N 2 2031-07-07 Fixed 4.45000000 N N N N N N Republic of Lebanon 529900QPC4K9S1KHL354 N/A 11222000.00000000 PA USD 1239469.90000000 0.055657128420 Long DBT NUSS LB N 2 2034-05-17 Fixed 8.25000000 Y N N N N N Republica Oriental del Uruguay 549300RDR012H2V82H43 760942BD3 687995.00000000 PA USD 879519.05000000 0.039493903574 Long DBT NUSS UY N 2 2055-04-20 Fixed 4.97500000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 38160000000.00000000 PA 2710965.26000000 0.121733122861 Long DBT NUSS ID N 2 2031-02-15 Fixed 6.50000000 N N N N N N Republica del Ecuador 5299003Y2U5XK0A35H71 N/A 5682379.00000000 PA USD 3665134.46000000 0.164579115087 Long DBT NUSS EC N 2 2035-07-31 Fixed 1.00000000 N N N N N N Kingdom of Thailand 254900PHJ6MSKT6C7026 N/A 59248000.00000000 PA 1911909.76000000 0.085852352720 Long DBT NUSS TH N 2 2028-12-17 Fixed 2.87500000 N N N N N N Republique de Cote d'Ivoire 254900ICW11T82O6H590 N/A 75022.07130000 PA USD 73571.14000000 0.003303636810 Long DBT NUSS CI N 2 2032-12-31 Fixed 5.75000000 N N N N N N Republica del Peru 254900STKLK2DBJJZ530 715638AY8 18000.00000000 PA 5033.92000000 0.000226043030 Long DBT NUSS PE N 2 2026-08-12 Fixed 8.20000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91087BAB6 967000.00000000 PA USD 985759.80000000 0.044264535815 Long DBT NUSS MX N 2 2047-01-15 Fixed 4.35000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -12157.27000000 -0.00054590977 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 49740570.00000000 EGP 3089956.20000000 USD 2022-02-02 -12157.27000000 N N N CHINESE YUAN RENMINBI N/A N/A 1.00000000 NC 698.51000000 0.000031365877 N/A DFE CN N 2 STANDARD CHARTERED BANK N/A 295398.93000000 USD 1900717.00000000 CNY 2022-02-22 698.51000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 5527.02000000 0.000248185181 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 7182000.00000000 RUB 101663.56000000 USD 2021-12-20 5527.02000000 N N N European Investment Bank 5493006YXS1U5GIHE750 N/A 11350000.00000000 PA 749273.98000000 0.033645381890 Long DBT NUSS XX N 2 2024-09-17 Fixed 8.50000000 N N N N N N BRK: MORGAN STANLEY & CO INT N/A N/A 7948377.00000000 NC 61355.35000000 0.002755099251 N/A DIR XX N 2 BRK: MORGAN STANLEY & CO INT N/A Y 2027-01-04 0.00000000 BRL 0.00000000 BRL -7948377.00000000 BRL 61355.35000000 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 580000.00000000 PA 614417.96000000 0.027589810211 Long DBT NUSS EG N 2 2026-04-16 Fixed 4.75000000 N N N N N N HAZINE MUSTESARLIGI VARLIK KIRALAMA ANONIM SIRKETI 6354003QFJP7RDXEOZ20 421790AF3 996000.00000000 PA USD 999784.80000000 0.044894314098 Long DBT NUSS TR N 2 2022-02-21 Fixed 5.80000000 N N N N N N MEXICAN PESO N/A N/A 1.00000000 NC -19368.44000000 -0.00086971999 N/A DFE MX N 2 CITIGROUP GLOBAL MARKETS N/A 538688.71000000 USD 11190116.00000000 MXN 2021-12-15 -19368.44000000 N N N EURO N/A N/A 1.00000000 NC 20991.84000000 0.000942617109 N/A DFE XX N 2 GOLDMAN, SACHS & CO. N/A 6927302.00000000 PLN 1504739.60000000 EUR 2021-12-15 20991.84000000 N N N BRK: J.P. MORGAN CHASE N/A N/A 933434057.00000000 NC 3334.73000000 0.000149742640 N/A DIR XX N 2 BRK: J.P. MORGAN CHASE N/A Y 2022-05-10 0.00000000 CLP 0.00000000 CLP -933434057.00000000 CLP 3334.73000000 N N N United Arab Emirates Government 98450060C643D82DF808 31424EAA0 3296000.00000000 PA USD 3265281.28000000 0.146624116915 Long DBT NUSS AE N 2 2031-10-19 Fixed 2.00000000 N N N N N N MALAYSIA WAKALA SUKUK BERHAD 254900MRLMI21YQTK511 Y57542AA3 1970000.00000000 PA USD 1973486.90000000 0.088617411225 Long DBT NUSS MY N 2 2031-04-28 Fixed 2.07000000 N N N N N N EURO N/A N/A 1.00000000 NC 5410.94000000 0.000242972727 N/A DFE XX N 2 GOLDMAN, SACHS & CO. N/A 3703401.00000000 RON 732481.06000000 EUR 2022-06-30 5410.94000000 N N N BRK: GOLDMAN SACHS N/A N/A 3000000.00000000 NC 874.50000000 0.000039268528 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2023-01-02 0.00000000 BRL 0.00000000 BRL -3000000.00000000 BRL 874.50000000 N N N Republica Federativa do Brasil 254900ZFY40OYEADAP90 N/A 41816000.00000000 PA 7023150.61000000 0.315367396512 Long DBT NUSS BR N 2 2027-01-01 Fixed 10.00000000 N N N N N N African Export-Import Bank 21380068LJCDYA42GJ76 00831TAA9 543000.00000000 PA USD 559872.10000000 0.025140484144 Long DBT NUSS XX N 2 2029-09-21 Fixed 3.99400000 N N N N N N HUNGARIAN FORINT N/A N/A 1.00000000 NC -12253.16000000 -0.00055021562 N/A DFE HU N 2 J P MORGAN CHASE BANK N/A 1560162.33000000 EUR 566249217.00000000 HUF 2021-12-15 -12253.16000000 N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 Y20721BB4 4281000.00000000 PA USD 5244319.01000000 0.235490782485 Long DBT NUSS ID N 2 2042-01-17 Fixed 5.25000000 N N N N N N Kerajaan Malaysia 254900GSIL471JOBYY43 N/A 2560000.00000000 PA 615038.49000000 0.027617674476 Long DBT NUSS MY N 2 2022-08-15 Fixed 3.41800000 N N N N N N Republica de Costa Rica 549300S1EK2VN6XVJP58 221602AC9 1062000.00000000 PA USD 1002793.50000000 0.045029416695 Long DBT NUSS CR N 2 2044-04-04 Fixed 7.00000000 N N N N N N Financiera de Desarrollo Territorial S.A. 54930036EU95I2CWYJ76 P40420AA2 1095000000.00000000 PA 275092.74000000 0.012352758189 Long DBT NUSS CO N 2 2024-08-12 Fixed 7.87500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 63349.50000000 0.002844644518 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 3446006.00000000 PLN 895949.41000000 USD 2021-12-15 63349.50000000 N N N People's Republic of China 300300CHN201808MOF68 N/A 100000.00000000 PA 15394.55000000 0.000691276525 Long DBT NUSS CN N 2 2030-05-21 Fixed 2.68000000 N N N N N N EURO N/A N/A 1.00000000 NC 9216.19000000 0.000413843587 N/A DFE XX N 2 GOLDMAN, SACHS & CO. N/A 2458226.84000000 PLN 533742.03000000 EUR 2022-01-21 9216.19000000 N N N Kingdom of Bahrain 549300RODM1WN85LFQ95 N/A 402000.00000000 PA USD 355770.00000000 0.015975488051 Long DBT NUSS BH N 2 2044-09-19 Fixed 6.00000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205AR5 326000.00000000 PA USD 358678.24000000 0.016106079595 Long DBT NUSS ZA N 2 2025-09-16 Fixed 5.87500000 N N N N N N RUSSIA, FEDERATION OF (GOVERNMENT) 5493004EHVGF71PDBU58 EJ0370613 640961000.00000000 PA 8531157.32000000 0.383082895789 Long DBT NUSS RU N 2 2027-02-03 Fixed 8.15000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205BA1 391000.00000000 PA USD 393443.75000000 0.017667189271 Long DBT NUSS ZA N 2 2029-09-30 Fixed 4.85000000 N N N N N N ESKOM HOLDINGS SOC LIMITED 3789001900ED06F65111 29646AAA4 1100000.00000000 PA USD 1123155.00000000 0.050434126775 Long DBT NUSS ZA N 2 2023-08-06 Fixed 6.75000000 N N N N N N Kingdom of Thailand 254900PHJ6MSKT6C7026 N/A 4865000.00000000 PA 147094.98000000 0.006605149662 Long DBT NUSS TH N 2 2046-06-17 Fixed 2.87500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -10569.89000000 -0.00047463010 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 2315394.18000000 PEN 559544.27000000 USD 2021-12-15 -10569.89000000 N N N Republic of Lebanon 529900QPC4K9S1KHL354 N/A 2671000.00000000 PA USD 290471.25000000 0.013043314455 Long DBT NUSS LB N 2 2028-03-20 Fixed 7.00000000 Y N N N N N Republique du Senegal 549300NP14ZLQGWIUZ97 N/A 538000.00000000 PA 555319.29000000 0.024936044867 Long DBT NUSS SN N 2 2037-06-08 Fixed 5.37500000 N N N N N N RUSSIA, FEDERATION OF (GOVERNMENT) 5493004EHVGF71PDBU58 N/A 600000.00000000 PA USD 707250.00000000 0.031758338040 Long DBT NUSS RU N 2 2035-03-28 Fixed 5.10000000 N N N N N N Kingdom of Thailand 254900PHJ6MSKT6C7026 N/A 119099000.00000000 PA 3888970.76000000 0.174630255251 Long DBT NUSS TH N 2 2038-06-17 Fixed 3.30000000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 56534000000.00000000 PA 4590612.11000000 0.206136742599 Long DBT NUSS ID N 2 2031-05-15 Fixed 8.75000000 N N N N N N Republic of Uganda 549300NF1DEFHG8XLQ11 V3843WFY1 1610800000.00000000 PA 467133.88000000 0.020976169206 Long DBT NUSS UG N 2 2035-11-08 Fixed 16.25000000 N N N N N N Kerajaan Malaysia 254900GSIL471JOBYY43 N/A 6407000.00000000 PA 1567051.91000000 0.070366863605 Long DBT NUSS MY N 2 2026-07-15 Fixed 3.90600000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 261238.80000000 0.011730661180 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 4427901.00000000 EUR 5248177.63000000 USD 2021-12-15 261238.80000000 N N N BRAZILIAN REAL N/A N/A 1.00000000 NC 8487.74000000 0.000381133285 N/A DFE BR N 2 MORGAN STANLEY & CO, INC N/A 1445092.63000000 USD 8323011.00000000 BRL 2022-02-02 8487.74000000 N N N THAILAND BAHT N/A N/A 1.00000000 NC -1006.18000000 -0.00004518148 N/A DFE TH N 2 STANDARD BANK N/A 199502.40000000 USD 6687320.53000000 THB 2021-12-15 -1006.18000000 N N N Ukraine 6354001WLTJXOMEXPY07 N/A 99987000.00000000 PA 3772501.59000000 0.169400326269 Long DBT NUSS UA N 2 2022-05-11 Fixed 17.00000000 N N N N N N Romania 315700IASY927EDWBK92 BQ4352952 746000.00000000 PA 748418.32000000 0.033606959353 Long DBT NUSS RO N 2 2042-04-13 Fixed 2.87500000 N N N N N N JANUB GAZ DAHLIZI GAPALI SAHMDAR JAMIYYATI 213800DG58KG59XY6318 84302LAB8 2102000.00000000 PA USD 2419616.40000000 0.108650400226 Long DBT CORP AZ N 2 2026-03-24 Fixed 6.87500000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 03846JX62 1791000.00000000 PA USD 1540260.00000000 0.069163800283 Long DBT NUSS EG N 2 2050-05-29 Fixed 8.87500000 N N N N N N INDONESIA RUPIAH N/A N/A 1.00000000 NC 2936.08000000 0.000131841670 N/A DFE ID N 2 J P MORGAN CHASE BANK N/A 1443376.34000000 USD 20746369781.00000000 IDR 2021-12-15 2936.08000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 7624.17000000 0.000342355557 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 63558491.98000000 HUF 203478.33000000 USD 2021-12-15 7624.17000000 N N N Petroleos de Venezuela, S.A. 549300YWR8TN1OFD4P06 P7807HAR6 6323805.00000000 PA USD 259276.01000000 0.011642524102 Long DBT NUSS VE N 2 2026-11-15 Fixed 6.00000000 Y N N N N N CHILEAN PESO N/A N/A 1.00000000 NC -231489.23000000 -0.01039478716 N/A DFE CL N 2 CITIGROUP GLOBAL MARKETS N/A 3047508.48000000 USD 2348867157.00000000 CLP 2021-12-15 -231489.23000000 N N N BRK: GOLDMAN SACHS N/A N/A 5569774.00000000 NC -136554.78000000 -0.00613185275 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2025-01-02 0.00000000 BRL 0.00000000 BRL -5569774.00000000 BRL -136554.78000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 18714.85000000 0.000840371202 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 4243295257.00000000 KRW 3594794.36000000 USD 2021-12-16 18714.85000000 N N N CHILEAN PESO N/A N/A 1.00000000 NC -1381.00000000 -0.00006201239 N/A DFE CL N 2 CITIGROUP GLOBAL MARKETS N/A 205365.21000000 USD 170145074.00000000 CLP 2021-12-15 -1381.00000000 N N N Republique du Senegal 549300NP14ZLQGWIUZ97 N/A 1030000.00000000 PA 1150086.67000000 0.051643465877 Long DBT NUSS SN N 2 2028-03-13 Fixed 4.75000000 N N N N N N THE DEMOCRATIC SOCIALIST REPUBLIC OF SRI LANKA 254900HXCCIOHM74FA02 Y8137FAR9 1701000.00000000 PA USD 929953.71000000 0.041758620409 Long DBT NUSS LK N 2 2030-03-28 Fixed 7.55000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -31427.50000000 -0.00141121975 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 12460662.00000000 CNY 1921444.24000000 USD 2021-12-15 -31427.50000000 N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 455780CD6 2420000.00000000 PA USD 2609244.92000000 0.117165475009 Long DBT NUSS ID N 2 2028-01-11 Fixed 3.50000000 N N N N N N GOBIERNO DE LA REPUBLICA DE PANAMA 549300SHS4T08CL0LP14 698299AW4 400000.00000000 PA USD 525664.00000000 0.023604404394 Long DBT NUSS PA N 2 2036-01-26 Fixed 6.70000000 N N N N N N TURKIYE SISE VE CAM FABRIKALARI ANONIM SIRKETI 789000KWOK751Q6R8875 90016AAB6 725000.00000000 PA USD 764904.00000000 0.034347231955 Long DBT NUSS TR N 2 2026-03-14 Fixed 6.95000000 N N N N N N Republica de Costa Rica 549300S1EK2VN6XVJP58 N/A 780000.00000000 PA USD 736515.00000000 0.033072452940 Long DBT NUSS CR N 2 2044-04-04 Fixed 7.00000000 N N N N N N EURO N/A N/A 1.00000000 NC 1.33000000 0.000000059722 N/A DFE XX N 2 GOLDMAN, SACHS & CO. N/A 1269799.00000000 RON 249510.43000000 EUR 2022-06-30 1.33000000 N N N Government of Mongolia 254900PW61ADCBDCLP71 Y6142NAC2 546000.00000000 PA USD 559986.26000000 0.025145610382 Long DBT NUSS MN N 2 2026-04-07 Fixed 5.12500000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 67382000.00000000 PA 4217801.86000000 0.189396079545 Long DBT NUSS EG N 2 2026-01-12 Fixed 14.06000000 N N N N N N THAILAND BAHT N/A N/A 1.00000000 NC 630.17000000 0.000028297139 N/A DFE TH N 2 DEUTSCHE BANK SECURITIES, INC. N/A 458764.60000000 USD 15473487.52000000 THB 2021-12-28 630.17000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -32430.78000000 -0.00145627101 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 2623782998.00000000 UGX 688115.13000000 USD 2022-03-16 -32430.78000000 N N N BRK: JPMORGAN CHASE BANK NA N/A N/A 16859345.45000000 NC 226328.93000000 0.010163069165 N/A DIR XX N 2 BRK: JPMORGAN CHASE BANK NA N/A Y 2023-01-02 0.00000000 BRL 0.00000000 BRL -16859345.45000000 BRL 226328.93000000 N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 N/A 33360000.00000000 PA 1669373.86000000 0.074961526139 Long DBT NUSS MX N 2 2024-12-05 Floating 10.00000080 N N N N N N Republic of Georgia 254900MHQHBC58M2GR84 N/A 580000.00000000 PA USD 569119.20000000 0.025555715714 Long DBT NUSS GE N 2 2026-04-22 Fixed 2.75000000 N N N N N N Saudi Arabian Oil Company 5586006WD91QHB7J4X50 N/A 1620000.00000000 PA USD 1814037.12000000 0.081457481902 Long DBT NUSS SA N 2 2039-04-16 Fixed 4.25000000 N N N N N N CONVERSION ADJUSTMENT N/A N/A 1.00000000 NS USD 0.00000000 0.000000 Long EC US N 2 N N N Magyarorszag 5299003F3UFKGCCMAP43 N/A 172760000.00000000 PA 429253.88000000 0.019275206541 Long DBT NUSS HU N 2 2033-04-20 Fixed 2.25000000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 Y20721BE8 1186000.00000000 PA USD 1358550.95000000 0.061004341202 Long DBT NUSS ID N 2 2043-04-15 Fixed 4.62500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 5869.80000000 0.000263577366 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 1407590.35000000 EUR 1590316.13000000 USD 2021-12-03 5869.80000000 N N N Kerajaan Malaysia 254900GSIL471JOBYY43 N/A 2000000.00000000 PA 498619.77000000 0.022390010900 Long DBT NUSS MY N 2 2031-06-30 Fixed 4.23200000 N N N N N N INDONESIA RUPIAH N/A N/A 1.00000000 NC 35400.43000000 0.001589620109 N/A DFE ID N 2 J P MORGAN CHASE BANK N/A 8896371.11000000 USD 128120198883.00000000 IDR 2021-12-15 35400.43000000 N N N Republica Argentina 549300KPBYGYF7HCHO27 040114HS2 26220417.00000000 PA USD 8130689.11000000 0.365100280324 Long DBT NUSS AR N 2 2030-07-09 Fixed 0.50000000 N N N N N N Centrais Eletricas Brasileiras S.A. 254900I8KYDELP4B4Z08 15236FAB6 232000.00000000 PA USD 224404.32000000 0.010076646521 Long DBT NUSS BR N 2 2030-02-04 Fixed 4.62500000 N N N N N N Sultanate of Oman 549300SZ20F0QTKNQC75 68205LAB9 784000.00000000 PA USD 815312.96000000 0.036610794758 Long DBT NUSS OM N 2 2029-08-01 Fixed 6.00000000 N N N N N N Qatar Energy 254900QTESJKJ3P87J26 74730DAD5 382000.00000000 PA USD 390518.60000000 0.017535838402 Long DBT NUSS QA N 2 2051-07-12 Fixed 3.30000000 N N N N N N VEB FINANCE PUBLIC LIMITED COMPANY 635400KYY8E2NCZXJ191 N/A 240000.00000000 PA USD 275400.00000000 0.012366555385 Long DBT NUSS RU N 2 2025-11-22 Fixed 6.80000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 36172.74000000 0.001624299900 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 33984522.33000000 CZK 1540416.84000000 USD 2021-12-15 36172.74000000 N N N Republica del Peru 254900STKLK2DBJJZ530 N/A 1738000.00000000 PA 387595.72000000 0.017404589464 Long DBT NUSS PE N 2 2034-08-12 Fixed 5.40000000 N N N N N N PT Pertamina (Persero) 254900NDAKGNZ2IBBL45 69370RAA5 328000.00000000 PA USD 430838.25000000 0.019346351056 Long DBT NUSS ID N 2 2044-05-30 Fixed 6.45000000 N N N N N N Magyarorszag 5299003F3UFKGCCMAP43 N/A 658330000.00000000 PA 2312397.95000000 0.103835865366 Long DBT NUSS HU N 2 2028-10-22 Fixed 6.75000000 N N N N N N Republica Federativa do Brasil 254900ZFY40OYEADAP90 105756BY5 928000.00000000 PA USD 899992.96000000 0.040413263567 Long DBT NUSS BR N 2 2047-02-21 Fixed 5.62500000 N N N N N N Joint Stock Company National Company KazMunayGas 2138001H1M69RFJCSH88 N/A 1847000.00000000 PA USD 1878151.50000000 0.084336472574 Long DBT NUSS KZ N 2 2033-04-14 Fixed 3.50000000 N N N N N N BRK: GOLDMAN SACHS N/A N/A 6300503.00000000 NC -63337.63000000 -0.00284411150 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2023-01-02 0.00000000 BRL 0.00000000 BRL -6300503.00000000 BRL -63337.63000000 N N N FEDERAL REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 65412JAT0 1420000.00000000 PA USD 1277829.60000000 0.057379631523 Long DBT NUSS NG N 2 2051-09-28 Fixed 8.25000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -21454.34000000 -0.00096338519 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 2481192875.00000000 UGX 672957.11000000 USD 2021-12-15 -21454.34000000 N N N Ukraine 6354001WLTJXOMEXPY07 N/A 92615000.00000000 PA 3630435.85000000 0.163021009486 Long DBT NUSS UA N 2 2025-02-26 Fixed 15.84000000 N N N N N N Wanda Properties International Co. Limited N/A N/A 1217000.00000000 PA USD 1109178.67000000 0.049806533968 Long DBT NUSS CN N 2 2024-01-29 Fixed 7.25000000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 AZ5258761 1563000000.00000000 PA 122770.12000000 0.005512866698 Long DBT CORP US N 2 2039-04-19 Fixed 8.37500000 N N N N N N Iochpe-Maxion Austria GmbH 529900AOUL9V2EKUEZ41 46188AAA2 433000.00000000 PA USD 402586.08000000 0.018077716251 Long DBT NUSS BR N 2 2028-05-07 Fixed 5.00000000 N N N N N N Republica del Peru 254900STKLK2DBJJZ530 N/A 4647000.00000000 PA 1036339.06000000 0.046535745764 Long DBT NUSS PE N 2 2034-08-12 Fixed 5.40000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 29978.24000000 0.001346142212 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 6183636.22000000 ZAR 415235.35000000 USD 2021-12-15 29978.24000000 N N N Kingdom of Saudi Arabia 635400FMICXSM3SI3H65 80413TAB5 2158000.00000000 PA USD 2298356.32000000 0.103205340330 Long DBT NUSS SA N 2 2026-10-26 Fixed 3.25000000 N N N N N N EURO N/A N/A 1.00000000 NC 9517.29000000 0.000427364175 N/A DFE XX N 2 GOLDMAN, SACHS & CO. N/A 155891220.00000000 HUF 434975.63000000 EUR 2021-12-15 9517.29000000 N N N TURKISH LIRA N/A N/A 1.00000000 NC -431235.11000000 -0.01936417164 N/A DFE TR N 2 MORGAN STANLEY & CO, INC N/A 1994462.93000000 USD 20898182.00000000 TRY 2021-12-22 -431235.11000000 N N N State of Qatar 52990074F6OJOAXK4P65 N/A 1496000.00000000 PA USD 1678146.98000000 0.075355474122 Long DBT NUSS QA N 2 2029-03-14 Fixed 4.00000000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 N/A 7388500000.00000000 PA 1660656.49000000 0.074570081553 Long DBT NUSS CO N 2 2028-04-28 Fixed 6.00000000 N N N N N N POLISH ZLOTY N/A N/A 1.00000000 NC -22527.91000000 -0.00101159276 N/A DFE PA N 2 J P MORGAN CHASE BANK N/A 1504036.28000000 EUR 6941338.00000000 PLN 2022-01-21 -22527.91000000 N N N AZARBAYJAN RESPUBLIKASI DOVLAT NEFT SHIRKATI 2549002HARR1VE257O76 N/A 3691000.00000000 PA USD 4401849.69000000 0.197660559150 Long DBT NUSS AZ N 2 2030-03-18 Fixed 6.95000000 N N N N N N United States of America N/A N/A -8.00000000 NC USD -1297000.00000000 -0.05824045873 N/A DIR US N 1 GOLDMAN, SACHS & CO. N/A Short U.S. Treasury Futures US Long Bond (CBT) Mar 2022 2022-03-25 -1270045.62000000 USD -26954.38000000 N N N TSMC ARIZONA CORPORATION 2549005GOBWLCSY63Q97 872898AE1 220000.00000000 PA USD 236525.19000000 0.010620921794 Long DBT CORP TW N 2 2051-10-25 Fixed 3.25000000 N N N N N N THE DEMOCRATIC SOCIALIST REPUBLIC OF SRI LANKA 254900HXCCIOHM74FA02 85227SAR7 1612000.00000000 PA USD 900608.28000000 0.040440893882 Long DBT NUSS LK N 2 2026-07-18 Fixed 6.82500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 110919.13000000 0.004980710110 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 270122781.00000000 RUB 3731106.53000000 USD 2021-12-15 110919.13000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 7363.81000000 0.000330664358 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 63558491.97000000 HUF 203217.97000000 USD 2021-12-15 7363.81000000 N N N POLISH ZLOTY N/A N/A 1.00000000 NC -301082.66000000 -0.01351980897 N/A DFE PA N 2 J P MORGAN CHASE BANK N/A 9453029.32000000 EUR 42818158.00000000 PLN 2021-12-15 -301082.66000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 33758.81000000 0.001515904842 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 4853038.00000000 SGD 3573413.07000000 USD 2021-12-20 33758.81000000 N N N INDONESIA RUPIAH N/A N/A 1.00000000 NC 3928.67000000 0.000176412909 N/A DFE ID N 2 J P MORGAN CHASE BANK N/A 1479928.94000000 USD 21284930000.00000000 IDR 2021-12-15 3928.67000000 N N N INDONESIA RUPIAH N/A N/A 1.00000000 NC -650.59000000 -0.00002921407 N/A DFE ID N 2 J P MORGAN CHASE BANK N/A 700564.11000000 USD 10039784300.00000000 IDR 2021-12-15 -650.59000000 N N N FEDERAL REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 N/A 1402000.00000000 PA USD 1416777.08000000 0.063618926030 Long DBT NUSS NG N 2 2031-01-21 Fixed 8.74700000 N N N N N N NEW RUSSIAN ROUBLE N/A N/A 1.00000000 NC -17521.95000000 -0.00078680524 N/A DFE RU N 2 MORGAN STANLEY & CO, INC N/A 405164.27000000 USD 28924199.00000000 RUB 2021-12-15 -17521.95000000 N N N DP World Limited 549300M3U2DNF4QVSS04 23330JAC5 215000.00000000 PA USD 231935.98000000 0.010414848012 Long DBT NUSS AE N 2 2049-09-30 Fixed 4.70000000 N N N N N N Kerajaan Malaysia 254900GSIL471JOBYY43 N/A 7950000.00000000 PA 1877930.69000000 0.084326557327 Long DBT NUSS MY N 2 2034-07-05 Fixed 3.82800000 N N N N N N PERUVIAN INTI N/A N/A 1.00000000 NC 139740.47000000 0.006274902911 N/A DFE PE N 2 STANDARD BANK N/A 10371751.00000000 USD 42690127.11000000 PEN 2021-12-15 139740.47000000 N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QAZ5 1826000.00000000 PA USD 1546822.86000000 0.069458498800 Long DBT NUSS MX N 2 2041-06-02 Fixed 6.50000000 N N N N N N CHINESE YUAN RENMINBI N/A N/A 1.00000000 NC 4862.44000000 0.000218342896 N/A DFE CN N 2 STANDARD CHARTERED BANK N/A 1790905.95000000 USD 11460874.00000000 CNY 2021-12-17 4862.44000000 N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 N/A 103805000.00000000 PA 4414880.37000000 0.198245688511 Long DBT NUSS ZA N 2 2036-03-31 Fixed 6.25000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 706451BG5 4180000.00000000 PA USD 3832767.40000000 0.172106500842 Long DBT NUSS MX N 2 2035-06-15 Fixed 6.62500000 N N N N N N THE DEMOCRATIC SOCIALIST REPUBLIC OF SRI LANKA 254900HXCCIOHM74FA02 Y8137FAF5 800000.00000000 PA USD 446952.00000000 0.020069922522 Long DBT NUSS LK N 2 2026-07-18 Fixed 6.82500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -3375.98000000 -0.00015159492 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 35341392.00000000 MXN 1636776.92000000 USD 2021-12-15 -3375.98000000 N N N State of Israel 213800T8ZHTFZIBYPE21 46513JB59 2251000.00000000 PA USD 2778814.48000000 0.124779822705 Long DBT NUSS IL N 2 2120-04-03 Fixed 4.50000000 N N N N N N Republique du Senegal 549300NP14ZLQGWIUZ97 N/A 170000.00000000 PA 189820.13000000 0.008523678834 Long DBT NUSS SN N 2 2028-03-13 Fixed 4.75000000 N N N N N N SOUTH AFRICAN RAND N/A N/A 1.00000000 NC -79754.77000000 -0.00358130639 N/A DFE ZA N 2 CITIGROUP GLOBAL MARKETS N/A 1787190.47000000 USD 27405493.58000000 ZAR 2021-12-15 -79754.77000000 N N N PETROLEOS DEL PERU - PETROPERU S.A. 549300ZMGDLC9JT2OR80 P7808BAB3 3674000.00000000 PA USD 3586742.50000000 0.161059004284 Long DBT NUSS PE N 2 2047-06-19 Fixed 5.62500000 N N N N N N DP World Limited 549300M3U2DNF4QVSS04 23330JAA9 245000.00000000 PA USD 321244.00000000 0.014425133327 Long DBT NUSS AE N 2 2037-07-02 Fixed 6.85000000 N N N N N N MSU Energy S.A. 529900D1ZX75KRP2HC66 76706AAA2 372000.00000000 PA USD 295740.00000000 0.013279902286 Long DBT NUSS AR N 2 2025-02-01 Fixed 6.87500000 N N N N N N COLOMBIA PESO N/A N/A 1.00000000 NC -32285.75000000 -0.00144975858 N/A DFE CO N 2 CITIGROUP GLOBAL MARKETS N/A 1689462.22000000 USD 6649132000.00000000 COP 2021-12-15 -32285.75000000 N N N SOUTH AFRICAN RAND N/A N/A 1.00000000 NC -32325.98000000 -0.00145156507 N/A DFE ZA N 2 J P MORGAN CHASE BANK N/A 599743.67000000 USD 9107436.36000000 ZAR 2021-12-15 -32325.98000000 N N N MEXICAN PESO N/A N/A 1.00000000 NC -143682.35000000 -0.00645190900 N/A DFE MX N 2 J P MORGAN CHASE BANK N/A 3157034.29000000 USD 65665000.00000000 MXN 2022-02-14 -143682.35000000 N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 N/A 42190000.00000000 PA 2047470.03000000 0.091939548025 Long DBT NUSS MX N 2 2038-11-18 Fixed 8.50000000 N N N N N N Romania 315700IASY927EDWBK92 N/A 8825000.00000000 PA 1885161.69000000 0.084651257988 Long DBT NUSS RO N 2 2028-01-26 Fixed 4.15000000 N N N N N N Ukraine 6354001WLTJXOMEXPY07 903724AR3 713000.00000000 PA USD 714340.44000000 0.032076726998 Long DBT NUSS UA N 2 2024-09-01 Fixed 7.75000000 N N N N N N TURKISH LIRA N/A N/A 1.00000000 NC -211946.30000000 -0.00951723187 N/A DFE TR N 2 MORGAN STANLEY & CO, INC N/A 630826.74000000 USD 5599849.00000000 TRY 2021-12-22 -211946.30000000 N N N EURO N/A N/A 1.00000000 NC -17324.25000000 -0.00077792773 N/A DFE XX N 2 GOLDMAN, SACHS & CO. N/A 423305256.00000000 HUF 1142799.60000000 EUR 2021-12-15 -17324.25000000 N N N Republica del Peru 254900STKLK2DBJJZ530 N/A 6215000.00000000 PA 1386022.66000000 0.062237930248 Long DBT NUSS PE N 2 2034-08-12 Fixed 5.40000000 N N N N N N EGYPTIAN POUND N/A N/A 1.00000000 NC 3673.27000000 0.000164944433 N/A DFE EG N 2 CITIGROUP GLOBAL MARKETS N/A 729878.61000000 USD 12272908.85000000 EGP 2022-06-15 3673.27000000 N N N GALAXY PIPELINE ASSETS BIDCO LIMITED 549300L82YB0C6JQIC26 36321PAB6 827000.00000000 PA USD 804502.42000000 0.036125358513 Long DBT NUSS AE N 2 2036-03-31 Fixed 2.62500000 N N N N N N CHINESE YUAN RENMINBI N/A N/A 1.00000000 NC 46855.20000000 0.002103984843 N/A DFE CN N 2 STANDARD BANK N/A 8637284.67000000 USD 55410772.37000000 CNY 2021-12-15 46855.20000000 N N N BRK: GOLDMAN SACHS N/A N/A 49635706.00000000 NC 10435.56000000 0.000468598150 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2022-06-23 0.00000000 MXN 0.00000000 MXN -49635706.00000000 MXN 10435.56000000 N N N NEON CAPITAL LIMITED N/A N/A 371866896.00000000 PA 2633477.22000000 0.118253601661 Long DBT NUSS KY N 2 2028-01-06 Floating 0.00000000 N N N N N N Ukraine 6354001WLTJXOMEXPY07 N/A 78000.00000000 PA USD 78098.28000000 0.003506923402 Long DBT NUSS UA N 2 2026-09-01 Fixed 7.75000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 526333.99000000 0.023634489610 N/A DFE US N 2 JP MORGAN N/A 10807300.00000000 EUR 12714464.23000000 USD 2022-01-28 526333.99000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 5643.32000000 0.000253407513 N/A DFE US N 2 JP MORGAN N/A 931686.47000000 EUR 1056369.78000000 USD 2022-01-28 5643.32000000 N N N Turkiye Cumhuriyeti 5493000PCHOG3B6S3Q85 N/A 6257000.00000000 PA 308426.24000000 0.013849564921 Long DBT NUSS TR N 2 2030-11-13 Fixed 11.70000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 N/A 150210000.00000000 PA 7407084.06000000 0.332607535487 Long DBT NUSS MX N 2 2029-05-31 Fixed 8.50000000 N N N N N N 1MDB Global Investments Limited N/A N/A 1000000.00000000 PA USD 1000972.36000000 0.044947640266 Long DBT NUSS MY N 2 2023-03-09 Fixed 4.40000000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 1000000.00000000 PA 1080905.43000000 0.048536953037 Long DBT NUSS ID N 2 2033-03-12 Fixed 1.10000000 N N N N N N RUSSIA, FEDERATION OF (GOVERNMENT) 