LUMINENT MORTGAGE TRUST LUM 2006 7 1A1

NPORT-P false 0000810893 XXXXXXXX S000009848 C000027276 PIMCO Funds 811-05028 0000810893 5493003B5Y5GR0Y25Y76 650 Newport Center Drive Newport Beach 92660 (888) 877-4626 PIMCO EM Bond and Short-Term Investments Portfolio S000009848 TSZ3Y1M841F22UYNMR48 2024-03-31 2023-12-31 N 462111143.610000 17843507.000000 444267636.610000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 4509872.450000 ZAR BRL PEN MXN HUF ARS USD EUR N LUMINENT MORTGAGE TRUST 2006-7 N/A LUMINENT MORTGAGE TRUST LUM 2006 7 1A1 55028BAA5 6321.710000 PA USD 5771.300000 0.0012991 Long ABS-MBS CORP US N 2 2036-12-25 Floating 5.83043 N N N N N N IVORY COAST GOVT (AKA: COTE D'IVOIRE) 254900ICW11T82O6H590 IVORY COAST SR UNSECURED REGS 03/30 5.25 BD35RTII6 2300000.000000 PA 2288071.380000 0.515021 Long DBT NUSS CI N 2 2030-03-22 Fixed 5.25 N N N N N N N/A N/A CHILEAN GOVT LA SP BOA 000000000 1.000000 NC USD 102734.140000 0.0231244 N/A DCR US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 CHILEAN GOVT CHILE GOVT Y Single Leg Swap 2025-12-20 141990.000000 USD 0.000000 USD 6000000.000000 USD -39255.860000 N N N ROMANIA GOVT 315700IASY927EDWBK92 ROMANIA SR UNSECURED REGS 01/32 2 ACI1J8690 3000000.000000 PA 2570260.910000 0.578539 Long DBT NUSS RO N 2 2032-01-28 Fixed 2 N N N N N N N/A N/A BOUGHT INR SOLD USD 20240320 000000000 1.000000 NC 20328.960000 0.0045758 N/A DFE IN N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 10015520.000000 USD 838073674.800000 INR 2024-03-20 20328.960000 N N N SOUTH AFRICA GOVT 378900AAFB4F17004C49 REPUBLIC OF SOUTH AFRICA SR UNSECURED 12/26 10.5 S69124FF7 54400000.000000 PA 3113312.670000 0.700774 Long DBT NUSS ZA N 2 2026-12-21 Fixed 10.5 N N N N N N PIMCO FUNDS LWVQWTQCFH3YG7CVH718 PIMCO PRV SHORT TERM FLT III MUTUAL FUND 000000000 938099.830000 PA USD 9124897.050000 2.05392 Long STIV RF US N 1 N N N N/A N/A BOUGHT IDR SOLD USD 20240320 000000000 1.000000 NC 4439.720000 0.0009993 N/A DFE ID N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 6296912.000000 USD 97029117008.000000 IDR 2024-03-20 4439.720000 N N N N/A N/A SOLD CNH BOUGHT USD 20240326 000000000 1.000000 NC -116003.430000 -0.0261112 N/A DFE CN N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 46600460.600000 CNY 6461517.000000 USD 2024-03-26 -116003.430000 N N N ABU DHABI GOVT 213800FER4348CINTA77 ABU DHABI GOVT INT L SR UNSECURED 144A 03/31 1.7 29135LAM2 1000000.000000 PA USD 848602.000000 0.191011 Long DBT NUSS AE N 2 2031-03-02 Fixed 1.7 N N N N N N SERBIA GOVT 254900W94OCY91V32O78 REPUBLIC OF SERBIA SR UNSECURED 144A 05/27 3.125 ACI1MBV00 1300000.000000 PA 1375720.600000 0.30966 Long DBT NUSS RS N 2 2027-05-15 Fixed 3.125 N N N N N N COUNTRYWIDE HOME LOANS 2007-HY4 N/A COUNTRYWIDE HOME LOANS CWHL 2007 HY4 1A1 17025RAA3 5090.400000 PA USD 4475.360000 0.0010074 Long ABS-MBS CORP US N 2 2047-09-25 Floating 4.43042 N N N N N N N/A N/A BOUGHT TWD SOLD USD 20240320 000000000 1.000000 NC 145444.680000 0.0327381 N/A DFE TW N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 3441109.000000 USD 108277936.000000 TWD 2024-03-20 145444.680000 N N N N/A N/A ZCS BRL 10.12 12/10/21-01/04/27 CME 000000000 1.000000 NC -179180.260000 -0.0403316 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2027-01-04 0.000000 BRL 0.000000 BRL 32100000.000000 BRL -179180.260000 N N N N/A N/A J P MORGAN TERM REPO 000000000 21500000.000000 PA USD 21500000.000000 4.83943 Long RA US N 2 Repurchase N 5.450000 2024-01-02 30164000.000000 USD 21782296.440000 USD UST N N N BRAZIL GOVT 254900ZFY40OYEADAP90 LETRA TESOURO NACIONAL BILLS 04/24 0.00000 ACI23CJ68 55600000.000000 PA 11157786.050000 2.5115 Long DBT NUSS BR N 2 2024-04-01 None 0 N N N N N N N/A N/A SOLD CNH BOUGHT USD 20240326 000000000 1.000000 NC -220146.310000 -0.0495526 N/A DFE CN N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 88700796.890000 CNY 12299715.000000 USD 2024-03-26 -220146.310000 N N N MERRILL LYNCH ALTERNATIVE NT 2007-A2 N/A MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A2 A3C 59024FAF1 218867.950000 PA USD 54255.240000 0.0122123 Long ABS-MBS CORP US N 2 2037-03-25 Floating 6.07043 N N N N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 STATE OF ISRAEL SR UNSECURED 01/50 3.375 46513JXN6 5400000.000000 PA USD 3849022.800000 0.866375 Long DBT NUSS IL N 2 2050-01-15 Fixed 3.375 N N N N N N N/A N/A BOUGHT TRY SOLD USD 20240426 000000000 1.000000 NC -16733.170000 -0.0037665 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 1255031.000000 USD 40669279.560000 TRY 2024-04-26 -16733.170000 N N N HUNGARY GOVT 5299003F3UFKGCCMAP43 NATIONAL BK HUNGARY BILL BILLS 01/24 0.00000 ACI2M7S84 1881000000.000000 PA 5418631.530000 1.21968 Long DBT MUN HU N 2 2024-01-04 None 0 N N N N N N ODEBRECHT OIL & GAS FINANCE LIMITED N/A ODEBRECHT OIL + FINANCE COMPANY GUAR 144A 12/99 0.0000 67576JAB7 1886214.000000 PA USD 64838.610000 0.0145945 Long DBT CORP KY N 2 2024-02-05 None 0 N N N N N N N/A N/A BOUGHT TRY SOLD USD 20240305 000000000 1.000000 NC 41998.810000 0.0094535 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 3054241.000000 USD 96666422.230000 TRY 2024-03-05 41998.810000 N N N PERU GOVT 254900STKLK2DBJJZ530 REPUBLIC OF PERU SR UNSECURED 11/50 5.625 715638BM3 2680000.000000 PA USD 2798000.400000 0.629801 Long DBT NUSS PE N 2 2050-11-18 Fixed 5.625 N N N N N N N/A N/A SOLD BRL BOUGHT USD 20240103 000000000 1.000000 NC 47552.510000 0.0107036 N/A DFE BR N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 36437713.390000 BRL 7548728.690000 USD 2024-01-03 47552.510000 N N N MORGAN STANLEY MORTGAGE LN TR-2006-8AR N/A MORGAN STANLEY MORTGAGE LOAN T MSM 2006 8AR 5A4 61749LAP6 2741.210000 PA USD 2703.200000 0.0006085 Long ABS-MBS CORP US N 2 2036-06-25 Floating 7.03521 N N N N N N PETRONAS CAPITAL LIMITED 549300G7YFX3540OYR85 PETRONAS CAPITAL LTD COMPANY GUAR 144A 04/50 4.55 716743AR0 500000.000000 PA USD 460179.780000 0.103582 Long DBT CORP MY N 2 2050-04-21 Fixed 4.55 N N N N N N N/A N/A BOUGHT THB SOLD USD 20240320 000000000 1.000000 NC 164714.450000 0.0370755 N/A DFE TH N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 4571000.000000 USD 160574659.000000 THB 2024-03-20 164714.450000 N N N N/A N/A BOUGHT TRY SOLD USD 20240409 000000000 1.000000 NC -15305.060000 -0.003445 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 1255031.000000 USD 40035488.900000 TRY 2024-04-09 -15305.060000 N N N QATAR GOVT 52990074F6OJOAXK4P65 STATE OF QATAR SR UNSECURED REGS 04/28 4.5 M8489SAH0 2000000.000000 PA USD 2026466.000000 0.456136 Long DBT NUSS QA N 2 2028-04-23 Fixed 4.5 N N N N N N N/A N/A BOUGHT IDR SOLD USD 20240320 000000000 1.000000 NC -4610.300000 -0.0010377 N/A DFE ID N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1608173.000000 USD 24691888242.000000 IDR 2024-03-20 -4610.300000 N N N FORESEA HOLDING SA 254900BAD50AKYGIMV79 FORESEA HLDG S A COMMON STOCK 000000000 4874.000000 NS USD 121036.040000 0.0272439 Long EC CORP LU N 3 N N N ADANI TRANSMISSION STEP ONE LIMITED 335800Z8CGS7O7D72N41 ADANI TRANS STEP ONE LTD SR SECURED REGS 08/26 4 ACI0NYD68 1000000.000000 PA USD 918335.000000 0.206708 Long DBT CORP IN N 2 2026-08-03 Fixed 4 N N N N N N SAUDI ARABIA GOVT 635400FMICXSM3SI3H65 SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/28 4.75 80413TBC2 5000000.000000 PA USD 5057610.000000 1.13842 Long DBT NUSS SA N 2 2028-01-18 Fixed 4.75 N N N N N N FORESEA HOLDING SA 254900BAD50AKYGIMV79 DRILLCO HLDG LUX SA COMMON STOCK 000000000 12373.000000 NS USD 307258.710000 0.0691607 Long EC CORP LU Y 3 N N N N/A N/A ZCS BRL 11.0225 01/04/22-01/02/25 CME 000000000 1.000000 NC -359772.960000 -0.0809811 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2025-01-02 0.000000 BRL 0.000000 BRL 82800000.000000 BRL -359772.960000 N N N BANCO DEL ESTADO DE CHILE 5493004R4EJC0W0XVQ72 BANCO DEL ESTADO CHILE SR UNSECURED REGS 01/25 2.704 05968AAG1 600000.000000 PA USD 580742.040000 0.130719 Long DBT CORP CL N 2 2025-01-09 Fixed 2.704 N N N N N N ABU DHABI GOVT 213800FER4348CINTA77 ABU DHABI GOVT INT L SR UNSECURED REGS 03/31 1.7 ACI1QRCJ1 1100000.000000 PA USD 933462.200000 0.210113 Long DBT NUSS AE N 2 2031-03-02 Fixed 1.7 N N N N N N FORESEA HOLDING SA 254900BAD50AKYGIMV79 FORESEA HOLDING SA SR SECURED REGS 06/30 7.5 L26915AA3 1277606.000000 PA USD 1184340.760000 0.266583 Long DBT CORP LU N 2 2030-06-15 Fixed 7.5 N N N N N N N/A N/A ZCS BRL 12.628 07/01/22-01/02/25 CME 000000000 1.000000 NC 230796.450000 0.0519499 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2025-01-02 0.000000 BRL 0.000000 BRL 85000000.000000 BRL 230796.450000 N N N CITIGROUP MTGE LOAN TR INC 2006-AR7 N/A CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AR7 1A3A 172987AD1 