NPORT-P/A false 0001047304-21-001017 0001047304 XXXXXXXX S000009668 C000030995 C000030987 C000148732 C000026494 PIMCO Variable Insurance Trust 811-08399 0001047304 549300KNGHUU7TTJOR56 650 Newport Center Drive Newport Beach 92660 (888) 877-4626 PIMCO Emerging Markets Bond Portfolio S000009668 7WSPSGH6AHW0E5SKX275 2021-12-31 2021-09-30 N 273529608.900000 22108784.840000 251420824.060000 0.000000 0.000000 11118625.330000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 3475211.110000 GBP EUR MXN USD BRL PEN UAH ZAR N ARMENIA GOVT 5299000H77JSW90G7935 042207AC4 300000.000000 PA USD 293686.200000 0.1168106 Long DBT NUSS AM N 2 2029-09-26 Fixed 3.95 N N N N N N ARMENIA GOVT 5299000H77JSW90G7935 042207AD2 500000.000000 PA USD 473650.000000 0.1883893 Long DBT NUSS AM N 2 2031-02-02 Fixed 3.6 N N N N N N N/A N/A 000000000 1.000000 NC USD 12781.590000 0.0050837 N/A DCR US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 CHILEAN GOVT CHILE GOVT Y Single Leg Swap 2025-12-21 24736.320000 USD 0.000000 USD 1000000.000000 USD -11954.730000 N N N N/A N/A 000000000 1.000000 NC USD 2680.710000 0.0010662 N/A DCR US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 CHILEAN GOVT CHILE GOVT Y Single Leg Swap 2026-12-21 2314.580000 USD 0.000000 USD 400000.000000 USD 366.130000 N N N N/A N/A 000000000 1.000000 NC USD 6195.690000 0.0024643 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 CHILEAN GOVT CHILE GOVERNMENT BOND Y Single Leg Swap 2021-12-21 40928.470000 USD 0.000000 USD 3000000.000000 USD -34732.780000 N N N N/A N/A 000000000 1.000000 NC USD 9719.390000 0.0038658 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 CHILEAN GOVT CHILE GOVT Y Single Leg Swap 2026-06-21 16989.330000 USD 0.000000 USD 1000000.000000 USD -7269.940000 N N N N/A N/A 000000000 1.000000 NC USD 2010.540000 0.0007997 N/A DCR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 CHILEAN GOVT CHILE GOVT Y Single Leg Swap 2026-12-21 1584.430000 USD 0.000000 USD 300000.000000 USD 426.110000 N N N N/A N/A 000000000 1.000000 NC USD 4800.640000 0.0019094 N/A DCR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 CHILEAN GOVT CHILE GOVT Y Single Leg Swap 2026-12-21 4047.690000 USD 0.000000 USD 700000.000000 USD 752.950000 N N N N/A N/A 000000000 1.000000 NC -1040.320000 -0.0004138 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 23604.800000 USD 93309.760000 PEN 2021-10-12 -1040.320000 N N N N/A N/A 000000000 1.000000 NC -9439.240000 -0.0037544 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 389833.800000 USD 1594225.330000 PEN 2022-05-05 -9439.240000 N N N N/A N/A 000000000 1.000000 NC -5151.540000 -0.0020490 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 305982.640000 USD 1244523.200000 PEN 2021-10-29 -5151.540000 N N N N/A N/A 000000000 1.000000 NC 583.330000 0.0002320 N/A DFE RU N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 84248.260000 USD 6255349.000000 RUB 2021-12-20 583.330000 N N N N/A N/A 000000000 1.000000 NC -196.230000 -0.0000780 N/A DFE TR N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 3557.870000 USD 30000.000000 TRY 2021-10-08 -196.230000 N N N N/A N/A 000000000 1.000000 NC -6734.040000 -0.0026784 N/A DFE EG N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 2055375.000000 EGP 121800.000000 USD 2021-12-06 -6734.040000 N N N N/A N/A 000000000 1.000000 NC -12304.480000 -0.0048940 N/A DFE EG N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 3924238.500000 EGP 233100.000000 USD 2021-12-06 -12304.480000 N N N N/A N/A 000000000 1.000000 NC 3350.610000 0.0013327 N/A DFE GB N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 116000.000000 GBP 159649.030000 USD 2021-10-04 3350.610000 N N N N/A N/A 000000000 1.000000 NC 153572.340000 0.0610818 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 4454703.300000 PEN 1225671.560000 USD 2022-01-18 153572.340000 N N N N/A N/A 000000000 1.000000 NC 149414.020000 0.0594279 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 5185709.690000 PEN 1403439.700000 USD 2021-10-12 149414.020000 N N N N/A N/A 000000000 1.000000 NC 22741.050000 0.0090450 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1244523.200000 PEN 323572.150000 USD 2021-10-29 22741.050000 N N N N/A N/A 000000000 1.000000 NC 7543.960000 0.0030005 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1244523.200000 PEN 304373.700000 USD 2022-05-09 7543.960000 N N N N/A N/A 000000000 1.000000 NC 1567.770000 0.0006236 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1238101.200000 PEN 300612.150000 USD 2021-11-23 1567.770000 N N N N/A N/A 000000000 1.000000 NC 28067.380000 0.0111635 N/A DFE ZA N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 8624709.110000 ZAR 595202.000000 USD 2021-12-15 28067.380000 N N N N/A N/A 000000000 1.000000 NC USD -13392.840000 -0.0053269 N/A DCR US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 COLOMBIAN GOVT COLOMBIA (REP OF) GLBL UNSUBORDINATED Y Single Leg Swap 2025-12-21 0.000000 USD -20738.620000 USD 800000.000000 USD 7345.780000 N N N N/A N/A 000000000 1.000000 NC 933.400000 0.0003713 N/A DFE RU N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 50038.610000 USD 3738084.000000 RUB 2021-11-22 933.400000 N N N N/A N/A 000000000 1.000000 NC USD -1236.670000 -0.0004919 N/A DCR US N 2 HSBC BANK USA, NATIONAL ASSOCIATION 1IE8VN30JCEQV1H4R804 DUBAI GOVT DUBAI GOVT INT'L BONDS SR NT EMTN Y Single Leg Swap 2024-12-21 0.000000 USD -331.420000 USD 100000.000000 USD -905.250000 N N N N/A N/A 000000000 1.000000 NC USD -2473.340000 -0.0009837 N/A DCR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 DUBAI GOVT DUBAI GOVT INT'L BONDS SR NT EMTN Y Single Leg Swap 2024-12-21 0.000000 USD -283.700000 USD 200000.000000 USD -2189.640000 N N N N/A N/A 000000000 1.000000 NC USD 10745.610000 0.0042740 N/A DCR US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 EGYPTIAN GOVT EGYPT GOVT Y Single Leg Swap 2022-06-21 17153.890000 USD 0.000000 USD 500000.000000 USD -6408.280000 N N N N/A N/A 000000000 1.000000 NC USD -1541.470000 -0.0006131 N/A DCR US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 EGYPTIAN GOVT ARAB REPUBLIC OF EGYPT REGS Y Single Leg Swap 2021-12-21 0.000000 USD -59706.070000 USD 700000.000000 USD 58164.600000 N N N N/A N/A 000000000 1.000000 NC USD -1717.540000 -0.0006831 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 ESKOM HOLDINGS SOC LTD ESKOM HOLDINGS SOC LTD SR UNSEC REGS Y Single Leg Swap 2021-12-21 0.000000 USD -12980.630000 USD 600000.000000 USD 11263.090000 N N N N/A N/A 000000000 1.000000 NC USD -1993.260000 -0.0007928 N/A DCR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 ESKOM HOLDINGS SOC LTD ESKOM HOLDINGS SOC LTD SR UNSEC REGS Y Single Leg Swap 2022-06-21 0.000000 USD -3793.830000 USD 200000.000000 USD 1800.570000 N N N N/A N/A 000000000 1.000000 NC USD 1476.270000 0.0005872 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 GENERAL ELECTRIC COMPANY GENERAL ELECTRIC CO SR UNSEC Y Single Leg Swap 2023-12-21 225.670000 USD 0.000000 USD 100000.000000 USD 1250.600000 N N N N/A N/A 000000000 -56.000000 NC 156755.370000 0.0623478 N/A DIR DE N 1 Eurex N/A Short N/A GERMANY GOVT 2021-12-08 -11015814.950000 EUR 156755.370000 N N N N/A N/A 000000000 1.000000 NC 1260.520000 0.0005014 N/A DFE KZ N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 320900.000000 USD 142158700.000000 KZT 2022-03-15 1260.520000 N N N N/A N/A 000000000 1.000000 NC -20884.200000 -0.0083065 N/A DFE PE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 221416.380000 USD 829935.000000 PEN 2021-11-12 -20884.200000 N N N N/A N/A 000000000 1.000000 NC -36456.740000 -0.0145003 N/A DFE PE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 520700.000000 USD 2002612.200000 PEN 2021-10-15 -36456.740000 N N N N/A N/A 000000000 1.000000 NC 2078.890000 0.0008269 N/A DFE RU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 62353.470000 USD 4701882.000000 RUB 2021-10-22 2078.890000 N N N N/A N/A 000000000 1.000000 NC 1962.730000 0.0007807 N/A DFE RU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 61167.530000 USD 4606863.000000 RUB 2021-10-22 1962.730000 N N N N/A N/A 000000000 1.000000 NC 967.090000 0.0003846 N/A DFE RU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 57288.290000 USD 4272217.000000 RUB 2021-11-22 967.090000 N N N N/A N/A 000000000 1.000000 NC 996.230000 0.0003962 N/A DFE RU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 84674.450000 USD 6317222.000000 RUB 2021-12-20 996.230000 N N N N/A N/A 000000000 1.000000 NC 843.880000 0.0003356 N/A DFE RU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 119998.990000 USD 8910765.000000 RUB 2021-12-20 843.880000 N N N N/A N/A 000000000 1.000000 NC -1569.490000 -0.0006242 N/A DFE TR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 28836.000000 USD 243332.060000 TRY 2021-10-08 -1569.490000 N N N N/A N/A 000000000 1.000000 NC -93.190000 -0.0000371 N/A DFE N/A N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 234000.000000 DOP 4036.340000 USD 2021-10-22 -93.190000 N N N N/A N/A 000000000 1.000000 NC -1419.500000 -0.0005646 N/A DFE RU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 44288858.630000 RUB 605494.000000 USD 2021-10-22 -1419.500000 N N N N/A N/A 000000000 1.000000 NC -19891.760000 -0.0079117 N/A DFE ZA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 16407000.000000 ZAR 1049195.820000 USD 2022-02-18 -19891.760000 N N N N/A N/A 000000000 1.000000 NC 22550.690000 0.0089693 N/A DFE ZA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 6637614.190000 ZAR 459020.000000 USD 2021-12-15 22550.690000 N N N N/A N/A 000000000 1.000000 NC 14.100000 0.0000056 N/A DFE CO N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 1413.180000 USD 5452000.000000 COP 2021-11-19 14.100000 N N N N/A N/A 000000000 1.000000 NC -1648.360000 -0.0006556 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 177717.550000 USD 152000.000000 EUR 2021-10-04 -1648.360000 N N N N/A N/A 000000000 1.000000 NC 1057.350000 0.0004205 N/A DFE RU N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 32108.470000 USD 2420240.000000 RUB 2021-10-22 1057.350000 N N N N/A N/A 000000000 1.000000 NC 177.360000 0.0000705 N/A DFE RU N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 9578.390000 USD 715448.000000 RUB 2021-11-22 177.360000 N N N N/A N/A 000000000 1.000000 NC 28912.260000 0.0114995 N/A DFE ZA N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 8695441.140000 ZAR 600698.000000 USD 2021-12-15 28912.260000 N N N N/A N/A 000000000 1.000000 NC USD 4798.600000 0.0019086 N/A DCR US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 INDONESIA GOVT REPUBLIC OF INDONESIA Y Single Leg Swap 2026-12-21 4002.500000 USD 0.000000 USD 500000.000000 USD 796.100000 N N N N/A N/A 000000000 1.000000 NC USD 1055.800000 0.0004199 N/A DCR US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 INDONESIA GOVT INDONESIA (REP OF) Y Single Leg Swap 2021-12-21 0.000000 USD -15423.550000 USD 500000.000000 USD 16479.350000 N N N N/A N/A 000000000 1.000000 NC USD 23992.970000 0.0095430 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 INDONESIA GOVT REPUBLIC OF INDONESIA Y Single Leg Swap 2026-12-21 24474.270000 USD 0.000000 USD 2500000.000000 USD -481.300000 N N N N/A N/A 000000000 1.000000 NC USD 34549.880000 0.0137419 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 INDONESIA GOVT REPUBLIC OF INDONESIA Y Single Leg Swap 2026-12-21 39845.720000 USD 0.000000 USD 3600000.000000 USD -5295.840000 N N N N/A N/A 000000000 1.000000 NC USD 4798.600000 0.0019086 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 INDONESIA GOVT REPUBLIC OF INDONESIA Y Single Leg Swap 2026-12-21 4755.830000 USD 0.000000 USD 500000.000000 USD 42.770000 N N N N/A N/A 000000000 1.000000 NC USD 8515.760000 0.0033871 N/A DCR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 ISRAEL GOVT ISRAEL GOVT GLBL SR UNSEC Y Single Leg Swap 2024-06-21 9462.580000 USD 0.000000 USD 400000.000000 USD -946.820000 N N N N/A N/A 000000000 1.000000 NC 123.740000 0.0000492 N/A DFE EG N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 20789.000000 USD 333351.620000 EGP 2021-11-23 123.740000 N N N N/A N/A 000000000 1.000000 NC -317.850000 -0.0001264 N/A DFE UA N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 838800.000000 UAH 30000.000000 USD 2022-03-03 -317.850000 N N N N/A N/A 000000000 1.000000 NC USD 1424.330000 0.0005665 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2024-12-21 0.000000 USD -832.340000 USD 100000.000000 USD 2256.670000 N N N N/A N/A 000000000 1.000000 NC USD 5340.500000 0.0021241 N/A DCR US N 2 HSBC BANK USA, NATIONAL ASSOCIATION 1IE8VN30JCEQV1H4R804 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2023-12-21 0.000000 USD -6260.570000 USD 400000.000000 USD 11601.070000 N N N N/A N/A 000000000 1.000000 NC USD 1380.060000 0.0005489 N/A DCR US N 2 HSBC BANK USA, NATIONAL ASSOCIATION 1IE8VN30JCEQV1H4R804 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2024-06-21 0.000000 USD -1336.660000 USD 100000.000000 USD 2716.720000 N N N N/A N/A 000000000 1.000000 NC USD 1424.330000 0.0005665 N/A DCR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2024-12-21 0.000000 USD -881.000000 USD 100000.000000 USD 2305.330000 N N N N/A N/A 000000000 1.000000 NC USD -241.360000 -0.0000960 N/A DCR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2026-12-21 