0001752724-23-263399.txt : 20231122 0001752724-23-263399.hdr.sgml : 20231122 20231122125532 ACCESSION NUMBER: 0001752724-23-263399 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20230930 FILED AS OF DATE: 20231122 DATE AS OF CHANGE: 20231122 PERIOD START: 20240331 FILER: COMPANY DATA: COMPANY CONFORMED NAME: AB CAP FUND, INC. CENTRAL INDEX KEY: 0000081443 IRS NUMBER: 132625045 STATE OF INCORPORATION: DE FISCAL YEAR END: 0731 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-01716 FILM NUMBER: 231432103 BUSINESS ADDRESS: STREET 1: ALLIANCEBERNSTEIN LP STREET 2: 1345 AVENUE OF THE AMERICAS CITY: NEW YORK STATE: NY ZIP: 10105 BUSINESS PHONE: 2129691000 MAIL ADDRESS: STREET 1: ALLIANCEBERNSTEIN LP STREET 2: 1345 AVENUE OF THE AMERICAS CITY: NEW YORK STATE: NY ZIP: 10105 FORMER COMPANY: FORMER CONFORMED NAME: ALLIANCEBERNSTEIN CAP FUND, INC. DATE OF NAME CHANGE: 20110524 FORMER COMPANY: FORMER CONFORMED NAME: ALLIANCEBERNSTEIN CAP FUND,INC DATE OF NAME CHANGE: 20040908 FORMER COMPANY: FORMER CONFORMED NAME: ALLIANCEBERNSTEIN SMALL CAP GROWTH FUND INC DATE OF NAME CHANGE: 19931001 0000081443 S000033729 AB Emerging Markets Multi-Asset Portfolio C000103967 Class A ABAEX C000103968 Class C ABCEX C000103969 Advisor Class ABYEX C000103970 Class R ABREX C000103971 Class K ABKEX C000103972 Class I ABIEX C000194530 Class Z ABZEX NPORT-P 1 primary_doc.xml NPORT-P false 0000081443 XXXXXXXX S000033729 C000103969 C000194530 C000103972 C000103967 C000103971 C000103970 C000103968 AB CAP FUND, INC. 811-01716 0000081443 549300I24E20QB4B6Y20 ALLIANCEBERNSTEIN LP 1345 AVENUE OF THE AMERICAS NEW YORK 10105 212-969-1000 AB Emerging Markets Multi-Asset Portfolio S000033729 7ZWN2SNJWVYO4A3K1B71 2024-03-31 2023-09-30 N 123038553.14 2173123.53 120865429.61 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2605108.89000000 USD N MSCI Emerging Markets Index MIEF00000PUS:MSI Manila Electric Co 254900RDFLCM12O8SK69 Manila Electric Co 000000000 10120.00000000 NS 65825.79000000 0.054462049415 Long EC CORP PH N 1 N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 Brazil Notas do Tesouro Nacional Serie F 000000000 2215000.00000000 PA 409005.41000000 0.338397349283 Long DBT NUSS BR N 2 2031-01-01 Fixed 10.00000000 N N N N N N Hanjaya Mandala Sampoerna Tbk PT 549300ZA00UQ3CN51060 Hanjaya Mandala Sampoerna Tbk PT 000000000 214300.00000000 NS 11994.14000000 0.009923548891 Long EC CORP ID N 1 N N N PETROLEOS DE VENEZUELA S 549300YWR8TN1OFD4P06 Petroleos de Venezuela SA 000000000 225700.00000000 PA USD 12752.05000000 0.010550618188 Long DBT CORP VE N 2 2027-04-12 Fixed 5.37000000 Y N N N N N Saudi Arabian Oil Co 5586006WD91QHB7J4X50 Saudi Arabian Oil Co 000000000 4016.00000000 NS 37413.41000000 0.030954599773 Long EC CORP SA N 2 N N N Lebanese Republic 529900QPC4K9S1KHL354 Lebanon Government International Bond 000000000 170000.00000000 PA USD 13639.10000000 0.011284533587 Long DBT NUSS LB N 2 2026-11-27 Fixed 6.60000000 Y N N N N N Samsung Fire & Marine Insurance Co Ltd 988400JMBDK47EW0Z936 Samsung Fire & Marine Insurance Co Ltd 000000000 5660.00000000 NS 1088566.29000000 0.900643214120 Long EC CORP KR N 2 N N N Alliance Bernstein 5493006YWHO7MNK2U579 AB Fixed Income Shares, Inc. - Government Money Market Portfolio 018616748 2919078.26000000 NS USD 2919078.26000000 2.415147382853 Long STIV RF US N 1 N N N PetroChina Co Ltd 529900RPY4YG47TRSV05 PetroChina Co Ltd 000000000 2324000.00000000 NS 1741681.59000000 1.441008893626 Long EC CORP HK N 2 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 FUTURE CONTRACT ON MSCI EMGMKT DEC23 000000000 401.00000000 NC USD -482202.50000000 -0.39895816492 N/A DE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long ICE U.S. MSCI Emerging Markets EM Index Futures MESZ3 Index 2023-12-15 19639977.50000000 USD -482202.50000000 N N N JD.com Inc 549300HVTWB0GJZ16V92 JD.com Inc 000000000 32389.00000000 NS 471222.19000000 0.389873424949 Long EC CORP KY N 2 N N N Corp Inmobiliaria Vesta SAB de CV 4469000001BIRIFZJ959 Corp Inmobiliaria Vesta SAB de CV 000000000 161073.00000000 NS 530147.60000000 0.438626331541 Long EC CORP MX N 1 N N N Korean Air Lines Co Ltd 988400C2UFBF4B660C58 Korean Air Lines Co Ltd 000000000 3973.00000000 NS 63962.87000000 0.052920731930 Long EC CORP KR N 2 N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 PURCHASED THB / SOLD USD 000000000 1.00000000 NC -49235.41000000 -0.04073572580 N/A DFE TH N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 1056187.07000000 USD 36641242.00000000 THB 2023-10-11 -49235.41000000 N N N SBI Cards & Payment Services Ltd 335800HN4Y9OTCFH4236 SBI Cards & Payment Services Ltd 000000000 2509.00000000 NS 23880.75000000 0.019758131069 Long EC CORP IN N 2 N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 Venezuela Government International Bond 000000000 264500.00000000 PA USD 25127.50000000 0.020789650176 Long DBT NUSS VE N 2 2031-08-05 Fixed 11.95000000 Y N N N N N China Cinda Asset Management Co Ltd 3003008W60YAHL9CQE51 China Cinda Asset Management Co Ltd 000000000 145000.00000000 NS 14566.59000000 0.012051907685 Long EC CORP CN N 2 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long: IS2NIX4 IRS R03.62PSOFR 06/06/28 MSNYUS33XXX FIXED / Short: IS2NIX4 IRS PSOFRR03.62 06/06/28 MSNYUS33XXX FLOAT 000000000 5420000.00000000 OU Notional Amount USD -203327.32000000 -0.16822620054 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-06-06 0.00000000 USD 0.00000000 USD 5420000.00000000 USD -203327.32000000 N N N ADANI PORTS AND SPECIAL 335800QOAXP5TM7OYP69 Adani Ports & Special Economic Zone Ltd 000000000 200000.00000000 PA USD 141086.00000000 0.116729821302 Long DBT CORP IN N 2 2032-02-02 Fixed 3.82800000 N N N N N N 37 Interactive Entertainment Network Technology Group Co Ltd 300300BE4IFCPHCUMI94 37 Interactive Entertainment Network Technology Group Co Ltd 000000000 19800.00000000 NS 59238.91000000 0.049012285970 Long EC CORP CN N 2 N N N KAZMUNAYGAS NATIONAL CO 2138001H1M69RFJCSH88 KazMunayGas National Co JSC 000000000 215000.00000000 PA USD 195099.60000000 0.161418861149 Long DBT CORP KZ N 2 2030-04-24 Fixed 5.37500000 N N N N N N REPUBLIC OF SRI LANKA 254900HXCCIOHM74FA02 Sri Lanka Government International Bond 000000000 215000.00000000 PA USD 102931.25000000 0.085161861693 Long DBT NUSS LK N 2 2025-11-03 Fixed 6.85000000 Y Y N N N N Aldar Properties PJSC N/A Aldar Properties PJSC 000000000 455270.00000000 NS 714091.50000000 0.590815340916 Long EC CORP AE N 2 N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 Argentine Republic Government International Bond 040114HU7 1018903.00000000 PA USD 298141.21000000 0.246672031003 Long DBT NUSS AR N 2 2038-01-09 Variable 4.25000000 N N N N N N LUKOIL PJSC 549300LCJ1UJXHYBWI24 LUKOIL PJSC 000000000 18789.00000000 NS USD 0.02000000 0.000000016547 Long EC CORP RU Y 3 N N N Indah Kiat Pulp & Paper Tbk PT 529900F19DXXA9HNCB51 Indah Kiat Pulp & Paper Tbk PT 000000000 59800.00000000 NS 42880.85000000 0.035478176132 Long EC CORP ID N 2 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 PURCHASED USD / SOLD PEN 000000000 1.00000000 NC 4140.29000000 0.003425536990 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 842132.00000000 PEN 225911.96000000 USD 2023-11-16 4140.29000000 N N N VOLCAN CIA MINERA SAA-CM 549300XKJ91C4SZLG750 Volcan Cia Minera SAA 92863UAB2 20000.00000000 PA USD 11385.60000000 0.009420063318 Long DBT CORP PE N 2 2026-02-11 Fixed 4.37500000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 Colombia Government International Bond 195325DS1 282000.00000000 PA USD 208257.00000000 0.172304852323 Long DBT NUSS CO N 2 2031-04-15 Fixed 3.12500000 N N N N N N Power Grid Corp of India Ltd 3358009SHWZ3DZEQ4Z56 Power Grid Corp of India Ltd 000000000 200700.00000000 NS 482463.39000000 0.399174016554 Long EC CORP IN N 2 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 PURCHASED USD / SOLD IDR 000000000 1.00000000 NC 40036.49000000 0.033124848130 N/A DFE US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 37325446315.00000000 IDR 2448373.00000000 USD 2023-10-12 40036.49000000 N N N Republic of Guatemala 529900QKDFFU9UWW5315 Guatemala Government Bond 000000000 401000.00000000 PA USD 369072.38000000 