NPORT-P false 0000810893 XXXXXXXX S000009715 C000200456 C000026678 C000026680 C000064161 C000026682 PIMCO Funds 811-05028 0000810893 00000000000000000000 650 Newport Center Drive Newport Beach 92660 (888) 877-4626 PIMCO Emerging Markets Bond Fund S000009715 0EUMC1JQ5HNN1A6MGO73 2021-03-31 2020-12-31 N 2922059245.000000 267153969.950000 2654905275.050000 0.000000 0.000000 190107853.950000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 2406136.540000 DOP MXN RUB GBP JPY ZAR PEN BRL USD EUR EGP N N/A N/A 000000000 1.000000 NC -1340.780000 -0.0000505 N/A DFE CN N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 840132.190000 CNY 127244.560000 USD 2021-03-17 -1340.780000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 040114HS2 18637823.000000 PA USD 7622869.610000 0.2871240 Long DBT NUSS AR N 2 2030-07-09 Variable 0.125 N N N N N N N/A N/A 000000000 1.000000 NC -42694.070000 -0.0016081 N/A DFE N/A N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 182444470.000000 DOP 3068149.970000 USD 2021-03-17 -42694.070000 N N N N/A N/A 000000000 1.000000 NC -4752.810000 -0.0001790 N/A DFE N/A N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 20605000.000000 DOP 348453.560000 USD 2021-01-25 -4752.810000 N N N N/A N/A 000000000 1.000000 NC -10469.500000 -0.0003943 N/A DFE N/A N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 56672000.000000 DOP 960915.340000 USD 2021-02-01 -10469.500000 N N N N/A N/A 000000000 1.000000 NC -32919.160000 -0.0012399 N/A DFE N/A N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 178151000.000000 DOP 3020440.200000 USD 2021-02-08 -32919.160000 N N N N/A N/A 000000000 1.000000 NC -688.030000 -0.0000259 N/A DFE N/A N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 9025000.000000 DOP 151829.440000 USD 2021-05-14 -688.030000 N N N N/A N/A 000000000 1.000000 NC -52791.300000 -0.0019884 N/A DFE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 2256300000.000000 JPY 21799842.030000 USD 2021-01-08 -52791.300000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 040114HT0 49946852.000000 PA USD 18405414.960000 0.6932607 Long DBT NUSS AR N 2 2035-07-09 Variable 0.125 N N N N N N N/A N/A 000000000 1.000000 NC -13601.220000 -0.0005123 N/A DFE RU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 30094990.000000 RUB 392818.320000 USD 2021-01-22 -13601.220000 N N N N/A N/A 000000000 1.000000 NC -205195.720000 -0.0077289 N/A DFE RU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 597428847.000000 RUB 7835492.080000 USD 2021-02-16 -205195.720000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 040114HV5 60613200.000000 PA USD 23078475.900000 0.8692768 Long DBT NUSS AR N 2 2041-07-09 Variable 0.125 N N N N N N N/A N/A 000000000 1.000000 NC 87458.020000 0.0032942 N/A DFE EG N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 5200000.000000 USD 84006000.000000 EGP 2021-02-08 87458.020000 N N N N/A N/A 000000000 1.000000 NC 9979.170000 0.0003759 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 1417033.250000 USD 1168000.000000 EUR 2021-01-08 9979.170000 N N N N/A N/A 000000000 1.000000 NC 17750.410000 0.0006686 N/A DFE JP N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 1901588.630000 USD 198173127.000000 JPY 2021-01-08 17750.410000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 040114HW3 1333924.000000 PA USD 491550.990000 0.0185148 Long DBT NUSS AR N 2 2046-07-09 Variable 0.125 N N N N N N N/A N/A 000000000 1.000000 NC 2096.260000 0.0000790 N/A DFE ZA N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 31733.000000 USD 498381.200000 ZAR 2021-01-22 2096.260000 N N N N/A N/A 000000000 1.000000 NC -140570.590000 -0.0052947 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 5961000.000000 EUR 7142324.160000 USD 2021-01-08 -140570.590000 N N N N/A N/A 000000000 1.000000 NC 98894.730000 0.0037250 N/A DFE PE N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 36611962.330000 PEN 10215391.280000 USD 2021-02-24 98894.730000 N N N N/A N/A 000000000 1.000000 NC -33148.930000 -0.0012486 N/A DFE RU N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 397898374.920000 RUB 5322094.000000 USD 2021-02-16 -33148.930000 N N N N/A N/A 000000000 1.000000 NC -3271.750000 -0.0001232 N/A DFE RU N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 30575533.000000 RUB 408090.570000 USD 2021-02-19 -3271.750000 N N N N/A N/A 000000000 1.000000 NC 2686.340000 0.0001012 N/A DFE RU N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 30343475.000000 RUB 410926.560000 USD 2021-02-19 2686.340000 N N N N/A N/A 000000000 1.000000 NC 3784.100000 0.0001425 N/A DFE ZA N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 40415945.000000 ZAR 2753607.710000 USD 2021-01-06 3784.100000 N N N ARMENIA GOVT 5299000H77JSW90G7935 042207AC4 2400000.000000 PA USD 2432520.000000 0.0916236 Long DBT NUSS AM N 2 2029-09-26 Fixed 3.95 N N N N N N N/A N/A 000000000 1.000000 NC USD 2702.410000 0.0001018 N/A DCR US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 INDONESIA GOVT INDONESIA (REP OF) Y Single Leg Swap 2021-12-21 0.000000 USD -9254.130000 USD 300000.000000 USD 11956.540000 N N N N/A N/A 000000000 1.000000 NC USD 82303.260000 0.0031000 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 INDONESIA GOVT INDONESIA (REP OF) BD 144A Y Single Leg Swap 2024-03-21 0.000000 USD -565812.940000 USD 4100000.000000 USD 648116.200000 N N N N/A N/A 000000000 1.000000 NC USD 82303.260000 0.0031000 N/A DCR US N 2 Citibank International Limited N/A INDONESIA GOVT INDONESIA (REP OF) BD 144A Y Single Leg Swap 2024-03-21 0.000000 USD -560144.640000 USD 4100000.000000 USD 642447.900000 N N N N/A N/A 000000000 1.000000 NC USD 72266.280000 0.0027220 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 INDONESIA GOVT INDONESIA (REP OF) BD 144A Y Single Leg Swap 2024-03-21 0.000000 USD -492227.690000 USD 3600000.000000 USD 564493.970000 N N N N/A N/A 000000000 1.000000 NC USD 120189.690000 0.0045271 N/A DCR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 INDONESIA GOVT INDONESIA (REP OF) Y Single Leg Swap 2024-06-21 0.000000 USD -9796.670000 USD 6000000.000000 USD 129986.360000 N N N N/A N/A 000000000 1.000000 NC USD 80992.130000 0.0030507 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 82797.520000 USD 0.000000 USD 3500000.000000 USD -1805.390000 N N N ARTS LTD 53 N/A ACI1BZZG0 784615.380000 PA USD 778024.610000 0.0293052 Long ABS-O CORP JE N 3 2021-09-15 Floating 1.9965 N N N N N N N/A N/A 000000000 1.000000 NC -54522.890000 -0.0020537 N/A DFE ZA N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 22760000.000000 ZAR 1490386.650000 USD 2021-01-22 -54522.890000 N N N N/A N/A 000000000 1.000000 NC -122.930000 -0.0000046 N/A DFE EG N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 2538500.000000 USD 41022160.000000 EGP 2021-04-19 -122.930000 N N N N/A N/A 000000000 1.000000 NC USD 73383.300000 0.0027641 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 MEXICO GOVT MEXICO GOVT (UMS) SR UNSEC MTNA Y Single Leg Swap 2021-09-21 0.000000 USD -634678.160000 USD 10748000.000000 USD 708061.460000 N N N N/A N/A 000000000 1.000000 NC USD 1759.680000 0.0000663 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 2592.020000 N N N N/A N/A 000000000 1.000000 NC USD 27310.500000 0.0010287 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 MEXICO GOVT MEXICO GOVT (UMS) SR UNSEC MTNA Y Single Leg Swap 2021-09-21 27879.780000 USD 0.000000 USD 4000000.000000 USD -569.280000 N N N N/A N/A 000000000 1.000000 NC USD 5703.760000 0.0002148 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 -4695.430000 USD 300000.000000 USD 10399.190000 N N N N/A N/A 000000000 1.000000 NC USD 1830.090000 0.0000689 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 3166.750000 N N N N/A N/A 000000000 1.000000 NC USD 5279.030000 0.0001988 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 -1921.680000 USD 300000.000000 USD 7200.710000 N N N N/A N/A 000000000 1.000000 NC USD 1929.130000 0.0000727 N/A DCR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2025-12-21 0.000000 USD -2754.060000 USD 200000.000000 USD 4683.190000 N N N N/A N/A 000000000 1.000000 NC 13194.300000 0.0004970 N/A DFE EG N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 2600000.000000 USD 41600000.000000 EGP 2021-02-16 13194.300000 N N N N/A N/A 000000000 1.000000 NC -328020.840000 -0.0123553 N/A DFE ZA N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 97444000.000000 ZAR 6286309.790000 USD 2021-01-22 -328020.840000 N N N N/A N/A 000000000 1.000000 NC USD 128580.960000 0.0048431 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 NIGERIA GOVT REPUBLIC OF NIGERIA Y Single Leg Swap 2021-12-21 182616.950000 USD 0.000000 USD 3400000.000000 USD -54035.990000 N N N N/A N/A 000000000 1.000000 NC USD 27575.080000 0.0010386 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 PANAMA GOVT PANAMA (REP OF) SR UNSECURED Y Single Leg Swap 2021-12-21 0.000000 USD -34192.260000 USD 2900000.000000 USD 61767.340000 N N N N/A N/A 000000000 1.000000 NC USD 107201.980000 0.0040379 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 PANAMA GOVT PANAMA (REP OF) SR UNSECURED Y Single Leg Swap 2022-06-21 96376.480000 USD 0.000000 USD 7800000.000000 USD 10825.500000 N N N N/A N/A 000000000 1.000000 NC USD 21869.880000 0.0008238 N/A DCR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 PANAMA GOVT PANAMA (REP OF) SR UNSECURED Y Single Leg Swap 2021-12-21 0.000000 USD -28151.940000 USD 2300000.000000 USD 50021.820000 N N N N/A N/A 000000000 1.000000 NC USD 37108.380000 0.0013977 N/A DCR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 PANAMA GOVT PANAMA (REP OF) SR UNSECURED Y Single Leg Swap 2022-06-21 0.000000 USD -20734.920000 USD 2700000.000000 USD 57843.300000 N N N N/A N/A 000000000 1.000000 NC USD -132604.380000 -0.0049947 N/A DCR US N 2 Citibank International Limited N/A RUSSIAN GOVT RUSSIAN FEDERATION SR UNSEC REGS Y Single Leg Swap 2024-06-21 47785.390000 USD 0.000000 USD 9300000.000000 USD -180389.770000 N N N N/A N/A 000000000 1.000000 NC USD 72086.480000 0.0027152 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 70409.020000 USD 0.000000 USD 9400000.000000 USD 1677.460000 N N N N/A N/A 000000000 1.000000 NC USD 21472.570000 0.0008088 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 19217.140000 USD 0.000000 USD 2800000.000000 USD 2255.430000 N N N N/A N/A 000000000 1.000000 NC USD 228643.350000 0.0086121 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 SAUDI ARABIA GOVT SAUDI INTERNATIONAL BOND Y Single Leg Swap 2024-06-21 120804.500000 USD 0.000000 USD 11200000.000000 USD 107838.850000 N N N N/A N/A 000000000 1.000000 NC USD 79629.070000 0.0029993 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 SAUDI ARABIA GOVT SAUDI INTERNATIONAL BOND Y Single Leg Swap 2024-12-21 41517.570000 USD 0.000000 USD 3876000.000000 USD 38111.500000 N N N N/A N/A 000000000 1.000000 NC USD 306218.760000 0.0115341 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 SAUDI ARABIA GOVT SAUDI INTERNATIONAL BOND Y Single Leg Swap 2024-06-21 112926.000000 USD 0.000000 USD 15000000.000000 USD 193292.760000 N N N N/A N/A 000000000 1.000000 NC USD 47744.570000 0.0017984 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 SAUDI ARABIA GOVT SAUDI INTERNATIONAL BOND Y Single Leg Swap 2024-12-21 24605.170000 USD 0.000000 USD 2324000.000000 USD 23139.400000 N N N N/A N/A 000000000 1.000000 NC USD 553235.230000 0.0208382 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 284427.130000 USD 0.000000 USD 27100000.000000 USD 268808.100000 N N N N/A N/A 000000000 1.000000 NC USD 986024.410000 0.0371397 N/A DCR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 SAUDI ARABIA GOVT SAUDI INTERNATIONAL BOND Y Single Leg Swap 2024-06-21 510223.460000 USD 0.000000 USD 48300000.000000 USD 475800.950000 N N N N/A N/A 000000000 1.000000 NC USD 226601.890000 0.0085352 N/A DCR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 SAUDI ARABIA GOVT SAUDI INTERNATIONAL BOND Y Single Leg Swap 2024-06-21 60472.950000 USD 0.000000 USD 11100000.000000 USD 166128.940000 N N N N/A N/A 000000000 1.000000 NC USD 18166.390000 0.0006843 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 -97002.080000 USD 4100000.000000 USD 115168.470000 N N N N/A N/A 000000000 1.000000 NC USD 19802.490000 0.0007459 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 -213762.300000 USD 3000000.000000 USD 233564.790000 N N N N/A N/A 000000000 1.000000 NC USD 46205.800000 0.0017404 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 -39709.900000 USD 7000000.000000 USD 85915.700000 N N N N/A N/A 000000000 1.000000 NC USD 10898.460000 0.0004105 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 -35138.520000 USD 4800000.000000 USD 46036.980000 N N N N/A N/A 000000000 1.000000 NC USD -48385.910000 -0.0018225 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 -83747.960000 USD 5200000.000000 USD 35362.050000 N N N N/A N/A 000000000 1.000000 NC USD 1320.170000 0.0000497 N/A DCR US N 2 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 SOUTH AFRICA GOVT REPUBLIC OF SOUTH AFRICA SR UNSECURED Y Single Leg Swap 2021-12-21 0.000000 USD -12918.030000 USD 200000.000000 USD 14238.200000 N N N N/A N/A 000000000 1.000000 NC -3355.570000 -0.0001264 N/A DFE ZA N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 1252723.100000 USD 18406000.000000 ZAR 2021-01-22 -3355.570000 N N N N/A N/A 000000000 1.000000 NC -2071866.240000 -0.0780392 N/A DFE N/A N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 86126000.000000 EUR 103143968.790000 USD 2021-01-05 -2071866.240000 N N N N/A N/A 000000000 1.000000 NC 163274.010000 0.0061499 N/A DFE N/A N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 86126000.000000 EUR 105450374.840000 USD 2021-02-02 163274.010000 N N N N/A N/A 000000000 1.000000 NC -13510.470000 -0.0005089 N/A DFE HU N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 148026045.000000 HUF 485163.000000 USD 2021-01-19 -13510.470000 N N N N/A N/A 000000000 1.000000 NC -16573.490000 -0.0006243 N/A DFE HU N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 160571382.000000 HUF 524363.000000 USD 2021-01-19 -16573.490000 N N N AUTONOMOUS COMMUNITY OF CATALONIA (AKA: GENERALITAT DE CATALUNYA) 95980020140005848404 B5BMDRII6 200000.000000 PA 252950.460000 0.0095277 Long DBT NUSS ES N 2 2021-09-15 Fixed 4.9 N N N N N N N/A N/A 000000000 1.000000 NC 18444.600000 0.0006947 N/A DIR N/A N 2 London Clearing house N/A N/A Euribor 6 Month ACT/360 Y 2031-06-16 12600.350000 EUR 0.000000 EUR 5900000.000000 EUR 5844.250000 N N N N/A N/A 000000000 1.000000 NC 29765.590000 0.0011212 N/A DIR N/A N 2 London Clearing house N/A N/A Euribor 6 Month ACT/360 Y 2026-06-16 10248.290000 EUR 0.000000 EUR 7100000.000000 EUR 19517.300000 N N N N/A N/A 000000000 1.000000 NC -165052.700000 -0.0062169 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 0.000000 MXN 94100000.000000 MXN -165052.700000 N N N N/A N/A 000000000 1.000000 NC -160057.670000 -0.0060288 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 0.000000 MXN 86400000.000000 MXN -160057.670000 N N N N/A N/A 000000000 1.000000 NC -758679.510000 -0.0285765 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 0.000000 MXN 370700000.000000 MXN -758679.510000 N N N N/A N/A 000000000 1.000000 NC 1066726.560000 0.0401795 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2025-02-26 0.000000 MXN 0.000000 MXN 363100000.000000 MXN 1066726.560000 N N N N/A N/A 000000000 1.000000 NC 575926.470000 0.0216929 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2025-02-28 0.000000 MXN 0.000000 MXN 193600000.000000 MXN 575926.470000 N N N N/A N/A 000000000 1.000000 NC USD 3410009.650000 0.1284419 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2051-01-17 1361969.250000 USD 0.000000 USD 21500000.000000 USD 2048040.400000 N N N N/A N/A 000000000 1.000000 NC USD 1294862.130000 0.0487724 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2027-06-21 0.000000 USD -2778491.190000 USD 22300000.000000 USD 4073353.320000 N N N N/A N/A 000000000 1.000000 NC USD 3498227.680000 0.1317647 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2022-12-20 0.000000 USD -2539240.970000 USD 85030000.000000 USD 6037468.650000 N N N N/A N/A 000000000 1.000000 NC USD -158321.040000 -0.0059633 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2046-12-21 136380.160000 USD 0.000000 USD 800000.000000 USD -294701.200000 N N N N/A N/A 000000000 1.000000 NC USD -126255.930000 -0.0047556 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2046-06-15 59751.000000 USD 0.000000 USD 500000.000000 USD -186006.930000 N N N N/A N/A 000000000 1.000000 NC 84502.720000 