8224.030000 PA USD 7483.360000 0.0016844 Long ABS-MBS CORP US N 2 2046-07-25 Floating 4.81598 N N N N N N SERBIA GOVT 254900W94OCY91V32O78 REPUBLIC OF SERBIA SR UNSECURED 144A 09/36 2.05 ACI20JFB9 2500000.000000 PA 1926034.240000 0.43353 Long DBT NUSS RS N 2 2036-09-23 Fixed 2.05 N N N N N N N/A N/A SOLD CNH BOUGHT USD 20240326 000000000 1.000000 NC -262643.780000 -0.0591184 N/A DFE CN N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 87082743.740000 CNY 12028834.000000 USD 2024-03-26 -262643.780000 N N N N/A N/A COLOMBIA LA SP BRC 000000000 1.000000 NC USD 14381.190000 0.0032371 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 COLOMBIAN GOVT COLOMBIA (REP OF) GLBL UNSUBORDINATED Y Single Leg Swap 2026-12-20 0.000000 USD -99580.710000 USD 2110000.000000 USD 113961.900000 N N N N/A N/A SOLD JPY BOUGHT USD 20240109 000000000 1.000000 NC -48790.530000 -0.0109822 N/A DFE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 176600000.000000 JPY 1204481.540000 USD 2024-01-09 -48790.530000 N N N ABU DHABI GOVT 213800FER4348CINTA77 ABU DHABI GOVT INT L SR UNSECURED 144A 09/70 2.7 29135LAN0 4500000.000000 PA USD 2860389.000000 0.643844 Long DBT NUSS AE N 2 2070-09-02 Fixed 2.7 N N N N N N SERBIA GOVT 254900W94OCY91V32O78 REPUBLIC OF SERBIA SR UNSECURED REGS 06/29 1.5 ACI1CRTF6 4400000.000000 PA 4109538.350000 0.925014 Long DBT NUSS RS N 2 2029-06-26 Fixed 1.5 N N N N N N N/A N/A BOUGHT ZAR SOLD USD 20240117 000000000 1.000000 NC 8052.070000 0.0018124 N/A DFE ZA N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 2585255.590000 USD 47493213.390000 ZAR 2024-01-17 8052.070000 N N N N/A N/A ZCS BRL 10.2055 12/13/21-01/04/27 CME 000000000 1.000000 NC -653905.700000 -0.147187 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2027-01-04 0.000000 BRL 0.000000 BRL 132400000.000000 BRL -653905.700000 N N N N/A N/A SOLD KRW BOUGHT USD 20240620 000000000 1.000000 NC -129034.450000 -0.0290443 N/A DFE KR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 9133676756.000000 KRW 6991218.000000 USD 2024-06-20 -129034.450000 N N N INDONESIA GOVT 529900FWX0GRR7WG5W79 REPUBLIC OF INDONESIA SR UNSECURED REGS 01/38 7.75 Y20721AL3 1025000.000000 PA USD 1317417.660000 0.296537 Long DBT NUSS ID N 2 2038-01-17 Fixed 7.75 N N N N N N DAE FUNDING LLC 635400SZTPQL3Y1P2C76 DAE FUNDING LLC COMPANY GUAR 144A 02/24 1.625 23371DAH7 3000000.000000 PA USD 2984075.190000 0.671684 Long DBT CORP US N 2 2024-02-15 Fixed 1.625 N N N N N N N/A N/A COLOMBIA LA SP GST 000000000 1.000000 NC USD -18420.810000 -0.0041463 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 COLOMBIAN GOVT COLOMBIA (REP OF) GLBL UNSUBORDINATED Y Single Leg Swap 2027-12-20 0.000000 USD -312027.440000 USD 3500000.000000 USD 293606.630000 N N N CHILEAN GOVT 549300FLZTJM5YJF8D34 REPUBLIC OF CHILE SR UNSECURED 01/61 3.1 168863DQ8 500000.000000 PA USD 337104.430000 0.0758787 Long DBT NUSS CL N 2 2061-01-22 Fixed 3.1 N N N N N N N/A N/A SOLD CNH BOUGHT USD 20240326 000000000 1.000000 NC -174984.770000 -0.0393872 N/A DFE CN N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 79519677.130000 CNY 11048988.000000 USD 2024-03-26 -174984.770000 N N N CHASE MORTGAGE FINANCE CORP 2007-A1 N/A CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 11M1 161630BD9 12838.610000 PA USD 11947.520000 0.0026893 Long ABS-MBS CORP US N 2 2037-03-25 Floating 4.11383 N N N N N N N/A N/A ZCS BRL 12.3164 05/09/22-01/04/27 CME 000000000 1.000000 NC 923528.520000 0.207877 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2027-01-04 0.000000 BRL 0.000000 BRL 101000000.000000 BRL 923528.520000 N N N ADANI RENEWABLE ENERGY RJ LTD/KODANGAL SOLAR PARKS PVT LTD/WARDHA SOLAR MAHARASH N/A ADANIREN KODSOPAR WARSOM SR SECURED REGS 10/39 4.625 ACI1G0658 876250.000000 PA USD 688791.380000 0.15504 Long DBT CORP IN N 2 2039-10-15 Fixed 4.625 N N N N N N GREENSAIF PIPELINE (TMS ISSUER SARL) 21380092DY1X4BHPMA32 TMS ISSUER SARL SR SECURED REGS 08/32 5.78 256834367 2000000.000000 PA USD 2091250.000000 0.470718 Long DBT CORP LU N 2 2032-08-23 Fixed 5.78 N N N N N N WASHINGTON MUTUAL 2006-AR16 N/A WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR16 1A1 92925GAA1 10129.580000 PA USD 8835.250000 0.0019887 Long ABS-MBS CORP US N 2 2036-12-25 Floating 4.27184 N N N N N N N/A N/A SOLD IDR BOUGHT USD 20240320 000000000 1.000000 NC -1853.450000 -0.0004172 N/A DFE ID N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 4710760884.000000 IDR 304077.000000 USD 2024-03-20 -1853.450000 N N N SERBIA GOVT 254900W94OCY91V32O78 REPUBLIC OF SERBIA SR UNSECURED 144A 09/28 1 ACI20JHB7 3000000.000000 PA 2803017.760000 0.63093 Long DBT NUSS RS N 2 2028-09-23 Fixed 1 N N N N N N N/A N/A BOUGHT TRY SOLD USD 20240408 000000000 1.000000 NC -13769.300000 -0.0030993 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 1300695.910000 USD 41518213.450000 TRY 2024-04-08 -13769.300000 N N N N/A N/A BOUGHT IDR SOLD USD 20240320 000000000 1.000000 NC 13155.550000 0.0029612 N/A DFE ID N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 11745520.860000 USD 181061784810.000000 IDR 2024-03-20 13155.550000 N N N N/A N/A BOUGHT IDR SOLD USD 20240320 000000000 1.000000 NC 53.780000 0.0000121 N/A DFE ID N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 55739.060000 USD 859106132.000000 IDR 2024-03-20 53.780000 N N N QATAR GOVT 52990074F6OJOAXK4P65 STATE OF QATAR SR UNSECURED 144A 04/30 3.75 74727PBD2 2400000.000000 PA USD 2346177.600000 0.5281 Long DBT NUSS QA N 2 2030-04-16 Fixed 3.75 N N N N N N N/A N/A SOLD ZAR BOUGHT USD 20240119 000000000 1.000000 NC -37437.640000 -0.0084268 N/A DFE ZA N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 24051631.010000 ZAR 1275650.830000 USD 2024-01-19 -37437.640000 N N N GREENKO SOLAR (MAURITIUS) LIMITED 2138007S1PL541B3KP92 GREENKO SOLAR MAURITIUS SR SECURED REGS 01/25 5.55 V3855GAA8 3000000.000000 PA USD 2942550.000000 0.662337 Long DBT CORP MU N 2 2025-01-29 Fixed 5.55 N N N N N N BANK OF AMERICA MTGE SECS-2006-A N/A BANC OF AMERICA MORTGAGE SECUR BOAMS 2006 A 2A1 05949CRS7 4115.030000 PA USD 3692.480000 0.0008311 Long ABS-MBS CORP US N 2 2036-02-25 Floating 3.88706 N N N N N N N/A N/A BOUGHT TRY SOLD USD 20240108 000000000 1.000000 NC -122.310000 -0.0000275 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 5376928.510000 USD 159243383.600000 TRY 2024-01-08 -122.310000 N N N N/A N/A SOLD IDR BOUGHT USD 20240320 000000000 1.000000 NC -7.670000 -0.0000017 N/A DFE ID N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 26525905.000000 IDR 1715.000000 USD 2024-03-20 -7.670000 N N N MEXICO GOVT 254900EGTWEU67VP6075 UNITED MEXICAN STATES SR UNSECURED 04/32 4.75 91087BAK6 3000000.000000 PA USD 2894531.970000 0.651529 Long DBT NUSS MX N 2 2032-04-27 Fixed 4.75 N N N N N N N/A N/A CHILEAN GOVT LA SP BRC 000000000 1.000000 NC USD 24282.240000 0.0054657 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 CHILEAN GOVT CHILE GOVT Y Single Leg Swap 2024-06-20 15894.330000 USD 0.000000 USD 5000000.000000 USD 8387.910000 N N N PROVINCE OF BUENOS AIRES ARGENTINA 549300L6AYROPOTQ4L07 PROVINCIA DE BUENOS AIRE UNSECURED 144A REGS 04/25 VAR P1910WRC5 61009000.000000 PA 64793.840000 0.0145844 Long DBT NUSS AR N 2 2025-04-12 Floating 106.561 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 02/24 0.00000 912797GN1 3163000.000000 PA USD 3142758.210000 0.707402 Long DBT UST US N 2 2024-02-15 None 0 N N N N N N MEXICO GOVT 254900EGTWEU67VP6075 MEXICAN UDIBONOS BONDS 11/28 4 ACI0TJTX9 50300365.500000 PA 2896751.280000 0.652028 Long DBT NUSS MX N 2 2028-11-30 Fixed 4 N N N N N N N/A N/A BOUGHT TRY SOLD USD 20240112 000000000 1.000000 NC -581.560000 -0.0001309 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 1134715.330000 USD 33712505.930000 TRY 2024-01-12 -581.560000 N N N ECOPETROL SA 254900IDGKCJICKBPA66 ECOPETROL SA SR UNSECURED 06/26 5.375 279158AL3 560000.000000 PA USD 549458.900000 0.123678 Long DBT CORP CO N 2 2026-06-26 Fixed 5.375 N N N N N N SAUDI ARABIA GOVT 635400FMICXSM3SI3H65 SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/53 5 000000000 2000000.000000 PA USD 1888472.000000 0.425075 Long DBT NUSS SA N 2 2053-01-18 Fixed 5 N N N N N N N/A N/A BOUGHT TRY SOLD USD 20240409 000000000 1.000000 NC -32584.460000 -0.0073344 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 2709805.000000 USD 86457683.430000 TRY 2024-04-09 -32584.460000 N N N N/A N/A BOUGHT TRY SOLD USD 20240329 000000000 1.000000 NC -4576.970000 -0.0010302 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 481437.000000 USD 15234110.990000 TRY 2024-03-29 -4576.970000 N N N N/A N/A BOUGHT IDR SOLD USD 20240320 000000000 1.000000 NC 10455.930000 0.0023535 N/A DFE ID N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 