919.700000 USD 0.000000 USD 500000.000000 USD -1161.060000 N N N N/A N/A 000000000 1.000000 NC -6160.550000 -0.0024503 N/A DCR ME N 3 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 MONTENEGRO GOVT MONTENEGRO GOVT Y Single Leg Swap 2023-06-21 0.000000 EUR -7738.620000 EUR 100000.000000 EUR 1578.070000 N N N N/A N/A 000000000 1.000000 NC 2160.450000 0.0008593 N/A DFE EG N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 353560.380000 USD 5650778.750000 EGP 2021-11-09 2160.450000 N N N N/A N/A 000000000 1.000000 NC -982.690000 -0.0003909 N/A DFE UA N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 1687200.000000 UAH 60000.000000 USD 2022-03-03 -982.690000 N N N N/A N/A 000000000 1.000000 NC USD 3675.280000 0.0014618 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 NIGERIA GOVT REPUBLIC OF NIGERIA Y Single Leg Swap 2021-12-21 21484.350000 USD 0.000000 USD 400000.000000 USD -17809.070000 N N N N/A N/A 000000000 1.000000 NC USD -12015.880000 -0.0047792 N/A DCR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 NIGERIA GOVT REPUBLIC OF NIGERIA Y Single Leg Swap 2023-06-21 0.000000 USD -11875.400000 USD 500000.000000 USD -140.480000 N N N N/A N/A 000000000 1.000000 NC USD -1971.180000 -0.0007840 N/A DCR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 NIGERIA GOVT REPUBLIC OF NIGERIA Y Single Leg Swap 2022-06-21 0.000000 USD -3517.190000 USD 500000.000000 USD 1546.010000 N N N N/A N/A 000000000 1.000000 NC USD -788.470000 -0.0003136 N/A DCR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 NIGERIA GOVT REPUBLIC OF NIGERIA Y Single Leg Swap 2022-06-21 0.000000 USD -1282.000000 USD 200000.000000 USD 493.530000 N N N N/A N/A 000000000 1.000000 NC USD 1109.460000 0.0004413 N/A DCR US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 PERU GOVT PERU (REP OF) GLBL SR UNSECURED Y Single Leg Swap 2026-06-21 4482.540000 USD 0.000000 USD 600000.000000 USD -3373.080000 N N N N/A N/A 000000000 1.000000 NC USD 5282.100000 0.0021009 N/A DCR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 PERU GOVT PERU (REP OF) GLBL SR UNSECURED Y Single Leg Swap 2025-12-21 9002.780000 USD 0.000000 USD 800000.000000 USD -3720.680000 N N N N/A N/A 000000000 1.000000 NC USD 2773.650000 0.0011032 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 PERU GOVT PERU (REP OF) GLBL SR UNSECURED Y Single Leg Swap 2026-06-21 6833.510000 USD 0.000000 USD 1500000.000000 USD -4059.860000 N N N N/A N/A 000000000 1.000000 NC USD 3328.360000 0.0013238 N/A DCR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 PERU GOVT PERU (REP OF) GLBL SR UNSECURED Y Single Leg Swap 2026-06-21 3413.070000 USD 0.000000 USD 1800000.000000 USD -84.710000 N N N N/A N/A 000000000 1.000000 NC USD 821.040000 0.0003266 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 QNB FINANCE LTD QNB FINANCE LTD SR UNSEC Y Single Leg Swap 2023-06-21 777.070000 USD 0.000000 USD 100000.000000 USD 43.970000 N N N N/A N/A 000000000 1.000000 NC USD 2011.990000 0.0008002 N/A DCR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 RUSSIAN GOVT RUSSIAN FEDERATION SR UNSEC REGS Y Single Leg Swap 2021-12-21 7490.320000 USD 0.000000 USD 1000000.000000 USD -5478.330000 N N N N/A N/A 000000000 1.000000 NC USD 603.600000 0.0002401 N/A DCR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 RUSSIAN GOVT RUSSIAN FEDERATION SR UNSEC REGS Y Single Leg Swap 2021-12-21 2058.980000 USD 0.000000 USD 300000.000000 USD -1455.380000 N N N N/A N/A 000000000 1.000000 NC USD 30159.320000 0.0119956 N/A DCR US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 SAUDI ARABIA GOVT SAUDI INTERNATIONAL BOND Y Single Leg Swap 2024-06-21 20458.330000 USD 0.000000 USD 1500000.000000 USD 9700.990000 N N N N/A N/A 000000000 1.000000 NC USD 11354.930000 0.0045163 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 SAUDI ARABIA GOVT SAUDI INTERNATIONAL BOND Y Single Leg Swap 2024-12-21 5355.720000 USD 0.000000 USD 500000.000000 USD 5999.210000 N N N N/A N/A 000000000 1.000000 NC USD 43148.740000 0.0171620 N/A DCR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 SAUDI ARABIA GOVT SAUDI INTERNATIONAL BOND Y Single Leg Swap 2024-12-21 0.000000 USD -64257.890000 USD 1900000.000000 USD 107406.630000 N N N N/A N/A 000000000 1.000000 NC USD 6812.960000 0.0027098 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 SAUDI ARABIA GOVT SAUDI INTERNATIONAL BOND Y Single Leg Swap 2024-12-21 3176.230000 USD 0.000000 USD 300000.000000 USD 3636.730000 N N N N/A N/A 000000000 1.000000 NC USD 4768.400000 0.0018966 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 SAUDI ARABIA GOVT SAUDI INTERNATIONAL BOND Y Single Leg Swap 2026-12-21 4610.670000 USD 0.000000 USD 200000.000000 USD 157.730000 N N N N/A N/A 000000000 1.000000 NC USD 82435.500000 0.0327879 N/A DCR US N 2 HSBC BANK USA, NATIONAL ASSOCIATION 1IE8VN30JCEQV1H4R804 SAUDI ARABIA GOVT SAUDI INTERNATIONAL BOND Y Single Leg Swap 2024-06-21 42907.280000 USD 0.000000 USD 4100000.000000 USD 39528.220000 N N N N/A N/A 000000000 1.000000 NC USD 28148.710000 0.0111959 N/A DCR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 SAUDI ARABIA GOVT SAUDI INTERNATIONAL BOND Y Single Leg Swap 2024-06-21 7627.220000 USD 0.000000 USD 1400000.000000 USD 20521.490000 N N N N/A N/A 000000000 1.000000 NC USD 1549.230000 0.0006162 N/A DCR US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 SOUTH AFRICA GOVT REPUBLIC OF SOUTH AFRICA Y Single Leg Swap 2022-06-21 0.000000 USD -9463.620000 USD 400000.000000 USD 11012.850000 N N N N/A N/A 000000000 1.000000 NC USD 792.970000 0.0003154 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 SOUTH AFRICA GOVT REPUBLIC OF SOUTH AFRICA SR UNSECURED Y Single Leg Swap 2021-12-21 0.000000 USD -35627.050000 USD 500000.000000 USD 36420.020000 N N N N/A N/A 000000000 1.000000 NC USD 2378.890000 0.0009462 N/A DCR US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 SOUTH AFRICA GOVT REPUBLIC OF SOUTH AFRICA Y Single Leg Swap 2021-12-21 0.000000 USD -0.010000 USD 1500000.000000 USD 2378.900000 N N N N/A N/A 000000000 1.000000 NC USD 2170.800000 0.0008634 N/A DCR US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 SOUTH AFRICA GOVT REPUBLIC OF SOUTH AFRICA Y Single Leg Swap 2022-12-21 0.000000 USD -3660.260000 USD 500000.000000 USD 5831.060000 N N N N/A N/A 000000000 1.000000 NC USD -604.310000 -0.0002404 N/A DCR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 SOUTH AFRICA GOVT REPUBLIC OF SOUTH AFRICA Y Single Leg Swap 2023-12-21 0.000000 USD -8052.690000 USD 500000.000000 USD 7448.380000 N N N N/A N/A 000000000 1.000000 NC 4943.030000 0.0019660 N/A DFE RU N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 158409.890000 USD 11920503.000000 RUB 2021-10-22 4943.030000 N N N N/A N/A 000000000 1.000000 NC 205291.480000 0.0816525 N/A DFE N/A N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 8986999.000000 EUR 10615380.940000 USD 2021-10-04 205291.480000 N N N N/A N/A 000000000 1.000000 NC 36149.360000 0.0143780 N/A DFE ZA N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 8873842.920000 ZAR 619834.000000 USD 2021-12-13 36149.360000 N N N AZERBAIJAN GOVT N/A ACI080JY2 200000.000000 PA USD 214469.600000 0.0853030 Long DBT NUSS AZ N 2 2024-03-18 Fixed 4.75 N N N N N N AZERBAIJAN GOVT N/A Y7177RAD7 200000.000000 PA USD 204423.600000 0.0813073 Long DBT NUSS AZ N 2 2032-09-01 Fixed 3.5 N N N N N N BAHAMAS GOVT 549300W13SXC7EKNJC20 056732AJ9 800000.000000 PA USD 691008.000000 0.2748412 Long DBT NUSS BS N 2 2028-11-21 Fixed 6 N N N N N N BAHAMAS GOVT 549300W13SXC7EKNJC20 P06518AG2 200000.000000 PA USD 172752.000000 0.0687103 Long DBT NUSS BS N 2 2028-11-21 Fixed 6 N N N N N N BAHRAIN GOVT N/A 05675M2F0 300000.000000 PA USD 296609.700000 0.1179734 Long DBT NUSS BH N 2 2028-01-25 Fixed 4.25 N N N N N N BAHRAIN GOVT N/A ACI1V9FP8 300000.000000 PA USD 296609.700000 0.1179734 Long DBT NUSS BH N 2 2028-01-25 Fixed 4.25 N N N N N N BAHRAIN GOVT N/A B835J5II8 700000.000000 PA USD 723555.700000 0.2877867 Long DBT NUSS BH N 2 2022-07-05 Fixed 6.125 N N N N N N BAHRAIN GOVT N/A ACI1FSYY4 200000.000000 PA USD 198747.600000 0.0790498 Long DBT NUSS BH N 2 2031-09-30 Fixed 5.625 N N N N N N N/A N/A 000000000 1.000000 NC 8729.060000 0.0034719 N/A DIR N/A N 2 London Clearing house N/A N/A Euribor 6 Month ACT/360 Y 2027-03-16 1106.760000 EUR 0.000000 EUR 1100000.000000 EUR 7622.300000 N N N N/A N/A 000000000 1.000000 NC -2160.640000 -0.0008594 N/A DIR N/A N 2 London Clearing house N/A N/A Euribor 6 Month ACT/360 Y 2032-03-16 0.000000 EUR -15350.950000 EUR 800000.000000 EUR 13190.310000 N N N N/A N/A 000000000 1.000000 NC 24145.870000 0.0096038 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2025-04-21 0.000000 MXN -9012.340000 MXN 11300000.000000 MXN 33158.210000 N N N N/A N/A 000000000 1.000000 NC 23168.120000 0.0092149 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2025-04-24 0.000000 MXN -9983.770000 MXN 11200000.000000 MXN 33151.890000 N N N N/A N/A 000000000 1.000000 NC 4721.270000 0.0018778 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2025-04-24 0.000000 MXN -2094.180000 MXN 2300000.000000 MXN 6815.450000 N N N N/A N/A 000000000 1.000000 NC 85144.690000 0.0338654 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2025-04-23 0.000000 MXN -47761.790000 MXN 44500000.000000 MXN 132906.480000 N N N N/A N/A 000000000 1.000000 NC -46044.290000 -0.0183136 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2025-02-26 86879.930000 MXN 0.000000 MXN 43600000.000000 MXN -132924.220000 N N N N/A N/A 000000000 1.000000 NC -24669.390000 -0.0098120 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2025-02-28 46236.900000 MXN 0.000000 MXN 23200000.000000 MXN -70906.290000 N N N N/A N/A 000000000 1.000000 NC USD -94222.640000 -0.0374761 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2026-06-16 0.000000 USD -115508.120000 USD 4100000.000000 USD 21285.480000 N N N N/A N/A 000000000 1.000000 NC USD 5980.560000 0.0023787 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2026-12-15 4069.680000 USD 0.000000 USD 1200000.000000 USD 1910.880000 N N N N/A N/A 000000000 1.000000 NC USD 125261.810000 0.0498216 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2027-06-21 333876.580000 USD 0.000000 USD 5700000.000000 USD -208614.770000 N N N N/A N/A 000000000 1.000000 NC USD 2955.120000 0.0011754 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2028-12-15 2558.540000 USD 0.000000 USD 400000.000000 USD 396.580000 N N N N/A N/A 000000000 1.000000 NC USD 3354.560000 0.0013342 N/A DIR US N 2 London Clearing house N/A USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2031-12-15 3151.610000 USD 0.000000 USD 200000.000000 USD 202.950000 N N N N/A N/A 000000000 1.000000 NC -145980.880000 -0.0580624 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2023-01-03 0.000000 BRL -22122.130000 BRL 32300000.000000 BRL -123858.750000 N N N N/A N/A 000000000 1.000000 NC -13711.330000 -0.0054535 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2024-01-02 0.000000 BRL 0.000000 BRL 7700000.000000 BRL -13711.330000 N N N N/A N/A 000000000 1.000000 NC -4555.950000 -0.0018121 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2024-01-02 0.000000 BRL 0.000000 BRL 2800000.000000 BRL -4555.950000 N N N N/A N/A 000000000 1.000000 NC USD -21092.680000 -0.0083894 N/A DCR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 TUNISIA GOVT TUNISIA (BANQUE CENT DE) SR UNSEC Y Single Leg Swap 2022-06-21 0.000000 USD -28312.790000 USD 400000.000000 USD 7220.110000 N N N N/A N/A 000000000 1.000000 NC USD 47493.950000 0.0188902 N/A DCR US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 TURKEY GOVT TURKEY (REP OF) SR UNSUB Y Single Leg Swap 2025-12-21 34017.370000 USD 0.000000 USD 400000.000000 USD 13476.580000 N N N N/A N/A 000000000 1.000000 NC USD 47493.950000 0.0188902 N/A DCR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 TURKEY GOVT TURKEY (REP OF) SR UNSUB Y Single Leg Swap 2025-12-21 33928.100000 USD 0.000000 USD 400000.000000 USD 13565.850000 N N N N/A N/A 000000000 1.000000 NC USD 71240.920000 0.0283353 N/A DCR US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 TURKEY GOVT TURKEY (REP OF) SR UNSUB Y Single Leg Swap 2025-12-21 60156.880000 USD 0.000000 USD 600000.000000 USD 11084.040000 N N N N/A N/A 000000000 1.000000 NC USD 94987.900000 0.0377804 N/A DCR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 TURKEY GOVT TURKEY (REP OF) SR UNSUB Y Single Leg Swap 2025-12-21 77229.820000 USD 0.000000 USD 800000.000000 USD 17758.080000 N N N N/A N/A 000000000 1.000000 NC USD 222171.130000 0.0883662 N/A DCR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 TURKEY GOVT TURKEY (REP OF) SR UNSUB Y Single Leg Swap 2026-12-21 201269.600000 USD 0.000000 USD 1500000.000000 USD 20901.530000 N N N N/A N/A 000000000 1.000000 NC 2109.760000 0.0008391 N/A DFE RU N 2 UBS AG BFM8T61CT2L1QCEMIK50 64794.690000 USD 4882280.000000 RUB 2021-10-22 2109.760000 N N N N/A N/A 000000000 1.000000 NC 1063.950000 0.0004232 N/A DFE RU N 2 UBS AG BFM8T61CT2L1QCEMIK50 32403.240000 USD 2442232.000000 RUB 2021-10-22 1063.950000 N N N N/A N/A 000000000 1.000000 NC 1888.320000 0.0007511 N/A DFE RU N 2 UBS AG BFM8T61CT2L1QCEMIK50 90216.690000 USD 6754614.000000 RUB 2021-11-22 1888.320000 N N N N/A N/A 000000000 1.000000 NC -991.700000 -0.0003944 N/A DFE RU N 2 UBS AG BFM8T61CT2L1QCEMIK50 47615316.010000 