0.305358100484 Long DBT NUSS GT N 2 2027-06-05 Fixed 4.37500000 N N N N N N Hisense Visual Technology Co Ltd N/A Hisense Visual Technology Co Ltd 000000000 372900.00000000 NS 1150882.94000000 0.952201918872 Long EC CORP CN N 2 N N N International Games System Co Ltd N/A International Games System Co Ltd 000000000 70000.00000000 NS 1416328.23000000 1.171822443001 Long EC CORP TW N 2 N N N Jeronimo Martins SGPS SA 259400A8SZP10GB5IB19 Jeronimo Martins SGPS SA 000000000 25130.00000000 NS 564374.79000000 0.466944759821 Long EC CORP PT N 2 N N N Asustek Computer Inc 254900B3WB4OGRB7HM13 Asustek Computer Inc 000000000 113000.00000000 NS 1285832.63000000 1.063854763226 Long EC CORP TW N 2 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 PURCHASED CNH / SOLD USD 000000000 1.00000000 NC 3952.41000000 0.003270091384 N/A DFE CN N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 961872.97000000 USD 7013990.00000000 CNY 2024-01-11 3952.41000000 N N N ALFA DESARROLLO SPA 2549006BJAN34R520038 Alfa Desarrollo SpA 01538TAA3 362722.84000000 PA USD 247250.02000000 0.204566368396 Long DBT CORP CL N 2 2051-09-27 Fixed 4.55000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 Colombia Government International Bond 195325EF8 320000.00000000 PA USD 316150.40000000 0.261572230388 Long DBT NUSS CO N 2 2033-04-20 Fixed 8.00000000 N N N N N N ACWA Power Co 558600Y0TFKRV2QZ1A74 ACWA Power Co 000000000 1400.00000000 NS 72958.57000000 0.060363472198 Long EC CORP SA N 2 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 PURCHASED PLN / SOLD USD 000000000 1.00000000 NC -45736.03000000 -0.03784045623 N/A DFE PL N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 1837088.64000000 USD 7837766.00000000 PLN 2023-11-29 -45736.03000000 N N N Micro-Star International Co Ltd 254900F4E0BDGJSSD870 Micro-Star International Co Ltd 000000000 12000.00000000 NS 61047.82000000 0.050508917394 Long EC CORP TW N 2 N N N Grupo Financiero Banorte SAB de CV N/A Grupo Financiero Banorte SAB de CV 000000000 1800.00000000 NS 15086.85000000 0.012482353348 Long EC CORP MX N 1 N N N Magnit PJSC 2534009KKPTVL99W2Y12 Magnit PJSC 55953Q202 3.00000000 NS USD 0.00000000 0.000000 Long EC CORP RU N 3 N N N Samsung Securities Co Ltd 988400RBTJTHNUOHE716 Samsung Securities Co Ltd 000000000 2792.00000000 NS 75962.63000000 0.062848930620 Long EC CORP KR N 2 N N N Hyundai Marine & Fire Insurance Co Ltd 988400SYR92543UITC37 Hyundai Marine & Fire Insurance Co Ltd 000000000 27567.00000000 NS 661912.41000000 0.547644113073 Long EC CORP KR N 2 N N N TravelSky Technology Ltd 5299007TAWP4DZ6QFG73 TravelSky Technology Ltd 000000000 183000.00000000 NS 315555.10000000 0.261079699148 Long EC CORP CN N 2 N N N Bank Polska Kasa Opieki SA 5493000LKS7B3UTF7H35 Bank Polska Kasa Opieki SA 000000000 638.00000000 NS 14671.26000000 0.012138508130 Long EC CORP PL N 2 N N N PDD Holdings Inc 5493000573DS7005T657 PDD Holdings Inc 722304102 12911.00000000 NS USD 1266181.77000000 1.047596301180 Long EC CORP KY N 1 N N N JUMBO SA 549300TGIVUUMY40MZ05 JUMBO SA 000000000 867.00000000 NS 23832.53000000 0.019718235459 Long EC CORP GR N 1 N N N GCC SAB de CV 254900WY9XL8033CKX68 GCC SAB de CV 000000000 26649.00000000 NS 250885.18000000 0.207573977778 Long EC CORP MX N 1 N N N Britannia Industries Ltd 335800RRN5EVHNNAXN80 Britannia Industries Ltd 000000000 8246.00000000 NS 450597.52000000 0.372809265191 Long EC CORP IN N 2 N N N Sumber Alfaria Trijaya Tbk PT N/A Sumber Alfaria Trijaya Tbk PT 000000000 319900.00000000 NS 61268.46000000 0.050691467525 Long EC CORP ID N 1 N N N COSCO SHIPPING Holdings Co Ltd 3003009XI0QGYYA29S17 COSCO SHIPPING Holdings Co Ltd 000000000 76600.00000000 NS 78295.48000000 0.064779052416 Long EC CORP CN N 2 N N N Republic of Turkey 5493000PCHOG3B6S3Q85 Turkey Government International Bond 900123CB4 349000.00000000 PA USD 220791.36000000 0.182675361112 Long DBT NUSS TR N 2 2043-04-16 Fixed 4.87500000 N N N N N N VALE OVERSEAS LIMITED 254900BA3U6G5DNV5V04 Vale Overseas Ltd 91911TAQ6 55000.00000000 PA USD 46809.40000000 0.038728526553 Long DBT CORP KY N 2 2030-07-08 Fixed 3.75000000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 PURCHASED MYR / SOLD USD 000000000 1.00000000 NC -3825.96000000 -0.00316547089 N/A DFE MY N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 1082929.93000000 USD 5022629.00000000 MYR 2024-01-11 -3825.96000000 N N N Unilever Indonesia Tbk PT 549300MUHUFNRRI19O72 Unilever Indonesia Tbk PT 000000000 100200.00000000 NS 24244.40000000 0.020059002874 Long EC CORP ID N 2 N N N Itau Unibanco Holding SA 5493002W2IVG62O3ZJ94 Itau Unibanco Holding SA 000000000 254600.00000000 NS 1378214.88000000 1.140288736363 Long EC CORP BR N 1 N N N SDIC Capital Co Ltd N/A SDIC Capital Co Ltd 000000000 17400.00000000 NS 16466.45000000 0.013623788086 Long EC CORP CN N 2 N N N Malaysia Airports Holdings Bhd 2549003NBM1LN55SZ370 Malaysia Airports Holdings Bhd 000000000 50200.00000000 NS 76231.51000000 0.063071392908 Long EC CORP MY N 1 N N N Advantech Co Ltd 2549002OSTKE9HB9IY03 Advantech Co Ltd 000000000 63000.00000000 NS 674580.32000000 0.558125116649 Long EC CORP TW N 2 N N N REPUBLIC OF POLAND 259400R9L8QEP0TPXS31 Republic of Poland Government International Bond 731011AV4 98000.00000000 PA USD 90857.76000000 0.075172661275 Long DBT NUSS PL N 2 2033-10-04 Fixed 4.87500000 N N N N N N ZTE Corp 3003004FBGVVG1CW5U45 ZTE Corp 000000000 20000.00000000 NS 60183.95000000 0.049794180349 Long EC CORP CN N 2 N N N Woolworths Holdings Ltd/South Africa 37890095421E07184E97 Woolworths Holdings Ltd/South Africa 000000000 18000.00000000 NS 64484.85000000 0.053352600663 Long EC CORP ZA N 1 N N N State Bank of India 5493001JZ37UBBZF6L49 State Bank of India 000000000 245098.00000000 NS 1759830.63000000 1.456024800208 Long EC CORP IN N 2 N N N Realtek Semiconductor Corp 5299002E7F36O00MYY75 Realtek Semiconductor Corp 000000000 50000.00000000 NS 613920.53000000 0.507937242254 Long EC CORP TW N 2 N N N Agricultural Bank of China Ltd 549300E7TSGLCOVSY746 Agricultural Bank of China Ltd 000000000 860000.00000000 NS 319803.33000000 0.264594542072 Long EC CORP CN N 2 N N N Hon Hai Precision Industry Co Ltd 30030004CM3GSZXX7O56 Hon Hai Precision Industry Co Ltd 000000000 21000.00000000 NS 67687.96000000 0.056002746375 Long EC CORP TW N 2 N N N China Taiping Insurance Holdings Co Ltd 529900C2G37NOIADYW07 China Taiping Insurance Holdings Co Ltd 000000000 54200.00000000 NS 53677.92000000 0.044411309481 Long EC CORP HK N 2 N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 Petroleos Mexicanos 71654QDF6 146000.00000000 PA USD 86012.25000000 0.071163648925 Long DBT CORP MX N 2 2060-01-28 Fixed 6.95000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PURCHASED ZAR / SOLD USD 000000000 1.00000000 NC 506.02000000 0.000418663965 N/A DFE ZA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 88241.02000000 USD 1685474.00000000 ZAR 2023-11-06 506.02000000 N N N OMAN GOV INTERNTL BOND 549300SZ20F0QTKNQC75 Oman Government International Bond 000000000 275000.00000000 PA USD 271229.75000000 0.224406392196 Long DBT NUSS OM N 2 2031-01-25 Fixed 6.25000000 N N N N N N CODELCO INC 549300UVMBCBCIPSUI70 Corp Nacional del Cobre de Chile 000000000 540000.00000000 PA USD 457714.80000000 0.378697863795 Long DBT CORP CL N 2 2029-09-30 Fixed 3.00000000 N N N N N N Nahdi Medical Co N/A Nahdi Medical Co 000000000 1836.00000000 NS 70614.73000000 0.058424257645 Long EC CORP SA N 2 N N N Hindalco Industries Ltd 335800KXLE5NO5B4GF90 Hindalco Industries Ltd 000000000 5059.00000000 NS 29882.42000000 0.024723711400 Long EC CORP IN N 2 N N N ECOPETROL SA 254900IDGKCJICKBPA66 Ecopetrol SA 279158AS8 91000.00000000 PA USD 88654.48000000 0.073349741349 Long DBT CORP CO N 2 2033-01-13 Fixed 8.87500000 N N N N N N LAMAR FUNDING LTD 549300TSXHL7X0727895 Lamar Funding Ltd 000000000 364000.00000000 PA USD 346433.36000000 0.286627335142 Long DBT CORP KY N 2 2025-05-07 Fixed 3.95800000 N N N N N N PANAMA BONOS DEL 549300SHS4T08CL0LP14 Panama Bonos del Tesoro 000000000 89000.00000000 PA USD 70463.97000000 0.058299523881 Long DBT NUSS PA N 2 2031-06-30 Fixed 3.36200000 N N N N N N Huaxia Bank Co Ltd 300300AKNDEHIGVDZW37 Huaxia Bank Co Ltd 