5493004EHVGF71PDBU58 QJ4075223 131070000.00000000 PA 1797785.68000000 0.080727727607 Long DBT NUSS RU N 2 2031-09-17 Fixed 8.50000000 N N N N N N BRAZILIAN REAL N/A N/A 1.00000000 NC -220.95000000 -0.00000992153 N/A DFE BR N 2 J P MORGAN CHASE BANK N/A 85174.95000000 USD 481000.00000000 BRL 2021-12-13 -220.95000000 N N N Suzano Austria GmbH 254900287ZNSGVP1R341 86964WAC6 406000.00000000 PA USD 459104.80000000 0.020615631579 Long DBT NUSS BR N 2 2029-01-15 Fixed 6.00000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 N/A 34966000.00000000 PA 1912439.37000000 0.085876134315 Long DBT NUSS ZA N 2 2035-02-28 Fixed 8.87500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 13611.33000000 0.000611202855 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 137268581.84000000 INR 1818427.98000000 USD 2022-03-16 13611.33000000 N N N CZECH REPUBLIC KORUNA N/A N/A 1.00000000 NC -123.11000000 -0.00000552812 N/A DFE CZ N 2 STATE STREET BANK N/A 145638.35000000 EUR 3702957.00000000 CZK 2021-12-15 -123.11000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 4196.08000000 0.000188420681 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 2158035024.00000000 KRW 1822757.09000000 USD 2021-12-15 4196.08000000 N N N Kerajaan Malaysia 254900GSIL471JOBYY43 N/A 4500000.00000000 PA 991677.55000000 0.044530266327 Long DBT NUSS MY N 2 2031-04-15 Fixed 2.63200000 N N N N N N Fondo MIVIVIENDA S.A. 549300X41PNOK11PZ670 344593AE8 5422000.00000000 PA 1371635.91000000 0.061591907951 Long DBT NUSS PE N 2 2024-02-14 Fixed 7.00000000 N N N N N N CHINESE YUAN RENMINBI N/A N/A 1.00000000 NC 12635.06000000 0.000567364449 N/A DFE CN N 2 J P MORGAN CHASE BANK N/A 9865637.24000000 USD 63468900.00000000 CNY 2022-03-07 12635.06000000 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 5294000.00000000 PA USD 4488253.20000000 0.201540420414 Long DBT NUSS EG N 2 2047-01-31 Fixed 8.50000000 N N N N N N Republica de El Salvador 529900AKDMUSFSDOM949 283875AH5 291000.00000000 PA USD 192787.50000000 0.008656925549 Long DBT NUSS SV Y 2 2032-04-10 Fixed 8.25000000 N N N N N N Turkiye Cumhuriyeti 5493000PCHOG3B6S3Q85 900123CR9 2958000.00000000 PA USD 3065576.54000000 0.137656579776 Long DBT NUSS TR N 2 2023-12-23 Fixed 7.25000000 N N N N N N Gobierno de Chile 549300FLZTJM5YJF8D34 N/A 2702705386.46000000 PA 3182153.27000000 0.142891338629 Long DBT NUSS CL N 2 2030-09-01 Fixed 0.00000000 N N N N N N EURO N/A N/A 1.00000000 NC -470.90000000 -0.00002114528 N/A DFE XX N 2 GOLDMAN, SACHS & CO. N/A 2091717.28000000 RON 410596.08000000 EUR 2022-06-30 -470.90000000 N N N Republic of Zambia 213800DMLAZ6LGMMD849 N/A 2040000.00000000 PA 83238.21000000 0.003737726703 Long DBT NUSS ZM N 2 2026-08-29 Fixed 13.00000000 N N N N N N Republica del Peru 254900STKLK2DBJJZ530 715638BL5 882000.00000000 PA 215249.50000000 0.009665558690 Long DBT NUSS PE N 2 2042-02-12 Fixed 6.85000000 N N N N N N Republic of Uzbekistan 213800L6VDKUM3TCM927 N/A 1469000.00000000 PA USD 1554936.50000000 0.069822833508 Long DBT NUSS UZ N 2 2029-02-20 Fixed 5.37500000 N N N N N N Republica de Guatemala 529900QKDFFU9UWW5315 P5015VAJ5 188000.00000000 PA USD 209526.00000000 0.009408550775 Long DBT NUSS GT N 2 2050-06-01 Fixed 6.12500000 N N N N N N Republica del Peru 254900STKLK2DBJJZ530 JK2053607 170000.00000000 PA 224530.81000000 0.010082326425 Long DBT NUSS PE N 2 2030-03-01 Fixed 3.75000000 N N N N N N Republic of Zambia 213800DMLAZ6LGMMD849 BQ2494160 118640000.00000000 PA 4552453.33000000 0.204423261602 Long DBT NUSS ZM N 2 2026-06-28 Fixed 11.00000000 N N N N N N Kerajaan Malaysia 254900GSIL471JOBYY43 N/A 22000.00000000 PA 5411.35000000 0.000242991138 Long DBT NUSS MY N 2 2024-07-15 Fixed 4.18100000 N N N N N N Kingdom of Bahrain 549300RODM1WN85LFQ95 12482TAC2 1625000.00000000 PA USD 1562031.25000000 0.070141416002 Long DBT NUSS BH N 2 2029-05-18 Fixed 3.87500000 N N N N N N SOUTH AFRICAN RAND N/A N/A 1.00000000 NC -15274.11000000 -0.00068586829 N/A DFE ZA N 2 J P MORGAN CHASE BANK N/A 471320.57000000 USD 7319853.00000000 ZAR 2021-12-15 -15274.11000000 N N N BRK: GOLDMAN SACHS INTERNATIONAL N/A N/A 90929858.00000000 NC 30070.75000000 0.001350296279 N/A DIR XX N 2 BRK: GOLDMAN SACHS INTERNATIONAL N/A Y 2026-11-25 0.00000000 CZK 0.00000000 CZK -90929858.00000000 CZK 30070.75000000 N N N Ukraine 6354001WLTJXOMEXPY07 903724AS1 2243000.00000000 PA USD 2243000.00000000 0.100719621386 Long DBT NUSS UA N 2 2025-09-01 Fixed 7.75000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 21345000.00000000 PA 1441836.32000000 0.064744185577 Long DBT NUSS EG N 2 2029-05-07 Fixed 16.10000000 N N N N N N ROMANIAN LEU N/A N/A 1.00000000 NC -7462.01000000 -0.00033507392 N/A DFE RO N 2 GOLDMAN, SACHS & CO. N/A 1771808.01000000 EUR 8983506.00000000 RON 2022-06-30 -7462.01000000 N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 N/A 74232300.00000000 PA 3602474.74000000 0.161765444434 Long DBT NUSS MX N 2 2038-11-18 Fixed 8.50000000 N N N N N N BRAZIL LOAN TRUST 1 N/A 105859AA0 1036767.04000000 PA USD 1063204.60000000 0.047742115366 Long DBT CORP BR N 2 2023-07-24 Fixed 5.47700000 N N N N N N Republica de Honduras 5493002DW1JNBNG17615 438180AJ0 1005000.00000000 PA USD 994960.05000000 0.044677663633 Long DBT NUSS HN N 2 2030-06-24 Fixed 5.62500000 N N N N N N Federal Democratic Republic of Ethiopia N/A N/A 431000.00000000 PA USD 284029.00000000 0.012754031806 Long DBT NUSS ET N 2 2024-12-11 Fixed 6.62500000 N N N N N N NEW RUSSIAN ROUBLE N/A N/A 1.00000000 NC -60766.54000000 -0.00272865934 N/A DFE RU N 2 MORGAN STANLEY & CO, INC N/A 1688886.72000000 USD 121483311.00000000 RUB 2021-12-15 -60766.54000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -2844.76000000 -0.00012774103 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 11748417.01000000 UAH 417498.83000000 USD 2022-03-16 -2844.76000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 52483.63000000 0.002356723737 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 18252286.46000000 PEN 4544439.41000000 USD 2022-01-12 52483.63000000 N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 84967000000.00000000 PA 6673965.79000000 0.299687609234 Long DBT NUSS ID N 2 2029-05-15 Fixed 8.25000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 37332.30000000 0.001676368756 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 29623490.51000000 UAH 1122527.11000000 USD 2021-12-15 37332.30000000 N N N RUSSIA, FEDERATION OF (GOVERNMENT) 5493004EHVGF71PDBU58 N/A 256424000.00000000 PA 3144261.13000000 0.141189830830 Long DBT NUSS RU N 2 2031-07-23 Fixed 6.90000000 N N N N N N BRK: GOLDMAN SACHS N/A N/A 6138900.00000000 NC -22097.59000000 -0.00099226968 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2023-01-03 0.00000000 BRL 0.00000000 BRL -6138900.00000000 BRL -22097.59000000 N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 11272000000.00000000 PA 800786.18000000 0.035958484556 Long DBT NUSS ID N 2 2031-02-15 Fixed 6.50000000 N N N N N N EURO N/A N/A 1.00000000 NC -80146.70000000 -0.00359890560 N/A DFE XX N 2 GOLDMAN, SACHS & CO. N/A 1960727.57000000 USD 1669767.00000000 EUR 2021-12-15 -80146.70000000 N N N CZECH REPUBLIC KORUNA N/A N/A 1.00000000 NC -7218.83000000 -0.00032415417 N/A DFE CZ N 2 STATE STREET BANK N/A 3360883.73000000 EUR 85353913.94000000 CZK 2021-12-15 -7218.83000000 N N N N/A N/A N/A 2482526.05200000 NS USD 2482960.90000000 0.111494820224 Long EC US N 2 N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 132273.08000000 0.005939587399 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 34916340.25000000 ZAR 2307654.65000000 USD 2021-12-15 132273.08000000 N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 25556000000.00000000 PA 1887459.37000000 0.084754432959 Long DBT NUSS ID N 2 2040-04-15 Fixed 7.50000000 N N N N N N BRK: GOLDMAN SACHS INTERNATIONAL N/A N/A 274636130.00000000 NC 45280.53000000 0.002033275897 N/A DIR XX N 2 BRK: GOLDMAN SACHS INTERNATIONAL N/A Y 2023-11-22 0.00000000 CZK 0.00000000 CZK -274636130.00000000 CZK 45280.53000000 N N N Kerajaan Malaysia 254900GSIL471JOBYY43 N/A 5500000.00000000 PA 1329311.41000000 0.059691369558 Long DBT NUSS MY N 2 2028-06-15 Fixed 3.73300000 N N N N N N Republica de Honduras 5493002DW1JNBNG17615 P5178RAD0 411000.00000000 PA USD 406894.11000000 0.018271163933 Long DBT NUSS HN N 2 2030-06-24 Fixed 5.62500000 N N N N N N UKRANIAN HRYVNIA N/A N/A 1.00000000 NC 70831.02000000 0.003180594523 N/A DFE UA N 2 GOLDMAN, SACHS & CO. N/A 2054257.67000000 USD 57888981.00000000 UAH 2021-12-09 70831.02000000 N N N Rzeczpospolita Polska 259400R9L8QEP0TPXS31 N/A 7644000.00000000 PA 1833172.46000000 0.082316734777 Long DBT NUSS PL N 2 2024-04-25 Fixed 2.50000000 N N N N N N BRK: J.P. MORGAN CHASE N/A N/A 616282357.00000000 NC -165305.56000000 -0.00742287713 N/A DIR XX N 2 BRK: J.P. MORGAN CHASE N/A Y 2030-08-24 0.00000000 CLP 0.00000000 CLP -616282357.00000000 CLP -165305.56000000 N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91087BAD2 578000.00000000 PA USD 608720.70000000 0.027333980576 Long DBT NUSS MX N 2 2048-02-10 Fixed 4.60000000 N N N N N N THAILAND BAHT N/A N/A 1.00000000 NC 2109.14000000 0.000094708774 N/A DFE TH N 2 DEUTSCHE BANK SECURITIES, INC. N/A 692625.31000000 USD 23400277.00000000 THB 2021-12-28 2109.14000000 N N N CHINESE YUAN RENMINBI N/A N/A 1.00000000 NC 1147.32000000 0.000051519231 N/A DFE CN N 2 STANDARD CHARTERED BANK N/A 178737.13000000 USD 1147522.00000000 CNY 2021-12-13 1147.32000000 N N N Republic of Ghana 213800PP4399SNNXZ126 N/A 1541000.00000000 PA USD 1170420.32000000 0.052556527638 Long DBT NUSS GH N 2 2035-02-11 Fixed 7.87500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 77442.56000000 0.003477478966 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 1304970588.00000000 CLP 1641950.92000000 USD 2021-12-15 77442.56000000 N N N BIZ FINANCE PLC 213800CQK26QNHYTY203 N/A 214375.00000000 PA USD 221020.63000000 0.009924705382 Long DBT NUSS UA N 2 2025-01-22 Fixed 9.75000000 N N N N N N BRAZILIAN REAL N/A N/A 1.00000000 NC -60537.73000000 -0.00271838486 N/A DFE BR N 2 J P MORGAN CHASE BANK N/A 3586328.73000000 USD 19915959.35000000 BRL 2021-12-02 -60537.73000000 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 21507000.00000000 PA 1410889.28000000 0.063354540392 Long DBT NUSS EG N 2 2024-04-09 Fixed 16.30000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 7723.99000000 0.000346837872 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 91488409.00000000 PHP 1822441.96000000 USD 2021-12-13 7723.99000000 N N N Avenir Issuer II (Ireland) DAC 635400VEZIQKZPR7KU35 N/A 3158571.42000000 PA USD 2779542.85000000 0.124812529415 Long DBT NUSS AO N 2 2027-02-19 Fixed 6.92700000 N N N N N N DERZHAVNE AHENTSTVO AVTOMOBIL'NYKH DORIH UKRAINY 254900FGEO8P5USHG994 857329AA4 554000.00000000 PA USD 505691.20000000 0.022707546233 Long DBT NUSS UA N 2 2028-06-24 Fixed 6.25000000 N N N N N N HUNGARIAN FORINT N/A N/A 1.00000000 NC -45014.01000000 -0.00202130808 N/A DFE HU N 2 J P MORGAN CHASE BANK N/A 1542099.50000000 EUR 549015875.00000000 HUF 2021-12-15 -45014.01000000 N N N Kerajaan Malaysia 254900GSIL471JOBYY43 N/A 17142000.00000000 PA 3777630.35000000 0.169630627993 Long DBT NUSS MY N 2 2031-04-15 Fixed 2.63200000 N N N N N N WANDA PROPERTIES OVERSEAS LIMITED 549300BJ7FGBP0KHXY31 N/A 200000.00000000 PA USD 191051.53000000 0.008578973591 Long DBT NUSS CN N 2 2022-12-05 Fixed 6.95000000 N N N N N N African Export-Import Bank 21380068LJCDYA42GJ76 00831TAC5 301000.00000000 PA USD 304642.10000000 0.013679641984 Long DBT NUSS XX N 2 2031-05-17 Fixed 3.79800000 N N N N N N COLOMBIA PESO N/A N/A 1.00000000 NC -57371.41000000 -0.00257620450 N/A DFE CO N 2 CITIGROUP GLOBAL MARKETS N/A 3344568.18000000 USD 13189304628.36000000 COP 2021-12-15 -57371.41000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -422.13000000 -0.00001895531 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 497000.00000000 CNY 77487.11000000 USD 2021-12-13 -422.13000000 N N N EURO N/A N/A 1.00000000 NC -2659.40000000 -0.00011941763 N/A DFE XX N 2 GOLDMAN, SACHS & CO. N/A 342513.99000000 USD 301920.00000000 EUR 2021-12-03 -2659.40000000 N N N DP WORLD SALAAM 549300SUYBT9X88E9435 N/A 4046000.00000000 PA USD 4359565.00000000 0.195761808385 Long DBT NUSS AE N 2 2170-01-01 Fixed 6.00000000 N N N N N N MC Brazil Downstream Trading S.a r.l. 213800T2A7R9TYNXZI63 55292WAA8 1343000.00000000 PA USD 1290918.46000000 0.057967373397 Long DBT NUSS BR N 2 2031-06-30 Fixed 7.25000000 N N N N N N People's Republic of China 300300CHN201808MOF68 N/A 30800000.00000000 PA 4957942.20000000 0.222631324671 Long DBT NUSS CN N 2 2027-12-03 Fixed 3.28000000 N N N N N N Republica de Guatemala 529900QKDFFU9UWW5315 P5015VAF3 941000.00000000 PA USD 988059.41000000 0.044367797450 Long DBT NUSS GT N 2 2026-05-03 Fixed 4.50000000 N N N N N N HUNGARIAN FORINT N/A N/A 1.00000000 NC -10029.75000000 -0.00045037566 N/A DFE HU N 2 J P MORGAN CHASE BANK N/A 753803.83000000 EUR 272253817.00000000 HUF 2021-12-15 -10029.75000000 N N N Republic of Zambia 213800DMLAZ6LGMMD849 N/A 996000.00000000 PA USD 731004.24000000 0.032824997897 Long DBT NUSS ZM N 2 2022-09-20 Fixed 5.37500000 Y N N N N N Republica de El Salvador 529900AKDMUSFSDOM949 P01012AJ5 714000.00000000 PA USD 560490.00000000 0.025168230312 Long DBT NUSS SV N 2 2023-01-24 Fixed 7.75000000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 60386000000.00000000 PA 4916046.50000000 0.220750041104 Long DBT NUSS ID N 2 2029-03-15 Fixed 9.00000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 966000.00000000 PA USD 847610.90000000 0.038061100727 Long DBT NUSS EG N 2 2033-09-30 Fixed 7.30000000 N N N N N N PT Perusahaan Listrik Negara (Persero) 254900OYVDRYS9J51J61 71568QAB3 1097000.00000000 PA USD 1216298.75000000 0.054616651623 Long DBT NUSS ID N 2 2042-10-24 Fixed 5.25000000 N N N N N N BRK: GOLDMAN SACHS & CO. N/A N/A 122000000.00000000 NC 12956.38000000 0.000581792995 N/A DIR XX N 2 BRK: GOLDMAN SACHS & CO. N/A Y 2026-03-10 0.00000000 THB 0.00000000 THB -122000000.00000000 THB 12956.38000000 N N N People's Republic of China 300300CHN201808MOF68 N/A 16400000.00000000 PA 2718278.78000000 0.122061528998 Long DBT NUSS CN N 2 2051-04-12 Fixed 3.72000000 N N N N N N THAILAND BAHT N/A N/A 1.00000000 NC -9371.83000000 -0.00042083244 N/A DFE TH N 2 STANDARD BANK N/A 1662520.02000000 USD 55694420.69000000 THB 2021-12-15 -9371.83000000 N N N EURO N/A N/A 1.00000000 NC 5884.81000000 0.000264251375 N/A DFE XX N 2 GOLDMAN, SACHS & CO. N/A 4297856.79000000 PLN 924100.40000000 EUR 2022-01-21 5884.81000000 N N N Kingdom of Thailand 254900PHJ6MSKT6C7026 N/A 87000000.00000000 PA 2580868.28000000 0.115891251007 Long DBT NUSS TH N 2 2025-06-17 Fixed 0.95000000 N N N N N N Gobierno de la Republica Dominicana 254900EHU7Q8FGVPI369 25714PEE4 509000.00000000 PA USD 473370.00000000 0.021256195798 Long DBT NUSS DO N 2 2060-01-30 Fixed 5.87500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 877.12000000 0.000039386176 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 36376945.00000000 THB 1080877.88000000 USD 2021-12-28 877.12000000 N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCP5 1508000.00000000 PA USD 1502262.06000000 0.067457541643 Long DBT NUSS MX N 2 2029-01-23 Fixed 6.50000000 N N N N N N BRK: GOLDMAN SACHS N/A N/A 137000000.00000000 NC 31683.72000000 0.001422725047 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2026-03-01 0.00000000 THB 0.00000000 THB -137000000.00000000 THB 31683.72000000 N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 112330000000.00000000 PA 8584059.00000000 0.385458391634 Long DBT NUSS ID N 2 2024-05-15 Fixed 8.12500000 N N N N N N BRK: CITIGROUP N/A N/A 66290931.00000000 NC -48747.63000000 -0.00218896247 N/A DIR XX N 2 BRK: CITIGROUP N/A Y 2023-04-13 0.00000000 MXN 0.00000000 MXN -66290931.00000000 MXN -48747.63000000 N N N BRK: JPMORGAN CHASE BANK N/A N/A 15513949.00000000 NC -219170.76000000 -0.00984163886 N/A DIR XX N 2 BRK: JPMORGAN CHASE BANK N/A Y 2024-01-02 0.00000000 BRL 0.00000000 BRL -15513949.00000000 BRL -219170.76000000 N N N Republic of Uganda 549300NF1DEFHG8XLQ11 BR1345247 1594500000.00000000 PA 441297.47000000 0.019816011634 Long DBT NUSS UG N 2 2023-09-07 Fixed 10.00000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -16555.36000000 -0.00074340151 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 138292028.47000000 RUB 1836835.37000000 USD 2021-12-15 -16555.36000000 N N N ROMANIAN LEU N/A N/A 1.00000000 NC -226808.92000000 -0.01018462262 N/A DFE RO N 2 J P MORGAN CHASE BANK N/A 9325828.89000000 USD 40222300.00000000 RON 2022-02-14 -226808.92000000 N N N Gobierno de Chile 549300FLZTJM5YJF8D34 N/A 1675558160.00000000 PA 1922313.37000000 0.086319516188 Long DBT NUSS CL N 2 2035-03-01 Fixed 2.00000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205AX2 284000.00000000 PA USD 261280.00000000 0.011732511224 Long DBT NUSS ZA N 2 2047-09-27 Fixed 5.65000000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 Y20721BB4 867000.00000000 PA USD 1062094.04000000 0.047692246805 Long DBT NUSS ID N 2 2042-01-17 Fixed 5.25000000 N N N N N N Petroleos de Venezuela, S.A. 549300YWR8TN1OFD4P06 N/A 1477000.00000000 PA USD 62772.50000000 0.002818734923 Long DBT NUSS VE N 2 2024-05-16 Fixed 6.00000000 Y N N N N N Republic of Lebanon 529900QPC4K9S1KHL354 N/A 522000.00000000 PA USD 58547.52000000 0.002629016516 Long DBT NUSS LB N 2 2029-05-25 Fixed 6.85000000 Y N N N N N Sultanate of Oman 549300SZ20F0QTKNQC75 68205LAA1 632000.00000000 PA USD 650012.00000000 0.029188124180 Long DBT NUSS OM N 2 2025-02-01 Fixed 4.87500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 30635.40000000 0.001375651310 N/A DFE US N 2 JP MORGAN N/A 885247.08000000 EUR 1028988.99000000 USD 2022-01-28 30635.40000000 N N N Gaz Capital S.A. 213800568PRHV2JR9650 N/A 3647000.00000000 PA USD 3949846.88000000 0.177363835170 Long DBT NUSS RU N 2 2026-02-11 Fixed 5.15000000 N N N N N N Republic of Trinidad and Tobago HYBZ5SXKW67ICKUUWH81 P93960AG0 409000.00000000 PA USD 417184.09000000 0.018733224963 Long DBT NUSS TT N 2 2026-08-04 Fixed 4.50000000 N N N N N N Kingdom of Saudi Arabia 635400FMICXSM3SI3H65 N/A 2958000.00000000 PA USD 3429505.20000000 0.153998424113 Long DBT NUSS SA N 2 2046-10-26 Fixed 4.50000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 844000.00000000 PA USD 651213.52000000 0.029242077207 Long DBT NUSS EG N 2 2061-02-16 Fixed 7.50000000 N N N N N N Republica Federativa do Brasil 254900ZFY40OYEADAP90 105756CA6 810000.00000000 PA USD 807772.50000000 0.036272198112 Long DBT NUSS BR N 2 2029-05-30 Fixed 4.50000000 N N N N N N COLOMBIA PESO N/A N/A 1.00000000 NC -20621.59000000 -0.00092599141 N/A DFE CO N 2 CITIGROUP GLOBAL MARKETS N/A 419564.37000000 USD 1600688437.00000000 COP 2021-12-15 -20621.59000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 50.73000000 0.000002277978 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 36144000.00000000 PHP 716716.24000000 USD 2021-12-20 50.73000000 N N N PETROLEOS DEL PERU - PETROPERU S.A. 549300ZMGDLC9JT2OR80 716564AA7 904000.00000000 PA USD 923616.80000000 0.041474067945 Long DBT NUSS PE N 2 2032-06-19 Fixed 4.75000000 N N N N N N Rzeczpospolita Polska 259400R9L8QEP0TPXS31 N/A 24576000.00000000 PA 5785873.56000000 0.259808735778 Long DBT NUSS PL N 2 2026-07-25 Fixed 2.50000000 N N N N N N Republica Argentina 549300KPBYGYF7HCHO27 040114HX1 10916394.00000000 PA USD 3610815.64000000 0.162139984019 Long DBT NUSS AR N 2 2029-07-09 Fixed 1.00000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -8016.08000000 -0.00035995387 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 25105434909.00000000 IDR 1744644.54000000 USD 2021-12-03 -8016.08000000 N N N BRK: GOLDMAN SACHS N/A N/A 17120821.00000000 NC -504501.39000000 -0.02265411903 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2025-01-02 0.00000000 BRL 0.00000000 BRL -17120821.00000000 BRL -504501.39000000 N N N Republic of Trinidad and Tobago HYBZ5SXKW67ICKUUWH81 P93960AF2 217000.00000000 PA USD 221884.67000000 0.009963504214 Long DBT NUSS TT N 2 2024-01-16 Fixed 4.37500000 N N N N N N Kerajaan Malaysia 254900GSIL471JOBYY43 N/A 3903000.00000000 PA 958869.28000000 0.043057044511 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 3337.76000000 0.000149878699 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 15447570000.00000000 IDR 1080249.65000000 USD 2021-12-15 3337.76000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 14794.95000000 0.000664352100 N/A DFE US N 2 JP MORGAN N/A 343010.19000000 EUR 401630.97000000 USD 2022-01-28 14794.95000000 N N N Ukraine 6354001WLTJXOMEXPY07 N/A 1113000.00000000 PA 1243404.99000000 0.055833829613 Long DBT NUSS UA N 2 2026-06-20 Fixed 6.75000000 N N N N N N Republica Federativa do Brasil 254900ZFY40OYEADAP90 N/A 62000000.00000000 PA 8717757.69000000 0.391461994593 Long DBT NUSS BR N 2 2024-01-01 None 0.00000000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 N/A 2234800000.00000000 PA 1511597.04000000 0.067876719374 Long DBT NUSS CO N 2 2033-03-25 Fixed 3.00000000 N N N N N N Sultanate of Oman 549300SZ20F0QTKNQC75 N/A 78000.00000000 PA USD 74903.40000000 0.003363460583 Long DBT NUSS OM N 2 2048-01-17 Fixed 6.75000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 314634.25000000 0.014128329262 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 28778554.61000000 BRL 5409401.07000000 USD 2021-12-02 314634.25000000 N N N Republic of Ghana 213800PP4399SNNXZ126 N/A 461000.00000000 PA USD 364328.30000000 0.016359789762 Long DBT NUSS GH N 2 2034-04-07 Fixed 8.62500000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 108300000000.00000000 PA 7692343.52000000 0.345416819842 Long DBT NUSS ID N 2 2026-04-15 Fixed 5.50000000 N N N N N N BRK: JPMORGAN CHASE BANK N/A N/A 3124319.00000000 NC -61226.89000000 -0.00274933088 N/A DIR XX N 2 BRK: JPMORGAN CHASE BANK N/A Y 2031-05-18 0.00000000 PLN 0.00000000 PLN -3124319.00000000 PLN -61226.89000000 N N N FEDERAL REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 N/A 70000.00000000 PA USD 68264.00000000 0.003065325115 Long DBT NUSS NG N 2 2027-11-28 Fixed 6.50000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 630128.14000000 0.028295259779 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 23819714.37000000 TRY 2416160.10000000 USD 2021-12-15 630128.14000000 N N N Republica del Ecuador 5299003Y2U5XK0A35H71 N/A 2179368.00000000 PA USD 1242239.76000000 0.055781506151 Long DBT NUSS EC N 2 2040-07-31 Fixed 0.50000000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 Y20721AE9 1900000.00000000 PA USD 2978059.07000000 0.133726697278 Long DBT NUSS ID N 2 2035-10-12 Fixed 8.50000000 N N N N N N THE DEMOCRATIC SOCIALIST REPUBLIC OF SRI LANKA 254900HXCCIOHM74FA02 Y8137FAR9 1719000.00000000 PA USD 939794.49000000 0.042200510572 Long DBT NUSS LK N 2 2030-03-28 Fixed 7.55000000 N N N N N N Kerajaan Malaysia 254900GSIL471JOBYY43 N/A 9360000.00000000 PA 2256571.52000000 0.101329036613 Long DBT NUSS MY N 2 2023-03-15 Fixed 3.48000000 N N N N N N Republica del Peru 254900STKLK2DBJJZ530 N/A 852000.00000000 PA 214795.06000000 0.009645152527 Long DBT NUSS PE N 2 2029-02-12 Fixed 5.94000000 N N N N N N Romania 315700IASY927EDWBK92 N/A 3820000.00000000 PA 743637.44000000 0.033392278825 Long DBT NUSS RO N 2 2031-09-24 Fixed 3.65000000 N N N N N N Kingdom of Thailand 254900PHJ6MSKT6C7026 N/A 25000000.00000000 PA 774782.97000000 0.034790837001 Long DBT NUSS TH N 2 2026-12-17 Fixed 2.12500000 N N N N N N Ukraine 6354001WLTJXOMEXPY07 903724AS1 516000.00000000 PA USD 516000.00000000 0.023170452356 Long DBT NUSS UA N 2 2025-09-01 Fixed 7.75000000 N N N N N N PT Perusahaan Listrik Negara (Persero) 254900OYVDRYS9J51J61 71568PAM1 355000.00000000 PA USD 356952.50000000 0.016028587005 Long DBT NUSS ID N 2 2050-02-05 Fixed 4.37500000 N N N N N N Private Joint Stock Company National Power Company Ukrenergo 8945009LCLS92V4AK321 63718LAA2 1085000.00000000 PA USD 1021202.00000000 0.045856031564 Long DBT NUSS UA N 2 2026-11-09 Fixed 6.87500000 N N N N N N STILLWATER MINING COMPANY 6354007DPCY4ZN2MRR73 86074QAQ5 323000.00000000 PA USD 306850.00000000 0.013778785475 Long DBT CORP ZA N 2 2029-11-16 Fixed 4.50000000 N N N N N N N/A N/A N/A -2482039.98100000 PA USD -2482039.98000000 -0.11145346725 Short DBT CORP US N 2 2049-12-31 Floating 0.00000000 N N N N N N GALAXY PIPELINE ASSETS BIDCO LIMITED 549300L82YB0C6JQIC26 36321PAE0 900000.00000000 PA USD 887451.78000000 0.039850114703 Long DBT NUSS AE N 2 2040-09-30 Fixed 2.94000000 N N N N N N CHINALCO CAPITAL HOLDINGS LIMITED 5493003PX4GYVUD3CQ19 N/A 632000.00000000 PA USD 621442.36000000 0.027905233710 Long DBT NUSS CN N 2 2026-06-03 Fixed 2.12500000 N N N N N N HUNGARIAN FORINT N/A N/A 1.00000000 NC -351893.58000000 -0.01580142137 N/A DFE HU N 2 J P MORGAN CHASE BANK N/A 4034565.49000000 USD 1195098816.25000000 HUF 2021-12-15 -351893.58000000 N N N SINGAPORE DOLLAR N/A N/A 1.00000000 NC -263075.83000000 -0.01181315113 N/A DFE SG N 2 GOLDMAN, SACHS & CO. N/A 11974637.48000000 USD 16057450.00000000 SGD 2021-12-15 -263075.83000000 N N N DIGICEL HOLDINGS (BERMUDA) LIMITED N/A 25381VAA5 790000.00000000 PA USD 810745.40000000 0.036405693146 Long DBT NUSS JM N 2 2024-05-25 Fixed 8.75000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 45459.91000000 0.002041330772 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 1497663.00000000 EUR 1731296.03000000 USD 2021-12-03 45459.91000000 N N N Republica de Colombia 549300MHDRBVRF6B9117 N/A 12938200000.00000000 PA 3123511.40000000 0.140258085422 Long DBT NUSS CO N 2 2030-09-18 Fixed 7.75000000 N N N N N N AYDEM YENILENEBILIR ENERJI ANONIM SIRKETI 9845009C50EDA74OA532 054644AA7 972000.00000000 PA USD 858800.88000000 0.038563575336 Long DBT NUSS TR N 2 2027-02-02 Fixed 7.75000000 N N N N N N Republica de Costa Rica 549300S1EK2VN6XVJP58 N/A 600000.00000000 PA USD 571800.00000000 0.025676094297 Long DBT NUSS CR N 2 2045-03-12 Fixed 7.15800000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 N/A 199119000.00000000 PA 10147281.57000000 0.455653302643 Long DBT NUSS ZA N 2 2048-02-28 Fixed 8.75000000 N N N N N N Republic of Kazakhstan 5493007OEK8EF02UO833 N/A 1157000.00000000 PA USD 1412847.41000000 0.063442468217 Long DBT NUSS KZ N 2 2044-10-14 Fixed 4.87500000 N N N N N N EURO N/A N/A 1.00000000 NC 10722.05000000 0.000481462691 N/A DFE XX N 2 GOLDMAN, SACHS & CO. N/A 39568570.00000000 CZK 1564595.19000000 EUR 2021-12-15 10722.05000000 N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 Y20721AL3 2250000.00000000 PA USD 3361715.12000000 0.150954379890 Long DBT NUSS ID N 2 2038-01-17 Fixed 7.75000000 N N N N N N Petroleos de Venezuela, S.A. 549300YWR8TN1OFD4P06 N/A 6546300.00000000 PA USD 278217.75000000 0.012493083567 Long DBT NUSS VE N 2 2027-04-12 Fixed 5.37500000 Y N N N N N Republica del Ecuador 5299003Y2U5XK0A35H71 N/A 1324076.00000000 PA USD 1094031.04000000 0.049126345133 Long DBT NUSS EC N 2 2030-07-31 Fixed 5.00000000 N N N N N N Republique de Cote d'Ivoire 254900ICW11T82O6H590 N/A 1154572.74000000 PA USD 1132243.30000000 0.050842227593 Long DBT NUSS CI N 2 2032-12-31 Floating 5.74999920 N N N N N N Islamic Republic of Pakistan 529900LOP29R5WKHOD86 740840AC7 1073000.00000000 PA USD 1067635.00000000 0.047941057948 Long DBT NUSS PK N 2 2027-12-05 Fixed 6.87500000 N N N N N N BRK: GOLDMAN SACHS N/A N/A 4989308.00000000 NC -129336.68000000 -0.00580773136 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2025-01-02 0.00000000 BRL 0.00000000 BRL -4989308.00000000 BRL -129336.68000000 N N N GOBIERNO DE LA REPUBLICA DE PANAMA 549300SHS4T08CL0LP14 