RUB 651506.000000 USD 2021-10-22 -991.700000 N N N N/A N/A 000000000 1.000000 NC 30364.930000 0.0120773 N/A DFE ZA N 2 UBS AG BFM8T61CT2L1QCEMIK50 9788470.690000 ZAR 674210.000000 USD 2021-12-13 30364.930000 N N N N/A N/A 000000000 1.000000 NC 7278.500000 0.0028949 N/A DFE ZA N 2 UBS AG BFM8T61CT2L1QCEMIK50 1892000.000000 ZAR 131690.660000 USD 2021-12-15 7278.500000 N N N BANCO BTG PACTUAL SA/CAYMAN ISLANDS BRANCH ZXLTQRYIK6IJH3R0IK66 05971AAE1 200000.000000 PA USD 205752.000000 0.0818357 Long DBT CORP BR N 2 2025-01-10 Fixed 4.5 N N N N N N BANCO DE CREDITO DEL PERU 549300EQYQ8SCQZ4BY14 05971U2B2 1800000.000000 PA 428177.530000 0.1703031 Long DBT CORP PE N 2 2024-09-17 Fixed 4.65 N N N N N N N/A N/A 000000000 45.000000 NC USD -68406.300000 -0.0272079 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2021-12-21 5927695.290000 USD -68406.300000 N N N N/A N/A 000000000 191.000000 NC USD -122853.400000 -0.0488637 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2021-12-31 23453457.080000 USD -122853.400000 N N N N/A N/A 000000000 12.000000 NC USD -93571.190000 -0.0372170 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2021-12-21 2299312.500000 USD -93571.190000 N N N BANCO DEL ESTADO DE CHILE 5493004R4EJC0W0XVQ72 05965MAG8 200000.000000 PA USD 207550.000000 0.0825508 Long DBT CORP CL N 2 2025-01-09 Fixed 2.704 N N N N N N BANCO GENERAL SA 549300B5C08LGDFB7205 059597AF1 400000.000000 PA USD 405004.000000 0.1610861 Long DBT CORP PA N 2 2031-05-07 Floating 5.25 N N N N N N BANCO MERCANTIL DEL NORTE SA/ GRAND CAYMAN BRANCH 549300QTVYRPFHS0J362 05971PAB4 200000.000000 PA USD 223280.000000 0.0888073 Long DBT CORP MX N 2 2029-06-27 Floating 7.5 N N N N N N BANCO NACIONAL DE PANAMA 529900H2Q7WMDKKIW109 059626AC5 200000.000000 PA USD 192050.000000 0.0763859 Long DBT CORP PA N 2 2030-08-11 Fixed 2.5 N N N N N N BANCO SANTANDER CHILE SA 3YJP8HORPAEXJ80D6368 05970FAC5 200000.000000 PA USD 208260.000000 0.0828332 Long DBT CORP CL N 2 2025-01-10 Fixed 2.7 N N N N N N BANK OF AMERICA MTGE SECS-2006-A N/A 05949CRS7 982.020000 PA USD 981.100000 0.0003902 Long ABS-MBS CORP US N 2 2036-02-25 Floating 2.67329 Y N N N N N BANK OF INDUSTRY LIMITED 5493006N5JD4B34R6G14 938YZBII3 1300000.000000 PA USD 1307800.000000 0.5201638 Long LON CORP NG N 2 2023-12-14 Floating 6.116 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 ACI0P3738 100000.000000 PA 144359.240000 0.0574174 Long DBT CORP GB N 2 2027-02-12 Fixed 3.25 N N N N N N BCAP LLC TRUST 2012-RR3 N/A 05539BAQ7 670438.420000 PA USD 675440.830000 0.2686495 Long ABS-MBS CORP US N 2 2037-05-26 Variable 2.6257 N N N N N N BEAR STEARNS ADJ RATE MTGE TR 2007-3 N/A 073881AA2 8158.080000 PA USD 8162.880000 0.0032467 Long ABS-MBS CORP US N 2 2047-05-25 Floating 3.15113 Y N N N N N BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10 N/A 07384M4E9 894.110000 PA USD 921.020000 0.0003663 Long ABS-MBS CORP US N 2 2035-01-25 Floating 2.76658 N N N N N N BELARUS GOVT 635400CVCOWYLHF4ZB08 07737JAD5 200000.000000 PA USD 176680.000000 0.0702726 Long DBT NUSS BY N 2 2031-02-24 Fixed 6.378 N N N N N N BIOCEANICO SOVEREIGN CERTIFICATE LTD N/A 09076AAA5 583004.220000 PA USD 441433.310000 0.1755755 Long DBT CORP KY N 2 2034-06-05 None 0 N N N N N N BOC AVIATION LIMITED (AKA: BOC AVIATION PTE LTD) 254900H06V5RMEB3KE72 09681LAD2 900000.000000 PA USD 914244.080000 0.3636310 Long DBT CORP SG N 2 2022-09-18 Fixed 2.75 N N N N N N DESARROLLADORA HOMEX SA DE CV (AKA: HOMEX) N/A B01RQ2907 17978.000000 NS 60.100000 0.0000239 Long EC CORP MX N 1 N N N BRAZIL GOVT 254900ZFY40OYEADAP90 105756BR0 50000.000000 PA USD 50685.500000 0.0201596 Long DBT NUSS BR N 2 2041-01-07 Fixed 5.625 N N N N N N BRAZIL GOVT 254900ZFY40OYEADAP90 105756BW9 318000.000000 PA USD 297558.960000 0.1183510 Long DBT NUSS BR N 2 2045-01-27 Fixed 5 N N N N N N BRAZIL GOVT 254900ZFY40OYEADAP90 105756CB4 1213000.000000 PA USD 1076865.010000 0.4283118 Long DBT NUSS BR N 2 2050-01-14 Fixed 4.75 N N N N N N BRAZIL MINAS SPE VIA STATE OF MINAS GERAIS N/A G13201AA9 3010000.000000 PA USD 3233763.400000 1.2861955 Long DBT NUSS KY N 2 2028-02-15 Fixed 5.333 N N N N N N BRF SA (AKA: BRF-BRASIL FOODS SA) 254900MTXR9LUVQFU480 10552TAH0 400000.000000 PA USD 384116.000000 0.1527781 Long DBT CORP BR N 2 2050-09-21 Fixed 5.75 N N N N N N BRF SA (AKA: BRF-BRASIL FOODS SA) 254900MTXR9LUVQFU480 P1905CAJ9 200000.000000 PA USD 192058.000000 0.0763891 Long DBT CORP BR N 2 2050-09-21 Fixed 5.75 N N N N N N CAMEROON GOVT 54930021BO6NHYGBBV24 ACI1YYY53 400000.000000 PA 455074.350000 0.1810011 Long DBT NUSS CM N 2 2032-07-07 Fixed 5.95 N N N N N N CENTRAIS ELETRICAS BRASILEIRAS SA (ELETROBRAS) 254900I8KYDELP4B4Z08 15236FAA8 200000.000000 PA USD 199250.000000 0.0792496 Long DBT CORP BR N 2 2025-02-04 Fixed 3.625 N N N N N N CENTRAIS ELETRICAS BRASILEIRAS SA (ELETROBRAS) 254900I8KYDELP4B4Z08 15236FAB6 200000.000000 PA USD 198950.000000 0.0791303 Long DBT CORP BR N 2 2030-02-04 Fixed 4.625 N N N N N N CHILEAN GOVT 549300FLZTJM5YJF8D34 168863DS4 800000.000000 PA USD 773616.000000 0.3076977 Long DBT NUSS CL N 2 2041-05-07 Fixed 3.1 N N N N N N CHILEAN GOVT 549300FLZTJM5YJF8D34 168863DU9 800000.000000 PA USD 724288.000000 0.2880780 Long DBT NUSS CL N 2 2071-09-21 Fixed 3.25 N N N N N N CIA DE MINAS BUENAVENTURA SA 529900WQB1ZU9KB6EL71 204448AA2 200000.000000 PA USD 197986.000000 0.0787469 Long DBT CORP PE N 2 2026-07-23 Fixed 5.5 N N N N N N CITIGROUP MTGE LOAN TR INC 2007-10 N/A 17313QAL2 16607.480000 PA USD 16582.220000 0.0065954 Long ABS-MBS CORP US N 2 2037-09-25 Floating 3.12406 Y N N N N N CITIGROUP MTGE LOAN TRUST INC 2005-3 N/A 17307GTA6 4860.950000 PA USD 4946.630000 0.0019675 Long ABS-MBS CORP US N 2 2035-08-25 Floating 1.96625 N N N N N N CITIMORTGAGE ALTERNATIVE LOAN TRUST 2006-A5 N/A 18974BAE9 97051.750000 PA USD 80331.750000 0.0319511 Long ABS-MBS CORP US N 2 2036-10-25 Floating 0.736 N N N N N N CK HUTCHISON INTERNATIONAL 19 II LTD 2549000ZHWNMHC09DR77 12563DAB1 500000.000000 PA USD 530239.450000 0.2108972 Long DBT CORP KY N 2 2049-09-06 Fixed 3.375 N N N N N N COLOMBIAN GOVT 549300MHDRBVRF6B9117 195325CX1 1200000.000000 PA USD 1288998.000000 0.5126855 Long DBT NUSS CO N 2 2026-01-28 Fixed 4.5 N N N N N N COLOMBIAN GOVT 549300MHDRBVRF6B9117 195325BM6 400000.000000 PA USD 440582.000000 0.1752369 Long DBT NUSS CO N 2 2041-01-18 Fixed 6.125 N N N N N N COLOMBIAN GOVT 549300MHDRBVRF6B9117 195325DX0 300000.000000 PA USD 242676.000000 0.0965218 Long DBT NUSS CO N 2 2061-02-15 Fixed 3.875 N N N N N N COLOMBIAN GOVT 549300MHDRBVRF6B9117 195325DP7 300000.000000 PA USD 317238.000000 0.1261781 Long DBT NUSS CO N 2 2029-03-15 Fixed 4.5 N N N N N N COLOMBIAN GOVT 549300MHDRBVRF6B9117 000000000 300000.000000 PA USD 347116.500000 0.1380620 Long DBT NUSS CO N 2 2024-05-21 Fixed 8.125 N N N N N N COLOMBIAN GOVT 549300MHDRBVRF6B9117 195325DQ5 200000.000000 PA USD 199728.000000 0.0794397 Long DBT NUSS CO N 2 2049-05-15 Fixed 5.2 N N N N N N COLOMBIAN GOVT 549300MHDRBVRF6B9117 195325DT9 400000.000000 PA USD 344648.000000 0.1370801 Long DBT NUSS CO N 2 2051-05-15 Fixed 4.125 N N N N N N COLOMBIAN GOVT 549300MHDRBVRF6B9117 195325CU7 1300000.000000 PA USD 1271907.000000 0.5058877 Long DBT NUSS CO N 2 2045-06-15 Fixed 5 N N N N N N CONSTELLATION OIL SERVICES HOLDING SA 5493005YJTU769NW5I10 21038MAC7 113123.000000 PA USD 5090.540000 0.0020247 Long DBT CORP LU N 2 2024-11-09 Fixed 10 N N Y N N N CONSTELLATION OIL SERVICES HOLDING SA 5493005YJTU769NW5I10 21038MAA1 774515.000000 PA USD 240409.460000 0.0956203 Long DBT CORP LU N 2 2024-11-09 Fixed 10 N N Y N N N CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO) 549300UVMBCBCIPSUI70 21987BBA5 300000.000000 PA USD 305078.580000 0.1213418 Long DBT CORP CL N 2 2050-01-30 Fixed 3.7 N N N N N N CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO) 549300UVMBCBCIPSUI70 P3143NAQ7 200000.000000 PA USD 222570.870000 0.0885252 Long DBT CORP CL N 2 2042-07-17 Fixed 4.25 N N N N N N CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO) 549300UVMBCBCIPSUI70 P3143NAU8 600000.000000 PA USD 718333.160000 0.2857095 Long DBT CORP CL N 2 2044-11-04 Fixed 4.875 N N N N N N COSTA RICA GOVT 549300S1EK2VN6XVJP58 P3699PGB7 400000.000000 PA USD 409260.000000 0.1627789 Long DBT NUSS CR N 2 2023-01-26 Fixed 4.25 N N N N N N COSTA RICA GOVT 549300S1EK2VN6XVJP58 P3699PGF8 400000.000000 PA USD 357004.000000 0.1419946 Long DBT NUSS CR N 2 2043-04-30 Fixed 5.625 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2006-12CB N/A 12668BXF5 129169.360000 PA USD 63704.490000 0.0253378 Long ABS-MBS CORP US N 2 2036-05-25 Floating 0.436 Y N N N N N COUNTRYWIDE ASSET-BACKED CERT 2005-7 N/A 1266732L5 380000.000000 PA USD 379519.490000 0.1509499 Long ABS-MBS CORP US N 2 2035-11-25 Floating 1.211 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2006-14 N/A 23243LAD4 589798.580000 PA USD 580406.800000 0.2308507 Long ABS-MBS CORP US N 2 2037-02-25 Floating 0.326 N N N N N N CREDIT BASED ASSET SRVC & SEC 2007-CB1 N/A 1248MGAK0 638774.510000 PA USD 286827.450000 0.1140826 Long ABS-MBS CORP US N 2 2037-01-25 Variable 5.721 Y N N N N N HIPOTECARIA SU CASITA SA N/A ACI012L97 5259.000000 NS 2.550000 0.0000010 Long EC CORP MX N 3 N N N CSN INOVA VENTURES 222100R8R68DM7VM3661 G2583XAB7 800000.000000 PA USD 854360.000000 0.3398127 Long DBT CORP KY N 2 2028-01-28 Fixed 6.75 N N N N N N DAE FUNDING LLC 635400SZTPQL3Y1P2C76 23371DAH7 200000.000000 PA USD 199000.000000 0.0791502 Long DBT CORP US N 2 2024-02-15 Fixed 1.625 N N N N N N DAE FUNDING LLC 635400SZTPQL3Y1P2C76 23371DAF1 200000.000000 PA USD 204118.000000 0.0811858 Long DBT CORP US N 2 2025-03-20 Fixed 2.625 N N N N N N DAE FUNDING LLC 635400SZTPQL3Y1P2C76 23371DAG9 200000.000000 PA USD 206731.000000 0.0822251 Long DBT CORP US N 2 2028-03-20 Fixed 3.375 N N N N N N DAE SUKUK (DIFC) LTD 635400AMGMPG1J5EQD94 23302JAA3 600000.000000 PA USD 634341.000000 0.2523025 Long DBT CORP AE N 2 2026-02-15 Fixed 3.75 N N N N N N DELEK DRILLIN (LEVIATHAN BOND LTD) 254900D9T8VKYVQNZ220 ACI1PZBL0 400000.000000 PA USD 434775.600000 0.1729274 Long DBT CORP IL N 2 2025-06-30 Fixed 6.125 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251526CA5 200000.000000 PA USD 203286.050000 0.0808549 Long DBT CORP US N 2 2022-02-14 Fixed 5 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251526BR9 400000.000000 PA USD 418111.850000 0.1662996 Long DBT CORP DE N 2 2023-02-27 Fixed 3.95 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251526BM0 300000.000000 PA USD 302892.620000 0.1204724 Long DBT CORP DE N 2 2022-11-16 Floating 1.31475 N N N N N N DEVELOPMENT BANK OF KAZAKHSTAN JSC 213800LCDPGJ1BI7KX98 Y2033QAK8 200000.000000 PA USD 207366.600000 0.0824779 Long DBT CORP KZ N 2 2022-12-10 Fixed 4.125 N N N N N N DOMINICAN REPUBLIC GOVT N/A 25714PDT2 400000.000000 PA USD 451004.000000 0.1793821 Long DBT NUSS DO N 2 2027-01-25 Fixed 5.95 N N N N N N DOMINICAN REPUBLIC GOVT N/A 25714PEG9 600000.000000 PA USD 594906.000000 0.2366176 Long DBT NUSS DO N 2 2041-01-21 Fixed 5.3 N N N N N N DOMINICAN REPUBLIC GOVT N/A 25714PEE4 800000.000000 PA USD 784808.000000 0.3121492 Long DBT NUSS DO N 2 2060-01-30 Fixed 5.875 N N N N N N DOMINICAN REPUBLIC GOVT N/A 25714PDW5 300000.000000 PA USD 321303.000000 0.1277949 Long DBT NUSS DO N 2 2048-02-15 Fixed 6.5 N N N N N N DOMINICAN REPUBLIC GOVT N/A 25714PDZ8 1600000.000000 PA USD 1812016.000000 0.7207104 Long DBT NUSS DO N 2 2028-07-19 Fixed 6 N N N N N N DOMINICAN REPUBLIC GOVT N/A 25714PEF1 700000.000000 PA USD 715757.000000 0.2846849 Long DBT NUSS DO N 2 2032-09-23 Fixed 4.875 N N N N N N DP WORLD PLC (AKA: DP WORLD LTD) 549300M3U2DNF4QVSS04 23330JAA9 200000.000000 PA USD 268000.000000 0.1065942 Long DBT CORP AE N 2 2037-07-02 Fixed 6.85 N N N N N N DP WORLD PLC (AKA: DP WORLD LTD) 549300M3U2DNF4QVSS04 B1Z7R6II3 200000.000000 PA USD 268000.000000 0.1065942 Long DBT CORP AE N 2 2037-07-02 Fixed 6.85 N N N N N N DP WORLD PLC (AKA: DP WORLD LTD) 549300M3U2DNF4QVSS04 M2851HAA2 200000.000000 PA USD 268000.000000 0.1065942 Long DBT CORP AE N 2 2037-07-02 Fixed 6.85 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AN9 200000.000000 PA USD 234350.000000 0.0932103 Long DBT CORP CO N 2 2030-04-29 Fixed 6.875 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AJ8 400000.000000 PA USD 404610.000000 0.1609294 Long DBT CORP CO N 2 2045-05-28 Fixed 5.875 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AC3 300000.000000 PA USD 323475.000000 0.1286588 Long DBT CORP CO N 2 2023-09-18 Fixed 5.875 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AE9 200000.000000 PA USD 234817.000000 0.0933960 Long DBT CORP CO N 2 2043-09-18 Fixed 7.375 N N N N N N ECUADOR GOVT 5299003Y2U5XK0A35H71 ACI1Q6MV9 173240.000000 PA USD 90951.000000 0.0361748 Long DBT NUSS EC N 2 2030-07-31 None 0 N N N N N N ECUADOR GOVT 5299003Y2U5XK0A35H71 ACI1Q6J27 661500.000000 PA USD 556486.880000 0.2213368 Long DBT NUSS EC N 2 2030-07-31 Variable 5 N N N N N N ECUADOR GOVT 5299003Y2U5XK0A35H71 ACI1Q6JH4 2033550.000000 PA USD 1362478.500000 0.5419116 Long DBT NUSS EC N 2 2035-07-31 Variable 1 N N N N N N ECUADOR GOVT 5299003Y2U5XK0A35H71 ACI1Q6LS7 1194500.000000 PA USD 697044.500000 0.2772422 Long DBT NUSS EC N 2 2040-07-31 Variable 0.5 N N N N N N ECUADOR GOVT 5299003Y2U5XK0A35H71 ACI1Q6QQ6 100000.000000 PA USD 52500.000000 0.0208813 Long DBT NUSS EC N 2 2030-07-31 None 0 N N N N N N