0.0031829 N/A DFE JP N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 8153064.270000 USD 850534676.000000 JPY 2021-01-08 84502.720000 N N N N/A N/A 000000000 1.000000 NC -752.790000 -0.0000284 N/A DFE ZA N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 49847960.000000 ZAR 3390807.090000 USD 2021-01-06 -752.790000 N N N N/A N/A 000000000 1.000000 NC USD 1202930.540000 0.0453097 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 TURKEY GOVT TURKEY (REP OF) SR UNSUB Y Single Leg Swap 2030-12-21 1561322.160000 USD 0.000000 USD 6600000.000000 USD -358391.620000 N N N N/A N/A 000000000 1.000000 NC USD 382750.620000 0.0144167 N/A DCR US N 2 Citibank International Limited N/A TURKEY GOVT TURKEY (REP OF) SR UNSUB Y Single Leg Swap 2030-12-21 495418.400000 USD 0.000000 USD 2100000.000000 USD -112667.780000 N N N N/A N/A 000000000 1.000000 NC USD 152546.940000 0.0057459 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 TURKEY GOVT TURKEY (REP OF) SR UNSUB Y Single Leg Swap 2024-12-21 282149.420000 USD 0.000000 USD 2300000.000000 USD -129602.480000 N N N N/A N/A 000000000 1.000000 NC USD -882422.740000 -0.0332374 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 TURKEY GOVT TURKEY (REP OF) SR UNSUB Y Single Leg Swap 2025-12-21 0.000000 USD -1298623.200000 USD 9600000.000000 USD 416200.460000 N N N N/A N/A 000000000 1.000000 NC USD -294140.920000 -0.0110791 N/A DCR US N 2 Citibank International Limited N/A TURKEY GOVT TURKEY (REP OF) SR UNSUB Y Single Leg Swap 2025-12-21 0.000000 USD -432777.030000 USD 3200000.000000 USD 138636.110000 N N N N/A N/A 000000000 1.000000 NC -263798.920000 -0.0099363 N/A DFE RU N 2 UBS AG BFM8T61CT2L1QCEMIK50 652845234.000000 RUB 8522728.100000 USD 2021-02-16 -263798.920000 N N N N/A N/A 000000000 1.000000 NC -157988.510000 -0.0059508 N/A DFE RU N 2 UBS AG BFM8T61CT2L1QCEMIK50 662391447.000000 RUB 8757019.280000 USD 2021-02-16 -157988.510000 N N N N/A N/A 000000000 1.000000 NC -2895.020000 -0.0001090 N/A DFE RU N 2 UBS AG BFM8T61CT2L1QCEMIK50 29534694.000000 RUB 394463.880000 USD 2021-02-19 -2895.020000 N N N N/A N/A 000000000 1.000000 NC 3664.770000 0.0001380 N/A DFE RU N 2 UBS AG BFM8T61CT2L1QCEMIK50 50104012.000000 RUB 677762.670000 USD 2021-02-19 3664.770000 N N N AZERBAIJAN GOVT N/A ACI080JY2 1800000.000000 PA USD 1977429.600000 0.0744821 Long DBT NUSS AZ N 2 2024-03-18 Fixed 4.75 N N N N N N AZERBAIJAN GOVT N/A Y6S3DCCM3 1600000.000000 PA USD 1757715.200000 0.0662063 Long DBT NUSS AZ N 2 2024-03-18 Fixed 4.75 N N N N N N AZERBAIJAN GOVT N/A Y7177RAD7 1700000.000000 PA USD 1804125.000000 0.0679544 Long DBT NUSS AZ N 2 2032-09-01 Fixed 3.5 N N N N N N N/A N/A 000000000 1078.000000 NC USD -26763.510000 -0.0010081 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2021-03-22 148848218.750000 USD -26763.510000 N N N BAHAMAS GOVT 549300W13SXC7EKNJC20 056732AJ9 4750000.000000 PA USD 4583750.000000 0.1726521 Long DBT NUSS BS N 2 2028-11-21 Fixed 6 N N N N N N BAHAMAS GOVT 549300W13SXC7EKNJC20 P06518AG2 1400000.000000 PA USD 1351000.000000 0.0508869 Long DBT NUSS BS N 2 2028-11-21 Fixed 6 N N N N N N N/A N/A 000000000 -153.000000 NC USD -34245.800000 -0.0012899 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2021-03-31 -33809413.990000 USD -34245.800000 N N N BAHRAIN GOVT N/A B835J5II8 5222000.000000 PA USD 5478713.680000 0.2063619 Long DBT NUSS BH N 2 2022-07-05 Fixed 6.125 N N N N N N BAHRAIN GOVT N/A ACI1FSYY4 3800000.000000 PA USD 4033831.480000 0.1519388 Long DBT NUSS BH N 2 2031-09-30 Fixed 5.625 N N N N N N N/A N/A 000000000 328.000000 NC USD 79006.670000 0.0029759 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2021-03-31 41381812.660000 USD 79006.670000 N N N N/A N/A 000000000 255.000000 NC USD -495965.850000 -0.0186811 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2021-03-22 54458437.500000 USD -495965.850000 N N N BANC OF AMERICA FUNDING CORP 2005-H N/A 05946XJ38 125652.870000 PA USD 121683.430000 0.0045833 Long ABS-MBS CORP US N 2 2035-11-20 Floating 2.52948 N N N N N N BANC OF AMERICA FUNDING CORP 2007-3 N/A 059515AH9 143794.630000 PA USD 146945.470000 0.0055349 Long ABS-MBS CORP US N 2 2037-04-25 Variable 5.888 Y N N N N N BANCO BTG PACTUAL SA/CAYMAN ISLANDS BRANCH ZXLTQRYIK6IJH3R0IK66 05971AAE1 4800000.000000 PA USD 5136048.000000 0.1934550 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 14500000.000000 PA 4317955.800000 0.1626407 Long DBT CORP PE N 2 2024-09-17 Fixed 4.65 N N N N N N BANCO DEL ESTADO DE CHILE 5493004R4EJC0W0XVQ72 05965MAG8 1600000.000000 PA USD 1693016.000000 0.0637694 Long DBT CORP CL N 2 2025-01-09 Fixed 2.704 N N N N N N BANCO MERCANTIL DEL NORTE SA/ GRAND CAYMAN BRANCH 549300QTVYRPFHS0J362 05971PAB4 1100000.000000 PA USD 1244375.000000 0.0468708 Long DBT CORP MX N 2 2029-06-27 Floating 7.5 N N N N N N BANCO NACIONAL DE PANAMA 529900H2Q7WMDKKIW109 059626AC5 1800000.000000 PA USD 1804500.000000 0.0679685 Long DBT CORP PA N 2 2030-08-11 Fixed 2.5 N N N N N N BANCO SANTANDER CHILE SA 3YJP8HORPAEXJ80D6368 05970FAC5 2350000.000000 PA USD 2491023.500000 0.0938272 Long DBT CORP CL N 2 2025-01-10 Fixed 2.7 N N N N N N BANCO VOTORANTIM SA X2EUTZGMHS8RBQFIUS93 05967CAD5 2600000.000000 PA USD 2701426.000000 0.1017523 Long DBT CORP BR N 2 2022-09-24 Fixed 4 N N N N N N BANCO VOTORANTIM SA X2EUTZGMHS8RBQFIUS93 ACI1FN1H8 600000.000000 PA USD 635250.000000 0.0239274 Long DBT CORP BR N 2 2024-09-24 Fixed 4.5 N N N N N N BANK OF INDUSTRY LIMITED 5493006N5JD4B34R6G14 938YZBII3 12700000.000000 PA USD 12523184.120000 0.4716998 Long LON CORP NG N 3 2023-12-14 Floating 6.2195 N N N N N N BBVA BANCOMER SA/TAXAS BRANCH 549300WIWQK5Q9MCUN92 P16259AH9 1000000.000000 PA USD 1082000.000000 0.0407547 Long DBT CORP MX N 2 2022-09-30 Fixed 6.75 N N N N N N BCAP LLC TRUST 2012-RR3 N/A 05539BAQ7 2933656.500000 PA USD 2871022.640000 0.1081403 Long ABS-MBS CORP US N 2 2037-05-26 Variable 3.25711 N N N N N N BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10 N/A 07384M4E9 8847.050000 PA USD 8884.240000 0.0003346 Long ABS-MBS CORP US N 2 2035-01-25 Floating 2.83768 N N N N N N BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-12 N/A 07387AGE9 60150.010000 PA USD 58685.840000 0.0022105 Long ABS-MBS CORP US N 2 2036-02-25 Floating 3.19867 Y N N N N N BELARUS GOVT 635400CVCOWYLHF4ZB08 07737JAD5 1000000.000000 PA USD 1019230.000000 0.0383904 Long DBT NUSS BY N 2 2031-02-24 Fixed 6.378 N N N N N N BELARUS GOVT 635400CVCOWYLHF4ZB08 ACI1N5SL0 600000.000000 PA USD 617106.000000 0.0232440 Long DBT NUSS BY N 2 2026-02-24 Fixed 5.875 N N N N N N BELARUS GOVT 635400CVCOWYLHF4ZB08 BF2J28II5 700000.000000 PA USD 711074.000000 0.0267834 Long DBT NUSS BY N 2 2030-02-28 Fixed 6.2 N N N N N N BELARUS GOVT 635400CVCOWYLHF4ZB08 X7344WAK9 400000.000000 PA USD 442040.000000 0.0166499 Long DBT NUSS BY N 2 2027-06-29 Fixed 7.625 N N N N N N BIOCEANICO SOVEREIGN CERTIFICATE LTD N/A 09076AAA5 4969583.000000 PA USD 3829063.700000 0.1442260 Long DBT CORP KY N 2 2034-06-05 None 0 N N N N N N BRAZIL GOVT 254900ZFY40OYEADAP90 105756BZ2 400000.000000 PA USD 448878.000000 0.0169075 Long DBT NUSS BR N 2 2028-01-13 Fixed 4.625 N N N N N N BRAZIL GOVT 254900ZFY40OYEADAP90 105756BW9 1875000.000000 PA USD 2089303.130000 0.0786960 Long DBT NUSS BR N 2 2045-01-27 Fixed 5 N N N N N N BRAZIL GOVT 254900ZFY40OYEADAP90 105756CB4 15174000.000000 PA USD 16276011.750000 0.6130543 Long DBT NUSS BR N 2 2050-01-14 Fixed 4.75 N N N N N N BRAZIL GOVT 254900ZFY40OYEADAP90 105756CD0 8700000.000000 PA USD 9069837.000000 0.3416256 Long DBT NUSS BR N 2 2025-06-06 Fixed 2.875 N N N N N N BRAZIL GOVT 254900ZFY40OYEADAP90 105756CC2 4300000.000000 PA USD 4544025.000000 0.1711558 Long DBT NUSS BR N 2 2030-06-12 Fixed 3.875 N N N N N N BRAZIL GOVT 254900ZFY40OYEADAP90 ACI18B6Y0 67600000.000000 PA 12952037.920000 0.4878531 Long DBT NUSS BR N 2 2021-04-01 None 0 N N N N N N BRAZIL MINAS SPE VIA STATE OF MINAS GERAIS N/A 105860AA8 11520000.000000 PA USD 12542515.200000 0.4724280 Long DBT NUSS KY N 2 2028-02-15 Fixed 5.333 N N N N N N BRAZIL MINAS SPE VIA STATE OF MINAS GERAIS N/A G13201AA9 8720000.000000 PA USD 9493987.200000 0.3576017 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 6900000.000000 PA USD 7689187.500000 0.2896219 Long DBT CORP BR N 2 2050-09-21 Fixed 5.75 N N N N N N CELULOSA ARAUCO Y CONSTITUCION SA 549300QEKV8G0AMNQD28 151191AZ6 200000.000000 PA USD 220731.000000 0.0083141 Long DBT CORP CL N 2 2024-08-01 Fixed 4.5 N N N N N N CENTRAIS ELETRICAS BRASILEIRAS SA (ELETROBRAS) 254900I8KYDELP4B4Z08 15236FAB6 1500000.000000 PA USD 1593765.000000 0.0600310 Long DBT CORP BR N 2 2030-02-04 Fixed 4.625 N N N N N N CENTRAIS ELETRICAS BRASILEIRAS SA (ELETROBRAS) 254900I8KYDELP4B4Z08 P22835AB1 300000.000000 PA USD 318753.000000 0.0120062 Long DBT CORP BR N 2 2030-02-04 Fixed 4.625 N N N N N N CHILEAN GOVT 549300FLZTJM5YJF8D34 168863DP0 8300000.000000 PA USD 8901750.000000 0.3352944 Long DBT NUSS CL N 2 2031-01-31 Fixed 2.45 N N N N N N CHILEAN GOVT 549300FLZTJM5YJF8D34 168863CF3 200000.000000 PA USD 227219.000000 0.0085585 Long DBT NUSS CL N 2 2028-02-06 Fixed 3.24 N N N N N N CHILEAN GOVT 549300FLZTJM5YJF8D34 168863BP2 1000000.000000 PA USD 1173750.000000 0.0442106 Long DBT NUSS CL N 2 2042-10-30 Fixed 3.625 N N N N N N CITIGROUP MTGE LOAN TR INC 2006-AR7 N/A 172987AD1 59720.410000 PA USD 58240.910000 0.0021937 Long ABS-MBS CORP US N 2 2046-07-25 Floating 2.89454 Y N N N N N CITIGROUP MTGE LOAN TRUST INC 2005-6 N/A 17307GXR4 105864.100000 PA USD 104716.960000 0.0039443 Long ABS-MBS CORP US N 2 2035-09-25 Floating 1.94 N N N N N N CITIMORTGAGE ALTERNATIVE LOAN TRUST 2006-A5 N/A 18974BAE9 777876.140000 PA USD 622729.910000 0.0234558 Long ABS-MBS CORP US N 2 2036-10-25 Floating 0.798 N N N N N N CLP POWER HONG KONG FINANCING LIMITED 254900SBJOP9O3YV1271 ACI1N9T07 5300000.000000 PA USD 5370463.500000 0.2022846 Long DBT CORP VG N 2 2030-06-30 Fixed 2.125 N N N N N N COLOMBIAN GOVT 549300MHDRBVRF6B9117 195325BM6 4100000.000000 PA USD 5514500.000000 0.2077099 Long DBT NUSS CO N 2 2041-01-18 Fixed 6.125 N N N N N N COLOMBIAN GOVT 549300MHDRBVRF6B9117 195325BR5 200000.000000 PA USD 259700.000000 0.0097819 Long DBT NUSS CO N 2 2044-02-26 Fixed 5.625 N N N N N N COLOMBIAN GOVT 549300MHDRBVRF6B9117 195325DQ5 1200000.000000 PA USD 1527018.000000 0.0575169 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 445800.000000 0.0167916 Long DBT NUSS CO N 2 2051-05-15 Fixed 4.125 N N N N N N COLOMBIAN GOVT 549300MHDRBVRF6B9117 195325CU7 9300000.000000 PA USD 11380875.000000 0.4286735 Long DBT NUSS CO N 2 2045-06-15 Fixed 5 N N N N N N COLOMBIAN GOVT 549300MHDRBVRF6B9117 195325BK0 5225000.000000 PA USD 7648093.750000 0.2880741 Long DBT NUSS CO N 2 2037-09-18 Fixed 7.375 N N N N N N CONSTELLATION OIL SERVICES HOLDING SA 5493005YJTU769NW5I10 21038MAC7 824010.000000 PA USD 53560.650000 0.0020174 Long DBT CORP LU N 2 2024-11-09 Fixed 10 N N Y N N N CONSTELLATION OIL SERVICES HOLDING SA 5493005YJTU769NW5I10 21038MAA1 5641665.000000 PA USD 1607874.530000 0.0605624 Long DBT CORP LU N 2 2024-11-09 Fixed 10 N N Y N N N CONTEMPORARY RUIDING DEVELOPMENT LIMITED 549300MSU00BINFBY870 ACI1RC171 200000.000000 PA USD 202170.000000 0.0076150 Long DBT CORP VG N 2 2025-09-17 Fixed 1.875 N N N N N N CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO) 549300UVMBCBCIPSUI70 21987BBB3 2000000.000000 PA USD 2184730.000000 0.0822903 Long DBT CORP CL N 2 2030-01-14 Fixed 3.15 N N N N N N CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO) 549300UVMBCBCIPSUI70 21987BBA5 2000000.000000 PA USD 2203447.260000 0.0829953 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 21987BAU2 220000.000000 PA USD 281125.570000 0.0105889 Long DBT CORP CL N 2 2044-11-04 Fixed 4.875 N N N N N N CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO) 549300UVMBCBCIPSUI70 P3143NBH6 200000.000000 PA USD 218473.000000 0.0082290 Long DBT CORP CL N 2 2030-01-14 Fixed 3.15 N N N N N N CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO) 549300UVMBCBCIPSUI70 P3143NBB9 453000.000000 PA USD 553356.340000 0.0208428 Long DBT CORP CL N 2 2049-02-05 Fixed 4.375 N N N N N N CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO) 549300UVMBCBCIPSUI70 P3143NAQ7 9600000.000000 PA USD 11259339.360000 0.4240957 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 P3143NAY0 900000.000000 PA USD 1006124.180000 0.0378968 Long DBT CORP CL N 2 2027-08-01 Fixed 3.625 N N N N N N CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO) 549300UVMBCBCIPSUI70 P3143NAZ7 700000.000000 PA USD 861554.970000 0.0324514 Long DBT CORP CL N 2 2047-08-01 Fixed 4.5 N N N N N N CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO) 549300UVMBCBCIPSUI70 P3143NAU8 4400000.000000 PA USD 5622511.360000 0.2117782 Long DBT CORP CL N 2 2044-11-04 Fixed 4.875 N N N N N N COSTA RICA GOVT 549300S1EK2VN6XVJP58 221597CP0 1000000.000000 PA USD 936250.000000 0.0352649 Long DBT NUSS CR N 2 2031-02-19 Fixed 6.125 N N N N N N COSTA RICA GOVT 549300S1EK2VN6XVJP58 221597BV8 200000.000000 PA USD 186250.000000 0.0070153 Long DBT NUSS CR N 2 2045-03-12 Fixed 7.158 N N N N N N COSTA RICA GOVT 549300S1EK2VN6XVJP58 P3699PGF8 7900000.000000 PA USD 6675500.000000 0.2514402 Long DBT NUSS CR N 2 2043-04-30 Fixed 5.625 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-56 N/A 12668AHE8 114006.630000 PA USD 99546.460000 0.0037495 Long ABS-MBS CORP US N 2 2035-11-25 Floating 0.788 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2006-12CB N/A 12668BXF5 585810.590000 PA USD 242181.770000 0.0091220 Long ABS-MBS CORP US N 2 2036-05-25 Floating 0.498 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2006-30T1 N/A 02146VAC6 81120.930000 PA USD 72917.370000 0.0027465 Long ABS-MBS CORP US N 2 2036-11-25 Fixed 6.25 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2006-OC11 N/A 23244JAC0 10477.670000 PA USD 12661.770000 0.0004769 Long ABS-MBS CORP US N 2 2037-01-25 Floating 0.318 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2007-2CB N/A 02149HAN0 111197.960000 PA USD 87965.210000 0.0033133 Long ABS-MBS CORP US N 2 2037-03-25 Floating 5.75 Y N N N N N COUNTRYWIDE ASSET-BACKED CERT 2005-7 N/A 1266732L5 2400000.000000 PA USD 2359639.680000 0.0888785 Long ABS-MBS CORP US N 2 2035-11-25 Floating 1.273 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2006-14 N/A 23243LAD4 4506959.100000 PA USD 4383918.220000 0.1651252 Long ABS-MBS CORP US N 2 2037-02-25 Floating 0.388 N N N N N N COUNTRYWIDE HOME LOANS 2006-HYB2 N/A 126694D54 23346.540000 PA USD 21501.110000 0.0008099 Long ABS-MBS CORP US N 2 2036-04-20 Floating 3.26587 Y N N N N N COUNTRYWIDE HOME LOANS 2007-HY4 N/A 17025RAA3 34959.140000 PA USD 32887.260000 0.0012387 Long ABS-MBS CORP US N 2 2047-09-25 Floating 2.99688 Y N N N N N COUNTRYWIDE HOME LOANS 2007-HYB1 N/A 22239EAG1 65816.850000 PA USD 61344.850000 0.0023106 Long ABS-MBS CORP US N 2 2037-03-25 Floating 3.21978 Y N N N N N COUNTRYWIDE HOME LOANS 2007-HYB2 N/A 125438AB7 68031.310000 PA USD 63293.700000 0.0023840 Long ABS-MBS CORP US N 2 2047-02-25 Floating 3.08094 Y N N N N N CREDIT BASED ASSET SRVC & SEC 2007-CB1 N/A 1248MGAK0 7978813.400000 PA USD 3662545.830000 0.1379539 Long ABS-MBS CORP US N 2 2037-01-25 Variable 5.721 Y N N N N N CREDIT SUISSE MORTGAGE CAP CERT 2007-6 N/A 12639PAA6 717641.960000 PA USD 624310.970000 0.0235154 Long ABS-MBS CORP US N 2 2037-10-25 Variable 6.4205 N N N N N N CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2015-12R N/A 12651DAG3 700000.010000 PA USD 644261.110000 0.0242668 Long ABS-MBS CORP US N 2 2037-11-30 Floating 0.65013 N N N N N N CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-RPL9 N/A 12654WAC7 377766.230000 PA USD 382059.730000 0.0143907 Long ABS-MBS CORP US N 2 2059-10-27 Fixed 3.03649 N N N N N N CROATIAN GOVT 74780000O00QGQ7CER13 ACI1N0KG0 500000.000000 PA 669695.320000 0.0252248 Long DBT NUSS HR N 2 2031-06-17 Fixed 1.5 N N N N N N CSAB MORTGAGE BACKED TR 2006-2 N/A 12627HAK6 187704.380000 PA USD 87435.870000 0.0032934 Long ABS-MBS CORP US N 2 2036-09-25 Variable 6.22 Y N N N N N CSAB MTGE BACKED PASS-THRU CERTS 2006-1 N/A 22943HAG1 286996.750000 PA USD 112031.250000 0.0042198 Long ABS-MBS CORP US N 2 2036-06-25 Variable 6.672 Y N N N N N CSN RESOURCES SA 222100ZEX458NMOXZP08 L21779AC4 300000.000000 PA USD 311703.000000 0.0117406 Long DBT CORP LU N 2 2023-02-13 Fixed 7.625 N N N N N N CSN RESOURCES SA 222100ZEX458NMOXZP08 L21779AD2 600000.000000 PA USD 645750.000000 0.0243229 Long DBT CORP LU N 2 2026-04-17 Fixed 7.625 N N N N N N DAE SUKUK (DIFC) LTD 635400AMGMPG1J5EQD94 23302JAA3 6200000.000000 PA USD 6386000.000000 0.2405359 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 3800000.000000 PA USD 4189500.000000 0.1578022 Long