698299BE3 1220000.00000000 PA USD 1288137.00000000 0.057842474780 Long DBT NUSS PA N 2 2025-03-16 Fixed 3.75000000 N N N N N N VEDANTA RESOURCES LIMITED 2138007MYEKPEAZQTW83 G9328DAM2 550000.00000000 PA USD 537625.00000000 0.024141500868 Long DBT NUSS IN N 2 2022-07-30 Fixed 6.37500000 N N N N N N AI CANDELARIA (SPAIN) S.A. 213800L5KA2MJ5FKRZ02 001355AA4 1453000.00000000 PA USD 1531258.58000000 0.068759600723 Long DBT NUSS CO N 2 2028-12-15 Fixed 7.50000000 N N N N N N POLISH ZLOTY N/A N/A 1.00000000 NC -649701.24000000 -0.02917416982 N/A DFE PA N 2 GOLDMAN, SACHS & CO. N/A 9296837.42000000 USD 35789198.31000000 PLN 2021-12-15 -649701.24000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 47813.46000000 0.002147014528 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 37512802.24000000 UAH 1422016.76000000 USD 2021-12-15 47813.46000000 N N N INDONESIA RUPIAH N/A N/A 1.00000000 NC -287.05000000 -0.00001288968 N/A DFE ID N 2 STANDARD CHARTERED BANK N/A 502346.12000000 USD 7191587000.00000000 IDR 2021-12-03 -287.05000000 N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 P78625DX8 4598000.00000000 PA USD 4614093.00000000 0.207191127953 Long DBT NUSS MX N 2 2030-01-23 Fixed 6.84000000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 19675000000.00000000 PA 1396378.95000000 0.062702968861 Long DBT NUSS ID N 2 2028-05-15 Fixed 6.12500000 N N N N N N Joint Stock Company National Company KazMunayGas 2138001H1M69RFJCSH88 48667QAP0 2560000.00000000 PA USD 3014400.00000000 0.135358549579 Long DBT NUSS KZ N 2 2047-04-19 Fixed 5.75000000 N N N N N N SOUTH AFRICAN RAND N/A N/A 1.00000000 NC -93519.95000000 -0.00419941772 N/A DFE ZA N 2 J P MORGAN CHASE BANK N/A 1563496.61000000 USD 23594116.00000000 ZAR 2021-12-15 -93519.95000000 N N N United States of America N/A N/A 78.00000000 NC USD 9469078.13000000 0.425199270677 N/A DIR US N 1 GOLDMAN, SACHS & CO. N/A Long U.S. Treasury Futures US 5-Year Note (consolidated) Mar 2022 2022-04-03 9397324.79000000 USD 71753.34000000 N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 N/A 10982000.00000000 PA 482626.44000000 0.021671846771 Long DBT NUSS MX N 2 2026-03-05 Fixed 5.75000000 N N N N N N RUSSIA, FEDERATION OF (GOVERNMENT) 5493004EHVGF71PDBU58 N/A 127475000.00000000 PA 1559443.10000000 0.070025197773 Long DBT NUSS RU N 2 2029-03-14 Fixed 6.70000000 N N N N N N Qatar Energy 254900QTESJKJ3P87J26 N/A 663000.00000000 PA USD 664001.13000000 0.029816291758 Long DBT NUSS QA N 2 2041-07-12 Fixed 3.12500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 30074.26000000 0.001350453892 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 954151.00000000 EUR 1106269.00000000 USD 2022-02-03 30074.26000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 39736.44000000 0.001784324205 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 1217300262.00000000 CLP 1499138.25000000 USD 2021-12-15 39736.44000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 5053.58000000 0.000226925842 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 1570000.00000000 ZAR 102868.79000000 USD 2021-12-15 5053.58000000 N N N Sultanate of Oman 549300SZ20F0QTKNQC75 N/A 4407000.00000000 PA USD 4232042.10000000 0.190035522961 Long DBT NUSS OM N 2 2048-01-17 Fixed 6.75000000 N N N N N N Romania 315700IASY927EDWBK92 N/A 1020000.00000000 PA 1226624.57000000 0.055080322012 Long DBT NUSS RO N 2 2035-10-29 Fixed 3.87500000 N N N N N N AEROPUERTO INTERNACIONAL DE TOCUMEN, S.A. 254900FO1PHX49ZIGB14 00787CAE2 469000.00000000 PA USD 488937.19000000 0.021955224546 Long DBT NUSS PA N 2 2061-08-11 Fixed 5.12500000 N N N N N N Republica del Peru 254900STKLK2DBJJZ530 715638DR0 4322000.00000000 PA USD 3557697.52000000 0.159754769157 Long DBT NUSS PE N 2 2121-07-28 Fixed 3.23000000 N N N N N N THAILAND BAHT N/A N/A 1.00000000 NC -30587.83000000 -0.00137351522 N/A DFE TH N 2 STANDARD BANK N/A 4987565.03000000 USD 167000136.06000000 THB 2021-12-15 -30587.83000000 N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 N/A 60597321.00000000 PA 3105604.73000000 0.139454004717 Long DBT NUSS ZA N 2 2044-01-31 Fixed 8.75000000 N N N N N N FEDERAL REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 N/A 2421000.00000000 PA USD 2152269.00000000 0.096645438609 Long DBT NUSS NG N 2 2038-02-23 Fixed 7.69600000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 N/A 54980000.00000000 PA 2478609.28000000 0.111299415178 Long DBT NUSS MX N 2 2042-11-13 Fixed 7.75000000 N N N N N N Emirate of Abu Dhabi 213800FER4348CINTA77 29135LAR1 764000.00000000 PA USD 759758.27000000 0.034116168211 Long DBT NUSS AE N 2 2051-09-15 Fixed 3.00000000 N N N N N N SOUTH AFRICAN RAND N/A N/A 1.00000000 NC -27230.35000000 -0.00122275102 N/A DFE ZA N 2 CITIGROUP GLOBAL MARKETS N/A 577630.92000000 USD 8834300.00000000 ZAR 2021-12-15 -27230.35000000 N N N Republica Federativa do Brasil 254900ZFY40OYEADAP90 105756CE8 2699000.00000000 PA USD 2472958.75000000 0.111045683906 Long DBT NUSS BR N 2 2031-09-12 Fixed 3.75000000 N N N N N N VEDANTA RESOURCES FINANCE II PLC 8945002DGA3BBXO3N634 92243XAD3 403000.00000000 PA USD 425249.63000000 0.019095399789 Long DBT NUSS IN N 2 2024-01-21 Fixed 13.87500000 N N N N N N SASOL FINANCING USA LLC 549300XRB1PFMESFEL85 80386WAB1 540000.00000000 PA USD 577260.00000000 0.025921270013 Long DBT CORP ZA N 2 2028-09-27 Fixed 6.50000000 N N N N N N EURO N/A N/A 1.00000000 NC -2697.46000000 -0.00012112668 N/A DFE XX N 2 GOLDMAN, SACHS & CO. N/A 3621401.00000000 PLN 771863.09000000 EUR 2022-01-21 -2697.46000000 N N N BRK: GOLDMAN SACHS N/A N/A 45932304.00000000 NC -49930.51000000 -0.00224207849 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2025-04-01 0.00000000 MXN 0.00000000 MXN -45932304.00000000 MXN -49930.51000000 N N N GOBIERNO DE LA REPUBLICA DE PANAMA 549300SHS4T08CL0LP14 698299BN3 6985000.00000000 PA USD 6510858.20000000 0.292363429693 Long DBT NUSS PA N 2 2032-09-29 Fixed 2.25200000 N N N N N N Ukraine 6354001WLTJXOMEXPY07 N/A 783000.00000000 PA USD 776344.50000000 0.034860955909 Long DBT NUSS UA N 2 2027-09-01 Fixed 7.75000000 N N N N N N MEXICAN PESO N/A N/A 1.00000000 NC -769149.75000000 -0.03453788301 N/A DFE MX N 2 CITIGROUP GLOBAL MARKETS N/A 11867652.52000000 USD 239146324.00000000 MXN 2021-12-15 -769149.75000000 N N N EURO N/A N/A 1.00000000 NC 74576.96000000 0.003348802128 N/A DFE XX N 2 GOLDMAN, SACHS & CO. N/A 544761432.00000000 HUF 1556708.08000000 EUR 2021-12-15 74576.96000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 1098.36000000 0.000049320732 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 883195.73000000 BRL 157087.98000000 USD 2021-12-13 1098.36000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -1229.12000000 -0.00005519237 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 4402192.92000000 PHP 86081.21000000 USD 2021-12-15 -1229.12000000 N N N State of Qatar 52990074F6OJOAXK4P65 74727PBD2 490000.00000000 PA USD 545458.20000000 0.024493242704 Long DBT NUSS QA N 2 2030-04-16 Fixed 3.75000000 N N N N N N BRAZILIAN REAL N/A N/A 1.00000000 NC -30033.11000000 -0.00134860609 N/A DFE BR N 2 J P MORGAN CHASE BANK N/A 2665302.78000000 USD 14885716.03000000 BRL 2021-12-02 -30033.11000000 N N N Qatar Energy 254900QTESJKJ3P87J26 74730DAC7 3650000.00000000 PA USD 3586709.00000000 0.161057500000 Long DBT NUSS QA N 2 2031-07-12 Fixed 2.25000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -3172.55000000 -0.00014246011 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 2985938.00000000 EUR 3357932.13000000 USD 2021-12-03 -3172.55000000 N N N MEXICAN PESO N/A N/A 1.00000000 NC -87418.62000000 -0.00392544373 N/A DFE MX N 2 J P MORGAN CHASE BANK N/A 2807999.88000000 USD 58622052.00000000 MXN 2021-12-15 -87418.62000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 3379.81000000 0.000151766911 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 1144881.40000000 EUR 1292109.26000000 USD 2021-12-03 3379.81000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -54312.95000000 -0.00243886748 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 179770970.33000000 PHP 3511151.76000000 USD 2021-12-15 -54312.95000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -11716.52000000 -0.00052611834 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 1889562629.00000000 UGX 507197.06000000 USD 2022-03-16 -11716.52000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 27260.57000000 0.001224108020 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 14885716.03000000 BRL 2609240.32000000 USD 2022-03-03 27260.57000000 N N N Republica de Colombia 549300MHDRBVRF6B9117 N/A 6202000000.00000000 PA 1497273.01000000 0.067233513454 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 108739.85000000 0.004882851770 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 16238414398.47000000 COP 4145837.01000000 USD 2022-01-11 108739.85000000 N N N Gobierno de Chile 549300FLZTJM5YJF8D34 168863BP2 1368000.00000000 PA USD 1453937.76000000 0.065287588366 Long DBT NUSS CL N 2 2042-10-30 Fixed 3.62500000 N N N N N N BELARUS, REPUBLIC OF (GOVERNMENT) 635400CVCOWYLHF4ZB08 N/A 767000.00000000 PA USD 623801.10000000 0.028011150518 Long DBT NUSS BY N 2 2031-02-24 Fixed 6.37800000 N N N N N N Republica Oriental del Uruguay 549300RDR012H2V82H43 917288BK7 6539194.00000000 PA USD 7521119.37000000 0.337728174474 Long DBT NUSS UY N 2 2031-01-23 Fixed 4.37500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 53296.60000000 0.002393229323 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 44868363.00000000 ZAR 2848715.86000000 USD 2021-12-15 53296.60000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -50936.39000000 -0.00228724650 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 100852520741.00000000 IDR 6979896.24000000 USD 2021-12-15 -50936.39000000 N N N BRK: J.P. MORGAN CHASE N/A N/A 4670532.00000000 NC -113004.09000000 -0.00507433310 N/A DIR XX N 2 BRK: J.P. MORGAN CHASE N/A Y 2025-01-02 0.00000000 BRL 0.00000000 BRL -4670532.00000000 BRL -113004.09000000 N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205AX2 615000.00000000 PA USD 565800.00000000 0.025406670432 Long DBT NUSS ZA N 2 2047-09-27 Fixed 5.65000000 N N N N N N Emirate of Sharjah N/A 38381CAC6 1257000.00000000 PA USD 1226995.41000000 0.055096974203 Long DBT NUSS AE N 2 2033-03-10 Fixed 3.62500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -5061.08000000 -0.00022726262 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 24492128.00000000 CNY 3832533.62000000 USD 2021-12-17 -5061.08000000 N N N ESKOM HOLDINGS SOC LIMITED 3789001900ED06F65111 N/A 371000.00000000 PA USD 357866.60000000 0.016069633731 Long DBT NUSS ZA N 2 2027-07-23 Fixed 4.31400000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -6748.61000000 -0.00030303943 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 3517614797.00000000 UGX 959262.28000000 USD 2022-03-16 -6748.61000000 N N N Joint Stock Company National Company KazMunayGas 2138001H1M69RFJCSH88 48667QAQ8 1295000.00000000 PA USD 1484090.72000000 0.066641576201 Long DBT NUSS KZ N 2 2030-04-24 Fixed 5.37500000 N N N N N N Republica de El Salvador 529900AKDMUSFSDOM949 283875AQ5 755000.00000000 PA USD 458662.50000000 0.020595770550 Long DBT NUSS SV N 2 2041-02-01 Fixed 7.62500000 N N N N N N Republic of Uganda 549300NF1DEFHG8XLQ11 N/A 13196900000.00000000 PA 4146484.46000000 0.186193644625 Long DBT NUSS UG N 2 2031-04-03 Fixed 17.00000000 N N N N N N Romania 315700IASY927EDWBK92 N/A 206000.00000000 PA 215339.82000000 0.009669614418 Long DBT NUSS RO N 2 2032-01-28 Fixed 2.00000000 N N N N N N Republic of Ghana 213800PP4399SNNXZ126 37443GAA9 984000.00000000 PA USD 836400.00000000 0.037557686726 Long DBT NUSS GH N 2 2027-03-26 Fixed 7.87500000 N N N N N N Kerajaan Malaysia 254900GSIL471JOBYY43 N/A 2000000.00000000 PA 500316.48000000 0.022466199928 Long DBT NUSS MY N 2 2028-10-31 Fixed 4.36900000 N N N N N N CHINESE YUAN RENMINBI N/A N/A 1.00000000 NC 23458.20000000 0.001053366483 N/A DFE CN N 2 STANDARD BANK N/A 4311827.25000000 USD 27662096.52000000 CNY 2021-12-15 23458.20000000 N N N BRK:MORGAN STANLEY N/A N/A 29718831.00000000 NC -12255.77000000 -0.00055033281 N/A DIR XX N 2 BRK:MORGAN STANLEY N/A Y 2026-11-08 0.00000000 PLN 0.00000000 PLN -29718831.00000000 PLN -12255.77000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 3303.62000000 0.000148345677 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 1161400.00000000 PEN 289272.46000000 USD 2021-12-15 3303.62000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 2149.56000000 0.000096523793 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 2331000.00000000 MYR 555224.73000000 USD 2021-12-15 2149.56000000 N N N SOUTH AFRICAN RAND N/A N/A 1.00000000 NC -71391.24000000 -0.00320575062 N/A DFE ZA N 2 J P MORGAN CHASE BANK N/A 1390756.40000000 USD 21176700.00000000 ZAR 2021-12-15 -71391.24000000 N N N EURO N/A N/A 1.00000000 NC -366918.07000000 -0.01647608073 N/A DFE XX N 2 GOLDMAN, SACHS & CO. N/A 7401991.32000000 USD 6249818.00000000 EUR 2021-12-03 -366918.07000000 N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 45947000000.00000000 PA 3422967.29000000 0.153704845949 Long DBT NUSS ID N 2 2032-08-15 Fixed 7.50000000 N N N N N N BRK: GOLDMAN SACHS N/A N/A 6203158.00000000 NC -120736.60000000 -0.00542155356 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2030-02-26 0.00000000 PLN 0.00000000 PLN -6203158.00000000 PLN -120736.60000000 N N N Republica de Honduras 5493002DW1JNBNG17615 P5178RAC2 479000.00000000 PA USD 501393.25000000 0.022514551183 Long DBT NUSS HN N 2 2027-01-19 Fixed 6.25000000 N N N N N N Republica del Ecuador 5299003Y2U5XK0A35H71 N/A 3020000.00000000 PA USD 1947900.00000000 0.087468457645 Long DBT NUSS EC N 2 2035-07-31 Fixed 1.00000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 N/A 74400000.00000000 PA 3508825.80000000 0.157560234545 Long DBT NUSS MX N 2 2031-05-29 Fixed 7.75000000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 3383000000.00000000 PA 248366.17000000 0.011152628893 Long DBT NUSS ID N 2 2038-05-15 Fixed 7.50000000 N N N N N N Republica de Costa Rica 549300S1EK2VN6XVJP58 P3699PGH4 670000.00000000 PA USD 632647.50000000 0.028408389064 Long DBT NUSS CR N 2 2044-04-04 Fixed 7.00000000 N N N N N N ROMANIAN LEU N/A N/A 1.00000000 NC -234.82000000 -0.00001054435 N/A DFE RO N 2 GOLDMAN, SACHS & CO. N/A 6684971.35000000 EUR 33577488.00000000 RON 2022-04-06 -234.82000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 20084.08000000 0.000901855075 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 4991000.00000000 ZAR 329653.71000000 USD 2022-01-18 20084.08000000 N N N BRK: CITIGROUP N/A N/A 95448993.00000000 NC -243101.06000000 -0.01091620451 N/A DIR XX N 2 BRK: CITIGROUP N/A Y 2026-07-12 0.00000000 CZK 0.00000000 CZK -95448993.00000000 CZK -243101.06000000 N N N EURO N/A N/A 1.00000000 NC -170372.74000000 -0.00765041367 N/A DFE XX N 2 GOLDMAN, SACHS & CO. N/A 5093408.51000000 USD 4371161.50000000 EUR 2021-12-15 -170372.74000000 N N N EURO N/A N/A 1.00000000 NC -26507.95000000 -0.00119031238 N/A DFE XX N 2 GOLDMAN, SACHS & CO. N/A 905844.55000000 USD 781185.00000000 EUR 2021-12-03 -26507.95000000 N N N Romania 315700IASY927EDWBK92 77586TAA4 746000.00000000 PA USD 753600.25000000 0.033839648620 Long DBT NUSS RO N 2 2022-02-07 Fixed 6.75000000 N N N N N N MEXICAN PESO N/A N/A 1.00000000 NC -54774.13000000 -0.00245957629 N/A DFE MX N 2 J P MORGAN CHASE BANK N/A 2034691.74000000 USD 42662513.00000000 MXN 2021-12-15 -54774.13000000 N N N Republika Srbija 254900W94OCY91V32O78 N/A 368000.00000000 PA USD 335345.89000000 0.015058364277 Long DBT NUSS RS N 2 2030-12-01 Fixed 2.12500000 N N N N N N YAPI VE KREDI BANKASI ANONIM SIRKETI B85ZYWEZ5IZCZ2WNIO12 984848AJ0 632000.00000000 PA USD 626944.00000000 0.028152279228 Long DBT NUSS TR N 2 2024-06-21 Fixed 5.85000000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 20302000000.00000000 PA 1424577.41000000 0.063969191872 Long DBT NUSS ID N 2 2033-05-15 Fixed 6.62500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -8305.04000000 -0.00037292932 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 1734997.12000000 PEN 418899.30000000 USD 2021-12-15 -8305.04000000 N N N Turkiye Cumhuriyeti 5493000PCHOG3B6S3Q85 900123DD9 532000.00000000 PA USD 488766.49000000 0.021947559437 Long DBT NUSS TR N 2 2033-09-20 Fixed 6.50000000 N N N N N N Romania 315700IASY927EDWBK92 N/A 935000.00000000 PA 1060376.00000000 0.047615099976 Long DBT NUSS RO N 2 2030-02-08 Fixed 2.50000000 N N N N N N EURO N/A N/A 1.00000000 NC 21931.15000000 0.000984795864 N/A DFE XX N 2 GOLDMAN, SACHS & CO. N/A 7187025.00000000 PLN 1561291.48000000 EUR 2021-12-15 21931.15000000 N N N Petroleos de Venezuela, S.A. 549300YWR8TN1OFD4P06 N/A 300000.00000000 PA USD 12750.00000000 0.000572525712 Long DBT NUSS VE N 2 2024-05-16 Fixed 6.00000000 Y N N N N N UKRANIAN HRYVNIA N/A N/A 1.00000000 NC 852.09000000 0.000038262230 N/A DFE UA N 2 STANDARD BANK N/A 1055356.42000000 USD 29338908.42000000 UAH 2022-02-16 852.09000000 N N N Gobierno de Chile 549300FLZTJM5YJF8D34 N/A 625000000.00000000 PA 563325.97000000 0.025295576645 Long DBT NUSS CL N 2 2033-10-01 Fixed 2.80000000 N N N N N N Powerchina Roadbridge Group (British Virgin Islands) Limited 54930030HB6G7DYU0727 N/A 423000.00000000 PA USD 421629.48000000 0.018932840655 Long DBT NUSS CN N 2 2170-10-01 Fixed 3.08000000 N N N N N N CHILEAN PESO N/A N/A 1.00000000 NC -115942.33000000 -0.00520627177 N/A DFE CL N 2 CITIGROUP GLOBAL MARKETS N/A 1523951.96000000 USD 1174433578.00000000 CLP 2021-12-15 -115942.33000000 N N N N/A N/A N/A 3595384.61000000 PA USD 3415615.38000000 0.153374715949 Long DBT NUSS AO N 2 2023-07-01 Floating 7.66087920 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCH3 826000.00000000 PA USD 794322.90000000 0.035668257577 Long DBT NUSS MX N 2 2028-02-12 Fixed 5.35000000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 3000000000.00000000 PA 218467.45000000 0.009810057445 Long DBT NUSS ID N 2 2030-09-15 Fixed 7.00000000 N N N N N N Magyarorszag 5299003F3UFKGCCMAP43 N/A 155240000.00000000 PA 400914.40000000 0.018002651170 Long DBT NUSS HU N 2 2038-10-27 Fixed 3.00000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 03846JW48 936000.00000000 PA USD 876142.80000000 0.039342296520 Long DBT NUSS EG N 2 2028-02-21 Fixed 6.58800000 N N N N N N KONDOR FINANCE PLC 213800PUC1T9GI6EIO63 N/A 970000.00000000 PA 991327.73000000 0.044514558018 Long DBT NUSS UA N 2 2024-07-19 Fixed 7.12500000 N N N N N N Ceska republika 3157007EFDLQABN47912 N/A 104490000.00000000 PA 4592669.30000000 0.206229118612 Long DBT NUSS CZ N 2 2028-08-25 Fixed 2.50000000 N N N N N N Magyarorszag 5299003F3UFKGCCMAP43 N/A 218030000.00000000 PA 606751.25000000 0.027245544438 Long DBT NUSS HU N 2 2030-08-21 Fixed 3.00000000 N N N N N N Magyarorszag 5299003F3UFKGCCMAP43 N/A 101050000.00000000 PA 302566.40000000 0.013586434798 Long DBT NUSS HU N 2 2024-06-26 Fixed 3.00000000 N N N N N N Gobierno de la Republica Dominicana 254900EHU7Q8FGVPI369 P3579ECE5 801000.00000000 PA USD 817028.01000000 0.036687807324 Long DBT NUSS DO N 2 2049-06-05 Fixed 6.40000000 N N N N N N PETROLEOS DEL PERU - PETROPERU S.A. 549300ZMGDLC9JT2OR80 716564AB5 1069000.00000000 PA USD 1043611.25000000 0.046862296020 Long DBT NUSS PE N 2 2047-06-19 Fixed 5.62500000 N N N N N N RUSSIA, FEDERATION OF (GOVERNMENT) 5493004EHVGF71PDBU58 N/A 52160000.00000000 PA 685824.45000000 0.030796245626 Long DBT NUSS RU N 2 2023-08-16 Fixed 7.00000000 N N N N N N UKRANIAN HRYVNIA N/A N/A 1.00000000 NC 286.72000000 0.000012874868 N/A DFE UA N 2 STANDARD BANK N/A 3280905.24000000 USD 91143547.69000000 UAH 2022-02-16 286.72000000 N N N AES PANAMA GENERATION HOLDINGS, S.R.L. N/A 00109AAB3 639000.00000000 PA USD 647792.64000000 0.029088466088 Long DBT NUSS PA N 2 2030-05-31 Fixed 4.37500000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 N/A 6959457.00000000 PA 380246.46000000 0.017074578459 Long DBT NUSS ZA N 2 2032-03-31 Fixed 8.25000000 N N N N N N PETROLEOS DEL PERU - PETROPERU S.A. 549300ZMGDLC9JT2OR80 P7808BAB3 620000.00000000 PA USD 605275.00000000 0.027179254941 Long DBT NUSS PE N 2 2047-06-19 Fixed 5.62500000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 195325CU7 3168000.00000000 PA USD 2902933.44000000 0.130353257684 Long DBT NUSS CO N 2 2045-06-15 Fixed 5.00000000 N N N N N N JBS Investments II GmbH 529900V1Q46CPWIWT649 46650CAB5 644000.00000000 PA USD 675427.20000000 0.030329367747 Long DBT CORP US N 2 2028-01-15 Fixed 5.75000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 U70577AS7 427000.00000000 PA USD 492847.67000000 0.022130820652 Long DBT NUSS MX N 2 2027-09-15 Fixed 9.50000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -5255.30000000 -0.00023598387 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 12640626301.00000000 IDR 877212.10000000 USD 2021-12-03 -5255.30000000 N N N RUSSIA, FEDERATION OF (GOVERNMENT) 5493004EHVGF71PDBU58 N/A 95220000.00000000 PA 1139253.99000000 0.051157035459 Long DBT NUSS RU N 2 2027-10-06 Fixed 6.00000000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 N/A 25746400000.00000000 PA 5786820.92000000 0.259851276010 Long DBT NUSS CO N 2 2028-04-28 Fixed 6.00000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 P7S08VBZ3 2038000.00000000 PA USD 2174342.20000000 0.097636613084 Long DBT NUSS MX N 2 2025-10-16 Fixed 6.87500000 N N N N N N ABU DHABI CRUDE OIL PIPELINE L.L.C. 549300DONDFW2383FV66 00401MAB2 1658000.00000000 PA USD 1932564.80000000 0.086779846170 Long DBT NUSS AE N 2 2047-11-02 Fixed 4.60000000 N N N N N N CHILEAN PESO N/A N/A 1.00000000 NC -3267.07000000 -0.00014670443 N/A DFE CL N 2 CITIGROUP GLOBAL MARKETS N/A 286578.47000000 USD 236312603.00000000 CLP 2021-12-15 -3267.07000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 402.61000000 0.000018078790 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 121701077.28000000 COP 30659.20000000 USD 2022-01-11 402.61000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 18578.30000000 0.000834239563 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 126676122.62000000 RUB 1716292.58000000 USD 2021-12-15 18578.30000000 N N N Dianjian International Finance Limited 549300UN39CUV8F5DI82 N/A 448000.00000000 PA USD 458955.68000000 0.020608935498 Long DBT NUSS CN N 2 2170-07-19 Fixed 4.60000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 843.06000000 0.000037856747 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 302423.85000000 BRL 53413.85000000 USD 2022-02-22 843.06000000 N N N Republica Federativa do Brasil 254900ZFY40OYEADAP90 105756CC2 2815000.00000000 PA USD 2647366.75000000 0.118877296803 Long DBT NUSS BR N 2 2030-06-12 Fixed 3.87500000 N N N N N N Azarbayjan Respublikasi 549300P74FF45UQVU281 N/A 2772000.00000000 PA USD 3015791.86000000 0.135421049629 Long DBT NUSS AZ N 2 2029-09-01 Fixed 5.12500000 N N N N N N Sultanate of Oman 549300SZ20F0QTKNQC75 68205LAS2 1758000.00000000 PA USD 1841505.00000000 0.082690898965 Long DBT NUSS OM N 2 2031-01-25 Fixed 6.25000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91086QAV0 859000.00000000 PA USD 1059224.31000000 0.047563384514 Long DBT NUSS MX N 2 2040-01-11 Fixed 6.05000000 N N N N N N Africa Finance Corporation 213800LXFHRRXIJRXW97 00830YAD3 2555000.00000000 PA USD 2511565.00000000 0.112779258085 Long DBT NUSS XX N 2 2028-04-28 Fixed 2.87500000 N N N N N N FEDERAL REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 65412JAK9 423000.00000000 PA USD 427458.42000000 0.019194583245 Long DBT NUSS NG N 2 2031-01-21 Fixed 8.74700000 N N N N N N Mong Duong Finance Holdings B.V. 549300995KGQFMWSV879 60935DAA3 1594000.00000000 PA USD 1538210.00000000 0.069071747129 Long DBT NUSS VN N 2 2029-05-07 Fixed 5.12500000 N N N N N N CNRC Capitale Limited 30030025YNG3SJ10O291 N/A 200000.00000000 PA USD 201374.62000000 0.009042521392 Long DBT NUSS CN N 2 2167-12-02 Fixed 3.90000000 N N N N N N BRK: GOLDMAN SACHS & CO. N/A N/A 2687914348.00000000 NC -359258.73000000 -0.01613214590 N/A DIR XX N 2 BRK: GOLDMAN SACHS & CO. N/A Y 2026-03-16 0.00000000 CLP 0.00000000 CLP -2687914348.00000000 CLP -359258.73000000 N N N BRAZILIAN REAL N/A N/A 1.00000000 NC -20022.07000000 -0.00089907057 N/A DFE BR N 2 J P MORGAN CHASE BANK N/A 1776868.52000000 USD 9923810.68000000 BRL 2021-12-02 -20022.07000000 N N N EURO N/A N/A 1.00000000 NC -142082.10000000 -0.00638005141 N/A DFE XX N 2 GOLDMAN, SACHS & CO. N/A 5514358.98000000 USD 4770042.50000000 EUR 2021-12-15 -142082.10000000 N N N STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 AV6441332 45231000000.00000000 PA 3552792.81000000 0.159534528170 Long DBT NUSS GB N 2 2029-05-18 Fixed 8.25000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -3222.08000000 -0.00014468420 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 12921237.00000000 CNY 2009673.66000000 USD 2022-02-22 -3222.08000000 N N N MEXICAN PESO N/A N/A 1.00000000 NC -42205.95000000 -0.00189521502 N/A DFE MX N 2 CITIGROUP GLOBAL MARKETS N/A 1717163.20000000 USD 36091343.00000000 MXN 2021-12-15 -42205.95000000 N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 N/A 26693800.00000000 PA 1203410.34000000 0.054037910752 Long DBT NUSS MX N 2 2042-11-13 Fixed 7.75000000 N N N N N N Romania 315700IASY927EDWBK92 N/A 4945000.00000000 PA 1056331.39000000 0.047433480900 Long DBT NUSS RO N 2 2028-01-26 Fixed 4.15000000 N N N N N N THE DEMOCRATIC SOCIALIST REPUBLIC OF SRI LANKA 254900HXCCIOHM74FA02 Y8137FAN8 1445000.00000000 PA USD 834140.70000000 0.037456235170 Long DBT NUSS LK N 2 2024-03-14 Fixed 6.85000000 N N N N N N Leader Goal International Limited N/A N/A 263000.00000000 PA USD 267491.81000000 0.012011446200 Long DBT NUSS CN N 2 2170-07-19 Fixed 4.25000000 N N N N N N PETROLEOS DEL PERU - PETROPERU S.A. 549300ZMGDLC9JT2OR80 716564AA7 791000.00000000 PA USD 808164.70000000 0.036289809452 Long DBT NUSS PE N 2 2032-06-19 Fixed 4.75000000 N N N N N N Financiera de Desarrollo Territorial S.A. 54930036EU95I2CWYJ76 31772MAA0 1408000000.00000000 PA 353726.55000000 0.015883729019 Long DBT NUSS CO N 2 2024-08-12 Fixed 7.87500000 N N N N N N INDONESIA RUPIAH N/A N/A 1.00000000 NC -55810.93000000 -0.00250613274 N/A DFE ID N 2 STANDARD CHARTERED BANK N/A 3591686.40000000 USD 50874442061.00000000 IDR 2022-01-19 -55810.93000000 N N N PERUVIAN INTI N/A N/A 1.00000000 NC 29071.54000000 0.001305427776 N/A DFE PE N 2 GOLDMAN, SACHS & CO. N/A 2302364.17000000 USD 9468617.00000000 PEN 2021-12-15 29071.54000000 N N N CHINALCO CAPITAL HOLDINGS LIMITED 5493003PX4GYVUD3CQ19 N/A 900000.00000000 PA USD 906750.00000000 0.040716681538 Long DBT NUSS CN N 2 2022-04-21 Fixed 4.25000000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 442000.00000000 PA 496897.18000000 0.022312659758 Long DBT NUSS ID N 2 2031-10-30 Fixed 1.40000000 N N N N N N THE REPUBLIC OF KENYA 549300VVURQQYU45PR87 N/A 1745000.00000000 PA USD 1717045.10000000 0.077102154424 Long DBT NUSS KE N 2 2048-02-28 Fixed 8.25000000 N N N N N N BELARUS, REPUBLIC OF (GOVERNMENT) 635400CVCOWYLHF4ZB08 N/A 215000.00000000 PA USD 176665.50000000 0.007932983625 Long DBT NUSS BY N 2 2030-02-28 Fixed 6.20000000 N N N N N N Emirate of Abu Dhabi 213800FER4348CINTA77 N/A 970000.00000000 PA USD 964614.56000000 0.043315030435 Long DBT NUSS AE N 2 2051-09-15 Fixed 3.00000000 N N N N N N RUSSIA, FEDERATION OF (GOVERNMENT) 5493004EHVGF71PDBU58 N/A 600000.00000000 PA USD 758358.00000000 0.034053290519 Long DBT NUSS RU N 2 2047-06-23 Fixed 5.25000000 N N N N N N ESKOM HOLDINGS SOC LIMITED 3789001900ED06F65111 S25221AV4 650000.00000000 PA USD 684125.00000000 0.030719933562 