ECUADOR GOVT 5299003Y2U5XK0A35H71 ACI1Q6J43 300000.000000 PA USD 252375.000000 0.1003795 Long DBT NUSS EC N 2 2030-07-31 Variable 5 N N N N N N ECUADOR GOVT 5299003Y2U5XK0A35H71 ACI1Q6JR2 50000.000000 PA USD 32750.000000 0.0130260 Long DBT NUSS EC N 2 2035-07-31 Variable 1 N N N N N N ECUADOR GOVT 5299003Y2U5XK0A35H71 ACI1Q6M72 100000.000000 PA USD 58354.500000 0.0232099 Long DBT NUSS EC N 2 2040-07-31 Variable 0.5 N N N N N N EGYPTIAN GOVT 529900GFIVH4086NMH82 03846JX21 400000.000000 PA USD 388672.000000 0.1545902 Long DBT NUSS EG N 2 2032-01-15 Fixed 7.0529 N N N N N N EGYPTIAN GOVT 529900GFIVH4086NMH82 038461AM1 400000.000000 PA USD 387492.000000 0.1541209 Long DBT NUSS EG N 2 2047-01-31 Fixed 8.5 N N N N N N EGYPTIAN GOVT 529900GFIVH4086NMH82 03846JW30 1000000.000000 PA USD 1031105.000000 0.4101112 Long DBT NUSS EG N 2 2023-02-21 Fixed 5.577 N N N N N N EGYPTIAN GOVT 529900GFIVH4086NMH82 03846JW55 200000.000000 PA USD 183250.000000 0.0728858 Long DBT NUSS EG N 2 2048-02-21 Fixed 7.903 N N N N N N EGYPTIAN GOVT 529900GFIVH4086NMH82 ACI1B3W41 400000.000000 PA 473006.620000 0.1881334 Long DBT NUSS EG N 2 2025-04-11 Fixed 4.75 N N N N N N EGYPTIAN GOVT 529900GFIVH4086NMH82 ACI1B3T03 200000.000000 PA 227710.510000 0.0905695 Long DBT NUSS EG N 2 2031-04-11 Fixed 6.375 N N N N N N EGYPTIAN GOVT 529900GFIVH4086NMH82 03846JX54 1200000.000000 PA USD 1199791.200000 0.4772044 Long DBT NUSS EG N 2 2032-05-29 Fixed 7.625 N N N N N N EGYPTIAN GOVT 529900GFIVH4086NMH82 M1487WBQ7 400000.000000 PA USD 403524.800000 0.1604978 Long DBT NUSS EG N 2 2022-01-31 Fixed 6.125 N N N N N N EGYPTIAN GOVT 529900GFIVH4086NMH82 M1487WBS3 300000.000000 PA USD 290619.000000 0.1155907 Long DBT NUSS EG N 2 2047-01-31 Fixed 8.5 N N N N N N EGYPTIAN GOVT 529900GFIVH4086NMH82 ACI10VJZ7 200000.000000 PA USD 183250.000000 0.0728858 Long DBT NUSS EG N 2 2048-02-21 Fixed 7.903 N N N N N N EGYPTIAN GOVT 529900GFIVH4086NMH82 M1487WCX1 200000.000000 PA USD 194796.600000 0.0774783 Long DBT NUSS EG N 2 2049-03-01 Fixed 8.7002 N N N N N N EGYPTIAN GOVT 529900GFIVH4086NMH82 ACI1MLSB8 900000.000000 PA USD 899843.400000 0.3579033 Long DBT NUSS EG N 2 2032-05-29 Fixed 7.625 N N N N N N EL SALVADOR GOVT 529900AKDMUSFSDOM949 283875BZ4 600000.000000 PA USD 415506.000000 0.1652632 Long DBT NUSS SV N 2 2050-01-20 Fixed 7.1246 N N N N N N EL SALVADOR GOVT 529900AKDMUSFSDOM949 P01012AS5 200000.000000 PA USD 154002.000000 0.0612527 Long DBT NUSS SV N 2 2025-01-30 Fixed 5.875 N N N N N N EMBOTELLADORA ANDINA SA 254900NNPKP1J9XTSA53 29081PAF2 200000.000000 PA USD 211650.000000 0.0841816 Long DBT CORP CL N 2 2050-01-21 Fixed 3.95 N N N N N N EMPRESA DE LOS FERROCARRILES DEL ESTADO 8755006LY8XNRFOGWN86 292487AA3 200000.000000 PA USD 176970.000000 0.0703880 Long DBT CORP CL N 2 2050-08-18 Fixed 3.068 N N N N N N EMPRESA DE LOS FERROCARRILES DEL ESTADO 8755006LY8XNRFOGWN86 292487AB1 200000.000000 PA USD 196462.000000 0.0781407 Long DBT CORP CL N 2 2061-09-14 Fixed 3.83 N N N N N N EMPRESA DE TRANSPORTE DE PASAJEROS METRO SA (AKA: METRO SANTIAGO SA) 959800T4M5QUPYMSCH69 29246QAD7 200000.000000 PA USD 217053.710000 0.0863308 Long DBT CORP CL N 2 2030-05-07 Fixed 3.65 N N N N N N EMPRESA DE TRANSPORTE DE PASAJEROS METRO SA (AKA: METRO SANTIAGO SA) 959800T4M5QUPYMSCH69 29246QAE5 300000.000000 PA USD 352875.000000 0.1403523 Long DBT CORP CL N 2 2050-05-07 Fixed 4.7 N N N N N N ENAP (EMPRESA NACIONAL DE PETROLEO) 549300YP3P0JZBLIV197 29245JAM4 300000.000000 PA USD 295162.500000 0.1173978 Long DBT CORP CL N 2 2031-09-16 Fixed 3.45 N N N N N N ESKOM HOLDINGS SOC LTD 3789001900ED06F65111 29646AAC0 500000.000000 PA USD 535875.000000 0.2131387 Long DBT CORP ZA N 2 2028-08-10 Fixed 6.35 N N N N N N ESKOM HOLDINGS SOC LTD 3789001900ED06F65111 29646AAB2 500000.000000 PA USD 522154.000000 0.2076813 Long DBT CORP ZA N 2 2025-02-11 Fixed 7.125 N N N N N N ETHIOPIA GOVT N/A V6745WAA0 200000.000000 PA USD 174091.200000 0.0692430 Long DBT NUSS ET N 2 2024-12-11 Fixed 6.625 N N N N N N EXPORT CREDIT BANK OF TURKEY (TURK EXIMBANK) 789000JVRVYLAXGDWR11 90015LAF4 400000.000000 PA USD 430732.800000 0.1713195 Long DBT CORP TR N 2 2024-01-24 Fixed 8.25 N N N N N N EXPORT CREDIT BANK OF TURKEY (TURK EXIMBANK) 789000JVRVYLAXGDWR11 90015LAC1 500000.000000 PA USD 507406.500000 0.2018156 Long DBT CORP TR N 2 2022-09-18 Fixed 4.25 N N N N N N EXPORT CREDIT BANK OF TURKEY (TURK EXIMBANK) 789000JVRVYLAXGDWR11 90015LAB3 200000.000000 PA USD 205019.000000 0.0815442 Long DBT CORP TR N 2 2023-10-24 Fixed 5.375 N N N N N N EXPORT-IMPORT BANK OF INDIA 335800OFZ8YEIVN1QI11 30216JAE5 500000.000000 PA USD 508442.290000 0.2022276 Long DBT CORP IN N 2 2030-01-15 Fixed 3.25 N N N N N N EXPORT-IMPORT BANK OF INDIA 335800OFZ8YEIVN1QI11 Y23874ZJ5 200000.000000 PA USD 212502.570000 0.0845207 Long DBT CORP IN N 2 2024-03-12 Fixed 3.875 N N N N N N EXPORT-IMPORT BANK OF INDIA 335800OFZ8YEIVN1QI11 30216KAA0 500000.000000 PA USD 531464.940000 0.2113846 Long DBT CORP IN N 2 2026-08-05 Fixed 3.375 N N N N N N FHLMC PASS THRU POOLS N/A 3128QPF56 7701.380000 PA USD 7677.310000 0.0030536 Long ABS-MBS USGSE US N 2 2036-03-01 Floating 2.169 N N N N N N FIBRA UNO (TRUST F/1401) N/A 898339AB2 400000.000000 PA USD 474254.000000 0.1886296 Long DBT CORP MX N 2 2050-01-15 Fixed 6.39 N N N N N N FLEX LTD (AKA: FLEXTRONICS INTERNATIONAL LTD) 549300EAQH74YHD07T53 33938XAA3 100000.000000 PA USD 115143.940000 0.0457973 Long DBT CORP SG N 2 2029-06-15 Fixed 4.875 N N N N N N PIMCO FUNDS LWVQWTQCFH3YG7CVH718 000000000 1141770.580000 PA USD 11260141.500000 4.4786034 Long STIV RF US N 1 N N N FNMA PASS THRU POOLS N/A 3140HJ5G2 47632.950000 PA USD 51069.900000 0.0203125 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4 N N N N N N FONDO MIVIVIENDA SA 549300X41PNOK11PZ670 344593AA6 200000.000000 PA USD 205729.000000 0.0818266 Long DBT CORP PE N 2 2023-01-31 Fixed 3.5 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 34540XAB9 300000.000000 PA USD 306159.000000 0.1217715 Long DBT CORP US N 2 2022-10-07 Fixed 3.55 N N N N N N FRESNILLO PLC 549300JXWH1UV5J0XV81 358070AB6 600000.000000 PA USD 622842.000000 0.2477289 Long DBT CORP GB N 2 2050-10-02 Fixed 4.25 N N N N N N GARANTI DIVERSIFIED PAYMENT RIGHTS FINANCE CO 16-A N/A ACI1BZZJ4 33333.340000 PA USD 33352.080000 0.0132654 Long ABS-O CORP KY N 3 2021-10-09 Floating 3.29588 N N N N N N GAZPROM OAO VIA GPN CAPITAL SA 54930038HWNV6ZAAFY05 ACI02FKT4 1600000.000000 PA USD 1651744.000000 0.6569639 Long DBT CORP LU N 2 2022-09-19 Fixed 4.375 N N N N N N GAZPROM OAO VIA GPN CAPITAL SA 54930038HWNV6ZAAFY05 ACI079GD3 300000.000000 PA USD 330049.500000 0.1312737 Long DBT CORP LU N 2 2023-11-27 Fixed 6 N N N N N N GAZPROM PJSC VIA GAZ CAPITAL SA 213800568PRHV2JR9650 ACI184XB6 1000000.000000 PA USD 1116462.000000 0.4440611 Long DBT CORP LU N 2 2026-02-11 Fixed 5.15 N N N N N N GAZPROM PJSC VIA GAZ CAPITAL SA 213800568PRHV2JR9650 B1TK18II5 750000.000000 PA USD 768375.000000 0.3056131 Long DBT CORP LU N 2 2022-03-07 Fixed 6.51 N N N N N N GAZPROM PJSC VIA GAZ CAPITAL SA 213800568PRHV2JR9650 L4191BBH5 700000.000000 PA USD 722533.700000 0.2873802 Long DBT CORP LU N 2 2022-07-19 Fixed 4.95 N N N N N N GC TREASURY CENTER COMPANY LIMITED 549300LUFQBC2EQNAR40 36830BAC9 200000.000000 PA USD 220488.540000 0.0876970 Long DBT CORP TH N 2 2051-03-18 Fixed 4.3 N N N N N N GC TREASURY CENTER COMPANY LIMITED 549300LUFQBC2EQNAR40 36830BAB1 200000.000000 PA USD 203113.990000 0.0807865 Long DBT CORP TH N 2 2031-03-18 Fixed 2.98 N N N N N N GHANA GOVT 213800PP4399SNNXZ126 37443GAG6 200000.000000 PA USD 188775.000000 0.0750833 Long DBT NUSS GH N 2 2027-02-11 Fixed 6.375 N N N N N N GHANA GOVT 213800PP4399SNNXZ126 37443GAA9 300000.000000 PA USD 293955.000000 0.1169175 Long DBT NUSS GH N 2 2027-03-26 Fixed 7.875 N N N N N N GHANA GOVT 213800PP4399SNNXZ126 37443GAB7 900000.000000 PA USD 854802.000000 0.3399885 Long DBT NUSS GH N 2 2032-03-26 Fixed 8.125 N N N N N N GHANA GOVT 213800PP4399SNNXZ126 37443GAJ0 400000.000000 PA USD 358750.000000 0.1426891 Long DBT NUSS GH N 2 2061-03-11 Fixed 8.75 N N N N N N GHANA GOVT 213800PP4399SNNXZ126 37443GAK7 200000.000000 PA USD 154970.000000 0.0616377 Long DBT NUSS GH N 2 2025-04-07 None 0 N N N N N N GHANA GOVT 213800PP4399SNNXZ126 37443GAL5 400000.000000 PA USD 382424.000000 0.1521051 Long DBT NUSS GH N 2 2029-04-07 Fixed 7.75 N N N N N N GHANA GOVT 213800PP4399SNNXZ126 37443GAM3 400000.000000 PA USD 381592.000000 0.1517742 Long DBT NUSS GH N 2 2034-04-07 Fixed 8.625 N N N N N N GHANA GOVT 213800PP4399SNNXZ126 ACI12PMS0 600000.000000 PA USD 571602.000000 0.2273487 Long DBT NUSS GH N 2 2029-05-16 Fixed 7.625 N N N N N N GNL QUINTERO SA 549300JJJIQXE6E1QY27 P4909LAA8 752960.000000 PA USD 816027.930000 0.3245666 Long DBT CORP CL N 2 2029-07-31 Fixed 4.634 N N N N N N GOBIERNO DE LA PROVINCIA DE LA RIOJA 549300UYM8ADK1GCIC92 504216AA0 212459.000000 PA USD 143411.950000 0.0570406 Long DBT NUSS AR N 2 2028-02-24 Variable 3.5 N N N N N N GREENKO SOLAR (MAURITIUS) LIMITED 2138007S1PL541B3KP92 39530VAB4 500000.000000 PA USD 530233.950000 0.2108950 Long DBT CORP MU N 2 2026-07-29 Fixed 5.95 N N N N N N GROWTHPOINT PROPERTIES INTERNATIONAL (PTY) LTD 378900C761245FC57265 40009VAA6 500000.000000 PA USD 529712.500000 0.2106876 Long DBT CORP ZA N 2 2023-05-02 Fixed 5.872 N N N N N N GSR MORTGAGE LOAN TRUST 2006-AR1 N/A 3623414A4 2649.020000 PA USD 2735.050000 0.0010878 Long ABS-MBS CORP US N 2 2036-01-25 Floating 2.96694 Y N N N N N GUATEMALA GOVT 529900QKDFFU9UWW5315 401494AP4 300000.000000 PA USD 321453.000000 0.1278546 Long DBT NUSS GT N 2 2027-06-05 Fixed 4.375 N N N N N N GUATEMALA GOVT 529900QKDFFU9UWW5315 401494AR0 500000.000000 PA USD 577505.000000 0.2296966 Long DBT NUSS GT N 2 2050-06-01 Fixed 6.125 N N N N N N GUATEMALA GOVT 529900QKDFFU9UWW5315 P5015VAE6 410000.000000 PA USD 443829.100000 0.1765284 Long DBT NUSS GT N 2 2028-02-13 Fixed 4.875 N N N N N N HAZINE MUSTESARLIGI VARLIK KIRALAMA ANONIM SIRKETI 6354003QFJP7RDXEOZ20 421790AG1 1600000.000000 PA USD 1584120.000000 0.6300671 Long DBT CORP TR N 2 2026-06-22 Fixed 5.125 N N N N N N HAZINE MUSTESARLIGI VARLIK KIRALAMA ANONIM SIRKETI 6354003QFJP7RDXEOZ20 421790AE6 200000.000000 PA USD 204208.000000 0.0812216 Long DBT CORP TR N 2 2023-04-06 Fixed 5.004 N N N N N N HONG KONG AIRPORT AUTHORITY 254900748HGC4RBR4O84 00946AAB0 200000.000000 PA USD 196603.500000 0.0781970 Long DBT NUSS HK N 2 2051-02-04 Fixed 2.625 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BK4 200000.000000 PA USD 221424.950000 0.0880695 Long DBT CORP GB N 2 2028-03-13 Floating 4.041 N N N N N N HUARONG FINANCE 2019 CO LTD 549300M6T6OW4AGYHK10 ACI1K6N02 400000.000000 PA USD 339000.000000 0.1348337 Long DBT CORP VG N 2 2030-02-24 Fixed 3.375 N N N N N N HUARONG FINANCE 2019 CO LTD 549300M6T6OW4AGYHK10 ACI1C6PX7 450000.000000 PA USD 415125.000000 0.1651116 Long DBT CORP VG N 2 2029-05-29 Fixed 4.5 N N N N N N HUARONG FINANCE II CO LTD 549300BHVD63HE2GHX17 G463PCAF6 200000.000000 PA USD 195500.000000 0.0777581 Long DBT CORP VG N 2 2025-11-19 Fixed 5 N N N N N N HUNGARY GOVT 5299003F3UFKGCCMAP43 445545AM8 250000.000000 PA USD 246562.500000 0.0980677 Long DBT NUSS HU N 2 2031-09-22 Fixed 2.125 N N N N N N HUNGARY GOVT 5299003F3UFKGCCMAP43 445545AN6 250000.000000 PA USD 246688.250000 0.0981177 Long DBT NUSS HU N 2 2051-09-21 Fixed 3.125 N N N N N N ICD SUKUK COMPANY LIMITED 6354009B91BDFKBMT283 ACI0S4VV4 200000.000000 PA USD 219785.000000 0.0874172 Long DBT CORP KY N 2 2027-02-01 Fixed 5 N N N N N N INDIAN RAILWAY FINANCE CORPORATION LIMITED (IRFC) 335800F2JHSOGXQEBY56 45434L2A1 200000.000000 PA USD 201931.650000 0.0803162 Long DBT CORP IN N 2 2030-02-13 Fixed 3.249 N N N N N N INDIAN RAILWAY FINANCE CORPORATION LIMITED (IRFC) 335800F2JHSOGXQEBY56 45434L2B9 200000.000000 PA USD 190604.090000 0.0758108 Long DBT CORP IN N 2 2050-02-13 Fixed 3.95 N N N N N N INDONESIA ASAHAN ALUMINIUM (PERSERO) PT 2549008P48EB9SN2OI80 74445PAF9 800000.000000 PA USD 921000.000000 0.3663181 Long DBT CORP ID N 2 2030-05-15 Fixed 5.45 N N N N N N INDONESIA GOVT 529900FWX0GRR7WG5W79 71567PAM2 1200000.000000 PA USD 1383000.000000 0.5500738 Long DBT NUSS ID N 2 2029-02-20 Fixed 4.45 N N N N N N INDONESIA GOVT 529900FWX0GRR7WG5W79 71567PAK6 400000.000000 PA USD 456084.000000 0.1814026 Long DBT NUSS ID N 2 2028-03-01 Fixed 4.4 N N N N N N INDONESIA GOVT 529900FWX0GRR7WG5W79 71567PAP5 200000.000000 PA USD 206550.000000 0.0821531 Long DBT NUSS ID N 2 2030-06-23 Fixed 2.8 N N N N N N INDONESIA GOVT 529900FWX0GRR7WG5W79 455780CE4 700000.000000 PA USD 781241.750000 0.3107307 Long DBT NUSS ID N 2 2048-01-11 Fixed 4.35 N N N N N N INDONESIA GOVT 529900FWX0GRR7WG5W79 455780BV7 400000.000000 PA USD 454839.650000 0.1809077 Long DBT NUSS ID N 2 2026-01-08 Fixed 4.75 N N N N N N INDONESIA GOVT 529900FWX0GRR7WG5W79 455780BU9 200000.000000 PA USD 242517.000000 0.0964586 Long DBT NUSS ID N 2 2045-01-15 Fixed 5.125 N N N N N N INDONESIA GOVT 529900FWX0GRR7WG5W79 455780BY1 200000.000000 PA USD 249877.680000 0.0993862 Long DBT NUSS ID N 2 2047-01-08 Fixed 5.25 N N N N N N INDONESIA GOVT 529900FWX0GRR7WG5W79 ACI0MZGW6 100000.000000 PA 120807.790000 0.0480500 Long DBT NUSS ID N 2 2023-06-14 Fixed 2.625 N N N N N N INDONESIA GOVT 529900FWX0GRR7WG5W79 Y20721BN8 800000.000000 PA USD 909679.300000 0.3618154 Long DBT NUSS ID N 2 2026-01-08 Fixed 4.75 N N N N N N INDONESIA GOVT 