1247528.620000 USD 19370626388.000000 IDR 2024-03-20 10455.930000 N N N N/A N/A BOUGHT CLP SOLD USD 20240119 000000000 1.000000 NC 2856.100000 0.0006429 N/A DFE CL N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 1110731.910000 USD 981909223.000000 CLP 2024-01-19 2856.100000 N N N ODEBRECHT OIL & GAS FINANCE LIMITED N/A ODEBRECHT OIL + FINANCE COMPANY GUAR REGS 12/99 0.0000 000000000 1265000.000000 PA USD 43484.380000 0.0097879 Long DBT CORP KY N 2 2024-02-05 None 0 N N N N N N N/A N/A BOUGHT TWD SOLD USD 20240320 000000000 1.000000 NC 168963.540000 0.0380319 N/A DFE TW N 2 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 4113602.000000 USD 129290511.000000 TWD 2024-03-20 168963.540000 N N N N/A N/A BOUGHT IDR SOLD USD 20240108 000000000 1.000000 NC 5612.290000 0.0012633 N/A DFE ID N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1200000.000000 USD 18559410840.000000 IDR 2024-01-08 5612.290000 N N N COUNTRYWIDE HOME LOANS 2005-HYB6 N/A COUNTRYWIDE HOME LOANS CWHL 2005 HYB6 5A1 126694BS6 2037.170000 PA USD 1881.050000 0.0004234 Long ABS-MBS CORP US N 3 2035-10-20 Floating 3.70059 N N N N N N N/A N/A ZCS BRL 11.212 01/05/22-01/02/25 CME 000000000 1.000000 NC -306718.430000 -0.0690391 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2025-01-02 0.000000 BRL 0.000000 BRL 90800000.000000 BRL -306718.430000 N N N N/A N/A BOUGHT TRY SOLD USD 20240222 000000000 1.000000 NC -91653.440000 -0.0206302 N/A DFE TR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 11791818.200000 USD 361289517.830000 TRY 2024-02-22 -91653.440000 N N N WASHINGTON MUTUAL 2006-AR18 N/A WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR18 1A1 933637AA8 15773.850000 PA USD 13411.540000 0.0030188 Long ABS-MBS CORP US N 2 2037-01-25 Floating 3.27006 N N N N N N N/A N/A BOUGHT KRW SOLD USD 20240108 000000000 1.000000 NC -40.720000 -0.0000092 N/A DFE KR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 7496.000000 USD 9648777.000000 KRW 2024-01-08 -40.720000 N N N N/A N/A BOUGHT INR SOLD USD 20240320 000000000 1.000000 NC 38980.020000 0.008774 N/A DFE IN N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 24567118.410000 USD 2054806067.370000 INR 2024-03-20 38980.020000 N N N BANCO DEL ESTADO DE CHILE 5493004R4EJC0W0XVQ72 BANCO DEL ESTADO CHILE SR UNSECURED 144A 01/25 2.704 05965MAG8 200000.000000 PA USD 193580.680000 0.043573 Long DBT CORP CL N 2 2025-01-09 Fixed 2.704 N N N N N N CENTRAIS ELETRICAS BRASILEIRAS SA (ELETROBRAS) 254900I8KYDELP4B4Z08 CENTRAIS ELETRICAS BRASI SR UNSECURED 144A 02/25 3.625 15236FAA8 400000.000000 PA USD 387587.520000 0.0872419 Long DBT CORP BR N 2 2025-02-04 Fixed 3.625 N N N N N N N/A N/A BOUGHT MXN SOLD USD 20240131 000000000 1.000000 NC 1806.220000 0.0004066 N/A DFE MX N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 248767.510000 USD 4274000.000000 MXN 2024-01-31 1806.220000 N N N N/A N/A BOUGHT THB SOLD USD 20240320 000000000 1.000000 NC 414.510000 0.0000933 N/A DFE TH N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 18814.190000 USD 651990.710000 THB 2024-03-20 414.510000 N N N CHILEAN GOVT 549300FLZTJM5YJF8D34 REPUBLIC OF CHILE SR UNSECURED 01/25 1.625 ACI0B4VL4 7000000.000000 PA 7568538.750000 1.7036 Long DBT NUSS CL N 2 2025-01-30 Fixed 1.625 N N N N N N N/A N/A BOUGHT BRL SOLD USD 20240304 000000000 1.000000 NC 1312.010000 0.0002953 N/A DFE BR N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 261175.500000 USD 1282789.590000 BRL 2024-03-04 1312.010000 N N N QATAR GOVT 52990074F6OJOAXK4P65 STATE OF QATAR SR UNSECURED 144A 04/25 3.4 74727PBC4 3200000.000000 PA USD 3141664.000000 0.707156 Long DBT NUSS QA N 2 2025-04-16 Fixed 3.4 N N N N N N N/A N/A SOLD TWD BOUGHT USD 20240229 000000000 1.000000 NC -521197.130000 -0.117316 N/A DFE TW N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 304104576.000000 TWD 9525892.000000 USD 2024-02-29 -521197.130000 N N N N/A N/A COLOMBIA LA SP BPS 000000000 1.000000 NC USD 1950.220000 0.000439 N/A DCR US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 COLOMBIAN GOVT COLOMBIA (REP OF) GLBL UNSUBORDINATED Y Single Leg Swap 2027-06-20 0.000000 USD -134256.940000 USD 2800000.000000 USD 136207.160000 N N N BRAZIL GOVT 254900ZFY40OYEADAP90 FED REPUBLIC OF BRAZIL SR UNSECURED 06/25 2.875 105756CD0 500000.000000 PA USD 483726.320000 0.108882 Long DBT NUSS BR N 2 2025-06-06 Fixed 2.875 N N N N N N INDONESIA GOVT 529900FWX0GRR7WG5W79 REPUBLIC OF INDONESIA SR UNSECURED REGS 07/47 4.75 Y20721BU2 755000.000000 PA USD 749278.350000 0.168655 Long DBT NUSS ID N 2 2047-07-18 Fixed 4.75 N N N N N N N/A N/A SOLD KRW BOUGHT USD 20240620 000000000 1.000000 NC -77682.170000 -0.0174854 N/A DFE KR N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 9091583434.000000 KRW 7009756.000000 USD 2024-06-20 -77682.170000 N N N N/A N/A BOUGHT TRY SOLD USD 20240426 000000000 1.000000 NC -11282.820000 -0.0025396 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 836687.000000 USD 27108658.800000 TRY 2024-04-26 -11282.820000 N N N MEXICO GOVT 254900EGTWEU67VP6075 MEXICAN UDIBONOS BONDS 12/26 3 ACI24R197 27305912.700000 PA 1493809.180000 0.336241 Long DBT NUSS MX N 2 2026-12-03 Fixed 3 N N N N N N N/A N/A BOUGHT ZAR SOLD USD 20240119 000000000 1.000000 NC 107531.960000 0.0242043 N/A DFE ZA N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 8891208.190000 USD 164828480.500000 ZAR 2024-01-19 107531.960000 N N N MERRILL LYNCH MORTGAGE BACKED SEC 2007-1 N/A MERRILL LYNCH MORTGAGE BACKED MLMBS 2007 1 2A1 59024NAC1 15182.080000 PA USD 13102.240000 0.0029492 Long ABS-MBS CORP US N 2 2037-04-25 Floating 3.62794 N N N N N N INDONESIA GOVT 529900FWX0GRR7WG5W79 PERUSAHAAN PENERBIT SBSN SR UNSECURED 144A 06/25 2.3 71567PAN0 1000000.000000 PA USD 963750.000000 0.21693 Long DBT NUSS ID N 2 2025-06-23 Fixed 2.3 N N N N N N N/A N/A BOUGHT MXN SOLD USD 20240131 000000000 1.000000 NC 1132246.670000 0.254857 N/A DFE MX N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 14711429.430000 USD 270243294.730000 MXN 2024-01-31 1132246.670000 N N N N/A N/A BOUGHT TRY SOLD USD 20240108 000000000 1.000000 NC 81.320000 0.0000183 N/A DFE TR N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 5056817.000000 USD 149768760.450000 TRY 2024-01-08 81.320000 N N N QATAR GOVT 52990074F6OJOAXK4P65 STATE OF QATAR SR UNSECURED REGS 03/49 4.817 ACI19CPD2 1200000.000000 PA USD 1170834.000000 0.263543 Long DBT NUSS QA N 2 2049-03-14 Fixed 4.817 N N N N N N N/A N/A BOUGHT IDR SOLD USD 20240131 000000000 1.000000 NC -601.400000 -0.0001354 N/A DFE ID N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 1350000.000000 USD 20772450000.000000 IDR 2024-01-31 -601.400000 N N N BRAZIL GOVT 254900ZFY40OYEADAP90 FED REPUBLIC OF BRAZIL SR UNSECURED 04/26 6 105756BX7 200000.000000 PA USD 205817.190000 0.0463273 Long DBT NUSS BR N 2 2026-04-07 Fixed 6 N N N N N N N/A N/A SOUTH AFRICA EM SP BOA 000000000 1.000000 NC USD -2512.250000 -0.0005655 N/A DCR US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 SOUTH AFRICA GOVT REPUBLIC OF SOUTH AFRICA Y Single Leg Swap 2026-12-20 0.000000 USD -17515.470000 USD 400000.000000 USD 15003.220000 N N N SAUDI ARABIA GOVT 635400FMICXSM3SI3H65 SAUDI INTERNATIONAL BOND SR UNSECURED REGS 10/26 3.25 M6320UAD1 400000.000000 PA USD 386338.400000 0.0869607 Long DBT NUSS SA N 2 2026-10-26 Fixed 3.25 N N N N N N N/A N/A SOLD SGD BOUGHT USD 20240320 000000000 1.000000 NC -243227.030000 -0.0547479 N/A DFE SG N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 49237073.240000 SGD 37196550.000000 USD 2024-03-20 -243227.030000 N N N N/A N/A ZCS BRL 12.235 05/25/22-01/02/25 CME 000000000 1.000000 NC 283714.160000 0.0638611 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2025-01-02 0.000000 BRL 0.000000 BRL 290000000.000000 BRL 283714.160000 N N N N/A N/A SOLD CNH BOUGHT USD 20240326 000000000 1.000000 NC -287045.060000 -0.0646108 N/A DFE CN N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 84227767.010000 CNY 11601461.000000 USD 2024-03-26 -287045.060000 N N N FORESEA HOLDING SA 254900BAD50AKYGIMV79 DRILLCO HLDG LUX S A COMMON STOCK 000000000 111362.000000 NS USD 2765452.550000 0.622475 Long EC CORP LU Y 3 N N N BANCO NACIONAL DE DESENVOLVIMENTO ECONOMICO E SOCIAL (BNDES) 254900DCL95WTK6VYD35 BANCO NAC DE DESEN ECONO SR UNSECURED REGS 05/24 4.75 P14486AM9 200000.000000 PA USD 199055.000000 0.0448052 Long DBT CORP BR N 2 2024-05-09 Fixed 4.75 N N N N N N N/A N/A SOLD CNH BOUGHT USD 20240326 000000000 1.000000 NC -103269.260000 -0.0232448 N/A DFE CN N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 40484804.670000 CNY 5611044.000000 USD 2024-03-26 -103269.260000 N N N BRAZIL GOVT 254900ZFY40OYEADAP90 FED REPUBLIC OF BRAZIL SR UNSECURED 01/25 4.25 105756BV1 