Long DBT NUSS ZA N 2 2028-08-10 Fixed 6.35000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 13611.33000000 0.000611202855 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 137268581.84000000 INR 1818427.98000000 USD 2022-03-16 13611.33000000 N N N Perusahaan Penerbit Surat Berharga Syariah Negara Indonesia III 254900G208H6Q0L5B953 71567RAD8 2251000.00000000 PA USD 2472115.73000000 0.111007828955 Long DBT NUSS ID N 2 2025-05-28 Fixed 4.32500000 N N N N N N Romania 315700IASY927EDWBK92 N/A 166000.00000000 PA 178496.43000000 0.008015199664 Long DBT NUSS RO N 2 2031-07-16 Fixed 2.12400000 N N N N N N Islamic Republic of Pakistan 529900LOP29R5WKHOD86 N/A 1858000.00000000 PA USD 1832467.36000000 0.082285072983 Long DBT NUSS PK N 2 2026-04-08 Fixed 6.00000000 N N N N N N The Hashemite Kingdom of Jordan 5493000JZ4MYPVMBVN50 N/A 756000.00000000 PA USD 730069.20000000 0.032783010882 Long DBT NUSS JO N 2 2047-10-10 Fixed 7.37500000 N N N N N N Rzeczpospolita Polska 259400R9L8QEP0TPXS31 857524AB8 2496000.00000000 PA USD 2529141.89000000 0.113568530357 Long DBT NUSS PL N 2 2022-03-23 Fixed 5.00000000 N N N N N N SOUTH AFRICAN RAND N/A N/A 1.00000000 NC -85357.65000000 -0.00383289798 N/A DFE ZA N 2 J P MORGAN CHASE BANK N/A 1535881.67000000 USD 23281888.10000000 ZAR 2021-12-15 -85357.65000000 N N N BRK: BNP PARIBAS SA N/A N/A 100000000.00000000 NC -5592.68000000 -0.00025113357 N/A DIR XX N 2 BRK: BNP PARIBAS SA N/A Y 2026-10-07 0.00000000 TWD 0.00000000 TWD -100000000.00000000 TWD -5592.68000000 N N N NEW RUSSIAN ROUBLE N/A N/A 1.00000000 NC -8496.42000000 -0.00038152305 N/A DFE RU N 2 MORGAN STANLEY & CO, INC N/A 967311.30000000 USD 71542634.00000000 RUB 2021-12-15 -8496.42000000 N N N Gobierno de la Republica Dominicana 254900EHU7Q8FGVPI369 P3579ECF2 5119000.00000000 PA USD 5093456.19000000 0.228716441820 Long DBT NUSS DO N 2 2030-01-30 Fixed 4.50000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 1903.62000000 0.000085480109 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 178925370.00000000 KZT 397611.93000000 USD 2022-04-20 1903.62000000 N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 N/A 51430000.00000000 PA 2408267.58000000 0.108140793069 Long DBT NUSS MX N 2 2027-06-03 Floating 7.49999880 N N N N N N Gobierno de la Republica Dominicana 254900EHU7Q8FGVPI369 P3579ECE5 750000.00000000 PA USD 765007.50000000 0.034351879517 Long DBT NUSS DO N 2 2049-06-05 Fixed 6.40000000 N N N N N N Gobierno de Chile 549300FLZTJM5YJF8D34 168863DS4 405000.00000000 PA USD 397904.40000000 0.017867490198 Long DBT NUSS CL N 2 2041-05-07 Fixed 3.10000000 N N N N N N United States of America N/A N/A 91.00000000 NC USD 11903937.50000000 0.534534140884 N/A DIR US N 1 GOLDMAN, SACHS & CO. N/A Long U.S. Treasury Futures US 10 Year Treasury Note Future (consolidated) Mar 2022 2022-03-25 11792612.94000000 USD 111324.56000000 N N N TURKISH LIRA N/A N/A 1.00000000 NC -744401.27000000 -0.03342657783 N/A DFE TR N 2 MORGAN STANLEY & CO, INC N/A 2622910.65000000 USD 25113058.00000000 TRY 2021-12-22 -744401.27000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 101455.67000000 0.004555763116 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 848097987.83000000 HUF 2714851.81000000 USD 2021-12-15 101455.67000000 N N N SOUTH AFRICAN RAND N/A N/A 1.00000000 NC -30166.49000000 -0.00135459538 N/A DFE ZA N 2 J P MORGAN CHASE BANK N/A 626793.03000000 USD 9576258.00000000 ZAR 2021-12-15 -30166.49000000 N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 28932000000.00000000 PA 2289713.53000000 0.102817244683 Long DBT NUSS ID N 2 2039-04-15 Fixed 8.37500000 N N N N N N CZECH REPUBLIC KORUNA N/A N/A 1.00000000 NC 13539.52000000 0.000607978300 N/A DFE CZ N 2 STATE STREET BANK N/A 4268708.95000000 EUR 108922324.00000000 CZK 2021-12-15 13539.52000000 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 BP0468739 40850000.00000000 PA 2565723.64000000 0.115211196434 Long DBT NUSS EG N 2 2022-01-11 Fixed 0.00000000 N N N N N N POLISH ZLOTY N/A N/A 1.00000000 NC -86245.59000000 -0.00387277002 N/A DFE PA N 2 J P MORGAN CHASE BANK N/A 2272655.64000000 USD 9085300.00000000 PLN 2022-02-14 -86245.59000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 7261.02000000 0.000326048678 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 1750541.00000000 PEN 438292.69000000 USD 2021-12-15 7261.02000000 N N N Blossom Joy Limited 300300LGCJ91O86HIU38 N/A 243000.00000000 PA USD 246482.45000000 0.011068042372 Long DBT NUSS CN N 2 2170-04-21 Fixed 3.10000000 N N N N N N MALAYSIAN RINGGIT N/A N/A 1.00000000 NC 526.66000000 0.000023649128 N/A DFE XX N 2 CITIGROUP GLOBAL MARKETS N/A 983948.19000000 USD 3517614797.00000000 UGX 2021-12-15 526.66000000 N N N JANUB GAZ DAHLIZI GAPALI SAHMDAR JAMIYYATI 213800DG58KG59XY6318 N/A 5977000.00000000 PA USD 6880136.65000000 0.308945500879 Long DBT NUSS AZ N 2 2026-03-24 Fixed 6.87500000 N N N N N N CONVERSION ADJUSTMENT N/A N/A 1.00000000 NS USD 0.00000000 0.000000 Long EC US N 2 N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 N/A 140081083.00000000 PA 7653662.60000000 0.343679892683 Long DBT NUSS ZA N 2 2032-03-31 Fixed 8.25000000 N N N N N N RUSSIA, FEDERATION OF (GOVERNMENT) 5493004EHVGF71PDBU58 N/A 690201700.00000000 PA 8677576.97000000 0.389657720448 Long DBT NUSS RU N 2 2028-01-19 Fixed 7.05000000 N N N N N N INDONESIA RUPIAH N/A N/A 1.00000000 NC -736.23000000 -0.00003305965 N/A DFE ID N 2 J P MORGAN CHASE BANK N/A 689288.77000000 USD 9876818780.00000000 IDR 2021-12-15 -736.23000000 N N N Ukraine 6354001WLTJXOMEXPY07 N/A 1790000.00000000 PA 1999725.90000000 0.089795646689 Long DBT NUSS UA N 2 2026-06-20 Fixed 6.75000000 N N N N N N Republica de Angola 549300QHR2R3J8JSGK83 035198AC4 590000.00000000 PA USD 535633.86000000 0.024052090762 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 2746.41000000 0.000123324732 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 4755407407.00000000 IDR 334769.97000000 USD 2021-12-01 2746.41000000 N N N RUSSIA, FEDERATION OF (GOVERNMENT) 5493004EHVGF71PDBU58 N/A 93986000.00000000 PA 1049787.53000000 0.047139635558 Long DBT NUSS RU N 2 2035-07-18 Fixed 6.10000000 N N N N N N RUSSIA, FEDERATION OF (GOVERNMENT) 5493004EHVGF71PDBU58 N/A 463192000.00000000 PA 5666378.24000000 0.254442920625 Long DBT NUSS RU N 2 2029-03-14 Fixed 6.70000000 N N N N N N INDONESIA RUPIAH N/A N/A 1.00000000 NC 541.64000000 0.000024321790 N/A DFE ID N 2 J P MORGAN CHASE BANK N/A 67074.05000000 USD 969220000.00000000 IDR 2021-12-09 541.64000000 N N N Ukraine 6354001WLTJXOMEXPY07 N/A 1218000.00000000 PA USD 1207647.00000000 0.054228153637 Long DBT NUSS UA N 2 2027-09-01 Fixed 7.75000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 17840.66000000 0.000801116594 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 14156709.67000000 UAH 536442.20000000 USD 2021-12-15 17840.66000000 N N N Ceska republika 3157007EFDLQABN47912 N/A 137070000.00000000 PA 5790968.07000000 0.260037499540 Long DBT NUSS CZ N 2 2025-02-14 Fixed 1.25000000 N N N N N N People's Republic of China 300300CHN201808MOF68 Y15025AA0 3830000.00000000 PA USD 3808437.10000000 0.171013973599 Long DBT NUSS CN N 2 2023-10-21 Fixed 0.40000000 N N N N N N RUSSIA, FEDERATION OF (GOVERNMENT) 5493004EHVGF71PDBU58 N/A 169856000.00000000 PA 2082767.68000000 0.093524552904 Long DBT NUSS RU N 2 2031-07-23 Fixed 6.90000000 N N N N N N RUSSIA, FEDERATION OF (GOVERNMENT) 5493004EHVGF71PDBU58 N/A 434864000.00000000 PA 5467337.78000000 0.245505212301 Long DBT NUSS RU N 2 2028-01-19 Fixed 7.05000000 N N N N N N RUSSIA, FEDERATION OF (GOVERNMENT) 5493004EHVGF71PDBU58 N/A 79697000.00000000 PA 977241.52000000 0.043882031162 Long DBT NUSS RU N 2 2031-07-23 Fixed 6.90000000 N N N N N N BRK: GOLDMAN SACHS N/A N/A 3800000000.00000000 NC 70730.47000000 0.003176079428 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2029-06-21 0.00000000 COP 0.00000000 COP -3800000000.00000000 COP 70730.47000000 N N N Republica de Guatemala 529900QKDFFU9UWW5315 401494AU3 739000.00000000 PA USD 729393.00000000 0.032752646813 Long DBT NUSS GT N 2 2041-10-07 Fixed 4.65000000 N N N N N N EURO N/A N/A 1.00000000 NC 7594.32000000 0.000341015173 N/A DFE XX N 2 GOLDMAN, SACHS & CO. N/A 508978761.00000000 HUF 1399331.26000000 EUR 2021-12-15 7594.32000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 35445.30000000 0.001591634951 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 37038264.00000000 THB 1135080.06000000 USD 2021-12-28 35445.30000000 N N N VEB FINANCE PUBLIC LIMITED COMPANY 635400KYY8E2NCZXJ191 91821XAD5 600000.00000000 PA USD 688500.00000000 0.030916388463 Long DBT NUSS RU N 2 2025-11-22 Fixed 6.80000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91087BAN0 527000.00000000 PA USD 479237.99000000 0.021519691888 Long DBT NUSS MX N 2 2061-05-24 Fixed 3.77100000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 2780000000.00000000 PA 220012.57000000 0.009879439478 Long DBT NUSS ID N 2 2039-04-15 Fixed 8.37500000 N N N N N N Republic of Zambia 213800DMLAZ6LGMMD849 N/A 26933000.00000000 PA 866817.31000000 0.038923544928 Long DBT NUSS ZM N 2 2031-01-25 Fixed 13.00000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -2381.89000000 -0.00010695633 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 796000.00000000 CNY 122498.85000000 USD 2021-12-06 -2381.89000000 N N N Corporacion Nacional del Cobre de Chile 549300UVMBCBCIPSUI70 21987BAZ1 390000.00000000 PA USD 393412.50000000 0.017665786022 Long DBT NUSS CL N 2 2029-09-30 Fixed 3.00000000 N N N N N N RUSSIA, FEDERATION OF (GOVERNMENT) 5493004EHVGF71PDBU58 N/A 22631000.00000000 PA 292259.94000000 0.013123633750 Long DBT NUSS RU N 2 2039-03-16 Fixed 7.70000000 N N N N N N NEW RUSSIAN ROUBLE N/A N/A 1.00000000 NC -16111.07000000 -0.00072345112 N/A DFE RU N 2 MORGAN STANLEY & CO, INC N/A 1135229.01000000 USD 83503757.00000000 RUB 2021-12-15 -16111.07000000 N N N BRK: MORGAN STANLEY & CO INTERNATIONAL N/A N/A 310000000.00000000 NC 8424.06000000 0.000378273800 N/A DIR XX N 2 BRK: MORGAN STANLEY & CO INTERNATIONAL N/A Y 2026-08-27 0.00000000 INR 0.00000000 INR -310000000.00000000 INR 8424.06000000 N N N BRK: GOLDMAN SACHS N/A N/A 12439041.00000000 NC -257272.37000000 -0.01155255269 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2024-01-02 0.00000000 BRL 0.00000000 BRL -12439041.00000000 BRL -257272.37000000 N N N EURO N/A N/A 1.00000000 NC -72186.34000000 -0.00324145378 N/A DFE XX N 2 GOLDMAN, SACHS & CO. N/A 2758324.78000000 USD 2385021.25000000 EUR 2021-12-15 -72186.34000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 99052.81000000 0.004447865145 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 3269555.08000000 EUR 3779409.50000000 USD 2021-12-03 99052.81000000 N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCT7 534000.00000000 PA USD 535869.00000000 0.024062649483 Long DBT NUSS MX N 2 2030-01-23 Fixed 6.84000000 N N N N N N Kingdom of Saudi Arabia 635400FMICXSM3SI3H65 80413TAT6 2995000.00000000 PA USD 3185032.75000000 0.143020638734 Long DBT NUSS SA N 2 2030-10-22 Fixed 3.25000000 N N N N N N Turkiye Cumhuriyeti 5493000PCHOG3B6S3Q85 900123DB3 2048000.00000000 PA USD 1915768.83000000 0.086025640312 Long DBT NUSS TR N 2 2026-01-26 Fixed 4.75000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 38889.59000000 0.001746297271 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 30511429.78000000 UAH 1156612.20000000 USD 2021-12-15 38889.59000000 N N N MEXICAN PESO N/A N/A 1.00000000 NC -60063.57000000 -0.00269709319 N/A DFE MX N 2 CITIGROUP GLOBAL MARKETS N/A 1715454.53000000 USD 35669736.00000000 MXN 2021-12-15 -60063.57000000 N N N Republica Federativa do Brasil 254900ZFY40OYEADAP90 EK0169285 15887000.00000000 PA 2711346.80000000 0.121750255524 Long DBT NUSS BR N 2 2025-01-01 Fixed 10.00000000 N N N N N N INDONESIA RUPIAH N/A N/A 1.00000000 NC 2505.27000000 0.000112496587 N/A DFE ID N 2 J P MORGAN CHASE BANK N/A 2050389.58000000 USD 29402586540.00000000 IDR 2021-12-01 2505.27000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 643865.14000000 0.028912105717 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 24571605.50000000 TRY 2486274.83000000 USD 2021-12-15 643865.14000000 N N N BRK: GOLDMAN SACHS N/A N/A 8539945.00000000 NC -83345.64000000 -0.00374255073 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2023-01-02 0.00000000 BRL 0.00000000 BRL -8539945.00000000 BRL -83345.64000000 N N N GOBIERNO DE LA REPUBLICA DE PANAMA 549300SHS4T08CL0LP14 698299BH6 3186000.00000000 PA USD 3431608.74000000 0.154092881425 Long DBT NUSS PA N 2 2050-04-16 Fixed 4.50000000 N N N N N N Republica de El Salvador 529900AKDMUSFSDOM949 P01012AR7 1285000.00000000 PA USD 780637.50000000 0.035053728684 Long DBT NUSS SV N 2 2041-02-01 Fixed 7.62500000 N N N N N N MDGH GMTN (RSC) LTD 213800WRY6FRL9IXLT77 N/A 338000.00000000 PA USD 389665.33000000 0.017497523185 Long DBT NUSS AE N 2 2050-05-21 Fixed 3.95000000 N N N N N N SOUTH AFRICAN RAND N/A N/A 1.00000000 NC -78006.98000000 -0.00350282366 N/A DFE ZA N 2 J P MORGAN CHASE BANK N/A 1569666.28000000 USD 23942137.00000000 ZAR 2021-12-15 -78006.98000000 N N N Republica del Peru 254900STKLK2DBJJZ530 N/A 3899000.00000000 PA 1029058.67000000 0.046208827296 Long DBT NUSS PE N 2 2031-08-12 Fixed 6.95000000 N N N N N N CEMEX, Sociedad Anonima Bursatil de Capital Variable 549300RIG2CXWN6IV731 151290BZ5 782000.00000000 PA USD 761128.42000000 0.034177693396 Long DBT NUSS MX N 2 2031-07-11 Fixed 3.87500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 124350.86000000 0.005583848211 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 212152362.40000000 RUB 2967618.31000000 USD 2021-12-15 124350.86000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 7308.83000000 0.000328195537 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 24395596.54000000 THB 731589.89000000 USD 2022-03-16 7308.83000000 N N N Republica del Ecuador 5299003Y2U5XK0A35H71 N/A 158736.00000000 PA USD 87306.39000000 0.003920404166 Long DBT NUSS EC N 2 2030-07-31 Fixed 0.00000000 N N N N N N Republic of the Philippines 529900RAHBALMYIJ3T08 718286CC9 693000.00000000 PA USD 735190.08000000 0.033012958762 Long DBT NUSS PH N 2 2028-02-01 Fixed 3.00000000 N N N N N N BRK: GOLDMAN SACHS N/A N/A 45683100.00000000 NC 8960.54000000 0.000402363885 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2022-07-07 19.99000000 MXN 0.00000000 MXN -45683100.00000000 MXN 8940.55000000 N N N Republica de Colombia 549300MHDRBVRF6B9117 195325DX0 3318000.00000000 PA USD 2515110.36000000 0.112938458851 Long DBT NUSS CO N 2 2061-02-15 Fixed 3.87500000 N N N N N N Romania 315700IASY927EDWBK92 N/A 2725000.00000000 PA 616202.32000000 0.027669935072 Long DBT NUSS RO N 2 2026-04-22 Fixed 4.85000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 42962.90000000 0.001929205092 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 44334896.15000000 CZK 2005341.69000000 USD 2021-12-15 42962.90000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 95493.31000000 0.004288029437 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 11415668.00000000 PLN 2853667.30000000 USD 2021-12-15 95493.31000000 N N N TURKIYE CUMHURIYETI ZIRAAT BANKASI ANONIM SIRKETI 213800K5KTZFSUS8MR51 90015JAA0 561000.00000000 PA USD 562211.76000000 0.025245544184 Long DBT NUSS TR N 2 2022-05-03 Fixed 5.12500000 N N N N N N The Government of Belize 529900096070LUHXVI62 N/A 1612727.67000000 PA USD 831361.11000000 0.037331420523 Long DBT NUSS BL N 2 2038-02-20 Fixed 5.00000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDD1 2240000.00000000 PA USD 2020704.00000000 0.090737646818 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 -13379.54000000 -0.00060079456 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 3624209185.00000000 UGX 981904.41000000 USD 2022-03-16 -13379.54000000 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 03846JW89 197000.00000000 PA USD 167548.50000000 0.007523594063 Long DBT NUSS EG N 2 2049-03-01 Fixed 8.70020000 N N N N N N Kerajaan Malaysia 254900GSIL471JOBYY43 N/A 7247000.00000000 PA 1742421.45000000 0.078241653472 Long DBT NUSS MY N 2 2027-05-31 Fixed 3.50200000 N N N N N N Republica de El Salvador 529900AKDMUSFSDOM949 P01012CC8 4635000.00000000 PA USD 3128671.35000000 0.140489787701 Long DBT NUSS SV N 2 2052-07-15 Fixed 9.50000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 18173.72000000 0.000816072312 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 9923810.68000000 BRL 1739493.55000000 USD 2022-03-03 18173.72000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC 12420.91000000 0.000557748262 N/A DFE ZM N 2 STANDARD BANK N/A 246264.22000000 USD 4765212.61000000 ZMW 2022-02-16 12420.91000000 N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 19679000000.00000000 PA 1474293.38000000 0.066201636667 Long DBT NUSS ID N 2 2027-05-15 Fixed 7.00000000 N N N N N N Kingdom of Saudi Arabia 635400FMICXSM3SI3H65 N/A 1914000.00000000 PA USD 1891989.00000000 0.084957831362 Long DBT NUSS SA N 2 2061-02-02 Fixed 3.45000000 N N N N N N ENN Clean Energy International Investment Limited 3003009YZ3S5V395NR77 268733AA0 308000.00000000 PA USD 305753.01000000 0.013729526261 Long DBT NUSS CN N 2 2026-05-12 Fixed 3.37500000 N N N N N N BRK: BNP PARIBAS SA N/A N/A 102000000.00000000 NC -29178.88000000 -0.00131024776 N/A DIR XX N 2 BRK: BNP PARIBAS SA N/A Y 2026-10-26 0.00000000 TWD 0.00000000 TWD -102000000.00000000 TWD -29178.88000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 7135.44000000 0.000320409636 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 784744.00000000 EUR 890478.21000000 USD 2021-12-03 7135.44000000 N N N SASOL FINANCING USA LLC 549300XRB1PFMESFEL85 80386WAA3 661000.00000000 PA USD 681160.50000000 0.030586815721 Long DBT CORP ZA N 2 2024-03-27 Fixed 5.87500000 N N N N N N Republic of Uganda 549300NF1DEFHG8XLQ11 V3843WBJ8 2046100000.00000000 PA 624871.26000000 0.028059204958 Long DBT NUSS UG N 2 2032-03-04 Fixed 16.37500000 N N N N N N RUSSIA, FEDERATION OF (GOVERNMENT) 5493004EHVGF71PDBU58 N/A 127961000.00000000 PA 1547978.66000000 0.069510398818 Long DBT NUSS RU N 2 2036-07-30 Fixed 7.00000000 N N N N N N THE DEMOCRATIC SOCIALIST REPUBLIC OF SRI LANKA 254900HXCCIOHM74FA02 Y8137FAL2 294000.00000000 PA USD 160688.64000000 0.007215559064 Long DBT NUSS LK N 2 2028-04-18 Fixed 6.75000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 109491.41000000 0.004916599803 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 3066824.00000000 EUR 3567491.61000000 USD 2022-01-19 109491.41000000 N N N EURO N/A N/A 1.00000000 NC 2578.00000000 0.000115762453 N/A DFE XX N 2 GOLDMAN, SACHS & CO. N/A 459864.36000000 USD 410000.00000000 EUR 2022-02-03 2578.00000000 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 1260000.00000000 PA 1257929.36000000 0.056486031595 Long DBT NUSS EG N 2 2031-04-11 Fixed 6.37500000 N N N N N N BRK: J.P. MORGAN CHASE N/A N/A 34427000.00000000 NC -32916.78000000 -0.00147809434 N/A DIR XX N 2 BRK: J.P. MORGAN CHASE N/A Y 2022-01-03 0.00000000 BRL 0.00000000 BRL -34427000.00000000 BRL -32916.78000000 N N N TURKISH LIRA N/A N/A 1.00000000 NC -494775.06000000 -0.02221736812 N/A DFE TR N 2 BARCLAYS CAPITAL INC. N/A 1774705.00000000 USD 17070000.00000000 TRY 2021-12-15 -494775.06000000 N N N Kerajaan Malaysia 254900GSIL471JOBYY43 N/A 12436000.00000000 PA 3005693.94000000 0.134967612857 Long DBT NUSS MY N 2 2028-06-15 Fixed 3.73300000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 772.72000000 0.000034698201 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 5457718639.00000000 IDR 380116.91000000 USD 2022-01-18 772.72000000 N N N Republic of Ghana 213800PP4399SNNXZ126 37443GAH4 1128000.00000000 PA USD 856738.56000000 0.038470968965 Long DBT NUSS GH N 2 2035-02-11 Fixed 7.87500000 N N N N N N Republic of the Philippines 529900RAHBALMYIJ3T08 718286CL9 1073000.00000000 PA USD 987129.40000000 0.044326036302 Long DBT NUSS PH N 2 2045-12-10 Fixed 2.65000000 N N N N N N EURO N/A N/A 1.00000000 NC -90295.00000000 -0.00405460464 N/A DFE XX N 2 GOLDMAN, SACHS & CO. N/A 2688033.29000000 USD 2306530.79000000 EUR 2021-12-15 -90295.00000000 N N N Republica Bolivariana de Venezuela 529900XM8PJTJK5OJI77 922646AS3 3400000.00000000 PA USD 323000.00000000 0.014503984711 Long DBT NUSS VE N 2 2027-09-15 Fixed 9.25000000 Y N N N N N Republic of Ghana 213800PP4399SNNXZ126 N/A 403000.00000000 PA USD 306086.56000000 0.013744503983 Long DBT NUSS GH N 2 2035-02-11 Fixed 7.87500000 N N N N N N AZARBAYJAN RESPUBLIKASI DOVLAT NEFT SHIRKATI 2549002HARR1VE257O76 N/A 229000.00000000 PA USD 236404.94000000 0.010615522091 Long DBT NUSS AZ N 2 2023-03-13 Fixed 4.75000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 320000.00000000 PA 338989.22000000 0.015221964285 Long DBT NUSS EG N 2 2026-04-16 Fixed 4.75000000 N N N N N N BRAZILIAN REAL N/A N/A 1.00000000 NC -6404.41000000 -0.00028758348 N/A DFE BR N 2 J P MORGAN CHASE BANK N/A 196976.89000000 USD 1079000.00000000 BRL 2021-12-13 -6404.41000000 N N N Republic of Ghana 213800PP4399SNNXZ126 N/A 1986000.00000000 PA USD 1633087.80000000 0.073332137720 Long DBT NUSS GH N 2 2027-02-11 Fixed 6.37500000 N N N N N N Republic of Zambia 213800DMLAZ6LGMMD849 N/A 2417000.00000000 PA USD 1773932.98000000 0.079656646504 Long DBT NUSS ZM N 2 2022-09-20 Fixed 5.37500000 Y N N N N N NEW RUSSIAN ROUBLE N/A N/A 1.00000000 NC -182090.80000000 -0.00817660117 N/A DFE RU N 2 MORGAN STANLEY & CO, INC N/A 2979117.31000000 USD 208702063.00000000 RUB 2021-12-15 -182090.80000000 N N N Kerajaan Malaysia 254900GSIL471JOBYY43 N/A 950000.00000000 PA 250332.45000000 0.011240922685 Long DBT NUSS MY N 2 2028-09-15 Fixed 5.24800000 N N N N N N Islamic Republic of Pakistan 529900LOP29R5WKHOD86 N/A 1777000.00000000 PA USD 1718359.00000000 0.077161153760 Long DBT NUSS PK N 2 2031-04-08 Fixed 7.37500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -2313.55000000 -0.00010388759 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 123539226.00000000 RUB 1653360.02000000 USD 2021-12-15 -2313.55000000 N N N Republica de Colombia 549300MHDRBVRF6B9117 195325DS1 2194000.00000000 PA USD 1962993.74000000 0.088146226605 Long DBT NUSS CO N 2 2031-04-15 Fixed 3.12500000 N N N N N N 1MDB Global Investments Limited N/A N/A 4600000.00000000 PA USD 4604472.86000000 0.206759145404 Long DBT NUSS MY N 2 2023-03-09 Fixed 4.40000000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 30000000000.00000000 PA 2211904.35000000 0.099323303020 Long DBT NUSS ID N 2 2025-06-15 Fixed 6.50000000 N N N N N N Romania 315700IASY927EDWBK92 N/A 800000.00000000 PA 818873.96000000 0.036770697821 Long DBT NUSS RO N 2 2033-04-14 Fixed 2.00000000 N N N N N N TURKISH LIRA N/A N/A 1.00000000 NC -359183.75000000 -0.01612877900 N/A DFE TR N 2 BARCLAYS CAPITAL INC. N/A 1108851.71000000 USD 9998072.35000000 TRY 2021-12-15 -359183.75000000 N N N CEMEX, Sociedad Anonima Bursatil de Capital Variable 549300RIG2CXWN6IV731 151290CA9 277000.00000000 PA USD 281330.90000000 0.012632876385 Long DBT NUSS MX N 2 2170-09-08 Fixed 5.12500000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 N/A 132620300.00000000 PA 6300752.53000000 0.282928849428 Long DBT NUSS MX N 2 2023-12-07 Fixed 8.00000000 N N N N N N Republica del Peru 254900STKLK2DBJJZ530 N/A 4195000.00000000 PA 1034320.48000000 0.046445103494 Long DBT NUSS PE N 2 2032-08-12 Fixed 6.15000000 N N N N N N PT Indonesia Asahan Aluminium (Persero) 2549008P48EB9SN2OI80 74445PAC6 593000.00000000 PA USD 708943.36000000 0.031834376639 Long DBT NUSS ID N 2 2028-11-15 Fixed 6.53000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -24139.25000000 -0.00108394833 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 2538394230.00000000 UGX 672957.11000000 USD 2022-03-16 -24139.25000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 11840.05000000 0.000531665338 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 37826000.00000000 RUB 518169.85000000 USD 2021-12-20 11840.05000000 N N N Islamic Republic of Pakistan 529900LOP29R5WKHOD86 Y8793YAL6 285000.00000000 PA USD 271462.50000000 0.012189745974 Long DBT NUSS PK N 2 2036-03-31 Fixed 7.87500000 N N N N N N BRK: GOLDMAN SACHS N/A N/A 185140722.00000000 NC -195257.91000000 -0.00876785678 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2024-02-22 0.00000000 MXN 0.00000000 MXN -185140722.00000000 MXN -195257.91000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -3207.79000000 -0.00014404252 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 12591197.39000000 UAH 447289.43000000 USD 2022-03-16 -3207.79000000 N N N 1MDB Global Investments Limited N/A N/A 6000000.00000000 PA USD 6005834.16000000 0.269685841597 Long DBT NUSS MY N 2 2023-03-09 Fixed 4.40000000 N N N N N N MEXICAN PESO N/A N/A 1.00000000 NC -86942.72000000 -0.00390407393 N/A DFE MX N 2 CITIGROUP GLOBAL MARKETS N/A 2114108.94000000 USD 43680608.00000000 MXN 2021-12-15 -86942.72000000 N N N Gobierno de la Republica Dominicana 254900EHU7Q8FGVPI369 P3579EBV8 916000.00000000 PA USD 1008983.16000000 0.045307357048 Long DBT NUSS DO N 2 2027-01-25 Fixed 5.95000000 N N N N N N BRK: GOLDMAN SACHS INTERNATIONAL N/A N/A 463175295.00000000 NC 39130.41000000 0.001757111047 N/A DIR XX N 2 BRK: GOLDMAN SACHS INTERNATIONAL N/A Y 2031-11-11 0.00000000 HUF 0.00000000 HUF -463175295.00000000 HUF 39130.41000000 N N N ROMANIAN LEU N/A N/A 1.00000000 NC 264.23000000 0.000011864977 N/A DFE RO N 2 GOLDMAN, SACHS & CO. N/A 177489.46000000 EUR 904465.00000000 RON 2022-06-30 264.23000000 N N N Poinsettia Finance Limited S.a r.l. N/A G7150PAA8 6689733.75000000 PA USD 6638529.46000000 0.298096377071 Long DBT NUSS MX N 2 2031-06-17 Fixed 6.62500000 N N N N N N Republica del Peru 254900STKLK2DBJJZ530 N/A 3208000.00000000 PA 3408694.09000000 0.153063922499 Long DBT NUSS PE N 2 2033-03-11 Fixed 1.25000000 N N N N N N Sultanate of Oman 549300SZ20F0QTKNQC75 N/A 5564000.00000000 PA USD 6093136.40000000 0.273606059412 Long DBT NUSS OM N 2 2027-10-28 Fixed 6.75000000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 N/A 7481800000.00000000 PA 1862842.56000000 0.083649040278 Long DBT NUSS CO N 2 2026-08-26 Fixed 7.50000000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 N/A 31679500000.00000000 PA 7204147.69000000 0.323494885308 Long DBT NUSS CO N 2 2031-03-26 Fixed 7.00000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 72224.24000000 0.003243155643 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 5539092153.87000000 COP 1452743.26000000 USD 2021-12-15 72224.24000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 171.87000000 0.000007717646 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 326546098.00000000 IDR 22968.71000000 USD 2021-12-03 171.87000000 N N N Government of Mongolia 254900PW61ADCBDCLP71 Y6142NAF5 820000.00000000 PA USD 774384.33000000 0.034772936480 Long DBT NUSS MN N 2 2027-07-07 Fixed 3.50000000 N N N N N N BANCO NACIONAL DE PANAMA 529900H2Q7WMDKKIW109 059626AC5 840000.00000000 PA USD 783468.00000000 0.035180829392 Long DBT NUSS PA N 2 2030-08-11 Fixed 2.50000000 N N N N N N UKRANIAN HRYVNIA N/A N/A 1.00000000 NC 82455.30000000 0.003702570930 N/A DFE UA N 2 GOLDMAN, SACHS & CO. N/A 1841678.37000000 USD 52543084.00000000 UAH 2021-12-16 82455.30000000 N N N Republic of Ghana 213800PP4399SNNXZ126 37443GAL5 450000.00000000 PA USD 364581.00000000 0.016371136997 Long DBT NUSS GH N 2 2029-04-07 Fixed 7.75000000 N N N N N N Bank of Israel M8LYVLF5DOB9X0LZOW72 N/A 12000000.00000000 PA 3810261.37000000 0.171095890578 Long DBT NUSS IL N 2 2022-02-02 Fixed 0.00000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 