DBT CORP IL N 2 2025-06-30 Fixed 6.125 N N N N N N DELEK DRILLIN (LEVIATHAN BOND LTD) 254900D9T8VKYVQNZ220 ACI1PZ1S6 4600000.000000 PA USD 5198000.000000 0.1957885 Long DBT CORP IL N 2 2027-06-30 Fixed 6.5 N N N N N N DEUTSCHE ALT-A SEC INC MTGE LO 2005-6 N/A 251510KH5 142839.100000 PA USD 141122.250000 0.0053155 Long ABS-MBS CORP US N 2 2035-12-25 Fixed 5.5 Y N N N N N DEUTSCHE ALT-A SECURITIES INC 2005-AR2 N/A 251510GZ0 28034.410000 PA USD 24771.400000 0.0009330 Long ABS-MBS CORP US N 2 2035-10-25 Floating 2.25321 N N N N N N DEUTSCHE ALT-A SECURITIES, INC. 2006-AB4 N/A 251513BC0 89420.610000 PA USD 86209.900000 0.0032472 Long ABS-MBS CORP US N 2 2036-10-25 Variable 6.369 Y N N N N N DEUTSCHE ALT-A SECURITIES, INC. 2006-AB4 N/A 251513BD8 89420.600000 PA USD 86208.830000 0.0032472 Long ABS-MBS CORP US N 2 2036-10-25 Variable 6.386 Y N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251526BR9 5600000.000000 PA USD 5953488.070000 0.2242448 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 251526BY4 3500000.000000 PA USD 3768669.520000 0.1419512 Long DBT CORP DE N 2 2024-05-30 Fixed 3.7 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251526BM0 2200000.000000 PA USD 2205111.370000 0.0830580 Long DBT CORP DE N 2 2022-11-16 Floating 1.411 N N N N N N DEVELOPMENT BANK OF KAZAKHSTAN JSC 213800LCDPGJ1BI7KX98 Y2033QAK8 500000.000000 PA USD 526500.000000 0.0198312 Long DBT CORP KZ N 2 2022-12-10 Fixed 4.125 N N N N N N DOMINICAN REPUBLIC GOVT N/A ACI0TV385 67000000.000000 PA 1234835.880000 0.0465115 Long DBT NUSS DO N 2 2023-04-07 Fixed 10.5 N N N N N N DOMINICAN REPUBLIC GOVT N/A ACI1DN008 33400000.000000 PA 647937.060000 0.0244053 Long DBT NUSS DO N 2 2026-01-14 Fixed 10.875 N N N N N N DOMINICAN REPUBLIC GOVT N/A ACI19T1M1 214900000.000000 PA 4272175.110000 0.1609163 Long DBT NUSS DO N 2 2028-08-11 Fixed 10.75 N N N N N N DOMINICAN REPUBLIC GOVT N/A ACI08TDT6 7900000.000000 PA 152295.730000 0.0057364 Long DBT NUSS DO N 2 2024-05-10 Fixed 11.5 N N N N N N DOMINICAN REPUBLIC GOVT N/A 25714PDT2 7500000.000000 PA USD 8840625.000000 0.3329921 Long DBT NUSS DO N 2 2027-01-25 Fixed 5.95 N N N N N N DOMINICAN REPUBLIC GOVT N/A 25714PEE4 10300000.000000 PA USD 11381500.000000 0.4286970 Long DBT NUSS DO N 2 2060-01-30 Fixed 5.875 N N N N N N DOMINICAN REPUBLIC GOVT N/A 25714PDW5 1300000.000000 PA USD 1540500.000000 0.0580247 Long DBT NUSS DO N 2 2048-02-15 Fixed 6.5 N N N N N N DOMINICAN REPUBLIC GOVT N/A 25714PEA2 137400000.000000 PA 2546299.160000 0.0959092 Long DBT NUSS DO N 2 2026-06-05 Fixed 9.75 N N N N N N DOMINICAN REPUBLIC GOVT N/A 25714PEB0 1950000.000000 PA USD 2296125.000000 0.0864861 Long DBT NUSS DO N 2 2049-06-05 Fixed 6.4 N N N N N N DOMINICAN REPUBLIC GOVT N/A 25714PDZ8 2400000.000000 PA USD 2877000.000000 0.1083654 Long DBT NUSS DO N 2 2028-07-19 Fixed 6 N N N N N N DOMINICAN REPUBLIC GOVT N/A 25714PEF1 12800000.000000 PA USD 14192000.000000 0.5345577 Long DBT NUSS DO N 2 2032-09-23 Fixed 4.875 N N N N N N DOMINICAN REPUBLIC GOVT N/A P3579EBD8 4800000.000000 PA USD 5418000.000000 0.2040751 Long DBT NUSS DO N 2 2025-01-27 Fixed 5.5 N N N N N N DOMINICAN REPUBLIC GOVT N/A P3579EBK2 2700000.000000 PA USD 3263625.000000 0.1229281 Long DBT NUSS DO N 2 2026-01-29 Fixed 6.875 N N N N N N DOMINICAN REPUBLIC GOVT N/A P3579EBV8 4500000.000000 PA USD 5304375.000000 0.1997953 Long DBT NUSS DO N 2 2027-01-25 Fixed 5.95 N N N N N N DOMINICAN REPUBLIC GOVT N/A P3579EBE6 300000.000000 PA USD 367125.000000 0.0138282 Long DBT NUSS DO N 2 2045-01-27 Fixed 6.85 N N N N N N DOMINICAN REPUBLIC GOVT N/A P3579EBY2 406000.000000 PA USD 481110.000000 0.0181216 Long DBT NUSS DO N 2 2048-02-15 Fixed 6.5 N N N N N N DOMINICAN REPUBLIC GOVT N/A P3579ECE5 2500000.000000 PA USD 2943750.000000 0.1108797 Long DBT NUSS DO N 2 2049-06-05 Fixed 6.4 N N N N N N DOMINICAN REPUBLIC GOVT N/A P3579ECB1 2650000.000000 PA USD 3176687.500000 0.1196535 Long DBT NUSS DO N 2 2028-07-19 Fixed 6 N N N N N N DOMINICAN REPUBLIC GOVT N/A 25714PBP2 112900000.000000 PA 2160838.160000 0.0813904 Long DBT NUSS DO N 2 2022-02-04 Fixed 16.95 N N N N N N DOMINICAN REPUBLIC GOVT N/A ACI0C97S4 14400000.000000 PA 258530.060000 0.0097378 Long DBT NUSS DO N 2 2022-03-04 Fixed 10.375 N N N N N N DP WORLD PLC (AKA: DP WORLD LTD) 549300M3U2DNF4QVSS04 M2851HAA2 4300000.000000 PA USD 5912500.000000 0.2227010 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 ACI1549W0 2550000.000000 PA USD 3259410.000000 0.1227694 Long DBT CORP AE N 2 2048-09-25 Fixed 5.625 N N N N N N DP WORLD PLC (AKA: DP WORLD LTD) 549300M3U2DNF4QVSS04 ACI1FSW34 500000.000000 PA USD 578820.000000 0.0218019 Long DBT CORP AE N 2 2049-09-30 Fixed 4.7 N N N N N N HIPOTECARIA SU CASITA SA N/A ACI012L97 93349.000000 NS 46.910000 0.0000018 Long EC CORP MX N 3 N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AJ8 3400000.000000 PA USD 4121650.000000 0.1552466 Long DBT CORP CO N 2 2045-05-28 Fixed 5.875 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AE9 5200000.000000 PA USD 7137364.000000 0.2688369 Long DBT CORP CO N 2 2043-09-18 Fixed 7.375 N N N N N N ECUADOR GOVT 5299003Y2U5XK0A35H71 ACI1Q6MV9 1749103.000000 PA USD 835196.680000 0.0314586 Long DBT NUSS EC N 2 2030-07-31 None 0 N N N N N N ECUADOR GOVT 5299003Y2U5XK0A35H71 ACI1Q6J27 7774150.000000 PA USD 5033762.130000 0.1896023 Long DBT NUSS EC N 2 2030-07-31 Variable 0.5 N N N N N N ECUADOR GOVT 5299003Y2U5XK0A35H71 ACI1Q6JH4 22813555.000000 PA USD 12461904.420000 0.4693917 Long DBT NUSS EC N 2 2035-07-31 Variable 0.5 N N N N N N ECUADOR GOVT 5299003Y2U5XK0A35H71 ACI1Q6LS7 11415450.000000 PA USD 5807610.190000 0.2187502 Long DBT NUSS EC N 2 2040-07-31 Variable 0.5 N N N N N N ECUADOR GOVT 5299003Y2U5XK0A35H71 ACI1Q6JR2 200000.000000 PA USD 109250.000000 0.0041150 Long DBT NUSS EC N 2 2035-07-31 Variable 0.5 N N N N N N EGYPTIAN GOVT 529900GFIVH4086NMH82 038461AK5 5500000.000000 PA USD 5751031.000000 0.2166191 Long DBT NUSS EG N 2 2022-01-31 Fixed 6.125 N N N N N N EGYPTIAN GOVT 529900GFIVH4086NMH82 03846JX21 3000000.000000 PA USD 3275625.000000 0.1233801 Long DBT NUSS EG N 2 2032-01-15 Fixed 7.0529 N N N N N N EGYPTIAN GOVT 529900GFIVH4086NMH82 038461AM1 5300000.000000 PA USD 6024112.500000 0.2269050 Long DBT NUSS EG N 2 2047-01-31 Fixed 8.5 N N N N N N EGYPTIAN GOVT 529900GFIVH4086NMH82 03846JW30 2800000.000000 PA USD 2963396.800000 0.1116197 Long DBT NUSS EG N 2 2023-02-21 Fixed 5.577 N N N N N N EGYPTIAN GOVT 529900GFIVH4086NMH82 03846JW55 1100000.000000 PA USD 1199412.500000 0.0451772 Long DBT NUSS EG N 2 2048-02-21 Fixed 7.903 N N N N N N EGYPTIAN GOVT 529900GFIVH4086NMH82 03846JW71 1200000.000000 PA USD 1383024.000000 0.0520932 Long DBT NUSS EG N 2 2029-03-01 Fixed 7.6003 N N N N N N EGYPTIAN GOVT 529900GFIVH4086NMH82 ACI1B3W41 3100000.000000 PA 3952160.050000 0.1488626 Long DBT NUSS EG N 2 2025-04-11 Fixed 4.75 N N N N N N EGYPTIAN GOVT 529900GFIVH4086NMH82 ACI1B3T03 900000.000000 PA 1185590.980000 0.0446566 Long DBT NUSS EG N 2 2031-04-11 Fixed 6.375 N N N N N N EGYPTIAN GOVT 529900GFIVH4086NMH82 03846JX54 800000.000000 PA USD 908400.000000 0.0342159 Long DBT NUSS EG N 2 2032-05-29 Fixed 7.625 N N N N N N EGYPTIAN GOVT 529900GFIVH4086NMH82 ACI0S45Y7 800000.000000 PA USD 836513.600000 0.0315082 Long DBT NUSS EG N 2 2022-01-31 Fixed 6.125 N N N N N N EGYPTIAN GOVT 529900GFIVH4086NMH82 M1487WBQ7 13600000.000000 PA USD 14220731.200000 0.5356399 Long DBT NUSS EG N 2 2022-01-31 Fixed 6.125 N N N N N N EGYPTIAN GOVT 529900GFIVH4086NMH82 M1487WBR5 1500000.000000 PA USD 1738786.500000 0.0654934 Long DBT NUSS EG N 2 2027-01-31 Fixed 7.5 N N N N N N EGYPTIAN GOVT 529900GFIVH4086NMH82 ACI1GWJN5 5800000.000000 PA USD 6332875.000000 0.2385349 Long DBT NUSS EG N 2 2032-01-15 Fixed 7.0529 N N N N N N EGYPTIAN GOVT 529900GFIVH4086NMH82 M1487WBS3 2200000.000000 PA USD 2500575.000000 0.0941870 Long DBT NUSS EG N 2 2047-01-31 Fixed 8.5 N N N N N N EGYPTIAN GOVT 529900GFIVH4086NMH82 ACI10VJZ7 3200000.000000 PA USD 3489200.000000 0.1314247 Long DBT NUSS EG N 2 2048-02-21 Fixed 7.903 N N N N N N EGYPTIAN GOVT 529900GFIVH4086NMH82 M1487WCX1 1100000.000000 PA USD 1275312.500000 0.0480361 Long DBT NUSS EG N 2 2049-03-01 Fixed 8.7002 N N N N N N EGYPTIAN GOVT 529900GFIVH4086NMH82 ACI1B3V83 2000000.000000 PA 2549780.680000 0.0960404 Long DBT NUSS EG N 2 2025-04-11 Fixed 4.75 N N N N N N EGYPTIAN GOVT 529900GFIVH4086NMH82 ACI120PP8 4500000.000000 PA 5730410.610000 0.2158424 Long DBT NUSS EG N 2 2026-04-16 Fixed 4.75 N N N N N N EGYPTIAN GOVT 529900GFIVH4086NMH82 ACI1B3V91 3700000.000000 PA 4874096.270000 0.1835883 Long DBT NUSS EG N 2 2031-04-11 Fixed 6.375 N N N N N N EGYPTIAN GOVT 529900GFIVH4086NMH82 ACI1RWJ94 2500000.000000 PA USD 2662125.000000 0.1002719 Long DBT NUSS EG N 2 2025-10-06 Fixed 5.25 N N N N N N EGYPTIAN GOVT 529900GFIVH4086NMH82 ACI1R73T2 27200000.000000 PA 1764535.830000 0.0664632 Long DBT NUSS EG N 2 2025-09-08 Fixed 14.605 N N N N N N EGYPTIAN GOVT 529900GFIVH4086NMH82 ACI1S4G56 17000000.000000 PA 1099052.710000 0.0413971 Long DBT NUSS EG N 2 2023-10-13 Fixed 14.313 N N N N N N EGYPTIAN GOVT 529900GFIVH4086NMH82 ACI1S9B84 65100000.000000 PA 4183253.000000 0.1575669 Long DBT NUSS EG N 2 2025-10-20 Fixed 14.369 N N N N N N EGYPTIAN GOVT 529900GFIVH4086NMH82 ACI1Q2125 201125000.000000 PA 12628105.570000 0.4756518 Long DBT NUSS EG N 2 2021-02-09 None 0 N N N N N N EGYPTIAN GOVT 529900GFIVH4086NMH82 ACI1SV1M5 6000000.000000 PA 345852.510000 0.0130269 Long DBT NUSS EG N 2 2021-10-26 None 0 N N N N N N EL SALVADOR GOVT 529900AKDMUSFSDOM949 283875BZ4 4100000.000000 PA USD 3679750.000000 0.1386019 Long DBT NUSS SV N 2 2050-01-20 Fixed 7.1246 N N N N N N EL SALVADOR GOVT 529900AKDMUSFSDOM949 283875CB6 550000.000000 PA USD 558250.000000 0.0210271 Long DBT NUSS SV N 2 2052-07-15 Fixed 9.5 N N N N N N EL SALVADOR GOVT 529900AKDMUSFSDOM949 P01012AJ5 500000.000000 PA USD 496250.000000 0.0186918 Long DBT NUSS SV N 2 2023-01-24 Fixed 7.75 N N N N N N EL SALVADOR GOVT 529900AKDMUSFSDOM949 735177II0 1510000.000000 PA USD 1487350.000000 0.0560227 Long DBT NUSS SV N 2 2032-04-10 Fixed 8.25 N N N N N N EL SALVADOR GOVT 529900AKDMUSFSDOM949 P01012AM8 3070000.000000 PA USD 2839750.000000 0.1069624 Long DBT NUSS SV N 2 2034-09-21 Fixed 7.625 N N N N N N EMBOTELLADORA ANDINA SA 254900NNPKP1J9XTSA53 29081PAF2 1650000.000000 PA USD 1856250.000000 0.0699177 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 600000.000000 PA USD 585684.000000 0.0220604 Long DBT CORP CL N 2 2050-08-18 Fixed 3.068 N N N N N N EMPRESA DE TRANSPORTE DE PASAJEROS METRO SA (AKA: METRO SANTIAGO SA) 959800T4M5QUPYMSCH69 29246QAD7 1100000.000000 PA USD 1236812.500000 0.0465859 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 2700000.000000 PA USD 3402351.000000 0.1281534 Long DBT CORP CL N 2 2050-05-07 Fixed 4.7 N N N N N N EMPRESA DE TRANSPORTE DE PASAJEROS METRO SA (AKA: METRO SANTIAGO SA) 959800T4M5QUPYMSCH69 P37466AS1 400000.000000 PA USD 504052.000000 0.0189857 Long DBT CORP CL N 2 2050-05-07 Fixed 4.7 N N N N N N ENA NORTE TRUST N/A 29248DAA0 1060993.520000 PA USD 1092823.330000 0.0411624 Long DBT CORP PA N 2 2028-04-25 Fixed 4.95 N N N N N N ENTEL CHILE SA (AKA: EMPRESA NACIONAL DE TELECOMUNICACIONES SA (ENTEL)) N/A P37115AE5 15350000.000000 PA USD 16596653.470000 0.6251317 Long DBT CORP CL N 2 2024-10-30 Fixed 4.875 N N N N N N ESKOM HOLDINGS SOC LTD 3789001900ED06F65111 29646AAC0 3100000.000000 PA USD 3429685.000000 0.1291830 Long DBT CORP ZA N 2 2028-08-10 Fixed 6.35 N N N N N N ESKOM HOLDINGS SOC LTD 3789001900ED06F65111 ACI14B7L1 8900000.000000 PA USD 9846515.000000 0.3708801 Long DBT CORP ZA N 2 2028-08-10 Fixed 6.35 N N N N N N ESKOM HOLDINGS SOC LTD 3789001900ED06F65111 296464AA8 450000.000000 PA USD 449280.000000 0.0169226 Long DBT CORP ZA N 2 2021-01-26 Fixed 5.75 N N N N N N ESKOM HOLDINGS SOC LTD 3789001900ED06F65111 29646AAA4 9100000.000000 PA USD 9306115.000000 0.3505253 Long DBT CORP ZA N 2 2023-08-06 Fixed 6.75 N N N N N N ESKOM HOLDINGS SOC LTD 3789001900ED06F65111 S26996AF5 5500000.000000 PA USD 5491200.000000 0.2068322 Long DBT CORP ZA N 2 2021-01-26 Fixed 5.75 N N N N N N ESKOM HOLDINGS SOC LTD 3789001900ED06F65111 938NDUII9 26300000.000000 PA USD 26300000.000000 0.9906191 Long LON CORP ZA N 3 2021-07-07 Floating 3.2149 N N N N N N ETHIOPIA GOVT N/A V6745WAA0 1800000.000000 PA USD 1836306.000000 0.0691665 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 3500000.000000 PA USD 3801875.000000 0.1432019 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 3000000.000000 PA USD 2988765.000000 0.1125752 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 2800000.000000 PA USD 2831220.000000 0.1066411 Long DBT CORP TR N 2 2023-10-24 Fixed 5.375 N N N N N N EXPORT CREDIT BANK OF TURKEY (TURK EXIMBANK) 789000JVRVYLAXGDWR11 ACI17PBZ1 1200000.000000 PA USD 1303500.000000 0.0490978 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 ACI0KDZ22 1500000.000000 PA USD 1506942.000000 0.0567607 Long DBT CORP TR N 2 2021-02-08 Fixed 5.375 N N N N N N EXPORT CREDIT BANK OF TURKEY (TURK EXIMBANK) 789000JVRVYLAXGDWR11 M8931VAA2 5900000.000000 PA USD 5965785.000000 0.2247080 Long DBT CORP TR N 2 2023-10-24 Fixed 5.375 N N N N N N EXPORT-IMPORT BANK OF INDIA 335800OFZ8YEIVN1QI11 30216KAA0 9800000.000000 PA USD 10624066.610000 0.4001674 Long DBT CORP IN N 2 2026-08-05 Fixed 3.375 N N N N N N FIBRA UNO (TRUST F/1401) N/A P9406GAB4 200000.000000 PA USD 245859.000000 0.0092606 Long DBT CORP MX N 2 2044-01-30 Fixed 6.95 N N N N N N FIBRA UNO (TRUST F/1401) N/A 898339AB2 3400000.000000 PA USD 3989050.000000 0.1502521 Long DBT CORP MX N 2 2050-01-15 Fixed 6.39 N N N N N N FONDO MIVIVIENDA SA 549300X41PNOK11PZ670 344593AA6 8700000.000000 PA USD 9134173.500000 0.3440489 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 2100000.000000 PA USD 2145937.500000 0.0808292 Long DBT CORP US N 2 2022-10-07 Fixed 3.55 N N N N N N PIMCO FUNDS LWVQWTQCFH3YG7CVH718 000000000 15220803.730000 PA USD 150092345.610000 5.6533974 Long STIV RF US N 1 N N N FRESNILLO PLC 549300JXWH1UV5J0XV81 358070AB6 6800000.000000 PA USD 7478300.000000 0.2816786 Long DBT CORP GB N 2 2050-10-02 Fixed 4.25 N N N N N N GABON GOVT N/A ACI07DBY3 693106.000000 PA USD 723429.390000 0.0272488 Long DBT NUSS GA N 2 2024-12-12 Fixed 6.375 N N N N N N GARANTI DIVERSIFIED PAYMENT RIGHTS FINANCE CO 16-A N/A ACI1BZZJ4 1033333.340000 PA USD 1031473.340000 0.0388516 Long ABS-O CORP KY N 3 2021-10-09 Floating 3.4015 N N N N N N GAZPROM OAO VIA GPN CAPITAL SA 54930038HWNV6ZAAFY05 ACI02FKT4 4320000.000000 PA USD 4534816.320000 0.1708090 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 7700000.000000 PA USD 8616685.000000 0.3245572 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 7400000.000000 PA USD 8451784.200000 0.3183460 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 ACI184R72 1900000.000000 PA USD 2170052.700000 0.0817375 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 ACI04THC3 5000000.000000 PA USD 5733125.000000 0.2159446 Long DBT CORP LU N 2 2028-02-06 Fixed 4.95 N N N N N N GAZPROM PJSC VIA GAZ CAPITAL SA 213800568PRHV2JR9650 B1TK18II5 5713000.000000 PA USD 6071804.970000 0.2287014 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 2300000.000000 PA USD 2428698.800000 0.0914797 Long DBT CORP LU N 2 2022-07-19 Fixed 4.95 N N N N N N GAZPROM PJSC VIA GAZ FINANCE PLC 213800UNP9N6BPNYMQ45 ACI1K5SJ8 10000000.000000 PA USD 10359780.000000 0.3902128 Long DBT CORP GB N 2 2030-02-25 Fixed 3.25 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 36962G7K4 100000.000000 PA USD 109179.710000 0.0041124 Long DBT CORP US N 2 2024-05-15 Fixed 3.45 N N N N N N GHANA GOVT 213800PP4399SNNXZ126 BYX3WLII3 395000.000000 PA USD 529849.050000 0.0199574 Long DBT NUSS GH N 2 2030-10-14 Fixed 10.75 N N N N N N GHANA GOVT 213800PP4399SNNXZ126 37443GAG6 900000.000000 PA USD 937515.600000 0.0353126 Long DBT NUSS GH N 2 2027-02-11 Fixed 6.375 N N N N N N GHANA GOVT 213800PP4399SNNXZ126 37443GAA9 3300000.000000 PA USD 3638900.100000 0.1370633 Long DBT NUSS GH N 2 2027-03-26 Fixed 7.875 N N N N N N GHANA GOVT 213800PP4399SNNXZ126 37443GAB7 7800000.000000 PA USD 8281696.800000 0.3119394 Long DBT NUSS GH N 2 2032-03-26 Fixed 8.125 N N N N N N GHANA GOVT 213800PP4399SNNXZ126 37443GAC5 3100000.000000 PA USD 3242755.000000 0.1221420 Long DBT NUSS GH N 2 2051-03-26 Fixed 8.95 N N N N N N GHANA GOVT 213800PP4399SNNXZ126 37443GAJ0 7200000.000000 PA USD 7433352.000000 0.2799856 Long DBT NUSS GH N 2 2061-03-11 Fixed 8.75 N N N N N N GHANA GOVT 213800PP4399SNNXZ126 ACI1JX307 1600000.000000 PA USD 1666694.400000 0.0627779 Long DBT NUSS GH N 2 2027-02-11 Fixed 6.375 N N N N N N GHANA GOVT 213800PP4399SNNXZ126 ACI19RTR4 1000000.000000 PA USD 