000000000 94300.00000000 NS 74030.35000000 0.061250226999 Long EC CORP CN N 2 N N N STATE OIL CO OF THE AZER 2549002HARR1VE257O76 State Oil Co of the Azerbaijan Republic 000000000 321000.00000000 PA USD 323429.97000000 0.267595102291 Long DBT CORP AZ N 2 2030-03-18 Fixed 6.95000000 N N N N N N Vedanta Ltd 335800XDKX9KB5EMCO07 Vedanta Ltd 000000000 26256.00000000 NS 70004.29000000 0.057919200077 Long EC CORP IN N 2 N N N Banco do Brasil SA QE0Q0253K88YAGNPE356 Banco do Brasil SA 000000000 190300.00000000 NS 1786186.15000000 1.477830472918 Long EC CORP BR N 1 N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 Ukraine Government International Bond 000000000 371000.00000000 PA USD 109445.00000000 0.090551119830 Long DBT NUSS UA N 2 2026-09-01 Fixed 7.75000000 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 Panama Government International Bond 698299BV5 400000.00000000 PA USD 371264.00000000 0.307171373318 Long DBT NUSS PA N 2 2054-03-28 Fixed 6.85300000 N N N N N N HeadHunter Group PLC 549300IMUCFEWXP6RU11 HeadHunter Group PLC 42207L106 18930.00000000 NS USD 0.02000000 0.000000016547 Long EC CORP CY N 3 N N N Dr Sulaiman Al Habib Medical Services Group Co N/A Dr Sulaiman Al Habib Medical Services Group Co 000000000 241.00000000 NS 15145.81000000 0.012531134873 Long EC CORP SA N 2 N N N China Airlines Ltd 25490032B2A0G6D0JP27 China Airlines Ltd 000000000 57000.00000000 NS 37497.44000000 0.031024123375 Long EC CORP TW N 2 N N N PANAMA BONOS DEL N/A PANAMA BONOS DEL REGD SER DOM 000000000 55000.00000000 PA USD 43545.15000000 0.036027795657 Long DBT NUSS PA N 2 2031-06-30 Fixed 3.36200000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PURCHASED ZAR / SOLD USD 000000000 1.00000000 NC 10194.05000000 0.008434214839 N/A DFE ZA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 983886.84000000 USD 18879475.00000000 ZAR 2023-11-06 10194.05000000 N N N Bajaj Auto Ltd 335800DLAO5NCNN8G863 Bajaj Auto Ltd 000000000 29396.00000000 NS 1789301.04000000 1.480407628362 Long EC CORP IN N 2 N N N CEZ AS 529900S5R9YHJHYKKG94 CEZ AS 000000000 1763.00000000 NS 74881.30000000 0.061954274470 Long EC CORP CZ N 1 N N N OUTsurance Group Ltd N/A OUTsurance Group Ltd 000000000 36733.00000000 NS 82957.84000000 0.068636532602 Long EC CORP ZA N 1 N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 Paraguay Government International Bond 699149AL4 223000.00000000 PA USD 182534.42000000 0.151022852927 Long DBT NUSS PY N 2 2033-06-28 Fixed 3.84900000 N N N N N N QATAR ENERGY N/A QatarEnergy 000000000 332000.00000000 PA USD 228465.80000000 0.189024935200 Long DBT CORP QA N 2 2041-07-12 Fixed 3.12500000 N N N N N N PICC Property & Casualty Co Ltd 300300F1000311000017 PICC Property & Casualty Co Ltd 000000000 138000.00000000 NS 176707.55000000 0.146201896249 Long EC CORP CN N 2 N N N OIL & GAS HOLDING 549300OBH16L6TS6IW50 Oil and Gas Holding Co BSCC/The 67778NAA6 459000.00000000 PA USD 465559.11000000 0.385187982620 Long DBT CORP BH N 2 2027-10-25 Fixed 7.50000000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 PURCHASED USD / SOLD IDR 000000000 1.00000000 NC 39528.89000000 0.032704876925 N/A DFE US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 36852218906.00000000 IDR 2417331.51000000 USD 2023-10-12 39528.89000000 N N N Mirae Asset Securities Co Ltd 98840072S6T63E2V1291 Mirae Asset Securities Co Ltd 000000000 14511.00000000 NS 69315.73000000 0.057349508642 Long EC CORP KR N 2 N N N Haci Omer Sabanci Holding AS 78900090FFOWNLGP0F20 Haci Omer Sabanci Holding AS 000000000 32605.00000000 NS 70922.58000000 0.058678962403 Long EC CORP TR N 2 N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 Egypt Government International Bond 000000000 305000.00000000 PA USD 157038.40000000 0.129928301671 Long DBT NUSS EG N 2 2059-11-20 Fixed 8.15000000 N N N N N N PETROLEOS DE VENEZUELA S 549300YWR8TN1OFD4P06 Petroleos de Venezuela SA 000000000 220000.00000000 PA USD 12430.00000000 0.010284164827 Long DBT CORP VE N 2 2026-11-15 Fixed 6.00000000 Y Y N N N N QATAR ENERGY 254900QTESJKJ3P87J26 QatarEnergy 000000000 320000.00000000 PA USD 206729.60000000 0.171041132826 Long DBT CORP QA N 2 2051-07-12 Fixed 3.30000000 N N N N N N Republic of Peru 254900STKLK2DBJJZ530 Peruvian Government International Bond 715638BM3 65000.00000000 PA USD 59943.65000000 0.049595364194 Long DBT NUSS PE N 2 2050-11-18 Fixed 5.62500000 N N N N N N Nedbank Group Ltd 3789009E42FA3CB31065 Nedbank Group Ltd 000000000 6342.00000000 NS 67771.93000000 0.056072220335 Long EC CORP ZA N 1 N N N Yapi ve Kredi Bankasi AS B85ZYWEZ5IZCZ2WNIO12 Yapi ve Kredi Bankasi AS 000000000 126485.00000000 NS 84911.52000000 0.070252941865 Long EC CORP TR N 2 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 PURCHASED USD / SOLD KRW 000000000 1.00000000 NC 306358.99000000 0.253471146372 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 6266886569.00000000 KRW 4952964.22000000 USD 2023-10-26 306358.99000000 N N N China Merchants Bank Co Ltd 549300MKO5B60FFIHF58 China Merchants Bank Co Ltd 000000000 8000.00000000 NS 33212.85000000 0.027479197407 Long EC CORP CN N 2 N N N Hero MotoCorp Ltd 335800Q49FBMZJTRLK49 Hero MotoCorp Ltd 000000000 1988.00000000 NS 72978.19000000 0.060379705127 Long EC CORP IN N 2 N N N Eastern Co SAE N/A Eastern Co SAE 000000000 80092.00000000 NS 62631.44000000 0.051819151433 Long EC CORP EG N 2 N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 Uruguay Government International Bond 917288BK7 148557.00000000 PA USD 142062.09000000 0.117537405408 Long DBT NUSS UY N 2 2031-01-23 Fixed 4.37500000 N N N N N N Petroleo Brasileiro SA 5493000J801JZRCMFE49 Petroleo Brasileiro SA 000000000 16000.00000000 NS 110262.51000000 0.091227500167 Long EC CORP BR N 1 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 FUTURE CONTRACT ON US 10YR NOTE (CBT)DEC23 000000000 33.00000000 NC USD -64187.51000000 -0.05310659152 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 10 Year U.S. Treasury Notes TYZ3 Comdty 2023-12-19 3630250.01000000 USD -64187.51000000 N N N Hithink RoyalFlush Information Network Co Ltd 300300TIQA4R0NPLQE78 Hithink RoyalFlush Information Network Co Ltd 000000000 300.00000000 NS 6188.94000000 0.005120521244 Long EC CORP CN N 2 N N N Samsung Electronics Co Ltd 9884007ER46L6N7EI764 Samsung Electronics Co Ltd 000000000 81112.00000000 NS 4100546.90000000 3.392654883394 Long EC CORP KR N 2 N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 PURCHASED USD / SOLD THB 000000000 1.00000000 NC 48502.69000000 0.040129497869 N/A DFE US N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 42001934.00000000 THB 1202773.53000000 USD 2023-10-11 48502.69000000 N N N PHOSAGRO PJSC 25340053KRUNNYUWF472 PHOSAGRO PJSC 71922G407 28.00000000 NS USD 0.00000000 0.000000 Long EC CORP RU N 3 N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 Mexican Bonos 000000000 1297700.00000000 PA 61478.14000000 0.050864949720 Long DBT NUSS MX N 2 2047-11-07 Fixed 8.00000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 PURCHASED BRL / SOLD USD 000000000 1.00000000 NC -719.04000000 -0.00059490956 N/A DFE BR N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 190726.10000000 USD 955080.00000000 BRL 2023-10-03 -719.04000000 N N N WPG Holdings Ltd N/A WPG Holdings Ltd 000000000 45000.00000000 NS 84521.03000000 0.069929863545 Long EC CORP TW N 2 N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Bill 912797FK8 495000.00000000 PA USD 491726.81000000 0.406838259365 Long STIV UST US N 2 2023-11-16 None 0.00000000 N N N N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 Serbia International Bond 000000000 390000.00000000 PA USD 370574.10000000 0.306600573212 Long DBT NUSS RS N 2 2033-09-26 Fixed 6.50000000 N N N N N N Sany Heavy Equipment International Holdings Co Ltd 254900BKG9FQLCKFVK72 Sany Heavy Equipment International Holdings Co Ltd 000000000 13000.00000000 NS 20486.71000000 0.016950016283 Long EC CORP KY N 2 N N N MMC Norilsk Nickel PJSC 253400JPTEEW143W3E47 MMC Norilsk Nickel PJSC 55315J102 3568.00000000 NS USD 0.00000000 0.000000 Long EC CORP RU N 3 N N N IVORY COAST 254900ICW11T82O6H590 Ivory Coast Government International Bond 000000000 200000.00000000 PA USD 186680.00000000 