529900FWX0GRR7WG5W79 Y20721AL3 100000.000000 PA USD 148986.410000 0.0592578 Long DBT NUSS ID N 2 2038-01-17 Fixed 7.75 N N N N N N INDONESIA GOVT 529900FWX0GRR7WG5W79 Y20721BB4 600000.000000 PA USD 731155.840000 0.2908096 Long DBT NUSS ID N 2 2042-01-17 Fixed 5.25 N N N N N N INDONESIA GOVT 529900FWX0GRR7WG5W79 Y20721BK4 300000.000000 PA USD 435738.660000 0.1733105 Long DBT NUSS ID N 2 2044-01-15 Fixed 6.75 N N N N N N INDONESIA GOVT 529900FWX0GRR7WG5W79 Y20721BD0 362000.000000 PA USD 377085.730000 0.1499819 Long DBT NUSS ID N 2 2023-04-15 Fixed 3.375 N N N N N N INDONESIA GOVT 529900FWX0GRR7WG5W79 ACI0MZL00 100000.000000 PA 120807.790000 0.0480500 Long DBT NUSS ID N 2 2023-06-14 Fixed 2.625 N N N N N N INDUSTRIAL & COMMERCIAL BANK OF CHINA LTD/ NEW YORK BRANCH 5493002ERZU2K9PZDL40 45580KAK4 250000.000000 PA USD 275456.600000 0.1095600 Long DBT CORP CN N 2 2027-11-08 Fixed 3.538 N N N N N N INDUSTRIAS PENOLES SAB DE CV 549300WA2HB7776CB324 456472AD1 400000.000000 PA USD 443000.000000 0.1761986 Long DBT CORP MX N 2 2050-08-06 Fixed 4.75 N N N N N N INDYMAC INDA MORTGAGE LOAN TR 2007-AR7 N/A 45670NAA1 87866.010000 PA USD 85890.930000 0.0341622 Long ABS-MBS CORP US N 2 2037-11-25 Floating 2.786 N N N N N N INDYMAC INDX MORTGAGE LOAN TR 2005-16IP N/A 45660LUD9 107346.500000 PA USD 96225.270000 0.0382726 Long ABS-MBS CORP US N 2 2045-07-25 Floating 0.726 N N N N N N INDYMAC INDX MORTGAGE LOAN TR 2006-AR41 N/A 45668NAC1 183778.570000 PA USD 186997.210000 0.0743762 Long ABS-MBS CORP US N 2 2037-02-25 Floating 0.266 Y N N N N N INRETAIL CONSUMER N/A 45790TAB1 500000.000000 PA USD 501875.000000 0.1996155 Long DBT CORP PE N 2 2028-03-22 Fixed 3.25 N N N N N N URBI DESARROLLOS URBANOS SA DE CV (AKA: URBIMM) N/A B0126X906 95.000000 NS 45.470000 0.0000181 Long EC CORP MX N 1 N N N INTEROCEANICA IV FINANCE LIMITED 5493001ZIZ6W7IU0RP65 P52715AB8 179037.610000 PA USD 167471.780000 0.0666101 Long DBT CORP KY N 2 2025-11-30 None 0 N N N N N N INTEROCEANICA V FINANCE LIMITED N/A 46062JAC0 758044.210000 PA USD 660860.670000 0.2628504 Long DBT CORP KY N 2 2030-05-15 None 0 N N N N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 46513JXN6 400000.000000 PA USD 425161.200000 0.1691034 Long DBT NUSS IL N 2 2050-01-15 Fixed 3.375 N N N N N N IVORY COAST GOVT (AKA: COTE D'IVOIRE) 254900ICW11T82O6H590 ACI1T3TK0 400000.000000 PA 452797.680000 0.1800955 Long DBT NUSS CI N 2 2032-01-30 Fixed 4.875 N N N N N N IVORY COAST GOVT (AKA: COTE D'IVOIRE) 254900ICW11T82O6H590 ACI11JWH8 400000.000000 PA 481955.110000 0.1916926 Long DBT NUSS CI N 2 2030-03-22 Fixed 5.25 N N N N N N IVORY COAST GOVT (AKA: COTE D'IVOIRE) 254900ICW11T82O6H590 ACI11JRN1 200000.000000 PA 233743.660000 0.0929691 Long DBT NUSS CI N 2 2048-03-22 Fixed 6.625 N N N N N N IVORY COAST GOVT (AKA: COTE D'IVOIRE) 254900ICW11T82O6H590 BD35RTII6 1000000.000000 PA 1204887.770000 0.4792315 Long DBT NUSS CI N 2 2030-03-22 Fixed 5.25 N N N N N N IVORY COAST GOVT (AKA: COTE D'IVOIRE) 254900ICW11T82O6H590 ACI1G4C46 200000.000000 PA 242381.940000 0.0964049 Long DBT NUSS CI N 2 2031-10-17 Fixed 5.875 N N N N N N IVORY COAST GOVT (AKA: COTE D'IVOIRE) 254900ICW11T82O6H590 V25125BD2 886528.500000 PA USD 889852.980000 0.3539297 Long DBT NUSS CI N 2 2032-12-31 Variable 5.75 N N N N N N JORDAN GOVT 5493000JZ4MYPVMBVN50 418097AG6 300000.000000 PA USD 324516.000000 0.1290728 Long DBT NUSS JO N 2 2026-01-29 Fixed 6.125 N N N N N N JORDAN GOVT 5493000JZ4MYPVMBVN50 ACI0QJTS3 200000.000000 PA USD 214354.000000 0.0852571 Long DBT NUSS JO N 2 2027-01-31 Fixed 5.75 N N N N N N JORDAN GOVT 5493000JZ4MYPVMBVN50 M5269UAH7 400000.000000 PA USD 428708.000000 0.1705141 Long DBT NUSS JO N 2 2027-01-31 Fixed 5.75 N N N N N N JORDAN GOVT 5493000JZ4MYPVMBVN50 M5269UAJ3 500000.000000 PA USD 519940.000000 0.2068007 Long DBT NUSS JO N 2 2047-10-10 Fixed 7.375 N N N N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 ACI1B1DY0 200000.000000 PA USD 180000.000000 0.0715931 Long DBT CORP KY N 2 2022-04-09 Fixed 11.25 N N N N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 BYW5T4II1 300000.000000 PA USD 228806.220000 0.0910053 Long DBT CORP KY N 2 2024-06-30 Fixed 9.375 N N N N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 BK5281II7 200000.000000 PA USD 164988.560000 0.0656225 Long DBT CORP KY N 2 2023-11-12 Fixed 11.95 N N N N N N KAZAKHSTAN GOVT 5493007OEK8EF02UO833 486661AF8 200000.000000 PA USD 245794.200000 0.0977621 Long DBT NUSS KZ N 2 2044-10-14 Fixed 4.875 N N N N N N KAZAKHSTAN TEMIR ZHOLY FINANCE BV N/A 48667DAD6 300000.000000 PA USD 412914.000000 0.1642322 Long DBT CORP NL N 2 2042-07-10 Fixed 6.95 N N N N N N KAZMUNAYGAS NATIONAL COMPANY JSC 2138001H1M69RFJCSH88 48667QAR6 1700000.000000 PA USD 1879095.000000 0.7473904 Long DBT CORP KZ N 2 2025-04-24 Fixed 4.75 N N N N N N KAZMUNAYGAS NATIONAL COMPANY JSC 2138001H1M69RFJCSH88 ACI0TLZ82 400000.000000 PA USD 448096.000000 0.1782255 Long DBT CORP KZ N 2 2027-04-19 Fixed 4.75 N N N N N N KAZMUNAYGAS NATIONAL COMPANY JSC 2138001H1M69RFJCSH88 Y4596HAD9 200000.000000 PA USD 240818.000000 0.0957828 Long DBT CORP KZ N 2 2047-04-19 Fixed 5.75 N N N N N N KENYA GOVT 549300VVURQQYU45PR87 491798AL8 200000.000000 PA USD 197899.000000 0.0787123 Long DBT NUSS KE N 2 2034-01-23 Fixed 6.3 N N N N N N KENYA GOVT 549300VVURQQYU45PR87 491798AG9 400000.000000 PA USD 440547.200000 0.1752230 Long DBT NUSS KE N 2 2028-02-28 Fixed 7.25 N N N N N N KENYA GOVT 549300VVURQQYU45PR87 ACI111694 200000.000000 PA USD 220273.600000 0.0876115 Long DBT NUSS KE N 2 2028-02-28 Fixed 7.25 N N N N N N KENYA GOVT 549300VVURQQYU45PR87 BKDSPGII9 200000.000000 PA USD 221599.000000 0.0881387 Long DBT NUSS KE N 2 2032-05-22 Fixed 8 N N N N N N LEHMAN XS TRUST 2006-14N N/A 52522CAA1 140686.130000 PA USD 144107.950000 0.0573174 Long ABS-MBS CORP US N 2 2046-09-25 Floating 0.466 N N N N N N LEHMAN XS TRUST 2007-15N N/A 52524VAG4 263066.990000 PA USD 258755.350000 0.1029172 Long ABS-MBS CORP US N 2 2037-08-25 Floating 0.336 N N N N N N LENOVO GROUP LIMITED 254900VUZRGD5U73RE46 526250AB1 200000.000000 PA USD 208592.660000 0.0829655 Long DBT CORP HK N 2 2030-11-02 Fixed 3.421 N N N N N N LG CHEM LTD 988400IES4EIG7O06940 501955AC2 900000.000000 PA USD 890389.320000 0.3541430 Long DBT CORP KR N 2 2026-07-07 Fixed 1.375 N N N N N N LIMA METRO LINE 2 FINANCE LIMITED 5493009BVQNQT1UKQ352 532522AA7 101378.610000 PA USD 118788.360000 0.0472468 Long DBT CORP KY N 2 2034-07-05 Fixed 5.875 N N N N N N 1MDB GLOBAL INVESTMENTS LIMITED N/A Y6426NAA3 1000000.000000 PA USD 1004317.500000 0.3994568 Long DBT NUSS VG N 2 2023-03-09 Fixed 4.4 N N N N N N MEDCO BELL PTE LTD 2549003PNDCWIWGKC768 58406LAA9 300000.000000 PA USD 303006.000000 0.1205175 Long DBT CORP SG N 2 2027-01-30 Fixed 6.375 N N N N N N METINVEST BV 635400TMCKVEU87EJ582 591555AD9 200000.000000 PA USD 211914.800000 0.0842869 Long DBT CORP NL N 2 2023-04-23 Fixed 7.75 N N N N N N METINVEST BV 635400TMCKVEU87EJ582 BF4JDJII7 400000.000000 PA USD 447288.000000 0.1779041 Long DBT CORP NL N 2 2026-04-23 Fixed 8.5 N N N N N N MEXICO GOVT 254900EGTWEU67VP6075 91087BAK6 600000.000000 PA USD 676362.000000 0.2690159 Long DBT NUSS MX N 2 2032-04-27 Fixed 4.75 N N N N N N MEXICO GOVT 254900EGTWEU67VP6075 91087BAL4 900000.000000 PA USD 990126.000000 0.3938122 Long DBT NUSS MX N 2 2051-04-27 Fixed 5 N N N N N N MEXICO GOVT 254900EGTWEU67VP6075 ACI1TX124 500000.000000 PA USD 433245.000000 0.1723187 Long DBT NUSS MX N 2 2071-04-19 Fixed 3.75 N N N N N N MEXICO GOVT 254900EGTWEU67VP6075 91087BAM2 200000.000000 PA USD 193446.000000 0.0769411 Long DBT NUSS MX N 2 2031-05-24 Fixed 2.659 N N N N N N MEXICO GOVT 254900EGTWEU67VP6075 91087BAN0 2344000.000000 PA USD 2085773.240000 0.8295945 Long DBT NUSS MX N 2 2061-05-24 Fixed 3.771 N N N N N N MEXICO GOVT 254900EGTWEU67VP6075 91086QAZ1 900000.000000 PA USD 1027188.000000 0.4085533 Long DBT NUSS MX N 2 2099-10-12 Fixed 5.75 N N N N N N MGM CHINA HOLDINGS LIMITED 529900VZFN87OS7WJM66 55300RAG6 400000.000000 PA USD 394000.000000 0.1567094 Long DBT CORP KY N 2 2027-02-01 Fixed 4.75 N N N N N N MINERA MEXICO SA DE CV N/A 60284MAB8 200000.000000 PA USD 221750.000000 0.0881987 Long DBT CORP MX N 2 2050-01-26 Fixed 4.5 N N N N N N MONG DUONG FINANCE HOLDINGS BV 549300995KGQFMWSV879 60935DAA3 400000.000000 PA USD 399282.000000 0.1588102 Long DBT CORP NL N 2 2029-05-07 Fixed 5.125 N N N N N N MONGOLIA GOVT N/A 60937LAB1 377000.000000 PA USD 396621.580000 0.1577521 Long DBT NUSS MN N 2 2023-05-01 Fixed 5.625 N N N N N N MONGOLIA GOVT N/A 60937LAF2 600000.000000 PA USD 583893.200000 0.2322374 Long DBT NUSS MN N 2 2027-07-07 Fixed 3.5 N N N N N N MONGOLIA GOVT N/A 60937LAE5 400000.000000 PA USD 388781.320000 0.1546337 Long DBT NUSS MN N 2 2031-07-07 Fixed 4.45 N N N N N N MORGAN STANLEY ABS CAPITAL I 2004-NC3 N/A 61744CBW5 482964.080000 PA USD 481567.930000 0.1915386 Long ABS-MBS CORP US N 2 2034-03-25 Floating 0.881 N N N N N N MORGAN STANLEY ABS CAPITAL I 2005-NC1 N/A 61744CMM5 69481.880000 PA USD 68603.530000 0.0272863 Long ABS-MBS CORP US N 2 2035-01-25 Floating 0.851 N N N N N N MORGAN STANLEY MORTGAGE LN TR-2006-8AR N/A 61749LAP6 1225.150000 PA USD 1298.910000 0.0005166 Long ABS-MBS CORP US N 2 2036-06-25 Floating 2.03816 N N N N N N ABU DHABI GOVT 213800FER4348CINTA77 29135LAJ9 1400000.000000 PA USD 1603107.800000 0.6376193 Long DBT NUSS AE N 2 2050-04-16 Fixed 3.875 N N N N N N ABU DHABI GOVT 213800FER4348CINTA77 29135LAN0 1000000.000000 PA USD 897453.000000 0.3569525 Long DBT NUSS AE N 2 2070-09-02 Fixed 2.7 N N N N N N MOROCCO GOVT 529900F3MBW9XY5K1X07 617726AM6 600000.000000 PA USD 548920.800000 0.2183275 Long DBT NUSS MA N 2 2050-12-15 Fixed 4 N N N N N N MOROCCO GOVT 529900F3MBW9XY5K1X07 V5311VAA8 200000.000000 PA USD 207159.800000 0.0823956 Long DBT NUSS MA N 2 2022-12-11 Fixed 4.25 N N N N N N MOROCCO GOVT 529900F3MBW9XY5K1X07 ACI1TDSL7 500000.000000 PA USD 490610.000000 0.1951350 Long DBT NUSS MA N 2 2027-12-15 Fixed 2.375 N N N N N N ABU DHABI GOVT 213800FER4348CINTA77 ACI1FS336 1000000.000000 PA USD 1006420.000000 0.4002930 Long DBT NUSS AE N 2 2049-09-30 Fixed 3.125 N N N N N N MUTHOOT FINANCE LIMITED 335800HAMJMBFL4RRF02 62828L2B8 300000.000000 PA USD 306060.000000 0.1217322 Long DBT CORP IN N 2 2023-09-02 Fixed 4.4 N N N N N N NAKILAT INC 2549006RMTDJWLLWF072 Y62014AA6 97415.000000 PA USD 120527.680000 0.0479386 Long DBT CORP MH N 2 2033-12-31 Fixed 6.067 N N N N N N NAMIBIA GOVT 549300T6Y4CWK77SML15 ACI0HMY27 300000.000000 PA USD 321687.000000 0.1279476 Long DBT NUSS NA N 2 2025-10-29 Fixed 5.25 N N N N N N NBK SPC LIMITED 549300P1ANDK86KWB419 62877PAB0 700000.000000 PA USD 692300.000000 0.2753551 Long DBT CORP AE N 2 2027-09-15 Floating 1.625 N N N N N N NE PROPERTY BV 7245006AG9J70KOIJH36 ACI1FZB15 400000.000000 PA 484169.530000 0.1925734 Long DBT CORP NL N 2 2026-10-09 Fixed 1.875 N N N N N N NIGERIA GOVT 549300GSBZD84TNEQ285 65412JAR4 400000.000000 PA USD 402092.000000 0.1599279 Long DBT NUSS NG N 2 2028-09-28 Fixed 6.125 N N N N N N NIGERIA GOVT 549300GSBZD84TNEQ285 65412AEK4 400000.000000 PA USD 410462.000000 0.1632570 Long DBT NUSS NG N 2 2022-06-27 Fixed 5.625 N N N N N N NIGERIA GOVT 549300GSBZD84TNEQ285 65412JAD5 200000.000000 PA USD 204447.400000 0.0813168 Long DBT NUSS NG N 2 2030-02-23 Fixed 7.143 N N N N N N NIGERIA GOVT 549300GSBZD84TNEQ285 65412JAA1 1300000.000000 PA USD 1355048.500000 0.5389564 Long DBT NUSS NG N 2 2032-02-16 Fixed 7.875 N N N N N N NIGERIA GOVT 549300GSBZD84TNEQ285 65412JAS2 500000.000000 PA USD 505020.000000 0.2008664 Long DBT NUSS NG N 2 2033-09-28 Fixed 7.375 N N N N N N NIGERIA GOVT 549300GSBZD84TNEQ285 65412JAT0 400000.000000 PA USD 403682.000000 0.1605603 Long DBT NUSS NG N 2 2051-09-28 Fixed 8.25 N N N N N N NIGERIA GOVT 549300GSBZD84TNEQ285 65412JAC7 600000.000000 PA USD 623628.000000 0.2480415 Long DBT NUSS NG N 2 2027-11-28 Fixed 6.5 N N N N N N NIGERIA GOVT 549300GSBZD84TNEQ285 BGT0PTII4 400000.000000 PA USD 439821.200000 0.1749343 Long DBT NUSS NG N 2 2031-01-21 Fixed 8.747 N N N N N N NIGERIA GOVT 549300GSBZD84TNEQ285 ACI10XG45 200000.000000 PA USD 204447.400000 0.0813168 Long DBT NUSS NG N 2 2030-02-23 Fixed 7.143 N N N N N N NIGERIA GOVT 549300GSBZD84TNEQ285 V342A3BV5 400000.000000 PA USD 416938.000000 0.1658327 Long DBT NUSS NG N 2 2032-02-16 Fixed 7.875 N N N N N N NIGERIA GOVT 549300GSBZD84TNEQ285 V342A3BS2 300000.000000 PA USD 317256.000000 0.1261853 Long DBT NUSS NG N 2 2023-07-12 Fixed 6.375 N N N N N N NIGERIA GOVT 549300GSBZD84TNEQ285 ACI0Z1HG1 600000.000000 PA USD 623628.000000 0.2480415 Long DBT NUSS NG N 2 2027-11-28 Fixed 6.5 N N N N N N NIGERIA GOVT 549300GSBZD84TNEQ285 V342A3BX1 400000.000000 PA USD 415752.000000 0.1653610 Long DBT NUSS NG N 2 2027-11-28 Fixed 6.5 N N N N N N ADANI ELECTRICITY MUMBAI LIMITED 335800AIC1B5EBFVUC38 00654GAA1 200000.000000 PA USD 200221.920000 0.0796362 Long DBT CORP IN N 2 2030-02-12 Fixed 3.949 N N N N N N ADANI TRANSMISSIONS LIMITED 549300PLH866JQ6LXE52 00652XAB4 187000.000000 PA USD 191739.750000 0.0762625 Long DBT CORP IN N 2 2036-05-21 Fixed 4.25 N N N N N N OCP SA (AKA: GROUPE OFFICE CHERIFIEN DES PHOSPHATES SA) 213800D26TAPVTCVWG40 67091TAD7 400000.000000 PA USD 399782.800000 0.1590094 Long DBT CORP MA N 2 2031-06-23 Fixed 3.75 N N N N N N OCP SA (AKA: GROUPE OFFICE CHERIFIEN DES PHOSPHATES SA) 213800D26TAPVTCVWG40 67091TAE5 500000.000000 PA USD 496562.500000 