1061756.000000 0.0399922 Long DBT NUSS GH N 2 2032-03-26 Fixed 8.125 N N N N N N GHANA GOVT 213800PP4399SNNXZ126 ACI1JX5F2 2200000.000000 PA USD 2271302.000000 0.0855512 Long DBT NUSS GH N 2 2061-03-11 Fixed 8.75 N N N N N N GHANA GOVT 213800PP4399SNNXZ126 ACI12PMS0 4950000.000000 PA USD 5276769.300000 0.1987555 Long DBT NUSS GH N 2 2029-05-16 Fixed 7.625 N N N N N N GLOBO COMUNICACAO E PARTICIPACOES S/A 52990054HEKS017PVR75 37959DAB0 500000.000000 PA USD 535005.000000 0.0201516 Long DBT CORP BR N 2 2030-01-22 Fixed 4.875 N N N N N N GNL QUINTERO SA 549300JJJIQXE6E1QY27 P4909LAA8 6400000.000000 PA USD 7139200.000000 0.2689060 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 1500000.000000 PA USD 795015.000000 0.0299451 Long DBT NUSS AR N 2 2025-02-24 Fixed 9.75 N N N N N N GOBIERNO DE LA PROVINCIA DE LA RIOJA 549300UYM8ADK1GCIC92 P6S52BAA0 3250000.000000 PA USD 1722532.500000 0.0648811 Long DBT NUSS AR N 2 2025-02-24 Fixed 9.75 N N N N N N GOLD FIELDS OROGEN HOLDING (BVI) LIMITED 213800CLGJ2E9KGU2F20 38060AAB0 200000.000000 PA USD 221771.000000 0.0083533 Long DBT CORP VG N 2 2024-05-15 Fixed 5.125 N N N N N N GREENKO SOLAR (MAURITIUS) LIMITED 2138007S1PL541B3KP92 39530VAB4 2400000.000000 PA USD 2604196.200000 0.0980900 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 3700000.000000 PA USD 3928615.600000 0.1479757 Long DBT CORP ZA N 2 2023-05-02 Fixed 5.872 N N N N N N GSAA HOME EQUITY TRUST 2006-18 N/A 3622ELAF3 1290799.110000 PA USD 709549.430000 0.0267260 Long ABS-MBS CORP US N 2 2036-11-25 Variable 6.00207 Y N N N N N GSMPS MORTGAGE LOAN TRUST 2006-RP1 N/A 3623413V9 176752.380000 PA USD 144443.940000 0.0054406 Long ABS-MBS CORP US N 2 2036-01-25 Floating 0.498 Y N N N N N GUATEMALA GOVT 529900QKDFFU9UWW5315 401494AS8 800000.000000 PA USD 979000.000000 0.0368751 Long DBT NUSS GT N 2 2032-04-24 Fixed 5.375 N N N N N N GUATEMALA GOVT 529900QKDFFU9UWW5315 401494AP4 500000.000000 PA USD 556730.000000 0.0209699 Long DBT NUSS GT N 2 2027-06-05 Fixed 4.375 N N N N N N GUATEMALA GOVT 529900QKDFFU9UWW5315 401494AQ2 3000000.000000 PA USD 3513180.000000 0.1323279 Long DBT NUSS GT N 2 2030-06-01 Fixed 4.9 N N N N N N GUATEMALA GOVT 529900QKDFFU9UWW5315 401494AR0 6500000.000000 PA USD 8628750.000000 0.3250116 Long DBT NUSS GT N 2 2050-06-01 Fixed 6.125 N N N N N N GUATEMALA GOVT 529900QKDFFU9UWW5315 P5015VAE6 1900000.000000 PA USD 2192125.000000 0.0825689 Long DBT NUSS GT N 2 2028-02-13 Fixed 4.875 N N N N N N GUATEMALA GOVT 529900QKDFFU9UWW5315 P5015VAF3 400000.000000 PA USD 445500.000000 0.0167803 Long DBT NUSS GT N 2 2026-05-03 Fixed 4.5 N N N N N N GUATEMALA GOVT 529900QKDFFU9UWW5315 P5015VAD8 9400000.000000 PA USD 9999250.000000 0.3766330 Long DBT NUSS GT N 2 2022-06-06 Fixed 5.75 N N N N N N GUATEMALA GOVT 529900QKDFFU9UWW5315 P5015VAJ5 2200000.000000 PA USD 2920500.000000 0.1100039 Long DBT NUSS GT N 2 2050-06-01 Fixed 6.125 N N N N N N HARBORVIEW MORTGAGE LOAN TR 2006-6 N/A 41161UAJ1 12320.900000 PA USD 12475.070000 0.0004699 Long ABS-MBS CORP US N 2 2036-08-19 Floating 3.34368 Y N N N N N HAZINE MUSTESARLIGI VARLIK KIRALAMA ANONIM SIRKETI 6354003QFJP7RDXEOZ20 421790AE6 1200000.000000 PA USD 1223704.800000 0.0460922 Long DBT CORP TR N 2 2023-04-06 Fixed 5.004 N N N N N N HOME EQUITY PASS-THRU CERTS 2002-3 N/A 22541NHH5 127979.840000 PA USD 128064.280000 0.0048237 Long ABS-MBS CORP US N 2 2033-02-25 Floating 1.498 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BL2 200000.000000 PA USD 218250.000000 0.0082206 Long DBT CORP GB N 2 2027-05-22 Floating 6 N N N N Y HSBC HOLDINGS PLC GBP XXXX N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BZ1 1000000.000000 PA USD 1092363.160000 0.0411451 Long DBT CORP GB N 2 2025-03-11 Floating 3.803 N N N N N N HUNGARY GOVT 5299008DH62LEB10JK83 445545AH9 1300000.000000 PA USD 1429220.000000 0.0538332 Long DBT NUSS HU N 2 2023-02-21 Fixed 5.375 N N N N N N HUNGARY GOVT 5299008DH62LEB10JK83 445545AL0 4080000.000000 PA USD 4661595.840000 0.1755843 Long DBT NUSS HU N 2 2024-03-25 Fixed 5.375 N N N N N N HUNGARY GOVT 5299008DH62LEB10JK83 445545AF3 600000.000000 PA USD 1065871.800000 0.0401473 Long DBT NUSS HU N 2 2041-03-29 Fixed 7.625 N N N N N N HUNGARY GOVT 5299008DH62LEB10JK83 445545AJ5 400000.000000 PA USD 456691.200000 0.0172018 Long DBT NUSS HU N 2 2023-11-22 Fixed 5.75 N N N N N N HUNGARY GOVT 5299008DH62LEB10JK83 ACI1MT9S5 1500000.000000 PA 2034937.570000 0.0766482 Long DBT NUSS HU N 2 2035-06-05 Fixed 1.75 N N N N N N IMPAC CMB TR 2004-10 N/A 45254NLJ4 154328.680000 PA USD 153969.060000 0.0057994 Long ABS-MBS CORP US N 2 2035-03-25 Floating 0.788 N N N N N N INDIAN RAILWAY FINANCE CORPORATION LIMITED (IRFC) 335800F2JHSOGXQEBY56 45434L2A1 1700000.000000 PA USD 1813755.500000 0.0683171 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 1100000.000000 PA USD 1113612.510000 0.0419455 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 7500000.000000 PA USD 9032982.900000 0.3402375 Long DBT CORP ID N 2 2030-05-15 Fixed 5.45 N N N N N N INDONESIA ASAHAN ALUMINIUM (PERSERO) PT 2549008P48EB9SN2OI80 Y7140WAF5 400000.000000 PA USD 481759.090000 0.0181460 Long DBT CORP ID N 2 2030-05-15 Fixed 5.45 N N N N N N INDONESIA GOVT 529900FWX0GRR7WG5W79 71567PAM2 6400000.000000 PA USD 7574016.000000 0.2852839 Long DBT NUSS ID N 2 2029-02-20 Fixed 4.45 N N N N N N INDONESIA GOVT 529900FWX0GRR7WG5W79 71567PAF7 5000000.000000 PA USD 5797400.000000 0.2183656 Long DBT NUSS ID N 2 2026-03-29 Fixed 4.55 N N N N N N INDONESIA GOVT 529900FWX0GRR7WG5W79 71567PAK6 1700000.000000 PA USD 1995179.500000 0.0751507 Long DBT NUSS ID N 2 2028-03-01 Fixed 4.4 N N N N N N INDONESIA GOVT 529900FWX0GRR7WG5W79 71567PAP5 2300000.000000 PA USD 2443773.000000 0.0920475 Long DBT NUSS ID N 2 2030-06-23 Fixed 2.8 N N N N N N INDONESIA GOVT 529900FWX0GRR7WG5W79 71567PAQ3 300000.000000 PA USD 332076.000000 0.0125080 Long DBT NUSS ID N 2 2050-06-23 Fixed 3.8 N N N N N N INDONESIA GOVT 529900FWX0GRR7WG5W79 455780CG9 3600000.000000 PA USD 3996536.360000 0.1505340 Long DBT NUSS ID N 2 2024-02-11 Fixed 4.45 N N N N N N INDONESIA GOVT 529900FWX0GRR7WG5W79 455780CU8 5100000.000000 PA USD 6276960.350000 0.2364288 Long DBT NUSS ID N 2 2070-04-15 Fixed 4.45 N N N N N N INDONESIA GOVT 529900FWX0GRR7WG5W79 455780CT1 1000000.000000 PA USD 1197785.000000 0.0451159 Long DBT NUSS ID N 2 2050-10-15 Fixed 4.2 N N N N N N INDONESIA GOVT 529900FWX0GRR7WG5W79 455780BR6 14400000.000000 PA USD 22212504.000000 0.8366590 Long DBT NUSS ID N 2 2044-01-15 Fixed 6.75 N N N N N N INDONESIA GOVT 529900FWX0GRR7WG5W79 455780BY1 2000000.000000 PA USD 2667040.000000 0.1004571 Long DBT NUSS ID N 2 2047-01-08 Fixed 5.25 N N N N N N INDONESIA GOVT 529900FWX0GRR7WG5W79 455780BM7 400000.000000 PA USD 484314.000000 0.0182422 Long DBT NUSS ID N 2 2043-04-15 Fixed 4.625 N N N N N N INDONESIA GOVT 529900FWX0GRR7WG5W79 ACI0MZGW6 1700000.000000 PA 2204890.110000 0.0830497 Long DBT NUSS ID N 2 2023-06-14 Fixed 2.625 N N N N N N INDONESIA GOVT 529900FWX0GRR7WG5W79 455780BP0 1000000.000000 PA USD 1132077.790000 0.0426410 Long DBT NUSS ID N 2 2023-10-17 Fixed 5.375 N N N N N N INDONESIA GOVT 529900FWX0GRR7WG5W79 Y20721AL3 6225000.000000 PA USD 9806024.630000 0.3693550 Long DBT NUSS ID N 2 2038-01-17 Fixed 7.75 N N N N N N INDONESIA GOVT 529900FWX0GRR7WG5W79 Y20721BM0 5000000.000000 PA USD 6471450.000000 0.2437545 Long DBT NUSS ID N 2 2045-01-15 Fixed 5.125 N N N N N N INDONESIA GOVT 529900FWX0GRR7WG5W79 Y20721AJ8 5040000.000000 PA USD 7191626.400000 0.2708807 Long DBT NUSS ID N 2 2037-02-17 Fixed 6.625 N N N N N N INDONESIA GOVT 529900FWX0GRR7WG5W79 Y20721BC2 200000.000000 PA USD 208508.000000 0.0078537 Long DBT NUSS ID N 2 2022-04-25 Fixed 3.75 N N N N N N INDONESIA GOVT 529900FWX0GRR7WG5W79 Y20721AU3 1500000.000000 PA USD 1522440.360000 0.0573444 Long DBT NUSS ID N 2 2021-05-05 Fixed 4.875 N N N N N N INDONESIA GOVT 529900FWX0GRR7WG5W79 Y20721AE9 2090000.000000 PA USD 3423649.900000 0.1289556 Long DBT NUSS ID N 2 2035-10-12 Fixed 8.5 N N N N N N INDUSTRIAL & COMMERCIAL BANK OF CHINA LTD/ NEW YORK BRANCH 5493002ERZU2K9PZDL40 45580KAK4 1500000.000000 PA USD 1654402.500000 0.0623149 Long DBT CORP CN N 2 2027-11-08 Fixed 3.538 N N N N N N INDUSTRIAS PENOLES SAB DE CV 549300WA2HB7776CB324 P55409AC3 1100000.000000 PA USD 1277160.500000 0.0481057 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 964867.770000 PA USD 931503.510000 0.0350861 Long ABS-MBS CORP US N 2 2037-11-25 Floating 3.0719 N N N N N N INDYMAC INDA MTGE LOAN TRUST 2006-AR1 N/A 45662BAD1 165453.360000 PA USD 156192.360000 0.0058832 Long ABS-MBS CORP US N 2 2036-08-25 Floating 3.11125 N N N N N N INDYMAC INDX MORTGAGE LOAN TR 2006-AR41 N/A 45668NAC1 594525.650000 PA USD 583063.200000 0.0219617 Long ABS-MBS CORP US N 2 2037-02-25 Floating 0.328 Y N N N N N INDYMAC INDX MORTGAGE LOAN TR 2007-AR7 N/A 45670CAA5 129386.530000 PA USD 71219.090000 0.0026825 Long ABS-MBS CORP US N 2 2037-06-25 Floating 0.448 Y N N N N N INDYMAC INDX MTGE LOAN TRUST 2005-AR19 N/A 45660LXA2 94481.380000 PA USD 82869.700000 0.0031214 Long ABS-MBS CORP US N 2 2035-10-25 Floating 3.01141 N N N N N N INDYMAC INDX MTGE LOAN TRUST 2006-AR9 N/A 45661EGK4 101721.260000 PA USD 105395.310000 0.0039698 Long ABS-MBS CORP US N 2 2036-06-25 Floating 3.29466 N N N N N N INTERCEMENT FINANCIAL OPERATIONS BV 213800IVMAMWIHPCZJ07 N20137AD2 500000.000000 PA USD 438755.000000 0.0165262 Long DBT CORP NL N 2 2024-07-17 Fixed 5.75 N N N N N N INTEROCEANICA V FINANCE LIMITED N/A 46062JAC0 6100000.000000 PA USD 5396151.500000 0.2032521 Long DBT CORP KY N 2 2030-05-15 None 0 N N N N N N ISRAEL ELECTRIC CORPORATION LTD 254900JW7GE35YNJGJ55 ACI10P0K3 5600000.000000 PA USD 6482000.000000 0.2441518 Long DBT CORP IL N 2 2028-08-14 Fixed 4.25 N N N N N N ISRAEL GOVERNMENT AID BOND 213800T8ZHTFZIBYPE21 46513EJX1 100000.000000 PA USD 116892.640000 0.0044029 Long DBT NUSS IL N 2 2024-04-26 Fixed 5.5 N N N N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 46513JXN6 10200000.000000 PA USD 11315880.000000 0.4262254 Long DBT NUSS IL N 2 2050-01-15 Fixed 3.375 N N N N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 46513JB34 2000000.000000 PA USD 2208790.000000 0.0831966 Long DBT NUSS IL N 2 2030-07-03 Fixed 2.75 N N N N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 ACI1M29S4 900000.000000 PA USD 1071495.000000 0.0403591 Long DBT NUSS IL N 2 2060-05-13 Fixed 3.8 N N N N N N IVORY COAST GOVT (AKA: COTE D'IVOIRE) 254900ICW11T82O6H590 ACI1T3TK0 4800000.000000 PA 6035023.900000 0.2273160 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 4000000.000000 PA 5253661.220000 0.1978851 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 BD35RTII6 10950000.000000 PA 14381897.600000 0.5417104 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 800000.000000 PA 1081733.920000 0.0407447 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 6681500.000000 PA USD 6761103.390000 0.2546646 Long DBT NUSS CI N 2 2032-12-31 Variable 5.75 N N N N N N JORDAN GOVT 5493000JZ4MYPVMBVN50 418097AG6 1900000.000000 PA USD 2118605.180000 0.0797997 Long DBT NUSS JO N 2 2026-01-29 Fixed 6.125 N N N N N N JORDAN GOVT 5493000JZ4MYPVMBVN50 418097AL5 7600000.000000 PA USD 8404159.190000 0.3165521 Long DBT NUSS JO N 2 2030-07-07 Fixed 5.85 N N N N N N JORDAN GOVT 5493000JZ4MYPVMBVN50 418097AJ0 800000.000000 PA USD 935233.260000 0.0352266 Long DBT NUSS JO N 2 2047-10-10 Fixed 7.375 N N N N N N JORDAN GOVT 5493000JZ4MYPVMBVN50 ACI0QJTS3 2900000.000000 PA USD 3204722.720000 0.1207095 Long DBT NUSS JO N 2 2027-01-31 Fixed 5.75 N N N N N N JORDAN GOVT 5493000JZ4MYPVMBVN50 ACI1NM4Q8 3100000.000000 PA USD 3428012.300000 0.1291199 Long DBT NUSS JO N 2 2030-07-07 Fixed 5.85 N N N N N N JP MORGAN MORTGAGE TRUST 2005-A8 N/A 466247YH0 50102.910000 PA USD 45923.550000 0.0017298 Long ABS-MBS CORP US N 2 2035-11-25 Floating 2.96447 Y N N N N N JP MORGAN MORTGAGE TRUST-2005-A2 N/A 466247NZ2 18382.040000 PA USD 18782.890000 0.0007075 Long ABS-MBS CORP US N 2 2035-04-25 Floating 3.26698 N N N N N N JP MORGAN MTGE TRUST 2005-A5 N/A 466247SL8 80824.050000 PA USD 83307.450000 0.0031379 Long ABS-MBS CORP US N 2 2035-08-25 Floating 3.2329 N N N N N N JP MORGAN RESECURITIZATION TRUST SERIES 2016-1 N/A 46647AAA7 255158.570000 PA USD 255027.550000 0.0096059 Long ABS-MBS CORP US N 2 2056-03-25 Fixed 2.5 N N N N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 ACI1C63B9 200000.000000 PA USD 209970.860000 0.0079088 Long DBT CORP KY N 2 2023-01-30 Fixed 11.5 N N N N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 ACI1B1DY0 600000.000000 PA USD 627566.260000 0.0236380 Long DBT CORP KY N 2 2022-04-09 Fixed 11.25 N N N N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 BYW5T4II1 5000000.000000 PA USD 4859375.000000 0.1830338 Long DBT CORP KY N 2 2024-06-30 Fixed 9.375 N N N N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 BK5281II7 3000000.000000 PA USD 3187500.090000 0.1200608 Long DBT CORP KY N 2 2023-11-12 Fixed 11.95 N N N N N N KAZAKHSTAN GOVT 5493007OEK8EF02UO833 486661AH4 500000.000000 PA USD 808587.500000 0.0304564 Long DBT NUSS KZ N 2 2045-07-21 Fixed 6.5 N N N N N N KAZAKHSTAN GOVT 5493007OEK8EF02UO833 486661AF8 5900000.000000 PA USD 8017923.000000 0.3020041 Long DBT NUSS KZ N 2 2044-10-14 Fixed 4.875 N N N N N N KAZAKHSTAN GOVT 5493007OEK8EF02UO833 ACI166SK9 2100000.000000 PA 2949483.500000 0.1110956 Long DBT NUSS KZ N 2 2028-11-09 Fixed 2.375 N N N N N N KAZAKHSTAN GOVT 5493007OEK8EF02UO833 Y7276LDF2 1100000.000000 PA USD 1778892.500000 0.0670040 Long DBT NUSS KZ N 2 2045-07-21 Fixed 6.5 N N N N N N KAZAKHSTAN TEMIR ZHOLY FINANCE BV N/A N4826LAD4 5300000.000000 PA USD 7843788.000000 0.2954451 Long DBT CORP NL N 2 2042-07-10 Fixed 6.95 N N N N N N KAZMUNAYGAS NATIONAL COMPANY JSC 2138001H1M69RFJCSH88 48667QAN5 1500000.000000 PA USD 1743862.500000 0.0656845 Long DBT CORP KZ N 2 2027-04-19 Fixed 4.75 N N N N N N KAZMUNAYGAS NATIONAL COMPANY JSC 2138001H1M69RFJCSH88 ACI0TLZ82 2700000.000000 PA USD 3138952.500000 0.1182322 Long DBT CORP KZ N 2 2027-04-19 Fixed 4.75 N N N N N N KAZMUNAYGAS NATIONAL COMPANY JSC 2138001H1M69RFJCSH88 ACI125QN1 385000.000000 PA USD 475601.670000 0.0179141 Long DBT CORP KZ N 2 2030-04-24 Fixed 5.375 N N N N N N KAZMUNAYGAS NATIONAL COMPANY JSC 2138001H1M69RFJCSH88 Y4596HAD9 300000.000000 PA USD 403132.500000 0.0151844 Long DBT CORP KZ N 2 2047-04-19 Fixed 5.75 N N N N N N KENYA GOVT 549300VVURQQYU45PR87 V50249AA5 1800000.000000 PA USD 2066670.000000 0.0778435 Long DBT NUSS KE N 2 2048-02-28 Fixed 8.25 N N N N N N KENYA GOVT 549300VVURQQYU45PR87 BKDSPGII9 6300000.000000 PA USD 7356472.200000 0.2770898 Long DBT NUSS KE N 2 2032-05-22 Fixed 8 N N N N N N KUWAIT GOVT 549300FSC1YD0D9XX589 M6417JAA6 1200000.000000 PA USD 1366500.000000 0.0514708 Long DBT NUSS KW N 2 2027-03-20 Fixed 3.5 N N N N N N LATAM AIRLINES 2015-1 CLASS A PASS THROUGH TRUST N/A 51817TAB8 8960141.550000 PA USD 8377732.350000 0.3155567 Long DBT CORP CL N 2 2029-08-15 Fixed 4.2 N N N N N N LEHMAN XS TRUST 2006-14N N/A 52522CAA1 2434550.690000 PA USD 2391427.250000 0.0900758 Long ABS-MBS CORP US N 2 2046-09-25 Floating 0.338 N N N N N N LEHMAN XS TRUST 2007-15N N/A 52524VAG4 6231630.910000 PA USD 5805357.440000 0.2186653 Long ABS-MBS CORP US N 2 2037-08-25 Floating 0.398 N N N N N N LENOVO GROUP LIMITED 254900VUZRGD5U73RE46 526250AB1 2300000.000000 PA USD 2419284.560000 0.0911251 Long DBT CORP HK N 2 2030-11-02 Fixed 3.421 N N N N N N LIMA METRO LINE 2 FINANCE LIMITED 5493009BVQNQT1UKQ352 532522AB5 200000.000000 PA USD 222185.000000 0.0083688 Long DBT CORP KY N 2 2036-04-05 Fixed 4.35 N N N N N N LIMA METRO LINE 2 FINANCE LIMITED 5493009BVQNQT1UKQ352 532522AA7 999440.260000 PA USD 1209132.820000 0.0455434 Long DBT CORP KY N 2 2034-07-05 Fixed 5.875 N N N N N N LIMA METRO LINE 2 FINANCE LIMITED 5493009BVQNQT1UKQ352 G54897AB2 4100000.000000 PA USD 4554792.500000 0.1715614 Long DBT CORP KY N 2 2036-04-05 Fixed 4.35 N N N N N N LUMINENT MORTGAGE TRUST 2006-7 N/A 55028BAA5 45396.430000 PA USD 42790.190000 0.0016117 Long ABS-MBS CORP US N 2 2036-12-25 Floating 0.508 Y N N N N N URBI DESARROLLOS URBANOS SA DE CV (AKA: URBIMM) N/A B0126X906 4673.000000 NS 2348.300000 0.0000885 Long EC CORP MX N 1 N N N MASTR ALT LN TR 2006-2 N/A 5764342H6 131908.700000 PA USD 7346.810000 0.0002767 Long ABS-MBS CORP US N 2 2036-03-25 Floating 0.548 Y N N N N N MASTR ASSET BACKED SEC TR 2004-OPT2 N/A 57643LEV4 209663.460000 PA USD 202815.640000 0.0076393 Long ABS-MBS CORP US N 2 2034-09-25 Floating 0.848 N N N N N N MEDCO BELL PTE LTD 2549003PNDCWIWGKC768 58406LAA9 2900000.000000 PA USD 2973950.000000 0.1120172 Long DBT CORP SG N 2 2027-01-30 Fixed 6.375 N N N N N N MEITUAN 21380033K525E5JLIA77 58533EAC7 