129144.89000000 0.005799119226 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 119243938.00000000 CZK 5407194.36000000 USD 2021-12-15 129144.89000000 N N N Republica de Colombia 549300MHDRBVRF6B9117 N/A 30577500000.00000000 PA 7613284.02000000 0.341866733838 Long DBT NUSS CO N 2 2026-08-26 Fixed 7.50000000 N N N N N N POLISH ZLOTY N/A N/A 1.00000000 NC -36486.34000000 -0.00163838178 N/A DFE PA N 2 J P MORGAN CHASE BANK N/A 1516167.38000000 EUR 6940179.00000000 PLN 2022-01-21 -36486.34000000 N N N RUSSIA, FEDERATION OF (GOVERNMENT) 5493004EHVGF71PDBU58 N/A 106806000.00000000 PA 1410438.70000000 0.063334307557 Long DBT NUSS RU N 2 2026-10-07 Fixed 7.95000000 N N N N N N EURO N/A N/A 1.00000000 NC -32625.52000000 -0.00146501561 N/A DFE XX N 2 GOLDMAN, SACHS & CO. N/A 1799886.26000000 USD 1569999.00000000 EUR 2021-12-03 -32625.52000000 N N N Kerajaan Malaysia 254900GSIL471JOBYY43 N/A 11428000.00000000 PA 2807522.50000000 0.126068926987 Long DBT NUSS MY N 2 2024-09-30 Fixed 4.05900000 N N N N N N EURO N/A N/A 1.00000000 NC -48057.92000000 -0.00215799175 N/A DFE XX N 2 GOLDMAN, SACHS & CO. N/A 1451123.12000000 USD 1245781.03000000 EUR 2021-12-15 -48057.92000000 N N N CHINESE YUAN RENMINBI N/A N/A 1.00000000 NC 745.23000000 0.000033463791 N/A DFE CN N 2 J P MORGAN CHASE BANK N/A 176023.89000000 USD 1127000.00000000 CNY 2021-12-08 745.23000000 N N N BRK: GOLDMAN SACHS N/A N/A 6000000.00000000 NC 941.64000000 0.000042283381 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2022-01-21 0.00000000 MXN 0.00000000 MXN -6000000.00000000 MXN 941.64000000 N N N Kerajaan Malaysia 254900GSIL471JOBYY43 N/A 1000000.00000000 PA 263507.84000000 0.011832550101 Long DBT NUSS MY N 2 2028-09-15 Fixed 5.24800000 N N N N N N Republica del Ecuador 5299003Y2U5XK0A35H71 N/A 2289000.00000000 PA USD 1304730.00000000 0.058587566478 Long DBT NUSS EC N 2 2040-07-31 Fixed 0.50000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 N/A 49194182.00000000 PA 2616024.46000000 0.117469903320 Long DBT NUSS ZA N 2 2040-01-31 Fixed 9.00000000 N N N N N N CHILEAN PESO N/A N/A 1.00000000 NC -17230.45000000 -0.00077371573 N/A DFE CL N 2 MORGAN STANLEY & CO, INC N/A 1719342.05000000 USD 1419746700.00000000 CLP 2021-12-15 -17230.45000000 N N N Romania 315700IASY927EDWBK92 N/A 566000.00000000 PA 565821.62000000 0.025407641256 Long DBT NUSS RO N 2 2041-04-14 Fixed 2.75000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -143.95000000 -0.00000646392 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 1689353000.00000000 IDR 117807.04000000 USD 2021-12-01 -143.95000000 N N N Republica del Peru 254900STKLK2DBJJZ530 N/A 21132000.00000000 PA 5210312.35000000 0.233963748192 Long DBT NUSS PE N 2 2032-08-12 Fixed 6.15000000 N N N N N N NBK Tier 1 Financing (2) Limited N/A 62878WAA6 693000.00000000 PA USD 709424.10000000 0.031855963778 Long DBT NUSS KW N 2 2170-05-27 Fixed 4.50000000 N N N N N N BRK: GOLDMAN SACHS INTERNATIONAL N/A N/A 28821643.00000000 NC -9973.76000000 -0.00044786149 N/A DIR XX N 2 BRK: GOLDMAN SACHS INTERNATIONAL N/A Y 2031-11-10 0.00000000 MXN 0.00000000 MXN -28821643.00000000 MXN -9973.76000000 N N N Ukraine 6354001WLTJXOMEXPY07 903724AT9 409000.00000000 PA USD 409515.34000000 0.018388867586 Long DBT NUSS UA N 2 2026-09-01 Fixed 7.75000000 N N N N N N Republica del Ecuador 5299003Y2U5XK0A35H71 N/A 2101835.00000000 PA USD 1156030.27000000 0.051910357157 Long DBT NUSS EC N 2 2030-07-31 Fixed 0.00000000 N N N N N N INDONESIA RUPIAH N/A N/A 1.00000000 NC -7947.14000000 -0.00035685819 N/A DFE ID N 2 STANDARD CHARTERED BANK N/A 1377796.42000000 USD 19742444900.00000000 IDR 2022-02-09 -7947.14000000 N N N Bundesrepublik Deutschland N/A N/A -110.00000000 NC -21342045.43000000 -0.95834272639 N/A DIR DE N 1 GOLDMAN, SACHS & CO. N/A Short Germany Govt. Bond Futures Euro-Bund Future Dec 2021 2021-12-11 -22279986.26000000 EUR 937940.83000000 N N N The Commonwealth of The Bahamas 549300W13SXC7EKNJC20 P06518AG2 299000.00000000 PA USD 264094.74000000 0.011858904245 Long DBT NUSS BS N 2 2028-11-21 Fixed 6.00000000 N N N N N N PERUVIAN INTI N/A N/A 1.00000000 NC -4364.75000000 -0.00019599463 N/A DFE PE N 2 STANDARD BANK N/A 919345.60000000 USD 3715994.90000000 PEN 2021-12-15 -4364.75000000 N N N INDONESIA RUPIAH N/A N/A 1.00000000 NC 488.35000000 0.000021928857 N/A DFE ID N 2 J P MORGAN CHASE BANK N/A 912244.09000000 USD 13092527221.00000000 IDR 2021-12-15 488.35000000 N N N PETROLEOS DEL PERU - PETROPERU S.A. 549300ZMGDLC9JT2OR80 P7808BAA5 1799000.00000000 PA USD 1838038.30000000 0.082535230347 Long DBT NUSS PE N 2 2032-06-19 Fixed 4.75000000 N N N N N N HUNGARIAN FORINT N/A N/A 1.00000000 NC -17475.95000000 -0.00078473966 N/A DFE HU N 2 J P MORGAN CHASE BANK N/A 424847.47000000 USD 132200000.00000000 HUF 2021-12-15 -17475.95000000 N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 40113000000.00000000 PA 2856712.17000000 0.128277738819 Long DBT NUSS ID N 2 2032-04-15 Fixed 6.37500000 N N N N N N Turkiye Cumhuriyeti 5493000PCHOG3B6S3Q85 N/A 29320554.00000000 PA 1445297.78000000 0.064899618899 Long DBT NUSS TR N 2 2030-11-13 Fixed 11.70000000 N N N N N N Petroleos de Venezuela, S.A. 549300YWR8TN1OFD4P06 N/A 1279000.00000000 PA USD 54357.50000000 0.002440867953 Long DBT NUSS VE N 2 2027-04-12 Fixed 5.37500000 Y N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 N/A 27179000.00000000 PA 1390884.01000000 0.062456224199 Long DBT NUSS ZA N 2 2031-02-28 Fixed 7.00000000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 455780CQ7 5217000.00000000 PA USD 5378472.62000000 0.241514813161 Long DBT NUSS ID N 2 2030-02-14 Fixed 2.85000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 26943.46000000 0.001209868519 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 2290645224.00000000 COP 597845.55000000 USD 2021-12-15 26943.46000000 N N N TURKISH LIRA N/A N/A 1.00000000 NC -442678.79000000 -0.01987803839 N/A DFE TR N 2 BARCLAYS CAPITAL INC. N/A 1319720.76000000 USD 11696817.11000000 TRY 2021-12-15 -442678.79000000 N N N Republica del Peru 254900STKLK2DBJJZ530 715638DF6 229000.00000000 PA USD 226826.79000000 0.010185425059 Long DBT NUSS PE N 2 2031-01-23 Fixed 2.78300000 N N N N N N Empresa Nacional del Petroleo 549300YP3P0JZBLIV197 29245JAM4 504000.00000000 PA USD 472368.96000000 0.021211245120 Long DBT NUSS CL N 2 2031-09-16 Fixed 3.45000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC 5235.74000000 0.000235105550 N/A DFE ZM N 2 STANDARD BANK N/A 98505.69000000 USD 1911010.33000000 ZMW 2022-02-16 5235.74000000 N N N US 10YR NOTE (CBT)DEC21 N/A N/A -13.00000000 NC USD -1710109.38000000 -0.07679071301 N/A DIR US N 1 GOLDMAN, SACHS & CO. N/A Short N/A N/A 2021-12-24 -1696879.47000000 USD -13229.91000000 N N N Kingdom of Thailand 254900PHJ6MSKT6C7026 N/A 3000000.00000000 PA 111729.82000000 0.005017113316 Long DBT NUSS TH N 2 2028-03-13 Fixed 5.67000000 N N N N N N EURO N/A N/A 1.00000000 NC 1799.76000000 0.000080816382 N/A DFE XX N 2 GOLDMAN, SACHS & CO. N/A 2968712.00000000 RON 584927.54000000 EUR 2022-06-30 1799.76000000 N N N EURO N/A N/A 1.00000000 NC -5273.57000000 -0.00023680426 N/A DFE XX N 2 GOLDMAN, SACHS & CO. N/A 38332844.00000000 CZK 1501827.70000000 EUR 2021-12-15 -5273.57000000 N N N TSMC ARIZONA CORPORATION 2549005GOBWLCSY63Q97 872898AC5 254000.00000000 PA USD 258865.13000000 0.011624073956 Long DBT CORP TW N 2 2031-10-25 Fixed 2.50000000 N N N N N N CHINESE YUAN RENMINBI N/A N/A 1.00000000 NC 47259.09000000 0.002122121110 N/A DFE CN N 2 STANDARD BANK N/A 8636880.79000000 USD 55410772.38000000 CNY 2021-12-15 47259.09000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 32786.67000000 0.001472251889 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 1079492685.00000000 CLP 1326973.18000000 USD 2021-12-15 32786.67000000 N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 N/A 30833000.00000000 PA 1251235.17000000 0.056185435839 Long DBT NUSS ZA N 2 2041-02-28 Fixed 6.50000000 N N N N N N BRK: GOLDMAN SACHS N/A N/A 3237689415.00000000 NC -503932.24000000 -0.02262856193 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2025-06-23 0.00000000 CLP 0.00000000 CLP -3237689415.00000000 CLP -503932.24000000 N N N TURKISH LIRA N/A N/A 1.00000000 NC -431235.11000000 -0.01936417164 N/A DFE TR N 2 MORGAN STANLEY & CO, INC N/A 1994462.93000000 USD 20898182.00000000 TRY 2021-12-22 -431235.11000000 N N N INDONESIA RUPIAH N/A N/A 1.00000000 NC -1042.67000000 -0.00004682003 N/A DFE ID N 2 J P MORGAN CHASE BANK N/A 118993.66000000 USD 1689353000.00000000 IDR 2021-12-01 -1042.67000000 N N N Republica de Colombia 549300MHDRBVRF6B9117 P6S32JS68 4370300000.00000000 PA 983554.68000000 0.044165517156 Long DBT NUSS CO N 2 2034-10-18 Fixed 7.25000000 N N N N N N EXPORT-IMPORT BANK OF INDIA 335800OFZ8YEIVN1QI11 30216KAF9 1052000.00000000 PA USD 981808.40000000 0.044087102238 Long DBT NUSS IN N 2 2031-01-13 Fixed 2.25000000 N N N N N N BRK: GOLDMAN SACHS N/A N/A 11515868.00000000 NC 47078.16000000 0.002113996634 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2024-03-25 0.00000000 PLN 0.00000000 PLN -11515868.00000000 PLN 47078.16000000 N N N Republica Argentina 549300KPBYGYF7HCHO27 040114HU7 5633115.00000000 PA USD 1866926.97000000 0.083832446533 Long DBT NUSS AR N 2 2038-01-09 Fixed 2.00000000 N N N N N N Republica Federativa do Brasil 254900ZFY40OYEADAP90 N/A 17000000.00000000 PA 2390352.92000000 0.107336353580 Long DBT NUSS BR N 2 2024-01-01 None 0.00000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 11764.44000000 0.000528270148 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 626758.00000000 EUR 717271.13000000 USD 2021-12-03 11764.44000000 N N N POLISH ZLOTY N/A N/A 1.00000000 NC -651355.82000000 -0.02924846704 N/A DFE PA N 2 GOLDMAN, SACHS & CO. N/A 9298492.00000000 USD 35789198.31000000 PLN 2021-12-15 -651355.82000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -10396.98000000 -0.00046686575 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 3517614797.00000000 UGX 955613.91000000 USD 2022-03-16 -10396.98000000 N N N State of Qatar 52990074F6OJOAXK4P65 74727PAY7 1279000.00000000 PA USD 1704267.50000000 0.076528389362 Long DBT NUSS QA N 2 2048-04-23 Fixed 5.10300000 N N N N N N Republica Federativa do Brasil 254900ZFY40OYEADAP90 N/A 74831000.00000000 PA 13016916.07000000 0.584511305476 Long DBT NUSS BR N 2 2023-01-01 Fixed 10.00000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDD1 5389000.00000000 PA USD 4861416.90000000 0.218296954778 Long DBT NUSS MX N 2 2050-01-23 Fixed 7.69000000 N N N N N N BRK: GOLDMAN SACHS N/A N/A 100400000.00000000 NC -4158.55000000 -0.00018673543 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2026-09-30 0.00000000 TWD 0.00000000 TWD -100400000.00000000 TWD -4158.55000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 532038.95000000 0.023890665005 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 15962496.00000000 TRY 1726067.11000000 USD 2021-12-22 532038.95000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 555265.96000000 0.024933650138 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 16919287.00000000 TRY 1820864.09000000 USD 2021-12-22 555265.96000000 N N N Turkiye Cumhuriyeti 5493000PCHOG3B6S3Q85 N/A 11388000.00000000 PA 677563.59000000 0.030425300155 Long DBT NUSS TR N 2 2025-10-01 Fixed 12.60000000 N N N N N N Republica del Peru 254900STKLK2DBJJZ530 N/A 802000.00000000 PA 202189.72000000 0.009079122624 Long DBT NUSS PE N 2 2029-02-12 Fixed 5.94000000 N N N N N N INDONESIA RUPIAH N/A N/A 1.00000000 NC -2547.87000000 -0.00011440949 N/A DFE ID N 2 J P MORGAN CHASE BANK N/A 863577.82000000 USD 12350890000.00000000 IDR 2021-12-15 -2547.87000000 N N N NEW RUSSIAN ROUBLE N/A N/A 1.00000000 NC -11038.68000000 -0.00049568063 N/A DFE RU N 2 MORGAN STANLEY & CO, INC N/A 1822293.97000000 USD 135148063.00000000 RUB 2021-12-15 -11038.68000000 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 984000.00000000 PA USD 789817.44000000 0.035465944503 Long DBT NUSS EG N 2 2048-02-21 Fixed 7.90300000 N N N N N N INDONESIA RUPIAH N/A N/A 1.00000000 NC -3902.56000000 -0.00017524046 N/A DFE ID N 2 J P MORGAN CHASE BANK N/A 993938.09000000 USD 14201387490.00000000 IDR 2021-12-15 -3902.56000000 N N N Republica de Colombia 549300MHDRBVRF6B9117 P6S32JU32 274400000.00000000 PA 184441.40000000 0.008282152463 Long DBT NUSS CO N 2 2029-04-18 Fixed 2.25000000 N N N N N N Republic of Lebanon 529900QPC4K9S1KHL354 N/A 1500000.00000000 PA USD 168900.00000000 0.007584281788 Long DBT NUSS LB N 2 2027-11-29 Fixed 6.75000000 Y N N N N N Republica Argentina 549300KPBYGYF7HCHO27 040114HT0 838000.00000000 PA USD 235905.38000000 0.010593089860 Long DBT NUSS AR N 2 2035-07-09 Fixed 1.12500000 N N N N N N BRK: CITIBANK NA N/A N/A 293000000.00000000 NC -25445.06000000 -0.00114258440 N/A DIR XX N 2 BRK: CITIBANK NA N/A Y 2023-11-01 0.00000000 THB 0.00000000 THB -293000000.00000000 THB -25445.06000000 N N N CENCOSUD S.A. 549300NLTGCFV7482429 15132HAH4 2283000.00000000 PA USD 2416783.80000000 0.108523205219 Long DBT NUSS CL N 2 2027-07-17 Fixed 4.37500000 N N N N N N US 10YR NOTE (CBT)DEC21 N/A N/A 13.00000000 NC USD 1710109.38000000 0.076790713010 N/A DIR US N 1 GOLDMAN, SACHS & CO. N/A Long N/A N/A 2021-12-24 1708917.41000000 USD 1191.97000000 N N N Kerajaan Malaysia 254900GSIL471JOBYY43 N/A 11105000.00000000 PA 2667969.72000000 0.119802452103 Long DBT NUSS MY N 2 2022-08-15 Fixed 3.41800000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC -2371.26000000 -0.00010647900 N/A DFE ZM N 2 STANDARD BANK N/A 197740.47000000 USD 3598876.53000000 ZMW 2022-02-16 -2371.26000000 N N N INDONESIA RUPIAH N/A N/A 1.00000000 NC 1512.65000000 0.000067924001 N/A DFE ID N 2 J P MORGAN CHASE BANK N/A 1478171.76000000 USD 21225068312.00000000 IDR 2021-12-15 1512.65000000 N N N Republica de Colombia 549300MHDRBVRF6B9117 N/A 7914000000.00000000 PA 2234901.65000000 0.100355973260 Long DBT NUSS CO N 2 2027-06-28 Fixed 9.85000000 N N N N N N Kingdom of Saudi Arabia 635400FMICXSM3SI3H65 80413TAC3 704000.00000000 PA USD 816217.60000000 0.036651416692 Long DBT NUSS SA N 2 2046-10-26 Fixed 4.50000000 N N N N N N Emirate of Sharjah N/A 38381CAB8 1568000.00000000 PA USD 1405106.75000000 0.063094881795 Long DBT NUSS AE N 2 2050-07-28 Fixed 4.00000000 N N N N N N Provincia de Buenos Aires 549300L6AYROPOTQ4L07 N/A 977140.00000000 PA 302462.24000000 0.013581757599 Long DBT NUSS AR N 2 2037-09-01 Fixed 2.00000000 N N N N N N Banque Centrale de Tunisie 254900B5LFB16S9T2T11 AZ5985371 1928000.00000000 PA 1632209.27000000 0.073292688228 Long DBT NUSS TN N 2 2026-07-15 Fixed 6.37500000 N N N N N N NEW RUSSIAN ROUBLE N/A N/A 1.00000000 NC -7230.37000000 -0.00032467237 N/A DFE RU N 2 J P MORGAN CHASE BANK N/A 136932.22000000 USD 9689538.67000000 RUB 2021-12-20 -7230.37000000 N N N CHINESE YUAN RENMINBI N/A N/A 1.00000000 NC 345674.27000000 0.015522149619 N/A DFE CN N 2 J P MORGAN CHASE BANK N/A 16906992.11000000 USD 109995200.00000000 CNY 2021-12-08 345674.27000000 N N N Rzeczpospolita Polska 259400R9L8QEP0TPXS31 N/A 12833000.00000000 PA 3120836.18000000 0.140137957404 Long DBT NUSS PL N 2 2025-07-25 Fixed 3.25000000 N N N N N N HAZINE MUSTESARLIGI VARLIK KIRALAMA ANONIM SIRKETI 6354003QFJP7RDXEOZ20 421790AG1 1329000.00000000 PA USD 1295775.00000000 0.058185451360 Long DBT NUSS TR N 2 2026-06-22 Fixed 5.12500000 N N N N N N Republic of Uzbekistan 213800L6VDKUM3TCM927 N/A 774000.00000000 PA USD 728436.17000000 0.032709681340 Long DBT NUSS UZ N 2 2031-10-19 Fixed 3.90000000 N N N N N N Romania 315700IASY927EDWBK92 N/A 2036000.00000000 PA 2566897.28000000 0.115263897538 Long DBT NUSS RO N 2 2049-04-03 Fixed 4.62500000 N N N N N N NEW RUSSIAN ROUBLE N/A N/A 1.00000000 NC -29284.70000000 -0.00131499950 N/A DFE RU N 2 MERRILL LYNCH N/A 2481402.62000000 USD 182966470.38000000 RUB 2021-12-15 -29284.70000000 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 038461AS8 788000.00000000 PA USD 766752.37000000 0.034430231120 Long DBT NUSS EG N 2 2025-10-06 Fixed 5.25000000 N N N N N N Kingdom of Saudi Arabia 635400FMICXSM3SI3H65 80413TAL3 540000.00000000 PA USD 699861.60000000 0.031426569493 Long DBT NUSS SA N 2 2050-01-16 Fixed 5.25000000 N N N N N N PHILLIPINE PESO N/A N/A 1.00000000 NC -2265.46000000 -0.00010172816 N/A DFE PH N 2 STANDARD BANK N/A 713605.21000000 USD 35865798.00000000 PHP 2021-12-15 -2265.46000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -1267.30000000 -0.00005690681 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 15847354.00000000 EGP 987066.58000000 USD 2022-02-02 -1267.30000000 N N N Ukraine 6354001WLTJXOMEXPY07 N/A 1077000.00000000 PA USD 1078357.02000000 0.048422519292 Long DBT NUSS UA N 2 2026-09-01 Fixed 7.75000000 N N N N N N Republic of Ghana 213800PP4399SNNXZ126 BG6008471 2770000.00000000 PA 457501.30000000 0.020543628051 Long DBT NUSS GH N 2 2023-03-06 Fixed 20.75000000 N N N N N N EURO N/A N/A 1.00000000 NC -12388.09000000 -0.00055627451 N/A DFE XX N 2 JP MORGAN N/A 414643.40000000 USD 356682.59000000 EUR 2022-01-28 -12388.09000000 N N N Turkiye Cumhuriyeti 5493000PCHOG3B6S3Q85 900123DD9 3679000.00000000 PA USD 3380022.39000000 0.151776449129 Long DBT NUSS TR N 2 2033-09-20 Fixed 6.50000000 N N N N N N BRK: JP MORGAN CHASE N/A N/A 1623346633.00000000 NC -440170.21000000 -0.01976539317 N/A DIR XX N 2 BRK: JP MORGAN CHASE N/A Y 2023-07-27 0.00000000 RUB 0.00000000 RUB -1623346633.00000000 RUB -440170.21000000 N N N N/A N/A N/A 1.00000000 PA USD 0.00000000 0.000000 Long DBT NUSS US N 2 2021-06-22 Fixed 0.00000000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 ZR7661609 48361000000.00000000 PA 3569040.11000000 0.160264096563 Long DBT CORP US N 2 2035-06-15 Fixed 7.50000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 82129.62000000 0.003687946603 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 1392555172.00000000 CLP 1751641.73000000 USD 2021-12-15 82129.62000000 N N N SUNAC CHINA HOLDINGS LIMITED 549300OLARYHDXP3WK18 N/A 207000.00000000 PA USD 139776.75000000 0.006276532027 Long DBT NUSS CN N 2 2026-01-26 Fixed 6.50000000 N N N N N N Kingdom of Thailand 254900PHJ6MSKT6C7026 N/A 79365000.00000000 PA 2482566.72000000 0.111477119975 Long DBT USGA TH N 2 2028-03-12 Fixed 1.25000000 N N N N N N Romania 315700IASY927EDWBK92 N/A 381000.00000000 PA 389988.72000000 0.017512044682 Long DBT NUSS RO N 2 2033-04-14 Fixed 2.00000000 N N N N N N NEW RUSSIAN ROUBLE N/A N/A 1.00000000 NC -23674.32000000 -0.00106307113 N/A DFE RU N 2 MERRILL LYNCH N/A 2294153.87000000 USD 169413398.50000000 RUB 2021-12-15 -23674.32000000 N N N Ukraine 6354001WLTJXOMEXPY07 N/A 5959000.00000000 PA USD 5539808.19000000 0.248759421956 Long DBT NUSS UA N 2 2029-05-21 Fixed 6.87600000 N N N N N N EURO N/A N/A 1.00000000 NC -9995.80000000 -0.00044885117 N/A DFE XX N 2 GOLDMAN, SACHS & CO. N/A 298633.39000000 USD 256281.20000000 EUR 2021-12-15 -9995.80000000 N N N INDONESIA RUPIAH N/A N/A 1.00000000 NC 1069.89000000 0.000048042316 N/A DFE ID N 2 STANDARD CHARTERED BANK N/A 619984.30000000 USD 8950713268.00000000 IDR 2022-02-09 1069.89000000 N N N Republique de Cote d'Ivoire 254900ICW11T82O6H590 N/A 198000.00000000 PA 223857.09000000 0.010052073717 Long DBT NUSS CI N 2 2031-10-17 Fixed 5.87500000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 17572000.00000000 PA 1118226.66000000 0.050212824707 Long DBT NUSS EG N 2 2027-10-13 Fixed 14.55600000 N N N N N N POLISH ZLOTY N/A N/A 1.00000000 NC -1305.16000000 -0.00005860687 N/A DFE PA N 2 J P MORGAN CHASE BANK N/A 92718.15000000 EUR 428254.00000000 PLN 2022-01-21 -1305.16000000 N N N Kingdom of Bahrain 549300RODM1WN85LFQ95 05674RAG9 756000.00000000 PA USD 809872.56000000 0.036366499159 Long DBT NUSS BH N 2 2028-10-12 Fixed 7.00000000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 N/A 14166100000.00000000 PA 3823189.22000000 0.171676402463 Long DBT NUSS CO N 2 2024-07-24 Fixed 10.00000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -3847.99000000 -0.00017279005 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 10181211.00000000 CNY 1582201.11000000 USD 2022-02-22 -3847.99000000 N N N Republica Bolivariana de Venezuela 529900XM8PJTJK5OJI77 P17625AB3 4965300.00000000 PA USD 471703.50000000 0.021181363319 Long DBT NUSS VE N 2 2028-05-07 Floating 0.00000000 Y N N N N N Gobierno de la Republica Dominicana 254900EHU7Q8FGVPI369 P3579EBY2 5144000.00000000 PA USD 5298371.44000000 0.237917951582 Long DBT NUSS DO N 2 2048-02-15 Fixed 6.50000000 N N N N N N BRK: GOLDMAN SACHS N/A N/A 29801169.00000000 NC -38179.93000000 -0.00171443071 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2025-05-21 0.00000000 MXN 0.00000000 MXN -29801169.00000000 MXN -38179.93000000 N N N BRK: GOLDMAN SACHS N/A N/A 63198639.00000000 NC -122111.05000000 -0.00548327183 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2026-03-05 0.00000000 MXN 0.00000000 MXN -63198639.00000000 MXN -122111.05000000 N N N Bundesrepublik Deutschland N/A N/A -108.00000000 NC -16471938.95000000 -0.73965557491 N/A DIR DE N 1 GOLDMAN, SACHS & CO. N/A Short Germany Govt. Bond Futures Euro-BOBL Future Dec 2021 2021-12-11 -17123658.87000000 EUR 651719.92000000 N N N Republica del Peru 254900STKLK2DBJJZ530 715638BE1 24601000.00000000 PA 6492914.16000000 0.291557670926 Long DBT NUSS PE N 2 2031-08-12 Fixed 6.95000000 N N N N N N EURO N/A N/A 1.00000000 NC 29568.46000000 0.001327741460 N/A DFE XX N 2 GOLDMAN, SACHS & CO. N/A 7084524.00000000 PLN 1546083.31000000 EUR 2021-12-15 29568.46000000 N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 6783000000.00000000 PA 488271.81000000 0.021925346338 Long DBT NUSS ID N 2 2042-06-15 Fixed 7.12500000 N N N N N N The Hashemite Kingdom of Jordan 5493000JZ4MYPVMBVN50 418097AJ0 62000.00000000 PA USD 59873.40000000 0.002688553802 Long DBT NUSS JO N 2 2047-10-10 Fixed 7.37500000 N N N N N N INDONESIA RUPIAH N/A N/A 1.00000000 NC -942.40000000 -0.00004231750 N/A DFE ID N 2 J P MORGAN CHASE BANK N/A 78446.77000000 USD 1111747587.00000000 IDR 2021-12-15 -942.40000000 N N N THAILAND BAHT N/A N/A 1.00000000 NC -11345.73000000 -0.00050946840 N/A DFE TH N 2 STANDARD BANK N/A 1662520.02000000 USD 55627919.89000000 THB 2021-12-15 -11345.73000000 N N N NEW RUSSIAN ROUBLE N/A N/A 1.00000000 NC -26592.60000000 -0.00119411351 N/A DFE RU N 2 MORGAN STANLEY & CO, INC N/A 699310.99000000 USD 50195347.00000000 RUB 2021-12-15 -26592.60000000 N N N Romania 315700IASY927EDWBK92 N/A 5025000.00000000 PA 1097711.83000000 0.049291627244 Long DBT NUSS RO N 2 2025-07-28 Fixed 3.65000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 9141.36000000 0.000410483423 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 2410000.00000000 ZAR 159290.82000000 USD 2021-12-15 9141.36000000 N N N Republika Srbija 254900W94OCY91V32O78 N/A 512000.00000000 PA USD 466568.19000000 0.020950767475 Long DBT NUSS RS N 2 2030-12-01 Fixed 2.12500000 N N N N N N Kingdom of Bahrain 549300RODM1WN85LFQ95 05675M2G8 1929000.00000000 PA USD 1789047.19000000 0.080335334649 Long DBT NUSS BH N 2 2033-01-25 Fixed 5.25000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 17854.19000000 0.000801724144 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 14167450.72000000 UAH 536849.21000000 USD 2021-12-15 17854.19000000 N N N People's Republic of China 300300CHN201808MOF68 N/A 73720000.00000000 PA 11348863.74000000 0.509609121290 Long DBT NUSS CN N 2 2030-05-21 Fixed 2.68000000 N N N N N N SOUTH AFRICAN RAND N/A N/A 1.00000000 NC -20300.00000000 -0.00091155074 N/A DFE ZA N 2 CITIGROUP GLOBAL MARKETS N/A 1204658.76000000 USD 19009756.24000000 ZAR 2021-12-15 -20300.00000000 N N N BRK: GOLDMAN SACHS INTERNATIONAL N/A N/A 95901167.00000000 NC 15654.21000000 0.000702936292 N/A DIR XX N 2 BRK: GOLDMAN SACHS INTERNATIONAL N/A Y 2026-11-22 0.00000000 CZK 0.00000000 CZK -95901167.00000000 CZK 15654.21000000 N N N Republic of Georgia 254900MHQHBC58M2GR84 37311PAB6 750000.00000000 PA USD 735930.00000000 0.033046184113 Long DBT NUSS GE N 2 2026-04-22 Fixed 2.75000000 N N N N N N Kerajaan Malaysia 254900GSIL471JOBYY43 N/A 1052000.00000000 PA 262582.57000000 0.011791001798 Long DBT NUSS MY N 2 2046-03-15 Fixed 4.73600000 N N N N N N Kerajaan Malaysia 254900GSIL471JOBYY43 EK7974596 36917000.00000000 PA 9101050.93000000 0.408673385592 Long DBT NUSS MY N 2 2025-09-15 Fixed 3.95500000 N N N N N N Republica de Guatemala 529900QKDFFU9UWW5315 P5015VAH9 2191000.00000000 PA USD 2344370.00000000 0.105271537578 Long DBT NUSS GT N 2 2030-06-01 Fixed 4.90000000 N N N N N N GOVERNMENT OF BERMUDA 549300FP5PUZXX9FVJ40 G10367AF0 2514000.00000000 PA USD 2887479.84000000 0.129659329578 Long DBT NUSS BM N 2 2029-02-15 Fixed 4.75000000 N N N N N N Republica Federativa do Brasil 254900ZFY40OYEADAP90 EK0169285 44965000.00000000 PA 7673928.94000000 0.344589931957 Long DBT NUSS BR N 2 2025-01-01 Fixed 10.00000000 N N N N N N Republica del Ecuador 5299003Y2U5XK0A35H71 N/A 165893.00000000 PA USD 91242.81000000 0.004097165081 Long DBT NUSS EC N 2 2030-07-31 Fixed 0.00000000 N N N N N N RUSSIA, FEDERATION OF (GOVERNMENT) 5493004EHVGF71PDBU58 N/A 300.00000000 PA 3.77000000 0.000000169287 Long DBT NUSS RU N 2 2028-01-19 Fixed 7.05000000 N N N N N N ROYAUME DU MAROC 529900F3MBW9XY5K1X07 N/A 1150000.00000000 PA USD 1240942.00000000 0.055723231565 Long DBT NUSS MA N 2 2042-12-11 Fixed 5.50000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -209627.51000000 -0.00941310897 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 66400000.00000000 CNY 10205163.75000000 USD 2021-12-08 -209627.51000000 N N N Gobierno de la Republica Dominicana 254900EHU7Q8FGVPI369 P3579EBY2 755000.00000000 PA USD 777657.55000000 0.034919917077 Long DBT NUSS DO N 2 2048-02-15 Fixed 6.50000000 N N N N N N Turkiye Cumhuriyeti 5493000PCHOG3B6S3Q85 N/A 19572288.00000000 PA 1062802.03000000 0.047724038372 Long DBT NUSS TR N 2 2026-02-11 Fixed 10.60000000 N N N N N N Gobierno de Chile 549300FLZTJM5YJF8D34 168863DT2 1603000.00000000 PA USD 1573921.58000000 0.070675339112 Long DBT NUSS CL N 2 2033-07-27 Fixed 2.55000000 N N N N N N MALAYSIAN RINGGIT N/A N/A 1.00000000 NC -8040.63000000 -0.00036105626 N/A DFE MY N 2 J P MORGAN CHASE BANK N/A 703711.64000000 USD 2928496.00000000 MYR 2022-02-04 -8040.63000000 N N N Ukraine 6354001WLTJXOMEXPY07 90372UAR5 423000.00000000 PA USD 393243.64000000 0.017658203536 Long DBT NUSS UA N 2 2029-05-21 Fixed 6.87600000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 64489000000.00000000 PA 5033946.73000000 0.226044230371 Long DBT NUSS ID N 2 2036-05-15 Fixed 8.25000000 N N N N N N Turkiye Cumhuriyeti 5493000PCHOG3B6S3Q85 900123CZ1 200000.00000000 PA USD 198261.60000000 0.008902734412 Long DBT NUSS TR N 2 2025-10-14 Fixed 6.37500000 N N N N N N Gobierno de la Republica Dominicana 254900EHU7Q8FGVPI369 25714PCF3 587000.00000000 PA USD 677990.87000000 0.030444486727 Long DBT NUSS DO N 2 2044-04-30 Fixed 7.45000000 N N N N N N ALFA DESARROLLO SPA 2549006BJAN34R520038 01538TAA3 354000.00000000 PA USD 337185.00000000 0.015140947631 Long DBT NUSS CL N 2 2051-09-27 Fixed 4.55000000 N N N N N N Republica Argentina 549300KPBYGYF7HCHO27 N/A 13227.00000000 PA 5173.66000000 0.000232317911 Long DBT NUSS AR N 2 2029-07-09 Fixed 0.50000000 N N N N N N Republic of Trinidad and Tobago HYBZ5SXKW67ICKUUWH81 P93960AH8 819000.00000000 PA USD 827190.00000000 0.037144121094 Long DBT NUSS TT N 2 2030-06-26 Fixed 4.50000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 706451BG5 3009000.00000000 PA USD 2759042.37000000 0.123891976323 Long DBT NUSS MX N 2 2035-06-15 Fixed 6.62500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -1189.97000000 -0.00005343438 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 330767.94000000 PEN 80254.26000000 USD 2021-12-15 -1189.97000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 48622.50000000 0.002183343642 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 37512802.25000000 UAH 1422825.80000000 USD 2021-12-15 48622.50000000 N N N BANCO MERCANTIL DEL NORTE S.A. N/A 05971PAB4 623000.00000000 PA USD 665052.50000000 0.029863502452 Long DBT NUSS MX N 2 2170-09-27 Fixed 7.50000000 N N N N N N Petroleos de Venezuela, S.A. 549300YWR8TN1OFD4P06 P7807HAQ8 3202000.00000000 PA USD 152095.00000000 0.006829670447 Long DBT NUSS VE N 2 2035-05-17 Fixed 9.75000000 Y N N N N N TULLOW OIL PLC 2138003EYHWO75RKS857 899415AE3 1747000.00000000 PA USD 1410702.50000000 0.063346153227 Long DBT NUSS GH N 2 2025-03-01 Fixed 7.00000000 N N N N N N BRAZILIAN REAL N/A N/A 1.00000000 NC -21480.45000000 -0.00096455764 N/A DFE BR N 2 J P MORGAN CHASE BANK N/A 2600977.22000000 USD 14570674.41000000 BRL 2021-12-02 -21480.45000000 N N N FEDERAL REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 65412JAC7 610000.00000000 PA USD 594872.00000000 0.026712118864 Long DBT NUSS NG N 2 2027-11-28 Fixed 6.50000000 N N N N N N MALAYSIAN RINGGIT N/A N/A 1.00000000 NC -64536.24000000 -0.00289793386 N/A DFE MY N 2 STANDARD BANK N/A 5809762.70000000 USD 24213929.00000000 MYR 2021-12-15 -64536.24000000 N N N NEW RUSSIAN ROUBLE N/A N/A 1.00000000 NC -66265.61000000 -0.00297558945 N/A DFE RU N 2 MERRILL LYNCH N/A 16017538.63000000 USD 1190215243.05000000 RUB 2021-12-15 -66265.61000000 N N N EURO N/A N/A 1.00000000 NC -823663.03000000 -0.03698574611 N/A DFE XX N 2 GOLDMAN, SACHS & CO. N/A 25817441.96000000 USD 22203972.00000000 EUR 2021-12-03 -823663.03000000 N N N Republica Federativa do Brasil 254900ZFY40OYEADAP90 N/A 57445000.00000000 PA 9524155.44000000 0.427672460962 Long DBT NUSS BR N 2 2029-01-01 Fixed 10.00000000 N N N N N N Banque Centrale de Tunisie 254900B5LFB16S9T2T11 N/A 400000.00000000 PA 346718.89000000 0.015569057212 Long DBT NUSS TN N 2 2024-02-17 Fixed 5.62500000 N N N N N N United States of America N/A N/A 124.00000000 NC USD 16220750.00000000 0.728376191974 N/A DIR US N 1 GOLDMAN, SACHS & CO. N/A Long U.S. Treasury Futures US 10 Year Treasury Note Future (consolidated) Mar 2022 2022-03-25 16164640.00000000 USD 56110.00000000 N N N Kerajaan Malaysia 254900GSIL471JOBYY43 N/A 5347000.00000000 PA 1293817.84000000 0.058097567092 Long DBT NUSS MY N 2 2024-06-14 Fixed 3.47800000 N N N N N N MINMETALS BOUNTEOUS FINANCE (BVI) LIMITED 3003005FATJ63Y0MR949 N/A 1080000.00000000 PA USD 1104300.00000000 0.049587462281 Long DBT NUSS CN N 2 2170-09-03 Fixed 3.37500000 N N N N N N EURO N/A N/A 1.00000000 NC -601.78000000 -0.00002702231 N/A DFE XX N 2 GOLDMAN, SACHS & CO. N/A 676167.46000000 USD 600159.00000000 EUR 2021-12-03 -601.78000000 N N N FEDERAL REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 65412JAR4 1138000.00000000 PA USD 1069720.00000000 0.048034682741 Long DBT NUSS NG N 2 2028-09-28 Fixed 6.12500000 N N N N N N VEDANTA RESOURCES LIMITED 2138007MYEKPEAZQTW83 G9328DAJ9 300000.00000000 PA USD 285000.00000000 0.012797633568 Long DBT NUSS IN N 2 2023-05-31 Fixed 7.12500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -349.75000000 -0.00001570516 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 598917.00000000 CNY 93535.91000000 USD 2021-12-13 -349.75000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -17826.20000000 -0.00080046728 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 1574123472.00000000 UGX 414461.16000000 USD 2022-03-16 -17826.20000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -82683.20000000 -0.00371280454 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 82384188.24000000 EGP 5088584.82000000 USD 2022-01-13 -82683.20000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -16934.17000000 -0.00076041158 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 2465041904.00000000 UGX 672957.11000000 USD 2021-12-15 -16934.17000000 N N N MALAYSIAN RINGGIT N/A N/A 1.00000000 NC 7582.65000000 0.000340491144 N/A DFE XX N 2 CITIGROUP GLOBAL MARKETS N/A 1006724.77000000 USD 3624209185.00000000 UGX 2021-12-15 7582.65000000 N N N BRK: MORGAN STANLEY & CO INTERNATIONAL N/A N/A 300000000.00000000 NC 7987.85000000 0.000358686236 N/A DIR XX N 2 BRK: MORGAN STANLEY & CO INTERNATIONAL N/A Y 2026-09-02 0.00000000 INR 0.00000000 INR -300000000.00000000 INR 7987.85000000 N N N PHILLIPINE PESO N/A N/A 1.00000000 NC -1184.08000000 -0.00005316990 N/A DFE PH N 2 STANDARD CHARTERED BANK N/A 1770663.16000000 USD 89159973.00000000 PHP 2021-12-03 -1184.08000000 N N N THAILAND BAHT N/A N/A 1.00000000 NC 1.31000000 0.000000058824 N/A DFE TH N 2 DEUTSCHE BANK SECURITIES, INC. N/A 12924.53000000 USD 435372.48000000 THB 2021-12-28 1.31000000 N N N GOBIERNO DE LA REPUBLICA DE PANAMA 549300SHS4T08CL0LP14 698299BM5 1102000.00000000 PA USD 1181906.02000000 0.053072281252 Long DBT NUSS PA N 2 2056-04-01 Fixed 4.50000000 N N N N N N CSN Resources S.A. 222100ZEX458NMOXZP08 12644VAD0 804000.00000000 PA USD 726606.96000000 0.032627542535 Long DBT NUSS BR N 2 2031-06-10 Fixed 4.62500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 124519.70000000 0.005591429798 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 27808297.00000000 ZAR 1857051.13000000 USD 2021-12-15 124519.70000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC 13089.34000000 0.000587763427 N/A DFE ZM N 2 STANDARD BANK N/A 246264.22000000 USD 4777525.82000000 ZMW 2022-02-16 13089.34000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 1986478.79000000 0.089200798760 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 445912650.00000000 ZAR 29644465.97000000 USD 2022-01-18 1986478.79000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 10930.57000000 0.000490826068 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 39062249.69000000 THB 1170650.01000000 USD 2022-03-16 10930.57000000 N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205BA1 2802000.00000000 PA USD 2819512.50000000 0.126607325676 Long DBT NUSS ZA N 2 2029-09-30 Fixed 4.85000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 10818.50000000 0.000485793679 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 74464938.40000000 RUB 1008798.13000000 USD 2021-12-15 10818.50000000 N N N Republika Srbija 254900W94OCY91V32O78 N/A 451000.00000000 PA 535380.38000000 0.024040708502 Long DBT NUSS RS N 2 2027-05-15 Fixed 3.12500000 N N N N N N Kingdom of Bahrain 549300RODM1WN85LFQ95 N/A 1254000.00000000 PA USD 1211690.04000000 0.054409702214 Long DBT NUSS BH N 2 2028-01-25 Fixed 4.25000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -6286.82000000 -0.00028230322 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 1329569.41000000 PEN 321089.99000000 USD 2021-12-15 -6286.82000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -5751.18000000 -0.00025825085 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 89159973.00000000 PHP 1763727.90000000 USD 2021-12-03 -5751.18000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 15147.26000000 0.000680172221 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 9564401.35000000 MXN 459020.00000000 USD 2021-12-15 15147.26000000 N N N BANCO NACIONAL DE PANAMA 529900H2Q7WMDKKIW109 059626AC5 320000.00000000 PA USD 298464.00000000 0.013402220721 Long DBT NUSS PA N 2 2030-08-11 Fixed 2.50000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 03846JX54 2026000.00000000 PA USD 1820239.44000000 0.081735990739 Long DBT NUSS EG N 2 2032-05-29 Fixed 7.62500000 N N N N N N Sultanate of Oman 549300SZ20F0QTKNQC75 N/A 300000.00000000 PA USD 281664.00000000 0.012647833900 Long DBT NUSS OM N 2 2047-03-08 Fixed 6.50000000 N N N N N N NEW RUSSIAN ROUBLE N/A N/A 1.00000000 NC -52694.11000000 -0.00236617512 N/A DFE RU N 2 MORGAN STANLEY & CO, INC N/A 1361910.60000000 USD 97688092.00000000 RUB 2021-12-15 -52694.11000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -20321.99000000 -0.00091253818 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 2499362717.00000000 UGX 679174.65000000 USD 2021-12-15 -20321.99000000 N N N Republica de Angola 549300QHR2R3J8JSGK83 N/A 207000.00000000 PA USD 190531.08000000 0.008555603316 Long DBT NUSS AO N 2 2029-11-26 Fixed 8.00000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 N/A 228896000.00000000 PA 10718312.57000000 0.481294865781 Long DBT NUSS MX N 2 2027-06-03 Floating 7.49999880 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -4442.96000000 -0.00019950657 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 992303.87000000 PEN 239889.73000000 USD 2021-12-15 -4442.96000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 711279.82000000 0.031939292987 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 21533179.51000000 TRY 2325864.54000000 USD 2021-12-15 711279.82000000 N N N BELARUS, REPUBLIC OF (GOVERNMENT) 635400CVCOWYLHF4ZB08 07737JAC7 134000.00000000 PA USD 110107.80000000 0.004944278166 Long DBT NUSS BY N 2 2030-02-28 Fixed 6.20000000 N N N N N N BRK: J.P. MORGAN CHASE N/A N/A 16200000.00000000 NC 14110.11000000 0.000633600061 N/A DIR XX N 2 BRK: J.P. MORGAN CHASE N/A Y 2026-12-03 0.00000000 MXN 0.00000000 MXN -16200000.00000000 MXN 14110.11000000 N N N Magyarorszag 5299003F3UFKGCCMAP43 N/A 190210000.00000000 PA 537834.17000000 0.024150893433 Long DBT NUSS HU N 2 2051-04-28 Fixed 4.00000000 N N N N N N Kingdom of Saudi Arabia 635400FMICXSM3SI3H65 80413TAZ2 2160000.00000000 PA USD 2087095.68000000 0.093718897318 Long DBT NUSS SA N 2 2051-11-17 Fixed 3.25000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC -2452.86000000 -0.00011014317 N/A DFE ZM N 2 STANDARD BANK N/A 249774.56000000 USD 4555888.02000000 ZMW 2022-02-16 -2452.86000000 N N N Republica de Angola 549300QHR2R3J8JSGK83 N/A 3873000.00000000 PA USD 3516118.54000000 0.157887707577 Long DBT NUSS AO N 2 2048-05-08 Fixed 9.37500000 N N N N N N Kingdom of Thailand 254900PHJ6MSKT6C7026 N/A 167000000.00000000 PA 5130023.68000000 0.230358467566 Long DBT NUSS TH N 2 2023-12-17 Fixed 2.40000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 205314.42000000 0.009219434082 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 45664174.02000000 ZAR 3050314.84000000 USD 2021-12-15 205314.42000000 N N N OCP S.A. 213800D26TAPVTCVWG40 67091TAD7 203000.00000000 PA USD 195700.12000000 0.008787713772 Long DBT NUSS MA N 2 2031-06-23 Fixed 3.75000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 15379.39000000 0.000690595781 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 29402586540.00000000 IDR 2068274.24000000 USD 2021-12-01 15379.39000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 740.00000000 0.000033228943 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 999000.00000000 MYR 237772.22000000 USD 2021-12-15 740.00000000 N N N Ukraine 6354001WLTJXOMEXPY07 N/A 1103000.00000000 PA USD 1025408.36000000 0.046044913858 Long DBT NUSS UA N 2 2029-05-21 Fixed 6.87600000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 N/A 6253600000.00000000 PA 1298421.31000000 0.058304281205 Long DBT NUSS CO N 2 2050-10-26 Fixed 7.25000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 41518.68000000 0.001864353869 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 40924519.52000000 CZK 1852945.26000000 USD 2021-12-15 41518.68000000 N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 9500000000.00000000 PA 676557.86000000 0.030380138878 Long DBT NUSS ID N 2 2032-04-15 Fixed 6.37500000 N N N N N N ADANI ELECTRICITY MUMBAI LIMITED 335800AIC1B5EBFVUC38 00654GAA1 720000.00000000 PA USD 719571.64000000 0.032311628685 Long DBT NUSS IN N 2 2030-02-12 Fixed 3.94900000 N N N N N N Republica Federativa do Brasil 254900ZFY40OYEADAP90 N/A 29625000.00000000 PA 4854345.69000000 0.217979429324 Long DBT NUSS BR N 2 2031-01-01 Fixed 10.00000000 N N N N N N Republica Federativa do Brasil 254900ZFY40OYEADAP90 N/A 180000.00000000 PA 130891.32000000 0.005877540879 Long DBT NUSS BR N 2 2050-08-15 Fixed 6.00000000 N N N N N N GOVERNMENT OF BERMUDA 549300FP5PUZXX9FVJ40 G10367AE3 306000.00000000 PA USD 301027.50000000 0.013517332067 Long DBT NUSS BM N 2 2030-08-20 Fixed 2.37500000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205BB9 3364000.00000000 PA USD 3111094.48000000 0.139700516327 Long DBT NUSS ZA N 2 2049-09-30 Fixed 5.75000000 N N N N N N THE DEMOCRATIC SOCIALIST REPUBLIC OF SRI LANKA 254900HXCCIOHM74FA02 85227SAW6 3983000.00000000 PA USD 2176948.48000000 0.097753645422 Long DBT NUSS LK N 2 2028-04-18 Fixed 6.75000000 N N N N N N Kerajaan Malaysia 254900GSIL471JOBYY43 N/A 3800000.00000000 PA 874825.60000000 0.039283149001 Long DBT NUSS MY N 2 2050-06-15 Fixed 4.06500000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 455780BY1 240000.00000000 PA USD 300460.34000000 0.013491864327 Long DBT NUSS ID N 2 2047-01-08 Fixed 5.25000000 N N N N N N RUSSIA, FEDERATION OF (GOVERNMENT) 5493004EHVGF71PDBU58 N/A 12078000.00000000 PA 156399.19000000 0.007022945698 Long DBT NUSS RU N 2 2030-04-10 Fixed 7.65000000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 N/A 22745600000.00000000 PA 5114397.28000000 0.229656780053 Long DBT NUSS CO N 2 2027-11-03 Fixed 5.75000000 N N N N N N THE DEMOCRATIC SOCIALIST REPUBLIC OF SRI LANKA 254900HXCCIOHM74FA02 Y8137FAL2 700000.00000000 PA USD 382592.00000000 0.017179902534 Long DBT NUSS LK N 2 2028-04-18 Fixed 6.75000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 706451BR1 205000.00000000 PA USD 180471.75000000 0.008103899389 Long DBT NUSS MX N 2 2038-06-15 Fixed 6.62500000 N N N N N N GALAXY PIPELINE ASSETS BIDCO LIMITED 549300L82YB0C6JQIC26 N/A 6002000.00000000 PA USD 5918317.30000000 0.265755986490 Long DBT NUSS AE N 2 2040-09-30 Fixed 2.94000000 N N N N N N Gobierno de la Republica Dominicana 254900EHU7Q8FGVPI369 P3579ECJ4 3866000.00000000 PA USD 3705599.66000000 0.166396163514 Long DBT NUSS DO N 2 2041-01-21 Fixed 5.30000000 N N N N N N PETROLEOS DEL PERU - PETROPERU S.A. 549300ZMGDLC9JT2OR80 716564AB5 363000.00000000 PA USD 354378.75000000 0.015913015393 Long DBT NUSS PE N 2 2047-06-19 Fixed 5.62500000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 281000.00000000 PA USD 238231.80000000 0.010697555371 Long DBT NUSS EG N 2 2047-01-31 Fixed 8.50000000 N N N N N N Sultanate of Oman 549300SZ20F0QTKNQC75 N/A 1402000.00000000 PA USD 1416322.83000000 0.063598528398 Long DBT NUSS OM N 2 2026-06-15 Fixed 4.75000000 N N N N N N ALIBABA GROUP HOLDING LIMITED 5493001NTNQJDH60PM02 01609WBA9 208000.00000000 PA USD 200203.17000000 0.008989918628 Long DBT NUSS CN N 2 2061-02-09 Fixed 3.25000000 N N N N N N INDONESIA RUPIAH N/A N/A 1.00000000 NC 3263.36000000 0.000146537843 N/A DFE ID N 2 STANDARD CHARTERED BANK N/A 3383625.53000000 USD 48514422858.00000000 IDR 2021-12-03 3263.36000000 N N N INDONESIA RUPIAH N/A N/A 1.00000000 NC -22460.42000000 -0.00100856219 N/A DFE ID N 2 J P MORGAN CHASE BANK N/A 1569149.25000000 USD 22186201229.00000000 IDR 2021-12-15 -22460.42000000 N N N Republica de Colombia 549300MHDRBVRF6B9117 N/A 9808800000.00000000 PA 2442226.48000000 0.109665682748 Long DBT NUSS CO N 2 2026-08-26 Fixed 7.50000000 N N N N N N Minera Mexico, S.A. de C.V. N/A 60284MAB8 870000.00000000 PA USD 934171.20000000 0.041948002484 Long DBT NUSS MX N 2 2050-01-26 Fixed 4.50000000 N N N N N N SHIMAO GROUP HOLDINGS LIMITED 254900WTJ6B5CU69ZD26 N/A 2111000.00000000 PA USD 1519534.13000000 0.068233126284 Long DBT NUSS CN N 2 2025-01-30 Fixed 5.20000000 N N N N N N Joint Stock Company National Company KazMunayGas 2138001H1M69RFJCSH88 Y44709AF3 1605000.00000000 PA USD 1839355.68000000 0.082594385949 Long DBT NUSS KZ N 2 2030-04-24 Fixed 5.37500000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91087BAQ3 2104000.00000000 PA USD 2165794.48000000 0.097252786458 Long DBT NUSS MX N 2 2041-08-14 Fixed 4.28000000 N N N N N N CHILEAN PESO N/A N/A 1.00000000 NC -155297.79000000 -0.00697348845 N/A DFE CL N 2 CITIGROUP GLOBAL MARKETS N/A 3321498.25000000 USD 2640956474.00000000 CLP 2021-12-15 -155297.79000000 N N N THE DEMOCRATIC SOCIALIST REPUBLIC OF SRI LANKA 254900HXCCIOHM74FA02 Y8137FAH1 1901000.00000000 PA USD 1039751.95000000 0.046688998100 Long DBT NUSS LK N 2 2027-05-11 Fixed 6.20000000 N N N N N N BANK LEUMI LE ISRAEL B.M. 7JDSZWRGUQY2DSTWCR57 06326BAA7 592000.00000000 PA USD 594960.00000000 0.026716070414 Long DBT CORP IL N 2 2031-01-29 Fixed 3.27500000 N N N Y Y BANK LEUMI LE ISRAEL B.M. ILS XXXX N N N Republic of Uganda 549300NF1DEFHG8XLQ11 N/A 631100000.00000000 PA 193795.74000000 0.008702199535 Long DBT NUSS UG N 2 2025-01-16 Fixed 17.00000000 N N N N N N EURO N/A N/A 1.00000000 NC 2733.80000000 0.000122758493 N/A DFE XX N 2 GOLDMAN, SACHS & CO. N/A 550374312.00000000 HUF 1508275.66000000 EUR 2021-12-15 2733.80000000 N N N RUSSIA, FEDERATION OF (GOVERNMENT) 5493004EHVGF71PDBU58 N/A 131355000.00000000 PA 1696337.08000000 0.076172281962 Long DBT NUSS RU N 2 2039-03-16 Fixed 7.70000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 7261.02000000 0.000326048678 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 1750541.00000000 PEN 438292.69000000 USD 2021-12-15 7261.02000000 N N N Kingdom of Bahrain 549300RODM1WN85LFQ95 N/A 849000.00000000 PA USD 891502.64000000 0.040032014429 Long DBT NUSS BH N 2 2023-08-01 Fixed 6.12500000 N N N N N N POLISH ZLOTY N/A N/A 1.00000000 NC -20065.14000000 -0.00090100459 N/A DFE PA N 2 J P MORGAN CHASE BANK N/A 1552020.78000000 EUR 7175990.00000000 PLN 2022-01-21 -20065.14000000 N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91086QAZ1 3050000.00000000 PA USD 3489017.00000000 0.156670740637 Long DBT NUSS MX N 2 2110-10-12 Fixed 5.75000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 41174.45000000 0.001848896573 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 249758178.51000000 RUB 3388435.31000000 USD 2021-12-15 41174.45000000 N N N TURKISH LIRA N/A N/A 1.00000000 NC -167684.16000000 -0.00752968573 N/A DFE TR N 2 BARCLAYS CAPITAL INC. N/A 2859569.67000000 USD 35900782.00000000 TRY 2021-12-15 -167684.16000000 N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205AV6 475000.00000000 PA USD 406818.50000000 0.018267768744 Long DBT NUSS ZA N 2 2046-10-12 Fixed 5.00000000 N N N N N N CZECH REPUBLIC KORUNA N/A N/A 1.00000000 NC 371.05000000 0.000016661620 N/A DFE CZ N 2 STATE STREET BANK N/A 349368.25000000 EUR 8897987.03000000 CZK 2021-12-15 371.05000000 N N N INDONESIA RUPIAH N/A N/A 1.00000000 NC 1675.05000000 0.000075216407 N/A DFE ID N 2 J P MORGAN CHASE BANK N/A 868080.38000000 USD 12476051191.00000000 IDR 2021-12-15 1675.05000000 N N N EURO N/A N/A 1.00000000 NC 10071.88000000 0.000452267472 N/A DFE XX N 2 GOLDMAN, SACHS & CO. N/A 3746011.21000000 PLN 809829.11000000 EUR 2022-01-21 10071.88000000 N N N Gobierno de la Republica Dominicana 254900EHU7Q8FGVPI369 P3579EBE6 2518000.00000000 PA USD 2706875.18000000 0.121549462001 Long DBT NUSS DO N 2 2045-01-27 Fixed 6.85000000 N N N N N N FIRST QUANTUM MINERALS LTD. 549300I7UVBGWRYMYZ18 335934AT2 928000.00000000 PA USD 980896.00000000 0.044046131849 Long DBT NUSS ZM N 2 2027-10-15 Fixed 6.87500000 N N N N N N Republic of Lebanon 529900QPC4K9S1KHL354 N/A 1883000.00000000 PA USD 213532.20000000 0.009588445090 Long DBT NUSS LB N 2 2022-10-04 Fixed 6.10000000 Y N N N N N EURO N/A N/A 1.00000000 NC 26558.15000000 0.001192566568 N/A DFE XX N 2 GOLDMAN, SACHS & CO. N/A 6940506.00000000 PLN 1507432.58000000 EUR 2022-01-21 26558.15000000 N N N Republika Srbija 254900W94OCY91V32O78 N/A 53240000.00000000 PA 567119.88000000 0.025465938294 Long DBT NUSS RS N 2 2028-02-08 Fixed 5.87500000 N N N N N N FIRST QUANTUM MINERALS LTD. 549300I7UVBGWRYMYZ18 335934AL9 528000.00000000 PA USD 542467.20000000 0.024358934907 Long DBT NUSS ZM N 2 2025-04-01 Fixed 7.50000000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 N/A 14357200000.00000000 PA 3226957.76000000 0.144903238437 Long DBT NUSS CO N 2 2028-04-28 Fixed 6.00000000 N N N N N N NEW RUSSIAN ROUBLE N/A N/A 1.00000000 NC -24951.16000000 -0.00112040632 N/A DFE RU N 2 MORGAN STANLEY & CO, INC N/A 539982.97000000 USD 38429454.00000000 RUB 2021-12-15 -24951.16000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -34188.33000000 -0.00153519199 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 76222507969.00000000 IDR 5254586.61000000 USD 2022-02-09 -34188.33000000 N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 N/A 77699000.00000000 PA 3576768.13000000 0.160611115398 Long DBT NUSS MX N 2 2047-11-07 Fixed 8.00000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -3626.41000000 -0.00016284023 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 991788.48000000 PEN 240579.38000000 USD 2021-12-15 -3626.41000000 N N N Gobierno de la Republica Dominicana 254900EHU7Q8FGVPI369 P3579ECH8 1707000.00000000 PA USD 1698482.07000000 0.076268600544 Long DBT NUSS DO N 2 2032-09-23 Fixed 4.87500000 N N N N N N StoneCo Ltd. 549300O1A9LEF0XZCR35 G85158AA4 1960000.00000000 PA USD 1636600.00000000 0.073489849469 Long DBT NUSS BR N 2 2028-06-16 Fixed 3.95000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -14104.31000000 -0.00063333961 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 97319880.00000000 TWD 3491083.23000000 USD 2021-12-09 -14104.31000000 N N N Mexico City Airport Trust N/A 59284MAD6 1068000.00000000 PA USD 1025280.00000000 0.046039149984 Long DBT NUSS MX N 2 2047-07-31 Fixed 5.50000000 N N N N N N TURKISH LIRA N/A N/A 1.00000000 NC -3034497.64000000 -0.13626101355 N/A DFE TR N 2 BARCLAYS CAPITAL INC. N/A 9150812.53000000 USD 81571258.00000000 TRY 2021-12-15 -3034497.64000000 N N N Islamic Republic of Pakistan 529900LOP29R5WKHOD86 N/A 270000.00000000 PA USD 262575.00000000 0.011790661874 Long DBT NUSS PK N 2 2051-04-08 Fixed 8.87500000 N N N N N N TURKIYE IHRACAT KREDI BANKASI ANONIM SIRKETI 789000JVRVYLAXGDWR11 90015LAF4 327000.00000000 PA USD 341551.50000000 0.015337020848 Long DBT NUSS TR N 2 2024-01-24 Fixed 8.25000000 N N N N N N MALAYSIAN RINGGIT N/A N/A 1.00000000 NC -35263.18000000 -0.00158345703 N/A DFE MY N 2 J P MORGAN CHASE BANK N/A 3255417.87000000 USD 13555560.00000000 MYR 2022-02-04 -35263.18000000 N N N NEW RUSSIAN ROUBLE N/A N/A 1.00000000 NC 792.08000000 0.000035567542 N/A DFE RU N 2 MORGAN STANLEY & CO, INC N/A 1722581.29000000 USD 128590693.00000000 RUB 2021-12-15 792.08000000 N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91087BAL4 428000.00000000 PA USD 477463.96000000 0.021440030885 Long DBT NUSS MX N 2 2051-04-27 Fixed 5.00000000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 U48057EU0 117660000000.00000000 PA 8568293.24000000 0.384750446303 Long DBT CORP US N 2 2030-09-18 Fixed 7.00000000 N N N N N N Suzano Austria GmbH 254900287ZNSGVP1R341 86964WAB8 572000.00000000 PA USD 700986.00000000 0.031477059526 Long DBT NUSS BR N 2 2047-03-16 Fixed 7.00000000 N N N N N N Republica de El Salvador 529900AKDMUSFSDOM949 P01012CC8 121000.00000000 PA USD 81676.21000000 0.003667586690 Long DBT NUSS SV N 2 2052-07-15 Fixed 9.50000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 48356.00000000 0.002171376732 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 4526206.00000000 RON 1077662.96000000 USD 2021-12-15 48356.00000000 N N N Corporacion Nacional del Cobre de Chile 549300UVMBCBCIPSUI70 P3143NBE3 1050000.00000000 PA USD 1059187.50000000 0.047561731599 Long DBT NUSS CL N 2 2029-09-30 Fixed 3.00000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 503065.41000000 0.022589637818 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 46588206.00000000 RON 11097714.63000000 USD 2021-12-15 503065.41000000 N N N Republic of Armenia 5299000H77JSW90G7935 N/A 799000.00000000 PA USD 731085.00000000 0.032828624342 Long DBT NUSS AM N 2 2031-02-02 Fixed 3.60000000 N N N N N N THAILAND BAHT N/A N/A 1.00000000 NC -6814.57000000 -0.00030600129 N/A DFE TH N 2 DEUTSCHE BANK SECURITIES, INC. N/A 446269.05000000 USD 14801852.00000000 THB 2021-12-28 -6814.57000000 N N N Republique Gabonaise N/A 362420AE1 1712000.00000000 PA USD 1618353.60000000 0.072670513535 Long DBT NUSS GA N 2 2031-11-24 Fixed 7.00000000 N N N N N N Republica Argentina 549300KPBYGYF7HCHO27 040114HT0 1390000.00000000 PA USD 391298.90000000 0.017570876975 Long DBT NUSS AR N 2 2035-07-09 Fixed 1.12500000 N N N N N N Republique de Cote d'Ivoire 254900ICW11T82O6H590 N/A 3244000.00000000 PA 3479882.13000000 0.156260548641 Long DBT NUSS CI N 2 2048-03-22 Fixed 6.62500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 780.49000000 0.000035047105 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 588736.00000000 EUR 663487.93000000 USD 2021-12-03 780.49000000 N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 59373000000.00000000 PA 4358925.43000000 0.195733089148 Long DBT NUSS ID N 2 2038-05-15 Fixed 7.50000000 N N N N N N Republica de Mocambique N/A N/A 400000.00000000 PA USD 334312.00000000 0.015011938504 Long DBT NUSS MZ N 2 2031-09-15 Fixed 5.00000000 N N N N N N Gobierno de la Republica Dominicana 254900EHU7Q8FGVPI369 P3579EAY3 506000.00000000 PA USD 584435.06000000 0.026243458746 Long DBT NUSS DO N 2 2044-04-30 Fixed 7.45000000 N N N N N N FEDERAL REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 N/A 3182000.00000000 PA USD 3022900.00000000 0.135740233387 Long DBT NUSS NG N 2 2032-02-16 Fixed 7.87500000 N N N N N N Republic of North Macedonia 529900FA29F5OY2J7P74 N/A 229000.00000000 PA 240614.71000000 0.010804557508 Long DBT NUSS MK N 2 2028-03-10 Fixed 1.62500000 N N N N N N NEW RUSSIAN ROUBLE N/A N/A 1.00000000 NC -31521.69000000 -0.00141544925 N/A DFE RU N 2 MERRILL LYNCH N/A 2211182.06000000 USD 162636862.56000000 RUB 2021-12-15 -31521.69000000 N N N CEMEX, Sociedad Anonima Bursatil de Capital Variable 549300RIG2CXWN6IV731 151290BV4 622000.00000000 PA USD 651545.00000000 0.029256961977 Long DBT NUSS MX N 2 2029-11-19 Fixed 5.45000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 378.82000000 0.000017010524 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 70000.00000000 ZAR 4740.01000000 USD 2021-12-15 378.82000000 N N N EURO N/A N/A 1.00000000 NC 2073.38000000 0.000093103008 N/A DFE XX N 2 GOLDMAN, SACHS & CO. N/A 9773769.00000000 CZK 385957.55000000 EUR 2021-12-15 2073.38000000 N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 N/A 213820771.00000000 PA 14687730.56000000 0.659537521633 Long DBT NUSS ZA N 2 2026-12-21 Fixed 10.50000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 47139000.00000000 PA 2993913.98000000 0.134438645799 Long DBT NUSS EG N 2 2026-04-06 Fixed 14.48300000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 BR4171160 755000.00000000 PA 816892.63000000 0.036681728224 Long DBT NUSS ID N 2 2034-03-23 Fixed 1.30000000 N N N N N N UKRANIAN HRYVNIA N/A N/A 1.00000000 NC 365.18000000 0.000016398034 N/A DFE UA N 2 STANDARD BANK N/A 452295.61000000 USD 12573817.89000000 UAH 2022-02-16 365.18000000 N N N Republic of Lebanon 529900QPC4K9S1KHL354 N/A 409000.00000000 PA USD 45824.36000000 0.002057696027 Long DBT NUSS LB N 2 2026-11-27 Fixed 6.60000000 Y N N N N N PT Indonesia Asahan Aluminium (Persero) 2549008P48EB9SN2OI80 74445PAE2 359000.00000000 PA USD 382108.83000000 0.017158206279 Long DBT NUSS ID N 2 2025-05-15 Fixed 4.75000000 N N N N N N CHINESE YUAN RENMINBI N/A N/A 1.00000000 NC 650.34000000 0.000029202852 N/A DFE CN N 2 J P MORGAN CHASE BANK N/A 99361.93000000 USD 638000.00000000 CNY 2021-12-13 650.34000000 N N N BRAZILIAN REAL N/A N/A 1.00000000 NC 54.83000000 0.000002462085 N/A DFE BR N 2 J P MORGAN CHASE BANK N/A 123578.84000000 USD 700000.00000000 BRL 2021-12-13 54.83000000 N N N 1MDB