0.154452766686 Long DBT NUSS CI N 2 2028-03-03 Fixed 6.37500000 N N N N N N Multiply Group PJSC N/A Multiply Group PJSC 000000000 20201.00000000 NS 22004.40000000 0.018205702053 Long EC CORP AE N 2 N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Bill 912797FA0 300000.00000000 PA USD 299560.41000000 0.247846229452 Long STIV UST US N 2 2023-10-12 None 0.00000000 N N N N N N Petroleo Brasileiro SA 5493000J801JZRCMFE49 Petroleo Brasileiro SA 000000000 10900.00000000 NS 82163.91000000 0.067979661566 Long EC CORP BR N 1 N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 Petroleos Mexicanos 71654QCG5 694000.00000000 PA USD 608579.01000000 0.503517847877 Long DBT CORP MX N 2 2027-03-13 Fixed 6.50000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 Petroleos Mexicanos 71643VAB1 396000.00000000 PA USD 293238.00000000 0.242615279609 Long DBT CORP MX N 2 2032-02-16 Fixed 6.70000000 N N N N N N PTT Exploration & Production PCL 2549001O8YYGP5N7Q076 PTT Exploration & Production PCL 000000000 1500.00000000 NS 7044.28000000 0.005828200853 Long EC CORP TH N 2 N N N CG Power & Industrial Solutions Ltd 335800KN5UTZKUZN2703 CG Power & Industrial Solutions Ltd 000000000 4742.00000000 NS 25316.81000000 0.020946278916 Long EC CORP IN N 2 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 PURCHASED USD / SOLD PHP 000000000 1.00000000 NC -4767.25000000 -0.00394426265 N/A DFE US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 37083320.00000000 PHP 650641.64000000 USD 2023-10-26 -4767.25000000 N N N Pegatron Corp 529900M87JQS8TUO0L66 Pegatron Corp 000000000 32000.00000000 NS 75970.22000000 0.062855210331 Long EC CORP TW N 2 N N N Meritz Financial Group Inc N/A Meritz Financial Group Inc 000000000 1778.00000000 NS 72764.74000000 0.060203103761 Long EC CORP KR N 2 N N N Hyundai Glovis Co Ltd 988400U6RDXNJ5ZRN304 Hyundai Glovis Co Ltd 000000000 586.00000000 NS 79980.87000000 0.066173487537 Long EC CORP KR N 2 N N N Naspers Ltd 21380044BQ8812EEKT59 Naspers Ltd 000000000 424.00000000 NS 67835.32000000 0.056124667093 Long EC CORP ZA N 2 N N N Compal Electronics Inc 529900ZPKWFDL21LW166 Compal Electronics Inc 000000000 73000.00000000 NS 69562.58000000 0.057553744047 Long EC CORP TW N 2 N N N SABIC Agri-Nutrients Co N/A SABIC Agri-Nutrients Co 000000000 1991.00000000 NS 70659.98000000 0.058461695977 Long EC CORP SA N 2 N N N Tonon Luxembourg SA 5493002IITPO16CQU448 Tonon Luxembourg SA 89031RAG1 105456.70000000 PA USD 10.55000000 0.000008728715 Long DBT CORP LU N 2 2024-10-31 Fixed 6.50000000 Y N N N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 Uruguay Government International Bond 760942BD3 62392.00000000 PA USD 53959.10000000 0.044643948376 Long DBT NUSS UY N 2 2055-04-20 Fixed 4.97500000 N N N N N N Meituan 21380033K525E5JLIA77 Meituan 000000000 2790.00000000 NS 40388.57000000 0.033416147305 Long EC CORP KY N 2 N N N VIRGOLINO DE OLIVEIRA FI N/A Virgolino de Oliveira Finance SA 000000000 202000.00000000 PA USD 20.20000000 0.000016712802 Long DBT CORP LU N 3 2022-02-09 Fixed 11.75000000 Y Y N N N N SINOCHEM OFFSHORE CAPITA REGD REG S EMTN 3003004LKKZ33WMP2P47 SINOCHEM OFFSHORE CAPITA REGD REG S EMTN 000000000 200000.00000000 PA USD 152368.00000000 0.126064169458 Long DBT NUSS VG N 2 2031-09-23 Fixed 2.37500000 N N N N N N NH Investment & Securities Co Ltd 549300LQ6NXDW1B8NT42 NH Investment & Securities Co Ltd 000000000 7111.00000000 NS 53825.90000000 0.044533743166 Long EC CORP KR N 2 N N N Gulf Energy Development PCL 254900L46WX9IXF5VA41 Gulf Energy Development PCL 000000000 30200.00000000 NS 37737.04000000 0.031222360373 Long EC CORP TH N 2 N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Bill 912797FW2 1310000.00000000 PA USD 1291854.01000000 1.068836650950 Long STIV UST US N 2 2024-01-04 None 0.00000000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 PURCHASED IDR / SOLD USD 000000000 1.00000000 NC -26024.21000000 -0.02153155793 N/A DFE ID N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 898826.35000000 USD 13527066971.00000000 IDR 2023-10-12 -26024.21000000 N N N Vale SA 254900SMTWBX7RU2SR20 Vale SA 000000000 1400.00000000 NS 18822.45000000 0.015573063415 Long EC CORP BR N 1 N N N Remgro Ltd N/A Remgro Ltd 000000000 8984.00000000 NS 70462.75000000 0.058298514494 Long EC CORP ZA N 1 N N N KINGDOM OF MOROCCO 529900F3MBW9XY5K1X07 Morocco Government International Bond 000000000 251000.00000000 PA USD 215014.13000000 0.177895474904 Long DBT NUSS MA N 2 2027-12-15 Fixed 2.37500000 N N N N N N Tata Motors Ltd 335800BO2LHWJJ8TZI32 Tata Motors Ltd 000000000 10377.00000000 NS 53273.47000000 0.044076681125 Long EC CORP IN N 2 N N N OEC FINANCE LTD N/A OEC Finance Ltd 000000000 139014.00000000 PA USD 9614.21000000 0.007954474683 Long DBT CORP KY N 2 2046-12-26 Fixed 7.12500000 N N Y N N N PANAMA NOTAS DEL TESORO 549300SHS4T08CL0LP14 Panama Notas del Tesoro 000000000 195000.00000000 PA USD 183688.05000000 0.151977327671 Long DBT NUSS PA N 2 2026-04-17 Fixed 3.75000000 N N N N N N Colgate-Palmolive India Ltd 335800YWKI47DGFKWB26 Colgate-Palmolive India Ltd 000000000 3130.00000000 NS 75250.51000000 0.062259746432 Long EC CORP IN N 2 N N N TBEA Co Ltd 300300NIEBMOQ4DNLE36 TBEA Co Ltd 000000000 27450.00000000 NS 55962.17000000 0.046301221267 Long EC CORP CN N 2 N N N China International Capital Corp Ltd 529900OS3SVVTT56QN67 China International Capital Corp Ltd 000000000 26400.00000000 NS 48187.52000000 0.039868736788 Long EC CORP CN N 2 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Long: IS2OYZ1 CDS US900123AL40 01.000 BP 12/20/2028 MORGAN FLOAT / Short: IS2OYZ1 CDS US900123AL40 01.000 BP 12/20/2028 MORGAN FIXED 000000000 220000.00000000 OU Notional Amount USD 26955.87000000 0.022302382150 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Turkey Government International Bonds Turkey Government International Bonds Y buy protection 2028-12-20 27538.32000000 USD 0.00000000 USD 220000.00000000 USD -582.45000000 N N N SK Telecom Co Ltd 9884003WEA1PHW006037 SK Telecom Co Ltd 000000000 2084.00000000 NS 80284.18000000 0.066424436051 Long EC CORP KR N 2 N N N Gazprom PJSC 213800FD9J2IHTA7YX78 Gazprom PJSC 000000000 153780.00000000 NS USD 0.15000000 0.000000124104 Long EC CORP RU N 3 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Long: IS2OYP1 CDS USY20721BG36 01.000 BP 12/20/2028 MORGAN FLOAT / Short: IS2OYP1 CDS USY20721BG36 01.000 BP 12/20/2028 MORGAN FIXED 000000000 220000.00000000 OU Notional Amount USD -790.68000000 -0.00065418209 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Indonesia Government International Bonds Indonesia Government International Bonds Y buy protection 2028-12-20 0.00000000 USD -1243.70000000 USD 220000.00000000 USD 453.02000000 N N N Lebanese Republic 529900QPC4K9S1KHL354 Lebanon Government International Bond 000000000 206000.00000000 PA USD 16550.04000000 0.013692947647 Long DBT NUSS LB N 2 2025-02-26 Fixed 6.20000000 Y N N N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 Brazil Notas do Tesouro Nacional Serie F 000000000 2184000.00000000 PA 423882.72000000 0.350706336268 Long DBT NUSS BR N 2 2027-01-01 Fixed 10.00000000 N N N N N N HLA Group Corp Ltd N/A HLA Group Corp Ltd 000000000 1005400.00000000 NS 1061126.18000000 0.877940188045 Long EC CORP CN N 2 N N N Korea Investment Holdings Co Ltd N/A Korea Investment Holdings Co Ltd 000000000 1876.00000000 NS 73660.15000000 0.060943935944 Long EC CORP KR N 2 N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 PURCHASED USD / SOLD HUF 000000000 1.00000000 NC -4609.49000000 -0.00381373732 N/A DFE US N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 86233852.00000000 HUF 227065.46000000 USD 2023-11-29 -4609.49000000 N N N MAGYAR EXPORT-IMPORT BAN 529900O4UGETQ9Q3AA63 Magyar Export-Import Bank Zrt 55977YAA6 245000.00000000 PA USD 240675.75000000 0.199127038042 Long DBT NUSS HU N 2 2027-12-04 Fixed 6.12500000 N N N N N N H World Group Ltd 549300Y5ML31FVN83730 H World Group Ltd 000000000 8600.00000000 NS 33819.19000000 0.027980862773 Long EC CORP KY N 2 N N N Grupo Bimbo SAB de CV 5493000RIXURZEBFEV60 Grupo Bimbo SAB de CV 000000000 1500.00000000 NS 7211.02000000 0.005966155933 Long EC CORP MX N 1 N N N CNAC HK FINBRIDGE CO LTD 