4200000.000000 PA USD 4370520.000000 0.1646206 Long DBT CORP KY N 2 2030-10-28 Fixed 3.05 N N N N N N METINVEST BV 635400TMCKVEU87EJ582 591555AD9 200000.000000 PA USD 214322.000000 0.0080727 Long DBT CORP NL N 2 2023-04-23 Fixed 7.75 N N N N N N METINVEST BV 635400TMCKVEU87EJ582 591555AF4 4050000.000000 PA USD 4449168.000000 0.1675829 Long DBT CORP NL N 2 2029-10-17 Fixed 7.75 N N N N N N METINVEST BV 635400TMCKVEU87EJ582 BF4JDJII7 3300000.000000 PA USD 3720750.000000 0.1401462 Long DBT CORP NL N 2 2026-04-23 Fixed 8.5 N N N N N N METINVEST BV 635400TMCKVEU87EJ582 ACI1FYG54 3100000.000000 PA USD 3405536.000000 0.1282734 Long DBT CORP NL N 2 2029-10-17 Fixed 7.75 N N N N N N MEXICO GOVT 254900EGTWEU67VP6075 91087BAE0 275000.000000 PA USD 309579.880000 0.0116607 Long DBT NUSS MX N 2 2028-01-11 Fixed 3.75 N N N N N N MEXICO GOVT 254900EGTWEU67VP6075 91087BAF7 4300000.000000 PA USD 5056262.500000 0.1904498 Long DBT NUSS MX N 2 2029-04-22 Fixed 4.5 N N N N N N MEXICO GOVT 254900EGTWEU67VP6075 91087BAK6 9600000.000000 PA USD 11577600.000000 0.4360834 Long DBT NUSS MX N 2 2032-04-27 Fixed 4.75 N N N N N N MEXICO GOVT 254900EGTWEU67VP6075 91087BAL4 4800000.000000 PA USD 5992800.000000 0.2257256 Long DBT NUSS MX N 2 2051-04-27 Fixed 5 N N N N N N MEXICO GOVT 254900EGTWEU67VP6075 91087BAN0 15000000.000000 PA USD 15660000.000000 0.5898516 Long DBT NUSS MX N 2 2061-05-24 Fixed 3.771 N N N N N N MEXICO GOVT 254900EGTWEU67VP6075 91086QAZ1 24450000.000000 PA USD 32623512.750000 1.2288014 Long DBT NUSS MX N 2 2099-10-12 Fixed 5.75 N N N N N N MEXICO GOVT 254900EGTWEU67VP6075 ACI0C9D73 2000000.000000 PA 2827562.040000 0.1065033 Long DBT NUSS MX N 2 2099-12-31 Fixed 4 N N N N N N MINERA MEXICO SA DE CV N/A 60284MAB8 4700000.000000 PA USD 5447347.000000 0.2051805 Long DBT CORP MX N 2 2050-01-26 Fixed 4.5 N N N N N N MINERA MEXICO SA DE CV N/A P6777MAB8 1300000.000000 PA USD 1506713.000000 0.0567520 Long DBT CORP MX N 2 2050-01-26 Fixed 4.5 N N N N N N MONGOLIA GOVT N/A 60937LAB1 1400000.000000 PA USD 1480500.000000 0.0557647 Long DBT NUSS MN N 2 2023-05-01 Fixed 5.625 N N N N N N MONGOLIA GOVT N/A 60937FAB4 4230000.000000 PA USD 4409921.400000 0.1661047 Long DBT NUSS MN N 2 2022-12-05 Fixed 5.125 N N N N N N MONGOLIA GOVT N/A 60937GAB2 5000000.000000 PA USD 5212673.050000 0.1963412 Long DBT NUSS MN N 2 2022-12-05 Fixed 5.125 N N N N N N MORGAN STANLEY ABS CAPITAL I 2004-NC3 N/A 61744CBW5 3633615.900000 PA USD 3568839.790000 0.1344244 Long ABS-MBS CORP US N 2 2034-03-25 Floating 0.943 N N N N N N MORGAN STANLEY ABS CAPITAL I 2005-NC1 N/A 61744CMM5 23160.630000 PA USD 22198.360000 0.0008361 Long ABS-MBS CORP US N 2 2035-01-25 Floating 0.913 N N N N N N MORGAN STANLEY MTGE LN TR 2007-10XS N/A 61751MAA2 85387.370000 PA USD 67101.520000 0.0025275 Long ABS-MBS CORP US N 2 2037-02-25 Fixed 6 Y N N N N N MORGAN STANLEY MTGE LN TR 2007-7AX N/A 61754HAD4 291758.610000 PA USD 140423.190000 0.0052892 Long ABS-MBS CORP US N 2 2037-04-25 Floating 0.508 N N N N N N MOROCCO GOVT 529900F3MBW9XY5K1X07 617726AM6 6000000.000000 PA USD 6205254.000000 0.2337279 Long DBT NUSS MA N 2 2050-12-15 Fixed 4 N N N N N N MOROCCO GOVT 529900F3MBW9XY5K1X07 V5311VAA8 1700000.000000 PA USD 1789516.900000 0.0674042 Long DBT NUSS MA N 2 2022-12-11 Fixed 4.25 N N N N N N MUTHOOT FINANCE LIMITED 335800HAMJMBFL4RRF02 62828L2B8 2800000.000000 PA USD 2858514.400000 0.1076692 Long DBT CORP IN N 2 2023-09-02 Fixed 4.4 N N N N N N NAKILAT INC 2549006RMTDJWLLWF072 Y62014AB4 369055.000000 PA USD 465083.110000 0.0175179 Long DBT CORP MH N 2 2033-12-31 Fixed 6.267 N N N N N N NAMIBIA GOVT 549300T6Y4CWK77SML15 ACI0HMY27 2300000.000000 PA USD 2479275.800000 0.0933847 Long DBT NUSS NA N 2 2025-10-29 Fixed 5.25 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BK6 300000.000000 PA USD 331988.970000 0.0125047 Long DBT CORP GB N 2 2025-03-22 Floating 4.269 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BA8 300000.000000 PA USD 354657.540000 0.0133586 Long DBT CORP GB N 2 2026-04-05 Fixed 4.8 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BD2 700000.000000 PA USD 759865.060000 0.0286212 Long DBT CORP GB N 2 2023-09-12 Fixed 3.875 N N N N N N AAMES MORTGAGE INVESTMENT TRUST 2006-1 N/A 00252GAE9 821955.100000 PA USD 758398.740000 0.0285659 Long ABS-MBS CORP US N 2 2036-04-25 Floating 0.628 N N N N N N NIGERIA GOVT 549300GSBZD84TNEQ285 65412AEK4 2344000.000000 PA USD 2430505.320000 0.0915477 Long DBT NUSS NG N 2 2022-06-27 Fixed 5.625 N N N N N N NIGERIA GOVT 549300GSBZD84TNEQ285 65412JAD5 5700000.000000 PA USD 6163535.400000 0.2321565 Long DBT NUSS NG N 2 2030-02-23 Fixed 7.143 N N N N N N NIGERIA GOVT 549300GSBZD84TNEQ285 65412JAA1 7600000.000000 PA USD 8380368.000000 0.3156560 Long DBT NUSS NG N 2 2032-02-16 Fixed 7.875 N N N N N N NIGERIA GOVT 549300GSBZD84TNEQ285 65412JAC7 4000000.000000 PA USD 4320100.000000 0.1627214 Long DBT NUSS NG N 2 2027-11-28 Fixed 6.5 N N N N N N NIGERIA GOVT 549300GSBZD84TNEQ285 BGT0PTII4 7200000.000000 PA USD 8368581.600000 0.3152121 Long DBT NUSS NG N 2 2031-01-21 Fixed 8.747 N N N N N N NIGERIA GOVT 549300GSBZD84TNEQ285 ACI10XG45 3800000.000000 PA USD 4109023.600000 0.1547710 Long DBT NUSS NG N 2 2030-02-23 Fixed 7.143 N N N N N N NIGERIA GOVT 549300GSBZD84TNEQ285 ACI06CWN7 1000000.000000 PA USD 1084715.000000 0.0408570 Long DBT NUSS NG N 2 2023-07-12 Fixed 6.375 N N N N N N NIGERIA GOVT 549300GSBZD84TNEQ285 V342A3BS2 9100000.000000 PA USD 9870906.500000 0.3717988 Long DBT NUSS NG N 2 2023-07-12 Fixed 6.375 N N N N N N NIGERIA GOVT 549300GSBZD84TNEQ285 BGT0PWII7 1800000.000000 PA USD 2073835.800000 0.0781134 Long DBT NUSS NG N 2 2025-11-21 Fixed 7.625 N N N N N N NIGERIA GOVT 549300GSBZD84TNEQ285 V342A3CA0 2500000.000000 PA USD 2880327.500000 0.1084908 Long DBT NUSS NG N 2 2025-11-21 Fixed 7.625 N N N N N N NIGERIA GOVT 549300GSBZD84TNEQ285 ACI0Z1HG1 8600000.000000 PA USD 9288215.000000 0.3498511 Long DBT NUSS NG N 2 2027-11-28 Fixed 6.5 N N N N N N NIGERIA GOVT 549300GSBZD84TNEQ285 V342A3BX1 500000.000000 PA USD 540012.500000 0.0203402 Long DBT NUSS NG N 2 2027-11-28 Fixed 6.5 N N N N N N NOMURA HOME EQUITY LOAN INC 2006-HE3 N/A 65536QAA6 589806.390000 PA USD 559472.000000 0.0210731 Long ABS-MBS CORP US N 2 2036-07-25 Floating 0.298 N N N N N N OCP SA (AKA: GROUPE OFFICE CHERIFIEN DES PHOSPHATES SA) N/A ACI088SF6 3000000.000000 PA USD 3326151.000000 0.1252832 Long DBT CORP MA N 2 2024-04-25 Fixed 5.625 N N N N N N ABU DHABI CRUDE OIL PIPELINE LLC 549300DONDFW2383FV66 M0R52WAA1 2700000.000000 PA USD 3118500.000000 0.1174618 Long DBT CORP AE N 2 2029-11-02 Fixed 3.65 N N N N N N ODEBRECHT DRILLING NORBE VIII/IX LTD 549300YNW6BY570L6488 675757AC2 14279.000000 PA USD 3748.240000 0.0001412 Long DBT CORP KY N 2 2026-12-01 Fixed 7.35 N N Y N N N ODEBRECHT DRILLING NORBE VIII/IX LTD 549300YNW6BY570L6488 G67106AB3 1866875.900000 PA USD 1792219.530000 0.0675060 Long DBT CORP KY N 2 2021-12-01 Fixed 6.35 N N N N N N ABU DHABI GOVT 213800FER4348CINTA77 29135LAM2 10500000.000000 PA USD 10518417.000000 0.3961880 Long DBT NUSS AE N 2 2031-03-02 Fixed 1.7 N N N N N N ODEBRECHT DRILLING NORBE VIII/IX LTD 549300YNW6BY570L6488 G67106AC1 9237363.000000 PA USD 2424807.790000 0.0913331 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 2344785.580000 PA USD 2221684.340000 0.0836822 Long DBT CORP KY N 2 2022-12-01 Fixed 6.72 N N N N N N ABU DHABI GOVT 213800FER4348CINTA77 29135LAG5 8400000.000000 PA USD 8988756.000000 0.3385716 Long DBT NUSS AE N 2 2025-04-16 Fixed 2.5 N N N N N N ODEBRECHT OIL & GAS FINANCE LIMITED N/A 67576JAB7 8083909.000000 PA USD 52545.410000 0.0019792 Long DBT CORP KY N 2 2021-02-08 None 0 N N N N N N ODEBRECHT OIL & GAS FINANCE LIMITED N/A 000000000 1719250.000000 PA USD 11175.130000 0.0004209 Long DBT CORP KY N 2 2021-02-05 None 0 N N N N N N ABU DHABI GOVT 213800FER4348CINTA77 29135LAH3 27600000.000000 PA USD 31222500.000000 1.1760307 Long DBT NUSS AE N 2 2030-04-16 Fixed 3.125 N N N N N N OMAN GOVT 549300SZ20F0QTKNQC75 68205LAB9 24700000.000000 PA USD 25555855.000000 0.9625901 Long DBT NUSS OM N 2 2029-08-01 Fixed 6 N N N N N N OMAN GOVT 549300SZ20F0QTKNQC75 68205LAD5 2300000.000000 PA USD 2497627.500000 0.0940760 Long DBT NUSS OM N 2 2027-10-28 Fixed 6.75 N N N N N N OMAN GOVT 549300SZ20F0QTKNQC75 M75242BJ1 1500000.000000 PA USD 1533894.000000 0.0577758 Long DBT NUSS OM N 2 2028-01-17 Fixed 5.625 N N N N N N OMAN GOVT 549300SZ20F0QTKNQC75 M75242BH5 1200000.000000 PA USD 1191787.200000 0.0448900 Long DBT NUSS OM N 2 2048-01-17 Fixed 6.75 N N N N N N OMAN GOVT 549300SZ20F0QTKNQC75 ACI1DKK85 200000.000000 PA USD 204688.800000 0.0077098 Long DBT NUSS OM N 2 2025-02-01 Fixed 4.875 N N N N N N OMAN GOVT 549300SZ20F0QTKNQC75 M75242BA0 1900000.000000 PA USD 1870673.500000 0.0704610 Long DBT NUSS OM N 2 2047-03-08 Fixed 6.5 N N N N N N OMAN GOVT 549300SZ20F0QTKNQC75 ACI0N09P5 300000.000000 PA USD 300905.100000 0.0113339 Long DBT NUSS OM N 2 2021-06-15 Fixed 3.625 N N N N N N OMAN GOVT 549300SZ20F0QTKNQC75 M75242AX1 800000.000000 PA USD 802413.600000 0.0302238 Long DBT NUSS OM N 2 2021-06-15 Fixed 3.625 N N N N N N OMAN GOVT 549300SZ20F0QTKNQC75 ACI1DKJ46 1900000.000000 PA USD 1965835.000000 0.0740454 Long DBT NUSS OM N 2 2029-08-01 Fixed 6 N N N N N N ABU DHABI GOVT 213800FER4348CINTA77 29135LAJ9 15900000.000000 PA USD 19429800.000000 0.7318453 Long DBT NUSS AE N 2 2050-04-16 Fixed 3.875 N N N N N N ABU DHABI GOVT 213800FER4348CINTA77 29135LAN0 5400000.000000 PA USD 5052267.000000 0.1902993 Long DBT NUSS AE N 2 2070-09-02 Fixed 2.7 N N N N N N ABU DHABI GOVT 213800FER4348CINTA77 29135LAB6 300000.000000 PA USD 377887.800000 0.0142336 Long DBT NUSS AE N 2 2047-10-11 Fixed 4.125 N N N N N N ABU DHABI GOVT 213800FER4348CINTA77 ACI1LP9G0 200000.000000 PA USD 214018.000000 0.0080612 Long DBT NUSS AE N 2 2025-04-16 Fixed 2.5 N N N N N N ABU DHABI GOVT 213800FER4348CINTA77 ACI1LP9N5 4300000.000000 PA USD 4864375.000000 0.1832222 Long DBT NUSS AE N 2 2030-04-16 Fixed 3.125 N N N N N N ABU DHABI GOVT 213800FER4348CINTA77 ACI1LP9H8 1900000.000000 PA USD 2321800.000000 0.0874532 Long DBT NUSS AE N 2 2050-04-16 Fixed 3.875 N N N N N N OPTION ONE MORTGAGE LOAN TRUST 2007-3 N/A 68402BAA4 727814.850000 PA USD 576213.640000 0.0217037 Long ABS-MBS CORP US N 2 2037-04-25 Floating 0.368 N N N N N N OPTION ONE MORTGAGE LOAN TRUST 2007-5 N/A 68403HAA0 294043.290000 PA USD 215641.500000 0.0081224 Long ABS-MBS CORP US N 2 2037-05-25 Floating 0.368 N N N N N N ABU DHABI GOVT 213800FER4348CINTA77 ACI0M6MJ2 2000000.000000 PA USD 2223250.000000 0.0837412 Long DBT NUSS AE N 2 2026-05-03 Fixed 3.125 N N N N N N ABU DHABI GOVT 213800FER4348CINTA77 ACI1FS336 5900000.000000 PA USD 6335862.500000 0.2386474 Long DBT NUSS AE N 2 2049-09-30 Fixed 3.125 N N N N N N PAKISTAN GOVT 529900LOP29R5WKHOD86 740840AC7 2500000.000000 PA USD 2618575.000000 0.0986316 Long DBT NUSS PK N 2 2027-12-05 Fixed 6.875 N N N N N N PAKISTAN GOVT 529900LOP29R5WKHOD86 ACI0Q7X54 4200000.000000 PA USD 4262412.000000 0.1605486 Long DBT NUSS PK N 2 2021-10-13 Fixed 5.5 N N N N N N PANAMA GOVT 549300SHS4T08CL0LP14 698299AS3 900000.000000 PA USD 1047375.000000 0.0394506 Long DBT NUSS PA N 2 2023-01-16 Fixed 9.375 N N N N N N PANAMA GOVT 549300SHS4T08CL0LP14 698299AW4 6500000.000000 PA USD 9680417.500000 0.3646238 Long DBT NUSS PA N 2 2036-01-26 Fixed 6.7 N N N N N N PANAMA GOVT 549300SHS4T08CL0LP14 698299AT1 2860000.000000 PA USD 4204228.600000 0.1583570 Long DBT NUSS PA N 2 2034-04-28 Fixed 8.125 N N N N N N PANAMA GOVT 549300SHS4T08CL0LP14 698299BB9 1700000.000000 PA USD 2167500.000000 0.0816413 Long DBT NUSS PA N 2 2053-04-29 Fixed 4.3 N N N N N N PANAMA GOVT 549300SHS4T08CL0LP14 698299BM5 7800000.000000 PA USD 10081500.000000 0.3797311 Long DBT NUSS PA N 2 2056-04-01 Fixed 4.5 N N N N N N PANAMA GOVT 549300SHS4T08CL0LP14 698299BG8 3000000.000000 PA USD 3867885.000000 0.1456882 Long DBT NUSS PA N 2 2047-05-15 Fixed 4.5 N N N N N N PARAGUAY GOVT 529900UXKJTJPCU0HK83 699149AH3 1600000.000000 PA USD 2032000.000000 0.0765376 Long DBT NUSS PY N 2 2050-03-30 Fixed 5.4 N N N N N N PARAGUAY GOVT 529900UXKJTJPCU0HK83 699149AJ9 1500000.000000 PA USD 1820625.000000 0.0685759 Long DBT NUSS PY N 2 2031-04-28 Fixed 4.95 N N N N N N PARAGUAY GOVT 529900UXKJTJPCU0HK83 699149AB6 5300000.000000 PA USD 7115250.000000 0.2680039 Long DBT NUSS PY N 2 2044-08-11 Fixed 6.1 N N N N N N PARK PLACE SEC INC 2005-WHQ4 N/A 70069FMU8 1600000.000000 PA USD 1501394.400000 0.0565517 Long ABS-MBS CORP US N 2 2035-09-25 Floating 0.928 Y N N N N N PELABUHAN INDONESIA II PT (AKA: PELINDO II) N/A Y7133MAC3 5900000.000000 PA USD 6460500.000000 0.2433420 Long DBT CORP ID N 2 2025-05-05 Fixed 4.25 N N N N N N PELABUHAN INDONESIA II PT (AKA: PELINDO II) N/A Y7133MAB5 2000000.000000 PA USD 2420000.000000 0.0911520 Long DBT CORP ID N 2 2045-05-05 Fixed 5.375 N N N N N N PELABUHAN INDONESIA III PT (AKA: PELINDO III) 254900Y6SH3NRN1A8R64 Y7140DAB6 3000000.000000 PA USD 3199695.000000 0.1205201 Long DBT CORP ID N 2 2023-05-02 Fixed 4.5 N N N N N N PENTA CLO 2 BV 2015-2A N/A ACI0W8H61 163720.100000 PA 200000.660000 0.0075333 Long ABS-CBDO CORP NL N 2 2028-08-04 Floating 0.79 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 ACI1H2BH1 29500000.000000 PA 8481657.460000 0.3194712 Long DBT NUSS PE N 2 2040-08-12 Fixed 5.35 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638DE9 3300000.000000 PA USD 3526083.000000 0.1328139 Long DBT NUSS PE N 2 2026-01-23 Fixed 2.392 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638DF6 1700000.000000 PA USD 1869592.000000 0.0704203 Long DBT NUSS PE N 2 2031-01-23 Fixed 2.783 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638DA7 1400000.000000 PA USD 1554784.000000 0.0585627 Long DBT NUSS PE N 2 2030-06-20 Fixed 2.844 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638DR0 2500000.000000 PA USD 2500000.000000 0.0941653 Long DBT NUSS PE N 2 2121-07-28 Fixed 3.23 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638AP7 600000.000000 PA USD 1027314.000000 0.0386949 Long DBT NUSS PE N 2 2033-11-21 Fixed 8.75 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638DQ2 800000.000000 PA USD 808800.000000 0.0304644 Long DBT NUSS PE N 2 2060-12-01 Fixed 2.78 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638BV3 14700000.000000 PA 5161933.430000 0.1944300 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 3000000.000000 PA USD 3247500.000000 0.1223207 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 1000000.000000 PA USD 1108560.000000 0.0417552 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 6800000.000000 PA USD 6992610.540000 0.2633846 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 71568PAB5 1800000.000000 PA USD 2129652.000000 0.0802157 Long DBT CORP ID N 2 2042-10-24 Fixed 5.25 N N N N N N PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA 254900OYVDRYS9J51J61 71568QAG2 4300000.000000 PA USD 5186058.000000 0.1953387 Long DBT CORP ID N 2 2029-01-25 Fixed 5.375 N N N N N N PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA 254900OYVDRYS9J51J61 71568QAE7 250000.000000 PA USD 299648.750000 0.0112866 Long DBT CORP ID N 2 2028-05-21 Fixed 5.45 N N N N N N PETROAMAZONAS EP N/A ACI0Z9WH5 1052502.500000 PA USD 994614.860000 0.0374633 Long DBT CORP EC N 2 2021-12-06 Fixed 4.625 N N N N N N PETROBRAS GLOBAL FINANCE BV 549300FNENFFSMO3GT38 71647NAK5 1500000.000000 PA USD 1938750.000000 0.0730252 Long DBT CORP NL N 2 2044-03-17 Fixed 7.25 N N N N N N PETROBRAS GLOBAL FINANCE BV 549300FNENFFSMO3GT38 71647NAN9 2300000.000000 PA USD 2872470.000000 0.1081948 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 38809000.000000 PA USD 1552360.000000 0.0584714 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 13090000.000000 PA USD 523600.000000 0.0197220 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 19263000.000000 PA USD 751257.000000 0.0282969 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 2800000.000000 PA USD 112000.000000 0.0042186 Long DBT CORP VE N 2 2024-05-16 Fixed 6 Y Y N N N N PETROLEOS DEL PERU SA - PETROPERU SA 549300ZMGDLC9JT2OR80 716564AB5 1700000.000000 PA USD 2083792.000000 0.0784884 Long DBT CORP PE N 2 2047-06-19 Fixed 5.625 N N N N N N PETROLEOS DEL PERU SA - PETROPERU SA 549300ZMGDLC9JT2OR80 P7808BAB3 2700000.000000 PA USD 3309552.000000 0.1246580 Long DBT CORP PE N 2 2047-06-19 Fixed 5.625 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71654QBB7 200000.000000 PA USD 206363.000000 0.0077729 Long DBT CORP MX N 2 2022-01-24 Fixed 4.875 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71654QDB5 11762000.000000 PA USD 12438315.000000 0.4685032 Long DBT CORP MX N 2 2027-01-23 Fixed 6.49 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71654QDC3 