2300000.000000 PA USD 2272902.830000 0.511607 Long DBT NUSS BR N 2 2025-01-07 Fixed 4.25 N N N N N N SOUTH AFRICA GOVT 378900AAFB4F17004C49 REPUBLIC OF SOUTH AFRICA SR UNSECURED 09/49 5.75 836205BB9 400000.000000 PA USD 320640.000000 0.0721727 Long DBT NUSS ZA N 2 2049-09-30 Fixed 5.75 N N N N N N N/A N/A SOLD CNH BOUGHT USD 20240326 000000000 1.000000 NC -111308.810000 -0.0250544 N/A DFE CN N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 42115256.360000 CNY 5833138.000000 USD 2024-03-26 -111308.810000 N N N N/A N/A SOLD KRW BOUGHT USD 20240620 000000000 1.000000 NC -126099.690000 -0.0283837 N/A DFE KR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 9414451977.000000 KRW 7213034.000000 USD 2024-06-20 -126099.690000 N N N ABU DHABI GOVT 213800FER4348CINTA77 ABU DHABI GOVT INT L SR UNSECURED REGS 04/50 3.875 ACI1LP9H8 793000.000000 PA USD 666667.960000 0.15006 Long DBT NUSS AE N 2 2050-04-16 Fixed 3.875 N N N N N N N/A N/A ZCS BRL 11.1125 12/07/21-01/02/24 CME 000000000 1.000000 NC -23482.860000 -0.0052857 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2024-01-02 0.000000 BRL 0.000000 BRL 3900000.000000 BRL -23482.860000 N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 01/24 0.00000 912796ZY8 7000.000000 PA USD 6976.440000 0.0015703 Long DBT UST US N 2 2024-01-25 None 0 N N N N N N N/A N/A SOLD CNH BOUGHT USD 20240326 000000000 1.000000 NC -2345.970000 -0.0005281 N/A DFE CN N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 733000.000000 CNY 101114.860000 USD 2024-03-26 -2345.970000 N N N N/A N/A SOLD IDR BOUGHT USD 20240320 000000000 1.000000 NC 4123.090000 0.0009281 N/A DFE ID N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 154050606975.000000 IDR 10008615.430000 USD 2024-03-20 4123.090000 N N N N/A N/A SOLD CAD BOUGHT USD 20240109 000000000 1.000000 NC 1598.340000 0.0003598 N/A DFE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 924000.000000 CAD 699009.470000 USD 2024-01-09 1598.340000 N N N BANCO BTG PACTUAL SA/CAYMAN ISLANDS BRANCH 2549002JHJ73KGETOK78 BANCO BTG PACTUAL/CAYMAN SR UNSECURED 144A 01/25 4.5 05971AAE1 1400000.000000 PA USD 1376487.420000 0.309833 Long DBT CORP BR N 2 2025-01-10 Fixed 4.5 N N N N N N N/A N/A ZCS BRL 10.9951 12/09/21-01/02/24 CME 000000000 1.000000 NC -1168316.810000 -0.262976 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2024-01-02 0.000000 BRL 0.000000 BRL 178800000.000000 BRL -1168316.810000 N N N N/A N/A BOUGHT IDR SOLD USD 20240320 000000000 1.000000 NC 2198.220000 0.0004948 N/A DFE ID N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 999760.540000 USD 15428304653.000000 IDR 2024-03-20 2198.220000 N N N N/A N/A ZCS BRL 12.165 05/06/22-01/04/27 CME 000000000 1.000000 NC 245708.930000 0.0553065 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2027-01-04 0.000000 BRL 0.000000 BRL 30000000.000000 BRL 245708.930000 N N N QNB FINANCE LTD 549300MY0DXTHQEX5O57 QNB FINANCE LTD COMPANY GUAR REGS 03/24 3.5 ACI19T8T9 2800000.000000 PA USD 2785465.200000 0.626979 Long DBT CORP KY N 2 2024-03-28 Fixed 3.5 N N N N N N QATAR GOVT 52990074F6OJOAXK4P65 STATE OF QATAR SR UNSECURED REGS 03/29 4 ACI19CPF7 3200000.000000 PA USD 3179174.400000 0.715599 Long DBT NUSS QA N 2 2029-03-14 Fixed 4 N N N N N N N/A N/A SOLD ZAR BOUGHT USD 20240119 000000000 1.000000 NC -204655.860000 -0.0460659 N/A DFE ZA N 2 UBS AG BFM8T61CT2L1QCEMIK50 92683919.590000 ZAR 4855382.950000 USD 2024-01-19 -204655.860000 N N N N/A N/A BOUGHT JPY SOLD USD 20240109 000000000 1.000000 NC 266371.440000 0.0599574 N/A DFE JP N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 6498664.000000 USD 953268876.000000 JPY 2024-01-09 266371.440000 N N N N/A N/A SOLD IDR BOUGHT USD 20240320 000000000 1.000000 NC -19493.590000 -0.0043878 N/A DFE ID N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 41254641910.000000 IDR 2659702.270000 USD 2024-03-20 -19493.590000 N N N N/A N/A SOLD MXN BOUGHT USD 20240131 000000000 1.000000 NC -928.350000 -0.000209 N/A DFE MX N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 228027.230000 MXN 12440.310000 USD 2024-01-31 -928.350000 N N N EMPRESA DE TRANSPORTE DE PASAJEROS METRO SA (AKA: METRO SANTIAGO SA) 959800T4M5QUPYMSCH69 EMPRESA DE TRANSPORTE ME SR UNSECURED 144A 05/30 3.65 29246QAD7 500000.000000 PA USD 461061.400000 0.10378 Long DBT CORP CL N 2 2030-05-07 Fixed 3.65 N N N N N N N/A N/A SOLD BRL BOUGHT USD 20240103 000000000 1.000000 NC -1096.830000 -0.0002469 N/A DFE BR N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 1274014.090000 BRL 261175.500000 USD 2024-01-03 -1096.830000 N N N N/A N/A BOUGHT BRL SOLD USD 20240103 000000000 1.000000 NC 371828.810000 0.0836948 N/A DFE BR N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 20497000.000000 USD 101372422.840000 BRL 2024-01-03 371828.810000 N N N N/A N/A SOLD PEN BOUGHT USD 20240320 000000000 1.000000 NC -19180.280000 -0.0043173 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 4746566.550000 PEN 1260842.200000 USD 2024-03-20 -19180.280000 N N N COLOMBIAN GOVT 549300MHDRBVRF6B9117 REPUBLIC OF COLOMBIA SR UNSECURED 04/31 3.125 195325DS1 200000.000000 PA USD 163327.860000 0.0367634 Long DBT NUSS CO N 2 2031-04-15 Fixed 3.125 N N N N N N N/A N/A BOUGHT MXN SOLD USD 20240131 000000000 1.000000 NC 8602.810000 0.0019364 N/A DFE MX N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 15985376.800000 USD 272807000.000000 MXN 2024-01-31 8602.810000 N N N WAMU MTGE P/T CERT 2007-HY5 N/A WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY5 2A1 92990GAC7 19733.750000 PA USD 15335.400000 0.0034518 Long ABS-MBS CORP US N 2 2037-05-25 Floating 3.31467 N N N N N N SOUTH AFRICA GOVT 378900AAFB4F17004C49 REPUBLIC OF SOUTH AFRICA SR UNSECURED 12/26 10.5 614878II9 706000000.000000 PA 40404388.680000 9.09461 Long DBT NUSS ZA N 2 2026-12-21 Fixed 10.5 N N N N N N N/A N/A BANCO DO BRASIL SA SNR LA SP JPM 000000000 1.000000 NC USD -489.230000 -0.0001101 N/A DCR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N/A BANCO DO BRASIL SA Y Single Leg Swap 2024-12-20 0.000000 USD -26929.410000 USD 1200000.000000 USD 26440.180000 N N N N/A N/A SOLD KRW BOUGHT USD 20240122 000000000 1.000000 NC -2640.290000 -0.0005943 N/A DFE KR N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 909790000.000000 KRW 700000.000000 USD 2024-01-22 -2640.290000 N N N PT PELABUHAN INDONESIA (PERSERO) N/A PELABUHAN INDO PERSERO SR UNSECURED REGS 05/25 4.25 Y7133MAC3 2000000.000000 PA USD 1963330.000000 0.441925 Long DBT CORP ID N 2 2025-05-05 Fixed 4.25 N N N N N N SOUTH AFRICA GOVT 378900AAFB4F17004C49 REPUBLIC OF SOUTH AFRICA SR UNSECURED 04/26 4.875 836205AT1 200000.000000 PA USD 197739.000000 0.044509 Long DBT NUSS ZA N 2 2026-04-14 Fixed 4.875 N N N N N N N/A N/A ZCS BRL 10.8375 01/04/22-01/02/25 CME 000000000 1.000000 NC -164068.210000 -0.03693 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2025-01-02 0.000000 BRL 0.000000 BRL 30900000.000000 BRL -164068.210000 N N N N/A N/A BOUGHT BRL SOLD USD 20240402 000000000 1.000000 NC -34179.230000 -0.0076934 N/A DFE BR N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 7548728.690000 USD 36805336.470000 BRL 2024-04-02 -34179.230000 N N N INDONESIA GOVT 529900FWX0GRR7WG5W79 REPUBLIC OF INDONESIA SR UNSECURED 144A 01/44 6.75 455780BR6 2400000.000000 PA USD 2960552.540000 0.666389 Long DBT NUSS ID N 2 2044-01-15 Fixed 6.75 N N N N N N N/A N/A BOUGHT IDR SOLD USD 20240320 000000000 1.000000 NC 1175.880000 0.0002647 N/A DFE ID N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1194613.310000 USD 18412933331.000000 IDR 2024-03-20 1175.880000 N N N QNB FINANCE LTD 549300MY0DXTHQEX5O57 QNB FINANCE LTD COMPANY GUAR REGS 06/24 1.125 ACI1YNB78 2300000.000000 PA USD 2248850.300000 0.506193 Long DBT CORP KY N 2 2024-06-17 Fixed 1.125 N N N N N N N/A N/A MEXICO LA SP BPS 000000000 1.000000 NC USD 27803.600000 0.0062583 N/A DCR US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2028-06-20 0.000000 USD -30615.000000 USD 3000000.000000 USD 58418.600000 N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 03/24 0.00000 912797GY7 194000.000000 PA USD 191593.910000 0.0431258 Long DBT UST US N 2 2024-03-28 None 0 N N N N N N N/A N/A BOUGHT KRW SOLD USD 20240108 000000000 1.000000 NC -302.950000 -0.0000682 N/A DFE KR N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 551125.000000 USD 712885699.000000 KRW 2024-01-08 -302.950000 N N N INDONESIA GOVT 529900FWX0GRR7WG5W79 REPUBLIC OF INDONESIA SR UNSECURED 02/50 3.5 455780CR5 2000000.000000 PA USD 1620808.640000 0.364827 Long DBT NUSS ID N 2 2050-02-14 Fixed 3.5 N N N N N N N/A N/A BOUGHT BRL SOLD USD 20240103 000000000 1.000000 NC 5657.630000 0.0012735 N/A DFE BR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 