549300US1UQ7R7WABI28 CNAC HK Finbridge Co Ltd 000000000 200000.00000000 PA USD 191880.00000000 0.158755072165 Long DBT CORP HK N 2 2028-03-14 Fixed 5.12500000 N N N N N N Commercial International Bank Egypt SAE 213800FIIXJAMEVRIH48 Commercial International Bank Egypt SAE 000000000 44359.00000000 NS 86198.12000000 0.071317431525 Long EC CORP EG N 2 N N N Bupa Arabia for Cooperative Insurance Co 558600B2WJHD5P31XS68 Bupa Arabia for Cooperative Insurance Co 000000000 1479.00000000 NS 82025.36000000 0.067865029946 Long EC CORP SA N 1 N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 Ukraine Government International Bond 000000000 281000.00000000 PA USD 73481.50000000 0.060796126929 Long DBT NUSS UA N 2 2034-09-25 Fixed 7.37500000 N Y N N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 PURCHASED BRL / SOLD USD 000000000 1.00000000 NC -75064.16000000 -0.06210556669 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 6231441.20000000 USD 30945337.00000000 BRL 2023-10-03 -75064.16000000 N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 Uruguay Government International Bond 760942BA9 193975.00000000 PA USD 171871.55000000 0.142200752154 Long DBT NUSS UY N 2 2050-06-18 Fixed 5.10000000 N N N N N N Adaro Energy Indonesia Tbk PT 529900P2WAH7XA87OI24 Adaro Energy Indonesia Tbk PT 000000000 474600.00000000 NS 87299.61000000 0.072228767383 Long EC CORP ID N 2 N N N ROMANIA 315700IASY927EDWBK92 Romanian Government International Bond 000000000 174000.00000000 PA USD 139594.98000000 0.115496201395 Long DBT NUSS RO N 2 2031-02-14 Fixed 3.00000000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 PURCHASED TWD / SOLD USD 000000000 1.00000000 NC 291.11000000 0.000240854643 N/A DFE TW N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 220987.58000000 USD 7105502.00000000 TWD 2023-11-29 291.11000000 N N N KB Financial Group Inc 529900TKE4MXG3Q6GW86 KB Financial Group Inc 000000000 41684.00000000 NS 1700161.20000000 1.406656316438 Long EC CORP KR N 2 N N N China CITIC Bank Corp Ltd 300300C1030211000384 China CITIC Bank Corp Ltd 000000000 39300.00000000 NS 30913.94000000 0.025577156429 Long EC CORP CN N 2 N N N Western Mining Co Ltd 300300QBV4A9N1NDK519 Western Mining Co Ltd 000000000 165300.00000000 NS 291915.31000000 0.241520930295 Long EC CORP CN N 2 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PURCHASED PHP / SOLD USD 000000000 1.00000000 NC -14049.88000000 -0.01162439917 N/A DFE PH N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2117405.50000000 USD 119008776.00000000 PHP 2023-10-26 -14049.88000000 N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 Mexican Bonos 000000000 10775700.00000000 PA 505955.52000000 0.418610616478 Long DBT NUSS MX N 2 2053-07-31 Fixed 8.00000000 N N N N N N Globe Telecom Inc 254900GPWI1816YIM923 Globe Telecom Inc 000000000 443.00000000 NS 14027.15000000 0.011605593133 Long EC CORP PH N 2 N N N Dr Reddy's Laboratories Ltd 335800OVDPY3DVZR2798 Dr Reddy's Laboratories Ltd 000000000 1055.00000000 NS 70915.22000000 0.058672872986 Long EC CORP IN N 2 N N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 Philippine Government International Bond 000000000 273000.00000000 PA USD 211689.66000000 0.175144920001 Long DBT NUSS PH N 2 2047-03-29 Fixed 4.20000000 N N N N N N Ping An Insurance Group Co of China Ltd 529900M9MC28JLN35U89 Ping An Insurance Group Co of China Ltd 000000000 37500.00000000 NS 212686.77000000 0.175969895350 Long EC CORP CN N 2 N N N REPUBLIC OF AZERBAIJAN 549300P74FF45UQVU281 Republic of Azerbaijan International Bond 000000000 165000.00000000 PA USD 133793.55000000 0.110696292919 Long DBT NUSS AZ N 2 2032-09-01 Fixed 3.50000000 N N N N N N ASE Technology Holding Co Ltd 300300GO8QHPMV87NZ73 ASE Technology Holding Co Ltd 000000000 21000.00000000 NS 71682.71000000 0.059307868454 Long EC CORP TW N 2 N N N Government of Jamaica 529900Y93KNSXZI8KK56 Jamaica Government International Bond 470160AV4 208000.00000000 PA USD 236832.96000000 0.195947642567 Long DBT NUSS JM N 2 2039-03-15 Fixed 8.00000000 N N N N N N REPUBLIC OF ANGOLA 549300QHR2R3J8JSGK83 Angolan Government International Bond 000000000 320000.00000000 PA USD 228662.40000000 0.189187595442 Long DBT NUSS AO N 2 2049-11-26 Fixed 9.12500000 N N N N N N REPUBLIC OF GHANA 213800PP4399SNNXZ126 Ghana Government International Bond 000000000 279000.00000000 PA USD 117459.00000000 0.097181634466 Long DBT NUSS GH N 2 2049-06-16 Fixed 8.62700000 Y Y N N N N PTT PCL 549300QOGMPTKB6W7G56 PTT PCL 000000000 37200.00000000 NS 34224.51000000 0.028316210938 Long EC CORP TH N 2 N N N Jiangxi Copper Co Ltd 3003002E74YFQ6MEZY56 Jiangxi Copper Co Ltd 000000000 525200.00000000 NS 1389027.69000000 1.149234892460 Long EC CORP CN N 2 N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 Colombia Government International Bond 195325EA9 203000.00000000 PA USD 122579.52000000 0.101418180860 Long DBT NUSS CO N 2 2042-02-22 Fixed 4.12500000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 PURCHASED MYR / SOLD USD 000000000 1.00000000 NC -1122.64000000 -0.00092883465 N/A DFE MY N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 317761.32000000 USD 1473777.00000000 MYR 2024-01-11 -1122.64000000 N N N Tata Motors Ltd 335800BO2LHWJJ8TZI32 Tata Motors Ltd 000000000 10116.00000000 NS 76577.19000000 0.063357396938 Long EC CORP IN N 2 N N N China Railway Signal & Communication Corp Ltd 529900GK68ZHDM38WD21 China Railway Signal & Communication Corp Ltd 000000000 245163.00000000 NS 177591.99000000 0.146933652222 Long EC CORP CN N 2 N N N REPUBLIC OF ANGOLA 549300QHR2R3J8JSGK83 Angolan Government International Bond 000000000 207000.00000000 PA USD 178785.90000000 0.147921453286 Long DBT NUSS AO N 2 2028-05-09 Fixed 8.25000000 N N N N N N Standard Bank Group Ltd 2549003PEZXUT7MDBU41 Standard Bank Group Ltd 000000000 7293.00000000 NS 70766.22000000 0.058549595387 Long EC CORP ZA N 1 N N N Li Auto Inc 2549003R73Q70J5H4I65 Li Auto Inc 000000000 31500.00000000 NS 562137.90000000 0.465094032109 Long EC CORP KY N 2 N N N DB Insurance Co Ltd 9884000ZF26VNJBWSJ91 DB Insurance Co Ltd 000000000 747.00000000 NS 49495.96000000 0.040951296131 Long EC CORP KR N 2 N N N Hindustan Zinc Ltd 335800LB39TLJ8YTWM98 Hindustan Zinc Ltd 000000000 19409.00000000 NS 71967.04000000 0.059543113553 Long EC CORP IN N 2 N N N REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 Nigeria Government International Bond 65412JAS2 363000.00000000 PA USD 267574.56000000 0.221382210664 Long DBT NUSS NG N 2 2033-09-28 Fixed 7.37500000 N N N N N N REPUBLIC OF GHANA 213800PP4399SNNXZ126 Ghana Government International Bond 37443GAH4 200000.00000000 PA USD 88826.00000000 0.073491651241 Long DBT NUSS GH N 2 2035-02-11 Fixed 7.87500000 Y Y N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PURCHASED USD / SOLD TWD 000000000 1.00000000 NC 51052.34000000 0.042238992708 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 155921941.00000000 TWD 4906754.60000000 USD 2023-11-29 51052.34000000 N N N KINGDOM OF BAHRAIN 549300RODM1WN85LFQ95 Bahrain Government International Bond 000000000 210000.00000000 PA USD 161301.00000000 0.133455033850 Long DBT NUSS BH N 2 2044-09-19 Fixed 6.00000000 N N N N N N Zijin Mining Group Co Ltd 836800JRNL2393Z2I561 Zijin Mining Group Co Ltd 000000000 108000.00000000 NS 163727.85000000 0.135462928091 Long EC CORP CN N 2 N N N Kalbe Farma Tbk PT 529900PRQI8S32HOE387 Kalbe Farma Tbk PT 000000000 251700.00000000 NS 28525.05000000 0.023600669018 Long EC CORP ID N 2 N N N Enel Chile SA 549300YM5CWCAUVOPB53 Enel Chile SA 000000000 1123486.00000000 NS 68270.12000000 0.056484406021 Long EC CORP CL N 1 N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 PURCHASED USD / SOLD THB 000000000 1.00000000 NC 7134.23000000 0.005902622464 N/A DFE US N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 11956465.00000000 THB 335714.31000000 USD 2023-10-11 7134.23000000 N N N PERUSAHAAN PENERBIT SBSN 254900G208H6Q0L5B953 Perusahaan Penerbit SBSN Indonesia III 71567RAH9 200000.00000000 PA USD 191202.00000000 0.158194117719 Long DBT NUSS ID N 2 2027-03-29 Fixed 4.15000000 N N N N N N Baidu Inc 254900AL64IANZYI1E02 Baidu Inc 000000000 4250.00000000 NS 71530.35000000 0.059181810903 