0.1975025 Long DBT CORP MA N 2 2051-06-23 Fixed 5.125 N N N N N N ODEBRECHT DRILLING NORBE VIII/IX LTD 549300YNW6BY570L6488 675757AC2 445067.000000 PA USD 248129.300000 0.0986908 Long DBT CORP KY N 2 2026-12-01 Fixed 7.35 N N Y N N N ODEBRECHT OFFSHORE DRILLING FINANCE LIMITED 549300L7LF2PIRAWID66 G6711KAC9 596615.790000 PA USD 590649.630000 0.2349247 Long DBT CORP KY N 2 2022-12-01 Fixed 6.72 N N N N N N ODEBRECHT OIL & GAS FINANCE LIMITED N/A 67576JAB7 512143.000000 PA USD 4476.130000 0.0017803 Long DBT CORP KY N 2 2021-11-08 None 0 N N N N N N ODEBRECHT OIL & GAS FINANCE LIMITED N/A 000000000 111055.000000 PA USD 970.620000 0.0003861 Long DBT CORP KY N 2 2021-11-05 None 0 N N N N N N OMAN GOVT 549300SZ20F0QTKNQC75 68205LAS2 300000.000000 PA USD 321571.200000 0.1279016 Long DBT NUSS OM N 2 2031-01-25 Fixed 6.25 N N N N N N OMAN GOVT 549300SZ20F0QTKNQC75 68205LAT0 500000.000000 PA USD 508839.500000 0.2023856 Long DBT NUSS OM N 2 2051-01-25 Fixed 7 N N N N N N OMAN GOVT 549300SZ20F0QTKNQC75 ACI0ZXQN6 600000.000000 PA USD 613530.000000 0.2440251 Long DBT NUSS OM N 2 2023-01-17 Fixed 4.125 N N N N N N OMAN GOVT 549300SZ20F0QTKNQC75 M75242BJ1 1500000.000000 PA USD 1564575.000000 0.6222933 Long DBT NUSS OM N 2 2028-01-17 Fixed 5.625 N N N N N N OMAN GOVT 549300SZ20F0QTKNQC75 M75242BA0 700000.000000 PA USD 680782.200000 0.2707740 Long DBT NUSS OM N 2 2047-03-08 Fixed 6.5 N N N N N N OMAN GOVT 549300SZ20F0QTKNQC75 ACI1DKJ46 1200000.000000 PA USD 1265199.600000 0.5032199 Long DBT NUSS OM N 2 2029-08-01 Fixed 6 N N N N N N PAKISTAN GOVT 529900LOP29R5WKHOD86 695847AU7 500000.000000 PA USD 504625.000000 0.2007093 Long DBT NUSS PK N 2 2051-04-08 Fixed 8.875 N N N N N N PAKISTAN GOVT 529900LOP29R5WKHOD86 740840AC7 400000.000000 PA USD 403266.000000 0.1603948 Long DBT NUSS PK N 2 2027-12-05 Fixed 6.875 N N N N N N PAKISTAN GOVT 529900LOP29R5WKHOD86 ACI0Q7X54 200000.000000 PA USD 200062.000000 0.0795726 Long DBT NUSS PK N 2 2021-10-13 Fixed 5.5 N N N N N N PANAMA GOVT 549300SHS4T08CL0LP14 698299AW4 600000.000000 PA USD 800031.000000 0.3182040 Long DBT NUSS PA N 2 2036-01-26 Fixed 6.7 N N N N N N PANAMA GOVT 549300SHS4T08CL0LP14 698299BB9 1100000.000000 PA USD 1167738.000000 0.4644556 Long DBT NUSS PA N 2 2053-04-29 Fixed 4.3 N N N N N N PANAMA GOVT 549300SHS4T08CL0LP14 698299BM5 900000.000000 PA USD 982530.000000 0.3907910 Long DBT NUSS PA N 2 2056-04-01 Fixed 4.5 N N N N N N PANAMA GOVT 549300SHS4T08CL0LP14 698299AD6 500000.000000 PA USD 683317.500000 0.2717824 Long DBT NUSS PA N 2 2027-09-30 Fixed 8.875 N N N N N N PARAGUAY GOVT 529900UXKJTJPCU0HK83 699149AH3 300000.000000 PA USD 345753.000000 0.1375196 Long DBT NUSS PY N 2 2050-03-30 Fixed 5.4 N N N N N N PARAGUAY GOVT 529900UXKJTJPCU0HK83 699149AB6 200000.000000 PA USD 244502.000000 0.0972481 Long DBT NUSS PY N 2 2044-08-11 Fixed 6.1 N N N N N N AEROPUERTO INTERNACIONAL DE TOCUMEN SA 254900FO1PHX49ZIGB14 00787CAE2 300000.000000 PA USD 315199.500000 0.1253673 Long DBT CORP PA N 2 2061-08-11 Fixed 5.125 N N N N N N PARK PLACE SEC INC 2005-WHQ4 N/A 70069FMU8 500000.000000 PA USD 490154.750000 0.1949539 Long ABS-MBS CORP US N 2 2035-09-25 Floating 0.866 Y N N N N N PELABUHAN INDONESIA II PT (AKA: PELINDO II) N/A Y7133MAC3 400000.000000 PA USD 435500.000000 0.1732156 Long DBT CORP ID N 2 2025-05-05 Fixed 4.25 N N N N N N PELABUHAN INDONESIA III PT (AKA: PELINDO III) 254900Y6SH3NRN1A8R64 Y7140DAB6 800000.000000 PA USD 842148.000000 0.3349555 Long DBT CORP ID N 2 2023-05-02 Fixed 4.5 N N N N N N PELABUHAN INDONESIA III PT (AKA: PELINDO III) 254900Y6SH3NRN1A8R64 Y7140DAA8 500000.000000 PA USD 549822.500000 0.2186861 Long DBT CORP ID N 2 2024-10-01 Fixed 4.875 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638DB5 1000000.000000 PA 192313.460000 0.0764907 Long DBT NUSS PE N 2 2040-08-12 Fixed 5.35 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638DE9 200000.000000 PA USD 204464.000000 0.0813234 Long DBT NUSS PE N 2 2026-01-23 Fixed 2.392 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638DF6 200000.000000 PA USD 198420.000000 0.0789195 Long DBT NUSS PE N 2 2031-01-23 Fixed 2.783 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638DR0 200000.000000 PA USD 166594.000000 0.0662610 Long DBT NUSS PE N 2 2121-07-28 Fixed 3.23 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638AP7 400000.000000 PA USD 619976.000000 0.2465890 Long DBT NUSS PE N 2 2033-11-21 Fixed 8.75 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638DP4 600000.000000 PA USD 546450.000000 0.2173448 Long DBT NUSS PE N 2 2032-12-01 Fixed 1.862 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638BV3 1700000.000000 PA 424599.110000 0.1688798 Long DBT NUSS PE N 2 2028-08-12 Fixed 6.35 N N N N N N PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA 254900OYVDRYS9J51J61 71568PAM1 200000.000000 PA USD 201457.000000 0.0801274 Long DBT CORP ID N 2 2050-02-05 Fixed 4.375 N N N N N N PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA 254900OYVDRYS9J51J61 71568PAC3 200000.000000 PA USD 217000.000000 0.0863095 Long DBT CORP ID N 2 2027-05-15 Fixed 4.125 N N N N N N PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA 254900OYVDRYS9J51J61 71568PAP4 800000.000000 PA USD 768000.000000 0.3054640 Long DBT CORP ID N 2 2050-06-30 Fixed 4 N N N N N N PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA 254900OYVDRYS9J51J61 71568QAD9 400000.000000 PA USD 445500.000000 0.1771930 Long DBT CORP ID N 2 2047-05-15 Fixed 5.25 N N N N N N PETROAMAZONAS EP N/A ACI0Z9WH5 41833.310000 PA USD 41739.190000 0.0166013 Long DBT CORP EC N 2 2021-12-06 Fixed 4.625 N N N N N N PETROBRAS GLOBAL FINANCE BV 549300FNENFFSMO3GT38 71647NAK5 150000.000000 PA USD 173433.000000 0.0689812 Long DBT CORP NL N 2 2044-03-17 Fixed 7.25 N N N N N N PETROBRAS GLOBAL FINANCE BV 549300FNENFFSMO3GT38 71647NAN9 200000.000000 PA USD 206599.000000 0.0821726 Long DBT CORP NL N 2 2099-12-31 Fixed 6.85 N N N N N N PETROLEOS DE VENEZUELA SA (PDVSA) 549300YWR8TN1OFD4P06 B1VX67II1 3390000.000000 PA USD 203400.000000 0.0809002 Long DBT CORP VE N 2 2027-04-12 Fixed 5.375 Y Y N N N N PETROLEOS DE VENEZUELA SA (PDVSA) 549300YWR8TN1OFD4P06 P7807HAC9 360000.000000 PA USD 21600.000000 0.0085912 Long DBT CORP VE N 2 2027-04-12 Fixed 5.375 Y Y N N N N PETROLEOS DE VENEZUELA SA (PDVSA) 549300YWR8TN1OFD4P06 B1VXHCII8 3050000.000000 PA USD 178425.000000 0.0709667 Long DBT CORP VE N 2 2037-04-12 Fixed 5.5 Y Y N N N N PETROLEOS DE VENEZUELA SA (PDVSA) 549300YWR8TN1OFD4P06 P7807HAB1 1300000.000000 PA USD 76050.000000 0.0302481 Long DBT CORP VE N 2 2037-04-12 Fixed 5.5 Y Y N N N N PETROLEOS DE VENEZUELA SA (PDVSA) 549300YWR8TN1OFD4P06 P7807HAT2 380000.000000 PA USD 22800.000000 0.0090685 Long DBT CORP VE N 2 2024-05-16 Fixed 6 Y Y N N N N PETROLEOS DE VENEZUELA SA (PDVSA) 549300YWR8TN1OFD4P06 P7807HAR6 1200000.000000 PA USD 72000.000000 0.0286372 Long DBT CORP VE N 2 2026-11-15 Fixed 6 Y Y N N N N PETROLEOS DEL PERU SA - PETROPERU SA 549300ZMGDLC9JT2OR80 716564AA7 400000.000000 PA USD 412500.000000 0.1640676 Long DBT CORP PE N 2 2032-06-19 Fixed 4.75 N N N N N N PETROLEOS DEL PERU SA - PETROPERU SA 549300ZMGDLC9JT2OR80 716564AB5 300000.000000 PA USD 300177.000000 0.1193923 Long DBT CORP PE N 2 2047-06-19 Fixed 5.625 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71654QDC3 650000.000000 PA USD 672243.000000 0.2673776 Long DBT CORP MX N 2 2030-01-23 Fixed 6.84 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71654QDE9 1050000.000000 PA USD 1019261.250000 0.4054005 Long DBT CORP MX N 2 2031-01-28 Fixed 5.95 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71654QDD1 4200000.000000 PA USD 3982713.000000 1.5840824 Long DBT CORP MX N 2 2050-01-23 Fixed 7.69 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71654QDF6 3000000.000000 PA USD 2625795.000000 1.0443825 Long DBT CORP MX N 2 2060-01-28 Fixed 6.95 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71654QCK6 200000.000000 PA USD 197436.000000 0.0785281 Long DBT CORP MX N 2 2028-02-12 Fixed 5.35 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71654QCL4 1336000.000000 PA USD 1130924.000000 0.4498132 Long DBT CORP MX N 2 2048-02-12 Fixed 6.35 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 706451BR1 700000.000000 PA USD 644388.500000 0.2562988 Long DBT CORP MX N 2 2038-06-15 Fixed 6.625 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71654QCC4 760000.000000 PA USD 664012.000000 0.2641038 Long DBT CORP MX N 2 2047-09-21 Fixed 6.75 N N N N N N PETRONAS CAPITAL LIMITED 549300G7YFX3540OYR85 71675CAE8 800000.000000 PA USD 807885.310000 0.3213279 Long DBT CORP MY N 2 2061-04-28 Fixed 3.404 N N N N N N PETRONAS CAPITAL LIMITED 549300G7YFX3540OYR85 716743AR0 600000.000000 PA USD 737244.630000 0.2932313 Long DBT CORP MY N 2 2050-04-21 Fixed 4.55 N N N N N N PETRONAS CAPITAL LIMITED 549300G7YFX3540OYR85 716743AS8 500000.000000 PA USD 652792.900000 0.2596415 Long DBT CORP MY N 2 2060-04-21 Fixed 4.8 N N N N N N PETRORIO LUXEMBOURG SARL 222100466T5WZDU1B498 71677WAA0 300000.000000 PA USD 302550.000000 0.1203361 Long DBT CORP LU N 2 2026-06-09 Fixed 6.125 N N N N N N PHILIPPINES GOVT 529900RAHBALMYIJ3T08 718286CA3 1000000.000000 PA USD 1060970.100000 0.4219897 Long DBT NUSS PH N 2 2041-03-01 Fixed 3.7 N N N N N N PHILIPPINES GOVT 529900RAHBALMYIJ3T08 718286CH8 400000.000000 PA USD 381938.430000 0.1519120 Long DBT NUSS PH N 2 2045-05-05 Fixed 2.95 N N N N N N PHILIPPINES GOVT 529900RAHBALMYIJ3T08 718286CL9 500000.000000 PA USD 458424.170000 0.1823334 Long DBT NUSS PH N 2 2045-12-10 Fixed 2.65 N N N N N N POINSETTIA FINANCE LIMITED 549300P2JTF5JKW10Z65 G7150PAA8 690375.000000 PA USD 682537.940000 0.2714723 Long DBT CORP KY N 2 2031-06-17 Fixed 6.625 N N N N N N POWER SECTOR ASSETS & LIABILITIES MANAGEMENT CORPORATION N/A Y7083VAD1 900000.000000 PA USD 1073088.230000 0.4268096 Long DBT CORP PH N 2 2024-12-02 Fixed 7.39 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 74365PAA6 200000.000000 PA USD 207622.680000 0.0825797 Long DBT CORP NL N 2 2030-01-21 Fixed 3.68 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 ACI1PPN70 200000.000000 PA 235053.060000 0.0934899 Long DBT CORP NL N 2 2028-08-03 Fixed 1.539 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 ACI1PPLN7 100000.000000 PA 115674.210000 0.0460082 Long DBT CORP NL N 2 2032-08-03 Fixed 2.031 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 74365PAD0 200000.000000 PA USD 187757.900000 0.0746787 Long DBT CORP NL N 2 2050-08-03 Fixed 4.027 N N N N N N PROVINCE OF BUENOS AIRES ARGENTINA 549300L6AYROPOTQ4L07 ACI208T77 543044.000000 PA USD 243848.480000 0.0969882 Long DBT NUSS AR N 2 2037-09-01 Variable 3.9 N N N N N N PROVINCIA DE NEUQUEN ARGENTINA 549300X5HUL4FRDNBN35 64131GAA0 165248.000000 PA USD 103281.650000 0.0410792 Long DBT NUSS AR N 2 2030-04-27 Variable 2.5 N N N N N N PT PERTAMINA (PERSERO) 254900NDAKGNZ2IBBL45 69369EAD1 900000.000000 PA USD 1114994.570000 0.4434774 Long DBT CORP ID N 2 2042-05-03 Fixed 6 N N N N N N PT PERTAMINA (PERSERO) 254900NDAKGNZ2IBBL45 69370PAA9 1500000.000000 PA USD 1961925.300000 0.7803352 Long DBT CORP ID N 2 2044-05-30 Fixed 6.45 N N N N N N PT PERTAMINA (PERSERO) 254900NDAKGNZ2IBBL45 69370PAK7 500000.000000 PA USD 491031.380000 0.1953026 Long DBT CORP ID N 2 2026-02-09 Fixed 1.4 N N N N N N PT PERTAMINA (PERSERO) 254900NDAKGNZ2IBBL45 Y7138AAC4 500000.000000 PA USD 511936.540000 0.2036174 Long DBT CORP ID N 2 2022-05-03 Fixed 4.875 N N N N N N PT PERTAMINA (PERSERO) 254900NDAKGNZ2IBBL45 Y7138AAD2 600000.000000 PA USD 743329.720000 0.2956516 Long DBT CORP ID N 2 2042-05-03 Fixed 6 N N N N N N QATAR GOVT 52990074F6OJOAXK4P65 74727PBD2 200000.000000 PA USD 225578.200000 0.0897214 Long DBT NUSS QA N 2 2030-04-16 Fixed 3.75 N N N N N N QATAR GOVT 52990074F6OJOAXK4P65 74727PBE0 600000.000000 PA USD 733554.000000 0.2917634 Long DBT NUSS QA N 2 2050-04-16 Fixed 4.4 N N N N N N QATAR GOVT 52990074F6OJOAXK4P65 ACI19CQH2 800000.000000 PA USD 851536.000000 0.3386895 Long DBT NUSS QA N 2 2024-03-14 Fixed 3.375 N N N N N N QATAR GOVT 52990074F6OJOAXK4P65 ACI19CPD2 1100000.000000 PA USD 1417496.300000 0.5637943 Long DBT NUSS QA N 2 2049-03-14 Fixed 4.817 N N N N N N QATAR GOVT 52990074F6OJOAXK4P65 M8489SAG2 1100000.000000 PA USD 1461992.400000 0.5814922 Long DBT NUSS QA N 2 2048-04-23 Fixed 5.103 N N N N N N QATAR PETROLEUM 254900QTESJKJ3P87J26 74730DAC7 400000.000000 PA USD 396708.000000 0.1577865 Long DBT CORP QA N 2 2031-07-12 Fixed 2.25 N N N N N N QATAR PETROLEUM 254900QTESJKJ3P87J26 74730DAE3 400000.000000 PA USD 400572.000000 0.1593233 Long DBT CORP QA N 2 2041-07-12 Fixed 3.125 N N N N N N QATAR PETROLEUM 254900QTESJKJ3P87J26 74730DAD5 800000.000000 PA USD 809616.000000 0.3220163 Long DBT CORP QA N 2 2051-07-12 Fixed 3.3 N N N N N N RAS LAFFAN LIQUEFIED NATURAL GAS CO LTD III N/A M8222MAA0 336385.000000 PA USD 382922.180000 0.1523033 Long DBT CORP QA N 2 2027-09-30 Fixed 5.838 N N N N N N REPUBLIC OF ANGOLA VIA AVENIR II BV 724500CRIYMKEWLTHZ15 ACI0MN5F2 818461.540000 PA USD 814369.230000 0.3239068 Long DBT NUSS NL N 2 2023-07-01 Floating 7.66088 N N N N N N REPUBLIC OF ANGOLA VIA AVENIR II BV 724500CRIYMKEWLTHZ15 ACI19CJT4 500000.000000 PA USD 500000.000000 0.1988698 Long DBT NUSS NL N 2 2023-12-07 Floating 4.66475 N N N N N N RIO OIL FINANCE TRUST SERIES 2014-1 549300V5D1W52HY8NO65 76716XAA0 779639.800000 PA USD 856134.160000 0.3405184 