250000.000000 USD 1241882.500000 BRL 2024-01-03 5657.630000 N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 PETROLEOS MEXICANOS COMPANY GUAR 01/50 7.69 71654QDD1 500000.000000 PA USD 356217.200000 0.0801808 Long DBT CORP MX N 2 2050-01-23 Fixed 7.69 N N N N N N N/A N/A BOUGHT IDR SOLD USD 20240320 000000000 1.000000 NC 5653.880000 0.0012726 N/A DFE ID N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 392412.450000 USD 6129482469.000000 IDR 2024-03-20 5653.880000 N N N COCA-COLA FEMSA SAB DE CV (AKA: COCA COLA FEMSA SA DE CV) 5493008KEVFYPMGTXO33 COCA COLA FEMSA SAB CV COMPANY GUAR 09/32 1.85 191241AJ7 2000000.000000 PA USD 1592593.480000 0.358476 Long DBT CORP MX N 2 2032-09-01 Fixed 1.85 N N N N N N SERBIA GOVT 254900W94OCY91V32O78 REPUBLIC OF SERBIA SR UNSECURED REGS 03/33 1.65 ACI1W3TJ9 150000.000000 PA 122906.080000 0.0276649 Long DBT NUSS RS N 2 2033-03-03 Fixed 1.65 N N N N N N MEXICO GOVT 254900EGTWEU67VP6075 MEXICAN UDIBONOS BONDS 11/31 2.75 ACI1VZWM8 146589636.600000 PA 7622816.490000 1.71582 Long DBT NUSS MX N 2 2031-11-27 Fixed 2.75 N N N N N N N/A N/A ZCS BRL 12.4 05/06/22-01/02/25 CME 000000000 1.000000 NC 66935.450000 0.0150665 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2025-01-02 0.000000 BRL 0.000000 BRL 40000000.000000 BRL 66935.450000 N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 PETROLEOS MEXICANOS COMPANY GUAR 02/32 6.7 71643VAB1 498000.000000 PA USD 413817.830000 0.0931461 Long DBT CORP MX N 2 2032-02-16 Fixed 6.7 N N N N N N N/A N/A ZCS BRL 11.0923 01/04/22-01/02/25 CME 000000000 1.000000 NC -371596.790000 -0.0836426 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2025-01-02 0.000000 BRL 0.000000 BRL 93300000.000000 BRL -371596.790000 N N N IVORY COAST GOVT (AKA: COTE D'IVOIRE) 254900ICW11T82O6H590 IVORY COAST SR UNSECURED REGS 10/31 5.875 ACI1G4C46 2000000.000000 PA 1984880.300000 0.446776 Long DBT NUSS CI N 2 2031-10-17 Fixed 5.875 N N N N N N N/A N/A SOLD BRL BOUGHT USD 20240402 000000000 1.000000 NC -274174.660000 -0.0617138 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 55600000.000000 BRL 11077683.250000 USD 2024-04-02 -274174.660000 N N N N/A N/A BOUGHT IDR SOLD USD 20240320 000000000 1.000000 NC 1537.010000 0.000346 N/A DFE ID N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1134752.000000 USD 17496741088.000000 IDR 2024-03-20 1537.010000 N N N N/A N/A SOLD KRW BOUGHT USD 20240620 000000000 1.000000 NC -114937.260000 -0.0258712 N/A DFE KR N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 10177840666.000000 KRW 7819304.000000 USD 2024-06-20 -114937.260000 N N N ROMANIA GOVT 315700IASY927EDWBK92 ROMANIA BONDS REGS 05/30 3.624 ACI1MJRS7 3000000.000000 PA 3050810.410000 0.686705 Long DBT NUSS RO N 2 2030-05-26 Fixed 3.624 N N N N N N QATAR GOVT 52990074F6OJOAXK4P65 STATE OF QATAR SR UNSECURED REGS 03/24 3.375 ACI19CQH2 2400000.000000 PA USD 2389622.400000 0.537879 Long DBT NUSS QA N 2 2024-03-14 Fixed 3.375 N N N N N N N/A N/A BOUGHT IDR SOLD USD 20240122 000000000 1.000000 NC 815.490000 0.0001836 N/A DFE ID N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 150000.000000 USD 2321580000.000000 IDR 2024-01-22 815.490000 N N N EMPRESA DE TRANSPORTE DE PASAJEROS METRO SA (AKA: METRO SANTIAGO SA) 959800T4M5QUPYMSCH69 EMPRESA DE TRANSPORTE ME SR UNSECURED 144A 05/50 4.7 29246QAE5 1000000.000000 PA USD 829311.700000 0.186669 Long DBT CORP CL N 2 2050-05-07 Fixed 4.7 N N N N N N N/A N/A COLOMBIA LA SP MYC 000000000 1.000000 NC USD -23683.900000 -0.005331 N/A DCR US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 COLOMBIAN GOVT COLOMBIA (REP OF) GLBL UNSUBORDINATED Y Single Leg Swap 2027-12-20 0.000000 USD -401178.140000 USD 4500000.000000 USD 377494.240000 N N N BRAZIL MINAS SPE VIA STATE OF MINAS GERAIS N/A STATE OF MINAS GERAIS GOVT GUARANT REGS 02/28 5.333 G13201AA9 5700000.000000 PA USD 5616381.000000 1.26419 Long DBT NUSS KY N 2 2028-02-15 Fixed 5.333 N N N N N N DOMINICAN REPUBLIC GOVT N/A DOMINICAN REPUBLIC SR UNSECURED REGS 01/27 5.95 P3579EBV8 200000.000000 PA USD 201160.000000 0.045279 Long DBT NUSS DO N 2 2027-01-25 Fixed 5.95 N N N N N N N/A N/A SOLD MXN BOUGHT USD 20240131 000000000 1.000000 NC -441084.210000 -0.0992834 N/A DFE MX N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 231247728.630000 MXN 13116381.170000 USD 2024-01-31 -441084.210000 N N N N/A N/A ZCS BRL 10.7547 12/13/21-01/02/24 CME 000000000 1.000000 NC -2346066.990000 -0.528075 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2024-01-02 0.000000 BRL 0.000000 BRL 312600000.000000 BRL -2346066.990000 N N N N/A N/A SOLD HUF BOUGHT USD 20240104 000000000 1.000000 NC -10501.370000 -0.0023637 N/A DFE HU N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 426939000.000000 HUF 1220000.000000 USD 2024-01-04 -10501.370000 N N N N/A N/A SOLD MXN BOUGHT USD 20240131 000000000 1.000000 NC -448.340000 -0.0001009 N/A DFE MX N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 261134.090000 MXN 14861.290000 USD 2024-01-31 -448.340000 N N N N/A N/A BOUGHT TRY SOLD USD 20240321 000000000 1.000000 NC -15549.630000 -0.0035001 N/A DFE TR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1794858.000000 USD 56412386.940000 TRY 2024-03-21 -15549.630000 N N N N/A N/A SOLD IDR BOUGHT USD 20240320 000000000 1.000000 NC -32.960000 -0.0000074 N/A DFE ID N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 15951913.000000 IDR 1003.000000 USD 2024-03-20 -32.960000 N N N N/A N/A SOLD BRL BOUGHT USD 20240103 000000000 1.000000 NC -49431.250000 -0.0111265 N/A DFE BR N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 102555329.190000 BRL 21062914.190000 USD 2024-01-03 -49431.250000 N N N N/A N/A ZCS BRL 10.665 12/13/21-01/02/24 CME 000000000 1.000000 NC -641237.810000 -0.144336 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2024-01-02 0.000000 BRL 0.000000 BRL 81600000.000000 BRL -641237.810000 N N N N/A N/A SOLD EUR BOUGHT USD 20240109 000000000 1.000000 NC -158048.210000 -0.035575 N/A DFE N/A N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 31094000.000000 EUR 34176093.250000 USD 2024-01-09 -158048.210000 N N N N/A N/A BOUGHT MXN SOLD USD 20240131 000000000 1.000000 NC 385291.530000 0.0867251 N/A DFE MX N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 18980411.540000 USD 330318000.000000 MXN 2024-01-31 385291.530000 N N N N/A N/A BOUGHT TRY SOLD USD 20240424 000000000 1.000000 NC -19082.240000 -0.0042952 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 1615009.230000 USD 52311763.970000 TRY 2024-04-24 -19082.240000 N N N ROMANIA GOVT 315700IASY927EDWBK92 ROMANIA SR UNSECURED REGS 04/33 2 ACI1X0BJ3 3000000.000000 PA 2486206.140000 0.559619 Long DBT NUSS RO N 2 2033-04-14 Fixed 2 N N N N N N INDONESIA GOVT 529900FWX0GRR7WG5W79 REPUBLIC OF INDONESIA SR UNSECURED REGS 01/46 5.95 Y20721BP3 918000.000000 PA USD 1037319.910000 0.23349 Long DBT NUSS ID N 2 2046-01-08 Fixed 5.95 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 02/24 0.00000 912797GP6 928000.000000 PA USD 920136.840000 0.207113 Long DBT UST US N 2 2024-02-29 None 0 N N N N N N N/A N/A SOLD CNH BOUGHT USD 20240326 000000000 1.000000 NC -147568.560000 -0.0332161 N/A DFE CN N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 62264799.920000 CNY 8640928.130000 USD 2024-03-26 -147568.560000 N N N WAMU MTGE P/T CERT 2007-HY2 N/A WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY2 1A1 92926UAA9 33220.970000 PA USD 29427.300000 0.0066238 Long ABS-MBS CORP US N 2 2036-12-25 Floating 3.91844 N N N N N N N/A N/A BOUGHT JPY SOLD USD 20240109 000000000 1.000000 NC 488588.580000 0.109976 N/A DFE JP N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 10340801.000000 USD 1525981662.000000 JPY 2024-01-09 488588.580000 N N N SAUDI ARABIA GOVT 635400FMICXSM3SI3H65 SAUDI INTERNATIONAL BOND SR UNSECURED REGS 04/25 4 M6320UAH2 1000000.000000 PA USD 985757.000000 0.221884 Long DBT NUSS SA N 2 2025-04-17 Fixed 4 N N N N N N SAUDI ARABIA GOVT 635400FMICXSM3SI3H65 SAUDI INTERNATIONAL BOND SR UNSECURED 144A 07/33 4.875 000000000 5000000.000000 PA USD 5113300.000000 1.15095 Long DBT NUSS SA N 2 2033-07-18 Fixed 4.875 N N N N N N N/A N/A SOLD MXN BOUGHT USD 20240131 000000000 1.000000 NC -149.210000 -0.0000336 N/A DFE MX N 2 UBS AG BFM8T61CT2L1QCEMIK50 69718.600000 MXN 3938.210000 USD 2024-01-31 -149.210000 N N N MASTR ADJ RATE MTGE TRUST 2007-HF1 N/A MASTR ADJUSTABLE RATE MORTGAGE MARM 2007 HF1 A1 57645RAA9 87042.160000 PA USD 36793.040000 0.0082817 Long ABS-MBS CORP US N 2 2037-05-25 Floating 5.95043 N N N N N N N/A N/A SOLD KRW BOUGHT USD 20240620 000000000 1.000000 NC -24701.820000 -0.0055601 N/A DFE KR N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 2268027861.000000 KRW 1743362.820000 