Long EC CORP KY N 2 N N N Hana Financial Group Inc N/A Hana Financial Group Inc 000000000 5269.00000000 NS 165069.85000000 0.136573253851 Long EC CORP KR N 2 N N N Republic of Sri Lanka 254900HXCCIOHM74FA02 Sri Lanka Government International Bond 85227SAZ9 240000.00000000 PA USD 110606.40000000 0.091512023212 Long DBT NUSS LK N 2 2029-03-14 Fixed 7.85000000 Y Y N N N N HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 PURCHASED USD / SOLD KRW 000000000 1.00000000 NC 172488.81000000 0.142711452361 N/A DFE US N 2 HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 6514505148.00000000 KRW 5002691.71000000 USD 2023-10-26 172488.81000000 N N N Bharat Electronics Ltd 335800HS8AOTM9W1F335 Bharat Electronics Ltd 000000000 48693.00000000 NS 80696.01000000 0.066765170372 Long EC CORP IN N 2 N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 Argentine Republic Government International Bond 040114HX1 236281.00000000 PA USD 64769.35000000 0.053587986415 Long DBT NUSS AR N 2 2029-07-09 Fixed 1.00000000 N N N N N N Kia Corp 988400V8MJK9N7OI5X76 Kia Corp 000000000 31650.00000000 NS 1905022.21000000 1.576151440612 Long EC CORP KR N 2 N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 Republic of South Africa Government International Bond 836205BB9 365000.00000000 PA USD 241794.25000000 0.200052447403 Long DBT NUSS ZA N 2 2049-09-30 Fixed 5.75000000 N N N N N N REC Ltd 335800B4YRYWAMIJZ374 REC Ltd 000000000 27657.00000000 NS 95720.37000000 0.079195821591 Long EC CORP IN N 2 N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 Dominican Republic International Bond 000000000 23800000.00000000 PA 428026.36000000 0.354134644936 Long DBT NUSS DO N 2 2035-09-15 Fixed 11.25000000 N N N N N N BRASKEM IDESA SAPI YH0V7ZHY352ITDGEYB83 Braskem Idesa SAPI 000000000 219000.00000000 PA USD 131419.71000000 0.108732257374 Long DBT CORP MX N 2 2032-02-20 Fixed 6.99000000 N N N N N N China Construction Bank Corp 5493001KQW6DM7KEDR62 China Construction Bank Corp 000000000 3952000.00000000 NS 2221626.11000000 1.838098881680 Long EC CORP CN N 2 N N N PhosAgro PJSC 25340053KRUNNYUWF472 PhosAgro PJSC 71922G308 4393.00000000 NS USD 0.00000000 0.000000 Long EC CORP RU N 3 N N N Sahara International Petrochemical Co N/A Sahara International Petrochemical Co 000000000 905.00000000 NS 9138.76000000 0.007561103310 Long EC CORP SA N 2 N N N Sberbank of Russia PJSC 549300WE6TAF5EEWQS81 Sberbank of Russia PJSC 000000000 138696.00000000 NS USD 0.14000000 0.000000115831 Long EC CORP RU N 3 N N N SIERRACOL ENRGY ANDINA N/A SierraCol Energy Andina LLC 82653LAA9 200000.00000000 PA USD 158576.00000000 0.131200460306 Long DBT CORP US N 2 2028-06-15 Fixed 6.00000000 N N N N N N Parex Resources Inc 549300U7LWRGTY6XWK67 Parex Resources Inc 69946Q104 34113.00000000 NS 640191.70000000 0.529673126605 Long EC CORP CA N 1 N N N Motor Oil Hellas Corinth Refineries SA 213800U3Y9UL7Y4QVM11 Motor Oil Hellas Corinth Refineries SA 000000000 492.00000000 NS 12452.80000000 0.010303028781 Long EC CORP GR N 1 N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 PURCHASED CZK / SOLD USD 000000000 1.00000000 NC -769.20000000 -0.00063641026 N/A DFE CZ N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 197077.11000000 USD 4539888.00000000 CZK 2023-11-29 -769.20000000 N N N DP WORLD SALAAM 549300SUYBT9X88E9435 DP World Salaam 000000000 313000.00000000 PA USD 308186.06000000 0.254982802770 Long DBT CORP KY N 2 2025-10-01 Fixed 6.00000000 N N N N N N Yadea Group Holdings Ltd N/A Yadea Group Holdings Ltd 000000000 8000.00000000 NS 14814.31000000 0.012256862899 Long EC CORP KY N 2 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 Egypt Government International Bond 038461AM1 305000.00000000 PA USD 162327.10000000 0.134303994553 Long DBT NUSS EG N 2 2047-01-31 Fixed 8.50000000 N N N N N N Kumba Iron Ore Ltd 3789006C753402643048 Kumba Iron Ore Ltd 000000000 2963.00000000 NS 71171.47000000 0.058884885636 Long EC CORP ZA N 1 N N N ROMANIA 315700IASY927EDWBK92 Romanian Government International Bond 000000000 238000.00000000 PA USD 193058.46000000 0.159730090417 Long DBT NUSS RO N 2 2032-03-27 Fixed 3.62000000 N N N N N N SAUDI ARABIAN OIL CO 5586006WD91QHB7J4X50 Saudi Arabian Oil Co 000000000 395000.00000000 PA USD 315877.55000000 0.261346483456 Long DBT CORP SA N 2 2030-11-24 Fixed 2.25000000 N N N N N N ROMANIA 315700IASY927EDWBK92 Romanian Government International Bond 000000000 210000.00000000 PA USD 133163.10000000 0.110174679748 Long DBT NUSS RO N 2 2051-02-14 Fixed 4.00000000 N N N N N N GACI FIRST INVESTMENT N/A GACI FIRST INVESTMENT REGD REG S 000000000 200000.00000000 PA USD 180841.21000000 0.149621947800 Long DBT NUSS KY N 2 2035-02-14 Fixed 4.87000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 Dominican Republic International Bond 000000000 325000.00000000 PA USD 238465.50000000 0.197298351372 Long DBT NUSS DO N 2 2041-01-21 Fixed 5.30000000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 PURCHASED IDR / SOLD USD 000000000 1.00000000 NC -11823.27000000 -0.00978217678 N/A DFE ID N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 408352.76000000 USD 6145586547.00000000 IDR 2023-10-12 -11823.27000000 N N N LG Uplus Corp N/A LG Uplus Corp 000000000 3128.00000000 NS 24019.68000000 0.019873077088 Long EC CORP KR N 2 N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 Ukraine Government International Bond 000000000 173000.00000000 PA 47555.10000000 0.039345493706 Long DBT NUSS UA N 2 2028-06-20 Fixed 6.75000000 N Y N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 PURCHASED USD / SOLD CZK 000000000 1.00000000 NC 15192.73000000 0.012569954906 N/A DFE US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 22679929.00000000 CZK 995888.61000000 USD 2023-11-29 15192.73000000 N N N G-bits Network Technology Xiamen Co Ltd N/A G-bits Network Technology Xiamen Co Ltd 000000000 5600.00000000 NS 280583.24000000 0.232145155902 Long EC CORP CN N 1 N N N Lebanese Republic 529900QPC4K9S1KHL354 Lebanon Government International Bond 000000000 36000.00000000 PA USD 2880.00000000 0.002382815342 Long DBT NUSS LB N 2 2023-01-27 Fixed 6.00000000 Y N N N N N REPUBLIC OF KENYA 549300VVURQQYU45PR87 Republic of Kenya Government International Bond 000000000 210000.00000000 PA USD 177561.30000000 0.146908260346 Long DBT NUSS KE N 2 2027-05-22 Fixed 7.00000000 N N N N N N First Quantum Minerals Ltd 549300I7UVBGWRYMYZ18 First Quantum Minerals Ltd 000000000 3351.00000000 NS 79170.69000000 0.065503171796 Long EC CORP CA N 1 N N N ABU DHABI GOVT 213800FER4348CINTA77 ABU DHABI GOVT INT'L REGD REG S 000000000 390000.00000000 PA USD 253156.80000000 0.209453439926 Long DBT NUSS AE N 2 2049-09-30 Fixed 3.12000000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 PURCHASED USD / SOLD PHP 000000000 1.00000000 NC -6309.07000000 -0.00521991277 N/A DFE US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 49076724.00000000 PHP 861070.69000000 USD 2023-10-26 -6309.07000000 N N N ISLAMIC REP OF PAKISTAN 529900LOP29R5WKHOD86 Pakistan Government International Bond 000000000 464000.00000000 PA USD 212790.40000000 0.176055635334 Long DBT NUSS PK N 2 2051-04-08 Fixed 8.87500000 N N N N N N Fu Shou Yuan International Group Ltd N/A Fu Shou Yuan International Group Ltd 000000000 156000.00000000 NS 108444.32000000 0.089723190783 Long EC CORP KY N 2 N N N Haier Smart Home Co Ltd 3003002BYTNGNJTWSH07 Haier Smart Home Co Ltd 000000000 24200.00000000 NS 75638.72000000 0.062580938357 Long EC CORP CN N 2 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 PURCHASED IDR / SOLD USD 000000000 1.00000000 NC -7187.14000000 -0.00594639842 N/A DFE ID N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 909413.36000000 USD 13983094296.00000000 IDR 2023-10-12 -7187.14000000 N N N AEROPUERTO INTL TOCUMEN 254900FO1PHX49ZIGB14 Aeropuerto Internacional de Tocumen SA 000000000 445000.00000000 PA USD 324480.65000000 0.268464399660 Long DBT CORP PA N 2 2061-08-11 Fixed 5.12500000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 Dominican Republic International Bond 000000000 196000.00000000 PA USD 139730.36000000 0.115608210263 Long DBT NUSS DO N 2 2060-01-30 Fixed 5.87500000 N N N N N N LEVIATHAN BOND LTD 