4358000.000000 PA USD 4569493.740000 0.1721151 Long DBT CORP MX N 2 2030-01-23 Fixed 6.84 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71654QDE9 11900000.000000 PA USD 11891075.000000 0.4478907 Long DBT CORP MX N 2 2031-01-28 Fixed 5.95 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71654QDD1 20261000.000000 PA USD 20463610.000000 0.7707849 Long DBT CORP MX N 2 2050-01-23 Fixed 7.69 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71654QDF6 34720000.000000 PA USD 32666312.000000 1.2304135 Long DBT CORP MX N 2 2060-01-28 Fixed 6.95 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71654QCK6 10500000.000000 PA USD 10374105.000000 0.3907524 Long DBT CORP MX N 2 2028-02-12 Fixed 5.35 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71654QCL4 25212000.000000 PA USD 22898799.000000 0.8625091 Long DBT CORP MX N 2 2048-02-12 Fixed 6.35 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71654QCG5 2100000.000000 PA USD 2215374.000000 0.0834446 Long DBT CORP MX N 2 2027-03-13 Fixed 6.5 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 706451BG5 1225000.000000 PA USD 1214654.880000 0.0457513 Long DBT CORP MX N 2 2035-06-15 Fixed 6.625 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71654QCC4 6940000.000000 PA USD 6517388.700000 0.2454848 Long DBT CORP MX N 2 2047-09-21 Fixed 6.75 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 ACI0SJDJ8 500000.000000 PA 620671.540000 0.0233783 Long DBT CORP MX N 2 2024-02-21 Fixed 3.75 N N N N N N PETRONAS CAPITAL LIMITED 549300G7YFX3540OYR85 716743AR0 6500000.000000 PA USD 8716662.700000 0.3283229 Long DBT CORP MY N 2 2050-04-21 Fixed 4.55 N N N N N N PETRONAS CAPITAL LIMITED 549300G7YFX3540OYR85 716743AS8 4800000.000000 PA USD 6960840.240000 0.2621879 Long DBT CORP MY N 2 2060-04-21 Fixed 4.8 N N N N N N ADANI ELECTRICITY MUMBAI LIMITED 335800AIC1B5EBFVUC38 00654GAA1 3300000.000000 PA USD 3508593.070000 0.1321551 Long DBT CORP IN N 2 2030-02-12 Fixed 3.949 N N N N N N PHILIPPINES GOVT 529900RAHBALMYIJ3T08 718286CB1 3000000.000000 PA USD 3488254.110000 0.1313890 Long DBT NUSS PH N 2 2042-02-02 Fixed 3.7 N N N N N N PHILIPPINES GOVT 529900RAHBALMYIJ3T08 718286CA3 8300000.000000 PA USD 9620241.740000 0.3623572 Long DBT NUSS PH N 2 2041-03-01 Fixed 3.7 N N N N N N PHILIPPINES GOVT 529900RAHBALMYIJ3T08 718286CH8 4800000.000000 PA USD 5078923.200000 0.1913034 Long DBT NUSS PH N 2 2045-05-05 Fixed 2.95 N N N N N N PHILIPPINES GOVT 529900RAHBALMYIJ3T08 718286CL9 4600000.000000 PA USD 4669424.630000 0.1758791 Long DBT NUSS PH N 2 2045-12-10 Fixed 2.65 N N N N N N PLA ADMINISTRADORA INDUSTRIAL S DE RL DE CV/CIBANCO SA IBM N/A 17162LAB7 2500000.000000 PA USD 2843775.000000 0.1071140 Long DBT CORP MX N 2 2029-07-18 Fixed 4.962 N N N N N N ADANI TRANSMISSIONS LIMITED 549300PLH866JQ6LXE52 00652XAB4 1544000.000000 PA USD 1640142.970000 0.0617778 Long DBT CORP IN N 2 2036-05-21 Fixed 4.25 N N N N N N PLDT INC (AKA: PHILIPPINE LONG DISTANCE TELEPHONE CO) 254900ADE8GQHM5P2648 ACI1N4S90 5800000.000000 PA USD 6238469.330000 0.2349790 Long DBT CORP PH N 2 2050-06-23 Fixed 3.45 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 N5946FAC1 300000.000000 PA USD 345555.000000 0.0130157 Long DBT CORP NL N 2 2025-07-21 Fixed 5.5 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 74365PAA6 1300000.000000 PA USD 1417094.320000 0.0533765 Long DBT CORP NL N 2 2030-01-21 Fixed 3.68 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 ACI1PPN70 1500000.000000 PA 1892957.800000 0.0713004 Long DBT CORP NL N 2 2028-08-03 Fixed 1.539 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 ACI1PPLN7 800000.000000 PA 1019206.050000 0.0383895 Long DBT CORP NL N 2 2032-08-03 Fixed 2.031 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 74365PAD0 900000.000000 PA USD 945531.750000 0.0356145 Long DBT CORP NL N 2 2050-08-03 Fixed 4.027 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 N7163RAA1 1200000.000000 PA USD 1308087.060000 0.0492706 Long DBT CORP NL N 2 2030-01-21 Fixed 3.68 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 ACI1PPB32 100000.000000 PA 126197.190000 0.0047534 Long DBT CORP NL N 2 2028-08-03 Fixed 1.539 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 N7163RAD5 600000.000000 PA USD 630354.500000 0.0237430 Long DBT CORP NL N 2 2050-08-03 Fixed 4.027 N N N N N N PROVINCE OF BUENOS AIRES ARGENTINA 549300L6AYROPOTQ4L07 P19110AC2 333333.330000 PA USD 142500.000000 0.0053674 Long DBT NUSS AR N 2 2021-01-26 Fixed 10.875 N N N N N N PROVINCE OF BUENOS AIRES ARGENTINA 549300L6AYROPOTQ4L07 P19110AG3 1200000.000000 PA USD 498000.000000 0.0187577 Long DBT NUSS AR N 2 2021-06-09 Fixed 9.95 N N N N N N PROVINCIA DE CORDOBA 5299006CLM2Z97AATT29 74408DAC8 250000.000000 PA USD 168752.500000 0.0063563 Long DBT NUSS AR N 2 2021-06-10 Fixed 7.125 N N N N N N PROVINCIA DE ENTRE RIOS ARGENTINA 529900YISSWARKQRS409 P37341AA5 2450000.000000 PA USD 1408774.500000 0.0530631 Long DBT MUN AR N 2 2025-02-08 Fixed 8.75 Y Y N N N N PROVINCIA DE NEUQUEN ARGENTINA 549300X5HUL4FRDNBN35 64131GAA0 1383952.000000 PA USD 889203.000000 0.0334928 Long DBT NUSS AR N 2 2030-04-27 Variable 2.5 Y Y N N N N PT PERTAMINA (PERSERO) 254900NDAKGNZ2IBBL45 69369EAD1 6530000.000000 PA USD 8407795.730000 0.3166891 Long DBT CORP ID N 2 2042-05-03 Fixed 6 N N N N N N PT PERTAMINA (PERSERO) 254900NDAKGNZ2IBBL45 69370PAA9 200000.000000 PA USD 273016.810000 0.0102835 Long DBT CORP ID N 2 2044-05-30 Fixed 6.45 N N N N N N PT PERTAMINA (PERSERO) 254900NDAKGNZ2IBBL45 69370PAG6 2800000.000000 PA USD 3036490.830000 0.1143729 Long DBT CORP ID N 2 2050-01-21 Fixed 4.175 N N N N N N PT PERTAMINA (PERSERO) 254900NDAKGNZ2IBBL45 Y7138AAD2 10328000.000000 PA USD 13297965.430000 0.5008829 Long DBT CORP ID N 2 2042-05-03 Fixed 6 N N N N N N PT PERTAMINA (PERSERO) 254900NDAKGNZ2IBBL45 Y7138AAF7 1000000.000000 PA USD 1240070.580000 0.0467087 Long DBT CORP ID N 2 2043-05-20 Fixed 5.625 N N N N N N PT PERTAMINA (PERSERO) 254900NDAKGNZ2IBBL45 69370RAA5 5200000.000000 PA USD 7098436.960000 0.2673706 Long DBT CORP ID N 2 2044-05-30 Fixed 6.45 N N N N N N PT PERTAMINA (PERSERO) 254900NDAKGNZ2IBBL45 69370RAC1 700000.000000 PA USD 987089.030000 0.0371798 Long DBT CORP ID N 2 2048-11-07 Fixed 6.5 N N N N N N PTTEP TREASURY CENTER COMPANY LIMITED 2549006WFOUPZX6TZG08 Y7150MAG2 400000.000000 PA USD 418446.460000 0.0157613 Long DBT CORP TH N 2 2027-06-10 Fixed 2.587 N N N N N N QATAR GOVT 52990074F6OJOAXK4P65 74727PBB6 1730000.000000 PA USD 2365238.700000 0.0890894 Long DBT NUSS QA N 2 2049-03-14 Fixed 4.817 N N N N N N QATAR GOVT 52990074F6OJOAXK4P65 74727PBD2 11400000.000000 PA USD 13438605.000000 0.5061802 Long DBT NUSS QA N 2 2030-04-16 Fixed 3.75 N N N N N N QATAR GOVT 52990074F6OJOAXK4P65 74727PBE0 5400000.000000 PA USD 7051860.000000 0.2656163 Long DBT NUSS QA N 2 2050-04-16 Fixed 4.4 N N N N N N QATAR GOVT 52990074F6OJOAXK4P65 ACI19CQH2 6200000.000000 PA USD 6723900.000000 0.2532633 Long DBT NUSS QA N 2 2024-03-14 Fixed 3.375 N N N N N N QATAR GOVT 52990074F6OJOAXK4P65 ACI19CPF7 14400000.000000 PA USD 17100000.000000 0.6440908 Long DBT NUSS QA N 2 2029-03-14 Fixed 4 N N N N N N QATAR GOVT 52990074F6OJOAXK4P65 ACI19CPD2 13350000.000000 PA USD 18251986.500000 0.6874816 Long DBT NUSS QA N 2 2049-03-14 Fixed 4.817 N N N N N N QATAR GOVT 52990074F6OJOAXK4P65 M8489SAF4 2000000.000000 PA USD 2151900.000000 0.0810537 Long DBT NUSS QA N 2 2023-04-23 Fixed 3.875 N N N N N N QATAR GOVT 52990074F6OJOAXK4P65 M8489SAH0 1300000.000000 PA USD 1577387.500000 0.0594141 Long DBT NUSS QA N 2 2028-04-23 Fixed 4.5 N N N N N N QATAR GOVT 52990074F6OJOAXK4P65 ACI1LN900 1200000.000000 PA USD 1414590.000000 0.0532821 Long DBT NUSS QA N 2 2030-04-16 Fixed 3.75 N N N N N N QATAR GOVT 52990074F6OJOAXK4P65 M8489SAG2 4100000.000000 PA USD 5776121.000000 0.2175641 Long DBT NUSS QA N 2 2048-04-23 Fixed 5.103 N N N N N N QATAR GOVT 52990074F6OJOAXK4P65 ACI1LN9V2 300000.000000 PA USD 391770.000000 0.0147565 Long DBT NUSS QA N 2 2050-04-16 Fixed 4.4 N N N N N N QATAR GOVT 52990074F6OJOAXK4P65 ACI0MRS27 1700000.000000 PA USD 1893970.000000 0.0713385 Long DBT NUSS QA N 2 2026-06-02 Fixed 3.25 N N N N N N QATAR GOVT 52990074F6OJOAXK4P65 M8489SAC1 4100000.000000 PA USD 5453000.000000 0.2053934 Long DBT NUSS QA N 2 2046-06-02 Fixed 4.625 N N N N N N ADJUSTABLE RATE MORTAGE TRUST 2005-8 N/A 007036QH2 101695.520000 PA USD 87948.180000 0.0033127 Long ABS-MBS CORP US N 2 2035-11-25 Floating 3.07209 Y N N N N N RAAC SERIES 2007-RP2 N/A 74919WAA2 500438.480000 PA USD 491971.410000 0.0185307 Long ABS-MBS CORP US N 2 2046-02-25 Floating 0.848 N N N N N N REDE DOR FINANCE SARL 549300FDE772OLJUCP79 75735GAA6 1100000.000000 PA USD 1148950.000000 0.0432765 Long DBT CORP LU N 2 2030-01-22 Fixed 4.5 N N N N N N REDE DOR FINANCE SARL 549300FDE772OLJUCP79 L7915TAA0 400000.000000 PA USD 417800.000000 0.0157369 Long DBT CORP LU N 2 2030-01-22 Fixed 4.5 N N N N N N RESIDENTIAL ACCREDIT LOANS 2006-QS13 N/A 75115DAG0 1353238.700000 PA USD 1262384.820000 0.0475491 Long ABS-MBS CORP US N 2 2036-09-25 Fixed 6 N N N N N N RESIDENTIAL ACCREDIT LOANS INC 2007-QS9 N/A 75116FBH1 411567.110000 PA USD 387092.700000 0.0145803 Long ABS-MBS CORP US N 2 2037-07-25 Fixed 6.5 Y N N N N N RIO OIL FINANCE TRUST SERIES 2014-1 549300V5D1W52HY8NO65 76716XAA0 3585026.910000 PA USD 3979415.720000 0.1498892 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 4424436.940000 PA USD 5132391.090000 0.1933173 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 5194000.000000 PA USD 5856286.940000 0.2205836 Long DBT CORP US N 2 2028-04-06 Fixed 8.2 N N N N N N ROMANIA GOVT 315700IASY927EDWBK92 ACI1MJY42 400000.000000 PA 582928.150000 0.0219566 Long DBT NUSS RO N 2 2030-05-26 Fixed 3.624 N N N N N N ROMANIA GOVT 315700IASY927EDWBK92 77586RAH3 2900000.000000 PA USD 3118529.500000 0.1174629 Long DBT NUSS RO N 2 2031-02-14 Fixed 3 N N N N N N ROMANIA GOVT 315700IASY927EDWBK92 77586RAJ9 1200000.000000 PA USD 1308968.400000 0.0493038 Long DBT NUSS RO N 2 2051-02-14 Fixed 4 N N N N N N ROMANIA GOVT 315700IASY927EDWBK92 ACI19YWX2 400000.000000 PA 582796.810000 0.0219517 Long DBT NUSS RO N 2 2034-04-03 Fixed 3.5 N N N N N N ROMANIA GOVT 315700IASY927EDWBK92 ACI1J86R0 3700000.000000 PA 5214831.480000 0.1964225 Long DBT NUSS RO N 2 2050-01-28 Fixed 3.375 N N N N N N ROMANIA GOVT 315700IASY927EDWBK92 ACI1NVRZ3 3200000.000000 PA USD 3490582.400000 0.1314767 Long DBT NUSS RO N 2 2051-02-14 Fixed 4 N N N N N N ROMANIA GOVT 315700IASY927EDWBK92 ACI19YR67 1000000.000000 PA 1651600.460000 0.0622094 Long DBT NUSS RO N 2 2049-04-03 Fixed 4.625 N N N N N N ROMANIA GOVT 315700IASY927EDWBK92 ACI19YQD3 4500000.000000 PA 5886549.410000 0.2217235 Long DBT NUSS RO N 2 2026-12-08 Fixed 2 N N N N N N ROMANIA GOVT 315700IASY927EDWBK92 ACI0MMQ38 100000.000000 PA 137419.910000 0.0051761 Long DBT NUSS RO N 2 2028-05-26 Fixed 2.875 N N N N N N ROMANIA GOVT 315700IASY927EDWBK92 ACI1D6781 10950000.000000 PA 14221607.950000 0.5356729 Long DBT NUSS RO N 2 2031-07-16 Fixed 2.124 N N N N N N RUSSIAN GOVT 5493004EHVGF71PDBU58 ACI0T3YR1 32100000.000000 PA 489192.740000 0.0184260 Long DBT NUSS RU N 2 2033-03-23 Fixed 7.7 N N N N N N RUSSIAN GOVT 5493004EHVGF71PDBU58 ACI1BL160 904600000.000000 PA 13810471.090000 0.5201870 Long DBT NUSS RU N 2 2030-04-10 Fixed 7.65 N N N N N N RUSSIAN GOVT 5493004EHVGF71PDBU58 ACI116PV3 690400000.000000 PA 10161400.780000 0.3827406 Long DBT NUSS RU N 2 2034-05-10 Fixed 7.25 N N N N N N RUSSIAN GOVT 5493004EHVGF71PDBU58 ACI1HTFL9 697800000.000000 PA 9625383.160000 0.3625509 Long DBT NUSS RU N 2 2027-10-06 Fixed 6 N N N N N N RUSSIAN GOVT 5493004EHVGF71PDBU58 ACI19TV55 5200000.000000 PA USD 6587672.000000 0.2481321 Long DBT NUSS RU N 2 2035-03-28 Fixed 5.1 N N N N N N RUSSIAN GOVT 5493004EHVGF71PDBU58 78307ADE0 600000.000000 PA USD 835875.000000 0.0314842 Long DBT NUSS RU N 2 2042-04-04 Fixed 5.625 N N N N N N RUSSIAN GOVT 5493004EHVGF71PDBU58 78307ADH3 800000.000000 PA USD 1156528.000000 0.0435619 Long DBT NUSS RU N 2 2043-09-16 Fixed 5.875 N N N N N N RUSSIAN GOVT 5493004EHVGF71PDBU58 X5424XBY3 1200000.000000 PA USD 1402443.600000 0.0528246 Long DBT NUSS RU N 2 2029-03-21 Fixed 4.375 N N N N N N RUSSIAN GOVT 5493004EHVGF71PDBU58 X5424XCG1 6200000.000000 PA USD 7854532.000000 0.2958498 Long DBT NUSS RU N 2 2035-03-28 Fixed 5.1 N N N N N N RUSSIAN GOVT 5493004EHVGF71PDBU58 ACI01TM06 3600000.000000 PA USD 5015250.000000 0.1889050 Long DBT NUSS RU N 2 2042-04-04 Fixed 5.625 N N N N N N RUSSIAN GOVT 5493004EHVGF71PDBU58 X74344DS2 800000.000000 PA USD 1114500.000000 0.0419789 Long DBT NUSS RU N 2 2042-04-04 Fixed 5.625 N N N N N N RUSSIAN GOVT 5493004EHVGF71PDBU58 X5424XBD9 7600000.000000 PA USD 8792394.400000 0.3311754 Long DBT NUSS RU N 2 2026-05-27 Fixed 4.75 N N N N N N RUSSIAN GOVT 5493004EHVGF71PDBU58 X5424XBN7 2400000.000000 PA USD 2743500.000000 0.1033370 Long DBT NUSS RU N 2 2027-06-23 Fixed 4.25 N N N N N N RUSSIAN GOVT 5493004EHVGF71PDBU58 548574II5 1525000.000000 PA USD 2612980.750000 0.0984209 Long DBT NUSS RU N 2 2028-06-24 Fixed 12.75 N N N N N N RUSSIAN GOVT 5493004EHVGF71PDBU58 X5424XBQ0 2400000.000000 PA USD 3330151.200000 0.1254339 Long DBT NUSS RU N 2 2047-06-23 Fixed 5.25 N N N N N N RUSSIAN GOVT 5493004EHVGF71PDBU58 ACI16Q4C9 1800000.000000 PA 2431420.530000 0.0915822 Long DBT NUSS RU N 2 2025-12-04 Fixed 2.875 N N N N N N RUTAS 2 AND 7 FINANCE LTD N/A 78319MAA1 3700000.000000 PA USD 2793500.000000 0.1052203 Long DBT CORP KY N 2 2036-09-30 None 0 N N N N N N AEROPUERTO INTERNACIONAL DE TOCUMEN SA 254900FO1PHX49ZIGB14 00787CAC6 4856019.330000 PA USD 5817729.680000 0.2191313 Long DBT CORP PA N 2 2048-11-18 Fixed 6 N N N N N N RZD CAPITAL PUBLIC LIMITED COMPANY 635400VKMH1VQDFMW392 B3SXQ5II3 1000000.000000 PA 1875185.470000 0.0706310 Long DBT CORP IE N 2 2031-03-25 Fixed 7.487 N N N N N N SAMBA FUNDING LIMITED 549300PT73WJRNMAKE44 ACI1FTJ94 300000.000000 PA USD 313179.000000 0.0117962 Long DBT CORP KY N 2 2024-10-02 Fixed 2.75 N N N N N N SAPPI PAPIER HOLDING GMBH 549300XBCUMUR5CI0181 ACI19LQQ2 1500000.000000 PA 1790813.640000 0.0674530 Long DBT CORP AT N 2 2026-04-15 Fixed 3.125 N N N N N N SAUDI ARABIA GOVT 635400FMICXSM3SI3H65 80413TAR0 8300000.000000 PA USD 9088500.000000 0.3423286 Long DBT NUSS SA N 2 2055-01-21 Fixed 3.75 N N N N N N SAUDI ARABIA GOVT 635400FMICXSM3SI3H65 ACI1J8HW7 6400000.000000 PA USD 7008000.000000 0.2639642 Long DBT NUSS SA N 2 2055-01-21 Fixed 3.75 N N N N N N SAUDI ARABIA GOVT 635400FMICXSM3SI3H65 ACI0Y0CZ7 200000.000000 PA USD 209672.000000 0.0078975 Long DBT NUSS SA N 2 2023-03-04 Fixed 2.875 N N N N N N SAUDI ARABIA GOVT 635400FMICXSM3SI3H65 M6320UAG4 13200000.000000 PA USD 14815917.600000 0.5580582 Long DBT NUSS SA N 2 2028-03-04 Fixed 3.625 N N N N N N AIA GROUP LIMITED ZP5ILWVSYE4LJGMMVD57 00131LAK1 400000.000000 PA USD 420052.000000 0.0158217 Long DBT CORP HK N 2 2040-09-16 Fixed 3.2 N N N N N N SAUDI ARABIA GOVT 635400FMICXSM3SI3H65 ACI121KG1 200000.000000 PA USD 262755.000000 0.0098970 Long DBT NUSS SA N 2 2049-04-17 Fixed 5 N N N N N N SAUDI ARABIA GOVT 635400FMICXSM3SI3H65 M6320UAD1 300000.000000 PA USD 332865.000000 0.0125377 Long DBT NUSS SA N 2 2026-10-26 Fixed 3.25 N N N N N N SAUDI ARABIA GOVT 635400FMICXSM3SI3H65 M6320UAC3 16500000.000000 PA USD 20067663.000000 0.7558711 Long DBT NUSS SA N 2 2046-10-26 Fixed 4.5 N N N N N N SAUDI ARABIA GOVT 635400FMICXSM3SI3H65 M6320UAF6 1400000.000000 PA USD 1736000.000000 0.0653884 Long DBT NUSS SA N 2 2047-10-04 Fixed 4.625 N N N N N N SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO) 5586006WD91QHB7J4X50 80414L2M6 21000000.000000 PA USD 21261513.420000 0.8008389 Long DBT CORP SA N 2 2070-11-24 Fixed 3.5 N N N N N N SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO) 5586006WD91QHB7J4X50 ACI1B8GJ5 300000.000000 PA USD 318696.730000 0.0120041 Long DBT CORP SA N 2 2024-04-16 Fixed 2.875 N N N N N N SAXON ASSET SECURITIES TRUST 2007-3 N/A 80557BAA2 519976.550000 PA USD 505816.340000 0.0190521 Long ABS-MBS CORP US N 2 2037-09-25 Floating 0.458 N N N N N N SBERBANK OF RUSSIA VIA SB CAPITAL SA 222100YFG9QVABDS2B03 L8084MAB6 800000.000000 PA USD 843284.000000 0.0317632 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 977YKVII7 200000.000000 PA USD 204700.800000 0.0077103 Long DBT CORP LU N 2 2021-06-16 Fixed 5.717 N N N N N N SBERBANK OF RUSSIA VIA SB CAPITAL SA 222100YFG9QVABDS2B03 ACI060JC2 400000.000000 PA USD 428518.400000 0.0161406 Long DBT CORP LU N 2 2023-05-23 Fixed 5.25 N N N N N N SBERBANK OF RUSSIA VIA SB CAPITAL SA 222100YFG9QVABDS2B03 ACI02M251 3300000.000000 PA USD 3480757.500000 0.1311067 Long DBT CORP LU N 2 2022-10-29 Fixed 5.125 N N N N N N SCF CAPITAL DESIGNATED ACTIVITY COMPANY 