USD 2024-06-20 -24701.820000 N N N N/A N/A BOUGHT IDR SOLD USD 20240320 000000000 1.000000 NC -14907.310000 -0.0033555 N/A DFE ID N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 3138288.280000 USD 48094267891.000000 IDR 2024-03-20 -14907.310000 N N N N/A N/A SOLD TWD BOUGHT USD 20240229 000000000 1.000000 NC -435668.210000 -0.0980644 N/A DFE TW N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 302401039.000000 TWD 9555139.000000 USD 2024-02-29 -435668.210000 N N N N/A N/A BOUGHT TRY SOLD USD 20240327 000000000 1.000000 NC -14451.850000 -0.003253 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 1443641.000000 USD 45571415.450000 TRY 2024-03-27 -14451.850000 N N N PETRONAS ENERGY CANADA LTD 5493001PEB90YGTDC638 PETRONAS ENERGY CANADA COMPANY GUAR REGS 03/28 2.112 C7274KAB2 500000.000000 PA USD 453597.300000 0.1021 Long DBT CORP CA N 2 2028-03-23 Fixed 2.112 N N N N N N N/A N/A SOLD BRL BOUGHT USD 20240202 000000000 1.000000 NC 200.090000 0.000045 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 242301.000000 BRL 50000.000000 USD 2024-02-02 200.090000 N N N N/A N/A BOUGHT TWD SOLD USD 20240320 000000000 1.000000 NC 64562.370000 0.0145323 N/A DFE TW N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1379398.710000 USD 43593137.000000 TWD 2024-03-20 64562.370000 N N N N/A N/A BOUGHT MXN SOLD USD 20240419 000000000 1.000000 NC 963.330000 0.0002168 N/A DFE MX N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 40650.180000 USD 719101.680000 MXN 2024-04-19 963.330000 N N N N/A N/A BOUGHT INR SOLD USD 20240320 000000000 1.000000 NC 17417.220000 0.0039204 N/A DFE IN N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 10235590.000000 USD 856208127.060000 INR 2024-03-20 17417.220000 N N N N/A N/A BOUGHT TRY SOLD USD 20240213 000000000 1.000000 NC -5285.360000 -0.0011897 N/A DFE TR N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 1613845.830000 USD 49261030.110000 TRY 2024-02-13 -5285.360000 N N N PERU GOVT 254900STKLK2DBJJZ530 REPUBLIC OF PERU SR UNSECURED REGS 08/28 6.35 715638CL4 3500000.000000 PA 968358.880000 0.217968 Long DBT NUSS PE N 2 2028-08-12 Fixed 6.35 N N N N N N N/A N/A SOLD KRW BOUGHT USD 20240108 000000000 1.000000 NC -8311.840000 -0.0018709 N/A DFE KR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 722579142.000000 KRW 550000.000000 USD 2024-01-08 -8311.840000 N N N QATAR GOVT 52990074F6OJOAXK4P65 STATE OF QATAR SR UNSECURED REGS 04/48 5.103 ACI122T39 2000000.000000 PA USD 2029256.000000 0.456764 Long DBT NUSS QA N 2 2048-04-23 Fixed 5.103 N N N N N N N/A N/A BOUGHT THB SOLD USD 20240320 000000000 1.000000 NC 843285.470000 0.189815 N/A DFE TH N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 43466056.920000 USD 1502404257.440000 THB 2024-03-20 843285.470000 N N N N/A N/A BOUGHT IDR SOLD USD 20240320 000000000 1.000000 NC -5234.770000 -0.0011783 N/A DFE ID N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 1051700.000000 USD 16113621550.000000 IDR 2024-03-20 -5234.770000 N N N N/A N/A CHILEAN GOVT LA SP BRC 000000000 1.000000 NC USD 97597.430000 0.0219682 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 CHILEAN GOVT CHILE GOVT Y Single Leg Swap 2025-12-20 136364.000000 USD 0.000000 USD 5700000.000000 USD -38766.570000 N N N PETRONAS CAPITAL LIMITED 549300G7YFX3540OYR85 PETRONAS CAPITAL LTD COMPANY GUAR 144A 04/30 3.5 716743AP4 2300000.000000 PA USD 2161194.890000 0.486462 Long DBT CORP MY N 2 2030-04-21 Fixed 3.5 N N N N N N INDONESIA GOVT 529900FWX0GRR7WG5W79 REPUBLIC OF INDONESIA SR UNSECURED REGS 01/42 5.25 Y20721BB4 500000.000000 PA USD 522154.430000 0.117532 Long DBT NUSS ID N 2 2042-01-17 Fixed 5.25 N N N N N N N/A N/A BOUGHT IDR SOLD USD 20240320 000000000 1.000000 NC 8174.270000 0.0018399 N/A DFE ID N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 849564.000000 USD 13207576813.000000 IDR 2024-03-20 8174.270000 N N N N/A N/A SOLD KRW BOUGHT USD 20240131 000000000 1.000000 NC 988.830000 0.0002226 N/A DFE KR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 1550760000.000000 KRW 1200000.000000 USD 2024-01-31 988.830000 N N N ABU DHABI GOVT 213800FER4348CINTA77 ABU DHABI GOVT INT L SR UNSECURED 144A 04/30 3.125 29135LAH3 4900000.000000 PA USD 4621454.600000 1.04024 Long DBT NUSS AE N 2 2030-04-16 Fixed 3.125 N N N N N N N/A N/A SOLD KRW BOUGHT USD 20240620 000000000 1.000000 NC 36.090000 0.0000081 N/A DFE KR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 9569383.000000 KRW 7496.000000 USD 2024-06-20 36.090000 N N N N/A N/A SOLD KRW BOUGHT USD 20240620 000000000 1.000000 NC -63802.950000 -0.0143614 N/A DFE KR N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 5955085855.000000 KRW 4578546.000000 USD 2024-06-20 -63802.950000 N N N N/A N/A BOUGHT TRY SOLD USD 20240426 000000000 1.000000 NC -42337.420000 -0.0095297 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 3036718.000000 USD 98344112.430000 TRY 2024-04-26 -42337.420000 N N N N/A N/A ZCS BRL 10.8327 12/15/21-01/02/24 CME 000000000 1.000000 NC -452967.100000 -0.101958 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2024-01-02 0.000000 BRL 0.000000 BRL 62700000.000000 BRL -452967.100000 N N N PETRONAS CAPITAL LIMITED 549300G7YFX3540OYR85 PETRONAS CAPITAL LTD COMPANY GUAR 144A 04/60 4.8 716743AS8 200000.000000 PA USD 190022.410000 0.0427721 Long DBT CORP MY N 2 2060-04-21 Fixed 4.8 N N N N N N N/A N/A SOLD KRW BOUGHT USD 20240620 000000000 1.000000 NC -44626.380000 -0.0100449 N/A DFE KR N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 4855006188.000000 KRW 3740144.050000 USD 2024-06-20 -44626.380000 N N N N/A N/A BOUGHT IDR SOLD USD 20240320 000000000 1.000000 NC -136.180000 -0.0000307 N/A DFE ID N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1202813.410000 USD 18518996386.000000 IDR 2024-03-20 -136.180000 N N N N/A N/A SOLD KRW BOUGHT USD 20240620 000000000 1.000000 NC -424.220000 -0.0000955 N/A DFE KR N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 63683542.000000 KRW 49220.950000 USD 2024-06-20 -424.220000 N N N N/A N/A BOUGHT MXN SOLD USD 20240131 000000000 1.000000 NC -674.160000 -0.0001517 N/A DFE MX N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 249137.310000 USD 4238000.000000 MXN 2024-01-31 -674.160000 N N N N/A N/A CDX ITRAXX EXJP IG40 5Y ICE 000000000 1.000000 NC USD 13007.330000 0.0029278 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A ITRAXX ASIA EX-JAPAN IG SERIES 40 Y Single Leg Swap 2028-12-20 0.000000 USD -31311.940000 USD 2700000.000000 USD 44319.270000 N N N N/A N/A SOLD IDR BOUGHT USD 20240108 000000000 1.000000 NC 135.060000 0.0000304 N/A DFE ID N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 18514245273.000000 IDR 1202813.410000 USD 2024-01-08 135.060000 N N N MERRILL LYNCH ALTERNATIVE NT 2007-AF1 N/A MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 AF1 AV1 59024KAX1 84547.240000 PA USD 46589.610000 0.0104868 Long ABS-MBS CORP US N 2 2037-06-25 Floating 11.7151 N N N N N N N/A N/A BOUGHT BRL SOLD USD 20240202 000000000 1.000000 NC 79632.030000 0.0179243 N/A DFE BR N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 9932137.480000 USD 48712168.270000 BRL 2024-02-02 79632.030000 N N N QATAR GOVT 52990074F6OJOAXK4P65 STATE OF QATAR SR UNSECURED 144A 04/50 4.4 74727PBE0 2000000.000000 PA USD 1847500.000000 0.415853 Long DBT NUSS QA N 2 2050-04-16 Fixed 4.4 N N N N N N RIO OIL FINANCE TRUST SERIES 2018-1 N/A RIO OIL FINANCE TRUST SR SECURED 144A 04/28 8.2 76716XAC6 450120.000000 PA USD 461091.680000 0.103787 Long DBT CORP US N 2 2028-04-06 Fixed 8.2 N N N N N N WASHINGTON MUTUAL 2006-AR10 N/A WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR10 1A1 93363EAA3 14640.350000 PA USD 12224.680000 0.0027516 Long ABS-MBS CORP US N 2 2036-09-25 Floating 4.4694 N N N N N N N/A N/A BOUGHT INR SOLD USD 20240320 000000000 1.000000 NC 19205.920000 0.0043231 N/A DFE IN N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 10517035.000000 USD 879860406.620000 INR 2024-03-20 19205.920000 N N N CITIGROUP MORTGAGE LOAN TR 2004-HYB2 N/A CITIGROUP MORTGAGE LOAN TRUST CMLTI 2004 HYB2 2A 17307GEC8 2276.990000 PA USD 2020.840000 0.0004549 Long ABS-MBS CORP US N 2 2034-03-25 Floating 4.31783 N N N N N N N/A N/A COLOMBIA LA SP BPS 000000000 1.000000 NC USD -3684.160000 -0.0008293 N/A DCR US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 COLOMBIAN GOVT COLOMBIA (REP OF) GLBL UNSUBORDINATED Y Single Leg Swap 2027-12-20 0.000000 USD -62419.530000 USD 700000.000000 USD 58735.370000 N N N N/A N/A SOLD HUF BOUGHT USD 20240104 000000000 1.000000 NC -8955.090000 -0.0020157 N/A DFE HU N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 336192000.000000 HUF 960000.000000 USD 2024-01-04 -8955.090000 N N N FORESEA HOLDING