Long DBT CORP US N 2 2024-07-06 Variable 9.25 N N N N N N RIO OIL FINANCE TRUST SERIES 2014-3 N/A 76716XAB8 679382.150000 PA USD 800495.610000 0.3183887 Long DBT CORP US N 2 2027-01-06 Variable 9.75 N N N N N N RIO OIL FINANCE TRUST SERIES 2018-1 N/A 76716XAC6 471950.000000 PA USD 545807.820000 0.2170893 Long DBT CORP US N 2 2028-04-06 Fixed 8.2 N N N N N N ROMANIA GOVT 315700IASY927EDWBK92 77586RAJ9 200000.000000 PA USD 200100.000000 0.0795877 Long DBT NUSS RO N 2 2051-02-14 Fixed 4 N N N N N N ROMANIA GOVT 315700IASY927EDWBK92 ACI19YWX2 100000.000000 PA 127401.810000 0.0506727 Long DBT NUSS RO N 2 2034-04-03 Fixed 3.5 N N N N N N ROMANIA GOVT 315700IASY927EDWBK92 ACI1Z3VF1 300000.000000 PA 325265.730000 0.1293710 Long DBT NUSS RO N 2 2042-04-13 Fixed 2.875 N N N N N N ROMANIA GOVT 315700IASY927EDWBK92 ACI1Z3TC1 700000.000000 PA 793832.520000 0.3157386 Long DBT NUSS RO N 2 2030-07-13 Fixed 1.75 N N N N N N ROMANIA GOVT 315700IASY927EDWBK92 ACI1D6781 800000.000000 PA 926530.820000 0.3685179 Long DBT NUSS RO N 2 2031-07-16 Fixed 2.124 N N N N N N ROMANIA GOVT 315700IASY927EDWBK92 ACI1T3QG2 500000.000000 PA 540819.900000 0.2151055 Long DBT NUSS RO N 2 2040-12-02 Fixed 2.625 N N N N N N ROMANIA GOVT 315700IASY927EDWBK92 ACI1Z3V87 200000.000000 PA 216843.820000 0.0862474 Long DBT NUSS RO N 2 2042-04-13 Fixed 2.875 N N N N N N ROMANIA GOVT 315700IASY927EDWBK92 ACI1Z3P01 300000.000000 PA 340213.940000 0.1353165 Long DBT NUSS RO N 2 2030-07-13 Fixed 1.75 N N N N N N RONSHINE CHINA HOLDINGS LIMITED 549300GNBBT32SFSEC47 ACI1960F7 200000.000000 PA USD 165750.000000 0.0659253 Long DBT CORP KY N 2 2022-03-01 Fixed 10.5 N N N N N N RUSSIAN GOVT 5493004EHVGF71PDBU58 78307ADE0 1300000.000000 PA USD 1687275.200000 0.6710960 Long DBT NUSS RU N 2 2042-04-04 Fixed 5.625 N N N N N N RUSSIAN GOVT 5493004EHVGF71PDBU58 ACI01TM06 400000.000000 PA USD 519161.600000 0.2064911 Long DBT NUSS RU N 2 2042-04-04 Fixed 5.625 N N N N N N RUSSIAN GOVT 5493004EHVGF71PDBU58 ACI1SXKY4 600000.000000 PA 694360.460000 0.2761746 Long DBT NUSS RU N 2 2032-11-20 Fixed 1.85 N N N N N N RUTAS 2 AND 7 FINANCE LTD N/A 78319MAA1 500000.000000 PA USD 372642.500000 0.1482147 Long DBT CORP KY N 2 2036-09-30 None 0 N N N N N N RWANDA GOVT 213800DQC28OBRZDYJ87 78347YAL7 200000.000000 PA USD 208778.000000 0.0830393 Long DBT NUSS RW N 2 2031-08-09 Fixed 5.5 N N N N N N SA GLOBAL SUKUK LIMITED 5493007DFAVKU7UOGR47 78397PAB7 400000.000000 PA USD 398002.000000 0.1583011 Long DBT CORP KY N 2 2026-06-17 Fixed 1.602 N N N N N N SA GLOBAL SUKUK LIMITED 5493007DFAVKU7UOGR47 78397PAD3 500000.000000 PA USD 505208.500000 0.2009414 Long DBT CORP KY N 2 2031-06-17 Fixed 2.694 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAF2 300000.000000 PA USD 323403.000000 0.1286302 Long DBT CORP KY N 2 2025-08-08 Fixed 5.125 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAE5 700000.000000 PA USD 773941.000000 0.3078269 Long DBT CORP KY N 2 2028-08-08 Fixed 5.4 N N N N N N SAPPI PAPIER HOLDING GMBH 549300XBCUMUR5CI0181 ACI19LQQ2 200000.000000 PA 236545.010000 0.0940833 Long DBT CORP AT N 2 2026-04-15 Fixed 3.125 N N N N N N SASOL FINANCING LIMITED 378900A5BC68CC18C276 937HWVII0 1122333.310000 PA USD 1077134.570000 0.4284190 Long LON CORP ZA N 3 2022-11-23 Floating 0.617 N N N N N N SAUDI ARABIA GOVT 635400FMICXSM3SI3H65 80413TAR0 1200000.000000 PA USD 1255500.000000 0.4993620 Long DBT NUSS SA N 2 2055-01-21 Fixed 3.75 N N N N N N SAUDI ARABIA GOVT 635400FMICXSM3SI3H65 80413TAV1 200000.000000 PA USD 194851.000000 0.0774999 Long DBT NUSS SA N 2 2033-02-02 Fixed 2.25 N N N N N N SAUDI ARABIA GOVT 635400FMICXSM3SI3H65 80413TAW9 600000.000000 PA USD 590343.000000 0.2348027 Long DBT NUSS SA N 2 2061-02-02 Fixed 3.45 N N N N N N SAUDI ARABIA GOVT 635400FMICXSM3SI3H65 ACI1J8HW7 300000.000000 PA USD 313875.000000 0.1248405 Long DBT NUSS SA N 2 2055-01-21 Fixed 3.75 N N N N N N SAUDI ARABIA GOVT 635400FMICXSM3SI3H65 M6320UAG4 1200000.000000 PA USD 1319832.000000 0.5249494 Long DBT NUSS SA N 2 2028-03-04 Fixed 3.625 N N N N N N SAUDI ARABIA GOVT 635400FMICXSM3SI3H65 M6320UAH2 400000.000000 PA USD 438238.000000 0.1743046 Long DBT NUSS SA N 2 2025-04-17 Fixed 4 N N N N N N SAUDI ARABIA GOVT 635400FMICXSM3SI3H65 M6320UAT6 600000.000000 PA USD 692518.200000 0.2754419 Long DBT NUSS SA N 2 2029-04-16 Fixed 4.375 N N N N N N SAUDI ARABIA GOVT 635400FMICXSM3SI3H65 M6320UAC3 2900000.000000 PA USD 3353609.300000 1.3338630 Long DBT NUSS SA N 2 2046-10-26 Fixed 4.5 N N N N N N SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO) 5586006WD91QHB7J4X50 80414L2M6 300000.000000 PA USD 282847.500000 0.1124996 Long DBT CORP SA N 2 2070-11-24 Fixed 3.5 N N N N N N SBERBANK OF RUSSIA VIA SB CAPITAL SA 222100YFG9QVABDS2B03 78406JAB0 200000.000000 PA USD 203852.800000 0.0810803 Long DBT CORP LU N 2 2022-02-07 Fixed 6.125 N N N N N N SBERBANK OF RUSSIA VIA SB CAPITAL SA 222100YFG9QVABDS2B03 ACI01H1G0 1200000.000000 PA USD 1223116.800000 0.4864819 Long DBT CORP LU N 2 2022-02-07 Fixed 6.125 N N N N N N SBERBANK OF RUSSIA VIA SB CAPITAL SA 222100YFG9QVABDS2B03 L8084MAB6 800000.000000 PA USD 815411.200000 0.3243213 Long DBT CORP LU N 2 2022-02-07 Fixed 6.125 N N N N N N SCF CAPITAL DESIGNATED ACTIVITY COMPANY 213800L15FRHHBOWMF92 78403LAB8 800000.000000 PA USD 853020.000000 0.3392798 Long DBT CORP IE N 2 2023-06-16 Fixed 5.375 N N N N N N SENEGAL GOVT 549300NP14ZLQGWIUZ97 ACI1YDQM1 200000.000000 PA 229240.640000 0.0911781 Long DBT NUSS SN N 2 2037-06-08 Fixed 5.375 N N N N N N SENEGAL GOVT 549300NP14ZLQGWIUZ97 ACI11B6X9 100000.000000 PA 120808.250000 0.0480502 Long DBT NUSS SN N 2 2028-03-13 Fixed 4.75 N N N N N N SENEGAL GOVT 549300NP14ZLQGWIUZ97 81720TAD7 200000.000000 PA USD 202653.000000 0.0806031 Long DBT NUSS SN N 2 2048-03-13 Fixed 6.75 N N N N N N SENEGAL GOVT 549300NP14ZLQGWIUZ97 81720TAC9 300000.000000 PA USD 313529.700000 0.1247032 Long DBT NUSS SN N 2 2033-05-23 Fixed 6.25 N N N N N N SERBIA GOVT 254900W94OCY91V32O78 ACI1W3XG0 500000.000000 PA 551627.660000 0.2194041 Long DBT NUSS RS N 2 2033-03-03 Fixed 1.65 N N N N N N SHARJAH GOVT N/A ACI1W8BZ1 200000.000000 PA USD 197713.200000 0.0786384 Long DBT NUSS AE N 2 2033-03-10 Fixed 3.625 N N N N N N SHARJAH GOVT N/A ACI1W8HT9 300000.000000 PA USD 283516.500000 0.1127657 Long DBT NUSS AE N 2 2051-03-10 Fixed 4.375 N N N N N N SHRIRAM TRANSPORT FINANCE COMPANY LIMITED 335800TM2YO24B76XL26 825547AC6 700000.000000 PA USD 713597.500000 0.2838259 Long DBT CORP IN N 2 2023-07-16 Fixed 5.1 N N N N N N SINOPEC GROUP OVERSEAS DEVELOPMENT (2012) LIMITED N/A G8189YAC8 500000.000000 PA USD 621061.840000 0.2470208 Long DBT CORP VG N 2 2042-05-17 Fixed 4.875 N N N N N N SINOPEC GROUP OVERSEAS DEVELOPMENT (2014) LIMITED 549300ZIMV82UUECOQ45 000000000 500000.000000 PA USD 542604.110000 0.2158151 Long DBT CORP VG N 2 2024-04-10 Fixed 4.375 N N N N N N SINOPEC GROUP OVERSEAS DEVELOPMENT 2018 LTD 549300C6OZZ8LTVR8209 82939GAN8 200000.000000 PA USD 204879.630000 0.0814887 Long DBT CORP VG N 2 2025-05-13 Fixed 2.15 N N N N N N SINOPEC GROUP OVERSEAS DEVELOPMENT 2018 LTD 549300C6OZZ8LTVR8209 82939GAP3 600000.000000 PA USD 615331.150000 0.2447415 Long DBT CORP VG N 2 2030-05-13 Fixed 2.7 N N N N N N SINOPEC GROUP OVERSEAS DEVELOPMENT 2018 LTD 549300C6OZZ8LTVR8209 82939GAJ7 300000.000000 PA USD 324321.840000 0.1289956 Long DBT CORP VG N 2 2049-08-08 Fixed 3.68 N N N N N N SOCAR TURKEY ENERJI ANONIM SIRKETI 789000J4L7UFTRMDR776 941WJKII0 1000000.000000 PA 1155454.030000 0.4595697 Long LON CORP TR N 3 2026-08-11 Floating 2.9 N N N N N N AMERICA MOVIL SAB DE CV 5493000FNR3UCEAONM59 ACI02RUO8 6000000.000000 PA 290894.560000 0.1157003 Long DBT CORP MX N 2 2022-12-05 Fixed 6.45 N N N N N N SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT5 N/A 83613FAA9 150179.780000 PA USD 137835.710000 0.0548227 Long ABS-MBS CORP US N 2 2037-10-25 Floating 0.986 N N N N N N SOUTH AFRICA GOVT 378900AAFB4F17004C49 836205AL8 800000.000000 PA USD 826822.400000 0.3288600 Long DBT NUSS ZA N 2 2022-05-30 Fixed 5.875 N N N N N N SOUTH AFRICA GOVT 378900AAFB4F17004C49 836205BA1 1500000.000000 PA USD 1545580.500000 0.6147385 Long DBT NUSS ZA N 2 2029-09-30 Fixed 4.85 N N N N N N SOUTH AFRICA GOVT 378900AAFB4F17004C49 836205BB9 1400000.000000 PA USD 1337308.000000 0.5319003 Long DBT NUSS ZA N 2 2049-09-30 Fixed 5.75 N N N N N N SOUTH AFRICA GOVT 378900AAFB4F17004C49 836205AV6 300000.000000 PA USD 266870.400000 0.1061449 Long DBT NUSS ZA N 2 2046-10-12 Fixed 5 N N N N N N SOUTH AFRICA GOVT 378900AAFB4F17004C49 614878II9 58700000.000000 PA 4376760.100000 1.7408105 Long DBT NUSS ZA N 2 2026-12-21 Fixed 10.5 N N N N N N SOUTHERN GAS CORRIDOR CJSC 213800DG58KG59XY6318 84302LAA0 300000.000000 PA USD 354234.000000 0.1408929 Long DBT CORP AZ N 2 2026-03-24 Fixed 6.875 N N N N N N SOUTHERN GAS CORRIDOR CJSC 213800DG58KG59XY6318 Y8T6JPAA4 1100000.000000 PA USD 1298858.000000 0.5166072 Long DBT CORP AZ N 2 2026-03-24 Fixed 6.875 N N N N N N SRI LANKA GOVT 254900HXCCIOHM74FA02 85227SAZ9 300000.000000 PA USD 184674.000000 0.0734521 Long DBT NUSS LK N 2 2029-03-14 Fixed 7.85 N N N N N N SRI LANKA GOVT 254900HXCCIOHM74FA02 85227SAR7 700000.000000 PA USD 441875.000000 0.1757512 Long DBT NUSS LK N 2 2026-07-18 Fixed 6.825 N N N N N N SRI LANKA GOVT 254900HXCCIOHM74FA02 Y8137FAR9 400000.000000 PA USD 245232.000000 0.0975385 Long DBT NUSS LK N 2 2030-03-28 Fixed 7.55 N N N N N N SRI LANKA GOVT 254900HXCCIOHM74FA02 Y8137FAC2 700000.000000 PA USD 443891.000000 0.1765530 Long DBT NUSS LK N 2 2025-06-03 Fixed 6.125 N N N N N N SRI LANKA GOVT 254900HXCCIOHM74FA02 Y8137FAE8 800000.000000 PA USD 504752.000000 0.2007598 Long DBT NUSS LK N 2 2025-11-03 Fixed 6.85 N N N N N N STAR ENERGY GEOTHERMAL DARAJAT II / STAR ENERGY GEOTHERMAL SALAK N/A 85513LAB0 400000.000000 PA USD 447500.000000 0.1779884 Long DBT CORP BM N 2 2038-10-14 Fixed 4.85 N N N N N N STATE SAVINGS BANK OF UKRAINE VIA SSB #1 PLC 213800X3YF17XQS13O34 ACI0G41Y4 30000.000000 PA USD 31462.200000 0.0125138 Long DBT CORP GB N 2 2023-03-10 Variable 9.375 N N N N N N STATE SAVINGS BANK OF UKRAINE VIA SSB #1 PLC 213800X3YF17XQS13O34 G8841YAE4 60000.000000 PA USD 62924.400000 0.0250275 Long DBT CORP GB N 2 2023-03-10 Variable 9.375 N N N N N N SUNAC CHINA HOLDINGS LIMITED 549300OLARYHDXP3WK18 ACI1NTG15 800000.000000 PA USD 646922.950000 0.2573068 Long DBT CORP KY N 2 2025-07-09 Fixed 7 N N N N N N SUNTRUST ADJR MRTG LN TR 2007-4 N/A 78473WAF0 62627.820000 PA USD 58936.180000 0.0234412 Long ABS-MBS CORP US N 2 2037-10-25 Floating 2.69754 Y N N N N N TANZANIA GOVT N/A 930ZJQII3 228571.450000 PA USD 228553.620000 0.0909048 Long LON NUSS TZ N 3 2022-06-23 Floating 5.3637 N N N N N N AMERICAN HOME MTGE INV TRUST 2005-2 N/A 02660TEQ2 689.790000 PA USD 692.850000 0.0002756 Long ABS-MBS CORP US N 2 2045-09-25 Floating 1.65475 N N N N N N TENGIZCHEVROIL FINANCE COMPANY INTERNATIONAL LTD 5493001VEV2XTJIBZH31 88034QAC1 600000.000000 PA USD 609516.000000 0.2424286 Long DBT CORP BM N 2 2030-08-15 Fixed 3.25 N N N N N N THE AFRICAN EXPORT-IMPORT BANK 21380068LJCDYA42GJ76 00831TAB7 600000.000000 PA USD 613075.500000 0.2438444 Long DBT CORP N/A N 2 2026-05-17 Fixed 2.634 N N N N N N THIRD PAKISTAN INTERNATIONAL SUKUK COMPANY LIMITED 529900OMZDJ2H3CXKF72 ACI0Z78N3 200000.000000 PA USD 204942.000000 0.0815135 Long DBT NUSS PK N 2 2022-12-05 Fixed 5.625 N N N N N N TRANSJAMAICAN HIGHWAY LIMITED 254900AWJ3QIGYQ04W45 893727AA5 197936.890000 PA USD 198495.070000 0.0789493 Long DBT CORP JM N 2 2036-10-10 Fixed 5.75 N N N N N N TRANSNET SOC LTD 378900B07CD6F01EA796 S87247AA0 1300000.000000 PA USD 1316744.000000 0.5237211 Long DBT CORP ZA N 2 2022-07-26 Fixed 4 N N N N N N TRINIDAD PETROLEUM HOLDINGS LIMITED 5493004LGJQF7TV6GH26 71657YAA0 58333.330000 PA USD 58844.910000 0.0234049 Long DBT CORP TT N 2 2022-05-08 Fixed 6 N N N N N N TURKEY GOVT 5493000PCHOG3B6S3Q85 900123DA5 500000.000000 PA USD 473982.000000 0.1885214 Long DBT NUSS TR N 2 2031-01-15 Fixed 5.95 N N N N N N TURKEY GOVT 5493000PCHOG3B6S3Q85 900123BJ8 600000.000000 PA USD 521283.600000 0.2073351 Long DBT NUSS TR N 2 2041-01-14 Fixed 6 N N N N N N TURKEY GOVT 5493000PCHOG3B6S3Q85 900123CP3 1500000.000000 PA USD 1426275.000000 0.5672859 Long DBT NUSS TR N 2 2028-02-17 Fixed 5.125 N N N N N N TURKEY GOVT 5493000PCHOG3B6S3Q85 900123BY5 1200000.000000 PA USD 1218369.600000 0.4845938 Long DBT NUSS TR N 2 2022-03-25 Fixed 5.125 N N N N N N TURKEY GOVT 5493000PCHOG3B6S3Q85 900123CL2 1700000.000000 PA USD 1699192.500000 0.6758360 Long DBT NUSS TR N 2 2027-03-25 Fixed 6 N N N N N N TURKEY GOVT 5493000PCHOG3B6S3Q85 900123AY6 1600000.000000 PA USD 1557993.600000 0.6196756 Long DBT NUSS TR N 2 2036-03-17 Fixed 6.875 N N N N N N TURKEY GOVT 5493000PCHOG3B6S3Q85 900123BB5 700000.000000 PA USD 703189.200000 0.2796861 Long DBT NUSS TR N 2 2038-03-05 Fixed 7.25 N N N N N N TURKEY GOVT 5493000PCHOG3B6S3Q85 900123CB4 700000.000000 PA USD 546315.000000 0.2172911 Long DBT NUSS TR N 2 2043-04-16 Fixed 4.875 N N N N N N TURKEY GOVT 5493000PCHOG3B6S3Q85 900123CM0 2200000.000000 PA USD 1829660.800000 0.7277284 Long DBT NUSS TR N 2 2047-05-11 Fixed 5.75 N N N N N N TURKEY GOVT 5493000PCHOG3B6S3Q85 900123DC1 500000.000000 PA USD 470422.000000 0.1871054 Long DBT NUSS TR N 2 2031-06-26 Fixed 5.875 N N N N N N TURKEY GOVT 5493000PCHOG3B6S3Q85 900123CZ1 600000.000000 PA USD 617328.000000 0.2455357 Long DBT NUSS TR