213800L15FRHHBOWMF92 78403LAB8 4000000.000000 PA USD 4280064.000000 0.1612134 Long DBT CORP IE N 2 2023-06-16 Fixed 5.375 N N N N N N SENEGAL GOVT 549300NP14ZLQGWIUZ97 ACI11B6X9 1500000.000000 PA 1960417.280000 0.0738413 Long DBT NUSS SN N 2 2028-03-13 Fixed 4.75 N N N N N N SENEGAL GOVT 549300NP14ZLQGWIUZ97 81720TAD7 1600000.000000 PA USD 1765068.800000 0.0664833 Long DBT NUSS SN N 2 2048-03-13 Fixed 6.75 N N N N N N SENEGAL GOVT 549300NP14ZLQGWIUZ97 ACI11B6Y7 300000.000000 PA 392083.450000 0.0147683 Long DBT NUSS SN N 2 2028-03-13 Fixed 4.75 N N N N N N SENEGAL GOVT 549300NP14ZLQGWIUZ97 977BUXII2 4800000.000000 PA USD 4931606.400000 0.1857545 Long DBT NUSS SN N 2 2021-05-13 Fixed 8.75 N N N N N N SENEGAL GOVT 549300NP14ZLQGWIUZ97 81720TAC9 2300000.000000 PA USD 2588548.800000 0.0975006 Long DBT NUSS SN N 2 2033-05-23 Fixed 6.25 N N N N N N SEQUOIA MORTGAGE TRUST 2007-1 N/A 81744HAA1 42397.420000 PA USD 32578.010000 0.0012271 Long ABS-MBS CORP US N 2 2047-01-20 Floating 2.34535 Y N N N N N SERBIA GOVT N/A ACI1CRTD1 4800000.000000 PA 6082868.100000 0.2291181 Long DBT NUSS RS N 2 2029-06-26 Fixed 1.5 N N N N N N SERBIA GOVT N/A ACI1MBV00 3000000.000000 PA 4132217.880000 0.1556446 Long DBT NUSS RS N 2 2027-05-15 Fixed 3.125 N N N N N N SERBIA GOVT N/A 817477AF9 3900000.000000 PA USD 3865290.000000 0.1455905 Long DBT NUSS RS N 2 2030-12-01 Fixed 2.125 N N N N N N SERBIA GOVT N/A ACI1MBVD2 800000.000000 PA 1101924.770000 0.0415052 Long DBT NUSS RS N 2 2027-05-15 Fixed 3.125 N N N N N N SERBIA GOVT N/A ACI1CRTF6 2300000.000000 PA 2914707.630000 0.1097857 Long DBT NUSS RS N 2 2029-06-26 Fixed 1.5 N N N N N N SHRIRAM TRANSPORT FINANCE COMPANY LIMITED 335800TM2YO24B76XL26 825547AC6 5400000.000000 PA USD 5561652.190000 0.2094859 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 5710000.000000 PA USD 7401730.250000 0.2787945 Long DBT CORP VG N 2 2042-05-17 Fixed 4.875 N N N N N N SINOPEC GROUP OVERSEAS DEVELOPMENT (2013) LIMITED 529900F9XKMFEV9DNO17 G8200QAB2 2000000.000000 PA USD 2180723.260000 0.0821394 Long DBT CORP VG N 2 2023-10-17 Fixed 4.375 N N N N N N SINOPEC GROUP OVERSEAS DEVELOPMENT 2017 LTD 5493001IPW8ZGQ181Z16 G8201NAH5 1200000.000000 PA USD 1290967.310000 0.0486257 Long DBT CORP VG N 2 2027-09-13 Fixed 3.25 N N N N N N SINOPEC GROUP OVERSEAS DEVELOPMENT 2018 LTD 549300C6OZZ8LTVR8209 82939GAN8 6600000.000000 PA USD 6805320.650000 0.2563301 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 5500000.000000 PA USD 5715866.970000 0.2152946 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 2700000.000000 PA USD 3053133.030000 0.1149997 Long DBT CORP VG N 2 2049-08-08 Fixed 3.68 N N N N N N SINOPEC GROUP OVERSEAS DEVELOPMENT 2018 LTD 549300C6OZZ8LTVR8209 G82016AP4 1700000.000000 PA USD 1766722.520000 0.0665456 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 G82016AJ8 3100000.000000 PA USD 3505449.030000 0.1320367 Long DBT CORP VG N 2 2049-08-08 Fixed 3.68 N N N N N N SINOPEC GROUP OVERSEAS DEVELOPMENT 2018 LTD 549300C6OZZ8LTVR8209 G82016AB5 2300000.000000 PA USD 2576068.840000 0.0970305 Long DBT CORP VG N 2 2025-09-12 Fixed 4.125 N N N N N N SOCIEDAD QUIMICA Y MINERA DE CHILE SA TJ88LXZZW5PWIN93ZC81 P8718AAL0 200000.000000 PA USD 230962.000000 0.0086994 Long DBT CORP CL N 2 2029-05-07 Fixed 4.25 N N N N N N SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT5 N/A 83613FAA9 960718.600000 PA USD 839072.410000 0.0316046 Long ABS-MBS CORP US N 2 2037-10-25 Floating 1.048 N N N N N N SOUNDVIEW HOME EQUITY LOAN TRUST 2006-2 N/A 83611MNJ3 1300000.000000 PA USD 1273791.350000 0.0479788 Long ABS-MBS CORP US N 2 2036-03-25 Floating 0.673 N N N N N N SOUTH AFRICA GOVT N/A 836205AT1 2000000.000000 PA USD 2192430.000000 0.0825803 Long DBT NUSS ZA N 2 2026-04-14 Fixed 4.875 N N N N N N SOUTH AFRICA GOVT N/A 836205AL8 9400000.000000 PA USD 10067710.200000 0.3792117 Long DBT NUSS ZA N 2 2022-05-30 Fixed 5.875 N N N N N N SOUTH AFRICA GOVT N/A 836205AY0 15000000.000000 PA USD 17032020.000000 0.6415302 Long DBT NUSS ZA N 2 2030-06-22 Fixed 5.875 N N N N N N SOUTH AFRICA GOVT N/A 836205AS3 200000.000000 PA USD 196647.400000 0.0074069 Long DBT NUSS ZA N 2 2044-07-24 Fixed 5.375 N N N N N N SOUTH AFRICA GOVT N/A 836205AW4 500000.000000 PA USD 541658.000000 0.0204022 Long DBT NUSS ZA N 2 2027-09-27 Fixed 4.85 N N N N N N SOUTH AFRICA GOVT N/A 836205BA1 3300000.000000 PA USD 3512658.600000 0.1323082 Long DBT NUSS ZA N 2 2029-09-30 Fixed 4.85 N N N N N N SOUTH AFRICA GOVT N/A 836205AX2 2400000.000000 PA USD 2401992.000000 0.0904737 Long DBT NUSS ZA N 2 2047-09-27 Fixed 5.65 N N N N N N SOUTH AFRICA GOVT N/A 836205BB9 18600000.000000 PA USD 18699007.800000 0.7043192 Long DBT NUSS ZA N 2 2049-09-30 Fixed 5.75 N N N N N N SOUTH AFRICA GOVT N/A 836205AU8 200000.000000 PA USD 208936.000000 0.0078698 Long DBT NUSS ZA N 2 2028-10-12 Fixed 4.3 N N N N N N SOUTH AFRICA GOVT N/A 614878II9 454400000.000000 PA 36688318.150000 1.3819069 Long DBT NUSS ZA N 2 2026-12-21 Fixed 10.5 N N N N N N SOUTHERN GAS CORRIDOR CJSC 213800DG58KG59XY6318 84302LAA0 11200000.000000 PA USD 13587056.000000 0.5117718 Long DBT CORP AZ N 2 2026-03-24 Fixed 6.875 N N N N N N SOUTHERN GAS CORRIDOR CJSC 213800DG58KG59XY6318 Y8T6JPAA4 7000000.000000 PA USD 8491910.000000 0.3198574 Long DBT CORP AZ N 2 2026-03-24 Fixed 6.875 N N N N N N SPIC MTN COMPANY LTD 5493000TADYPO7HIT002 ACI1PH1J6 600000.000000 PA USD 603789.000000 0.0227424 Long DBT CORP VG N 2 2025-07-27 Fixed 1.625 N N N N N N SRI LANKA GOVT 254900HXCCIOHM74FA02 85227SAZ9 2600000.000000 PA USD 1509950.000000 0.0568740 Long DBT NUSS LK N 2 2029-03-14 Fixed 7.85 N N N N N N SRI LANKA GOVT 254900HXCCIOHM74FA02 85227SAJ5 400000.000000 PA USD 348152.000000 0.0131135 Long DBT NUSS LK N 2 2021-07-27 Fixed 6.25 N N N N N N SRI LANKA GOVT 254900HXCCIOHM74FA02 85227SAR7 500000.000000 PA USD 290090.000000 0.0109266 Long DBT NUSS LK N 2 2026-07-18 Fixed 6.825 N N N N N N SRI LANKA GOVT 254900HXCCIOHM74FA02 Y8137FAR9 10900000.000000 PA USD 6293115.000000 0.2370373 Long DBT NUSS LK N 2 2030-03-28 Fixed 7.55 N N N N N N SRI LANKA GOVT 254900HXCCIOHM74FA02 Y8137FAK4 5400000.000000 PA USD 3480354.000000 0.1310915 Long DBT NUSS LK N 2 2023-04-18 Fixed 5.75 N N N N N N SRI LANKA GOVT 254900HXCCIOHM74FA02 Y8137FAH1 700000.000000 PA USD 402178.000000 0.0151485 Long DBT NUSS LK N 2 2027-05-11 Fixed 6.2 N N N N N N SRI LANKA GOVT 254900HXCCIOHM74FA02 Y8137FAC2 5600000.000000 PA USD 3375680.000000 0.1271488 Long DBT NUSS LK N 2 2025-06-03 Fixed 6.125 N N N N N N SRI LANKA GOVT 254900HXCCIOHM74FA02 Y2029SAG9 1400000.000000 PA USD 1218532.000000 0.0458974 Long DBT NUSS LK N 2 2021-07-27 Fixed 6.25 N N N N N N SRI LANKA GOVT 254900HXCCIOHM74FA02 Y2029SAH7 2500000.000000 PA USD 1742050.000000 0.0656163 Long DBT NUSS LK N 2 2022-07-25 Fixed 5.875 N N N N N N SRI LANKA GOVT 254900HXCCIOHM74FA02 Y8137FAE8 4100000.000000 PA USD 2493005.000000 0.0939018 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 3800000.000000 PA USD 4248432.410000 0.1600220 Long DBT CORP BM N 2 2038-10-14 Fixed 4.85 N N N N N N STATE GRID OVERSEAS INVESTMENT 2014 LTD N/A G8449WAC8 400000.000000 PA USD 439326.880000 0.0165477 Long DBT CORP VG N 2 2024-05-07 Fixed 4.125 N N N N N N STATE OF RIO DE JANEIRO N/A 932RBYII0 11900000.000000 PA USD 11869796.490000 0.4470893 Long LON NUSS BR N 3 2021-01-04 Floating 6.0244 N N N N N N STATE SAVINGS BANK OF UKRAINE VIA SSB #1 PLC N/A ACI0G41Y4 200000.000000 PA USD 210660.000000 0.0079347 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 N/A G8841YAE4 900000.000000 PA USD 947970.000000 0.0357064 Long DBT CORP GB N 2 2023-03-10 Variable 9.375 N N N N N N STRUCTURED ADJ RATE MTGE LOAN 2005-21 N/A 863579B49 50304.640000 PA USD 46473.980000 0.0017505 Long ABS-MBS CORP US N 2 2035-11-25 Floating 2.82541 Y N N N N N STRUCTURED ADJ RATE MTGE LOAN 2006-4 N/A 86360BAP3 95583.300000 PA USD 89457.160000 0.0033695 Long ABS-MBS CORP US N 2 2036-05-25 Floating 3.07582 Y N N N N N STRUCTURED ADJ RATE MTGE LOAN 2006-8 N/A 86361JAB6 213459.470000 PA USD 184614.180000 0.0069537 Long ABS-MBS CORP US N 2 2036-09-25 Floating 3.28057 Y N N N N N STRUCTURED ADJUSTABLE RT MTGE LN 2007-9 N/A 86364JAA5 93970.080000 PA USD 89676.270000 0.0033778 Long ABS-MBS CORP US N 2 2037-10-25 Floating 1.75738 Y N N N N N SUNAC CHINA HOLDINGS LIMITED 549300OLARYHDXP3WK18 ACI1CL2N1 200000.000000 PA USD 206717.080000 0.0077862 Long DBT CORP KY N 2 2022-06-14 Fixed 7.25 N N N N N N SUNAC CHINA HOLDINGS LIMITED 549300OLARYHDXP3WK18 ACI1B73Y8 300000.000000 PA USD 319500.010000 0.0120343 Long DBT CORP KY N 2 2023-10-11 Fixed 7.95 N N N N N N SUNTRUST ADJR MRTG LN TR 2007-4 N/A 78473WAF0 674522.120000 PA USD 621318.920000 0.0234027 Long ABS-MBS CORP US N 2 2037-10-25 Floating 2.99594 Y N N N N N TANZANIA GOVT N/A 930ZJQII3 2742857.150000 PA USD 2727101.820000 0.1027194 Long LON NUSS TZ N 3 2022-06-23 Floating 5.4605 N N N N N N TBW MTGE BACKED PASS THRU CERT 2006-4 N/A 872224AG5 567811.300000 PA USD 27987.250000 0.0010542 Long ABS-MBS CORP US N 2 2036-09-25 Variable 6.47 Y N N N N N TENCENT HOLDINGS LIMITED 254900N4SLUMW4XUYY11 88032WAV8 1400000.000000 PA USD 1451867.030000 0.0546862 Long DBT CORP KY N 2 2050-06-03 Fixed 3.24 N N N N N N TENCENT HOLDINGS LIMITED 254900N4SLUMW4XUYY11 88032WAW6 1500000.000000 PA USD 1559250.000000 0.0587309 Long DBT CORP KY N 2 2060-06-03 Fixed 3.29 N N N N N N TENCENT HOLDINGS LIMITED 254900N4SLUMW4XUYY11 88032XAN4 600000.000000 PA USD 684103.060000 0.0257675 Long DBT CORP KY N 2 2029-04-11 Fixed 3.975 N N N N N N TENGIZCHEVROIL FINANCE COMPANY INTERNATIONAL LTD 5493001VEV2XTJIBZH31 88034QAC1 5800000.000000 PA USD 6153649.200000 0.2317841 Long DBT CORP BM N 2 2030-08-15 Fixed 3.25 N N N N N N TENGIZCHEVROIL FINANCE COMPANY INTERNATIONAL LTD 5493001VEV2XTJIBZH31 G87602AA9 500000.000000 PA USD 556894.000000 0.0209760 Long DBT CORP BM N 2 2026-08-15 Fixed 4 N N N N N N THAIOIL TREASURY CENTER COMPANY LIMITED 549300NH03B9E8VGJR89 88322YAD3 1000000.000000 PA USD 1268325.190000 0.0477729 Long DBT CORP TH N 2 2048-11-20 Fixed 5.375 N N N N N N THAIOIL TREASURY CENTER COMPANY LIMITED 549300NH03B9E8VGJR89 88323AAE2 1000000.000000 PA USD 964667.540000 0.0363353 Long DBT CORP TH N 2 2049-10-17 Fixed 3.5 N N N N N N THAIOIL TREASURY CENTER COMPANY LIMITED 549300NH03B9E8VGJR89 88323AAD4 1000000.000000 PA USD 1268325.190000 0.0477729 Long DBT CORP TH N 2 2048-11-20 Fixed 5.375 N N N N N N THIRD PAKISTAN INTERNATIONAL SUKUK COMPANY LIMITED 529900OMZDJ2H3CXKF72 ACI0Z78N3 1100000.000000 PA USD 1130250.000000 0.0425721 Long DBT NUSS PK N 2 2022-12-05 Fixed 5.625 N N N N N N THREE GORGES FINANCE I (CAYMAN ISLANDS) LIMITED 549300FD0MPTWEITI779 G8850LAC4 2100000.000000 PA USD 2262960.000000 0.0852369 Long DBT CORP KY N 2 2026-06-02 Fixed 3.15 N N N N N N TRANSJAMAICAN HIGHWAY LIMITED N/A 893727AA5 1700000.000000 PA USD 1752062.500000 0.0659934 Long DBT CORP JM N 2 2036-10-10 Fixed 5.75 N N N N N N TRANSNET SOC LTD 378900B07CD6F01EA796 S87247AA0 500000.000000 PA USD 506785.000000 0.0190886 Long DBT CORP ZA N 2 2022-07-26 Fixed 4 N N N N N N TRINIDAD PETROLEUM HOLDINGS LIMITED 5493004LGJQF7TV6GH26 71657YAA0 575000.310000 PA USD 586859.690000 0.0221047 Long DBT CORP TT N 2 2022-05-08 Fixed 6 N N N N N N TRINIDAD PETROLEUM HOLDINGS LIMITED 5493004LGJQF7TV6GH26 P78954AA5 61249.990000 PA USD 62513.270000 0.0023546 Long DBT CORP TT N 2 2022-05-08 Fixed 6 N N N N N N TUNISIA GOVT N/A B23SV4II0 200000000.000000 PA 1355632.910000 0.0510614 Long DBT NUSS TN N 2 2027-08-09 Fixed 3.28 N N N N N N TURKEY GOVT 5493000PCHOG3B6S3Q85 900123DA5 2200000.000000 PA USD 2299000.000000 0.0865944 Long DBT NUSS TR N 2 2031-01-15 Fixed 5.95 N N N N N N TURKEY GOVT 5493000PCHOG3B6S3Q85 900123BJ8 14580000.000000 PA USD 14425816.500000 0.5433646 Long DBT NUSS TR N 2 2041-01-14 Fixed 6 N N N N N N TURKEY GOVT 5493000PCHOG3B6S3Q85 900123CP3 5200000.000000 PA USD 5277740.000000 0.1987920 Long DBT NUSS TR N 2 2028-02-17 Fixed 5.125 N N N N N N TURKEY GOVT 5493000PCHOG3B6S3Q85 900123CL2 8400000.000000 PA USD 8936264.400000 0.3365945 Long DBT NUSS TR N 2 2027-03-25 Fixed 6 N N N N N N TURKEY GOVT 5493000PCHOG3B6S3Q85 900123CY4 4100000.000000 PA USD 4123288.000000 0.1553083 Long DBT NUSS TR N 2 2030-03-13 Fixed 5.25 N N N N N N TURKEY GOVT 5493000PCHOG3B6S3Q85 900123AY6 3900000.000000 PA USD 4260262.500000 0.1604676 Long DBT NUSS TR N 2 2036-03-17 Fixed 6.875 N N N N N N TURKEY GOVT 5493000PCHOG3B6S3Q85 900123BB5 1000000.000000 PA USD 1129615.000000 0.0425482 Long DBT NUSS TR N 2 2038-03-05 Fixed 7.25 N N N N N N TURKEY GOVT 5493000PCHOG3B6S3Q85 900123CB4 5700000.000000 PA USD 5006025.000000 0.1885576 Long DBT NUSS TR N 2 2043-04-16 Fixed 4.875 N N N N N N TURKEY GOVT 5493000PCHOG3B6S3Q85 900123CM0 37300000.000000 PA USD 35620940.500000 1.3417029 Long DBT NUSS TR N 2 2047-05-11 Fixed 5.75 N N N N N N TURKEY GOVT 5493000PCHOG3B6S3Q85 900123CZ1 5200000.000000 PA USD 5630638.000000 0.2120843 Long DBT NUSS TR N 2 2025-10-14 Fixed 6.375 N N N N N N TURKEY GOVT 5493000PCHOG3B6S3Q85 900123CQ1 4700000.000000 PA USD 5023007.500000 0.1891972 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 1924875.620000 PA USD 1601506.140000 0.0603225 Long DBT CORP TR N 2 2028-09-15 Fixed 4.2 N N N N N N TURKIYE IS BANKASI (ISBANK) 789000FIRX9MDN0KTM91 90016BAE8 1400000.000000 PA USD 1434055.000000 0.0540153 Long DBT CORP TR N 2 2024-04-25 Fixed 6.125 N N N N N N UKRAINE GOVT 6354001WLTJXOMEXPY07 ACI1J9SD5 3600000.000000 PA 4214737.450000 0.1587528 Long DBT NUSS UA N 2 2030-01-27 Fixed 4.375 N N N N N N UKRAINE GOVT 6354001WLTJXOMEXPY07 BL1G49II5 1000000.000000 PA 1170760.400000 0.0440980 Long DBT NUSS UA N 2 2030-01-27 Fixed 4.375 N N N N N N UKRAINE GOVT 6354001WLTJXOMEXPY07 ACI0HHXV5 11600000.000000 PA USD 11993182.000000 0.4517367 Long DBT NUSS UA N 2 2040-05-31 Variable 0 N N N N N N UKRAINE GOVT 6354001WLTJXOMEXPY07 ACI0HJ6Q2 5500000.000000 PA USD 5708433.500000 0.2150146 Long DBT NUSS UA N 2 2021-09-01 Fixed 7.75 N N N N N N UKRAINE GOVT 6354001WLTJXOMEXPY07 BZ09DWII0 1000000.000000 PA USD 1037897.000000 0.0390936 Long DBT NUSS UA N 2 2021-09-01 Fixed 7.75 N N N N N N UKRAINE GOVT 6354001WLTJXOMEXPY07 X5S005UF6 3550000.000000 PA USD 3684534.350000 0.1387821 Long DBT NUSS UA N 2 2021-09-01 Fixed 7.75 N N N N N N UKRAINE GOVT 6354001WLTJXOMEXPY07 ACI0HJH07 21600000.000000 PA USD 23150340.000000 0.8719837 Long DBT NUSS UA N 2 2022-09-01 Fixed 7.75 N N N N N N UKRAINE GOVT 6354001WLTJXOMEXPY07 ACI0HJ591 3800000.000000 PA USD 4186178.800000 0.1576771 Long DBT NUSS UA N 2 2023-09-01 Fixed 7.75 N N N N N N UKRAINE GOVT 6354001WLTJXOMEXPY07 X5S005UH2 1400000.000000 PA USD 1542276.400000 0.0580916 Long DBT NUSS UA N 2 2023-09-01 Fixed 7.75 N N N N N N UKRAINE GOVT 6354001WLTJXOMEXPY07 ACI0HJ666 6200000.000000 PA USD 6908064.800000 0.2602000 Long DBT NUSS UA N 2 2024-09-01 Fixed 7.75 N N N N N N UKRAINE GOVT 6354001WLTJXOMEXPY07 938NUEII6 8200000.000000 PA USD 8196365.190000 0.3087253 Long LON NUSS UA N 3 2021-06-29 Floating 5.4901 N N N N N N UKRAINE RAILWAYS VIA SHORTLINE PLC 213800HACLR54J8QCO54 ACI0L2155 180000.000000 PA USD 185347.800000 0.0069813 Long DBT CORP GB N 2 2021-09-15 Fixed 9.875 N N N N N N UKREXIMBANK VIA BIZ FINANCE PLC 254900R5STMV7BZYC307 G11451AE4 3200000.000000 PA USD 3360000.000000 0.1265582 Long DBT CORP GB N 2 2025-01-22 Fixed 9.75 N N N N N N UMBS PASS THRU POOLS N/A 01F022634 6300000.000000 PA USD 6619421.470000 0.2493280 Long ABS-MBS USGSE US N 2 2051-03-11 Fixed 2.5 N N N N N N UMBS PASS THRU POOLS N/A 01F032625 7900000.000000 PA USD 8361749.870000 0.3149547 Long ABS-MBS USGSE US N 2 2051-02-12 Fixed 3.5 N N N N N N UNIGEL LUXEMBOURG SA N/A 904752AB8 4500000.000000 PA USD 4860045.000000 0.1830591 Long DBT CORP LU N 2 2026-10-01 Fixed 8.75 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 9128286G0 -5340000.000000 PA USD -5708585.170000 -0.2150203 Short DBT UST US N 2 2024-02-29 Fixed 2.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 9128286B1 -10100000.000000 PA USD -11590144.510000 -0.4365559 Short DBT UST US N 2 2029-02-15 Fixed 2.625 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912828Q78 33500000.000000 PA USD 33637173.790000 1.2669821 Long DBT UST US N 2 2021-04-30 Fixed 1.