SA 254900BAD50AKYGIMV79 FORESEA HOLDING SA SR SECURED 144A 06/30 7.5 262051AA3 870952.000000 PA USD 807372.500000 0.181731 Long DBT CORP LU N 2 2030-06-15 Fixed 7.5 N N N N N N DOMINICAN REPUBLIC GOVT N/A DOMINICAN REPUBLIC SR UNSECURED REGS 01/25 5.5 P3579EBD8 2000000.000000 PA USD 1992500.000000 0.448491 Long DBT NUSS DO N 2 2025-01-27 Fixed 5.5 N N N N N N N/A N/A SOLD HUF BOUGHT USD 20240104 000000000 1.000000 NC -27269.210000 -0.006138 N/A DFE HU N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 665916266.000000 HUF 1892000.000000 USD 2024-01-04 -27269.210000 N N N BANCO SANTANDER CHILE SA 3YJP8HORPAEXJ80D6368 BANCO SANTANDER CHILE SR UNSECURED 144A 01/25 2.7 05970FAC5 700000.000000 PA USD 681341.500000 0.153363 Long DBT CORP CL N 2 2025-01-10 Fixed 2.7 N N N N N N FORESEA HOLDING SA 254900BAD50AKYGIMV79 DRILLCO HLDG LUX S A COMMON STOCK 000000000 43876.000000 NS USD 1089572.710000 0.245251 Long EC CORP LU N 3 N N N N/A N/A SOLD TWD BOUGHT USD 20240320 000000000 1.000000 NC -1496925.400000 -0.336942 N/A DFE TW N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 1559396745.000000 TWD 50155889.000000 USD 2024-03-20 -1496925.400000 N N N N/A N/A BOUGHT IDR SOLD USD 20240320 000000000 1.000000 NC -75.380000 -0.000017 N/A DFE ID N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 2678444.000000 USD 41241903963.000000 IDR 2024-03-20 -75.380000 N N N WAMU MTGE P/T CERTIFICATES 2007-HY4 N/A WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY4 1A1 933636AA0 10628.070000 PA USD 9255.190000 0.0020832 Long ABS-MBS CORP US N 2 2037-04-25 Floating 3.32517 N N N N N N INDONESIA GOVT 529900FWX0GRR7WG5W79 REPUBLIC OF INDONESIA SR UNSECURED REGS 01/47 5.25 Y20721BR9 1249000.000000 PA USD 1303446.450000 0.293392 Long DBT NUSS ID N 2 2047-01-08 Fixed 5.25 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 02/24 0.00000 912796Z28 93000.000000 PA USD 92309.320000 0.0207779 Long DBT UST US N 2 2024-02-22 None 0 N N N N N N N/A N/A BOUGHT ILS SOLD USD 20240320 000000000 1.000000 NC 278.450000 0.0000627 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 34879.690000 USD 127000.000000 ILS 2024-03-20 278.450000 N N N N/A N/A SOLD TWD BOUGHT USD 20240320 000000000 1.000000 NC -669.520000 -0.0001507 N/A DFE TW N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 792623.000000 TWD 25585.000000 USD 2024-03-20 -669.520000 N N N N/A N/A BOUGHT TWD SOLD USD 20240320 000000000 1.000000 NC 118964.330000 0.0267776 N/A DFE TW N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 2611958.000000 USD 82446454.000000 TWD 2024-03-20 118964.330000 N N N N/A N/A BOUGHT INR SOLD USD 20240320 000000000 1.000000 NC 13729.560000 0.0030904 N/A DFE IN N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 12197109.000000 USD 1019702706.620000 INR 2024-03-20 13729.560000 N N N BANCO INBURSA SA 9598007PWYZP4GP23S45 BANCO INBURSA SR UNSECURED 144A 06/24 4.125 05969LAA9 2000000.000000 PA USD 1981482.400000 0.446011 Long DBT CORP MX N 2 2024-06-06 Fixed 4.125 N N N N N N N/A N/A BOUGHT JPY SOLD USD 20240109 000000000 1.000000 NC 181865.080000 0.0409359 N/A DFE JP N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 3931846.000000 USD 579667730.000000 JPY 2024-01-09 181865.080000 N N N N/A N/A BOUGHT BRL SOLD USD 20240103 000000000 1.000000 NC 42468.800000 0.0095593 N/A DFE BR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 7484000.000000 USD 36560574.860000 BRL 2024-01-03 42468.800000 N N N RIO OIL FINANCE TRUST SERIES 2014-3 N/A RIO OIL FINANCE TRUST SR SECURED 144A 01/27 9.75 76716XAB8 3141356.140000 PA USD 3272554.880000 0.736618 Long DBT CORP US N 2 2027-01-06 Variable 9.75 N N N N N N QATARENERGY 254900QTESJKJ3P87J26 QATAR ENERGY SR UNSECURED REGS 07/31 2.25 ACI1YYZZ6 700000.000000 PA USD 596791.300000 0.134331 Long DBT CORP QA N 2 2031-07-12 Fixed 2.25 N N N N N N N/A N/A BOUGHT BRL SOLD USD 20240202 000000000 1.000000 NC 1341302.800000 0.301913 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 26966266.910000 USD 137730208.240000 BRL 2024-02-02 1341302.800000 N N N N/A N/A BOUGHT CNH SOLD USD 20240326 000000000 1.000000 NC 3344.050000 0.0007527 N/A DFE CN N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 156152.190000 USD 1130000.000000 CNY 2024-03-26 3344.050000 N N N N/A N/A BOUGHT MXN SOLD USD 20240131 000000000 1.000000 NC 10682.590000 0.0024045 N/A DFE MX N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 496855.270000 USD 8657000.000000 MXN 2024-01-31 10682.590000 N N N N/A N/A SOLD MXN BOUGHT USD 20240131 000000000 1.000000 NC -13559.910000 -0.0030522 N/A DFE MX N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 11447752.800000 MXN 657592.680000 USD 2024-01-31 -13559.910000 N N N BRASKEM NETHERLANDS FINANCE BV 2549000TLMHFQ74DS330 BRASKEM NETHERLANDS COMPANY GUAR REGS 01/28 4.5 N15516AB8 5000000.000000 PA USD 4096133.000000 0.921997 Long DBT CORP NL N 2 2028-01-10 Fixed 4.5 N N N N N N MEXICO GOVT 254900EGTWEU67VP6075 UNITED MEXICAN STATES SR UNSECURED 04/51 5 91087BAL4 7300000.000000 PA USD 6355532.420000 1.43056 Long DBT NUSS MX N 2 2051-04-27 Fixed 5 N N N N N N N/A N/A BOUGHT BRL SOLD USD 20240402 000000000 1.000000 NC 87828.860000 0.0197694 N/A DFE BR N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 21062914.190000 USD 103593730.860000 BRL 2024-04-02 87828.860000 N N N MEXICO GOVT 254900EGTWEU67VP6075 UNITED MEXICAN STATES SR UNSECURED 09/27 1.35 ACI1RHCD5 300000.000000 PA 310009.070000 0.0697798 Long DBT NUSS MX N 2 2027-09-18 Fixed 1.35 N N N N N N N/A N/A SOUTH AFRICA EM SP MYC 000000000 1.000000 NC USD -74739.260000 -0.016823 N/A DCR US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 SOUTH AFRICA GOVT REPUBLIC OF SOUTH AFRICA Y Single Leg Swap 2026-12-20 0.000000 USD -526513.890000 USD 11900000.000000 USD 451774.630000 N N N CHILEAN GOVT 549300FLZTJM5YJF8D34 REPUBLIC OF CHILE SR UNSECURED 03/42 4.34 168863DY1 5000000.000000 PA USD 4482958.250000 1.00907 Long DBT NUSS CL N 2 2042-03-07 Fixed 4.34 N N N N N N N/A N/A BOUGHT HUF SOLD USD 20240104 000000000 1.000000 NC -18.860000 -0.0000042 N/A DFE HU N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 3331.490000 USD 1149360.000000 HUF 2024-01-04 -18.860000 N N N N/A N/A SOLD HUF BOUGHT USD 20240104 000000000 1.000000 NC -673.100000 -0.0001515 N/A DFE HU N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 20357420.000000 HUF 58000.000000 USD 2024-01-04 -673.100000 N N N N/A N/A SOLD IDR BOUGHT USD 20240320 000000000 1.000000 NC -1754.370000 -0.0003949 N/A DFE ID N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 3796294698.000000 IDR 244788.000000 USD 2024-03-20 -1754.370000 N N N N/A N/A SOLD MXN BOUGHT USD 20240131 000000000 1.000000 NC -17086.980000 -0.0038461 N/A DFE MX N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 5114000.000000 MXN 282733.820000 USD 2024-01-31 -17086.980000 N N N N/A N/A BARCLAYS CAPITAL REPO REPO 000000000 126400000.000000 PA USD 126400000.000000 28.4513 Long RA US N 2 Repurchase N 5.590000 2024-01-02 129903000.000000 USD 128451739.270000 USD UST N N N DOMINICAN REPUBLIC GOVT N/A DOMINICAN REPUBLIC SR UNSECURED REGS 01/26 6.875 P3579EBK2 400000.000000 PA USD 408160.000000 0.0918725 Long DBT NUSS DO N 2 2026-01-29 Fixed 6.875 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 REPUBLIC OF PERU SR UNSECURED 01/31 2.783 715638DF6 1000000.000000 PA USD 873320.000000 0.196575 Long DBT NUSS PE N 2 2031-01-23 Fixed 2.783 N N N N N N GREENSAIF PIPELINES BIDCO SARL 549300YWDGUXPB8GRP47 GREENSAIF PIPELINES BIDC SR SECURED REGS 02/38 6.129 ACI2CZC56 2000000.000000 PA USD 2088537.040000 0.470108 Long DBT CORP LU N 2 2038-02-23 Fixed 6.129 N N N N N N N/A N/A BOUGHT TRY SOLD USD 20240108 000000000 1.000000 NC -1141.140000 -0.0002569 N/A DFE TR N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 3628730.000000 USD 107437296.890000 TRY 2024-01-08 -1141.140000 N N N N/A N/A SOLD CAD BOUGHT USD 20240109 000000000 1.000000 NC -2377384.150000 -0.535124 N/A DFE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 125692075.440000 CAD 92491719.510000 USD 2024-01-09 -2377384.150000 N N N N/A N/A BOUGHT BRL SOLD USD 20240103 000000000 1.000000 NC 168.960000 0.000038 N/A DFE BR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 250000.000000 USD 1215220.750000 BRL 2024-01-03 168.960000 N N N N/A N/A SOLD IDR BOUGHT USD 20240320 000000000 1.000000 NC -23166.460000 -0.0052145 N/A DFE ID N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 16566623166.000000 IDR 1052718.000000 USD 2024-03-20 -23166.460000 N N N N/A N/A PEMEX PETROLEOS MEXICANOS SNR LA SP CBK 000000000 1.000000 NC USD -7934.340000 -0.0017859 N/A DCR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 PETROLEOS MEXICANOS (PEMEX) PEMEX SR