N 2 2025-10-14 Fixed 6.375 N N N N N N TURKEY GOVT 5493000PCHOG3B6S3Q85 900123CQ1 300000.000000 PA USD 297006.000000 0.1181310 Long DBT NUSS TR N 2 2028-10-24 Fixed 6.125 N N N N N N TURKISH AIRLINES 2015-1 CLASS A PASS THROUGH TRUST N/A 10010YAA0 243566.630000 PA USD 229392.730000 0.0912386 Long DBT CORP TR N 2 2028-09-15 Fixed 4.2 N N N N N N TURKIYE IS BANKASI (ISBANK) 789000FIRX9MDN0KTM91 90016BAE8 200000.000000 PA USD 206481.400000 0.0821258 Long DBT CORP TR N 2 2024-04-25 Fixed 6.125 N N N N N N UKRAINE GOVT 6354001WLTJXOMEXPY07 90372UAR5 200000.000000 PA USD 203267.000000 0.0808473 Long DBT NUSS UA N 2 2029-05-21 Fixed 6.876 N N N N N N UKRAINE GOVT 6354001WLTJXOMEXPY07 ACI1NNZR0 700000.000000 PA USD 711040.400000 0.2828089 Long DBT NUSS UA N 2 2033-03-15 Fixed 7.253 N N N N N N UKRAINE GOVT 6354001WLTJXOMEXPY07 ACI0HHXV5 1000000.000000 PA USD 1094262.000000 0.4352313 Long DBT NUSS UA N 2 2040-05-31 Variable 1.258 N N N N N N UKRAINE GOVT 6354001WLTJXOMEXPY07 ACI0HJH07 1400000.000000 PA USD 1460124.400000 0.5807492 Long DBT NUSS UA N 2 2022-09-01 Fixed 7.75 N N N N N N UKRAINE GOVT 6354001WLTJXOMEXPY07 ACI0HJ591 500000.000000 PA USD 535625.000000 0.2130392 Long DBT NUSS UA N 2 2023-09-01 Fixed 7.75 N N N N N N UKRAINE GOVT 6354001WLTJXOMEXPY07 X5S005UH2 530000.000000 PA USD 567762.500000 0.2258216 Long DBT NUSS UA N 2 2023-09-01 Fixed 7.75 N N N N N N UKRAINE GOVT 6354001WLTJXOMEXPY07 ACI0HJ666 900000.000000 PA USD 977647.500000 0.3888491 Long DBT NUSS UA N 2 2024-09-01 Fixed 7.75 N N N N N N UKRAINE GOVT 6354001WLTJXOMEXPY07 90372UAK0 4300000.000000 PA 167305.550000 0.0665440 Long DBT NUSS UA N 2 2022-05-11 Fixed 17 N N N N N N UKREXIMBANK VIA BIZ FINANCE PLC 254900R5STMV7BZYC307 G11451AE4 131250.000000 PA USD 142023.000000 0.0564882 Long DBT CORP GB N 2 2025-01-22 Fixed 9.75 N N N N N N UMBS PASS THRU POOLS N/A 01F0326C3 1000000.000000 PA USD 1058905.340000 0.4211685 Long ABS-MBS USGSE US N 2 2051-12-13 Fixed 3.5 N N N N N N UNIGEL LUXEMBOURG SA N/A 904752AB8 400000.000000 PA USD 430484.000000 0.1712205 Long DBT CORP LU N 2 2026-10-01 Fixed 8.75 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 9128286G0 -700000.000000 PA USD -733550.780000 -0.2917621 Short DBT UST US N 2 2024-02-29 Fixed 2.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SY5 -500000.000000 PA USD -520078.130000 -0.2068556 Short DBT UST US N 2 2041-05-15 Fixed 2.25 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SE9 -1100000.000000 PA USD -1401726.570000 -0.5575221 Short DBT UST US N 2 2048-11-15 Fixed 3.375 N N N N N N ANGLOGOLD ASHANTI HOLDINGS PLC 213800745ZIXC4L6A131 03512TAB7 100000.000000 PA USD 124657.000000 0.0495810 Long DBT CORP IM N 2 2040-04-15 Fixed 6.5 N N N N N N ANGLOGOLD ASHANTI HOLDINGS PLC 213800745ZIXC4L6A131 03512TAE1 200000.000000 PA USD 205373.000000 0.0816850 Long DBT CORP IM N 2 2030-10-01 Fixed 3.75 N N N N N N ANGOLA GOVT 549300QHR2R3J8JSGK83 035198AE0 200000.000000 PA USD 203884.000000 0.0810927 Long DBT NUSS AO N 2 2049-11-26 Fixed 9.125 N N N N N N ANGOLA GOVT 549300QHR2R3J8JSGK83 V21735AC5 800000.000000 PA USD 831161.600000 0.3305858 Long DBT NUSS AO N 2 2028-05-09 Fixed 8.25 N N N N N N URUGUAY GOVT 549300RDR012H2V82H43 760942BA9 500000.000000 PA USD 637662.500000 0.2536236 Long DBT NUSS UY N 2 2050-06-18 Fixed 5.1 N N N N N N ANGOLA GOVT 549300QHR2R3J8JSGK83 ACI12J306 500000.000000 PA USD 517640.000000 0.2058859 Long DBT NUSS AO N 2 2048-05-08 Fixed 9.375 N N N N N N ANGOLA GOVT 549300QHR2R3J8JSGK83 BZ97T1II6 400000.000000 PA USD 441508.000000 0.1756052 Long DBT NUSS AO N 2 2025-11-12 Fixed 9.5 N N N N N N ANGOLA GOVT 549300QHR2R3J8JSGK83 ACI1H0020 400000.000000 PA USD 410689.600000 0.1633475 Long DBT NUSS AO N 2 2029-11-26 Fixed 8 N N N N N N VALE OVERSEAS LTD 254900BA3U6G5DNV5V04 91911TAP8 500000.000000 PA USD 591492.500000 0.2352599 Long DBT CORP KY N 2 2026-08-10 Fixed 6.25 N N N N N N VALE SA 254900SMTWBX7RU2SR20 B011X9II2 7200000.000000 PA 750992.540000 0.2986994 Long DBT CORP BR N 3 2049-12-29 Variable 2.76247 N N N N N N VENEZUELAN GOVT 529900XM8PJTJK5OJI77 922646BL7 40000.000000 PA USD 4400.000000 0.0017501 Long DBT NUSS VE N 2 2034-01-13 Fixed 9.375 Y Y N N N N VENEZUELAN GOVT 529900XM8PJTJK5OJI77 922646AS3 1190000.000000 PA USD 129115.000000 0.0513541 Long DBT NUSS VE N 2 2027-09-15 Fixed 9.25 Y Y N N N N VENEZUELAN GOVT 529900XM8PJTJK5OJI77 P97475AJ9 300000.000000 PA USD 32550.000000 0.0129464 Long DBT NUSS VE N 2 2038-03-31 Fixed 7 Y Y N N N N VENEZUELAN GOVT 529900XM8PJTJK5OJI77 B07CTCII0 630000.000000 PA USD 67725.000000 0.0269369 Long DBT NUSS VE N 2 2025-04-21 Fixed 7.65 Y Y N N N N VENEZUELAN GOVT 529900XM8PJTJK5OJI77 P17625AA5 800000.000000 PA USD 87200.000000 0.0346829 Long DBT NUSS VE N 2 2023-05-07 Fixed 9 Y Y N N N N VENEZUELAN GOVT 529900XM8PJTJK5OJI77 P17625AD9 490000.000000 PA USD 53655.000000 0.0213407 Long DBT NUSS VE N 2 2031-08-05 Fixed 11.95 Y Y N N N N VENEZUELAN GOVT 529900XM8PJTJK5OJI77 P97475AP5 3850000.000000 PA USD 417725.000000 0.1661457 Long DBT NUSS VE N 2 2024-10-13 Fixed 8.25 Y Y N N N N VNESHECONOMBANK VIA VEB FINANCE PLC 635400KYY8E2NCZXJ191 ACI078XX2 2800000.000000 PA USD 3055600.800000 1.2153332 Long DBT CORP IE N 2 2023-11-21 Fixed 5.942 N N N N N N WAMU MTGE P/T CERT 2007-HY1 N/A 92925VAM2 13548.000000 PA USD 13586.780000 0.0054040 Long ABS-MBS CORP US N 2 2037-02-25 Floating 3.0563 Y N N N N N WASHINGTON MUTUAL 2006-AR2 N/A 92925CDQ2 136897.110000 PA USD 138722.630000 0.0551755 Long ABS-MBS CORP US N 2 2036-03-25 Floating 2.90691 N N N N N N WASHINGTON MUTUAL MTGE P/T 2007-OA3 N/A 939355AB9 166779.110000 PA USD 154572.660000 0.0614797 Long ABS-MBS CORP US N 2 2047-02-25 Floating 0.84211 Y N N N N N WELLS FARGO HOME EQUITY TRUST 2007-1 N/A 9497EVAC9 1500000.000000 PA USD 1391272.500000 0.5533641 Long ABS-MBS CORP US N 2 2037-03-25 Floating 0.726 N N N N N N YANGO JUSTICE INTERNATIONAL LIMITED 3003007ELD2HAYCXPT77 ACI1NX2H6 400000.000000 PA USD 313499.430000 0.1246911 Long DBT CORP HK N 2 2024-04-15 Fixed 7.5 N N N N N N YAPI VE KREDI BANKASI ANONIM SIRKETI B85ZYWEZ5IZCZ2WNIO12 BF0WLZII7 200000.000000 PA USD 205025.000000 0.0815465 Long DBT CORP TR N 2 2024-06-21 Fixed 5.85 N N N N N N ZAMBIA GOVT 213800DMLAZ6LGMMD849 V7179UAF6 400000.000000 PA USD 310478.000000 0.1234894 Long DBT NUSS ZM N 2 2027-07-30 Fixed 8.97 Y Y N N N N ZAMBIA GOVT 213800DMLAZ6LGMMD849 V7179UAD1 200000.000000 PA USD 150687.400000 0.0599343 Long DBT NUSS ZM N 2 2022-09-20 Fixed 5.375 Y Y N N N N N/A N/A 000000000 -1710285.000000 PA USD -1710504.620000 -0.6803353 Short RA US N 2 Reverse repurchase N 0.2500000 2021-10-08 1600000.000000 USD 1839084.000000 USD CDS N N N N/A N/A 000000000 -804640.000000 PA USD -804653.410000 -0.3200425 Short RA US N 2 Reverse repurchase N 0.2000000 2021-11-02 800000.000000 USD 851536.000000 USD N N N N/A N/A 000000000 -1119487.500000 PA USD -1120227.600000 -0.4455588 Short RA US N 2 Reverse repurchase N 0.2800000 2021-10-13 900000.000000 USD 1196175.600000 USD N N N N/A N/A 000000000 -2767125.000000 PA USD -2769038.930000 -1.1013562 Short RA US N 2 Reverse repurchase N 0.3000000 2021-10-13 2500000.000000 USD 2891042.500000 USD N N N N/A N/A 000000000 533125.000000 PA USD 533125.000000 0.2120449 Long RA KY N 2 Repurchase N 0.0200000 2021-10-05 500000.000000 USD 520078.130000 USD UST N N N N/A N/A 000000000 1441000.000000 PA USD 1441000.000000 0.5731427 Long RA KY N 2 Repurchase N 0.0300000 2021-10-05 1100000.000000 USD 1401726.570000 USD UST N N N N/A N/A 000000000 735875.000000 PA USD 735875.000000 0.2926866 Long RA KY N 2 Repurchase N 0.0300000 2021-10-05 700000.000000 USD 733550.780000 USD UST N N N N/A N/A 000000000 -633825.000000 PA USD -634157.760000 -0.2522296 Short RA US N 2 Reverse repurchase N 0.3000000 2023-07-29 600000.000000 USD 692518.200000 USD CDS N N N N/A N/A 000000000 -1424570.000000 PA USD -1424687.530000 -0.5666545 Short RA US N 2 Reverse repurchase N 0.2700000 2021-10-25 1400000.000000 USD 1464450.800000 USD CDS N N N N/A N/A 000000000 1.000000 NC USD -92906.430000 -0.0369526 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 ARGENTINA GOVT REPUBLIC OF ARGENTINA Y Single Leg Swap 2023-12-21 0.000000 USD -66874.990000 USD 450000.000000 USD -26031.440000 N N N N/A N/A 000000000 1.000000 NC 2052.570000 0.0008164 N/A DFE KZ N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 331365.000000 USD 147126060.000000 KZT 2022-03-15 2052.570000 N N N N/A N/A 000000000 1.000000 NC -7113.510000 -0.0028293 N/A DFE PE N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 1238574.710000 USD 5092399.930000 PEN 2021-10-12 -7113.510000 N N N N/A N/A 000000000 1.000000 NC -9087.860000 -0.0036146 N/A DFE PE N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 1166167.890000 USD 4831316.950000 PEN 2022-03-28 -9087.860000 N N N N/A N/A 000000000 1.000000 NC 461.320000 0.0001835 N/A DFE RU N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 21702.090000 USD 1625376.000000 RUB 2021-11-22 461.320000 N N N N/A N/A 000000000 1.000000 NC 2475.790000 0.0009847 N/A DFE RU N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 131189.600000 USD 9802487.000000 RUB 2021-11-22 2475.790000 N N N N/A N/A 000000000 1.000000 NC 730.360000 0.0002905 N/A DFE RU N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 63466.920000 USD 4733807.000000 RUB 2021-12-20 730.360000 N N N N/A N/A 000000000 1.000000 NC 733.730000 0.0002918 N/A DFE RU N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 63759.650000 USD 4755641.000000 RUB 2021-12-20 733.730000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 040114HU7 1892390.000000 PA USD 734247.320000 0.2920392 Long DBT NUSS AR N 2 2038-01-09 Variable 2 N N N N N N N/A N/A 000000000 1.000000 NC 12815.920000 0.0050974 N/A DFE PE N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 5092399.930000 PEN 1209251.500000 USD 2022-09-26 12815.920000 N N N N/A N/A 000000000 1.000000 NC 7634.350000 0.0030365 N/A DFE PE N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 4831316.950000 PEN 1175874.840000 USD 2021-10-15 7634.350000 N N N N/A N/A 000000000 1.000000 NC 1208.990000 0.0004809 N/A DFE ZA N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 309274.580000 ZAR 21545.950000 USD 2021-12-15 1208.990000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 040114HX1 548897.000000 PA USD 211325.350000 0.0840524 Long DBT NUSS AR N 2 2029-07-09 Fixed 1 N N N N N N N/A N/A 000000000 1.000000 NC -1122.540000 -0.0004465 N/A DFE N/A N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 64831.780000 USD 55000.000000 EUR 2021-10-04 -1122.540000 N N N N/A N/A 000000000 1.000000 NC -49302.770000 -0.0196097 N/A DFE PE N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 733300.000000 USD 2828704.750000 PEN 2021-10-15 -49302.770000 N N N N/A N/A 000000000 1.000000 NC 981.060000 0.0003902 N/A DFE RU N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 54444.180000 USD 4064666.000000 RUB 2021-11-22 981.060000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 040114HS2 775503.000000 PA USD 284609.600000 0.1132005 Long DBT NUSS AR N 2 2030-07-09 Variable 0.5 N N N N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 040114HT0 3576470.000000 PA USD 1174870.400000 0.4672924 Long DBT NUSS AR N 2 2035-07-09 Variable 1.125 N N N N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 040114HV5 6726800.000000 PA USD 2468735.600000 0.9819137 Long DBT NUSS AR N 2 2041-07-09 Variable 2.5 N N N N N N N/A N/A 000000000 1.000000 NC 4308.460000 0.0017136 N/A DFE N/A N 2 BNP Paribas S.A. N/A 179000.000000 EUR 211653.090000 USD 2021-10-04 4308.460000 N N N N/A N/A 000000000 1.000000 NC 8593.500000 0.0034180 N/A DFE MX N 2 BNP Paribas S.A. N/A 6414281.830000 MXN 317746.340000 USD 2021-11-08 8593.500000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 040114HW3 310482.000000 PA USD 103856.230000 0.0413077 Long DBT NUSS AR N 2 2046-07-09 Variable 1.125 N N N N N N N/A N/A 000000000 1.000000 NC 29394.840000 0.0116915 N/A DFE ZA N 2 BNP Paribas S.A. N/A 7496725.420000 ZAR 522498.390000 USD 2021-12-13 29394.840000 N N N N/A N/A 000000000 1.000000 NC USD 2867.470000 0.0011405 N/A DCR US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 BRAZIL GOVT BRAZIL BD GLBL Y Single Leg Swap 2022-06-21 0.000000 USD -4135.050000 USD 1200000.000000 USD 7002.520000 N N N N/A N/A 000000000 1.000000 NC USD -44320.890000 -0.0176282 N/A DCR US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 BRAZIL GOVT BRAZIL BD GLBL Y Single Leg Swap 2031-06-21 0.000000 USD -44079.440000 USD 300000.000000 USD -241.450000 N N N N/A N/A 000000000 1.000000 NC USD 716.870000 0.0002851 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 BRAZIL GOVT BRAZIL BD GLBL Y Single Leg Swap 2022-06-21 0.000000 USD -1042.160000 USD 300000.000000 USD 1759.030000 N N N N/A N/A 000000000 1.000000 NC USD -14773.630000 -0.0058761 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 BRAZIL GOVT BRAZIL BD GLBL Y Single Leg Swap 2031-06-21 0.000000 USD -15156.810000 USD 100000.000000 USD 383.180000 N N N N/A N/A 000000000 1.000000 NC USD 477.910000 0.0001901 N/A DCR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 BRAZIL GOVT BRAZIL BD GLBL Y Single Leg Swap 2022-06-21 0.000000 USD -867.950000 USD 200000.000000 USD 1345.860000 N N N 2021-11-05 PIMCO Variable Insurance Trust /s/ Jason Nagler Jason Nagler Assistant Treasurer XXXX