254900D9T8VKYVQNZ220 Leviathan Bond Ltd 000000000 42457.00000000 PA USD 39042.18000000 0.032302189406 Long DBT CORP IL N 2 2030-06-30 Fixed 6.75000000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 PURCHASED INR / SOLD USD 000000000 1.00000000 NC 14606.00000000 0.012084514196 N/A DFE IN N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 5943646.20000000 USD 497043357.00000000 INR 2023-12-14 14606.00000000 N N N Haidilao International Holding Ltd 3003009Q8GV4VNKZWI24 Haidilao International Holding Ltd 000000000 26000.00000000 NS 69324.70000000 0.057356930119 Long EC CORP KY N 2 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 PURCHASED COP / SOLD USD 000000000 1.00000000 NC -20668.67000000 -0.01710056388 N/A DFE CO N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1580776.12000000 USD 6445535581.00000000 COP 2023-11-16 -20668.67000000 N N N NetEase Inc 5299004AF4DSJDB0PA32 NetEase Inc 000000000 95300.00000000 NS 1910884.28000000 1.581001520588 Long EC CORP KY N 2 N N N New China Life Insurance Co Ltd 300300F2001111000095 New China Life Insurance Co Ltd 000000000 17700.00000000 NS 42453.27000000 0.035124410790 Long EC CORP CN N 2 N N N HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 PURCHASED USD / SOLD CNH 000000000 1.00000000 NC 41871.33000000 0.034642933165 N/A DFE US N 2 HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 102539558.00000000 CNY 14161553.16000000 USD 2024-01-11 41871.33000000 N N N REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 Nigeria Government International Bond 000000000 222000.00000000 PA USD 184890.48000000 0.152972177897 Long DBT NUSS NG N 2 2027-11-28 Fixed 6.50000000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 PURCHASED USD / SOLD PHP 000000000 1.00000000 NC -2364.95000000 -0.00195668025 N/A DFE US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 81925456.00000000 PHP 1445581.78000000 USD 2023-10-26 -2364.95000000 N N N Synnex Technology International Corp 529900GMBJ3R4A2WBC71 Synnex Technology International Corp 000000000 41000.00000000 NS 81430.16000000 0.067372581442 Long EC CORP TW N 2 N N N ZTE Corp 3003004FBGVVG1CW5U45 ZTE Corp 000000000 12800.00000000 NS 57526.46000000 0.047595462313 Long EC CORP CN N 2 N N N True Corp PCL 894500HQD71STX0DQK07 True Corp PCL 000000000 259100.00000000 NS 50521.39000000 0.041799702498 Long EC CORP TH N 2 N N N TRANSNET SOC LTD 378900B07CD6F01EA796 Transnet SOC Ltd 89378TAD5 204000.00000000 PA USD 194936.28000000 0.161283735662 Long DBT CORP ZA N 2 2028-02-06 Fixed 8.25000000 N N N N N N Lebanese Republic 529900QPC4K9S1KHL354 Lebanon Government International Bond 000000000 57000.00000000 PA USD 4560.00000000 0.003772790958 Long DBT NUSS LB N 2 2024-04-22 Fixed 6.65000000 Y N N N N N Fibra Uno Administracion SA de CV N/A Fibra Uno Administracion SA de CV 000000000 49700.00000000 NS 83130.40000000 0.068779302955 Long EC MX N 1 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PURCHASED USD / SOLD INR 000000000 1.00000000 NC -489.66000000 -0.00040512825 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 64334069.00000000 INR 770707.87000000 USD 2023-12-14 -489.66000000 N N N Minejesa Capital BV 549300KS7ERCP10BKC35 Minejesa Capital BV 000000000 215000.00000000 PA USD 163991.25000000 0.135680856411 Long DBT CORP NL N 2 2037-08-10 Fixed 5.62500000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Long: IS2OXR6 CDS US105756BV13 01.000 BP 12/20/2028 MSNYUS33XXX FLOAT / Short: IS2OXR6 CDS US105756BV13 01.000 BP 12/20/2028 MSNYUS33XXX FIXED 000000000 140000.00000000 OU Notional Amount USD 5246.87000000 0.004341084143 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Brazil Government International Bonds Brazil Government International Bonds Y buy protection 2028-12-20 5294.13000000 USD 0.00000000 USD 140000.00000000 USD -47.26000000 N N N HUNGARY 5299003F3UFKGCCMAP43 Hungary Government International Bond 445545AT3 200000.00000000 PA USD 189602.00000000 0.156870331418 Long DBT NUSS HU N 2 2052-09-25 Fixed 6.75000000 N N N N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 Argentine Republic Government International Bond 040114HT0 871386.00000000 PA USD 216086.30000000 0.178782552378 Long DBT NUSS AR N 2 2035-07-09 Variable 3.62500000 N N N N N N United Microelectronics Corp 391200YJCAGH9LF96P73 United Microelectronics Corp 000000000 82000.00000000 NS 115141.64000000 0.095264328577 Long EC CORP TW N 2 N N N Hindustan Aeronautics Ltd 335800AKDC7T933T3I86 Hindustan Aeronautics Ltd 000000000 3126.00000000 NS 72574.04000000 0.060045324981 Long EC CORP IN N 2 N N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 Philippine Government International Bond 718286CQ8 225000.00000000 PA USD 209560.50000000 0.173383324475 Long DBT NUSS PH N 2 2027-03-29 Fixed 3.22900000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 PURCHASED USD / SOLD PEN 000000000 1.00000000 NC 10631.74000000 0.008796344855 N/A DFE US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 2001146.00000000 PEN 537624.52000000 USD 2023-11-16 10631.74000000 N N N Tube Investments of India Ltd 335800Z8CKZ11SGVKE64 Tube Investments of India Ltd 000000000 1215.00000000 NS 43580.39000000 0.036056952050 Long EC CORP IN N 2 N N N Aluminum Corp of China Ltd 529900TKZUWQLIQN6T48 Aluminum Corp of China Ltd 000000000 722000.00000000 NS 401631.41000000 0.332296349167 Long EC CORP CN N 2 N N N China Aoyuan Group Ltd 549300YSOKQO5QD6MP25 China Aoyuan Group Ltd 000000000 411000.00000000 NS 12333.75000000 0.010204530807 Long EC CORP KY N 1 N N N KOC Holding AS 7890005U0H950VH19H45 KOC Holding AS 000000000 5812.00000000 NS 31067.83000000 0.025704479850 Long EC CORP TR N 2 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 PURCHASED USD / SOLD BRL 000000000 1.00000000 NC 98706.87000000 0.081666751459 N/A DFE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 23728691.00000000 BRL 4819378.30000000 USD 2023-10-03 98706.87000000 N N N Bank Mandiri Persero Tbk PT 549300RSKQN4Z5ZSGH94 Bank Mandiri Persero Tbk PT 000000000 463700.00000000 NS 180484.53000000 0.149326842739 Long EC CORP ID N 2 N N N GREENKO DUTCH BV 724500PT585P4JPVRP08 Greenko Dutch BV 000000000 185000.00000000 PA USD 166124.45000000 0.137445794497 Long DBT CORP NL N 2 2026-03-29 Fixed 3.85000000 N N N N N N Quinenco SA 2549000T5LJBJNWU8390 Quinenco SA 000000000 22642.00000000 NS 66982.85000000 0.055419362026 Long EC CORP CL N 2 N N N GEOPARK LTD 529900ZR5QI19AH4KZ07 Geopark Ltd 000000000 200000.00000000 PA USD 170500.00000000 0.141065977716 Long DBT CORP BM N 2 2027-01-17 Fixed 5.50000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 FUTURE CONTRACT ON US 5YR NOTE (CBT) DEC23 000000000 18.00000000 NC USD -18132.82000000 -0.01500248669 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 5 Year U.S. Treasury Notes FVZ3 Comdty 2023-12-29 1914601.57000000 USD -18132.82000000 N N N Broadcom Inc 549300WV6GIDOZJTV909 Broadcom Inc 11135F101 737.00000000 NS USD 612137.46000000 0.506461989979 Long EC CORP US N 1 N N N Topsports International Holdings Ltd N/A Topsports International Holdings Ltd 000000000 70000.00000000 NS 52922.99000000 0.043786705736 Long EC CORP KY N 2 N N N STATE OF QATAR 52990074F6OJOAXK4P65 Qatar Government International Bond 74727PBE0 664000.00000000 PA USD 539931.60000000 0.446721284772 Long DBT NUSS QA N 2 2050-04-16 Fixed 4.40000000 N N N N N N Shenzhen Mindray Bio-Medical Electronics Co Ltd N/A Shenzhen Mindray Bio-Medical Electronics Co Ltd 000000000 7600.00000000 NS 282667.09000000 0.233869263454 Long EC CORP CN N 2 N N N Arca Continental SAB de CV 254900U2BSJCQHJCXN24 Arca Continental SAB de CV 000000000 2400.00000000 NS 21864.75000000 0.018090160330 Long EC CORP MX N 1 N N N OPAP SA 213800M4NRGFJCI34834 OPAP SA 000000000 29918.00000000 NS 500877.46000000 0.414409200063 Long EC CORP GR N 2 N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 Argentine Republic Government International Bond 040114HS2 323000.00000000 PA USD 92142.21000000 0.076235372097 Long DBT NUSS AR N 2 2030-07-09 Variable 0.75000000 N N N N N N China Hongqiao Group Ltd 3003009Q4IBFSDE24571 China Hongqiao Group Ltd 000000000 32895.00000000 NS 32032.39000000 0.026502524421 Long EC CORP KY N 2 