UNSEC Y Single Leg Swap 2024-06-20 0.000000 USD -92833.090000 USD 3000000.000000 USD 84898.750000 N N N N/A N/A BOUGHT IDR SOLD USD 20240320 000000000 1.000000 NC 38805.170000 0.0087346 N/A DFE ID N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 1171952.000000 USD 18643412416.000000 IDR 2024-03-20 38805.170000 N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 PETROLEOS MEXICANOS COMPANY GUAR 02/33 10 71654QDP4 3000000.000000 PA USD 3015546.000000 0.678768 Long DBT CORP MX N 2 2033-02-07 Fixed 10 N N N N N N N/A N/A BOUGHT ZAR SOLD USD 20240119 000000000 1.000000 NC 19954.910000 0.0044916 N/A DFE ZA N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 1191130.830000 USD 22183263.240000 ZAR 2024-01-19 19954.910000 N N N SERBIA GOVT 254900W94OCY91V32O78 REPUBLIC OF SERBIA SR UNSECURED REGS 05/27 3.125 ACI1MBVD2 5600000.000000 PA 5926181.060000 1.33392 Long DBT NUSS RS N 2 2027-05-15 Fixed 3.125 N N N N N N N/A N/A SOLD HUF BOUGHT USD 20240104 000000000 1.000000 NC -9973.940000 -0.002245 N/A DFE HU N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 426756000.000000 HUF 1220000.000000 USD 2024-01-04 -9973.940000 N N N N/A N/A SOLD KRW BOUGHT USD 20240620 000000000 1.000000 NC 147.920000 0.0000333 N/A DFE KR N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 706779234.000000 KRW 551125.000000 USD 2024-06-20 147.920000 N N N N/A N/A SOLD IDR BOUGHT USD 20240320 000000000 1.000000 NC -34675.400000 -0.0078051 N/A DFE ID N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 82051938485.000000 IDR 5294015.000000 USD 2024-03-20 -34675.400000 N N N N/A N/A SOLD ZAR BOUGHT USD 20240122 000000000 1.000000 NC 2.780000 0.0000006 N/A DFE ZA N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 104373.000000 ZAR 5699.540000 USD 2024-01-22 2.780000 N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 STATE OF ISRAEL SR UNSECURED 07/50 3.875 46513JB42 5000000.000000 PA USD 3877525.000000 0.87279 Long DBT NUSS IL N 2 2050-07-03 Fixed 3.875 N N N N N N N/A N/A COLOMBIA LA SP CBK 000000000 1.000000 NC USD 15676.170000 0.0035285 N/A DCR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 COLOMBIAN GOVT COLOMBIA (REP OF) GLBL UNSUBORDINATED Y Single Leg Swap 2026-12-20 0.000000 USD -116451.700000 USD 2300000.000000 USD 132127.870000 N N N N/A N/A SOLD ZAR BOUGHT USD 20240117 000000000 1.000000 NC -79600.020000 -0.0179171 N/A DFE ZA N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 39073443.950000 ZAR 2053956.630000 USD 2024-01-17 -79600.020000 N N N N/A N/A SOUTH AFRICA EM SP MYC 000000000 1.000000 NC USD -5024.490000 -0.001131 N/A DCR US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 SOUTH AFRICA GOVT REPUBLIC OF SOUTH AFRICA Y Single Leg Swap 2026-12-20 0.000000 USD -34593.420000 USD 800000.000000 USD 29568.930000 N N N COLOMBIAN GOVT 549300MHDRBVRF6B9117 REPUBLIC OF COLOMBIA SR UNSECURED 04/27 3.875 195325DL6 19800000.000000 PA USD 18932068.390000 4.26141 Long DBT NUSS CO N 2 2027-04-25 Fixed 3.875 N N N N N N N/A N/A SOLD ZAR BOUGHT USD 20240122 000000000 1.000000 NC -27309.380000 -0.0061471 N/A DFE ZA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 13295689.550000 ZAR 698380.050000 USD 2024-01-22 -27309.380000 N N N N/A N/A SOLD ZAR BOUGHT USD 20240119 000000000 1.000000 NC -192161.800000 -0.0432536 N/A DFE ZA N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 102420698.450000 ZAR 5399452.280000 USD 2024-01-19 -192161.800000 N N N HARBORVIEW MORTGAGE LOAN TR 2006-6 N/A HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 6 5A1A 41161UAJ1 485.090000 PA USD 460.200000 0.0001036 Long ABS-MBS CORP US N 3 2036-08-19 Floating 4.72455 N N N N N N N/A N/A FIXED INC CLEARING CORP.REPO 000000000 900000.000000 PA USD 900000.000000 0.202581 Long RA US N 2 Repurchase N 2.600000 2024-01-02 988600.000000 USD 918031.200000 USD UST N N N PARAGUAY GOVT 529900UXKJTJPCU0HK83 REPUBLIC OF PARAGUAY SR UNSECURED REGS 04/31 4.95 P75744AJ4 1000000.000000 PA USD 978750.090000 0.220306 Long DBT NUSS PY N 2 2031-04-28 Fixed 4.95 N N N N N N N/A N/A BOUGHT IDR SOLD USD 20240320 000000000 1.000000 NC 4591.630000 0.0010335 N/A DFE ID N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 296004.000000 USD 4628614548.000000 IDR 2024-03-20 4591.630000 N N N N/A N/A SOLD CNH BOUGHT USD 20240326 000000000 1.000000 NC -64394.240000 -0.0144945 N/A DFE CN N 2 Australia and New Zealand Banking Group JHE42UYNWWTJB8YTTU19 26757368.150000 CNY 3712331.000000 USD 2024-03-26 -64394.240000 N N N GSAA HOME EQUITY TRUST 2007-4 N/A GSAA HOME EQUITY TRUST GSAA 2007 4 A3A 3622EBAC2 180064.070000 PA USD 70498.180000 0.0158684 Long ABS-MBS CORP US N 2 2037-03-25 Floating 6.07043 N N N N N N N/A N/A SOLD IDR BOUGHT USD 20240320 000000000 1.000000 NC -54229.250000 -0.0122064 N/A DFE ID N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 40415279688.000000 IDR 2570456.000000 USD 2024-03-20 -54229.250000 N N N MORGAN STANLEY MTGE LN TR 2007-7AX N/A MORGAN STANLEY MORTGAGE LOAN T MSM 2007 7AX 2A3 61754HAD4 204716.750000 PA USD 57308.060000 0.0128994 Long ABS-MBS CORP US N 2 2037-04-25 Floating 6.19043 N N N N N N N/A N/A BOUGHT SGD SOLD USD 20240320 000000000 1.000000 NC 92.990000 0.0000209 N/A DFE SG N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 11179.650000 USD 14824.660000 SGD 2024-03-20 92.990000 N N N N/A N/A SOLD MXN BOUGHT USD 20240131 000000000 1.000000 NC -79630.470000 -0.017924 N/A DFE MX N 2 UBS AG BFM8T61CT2L1QCEMIK50 37220121.070000 MXN 2102490.430000 USD 2024-01-31 -79630.470000 N N N GREENKO SOLAR (MAURITIUS) LIMITED 2138007S1PL541B3KP92 GREENKO SOLAR MAURITIUS SR SECURED REGS 07/26 5.95 V3855GAB6 2000000.000000 PA USD 1939000.000000 0.436449 Long DBT CORP MU N 2 2026-07-29 Fixed 5.95 N N N N N N QATAR GOVT 52990074F6OJOAXK4P65 STATE OF QATAR SR UNSECURED REGS 04/30 3.75 ACI1LN900 1700000.000000 PA USD 1661875.800000 0.374071 Long DBT NUSS QA N 2 2030-04-16 Fixed 3.75 N N N N N N N/A N/A BOUGHT IDR SOLD USD 20240320 000000000 1.000000 NC 25547.530000 0.0057505 N/A DFE ID N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 9628405.000000 USD 148652944795.000000 IDR 2024-03-20 25547.530000 N N N N/A N/A BOUGHT TRY SOLD USD 20240329 000000000 1.000000 NC -13730.910000 -0.0030907 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 1444312.000000 USD 45702364.620000 TRY 2024-03-29 -13730.910000 N N N INDONESIA GOVT 529900FWX0GRR7WG5W79 REPUBLIC OF INDONESIA SR UNSECURED REGS 01/45 5.125 Y20721BM0 1865000.000000 PA USD 1929701.680000 0.434356 Long DBT NUSS ID N 2 2045-01-15 Fixed 5.125 N N N N N N N/A N/A BOUGHT MXN SOLD USD 20240131 000000000 1.000000 NC 799526.620000 0.179965 N/A DFE MX N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 28148292.850000 USD 493758775.300000 MXN 2024-01-31 799526.620000 N N N N/A N/A BOUGHT TRY SOLD USD 20240105 000000000 1.000000 NC -1107.070000 -0.0002492 N/A DFE TR N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 1636699.000000 USD 48319861.950000 TRY 2024-01-05 -1107.070000 N N N N/A N/A BOUGHT INR SOLD USD 20240320 000000000 1.000000 NC 11747.740000 0.0026443 N/A DFE IN N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 10436488.000000 USD 872511269.780000 INR 2024-03-20 11747.740000 N N N N/A N/A BOUGHT IDR SOLD USD 20240320 000000000 1.000000 NC -5780.480000 -0.0013011 N/A DFE ID N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 2655919.000000 USD 40807212745.000000 IDR 2024-03-20 -5780.480000 N N N N/A N/A SOLD IDR BOUGHT USD 20240320 000000000 1.000000 NC -26489.050000 -0.0059624 N/A DFE ID N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 13268621174.000000 IDR 835213.620000 USD 2024-03-20 -26489.050000 N N N SEQUOIA MORTGAGE TRUST 2007-1 N/A SEQUOIA MORTGAGE TRUST SEMT 2007 1 1A1 81744HAA1 6085.890000 PA USD 3959.320000 0.0008912 Long ABS-MBS CORP US N 2 2047-01-20 Floating 3.70118 N N N N N N DOMINICAN REPUBLIC GOVT N/A DOMINICAN REPUBLIC SR UNSECURED 144A 09/32 4.875 25714PEF1 2500000.000000 PA USD 2282250.000000 0.513711 Long DBT NUSS DO N 2 2032-09-23 Fixed 4.875 N N N N N N N/A N/A SOLD CAD BOUGHT USD 20240109 000000000 1.000000 NC -860.420000 -0.0001937 N/A DFE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 177000.000000 CAD 132734.570000 USD 2024-01-09 -860.420000 N N N SERBIA GOVT 254900W94OCY91V32O78 REPUBLIC OF SERBIA SR UNSECURED 144A 06/29 1.5 ACI1CRTD1 1000000.000000 PA 933985.990000 0.21023 Long DBT NUSS RS N 2 2029-06-26 Fixed 1.5 N N N N N N N/A N/A ZCS BRL 11.065 12/03/21-01/02/24 CME 000000000 1.000000 NC -738629.690000 -0.166258 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2024-01-02 0.000000 BRL 0.000000 BRL 120000000.000000 BRL -738629.690000 N N N 2024-02-21 PIMCO Funds /s/ Bijal Parikh Bijal Parikh Treasurer XXXX