Global Investments Limited N/A N/A 4100000.00000000 PA USD 4103986.68000000 0.184285325271 Long DBT NUSS MY N 2 2023-03-09 Fixed 4.40000000 N N N N N N BRK: GOLDMAN SACHS N/A N/A 63067514.00000000 NC 641414.71000000 0.028802071664 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2023-01-02 0.00000000 BRL 0.00000000 BRL -63067514.00000000 BRL 641414.71000000 N N N Sultanate of Oman 549300SZ20F0QTKNQC75 N/A 349000.00000000 PA USD 365577.50000000 0.016415883810 Long DBT NUSS OM N 2 2031-01-25 Fixed 6.25000000 N N N N N N Republica de El Salvador 529900AKDMUSFSDOM949 P01012AJ5 1646000.00000000 PA USD 1292110.00000000 0.058020878283 Long DBT NUSS SV N 2 2023-01-24 Fixed 7.75000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 633000.00000000 PA 690213.82000000 0.030993345798 Long DBT NUSS EG N 2 2025-04-11 Fixed 4.75000000 N N N N N N GALAXY PIPELINE ASSETS BIDCO LIMITED 549300L82YB0C6JQIC26 N/A 2202000.00000000 PA USD 2140072.91000000 0.096097785659 Long DBT NUSS AE N 2 2034-03-31 Fixed 2.16000000 N N N N N N HUNGARIAN FORINT N/A N/A 1.00000000 NC -90849.95000000 -0.00407952410 N/A DFE HU N 2 J P MORGAN CHASE BANK N/A 2428090.14000000 USD 758480000.00000000 HUF 2021-12-15 -90849.95000000 N N N Republique du Senegal 549300NP14ZLQGWIUZ97 N/A 606000.00000000 PA 625508.34000000 0.028087812384 Long DBT NUSS SN N 2 2037-06-08 Fixed 5.37500000 N N N N N N THAILAND BAHT N/A N/A 1.00000000 NC -3977.56000000 -0.00017860826 N/A DFE TH N 2 DEUTSCHE BANK SECURITIES, INC. N/A 699152.21000000 USD 23415104.00000000 THB 2021-12-28 -3977.56000000 N N N COUNTRY GARDEN HOLDINGS COMPANY LIMITED 549300MGHLPT1EFHGF84 N/A 1082000.00000000 PA USD 981768.42000000 0.044085306977 Long DBT NUSS CN N 2 2030-08-06 Fixed 4.80000000 N N N N N N MALAYSIAN RINGGIT N/A N/A 1.00000000 NC -1788.83000000 -0.00008032558 N/A DFE XX N 2 CITIGROUP GLOBAL MARKETS N/A 1049960.25000000 USD 3745208220.00000000 UGX 2021-12-15 -1788.83000000 N N N CNAC (HK) FINBRIDGE COMPANY LIMITED 549300US1UQ7R7WABI28 N/A 1021000.00000000 PA USD 1024580.30000000 0.046007730671 Long DBT NUSS CN N 2 2030-09-22 Fixed 3.00000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 820000.00000000 PA USD 697410.00000000 0.031316482902 Long DBT NUSS EG N 2 2049-03-01 Fixed 8.70020000 N N N N N N Kingdom of Thailand 254900PHJ6MSKT6C7026 N/A 286593000.00000000 PA 9907520.05000000 0.444887056759 Long DBT NUSS TH N 2 2032-06-25 Fixed 3.77500000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 N/A 88535900.00000000 PA 4296624.83000000 0.192935544411 Long DBT NUSS MX N 2 2038-11-18 Fixed 8.50000000 N N N N N N Republica del Ecuador 5299003Y2U5XK0A35H71 N/A 3942490.00000000 PA USD 2542906.05000000 0.114186595887 Long DBT NUSS EC N 2 2035-07-31 Fixed 1.00000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 3857.24000000 0.000173205417 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 18271278469.00000000 IDR 1278516.44000000 USD 2021-12-09 3857.24000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 7673.33000000 0.000344563037 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 32468640947.00000000 IDR 2264990.65000000 USD 2022-01-14 7673.33000000 N N N Republica de Colombia 549300MHDRBVRF6B9117 195325BK0 734000.00000000 PA USD 857847.82000000 0.038520779151 Long DBT NUSS CO N 2 2037-09-18 Fixed 7.37500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 81958.04000000 0.003680241978 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 39281200.00000000 ZAR 2518396.94000000 USD 2022-01-18 81958.04000000 N N N EURO N/A N/A 1.00000000 NC 1965.18000000 0.000088244398 N/A DFE XX N 2 GOLDMAN, SACHS & CO. N/A 472001.85000000 PLN 102656.77000000 EUR 2022-01-21 1965.18000000 N N N DAE FUNDING LLC 635400SZTPQL3Y1P2C76 23371DAG9 850000.00000000 PA USD 860013.00000000 0.038618004345 Long DBT CORP AE N 2 2028-03-20 Fixed 3.37500000 N N N N N N THAILAND BAHT N/A N/A 1.00000000 NC -11779.99000000 -0.00052896840 N/A DFE TH N 2 STANDARD BANK N/A 1662520.02000000 USD 55613289.71000000 THB 2021-12-15 -11779.99000000 N N N ROYAUME DU MAROC 529900F3MBW9XY5K1X07 N/A 1462000.00000000 PA USD 1360025.50000000 0.061070554362 Long DBT NUSS MA N 2 2032-12-15 Fixed 3.00000000 N N N N N N HUNGARIAN FORINT N/A N/A 1.00000000 NC -304459.49000000 -0.01367144206 N/A DFE HU N 2 J P MORGAN CHASE BANK N/A 3488254.59000000 USD 1033203569.23000000 HUF 2021-12-15 -304459.49000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 8014.99000000 0.000359904930 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 29301081.55000000 THB 877935.03000000 USD 2022-03-16 8014.99000000 N N N Republika Srbija 254900W94OCY91V32O78 N/A 406000.00000000 PA 406722.05000000 0.018263437755 Long DBT NUSS RS N 2 2033-03-03 Fixed 1.65000000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 18000000000.00000000 PA 1375528.02000000 0.061766679170 Long DBT NUSS ID N 2 2024-05-15 Fixed 8.12500000 N N N N N N Kerajaan Malaysia 254900GSIL471JOBYY43 N/A 21534000.00000000 PA 4852423.45000000 0.217893113102 Long DBT NUSS MY N 2 2040-05-22 Fixed 3.75700000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 7247000.00000000 PA 459375.29000000 0.020627777656 Long DBT NUSS EG N 2 2030-10-06 Fixed 14.66400000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 30301000.00000000 PA 1914945.57000000 0.085988672664 Long DBT NUSS EG N 2 2023-07-07 Fixed 14.19600000 N N N N N N THE DEMOCRATIC SOCIALIST REPUBLIC OF SRI LANKA 254900HXCCIOHM74FA02 85227SAW6 3767000.00000000 PA USD 2058891.52000000 0.092452418354 Long DBT NUSS LK N 2 2028-04-18 Fixed 6.75000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 56215.76000000 0.002524311218 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 7690447023.00000000 COP 1972921.25000000 USD 2021-12-15 56215.76000000 N N N Republica Oriental del Uruguay 549300RDR012H2V82H43 760942BA9 260000.00000000 PA USD 337243.40000000 0.015143570023 Long DBT NUSS UY N 2 2050-06-18 Fixed 5.10000000 N N N N N N Gobierno de Chile 549300FLZTJM5YJF8D34 168863DT2 9994000.00000000 PA USD 9812708.84000000 0.440629656324 Long DBT NUSS CL N 2 2033-07-27 Fixed 2.55000000 N N N N N N BRK: J.P. MORGAN CHASE N/A N/A 26363723.00000000 NC -560259.31000000 -0.02515787141 N/A DIR XX N 2 BRK: J.P. MORGAN CHASE N/A Y 2024-01-02 0.00000000 BRL 0.00000000 BRL -26363723.00000000 BRL -560259.31000000 N N N SOUTH AFRICAN RAND N/A N/A 1.00000000 NC -64888.70000000 -0.00291376072 N/A DFE ZA N 2 J P MORGAN CHASE BANK N/A 1213462.34000000 USD 18435381.00000000 ZAR 2021-12-15 -64888.70000000 N N N BRK: GOLDMAN SACHS N/A N/A 3489140526.00000000 NC 2680.03000000 0.000120344006 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2021-12-12 0.00000000 CLP 0.00000000 CLP -3489140526.00000000 CLP 2680.03000000 N N N Kerajaan Malaysia 254900GSIL471JOBYY43 N/A 2900000.00000000 PA 709294.61000000 0.031850149162 Long DBT NUSS MY N 2 2026-07-15 Fixed 3.90600000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 8520.77000000 0.000382616463 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 32649683.00000000 THB 977857.47000000 USD 2022-03-16 8520.77000000 N N N ROMANIAN LEU N/A N/A 1.00000000 NC 1452.93000000 0.000065242335 N/A DFE RO N 2 GOLDMAN, SACHS & CO. N/A 433416.99000000 EUR 2212273.00000000 RON 2022-06-30 1452.93000000 N N N THE REPUBLIC OF KENYA 549300VVURQQYU45PR87 N/A 944000.00000000 PA USD 1000203.87000000 0.044913132008 Long DBT NUSS KE N 2 2032-05-22 Fixed 8.00000000 N N N N N N BRK: GOLDMAN SACHS N/A N/A 21173916.00000000 NC -37060.92000000 -0.00166418271 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2025-12-08 0.00000000 MXN 0.00000000 MXN -21173916.00000000 MXN -37060.92000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 2607.05000000 0.000117066914 N/A DFE US N 2 JP MORGAN N/A 72029.28000000 EUR 83839.39000000 USD 2022-01-28 2607.05000000 N N N FEDERAL REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 N/A 923000.00000000 PA USD 841683.70000000 0.037794945871 Long DBT NUSS NG N 2 2033-09-28 Fixed 7.37500000 N N N N N N INDONESIA RUPIAH N/A N/A 1.00000000 NC -753.64000000 -0.00003384143 N/A DFE ID N 2 J P MORGAN CHASE BANK N/A 345147.40000000 USD 4940094690.00000000 IDR 2021-12-15 -753.64000000 N N N THE DEMOCRATIC SOCIALIST REPUBLIC OF SRI LANKA 254900HXCCIOHM74FA02 Y8137FAQ1 1368000.00000000 PA USD 787270.32000000 0.035351568684 Long DBT NUSS LK N 2 2024-06-28 Fixed 6.35000000 N N N N N N Romania 315700IASY927EDWBK92 N/A 1706000.00000000 PA USD 1655638.88000000 0.074344770907 Long DBT NUSS RO N 2 2051-02-14 Fixed 4.00000000 N N N N N N RUSSIA, FEDERATION OF (GOVERNMENT) 5493004EHVGF71PDBU58 N/A 4800000.00000000 PA USD 5658000.00000000 0.254066704325 Long DBT NUSS RU N 2 2035-03-28 Fixed 5.10000000 N N N N N N MALAYSIAN RINGGIT N/A N/A 1.00000000 NC 4637.86000000 0.000208258360 N/A DFE XX N 2 CITIGROUP GLOBAL MARKETS N/A 979836.99000000 USD 3517614797.00000000 UGX 2021-12-15 4637.86000000 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 1133000.00000000 PA USD 1079182.50000000 0.048459586627 Long DBT NUSS EG N 2 2029-03-01 Fixed 7.60030000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 189041.25000000 0.008488704024 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 1996776400.00000000 CLP 2583385.82000000 USD 2021-12-13 189041.25000000 N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205BB9 2971000.00000000 PA USD 2747640.22000000 0.123379974437 Long DBT NUSS ZA N 2 2049-09-30 Fixed 5.75000000 N N N N N N Kingdom of Thailand 254900PHJ6MSKT6C7026 N/A 73200000.00000000 PA 2436967.93000000 0.109429552937 Long DBT NUSS TH N 2 2036-06-17 Fixed 3.40000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 501959.91000000 0.022539996471 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 34676658.95000000 BRL 6626535.25000000 USD 2021-12-13 501959.91000000 N N N Kingdom of Bahrain 549300RODM1WN85LFQ95 05674RAJ3 672000.00000000 PA USD 712387.20000000 0.031989018753 Long DBT NUSS BH N 2 2029-09-20 Fixed 6.75000000 N N N N N N EGYPTIAN POUND N/A N/A 1.00000000 NC 32531.30000000 0.001460784761 N/A DFE EG N 2 CITIGROUP GLOBAL MARKETS N/A 2586687.50000000 USD 41387000.00000000 EGP 2021-12-15 32531.30000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 518279.34000000 0.023272803788 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 46517381.65000000 BRL 8753411.92000000 USD 2021-12-02 518279.34000000 N N N REPUBLICA DEL PARAGUAY 529900UXKJTJPCU0HK83 P75744AG0 946000.00000000 PA USD 1038244.46000000 0.046621305803 Long DBT NUSS PY N 2 2050-03-30 Fixed 5.40000000 N N N N N N Kingdom of Thailand 254900PHJ6MSKT6C7026 N/A 34000000.00000000 PA 1054865.08000000 0.047367637748 Long DBT NUSS TH N 2 2023-06-16 Fixed 3.62500000 N N N N N N INDIA RUPEE N/A N/A 1.00000000 NC -19635.64000000 -0.00088171833 N/A DFE IN N 2 J P MORGAN CHASE BANK N/A 1487235.87000000 USD 110419232.00000000 INR 2021-12-13 -19635.64000000 N N N Republica de Mocambique N/A N/A 2611000.00000000 PA USD 2182221.58000000 0.097990428585 Long DBT NUSS MZ N 2 2031-09-15 Fixed 5.00000000 N N N N N N Ukraine 6354001WLTJXOMEXPY07 N/A 480000.00000000 PA USD 433161.60000000 0.019450678711 Long DBT NUSS UA N 2 2040-05-31 Floating 1.25799840 N N N N N N EURO N/A N/A 1.00000000 NC -20548.92000000 -0.00092272823 N/A DFE XX N 2 JP MORGAN N/A 482175.10000000 USD 409327.15000000 EUR 2022-01-28 -20548.92000000 N N N THE OIL AND GAS HOLDING COMPANY B.S.C (CLOSED) 549300OBH16L6TS6IW50 67778M2C3 304000.00000000 PA USD 327322.88000000 0.014698099217 Long DBT NUSS BH N 2 2024-11-07 Fixed 7.62500000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 N/A 52140000.00000000 PA 2441514.13000000 0.109633695400 Long DBT NUSS MX N 2 2027-06-03 Floating 7.49999880 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 1481.49000000 0.000066524793 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 548454.19000000 BRL 98349.21000000 USD 2021-12-13 1481.49000000 N N N THE REPUBLIC OF KENYA 549300VVURQQYU45PR87 N/A 2181000.00000000 PA USD 2268152.76000000 0.101849080353 Long DBT NUSS KE N 2 2027-05-22 Fixed 7.00000000 N N N N N N Magyarorszag 5299003F3UFKGCCMAP43 N/A 404310000.00000000 PA 1161477.40000000 0.052154954960 Long DBT NUSS HU N 2 2027-10-27 Fixed 3.00000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 31887.01000000 0.001431853577 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 1229698988.00000000 CLP 1506153.45000000 USD 2021-12-15 31887.01000000 N N N Magyarorszag 5299003F3UFKGCCMAP43 N/A 363000.00000000 PA 384254.88000000 0.017254572460 Long DBT NUSS HU N 2 2050-11-17 Fixed 1.50000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 1294.29000000 0.000058118768 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 17230849.00000000 UAH 632289.93000000 USD 2021-12-16 1294.29000000 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 03846JW89 724000.00000000 PA USD 615762.00000000 0.027650162953 Long DBT NUSS EG N 2 2049-03-01 Fixed 8.70020000 N N N N N N Republica de El Salvador 529900AKDMUSFSDOM949 P01012CA2 328000.00000000 PA USD 195163.28000000 0.008763607521 Long DBT NUSS SV N 2 2050-01-20 Fixed 7.12460000 N N N N N N FEDERAL REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 65412JAS2 408000.00000000 PA USD 372055.20000000 0.016706758305 Long DBT NUSS NG N 2 2033-09-28 Fixed 7.37500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 142887.19000000 0.006416203155 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 11078184307.74000000 COP 2903925.22000000 USD 2021-12-15 142887.19000000 N N N Republica de Colombia 549300MHDRBVRF6B9117 195325BD6 288000.00000000 PA USD 327087.36000000 0.014687523432 Long DBT NUSS CO N 2 2024-05-21 Fixed 8.12500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 43168.40000000 0.001938432859 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 4252586.00000000 PLN 1070648.53000000 USD 2021-12-15 43168.40000000 N N N Republique du Benin 635400Q11P6AE5A5Y230 N/A 115000.00000000 PA 126823.35000000 0.005694872846 Long DBT NUSS BJ N 2 2052-01-19 Fixed 6.87500000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 195325EA9 494000.00000000 PA USD 418941.64000000 0.018812145949 Long DBT NUSS CO N 2 2042-02-22 Fixed 4.12500000 N N N N N N Gobierno de Chile 549300FLZTJM5YJF8D34 168863DP0 378000.00000000 PA USD 374930.64000000 0.016835876998 Long DBT NUSS CL N 2 2031-01-31 Fixed 2.45000000 N N N N N N EURO N/A N/A 1.00000000 NC -5111.73000000 -0.00022953700 N/A DFE XX N 2 GOLDMAN, SACHS & CO. N/A 11383086.12000000 RON 2261672.09000000 EUR 2022-04-06 -5111.73000000 N N N HUNGARIAN FORINT N/A N/A 1.00000000 NC -419853.33000000 -0.01885308445 N/A DFE HU N 2 J P MORGAN CHASE BANK N/A 4837672.57000000 USD 1433668454.77000000 HUF 2021-12-15 -419853.33000000 N N N Republica del Ecuador 5299003Y2U5XK0A35H71 N/A 2321289.00000000 PA USD 1323134.73000000 0.059414012059 Long DBT NUSS EC N 2 2040-07-31 Fixed 0.50000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -23695.80000000 -0.00106403566 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 5292287.09000000 PEN 1279411.84000000 USD 2021-12-15 -23695.80000000 N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 EF2271213 47068664.36000000 PA 2340346.12000000 0.105090849361 Long DBT NUSS MX N 2 2025-12-04 Fixed 4.50000000 N N N N N N People's Republic of China 300300CHN201808MOF68 N/A 65970000.00000000 PA 10669265.05000000 0.479092437050 Long DBT NUSS CN N 2 2030-11-19 Fixed 3.27000000 N N N N N N Magyarorszag 5299003F3UFKGCCMAP43 N/A 968940000.00000000 PA 2717900.81000000 0.122044556642 Long DBT NUSS HU N 2 2031-10-22 Fixed 3.25000000 N N N N N N Ceska republika 3157007EFDLQABN47912 N/A 10500000.00000000 PA 437795.22000000 0.019658746679 Long DBT NUSS CZ N 2 2033-10-13 Fixed 2.00000000 N N N N N N Republica Federativa do Brasil 254900ZFY40OYEADAP90 EK0169285 26000000.00000000 PA 4437276.83000000 0.199251378645 Long DBT NUSS BR N 2 2025-01-01 Fixed 10.00000000 N N N N N N RUSSIA, FEDERATION OF (GOVERNMENT) 5493004EHVGF71PDBU58 N/A 1947.37000000 PA USD 2221.95000000 0.000099774392 Long DBT NUSS RU N 2 2030-03-31 Fixed 7.50000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 697.66000000 0.000031327708 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 89159973.00000000 PHP 1767223.76000000 USD 2022-01-03 697.66000000 N N N INDONESIA RUPIAH N/A N/A 1.00000000 NC -26299.18000000 -0.00118093778 N/A DFE ID N 2 J P MORGAN CHASE BANK N/A 2295772.69000000 USD 32554056702.00000000 IDR 2021-12-15 -26299.18000000 N N N EURO N/A N/A 1.00000000 NC 2131.05000000 0.000095692621 N/A DFE XX N 2 GOLDMAN, SACHS & CO. N/A 7303901.00000000 PLN 1563463.48000000 EUR 2022-01-21 2131.05000000 N N N Republic of Lebanon 529900QPC4K9S1KHL354 N/A 1043000.00000000 PA USD 117103.87000000 0.005258429535 Long DBT NUSS LB N 2 2030-02-26 Fixed 6.65000000 Y N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 21083.40000000 0.000946728517 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 600000.00000000 EUR 696470.10000000 USD 2021-12-03 21083.40000000 N N N SOUTH AFRICAN RAND N/A N/A 1.00000000 NC -86591.25000000 -0.00388829153 N/A DFE ZA N 2 J P MORGAN CHASE BANK N/A 5273706.46000000 USD 83256694.76000000 ZAR 2021-12-15 -86591.25000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 40359.67000000 0.001812309710 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 253589029.00000000 RUB 3438961.61000000 USD 2021-12-15 40359.67000000 N N N The Hashemite Kingdom of Jordan 5493000JZ4MYPVMBVN50 418097AL5 1823000.00000000 PA USD 1791097.50000000 0.080427401723 Long DBT NUSS JO N 2 2030-07-07 Fixed 5.85000000 N N N N N N CSN Inova Ventures. 222100R8R68DM7VM3661 12642KAB0 800000.00000000 PA USD 806976.00000000 0.036236432094 Long DBT NUSS BR N 2 2028-01-28 Fixed 6.75000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 2133000.00000000 PA USD 1712073.78000000 0.076878922383 Long DBT NUSS EG N 2 2048-02-21 Fixed 7.90300000 N N N N N N Republika Srbija 254900W94OCY91V32O78 N/A 1788000.00000000 PA 1902120.29000000 0.085412766580 Long DBT NUSS RS N 2 2029-06-26 Fixed 1.50000000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 10500000000.00000000 PA 764636.06000000 0.034335200384 Long DBT NUSS ID N 2 2030-09-15 Fixed 7.00000000 N N N N N N Romania 315700IASY927EDWBK92 77586RAC4 616000.00000000 PA USD 780782.46000000 0.035060237965 Long DBT NUSS RO N 2 2044-01-22 Fixed 6.12500000 N N N N N N Kingdom of Thailand 254900PHJ6MSKT6C7026 N/A 124000000.00000000 PA 3745715.35000000 0.168197517553 Long DBT NUSS TH N 2 2024-12-17 Fixed 1.45000000 N N N N N N THE BIDVEST GROUP (UK) PLC 984500A80C777F496830 88332EAA1 528000.00000000 PA USD 521505.60000000 0.023417675694 Long DBT NUSS ZA N 2 2026-09-23 Fixed 3.62500000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 N/A 7555500000.00000000 PA 1697343.44000000 0.076217471528 Long DBT NUSS CO N 2 2032-06-30 Fixed 7.00000000 N N N N N N Turkiye Cumhuriyeti 5493000PCHOG3B6S3Q85 N/A 5060000.00000000 PA 367941.10000000 0.016522018851 Long DBT NUSS TR N 2 2022-05-04 Fixed 9.00000000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 195325DR3 616000.00000000 PA USD 560966.56000000 0.025189629751 Long DBT NUSS CO N 2 2030-01-30 Fixed 3.00000000 N N N N N N People's Republic of China 300300CHN201808MOF68 Y15025AB8 1700000.00000000 PA USD 1659114.80000000 0.074500853540 Long DBT NUSS CN N 2 2025-10-21 Fixed 0.55000000 N N N N N N POLISH ZLOTY N/A N/A 1.00000000 NC -45527.00000000 -0.00204434338 N/A DFE PA N 2 J P MORGAN CHASE BANK N/A 4233232.03000000 EUR 19611123.00000000 PLN 2022-01-21 -45527.00000000 N N N Republica de Colombia 549300MHDRBVRF6B9117 195325DQ5 2456000.00000000 PA USD 2286437.76000000 0.102670149580 Long DBT NUSS CO N 2 2049-05-15 Fixed 5.20000000 N N N N N N THAILAND BAHT N/A N/A 1.00000000 NC -51634.52000000 -0.00231859532 N/A DFE TH N 2 DEUTSCHE BANK SECURITIES, INC. N/A 1844030.05000000 USD 60387743.00000000 THB 2021-12-13 -51634.52000000 N N N Banque Centrale de Tunisie 254900B5LFB16S9T2T11 066716AH4 1254000.00000000 PA USD 946970.64000000 0.042522748249 Long DBT NUSS TN N 2 2025-01-30 Fixed 5.75000000 N N N N N N MDGH GMTN (RSC) LTD 213800WRY6FRL9IXLT77 55276VAG7 796000.00000000 PA USD 914245.80000000 0.041053272772 Long DBT NUSS AE N 2 2028-11-07 Fixed 4.50000000 N N N N N N PETROLEOS DEL PERU - PETROPERU S.A. 549300ZMGDLC9JT2OR80 P7808BAB3 1022000.00000000 PA USD 997727.50000000 0.044801933146 Long DBT NUSS PE N 2 2047-06-19 Fixed 5.62500000 N N N N N N Republica del Peru 254900STKLK2DBJJZ530 715638AY8 6280000.00000000 PA 1756278.16000000 0.078863874865 Long DBT NUSS PE N 2 2026-08-12 Fixed 8.20000000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 195325BK0 382000.00000000 PA USD 446454.86000000 0.020047598959 Long DBT NUSS CO N 2 2037-09-18 Fixed 7.37500000 N N N N N N Republica de El Salvador 529900AKDMUSFSDOM949 P01012AS5 2295000.00000000 PA USD 1537672.95000000 0.069047631448 Long DBT NUSS SV N 2 2025-01-30 Fixed 5.87500000 N N N N N N Romania 315700IASY927EDWBK92 N/A 1205000.00000000 PA 250137.32000000 0.011232160572 Long DBT NUSS RO N 2 2034-10-11 Fixed 4.75000000 N N N N N N KSA SUKUK LIMITED 635400XBJFPNCGN9CK71 48266XAE5 1800000.00000000 PA USD 1768662.00000000 0.079419958537 Long DBT NUSS SA N 2 2031-05-17 Fixed 2.25000000 N N N N N N EURO N/A N/A 1.00000000 NC -7555.57000000 -0.00033927514 N/A DFE XX N 2 GOLDMAN, SACHS & CO. N/A 1418170.48000000 USD 1253162.00000000 EUR 2021-12-03 -7555.57000000 N N N Kerajaan Malaysia 254900GSIL471JOBYY43 EK7974596 11724000.00000000 PA 2890286.89000000 0.129785377288 Long DBT NUSS MY N 2 2025-09-15 Fixed 3.95500000 N N N N N N Emirate of Abu Dhabi 213800FER4348CINTA77 N/A 1440000.00000000 PA USD 1386288.00000000 0.062249845070 Long DBT NUSS AE N 2 2031-03-02 Fixed 1.70000000 N N N N N N Joint Stock Company Development Bank of Kazakhstan 213800LCDPGJ1BI7KX98 25159XAD5 723000.00000000 PA USD 709769.10000000 0.031871455650 Long DBT NUSS KZ N 2 2031-05-06 Fixed 2.95000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 21624.94000000 0.000971045817 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 607939.00000000 EUR 705948.13000000 USD 2021-12-03 21624.94000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 32325.08000000 0.001451524662 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 937437.00000000 EUR 1087545.88000000 USD 2021-12-03 32325.08000000 N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 N/A 106358098.00000000 PA 5817177.08000000 0.261214388334 Long DBT NUSS ZA N 2 2035-02-28 Fixed 8.87500000 N N N N N N Government of Mongolia 254900PW61ADCBDCLP71 Y6142NAF5 635000.00000000 PA USD 599675.67000000 0.026927822753 Long DBT NUSS MN N 2 2027-07-07 Fixed 3.50000000 N N N N N N Republica de Costa Rica 549300S1EK2VN6XVJP58 P3699PGJ0 2261000.00000000 PA USD 2154733.00000000 0.096756082009 Long DBT NUSS CR N 2 2045-03-12 Fixed 7.15800000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 12894.14000000 0.000578998171 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 137323923.40000000 INR 1818438.42000000 USD 2022-03-16 12894.14000000 N N N Huarong Finance II Co., Ltd. 549300BHVD63HE2GHX17 N/A 930000.00000000 PA USD 961387.50000000 0.043170122606 Long DBT NUSS CN N 2 2025-01-16 Fixed 5.50000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 35548.54000000 0.001596270837 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 1037352.00000000 EUR 1203869.82000000 USD 2021-12-15 35548.54000000 N N N BRK: GOLDMAN SACHS & CO N/A N/A 473556921.00000000 NC -189675.26000000 -0.00851717359 N/A DIR XX N 2 BRK: GOLDMAN SACHS & CO N/A Y 2024-10-04 0.00000000 RUB 0.00000000 RUB -473556921.00000000 RUB -189675.26000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 1122402.50000000 0.050400336532 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 18211152.00000000 EUR 21621685.56000000 USD 2021-12-03 1122402.50000000 N N N FEDERAL REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 N/A 303000.00000000 PA USD 306193.62000000 0.013749311403 Long DBT NUSS NG N 2 2031-01-21 Fixed 8.74700000 N N N N N N Joint Stock Company Development Bank of Kazakhstan 213800LCDPGJ1BI7KX98 N/A 880000.00000000 PA USD 901985.92000000 0.040502755398 Long DBT NUSS KZ N 2 2022-12-10 Fixed 4.12500000 N N N N N N Republic of Ghana 213800PP4399SNNXZ126 N/A 12226000.00000000 PA 1896019.17000000 0.085138802025 Long DBT NUSS GH N 2 2026-11-02 Fixed 19.00000000 N N N N N N REPUBLICA DEL PARAGUAY 529900UXKJTJPCU0HK83 P75744AK1 1476000.00000000 PA USD 1387454.76000000 0.062302237234 Long DBT NUSS PY N 2 2033-01-29 Fixed 2.73900000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 N/A 18962800000.00000000 PA 4263826.53000000 0.191462770288 Long DBT NUSS CO N 2 2027-11-03 Fixed 5.75000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 300000.00000000 PA USD 258000.00000000 0.011585226178 Long DBT NUSS EG N 2 2050-05-29 Fixed 8.87500000 N N N N N N DP WORLD CRESCENT LIMITED 21380096JRTWB8TL9236 N/A 725000.00000000 PA USD 811214.10000000 0.036426739641 Long DBT NUSS AE N 2 2028-09-26 Fixed 4.84800000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 17520.21000000 0.000786727114 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 133897354.00000000 INR 1796988.06000000 USD 2021-12-14 17520.21000000 N N N Republica de Colombia 549300MHDRBVRF6B9117 195325BP9 4586000000.00000000 PA 1137405.98000000 0.051074052460 Long DBT NUSS CO N 2 2023-03-21 Fixed 4.37500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 47274.62000000 0.002122818469 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 37512802.24000000 UAH 1421477.92000000 USD 2021-12-15 47274.62000000 N N N CHINESE YUAN RENMINBI N/A N/A 1.00000000 NC 4556.54000000 0.000204606769 N/A DFE CN N 2 STANDARD BANK N/A 985932.52000000 USD 6320000.00000000 CNY 2021-12-15 4556.54000000 N N N YPF SOCIEDAD ANONIMA 5493003N7447U18U5U53 P989MJBR1 558431.00000000 PA USD 452625.08000000 0.020324666378 Long DBT NUSS AR N 2 2026-02-12 Fixed 4.00000000 N N N N N N GOBIERNO DE LA REPUBLICA DE PANAMA 549300SHS4T08CL0LP14 698299AK0 525000.00000000 PA USD 747825.75000000 0.033580350603 Long DBT NUSS PA N 2 2029-04-01 Fixed 9.37500000 N N N N N N Suzano Austria GmbH 254900287ZNSGVP1R341 86964WAG7 687000.00000000 PA USD 728426.10000000 0.032709229157 Long DBT NUSS BR N 2 2030-01-15 Fixed 5.00000000 N N N N N N AZARBAYJAN RESPUBLIKASI DOVLAT NEFT SHIRKATI 2549002HARR1VE257O76 N/A 1100000.00000000 PA USD 1135569.60000000 0.050991591693 Long DBT NUSS AZ N 2 2023-03-13 Fixed 4.75000000 N N N N N N Rzeczpospolita Polska 259400R9L8QEP0TPXS31 N/A 14296000.00000000 PA 3011757.95000000 0.135239911025 Long DBT NUSS PL N 2 2026-10-25 Fixed 0.25000000 N N N N N N Republique de Cote d'Ivoire 254900ICW11T82O6H590 N/A 26950.00000000 PA USD 26428.79000000 0.001186757789 Long DBT NUSS CI N 2 2032-12-31 Floating 5.74999920 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QAM4 215000.00000000 PA USD 248155.15000000 0.011143153255 Long DBT NUSS MX N 2 2027-09-15 Fixed 9.50000000 N N N N N N Cable Onda, S.A. 5299008Q5GONPYNF9J32 12686LAA7 227000.00000000 PA USD 232584.20000000 0.010443955668 Long DBT NUSS PA N 2 2030-01-30 Fixed 4.50000000 N N N N N N Romania 315700IASY927EDWBK92 N/A 773000.00000000 PA 775505.84000000 0.034823296739 Long DBT NUSS RO N 2 2042-04-13 Fixed 2.87500000 N N N N N N TURKIYE VAKIFLAR BANKASI TURK ANONIM ORTAKLIGI 789000KAIHOLSQKQ9858 90015WAK9 570000.00000000 PA USD 556022.46000000 0.024967619997 Long DBT NUSS TR N 2 2026-01-08 Fixed 6.50000000 N N N N N N TURKISH LIRA N/A N/A 1.00000000 NC -394148.61000000 -0.01769884028 N/A DFE TR N 2 BARCLAYS CAPITAL INC. N/A 1214965.18000000 USD 