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SE9 -8238000.000000 PA USD -11551220.630000 -0.4350897 Short DBT UST US N 2 2048-11-15 Fixed 3.375 N N N N N N URUGUAY GOVT 549300RDR012H2V82H43 917288BK7 1952910.000000 PA USD 2400253.330000 0.0904082 Long DBT NUSS UY N 2 2031-01-23 Fixed 4.375 N N N N N N URUGUAY GOVT 549300RDR012H2V82H43 917288BA9 6550000.000000 PA USD 10486943.000000 0.3950025 Long DBT NUSS UY N 2 2033-01-15 Fixed 7.875 N N N N N N URUGUAY GOVT 549300RDR012H2V82H43 760942BD3 4900000.000000 PA USD 6817125.000000 0.2567747 Long DBT NUSS UY N 2 2055-04-20 Fixed 4.975 N N N N N N URUGUAY GOVT 549300RDR012H2V82H43 760942BA9 5475000.000000 PA USD 7688515.130000 0.2895966 Long DBT NUSS UY N 2 2050-06-18 Fixed 5.1 N N N N N N VALE OVERSEAS LTD 254900BA3U6G5DNV5V04 91911TAP8 2600000.000000 PA USD 3227900.000000 0.1215825 Long DBT CORP KY N 2 2026-08-10 Fixed 6.25 N N N N N N VALE OVERSEAS LTD 254900BA3U6G5DNV5V04 91911TAH6 2580000.000000 PA USD 3787775.400000 0.1426708 Long DBT CORP KY N 2 2036-11-21 Fixed 6.875 N N N N N N VALE OVERSEAS LTD 254900BA3U6G5DNV5V04 91911TAK9 2250000.000000 PA USD 3354772.500000 0.1263613 Long DBT CORP KY N 2 2039-11-10 Fixed 6.875 N N N N N N VALE SA 254900SMTWBX7RU2SR20 ACI026KA5 900000.000000 PA 1173930.220000 0.0442174 Long DBT CORP BR N 2 2023-01-10 Fixed 3.75 N N N N N N VENEZUELAN GOVT 529900XM8PJTJK5OJI77 922646AS3 7540000.000000 PA USD 735150.000000 0.0276903 Long DBT NUSS VE N 2 2027-09-15 Fixed 9.25 Y Y N N N N VENEZUELAN GOVT 529900XM8PJTJK5OJI77 P97475AJ9 19240000.000000 PA USD 1866280.000000 0.0702955 Long DBT NUSS VE N 2 2038-03-31 Fixed 7 Y Y N N N N VENEZUELAN GOVT 529900XM8PJTJK5OJI77 B07CTCII0 10109000.000000 PA USD 980573.000000 0.0369344 Long DBT NUSS VE N 2 2025-04-21 Fixed 7.65 Y Y N N N N VENEZUELAN GOVT 529900XM8PJTJK5OJI77 P17625AA5 2521000.000000 PA USD 244537.000000 0.0092108 Long DBT NUSS VE N 2 2023-05-07 Fixed 9 Y Y N N N N VENEZUELAN GOVT 529900XM8PJTJK5OJI77 P17625AB3 3027000.000000 PA USD 293619.000000 0.0110595 Long DBT NUSS VE N 2 2028-05-07 Fixed 9.25 Y Y N N N N VENEZUELAN GOVT 529900XM8PJTJK5OJI77 P17625AD9 6580000.000000 PA USD 638260.000000 0.0240408 Long DBT NUSS VE N 2 2031-08-05 Fixed 11.95 Y Y N N N N VENEZUELAN GOVT 529900XM8PJTJK5OJI77 P97475AP5 21739000.000000 PA USD 2108683.000000 0.0794259 Long DBT NUSS VE N 2 2024-10-13 Fixed 8.25 Y Y N N N N VIETNAM GOVT 5493008AE7RS4XK4BZ08 583140II1 1466666.810000 PA USD 1495803.480000 0.0563411 Long DBT NUSS VN N 2 2028-03-12 Variable 5.5 N N N N N N VNESHECONOMBANK VIA VEB FINANCE PLC 635400KYY8E2NCZXJ191 91822CAA6 4000000.000000 PA USD 4281360.000000 0.1612623 Long DBT CORP IE N 2 2022-07-05 Fixed 6.025 N N N N N N VNESHECONOMBANK VIA VEB FINANCE PLC 635400KYY8E2NCZXJ191 ACI025RQ5 3000000.000000 PA USD 3211020.000000 0.1209467 Long DBT CORP IE N 2 2022-07-05 Fixed 6.025 N N N N N N VNESHECONOMBANK VIA VEB FINANCE PLC 635400KYY8E2NCZXJ191 982MWFII8 4000000.000000 PA USD 4813928.000000 0.1813220 Long DBT CORP IE N 2 2025-11-22 Fixed 6.8 N N N N N N WAMU MTGE P/T CERT 2007-HY2 N/A 92926UAA9 198949.970000 PA USD 199825.430000 0.0075267 Long ABS-MBS CORP US N 2 2036-12-25 Floating 3.32393 Y N N N N N WAMU MTGE P/T CERT 2007-HY5 N/A 92990GAC7 127899.570000 PA USD 111711.790000 0.0042078 Long ABS-MBS CORP US N 2 2037-05-25 Floating 3.34799 Y N N N N N WAMU MTGE P/T CERTIFICATES 2007-HY4 N/A 933636AA0 64771.700000 PA USD 59617.690000 0.0022456 Long ABS-MBS CORP US N 2 2037-04-25 Floating 3.20842 Y N N N N N WASHINGTON MUTUAL 2004-RP1 N/A 92922FYJ1 97460.510000 PA USD 83677.480000 0.0031518 Long ABS-MBS CORP US N 2 2034-05-25 Floating 0.518 N N N N N N AMERIQUEST MORTGAGE SEC INC 2004-R10 N/A 03072SVR3 192650.600000 PA USD 191226.030000 0.0072027 Long ABS-MBS CORP US N 2 2034-11-25 Floating 1.198 N N N N N N WASHINGTON MUTUAL 2006-AR18 N/A 933637AA8 99895.320000 PA USD 91122.340000 0.0034322 Long ABS-MBS CORP US N 2 2037-01-25 Floating 2.96573 Y N N N N N WASHINGTON MUTUAL 2006-AR2 N/A 92925CDQ2 1462865.120000 PA USD 1416573.340000 0.0533568 Long ABS-MBS CORP US N 2 2036-03-25 Floating 3.65103 N N N N N N WELLS FARGO MTGE BK SEC TR 2006-AR15 N/A 94985AAA7 393733.550000 PA USD 370098.710000 0.0139402 Long ABS-MBS CORP US N 2 2036-10-25 Floating 2.91057 Y N N N N N YANGO JUSTICE INTERNATIONAL LIMITED 3003007ELD2HAYCXPT77 ACI1NX2H6 2700000.000000 PA USD 2787770.680000 0.1050045 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 1800000.000000 PA USD 1841967.000000 0.0693798 Long DBT CORP TR N 2 2024-06-21 Fixed 5.85 N N N N N N ZAMBIA GOVT 213800DMLAZ6LGMMD849 V7179UAE9 4900000.000000 PA USD 2649096.800000 0.0997812 Long DBT NUSS ZM N 2 2024-04-14 Fixed 8.5 Y Y N N N N ZAMBIA GOVT 213800DMLAZ6LGMMD849 V7179UAF6 2700000.000000 PA USD 1431040.500000 0.0539018 Long DBT NUSS ZM N 2 2027-07-30 Fixed 8.97 Y Y N N N N ZAMBIA GOVT 213800DMLAZ6LGMMD849 V7179UAD1 2350000.000000 PA USD 1234365.700000 0.0464938 Long DBT NUSS ZM N 2 2022-09-20 Fixed 5.375 Y Y N N N N ANGLOGOLD ASHANTI HOLDINGS PLC 213800745ZIXC4L6A131 03512TAB7 1300000.000000 PA USD 1636351.380000 0.0616350 Long DBT CORP IM N 2 2040-04-15 Fixed 6.5 N N N N N N ANGLOGOLD ASHANTI HOLDINGS PLC 213800745ZIXC4L6A131 03512TAE1 2000000.000000 PA USD 2152932.040000 0.0810926 Long DBT CORP IM N 2 2030-10-01 Fixed 3.75 N N N N N N N/A N/A 000000000 5139000.000000 PA USD 5139000.000000 0.1935662 Long RA US N 2 Repurchase N 0.0000001 2021-01-04 5247900.000000 USD 5241796.690000 USD UST N N N ANGOLA GOVT 549300QHR2R3J8JSGK83 035198AA8 600000.000000 PA USD 624963.000000 0.0235399 Long DBT NUSS AO N 2 2025-11-12 Fixed 9.5 N N N N N N ANGOLA GOVT 549300QHR2R3J8JSGK83 035198AE0 1700000.000000 PA USD 1574625.000000 0.0593100 Long DBT NUSS AO N 2 2049-11-26 Fixed 9.125 N N N N N N ANGOLA GOVT 549300QHR2R3J8JSGK83 V21735AC5 5700000.000000 PA USD 5482966.800000 0.2065221 Long DBT NUSS AO N 2 2028-05-09 Fixed 8.25 N N N N N N ANGOLA GOVT 549300QHR2R3J8JSGK83 BZ97T1II6 12800000.000000 PA USD 13332544.000000 0.5021853 Long DBT NUSS AO N 2 2025-11-12 Fixed 9.5 N N N N N N ANGOLA GOVT 549300QHR2R3J8JSGK83 ACI1H0020 11400000.000000 PA USD 10744956.000000 0.4047209 Long DBT NUSS AO N 2 2029-11-26 Fixed 8 N N N N N N ANGOLA GOVT 549300QHR2R3J8JSGK83 ACI1H0293 1900000.000000 PA USD 1759875.000000 0.0662877 Long DBT NUSS AO N 2 2049-11-26 Fixed 9.125 N N N N N N N/A N/A 000000000 -1849280.750000 PA USD -1850205.390000 -0.0696901 Short RA US N 2 Reverse repurchase N 0.4000000 2022-11-20 1670000.000000 USD 1866856.210000 USD CDS N N N N/A N/A 000000000 -30016497.000000 PA USD -30041293.980000 -1.1315392 Short RA US N 2 Reverse repurchase N 0.4700000 2021-02-25 24100000.000000 USD 33320295.860000 USD CDS N N N N/A N/A 000000000 -10248947.000000 PA USD -10252406.020000 -0.3861684 Short RA US N 2 Reverse repurchase N 0.4500000 2021-02-08 10200000.000000 USD 11315880.000000 USD N N N N/A N/A 000000000 -18335221.000000 PA USD -18341409.140000 -0.6908499 Short RA US N 2 Reverse repurchase N 0.4500000 2021-02-08 16500000.000000 USD 20067663.000000 USD N N N N/A N/A 000000000 -3711241.000000 PA USD -3710459.170000 -0.1397586 Short RA US N 2 Reverse repurchase N 0.5500000 2022-12-21 3900000.000000 USD 3865290.000000 USD N N N N/A N/A 000000000 -3064720.000000 PA USD -3059893.070000 -0.1152543 Short RA US N 2 Reverse repurchase N -0.7000000 2022-10-15 2900000.000000 USD 3118529.500000 USD N N N N/A N/A 000000000 -2013122.000000 PA USD -2012590.760000 -0.0758065 Short RA US N 2 Reverse repurchase N -0.5000000 2022-12-16 2000000.000000 USD 2068418.000000 USD N N N N/A N/A 000000000 -11425288.000000 PA USD -11438204.920000 -0.4308329 Short RA US N 2 Reverse repurchase N 0.5500000 2021-01-20 10500000.000000 USD 12377662.500000 USD N N N N/A N/A 000000000 -1757600.000000 PA USD -1760050.870000 -0.0662943 Short RA US N 2 Reverse repurchase N 0.2000000 2022-04-28 1600000.000000 USD 1792047.890000 USD N N N N/A N/A 000000000 29006365.000000 PA USD 29006365.000000 1.0925574 Long RA US N 2 Repurchase N 0.0800000 2021-01-13 23678000.000000 USD 28878698.000000 USD UST N N N N/A N/A 000000000 -23220000.000000 PA USD -23223612.000000 -0.8747435 Short RA US N 2 Reverse repurchase N 0.4000000 2021-01-13 20000000.000000 USD 25546900.000000 USD N N N N/A N/A 000000000 -1776458.590000 PA USD -1779123.270000 -0.0670127 Short RA US N 2 Reverse repurchase N 0.6000000 2021-01-14 2400000.000000 USD 2592060.000000 USD N N N N/A N/A 000000000 -53066647.630000 PA USD -53083687.920000 -1.9994569 Short RA US N 2 Reverse repurchase N 0.3400000 2021-02-01 52600000.000000 USD 57420919.690000 USD CDS N N N ANTOFAGASTA PLC 213800MY6QVH4FVLD628 03718NAA4 1200000.000000 PA USD 1206000.000000 0.0454253 Long DBT CORP GB N 2 2030-10-14 Fixed 2.375 N N N N N N N/A N/A 000000000 -703063.000000 PA USD -704967.130000 -0.0265534 Short RA US N 2 Reverse repurchase N 0.7500000 2022-08-26 802000.000000 USD 794782.000000 USD CDS N N N N/A N/A 000000000 1.000000 NC USD -155676.850000 -0.0058637 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 -239999.980000 USD 2000000.000000 USD 84323.130000 N N N N/A N/A 000000000 1.000000 NC 37061.110000 0.0013959 N/A DFE JP N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 4136019.420000 USD 430873546.000000 JPY 2021-01-08 37061.110000 N N N N/A N/A 000000000 1.000000 NC 39643.090000 0.0014932 N/A DFE JP N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 6444063.690000 USD 669447356.000000 JPY 2021-01-08 39643.090000 N N N N/A N/A 000000000 1.000000 NC -127535.820000 -0.0048038 N/A DFE ZA N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 44218000.000000 ZAR 2873905.740000 USD 2021-01-22 -127535.820000 N N N N/A N/A 000000000 1.000000 NC -344462.280000 -0.0129746 N/A DFE ZA N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 106451000.000000 ZAR 6881247.970000 USD 2021-01-22 -344462.280000 N N N N/A N/A 000000000 1.000000 NC -1517548.950000 -0.0571602 N/A DFE AU N 2 BNP Paribas S.A. N/A 32535000.000000 AUD 23576207.950000 USD 2021-02-19 -1517548.950000 N N N N/A N/A 000000000 1.000000 NC -964372.390000 -0.0363242 N/A DFE BR N 2 BNP Paribas S.A. N/A 67600000.000000 BRL 12020769.610000 USD 2021-04-05 -964372.390000 N N N N/A N/A 000000000 1.000000 NC -46573.050000 -0.0017542 N/A DFE GB N 2 BNP Paribas S.A. N/A 1457000.000000 GBP 1945944.290000 USD 2021-01-08 -46573.050000 N N N N/A N/A 000000000 1.000000 NC -663016.430000 -0.0249733 N/A DFE ZA N 2 BNP Paribas S.A. N/A 153378000.000000 ZAR 9748017.640000 USD 2021-01-22 -663016.430000 N N N N/A N/A 000000000 1.000000 NC 10026.450000 0.0003777 N/A DFE ZA N 2 BNP Paribas S.A. N/A 32088095.000000 ZAR 2193239.070000 USD 2021-01-06 10026.450000 N N N N/A N/A 000000000 1.000000 NC USD 50837.070000 0.0019148 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 -29202.500000 USD 7500000.000000 USD 80039.570000 N N N N/A N/A 000000000 1.000000 NC USD 12878.730000 0.0004851 N/A DCR US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BRAZIL GOVT BRAZIL BD GLBL Y Single Leg Swap 2022-06-21 0.000000 USD -4300.420000 USD 1900000.000000 USD 17179.150000 N N N N/A N/A 000000000 1.000000 NC USD 3389.130000 0.0001277 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 BRAZIL GOVT BRAZIL BD GLBL Y Single Leg Swap 2022-06-21 0.000000 USD -32441.770000 USD 500000.000000 USD 35830.900000 N N N N/A N/A 000000000 1.000000 NC USD 15590.030000 0.0005872 N/A DCR US N 2 Citibank International Limited N/A BRAZIL GOVT BRAZIL BD GLBL Y Single Leg Swap 2022-06-21 0.000000 USD -6005.250000 USD 2300000.000000 USD 21595.280000 N N N N/A N/A 000000000 1.000000 NC USD 14912.210000 0.0005617 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 -7642.480000 USD 2200000.000000 USD 22554.690000 N N N N/A N/A 000000000 1.000000 NC USD 16267.860000 0.0006127 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 -10415.410000 USD 2400000.000000 USD 26683.270000 N N N N/A N/A 000000000 1.000000 NC USD 34423.060000 0.0012966 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.EM.33 Y Single Leg Swap 2025-06-21 2093094.500000 USD 0.000000 USD 38855000.000000 USD -2058671.440000 N N N ARGENT SECURITIES INC 2006-M1 N/A 04012MAM1 857303.860000 PA USD 759955.030000 0.0286246 Long ABS-MBS CORP US N 2 2036-07-25 Floating 0.298 N N N N N N N/A N/A 000000000 1.000000 NC 14735.340000 0.0005550 N/A DFE CO N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 215167.770000 USD 789289186.800000 COP 2021-05-18 14735.340000 N N N N/A N/A 000000000 1.000000 NC 8730.050000 0.0003288 N/A DFE N/A N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1160491.600000 USD 957000.000000 EUR 2021-01-08 8730.050000 N N N N/A N/A 000000000 1.000000 NC 9088.820000 0.0003423 N/A DFE JP N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1029851.160000 USD 107271295.000000 JPY 2021-01-08 9088.820000 N N N N/A N/A 000000000 1.000000 NC 20758.550000 0.0007819 N/A DFE MX N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 241469.820000 USD 5290000.000000 MXN 2021-05-04 20758.550000 N N N N/A N/A 000000000 1.000000 NC -12266.050000 -0.0004620 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 2280493.220000 USD 8212740.230000 PEN 2021-05-10 -12266.050000 N N N N/A N/A 000000000 1.000000 NC 2872.010000 0.0001082 N/A DFE ZA N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 45144.000000 USD 707384.090000 ZAR 2021-01-22 2872.010000 N N N N/A N/A 000000000 1.000000 NC 699552.100000 0.0263494 N/A DFE ZA N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 11312934.110000 USD 176971000.000000 ZAR 2021-01-22 699552.100000 N N N N/A N/A 000000000 1.000000 NC -115828.240000 -0.0043628 N/A DFE N/A N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 5383000.000000 EUR 6460890.840000 USD 2021-01-08 -115828.240000 N N N N/A N/A 000000000 1.000000 NC 30341.620000 0.0011429 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 10935225.000000 PEN 3051974.600000 USD 2021-02-16 30341.620000 N N N N/A N/A 000000000 1.000000 NC 36653.000000 0.0013806 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 24414987.500000 PEN 6779681.080000 USD 2021-05-10 36653.000000 N N N N/A N/A 000000000 1.000000 NC -12291.410000 -0.0004630 N/A DFE RU N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 24175167.000000 RUB 314183.540000 USD 2021-01-22 -12291.410000 N N N N/A N/A 000000000 1.000000 NC 3493.930000 0.0001316 N/A DFE RU N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 28084617.000000 RUB 381343.540000 USD 2021-02-19 3493.930000 N N N N/A N/A 000000000 1.000000 NC -575595.700000 -0.0216805 N/A DFE ZA N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 177183036.600000 ZAR 11451283.190000 USD 2021-01-22 -575595.700000 N N N N/A N/A 000000000 1.000000 NC USD 3203.910000 0.0001207 N/A DCR US N 2 Citibank International Limited N/A COLOMBIAN GOVT COLOMBIA (REP OF) GLBL UNSUBORDINATED Y Single Leg Swap 2024-06-21 0.000000 USD -2035.650000 USD 200000.000000 USD 5239.560000 N N N N/A N/A 000000000 1.000000 NC USD 7372.060000 0.0002777 N/A DCR US N 2 Citibank International Limited N/A COLOMBIAN GOVT COLOMBIA (REP OF) GLBL UNSUBORDINATED Y Single Leg Swap 2024-12-21 1960.710000 USD 0.000000 USD 500000.000000 USD 5411.350000 N N N N/A N/A 000000000 1.000000 NC USD 13847.650000 0.0005216 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 COLOMBIAN GOVT COLOMBIA (REP OF) GLBL UNSUBORDINATED Y Single Leg Swap 2023-12-21 0.000000 USD -11981.630000 USD 800000.000000 USD 25829.280000 N N N N/A N/A 000000000 1.000000 NC USD -1282.510000 -0.0000483 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 -1988.550000 USD 600000.000000 USD 706.040000 N N N N/A N/A 000000000 1.000000 NC USD -4488.790000 -0.0001691 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 -2978.900000 USD 2100000.000000 USD -1509.890000 N N N N/A N/A 000000000 1.000000 NC USD 248587.730000 0.0093633 N/A DCR US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 EGYPTIAN GOVT EGYPT GOVT Y Single Leg Swap 2022-06-21 188692.830000 USD 0.000000 USD 5500000.000000 USD 59894.900000 N N N N/A N/A 000000000 1.000000 NC USD -39469.710000 -0.0014867 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 -503236.840000 USD 5900000.000000 USD 463767.130000 N N N N/A N/A 000000000 1.000000 NC USD 16997.340000 0.0006402 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 GENERAL ELECTRIC COMPANY GENERAL ELECTRIC CO SR UNSEC Y Single Leg Swap 2023-12-21 0.000000 USD -89546.630000 USD 1300000.000000 USD 106543.970000 N N N N/A N/A 000000000 -561.000000 NC -41778.670000 -0.0015736 N/A DIR DE N 1 Eurex N/A Short N/A GERMANY GOVT 2021-03-08 -121744809.510000 EUR -41778.670000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 040114HU7 8793088.000000 PA USD 3629896.640000 0.1367241 Long DBT NUSS AR N 2 2038-01-09 Variable 0.125 N N N N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 040114HX1 3079387.000000 PA USD 1351081.050000 0.0508900 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 53292.440000 0.0020073 N/A DFE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 21805941.330000 USD 2256300000.000000 JPY 2021-02-02 53292.440000 N N N 2021-02-01 PIMCO Funds /s/ Jason Nagler Jason Nagler Assistant Treasurer XXXX