10946957.73000000 TRY 2021-12-15 -394148.61000000 N N N RUSSIA, FEDERATION OF (GOVERNMENT) 5493004EHVGF71PDBU58 N/A 167906000.00000000 PA 2091385.56000000 0.093911529993 Long DBT NUSS RU N 2 2034-05-10 Fixed 7.25000000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 N/A 1118100000.00000000 PA 251407.20000000 0.011289183235 Long DBT NUSS CO N 2 2027-11-03 Fixed 5.75000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 6511000.00000000 PA USD 5849742.84000000 0.262676720486 Long DBT NUSS EG N 2 2032-05-29 Fixed 7.62500000 N N N N N N Republic of the Philippines 529900RAHBALMYIJ3T08 718286CN5 923000.00000000 PA USD 891964.11000000 0.040052736268 Long DBT NUSS PH N 2 2032-01-06 Fixed 1.95000000 N N N N N N Gaz Capital S.A. 213800568PRHV2JR9650 368266AT9 901000.00000000 PA USD 971834.82000000 0.043639248827 Long DBT NUSS RU N 2 2028-02-06 Fixed 4.95000000 N N N N N N Republica de Costa Rica 549300S1EK2VN6XVJP58 P3699PGK7 2601000.00000000 PA USD 2589295.50000000 0.116269666703 Long DBT NUSS CR N 2 2031-02-19 Fixed 6.12500000 N N N N N N Kingdom of Thailand 254900PHJ6MSKT6C7026 N/A 195187000.00000000 PA 6498148.34000000 0.291792706426 Long DBT NUSS TH N 2 2036-06-17 Fixed 3.40000000 N N N N N N Republica del Peru 254900STKLK2DBJJZ530 N/A 3966000.00000000 PA 1026213.21000000 0.046081054825 Long DBT NUSS PE N 2 2028-08-12 Fixed 6.35000000 N N N N N N BRAZILIAN REAL N/A N/A 1.00000000 NC 5219.82000000 0.000234390679 N/A DFE BR N 2 J P MORGAN CHASE BANK N/A 1414146.40000000 USD 8017503.00000000 BRL 2021-12-02 5219.82000000 N N N GOBIERNO DE LA REPUBLICA DE PANAMA 549300SHS4T08CL0LP14 698299BL7 719000.00000000 PA USD 695064.49000000 0.031211160174 Long DBT NUSS PA N 2 2060-07-23 Fixed 3.87000000 N N N N N N Republic of Zambia 213800DMLAZ6LGMMD849 N/A 27670000.00000000 PA 1110507.31000000 0.049866195189 Long DBT NUSS ZM N 2 2026-01-25 Fixed 11.00000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 N/A 77518000.00000000 PA 3966979.89000000 0.178133175464 Long DBT NUSS ZA N 2 2031-02-28 Fixed 7.00000000 N N N N N N Republic of Ghana 213800PP4399SNNXZ126 N/A 1946000.00000000 PA USD 1521810.92000000 0.068335363211 Long DBT NUSS GH N 2 2042-05-07 Fixed 8.87500000 N N N N N N Sinopec Group Overseas Development (2018) Limited 549300C6OZZ8LTVR8209 G82016AP4 802000.00000000 PA USD 822338.60000000 0.036926273938 Long DBT NUSS CN N 2 2030-05-13 Fixed 2.70000000 N N N N N N CZECH REPUBLIC KORUNA N/A N/A 1.00000000 NC -597525.24000000 -0.02683125989 N/A DFE CZ N 2 GOLDMAN, SACHS & CO. N/A 12827081.62000000 USD 276295338.00000000 CZK 2021-12-15 -597525.24000000 N N N MEXICAN PESO N/A N/A 1.00000000 NC -53451.75000000 -0.00240019617 N/A DFE MX N 2 J P MORGAN CHASE BANK N/A 1337285.81000000 USD 27663569.00000000 MXN 2021-12-15 -53451.75000000 N N N THAILAND BAHT N/A N/A 1.00000000 NC -50508.50000000 -0.00226803254 N/A DFE TH N 2 J P MORGAN CHASE BANK N/A 2305532.79000000 USD 75965000.00000000 THB 2021-12-20 -50508.50000000 N N N PERUVIAN INTI N/A N/A 1.00000000 NC -3890.63000000 -0.00017470476 N/A DFE PE N 2 GOLDMAN, SACHS & CO. N/A 380914.47000000 USD 1531200.00000000 PEN 2021-12-15 -3890.63000000 N N N Republica de Colombia 549300MHDRBVRF6B9117 195325DR3 1009000.00000000 PA USD 918855.94000000 0.041260286395 Long DBT NUSS CO N 2 2030-01-30 Fixed 3.00000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 20315.70000000 0.000912255734 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 11039000.00000000 BRL 1970018.74000000 USD 2021-12-13 20315.70000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 62723.65000000 0.002816541364 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 2383445.73000000 TRY 241437.39000000 USD 2021-12-15 62723.65000000 N N N CNAC (HK) FINBRIDGE COMPANY LIMITED 549300US1UQ7R7WABI28 N/A 361000.00000000 PA USD 411801.69000000 0.018491533795 Long DBT NUSS CN N 2 2028-03-14 Fixed 5.12500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 46141.84000000 0.002071952142 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 34912542.00000000 MXN 1666392.31000000 USD 2021-12-15 46141.84000000 N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDF6 471000.00000000 PA USD 387350.40000000 0.017393573620 Long DBT NUSS MX N 2 2060-01-28 Fixed 6.95000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 N/A 121114000.00000000 PA 6207076.57000000 0.278722426234 Long DBT NUSS ZA N 2 2044-01-31 Fixed 8.75000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCC4 9282000.00000000 PA USD 7624234.80000000 0.342358467416 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 -2504.04000000 -0.00011244135 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 1244391.00000000 CNY 192565.50000000 USD 2021-12-13 -2504.04000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 50961.30000000 0.002288365065 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 28164188.00000000 BRL 5036964.68000000 USD 2021-12-02 50961.30000000 N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QBX9 577000.00000000 PA USD 433673.20000000 0.019473651586 Long DBT NUSS MX N 2 2046-01-23 Fixed 5.62500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -17854.18000000 -0.00080172369 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 2013487682.00000000 UGX 545660.62000000 USD 2021-12-15 -17854.18000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 3501.69000000 0.000157239808 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 696132.13000000 BRL 126452.22000000 USD 2021-12-13 3501.69000000 N N N People's Republic of China 300300CHN201808MOF68 N/A 65100000.00000000 PA 10348159.75000000 0.464673531904 Long DBT NUSS CN N 2 2025-10-22 Fixed 3.02000000 N N N N N N N/A N/A N/A 165.00000000 NC 847884.02000000 0.038073364901 N/A DIR ZA N 1 R2037 BOND FUTURE FEB22 N/A Long South African Govt. Bond Futures Johannesburg Stock Exchange R2037 Bond Future Feb 2022 2022-02-06 926920.85000000 ZAR -79036.83000000 N N N BRK: GOLDMAN SACHS N/A N/A 2668590785.00000000 NC -392520.50000000 -0.01762573167 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2025-06-17 0.00000000 CLP 0.00000000 CLP -2668590785.00000000 CLP -392520.50000000 N N N People's Republic of China 300300CHN201808MOF68 N/A 2175000.00000000 PA USD 2283269.83000000 0.102527896923 Long DBT NUSS CN N 2 2023-10-19 Fixed 3.25000000 N N N N N N RUSSIA, FEDERATION OF (GOVERNMENT) 5493004EHVGF71PDBU58 N/A 7600000.00000000 PA USD 8415480.00000000 0.377888524022 Long DBT NUSS RU N 2 2029-03-21 Fixed 4.37500000 N N N N N N Romania 315700IASY927EDWBK92 N/A 4075000.00000000 PA 793278.16000000 0.035621344596 Long DBT NUSS RO N 2 2031-09-24 Fixed 3.65000000 N N N N N N Qatar Energy 254900QTESJKJ3P87J26 74730DAD5 892000.00000000 PA USD 911891.60000000 0.040947559829 Long DBT NUSS QA N 2 2051-07-12 Fixed 3.30000000 N N N N N N Ceska republika 3157007EFDLQABN47912 N/A 53520000.00000000 PA 2196693.00000000 0.098640252903 Long DBT NUSS CZ N 2 2026-06-26 Fixed 1.00000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 333537.50000000 0.014977160373 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 30507573.32000000 BRL 5734398.47000000 USD 2021-12-02 333537.50000000 N N N Corporacion Nacional del Cobre de Chile 549300UVMBCBCIPSUI70 21987BBC1 234000.00000000 PA USD 247609.44000000 0.011118648706 Long DBT NUSS CL N 2 2031-01-15 Fixed 3.75000000 N N N N N N HUNGARIAN FORINT N/A N/A 1.00000000 NC -40726.99000000 -0.00182880383 N/A DFE HU N 2 J P MORGAN CHASE BANK N/A 1531018.54000000 EUR 546357103.00000000 HUF 2021-12-15 -40726.99000000 N N N POLISH ZLOTY N/A N/A 1.00000000 NC 1785.91000000 0.000080194462 N/A DFE PA N 2 J P MORGAN CHASE BANK N/A 1440570.87000000 EUR 6722460.00000000 PLN 2021-12-15 1785.91000000 N N N ECOPETROL S.A. 254900IDGKCJICKBPA66 279158AN9 686000.00000000 PA USD 761460.00000000 0.034192582657 Long DBT NUSS CO N 2 2030-04-29 Fixed 6.87500000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 EJ0234298 186400000.00000000 PA 8691264.85000000 0.390272360703 Long DBT NUSS MX N 2 2022-06-09 Fixed 6.50000000 N N N N N N KOREAN WON N/A N/A 1.00000000 NC -38289.06000000 -0.00171933108 N/A DFE KR N 2 J P MORGAN CHASE BANK N/A 15426321.81000000 USD 18235917800.00000000 KRW 2022-02-22 -38289.06000000 N N N ANGLOGOLD ASHANTI HOLDINGS PLC 213800745ZIXC4L6A131 03512TAE1 323000.00000000 PA USD 321449.60000000 0.014434365584 Long DBT NUSS IM N 2 2030-10-01 Fixed 3.75000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -24399.85000000 -0.00109565031 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 87992088.24000000 PHP 1720780.06000000 USD 2021-12-15 -24399.85000000 N N N TENCENT HOLDINGS LIMITED 254900N4SLUMW4XUYY11 88032WAV8 620000.00000000 PA USD 602541.98000000 0.027056531473 Long DBT NUSS CN N 2 2050-06-03 Fixed 3.24000000 N N N N N N EURO N/A N/A 1.00000000 NC -70528.75000000 -0.00316702139 N/A DFE XX N 2 GOLDMAN, SACHS & CO. N/A 2756667.19000000 USD 2385021.25000000 EUR 2021-12-15 -70528.75000000 N N N NETWORK I2I LIMITED 2549003L8M1FGHLHOX45 64132NAA4 290000.00000000 PA USD 304592.80000000 0.013677428217 Long DBT NUSS IN N 2 2170-04-15 Fixed 5.65000000 N N N N N N BRAZILIAN REAL N/A N/A 1.00000000 NC 5219.82000000 0.000234390679 N/A DFE BR N 2 J P MORGAN CHASE BANK N/A 1414146.40000000 USD 8017503.00000000 BRL 2021-12-02 5219.82000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 18529.41000000 0.000832044208 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 11999730.19000000 ILS 3835924.30000000 USD 2022-01-11 18529.41000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 6139.37000000 0.000275682131 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 1794689679.00000000 COP 453433.47000000 USD 2021-12-15 6139.37000000 N N N HUNGARIAN FORINT N/A N/A 1.00000000 NC -352544.31000000 -0.01583064174 N/A DFE HU N 2 J P MORGAN CHASE BANK N/A 4113973.06000000 USD 1220656946.75000000 HUF 2021-12-15 -352544.31000000 N N N FIRST QUANTUM MINERALS LTD. 549300I7UVBGWRYMYZ18 335934AR6 531000.00000000 PA USD 549585.00000000 0.024678552438 Long DBT NUSS ZM N 2 2026-03-01 Fixed 6.87500000 N N N N N N Qatar Energy 254900QTESJKJ3P87J26 74730DAC7 1438000.00000000 PA USD 1413065.08000000 0.063452242466 Long DBT NUSS QA N 2 2031-07-12 Fixed 2.25000000 N N N N N N EGYPTIAN POUND N/A N/A 1.00000000 NC 9742.91000000 0.000437495410 N/A DFE EG N 2 CITIGROUP GLOBAL MARKETS N/A 1730406.61000000 USD 29114091.15000000 EGP 2022-06-15 9742.91000000 N N N SASOL FINANCING USA LLC 549300XRB1PFMESFEL85 80386WAC9 532000.00000000 PA USD 524020.00000000 0.023530582255 Long DBT CORP ZA N 2 2026-09-18 Fixed 4.37500000 N N N N N N United States of America N/A N/A 55.00000000 NC USD 12030390.63000000 0.540212389380 N/A DIR US N 1 GOLDMAN, SACHS & CO. N/A Long U.S. Treasury Futures US 2-YEAR NOTE (Globex) Mar 2022 2022-04-03 12006862.89000000 USD 23527.74000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -19842.91000000 -0.00089102558 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 12432637.00000000 MYR 2932225.71000000 USD 2021-12-01 -19842.91000000 N N N Sultanate of Oman 549300SZ20F0QTKNQC75 N/A 200000.00000000 PA USD 198045.60000000 0.008893035153 Long DBT NUSS OM N 2 2051-01-25 Fixed 7.00000000 N N N N N N FEDERAL REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 N/A 2037000.00000000 PA USD 1935150.00000000 0.086895931932 Long DBT NUSS NG N 2 2032-02-16 Fixed 7.87500000 N N N N N N CNAC (HK) FINBRIDGE COMPANY LIMITED 549300US1UQ7R7WABI28 N/A 1107000.00000000 PA USD 1186303.71000000 0.053269755024 Long DBT NUSS CN N 2 2029-06-19 Fixed 3.87500000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 58925000000.00000000 PA 4502943.79000000 0.202200086335 Long DBT NUSS ID N 2 2024-03-15 Fixed 8.37500000 N N N N N N Republique de Cote d'Ivoire 254900ICW11T82O6H590 N/A 2010000.00000000 PA 2258371.04000000 0.101409842219 Long DBT NUSS CI N 2 2030-03-22 Fixed 5.25000000 N N N N N N CHILEAN PESO N/A N/A 1.00000000 NC -1903.93000000 -0.00008549402 N/A DFE CL N 2 CITIGROUP GLOBAL MARKETS N/A 1848640.95000000 USD 1540380071.00000000 CLP 2021-12-15 -1903.93000000 N N N EGYPTIAN POUND N/A N/A 1.00000000 NC 26133.64000000 0.001173504380 N/A DFE EG N 2 CITIGROUP GLOBAL MARKETS N/A 2521291.50000000 USD 41387000.00000000 EGP 2022-03-16 26133.64000000 N N N Republica Federativa do Brasil 254900ZFY40OYEADAP90 N/A 16753000.00000000 PA 2914198.59000000 0.130859107725 Long DBT NUSS BR N 2 2023-01-01 Fixed 10.00000000 N N N N N N Republic of Ghana 213800PP4399SNNXZ126 N/A 599000.00000000 PA USD 473389.70000000 0.021257080406 Long DBT NUSS GH N 2 2034-04-07 Fixed 8.62500000 N N N N N N Kingdom of Thailand 254900PHJ6MSKT6C7026 N/A 6000000.00000000 PA 163053.36000000 0.007321744398 Long DBT NUSS TH N 2 2035-12-17 Fixed 1.58500000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 N/A 56094912.00000000 PA 2982988.14000000 0.133948032126 Long DBT NUSS ZA N 2 2040-01-31 Fixed 9.00000000 N N N N N N EURO N/A N/A 1.00000000 NC -11014.06000000 -0.00049457510 N/A DFE XX N 2 JP MORGAN N/A 373027.68000000 USD 321000.00000000 EUR 2022-01-28 -11014.06000000 N N N EURO N/A N/A 1.00000000 NC -4520.49000000 -0.00020298798 N/A DFE XX N 2 GOLDMAN, SACHS & CO. N/A 15097358.28000000 RON 3001650.26000000 EUR 2022-04-06 -4520.49000000 N N N Republica del Peru 254900STKLK2DBJJZ530 N/A 1204000.00000000 PA 303842.35000000 0.013643730028 Long DBT NUSS PE N 2 2023-09-12 Fixed 5.20000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 24826000.00000000 PA 1571886.94000000 0.070583975683 Long DBT NUSS EG N 2 2027-07-07 Fixed 14.40600000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205AY0 199000.00000000 PA USD 213546.90000000 0.009589105178 Long DBT NUSS ZA N 2 2030-06-22 Fixed 5.87500000 N N N N N N Ceska republika 3157007EFDLQABN47912 N/A 12390000.00000000 PA 656726.28000000 0.029489622057 Long DBT NUSS CZ N 2 2036-12-04 Fixed 4.20000000 N N N N N N Magyarorszag 5299003F3UFKGCCMAP43 445545AM8 3360000.00000000 PA USD 3250800.00000000 0.145973849844 Long DBT NUSS HU N 2 2031-09-22 Fixed 2.12500000 N N N N N N BANQUE OUEST AFRICAINE DE DEVELOPPEMENT 529900LIZJABE4JJS826 06675QAC7 934000.00000000 PA USD 1013016.40000000 0.045488465566 Long DBT NUSS XX N 2 2031-10-22 Fixed 4.70000000 N N N N N N CHILEAN PESO N/A N/A 1.00000000 NC -644.40000000 -0.00002893612 N/A DFE CL N 2 MORGAN STANLEY & CO, INC N/A 1739169.17000000 USD 1450119253.00000000 CLP 2021-12-15 -644.40000000 N N N FEDERAL REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 65412JAB9 895000.00000000 PA USD 767910.00000000 0.034482213311 Long DBT NUSS NG N 2 2047-11-28 Fixed 7.62500000 N N N N N N BRK: JP MORGAN CHASE N/A N/A 11231979.82000000 NC -227627.82000000 -0.01022139449 N/A DIR XX N 2 BRK: JP MORGAN CHASE N/A Y 2024-01-02 0.00000000 BRL 0.00000000 BRL -11231979.82000000 BRL -227627.82000000 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 28937000.00000000 PA 1818884.08000000 0.081675129684 Long DBT NUSS EG N 2 2028-01-05 Fixed 14.29200000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 170497.14000000 0.007655999727 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 41770000.00000000 ZAR 2772880.08000000 USD 2021-12-15 170497.14000000 N N N Republica de Colombia 549300MHDRBVRF6B9117 N/A 4435300000.00000000 PA 1008619.34000000 0.045291020083 Long DBT NUSS CO N 2 2031-03-26 Fixed 7.00000000 N N N N N N MEXICAN PESO N/A N/A 1.00000000 NC -24053.32000000 -0.00108008973 N/A DFE MX N 2 J P MORGAN CHASE BANK N/A 506705.22000000 USD 10400000.00000000 MXN 2021-12-15 -24053.32000000 N N N Gobierno de Chile 549300FLZTJM5YJF8D34 168863DU9 1812000.00000000 PA USD 1691284.56000000 0.075945403717 Long DBT NUSS CL N 2 2071-09-21 Fixed 3.25000000 N N N N N N MEXICAN PESO N/A N/A 1.00000000 NC -39934.71000000 -0.00179322731 N/A DFE MX N 2 CITIGROUP GLOBAL MARKETS N/A 967318.79000000 USD 19982920.00000000 MXN 2021-12-15 -39934.71000000 N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 62342000000.00000000 PA 4933821.40000000 0.221548204812 Long DBT NUSS ID N 2 2039-04-15 Fixed 8.37500000 N N N N N N INDONESIA RUPIAH N/A N/A 1.00000000 NC 1549.68000000 0.000069586795 N/A DFE ID N 2 STANDARD CHARTERED BANK N/A 359101.63000000 USD 5166036078.00000000 IDR 2021-12-03 1549.68000000 N N N TURKISH LIRA N/A N/A 1.00000000 NC -118609.47000000 -0.00532603696 N/A DFE TR N 2 MORGAN STANLEY & CO, INC N/A 432809.17000000 USD 4200413.00000000 TRY 2021-12-22 -118609.47000000 N N N Turkiye Cumhuriyeti 5493000PCHOG3B6S3Q85 900123CV0 517000.00000000 PA USD 519752.51000000 0.023338954980 Long DBT NUSS TR N 2 2024-08-10 Fixed 6.35000000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 N/A 8595900000.00000000 PA 1726236.54000000 0.077514886639 Long DBT NUSS CO N 2 2036-07-09 Fixed 6.25000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 25080.86000000 0.001126230371 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 6705348894.00000000 COP 1696268.38000000 USD 2021-12-15 25080.86000000 N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91087BAM2 6498000.00000000 PA USD 6271024.86000000 0.281593958806 Long DBT NUSS MX N 2 2031-05-24 Fixed 2.65900000 N N N N N N RUSSIA, FEDERATION OF (GOVERNMENT) 5493004EHVGF71PDBU58 N/A 30885000.00000000 PA 425573.98000000 0.019109964394 Long DBT USGA RU N 2 2030-07-17 Fixed 2.50000000 N N N N N N Corporacion Nacional del Cobre de Chile 549300UVMBCBCIPSUI70 P3143NBH6 1000000.00000000 PA USD 1017880.00000000 0.045706860551 Long DBT NUSS CL N 2 2030-01-14 Fixed 3.15000000 N N N N N N NEW RUSSIAN ROUBLE N/A N/A 1.00000000 NC -2069.55000000 -0.00009293102 N/A DFE RU N 2 J P MORGAN CHASE BANK N/A 79760.51000000 USD 5804000.00000000 RUB 2021-12-20 -2069.55000000 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 104745000.00000000 PA 6652612.90000000 0.298728779543 Long DBT NUSS EG N 2 2026-04-06 Fixed 14.48300000 N N N N N N Gobierno de Chile 549300FLZTJM5YJF8D34 168863DQ8 730000.00000000 PA USD 680644.70000000 0.030563654249 Long DBT NUSS CL N 2 2061-01-22 Fixed 3.10000000 N N N N N N GRAN TIERRA ENERGY INC. 549300IH2S17MAIUCM32 38502JAA9 390000.00000000 PA USD 345446.40000000 0.015511917350 Long DBT CORP CO N 2 2027-05-23 Fixed 7.75000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 1996.77000000 0.000089662915 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 545832045.00000000 KRW 462667.55000000 USD 2022-01-24 1996.77000000 N N N Republica del Peru 254900STKLK2DBJJZ530 P78024AC3 4735000.00000000 PA 1225194.04000000 0.055016085525 Long DBT NUSS PE N 2 2028-08-12 Fixed 6.35000000 N N N N N N Ukraine 6354001WLTJXOMEXPY07 903724AT9 2361000.00000000 PA USD 2363974.86000000 0.106151873769 Long DBT NUSS UA N 2 2026-09-01 Fixed 7.75000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -50801.07000000 -0.00228117010 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 239555061.90000000 PHP 4700383.83000000 USD 2021-12-15 -50801.07000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 1136526.22000000 0.051034547736 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 154095292.00000000 ZAR 10737075.89000000 USD 2021-12-15 1136526.22000000 N N N BELARUS, REPUBLIC OF (GOVERNMENT) 635400CVCOWYLHF4ZB08 07737JAD5 1061000.00000000 PA USD 862911.30000000 0.038748149543 Long DBT NUSS BY N 2 2031-02-24 Fixed 6.37800000 N N N N N N CHILEAN PESO N/A N/A 1.00000000 NC -253243.09000000 -0.01137162199 N/A DFE CL N 2 MORGAN STANLEY & CO, INC N/A 4816163.02000000 USD 3805972829.00000000 CLP 2021-12-15 -253243.09000000 N N N People's Republic of China 300300CHN201808MOF68 N/A 50800000.00000000 PA 8215835.45000000 0.368923689654 Long DBT NUSS CN N 2 2030-11-19 Fixed 3.27000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 1464000.00000000 PA 1461594.11000000 0.065631388934 Long DBT NUSS EG N 2 2031-04-11 Fixed 6.37500000 N N N N N N State of Qatar 52990074F6OJOAXK4P65 N/A 4678000.00000000 PA USD 6040607.84000000 0.271247318139 Long DBT NUSS QA N 2 2049-03-14 Fixed 4.81700000 N N N N N N Petroleos de Venezuela, S.A. 549300YWR8TN1OFD4P06 N/A 1620000.00000000 PA USD 76950.00000000 0.003455361063 Long DBT CORP VE N 2 2037-04-12 Fixed 5.50000000 Y N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 158255.82000000 0.007106315770 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 95547750.00000000 MXN 4592515.78000000 USD 2021-12-15 158255.82000000 N N N Kingdom of Bahrain 549300RODM1WN85LFQ95 N/A 209000.00000000 PA USD 201854.29000000 0.009064060483 Long DBT NUSS BH N 2 2031-09-30 Fixed 5.62500000 N N N N N N Emirate of Abu Dhabi 213800FER4348CINTA77 N/A 1426000.00000000 PA USD 1404610.00000000 0.063072575744 Long DBT NUSS AE N 2 2028-06-02 Fixed 1.62500000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 5973000000.00000000 PA 472151.63000000 0.021201486139 Long DBT NUSS ID N 2 2032-06-15 Fixed 8.25000000 N N N N N N Gobierno de Chile 549300FLZTJM5YJF8D34 N/A 903412100.00000000 PA 1063673.38000000 0.047763165453 Long DBT NUSS CL N 2 2030-09-01 Fixed 0.00000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 124450.19000000 0.005588308523 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 38354210.00000000 MXN 1904424.47000000 USD 2021-12-15 124450.19000000 N N N RUSSIA, FEDERATION OF (GOVERNMENT) 5493004EHVGF71PDBU58 N/A 3600000.00000000 PA USD 3986280.00000000 0.178999827168 Long DBT NUSS RU N 2 2029-03-21 Fixed 4.37500000 N N N N N N BRAZILIAN REAL N/A N/A 1.00000000 NC -34195.37000000 -0.00153550812 N/A DFE BR N 2 J P MORGAN CHASE BANK N/A 1909616.12000000 USD 10593595.40000000 BRL 2021-12-02 -34195.37000000 N N N Republic of Lebanon 529900QPC4K9S1KHL354 N/A 1415000.00000000 PA USD 159470.50000000 0.007160859733 Long DBT NUSS LB N 2 2021-04-12 Fixed 8.25000000 Y N N N N N Republic of the Philippines 529900RAHBALMYIJ3T08 718286BW6 779000.00000000 PA USD 956303.38000000 0.042941825396 Long DBT NUSS PH N 2 2037-01-13 Fixed 5.00000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 77955.38000000 0.003500506624 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 649870570.29000000 HUF 2080517.90000000 USD 2021-12-15 77955.38000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -1295.98000000 -0.00005819465 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 12913838856.00000000 IDR 898979.38000000 USD 2021-12-15 -1295.98000000 N N N Republica de Angola 549300QHR2R3J8JSGK83 N/A 572000.00000000 PA USD 508459.95000000 0.022831874121 Long DBT NUSS AO N 2 2049-11-26 Fixed 9.12500000 N N N N N N Romania 315700IASY927EDWBK92 N/A 970000.00000000 PA 220274.96000000 0.009891221833 Long DBT NUSS RO N 2 2023-09-25 Fixed 4.40000000 N N N N N N TURKISH LIRA N/A N/A 1.00000000 NC -431235.11000000 -0.01936417164 N/A DFE TR N 2 MORGAN STANLEY & CO, INC N/A 1994462.93000000 USD 20898182.00000000 TRY 2021-12-22 -431235.11000000 N N N Joint Stock Company National Company KazMunayGas 2138001H1M69RFJCSH88 48667QAR6 1737000.00000000 PA USD 1890151.29000000 0.084875310874 Long DBT NUSS KZ N 2 2025-04-24 Fixed 4.75000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -371.99000000 -0.00001670383 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 1296598.44000000 BRL 228632.62000000 USD 2021-12-13 -371.99000000 N N N Kerajaan Malaysia 254900GSIL471JOBYY43 N/A 6809000.00000000 PA 1631205.30000000 0.073247605982 Long DBT NUSS MY N 2 2034-11-30 Fixed 4.11900000 N N N N N N Sultanate of Oman 549300SZ20F0QTKNQC75 68205LAE3 306000.00000000 PA USD 341263.44000000 0.015324085809 Long DBT NUSS OM N 2 2032-10-28 Fixed 7.37500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 45956.49000000 0.002063629189 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 37222503.00000000 MXN 1773409.56000000 USD 2021-12-15 45956.49000000 N N N Republica de Colombia 549300MHDRBVRF6B9117 P6S32JS68 17046400000.00000000 PA 3836365.12000000 0.172268052779 Long DBT NUSS CO N 2 2034-10-18 Fixed 7.25000000 N N N N N N Republic of Lebanon 529900QPC4K9S1KHL354 N/A 2000000.00000000 PA USD 225600.00000000 0.010130337309 Long DBT NUSS LB N 2 2024-04-22 Fixed 6.65000000 Y N N N N N PETROBRAS GLOBAL FINANCE B.V. 549300FNENFFSMO3GT38 71647NBJ7 698000.00000000 PA USD 619021.30000000 0.027796518486 Long DBT NUSS BR N 2 2051-06-10 Fixed 5.50000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 892.35000000 0.000040070064 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 5182898.00000000 THB 154768.21000000 USD 2021-12-28 892.35000000 N N N Republica del Ecuador 5299003Y2U5XK0A35H71 N/A 4151295.00000000 PA USD 2677585.28000000 0.120234228992 Long DBT NUSS EC N 2 2035-07-31 Fixed 1.00000000 N N N N N N Magyarorszag 5299003F3UFKGCCMAP43 N/A 270530000.00000000 PA 752852.44000000 0.033806068977 Long DBT NUSS HU N 2 2030-08-21 Fixed 3.00000000 N N N N N N BRAZIL MINAS SPE N/A G13201AA9 1343000.00000000 PA USD 1396720.00000000 0.062718283362 Long DBT NUSS BR N 2 2028-02-15 Fixed 5.33300000 N N N N N N Republica del Peru 254900STKLK2DBJJZ530 715638AP7 790000.00000000 PA USD 1216457.80000000 0.054623793601 Long DBT NUSS PE N 2 2033-11-21 Fixed 8.75000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -22697.80000000 -0.00101922149 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 87923061.31000000 PHP 1721113.07000000 USD 2021-12-15 -22697.80000000 N N N Republica Federativa do Brasil 254900ZFY40OYEADAP90 N/A 22235000.00000000 PA 3867797.16000000 0.173679476394 Long DBT NUSS BR N 2 2023-01-01 Fixed 10.00000000 N N N N N N TURKIYE IHRACAT KREDI BANKASI ANONIM SIRKETI 789000JVRVYLAXGDWR11 90015LAB3 1487000.00000000 PA USD 1484296.63000000 0.066650822379 Long DBT NUSS TR N 2 2023-10-24 Fixed 5.37500000 N N N N N N Turkiye Cumhuriyeti 5493000PCHOG3B6S3Q85 900123CM0 1131000.00000000 PA USD 904664.28000000 0.040623024415 Long DBT NUSS TR N 2 2047-05-11 Fixed 5.75000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 BN4651095 14496000.00000000 PA 905091.36000000 0.040642202005 Long DBT NUSS EG N 2 2031-01-12 Fixed 14.38200000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 1692.33000000 0.000075992348 N/A DFE US N 2 J P MORGAN CHASE BANK N/A 12146095.00000000 THB 362299.63000000 USD 2021-12-28 1692.33000000 N N N Joint-Stock Cornpany Uzbekneftegaz 213800LUZJZFLJD4MJ51 91825MAB9 323000.00000000 PA USD 310912.05000000 0.013961187677 Long DBT NUSS UZ N 2 2028-11-16 Fixed 4.75000000 N N N N N N BRK: J.P. MORGAN CHASE N/A N/A 221391287.00000000 NC -197034.51000000 -0.00884763319 N/A DIR XX N 2 BRK: J.P. MORGAN CHASE N/A Y 2024-06-19 0.00000000 MXN 0.00000000 MXN -221391287.00000000 MXN -197034.51000000 N N N BRK: GOLDMAN SACHS N/A N/A 27849771.00000000 NC 44328.89000000 0.001990543476 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2029-09-10 0.00000000 MXN 0.00000000 MXN -27849771.00000000 MXN 44328.89000000 N N N THE DEMOCRATIC SOCIALIST REPUBLIC OF SRI LANKA 254900HXCCIOHM74FA02 Y8137FAK4 243000.00000000 PA USD 147600.63000000 0.006627855358 Long DBT NUSS LK N 2 2023-04-18 Fixed 5.75000000 N N N N N N Emirate of Dubai N/A N/A 670000.00000000 PA USD 764872.00000000 0.034345795028 Long DBT NUSS AE N 2 2043-01-30 Fixed 5.25000000 N N N N N N Republic of Ghana 213800PP4399SNNXZ126 N/A 200000.00000000 PA USD 153684.00000000 0.006901022868 Long DBT NUSS GH N 2 2051-03-26 Fixed 8.95000000 N N N N N N SIERRACOL ENERGY ANDINA, LLC N/A 82653LAA9 1003000.00000000 PA USD 920252.50000000 0.041322997494 Long DBT CORP CO N 2 2028-06-15 Fixed 6.00000000 N N N N N N BRK: JPMORGAN CHASE N/A N/A 11034079.00000000 NC -247044.94000000 -0.01109330041 N/A DIR XX N 2 BRK: JPMORGAN CHASE N/A Y 2024-01-02 0.00000000 BRL 0.00000000 BRL -11034079.00000000 BRL -247044.94000000 N N N 2021-11-30 SEI INSTITUTIONAL INVESTMENTS TRUST Peter Rodriguez Peter Rodriguez CFO