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 PURCHASED USD / SOLD CLP 000000000 1.00000000 NC -7344.44000000 -0.00607654316 N/A DFE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 1014467858.00000000 CLP 1130389.28000000 USD 2023-11-16 -7344.44000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 PURCHASED MXN / SOLD USD 000000000 1.00000000 NC -25325.39000000 -0.02095337772 N/A DFE MX N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 2282249.48000000 USD 39634108.00000000 MXN 2023-11-16 -25325.39000000 N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 PURCHASED THB / SOLD USD 000000000 1.00000000 NC -9467.46000000 -0.00783305865 N/A DFE TH N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 156786.64000000 USD 5360692.00000000 THB 2023-10-11 -9467.46000000 N N N Magnit PJSC 2534009KKPTVL99W2Y12 Magnit PJSC 000000000 1178.00000000 NS USD 0.00000000 0.000000 Long EC CORP RU N 3 N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 PURCHASED USD / SOLD THB 000000000 1.00000000 NC 2611.64000000 0.002160783284 N/A DFE US N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 2261618.00000000 THB 64764.02000000 USD 2023-10-11 2611.64000000 N N N ODEBRECHT HOLDCO FIN LTD N/A Odebrecht Holdco Finance Ltd 000000000 132297.00000000 PA USD 119.07000000 0.000098514521 Long DBT CORP KY N 2 2058-09-10 None 0.00000000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 PURCHASED USD / SOLD PHP 000000000 1.00000000 NC 2538.39000000 0.002100178693 N/A DFE US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 3984668.00000000 PHP 72963.23000000 USD 2023-10-26 2538.39000000 N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 Saudi Government International Bond 000000000 262000.00000000 PA USD 159922.18000000 0.132314244458 Long DBT NUSS SA N 2 2061-02-02 Fixed 3.45000000 N N N N N N Far East Horizon Ltd 549300S9XRGO1ZPUHE62 Far East Horizon Ltd 000000000 63000.00000000 NS 45317.50000000 0.037494178563 Long EC CORP HK N 2 N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 Mexico Government International Bond 91087BAN0 840000.00000000 PA USD 490980.00000000 0.406220373835 Long DBT NUSS MX N 2 2061-05-24 Fixed 3.77100000 N N N N N N GACI FIRST INVESTMENT REGD REG S N/A GACI FIRST INVESTMENT REGD REG S 000000000 536000.00000000 PA USD 523312.49000000 0.432971190925 Long DBT NUSS KY N 2 2027-10-13 Fixed 5.00000000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 PURCHASED USD / SOLD PHP 000000000 1.00000000 NC 52903.55000000 0.043770621732 N/A DFE US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 83045886.00000000 PHP 1520652.71000000 USD 2023-10-26 52903.55000000 N N N HDFC Bank Ltd 335800ZQ6I4E2JXENC50 HDFC Bank Ltd 000000000 76681.00000000 NS 1405908.39000000 1.163201417093 Long EC CORP IN N 2 N N N Tencent Holdings Ltd 254900N4SLUMW4XUYY11 Tencent Holdings Ltd 000000000 103100.00000000 NS 3996564.20000000 3.306623087259 Long EC CORP KY N 2 N N N Minerva SA/Brazil 391200UHL6YHY0OA1P30 Minerva SA/Brazil 000000000 34900.00000000 NS 56169.94000000 0.046473123192 Long EC CORP BR N 1 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 Egypt Government International Bond 03846JW55 300000.00000000 PA USD 153174.00000000 0.126731026807 Long DBT NUSS EG N 2 2048-02-21 Fixed 7.90300000 N N N N N N Emirates NBD Bank PJSC 54930029BCN8HF3B1286 Emirates NBD Bank PJSC 000000000 240494.00000000 NS 1165464.15000000 0.964265922655 Long EC CORP AE N 2 N N N REPUBLIC OF ANGOLA 549300QHR2R3J8JSGK83 Angolan Government International Bond 000000000 205000.00000000 PA USD 168161.50000000 0.139131181300 Long DBT NUSS AO N 2 2029-11-26 Fixed 8.00000000 N N N N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 Venezuela Government International Bond 000000000 564100.00000000 PA USD 53589.50000000 0.044338153740 Long DBT NUSS VE N 2 2022-08-23 Fixed 12.75000000 Y N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Long: IS2P175 CDX 2I65BZFE7 01.000 BP 12/20/2028 MSNYUS33XXX FLOAT / Short: IS2P175 CDX 2I65BZFE7 01.000 BP 12/20/2028 MSNYUS33XXX FIXED 000000000 15110000.00000000 OU Notional Amount USD 823581.68000000 0.681403841162 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.EM.S40 2I65BZFE7 Y buy protection 2028-12-20 732835.00000000 USD 0.00000000 USD 15110000.00000000 USD 90746.68000000 N N N Power Finance Corp Ltd 3358003Q6D9LIJJZ1614 Power Finance Corp Ltd 000000000 29086.00000000 NS 88333.58000000 0.073084239459 Long EC CORP IN N 2 N N N Turkiye Is Bankasi AS 789000FIRX9MDN0KTM91 Turkiye Is Bankasi AS 000000000 117785.00000000 NS 110308.47000000 0.091265525929 Long EC CORP TR N 2 N N N Samsung Electronics Co Ltd 9884007ER46L6N7EI764 Samsung Electronics Co Ltd 000000000 522.00000000 NS 21029.54000000 0.017399135607 Long EC CORP KR N 2 N N N NCSoft Corp N/A NCSoft Corp 000000000 39.00000000 NS 6412.02000000 0.005305090149 Long EC CORP KR N 2 N N N China Merchants Bank Co Ltd 549300MKO5B60FFIHF58 China Merchants Bank Co Ltd 000000000 342500.00000000 NS 1559504.23000000 1.290281460159 Long EC CORP CN N 2 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Long: IS2OXJ8 CDS US195325BB02 01.000 BP 12/20/2028 MSNYUS33XXX FLOAT / Short: IS2OXJ8 CDS US195325BB02 01.000 BP 12/20/2028 MSNYUS33XXX FIXED 000000000 150000.00000000 OU Notional Amount USD 8850.11000000 0.007322283988 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Colombia Government International Bonds Colombia Government International Bonds Y buy protection 2028-12-20 8651.05000000 USD 0.00000000 USD 150000.00000000 USD 199.06000000 N N N REPUBLIC OF POLAND 259400R9L8QEP0TPXS31 Republic of Poland Government International Bond 731011AW2 88000.00000000 PA USD 79427.04000000 0.065715267182 Long DBT NUSS PL N 2 2053-04-04 Fixed 5.50000000 N N N N N N BRASKEM NETHERLANDS 2549000TLMHFQ74DS330 Braskem Netherlands Finance BV 000000000 200000.00000000 PA USD 162050.00000000 0.134074731313 Long DBT CORP NL N 2 2030-01-31 Fixed 4.50000000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 Saudi Government International Bond 80413TBE8 313000.00000000 PA USD 259405.01000000 0.214622999179 Long DBT NUSS SA N 2 2053-01-18 Fixed 5.00000000 N N N N N N Muthoot Finance Ltd 335800HAMJMBFL4RRF02 Muthoot Finance Ltd 000000000 1870.00000000 NS 28175.17000000 0.023311190049 Long EC CORP IN N 2 N N N China Pacific Insurance Group Co Ltd 529900BA5ILEL308WX03 China Pacific Insurance Group Co Ltd 000000000 18600.00000000 NS 73476.18000000 0.060791725340 Long EC CORP CN N 2 N N N LENOVO GROUP LTD 254900VUZRGD5U73RE46 Lenovo Group Ltd 000000000 245000.00000000 PA USD 199417.75000000 0.164991553534 Long DBT CORP HK N 2 2030-11-02 Fixed 3.42100000 N N N N N N CODELCO INC 549300UVMBCBCIPSUI70 Corp Nacional del Cobre de Chile 21987BBF4 200000.00000000 PA USD 184328.00000000 0.152506800823 Long DBT CORP CL N 2 2033-02-02 Fixed 5.12500000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 Republic of South Africa Government Bond 000000000 3843692.00000000 PA 177076.83000000 0.146507426127 Long DBT NUSS ZA N 2 2030-01-31 Fixed 8.00000000 N N N N N N EMPRESAS PUBLIC MEDELLIN 549300SU25TO8EMXB434 Empresas Publicas de Medellin ESP 29246BAE8 200000.00000000 PA USD 160160.00000000 0.132511008744 Long DBT CORP CO N 2 2029-07-18 Fixed 4.25000000 N N N N N N HUNGARY 5299003F3UFKGCCMAP43 Hungary Government International Bond 000000000 437000.00000000 PA USD 321391.65000000 0.265908664733 Long DBT NUSS HU N 2 2031-09-22 Fixed 2.12500000 N N N N N N LIMA METRO LINE 2 FIN LT 5493009BVQNQT1UKQ352 Lima Metro Line 2 Finance Ltd 532522AB5 307277.82000000 PA USD 265767.66000000 0.219887242247 Long DBT CORP KY N 2 2036-04-05 Fixed 4.35000000 N N N N N N China Galaxy Securities Co Ltd 3003008KFQXO06OK8582 China Galaxy Securities Co Ltd 000000000 43300.00000000 NS 65686.29000000 0.054346631796 Long EC CORP CN N 2 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 PURCHASED KRW / SOLD USD 000000000 1.00000000 NC -242586.94000000 -0.20070829250 N/A DFE KR N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 4218805.55000000 USD 5362734678.00000000 KRW 2023-10-26 -242586.94000000 N N N Lebanese Republic 529900QPC4K9S1KHL354 Lebanon Government International Bond 000000000 481000.00000000 PA USD 38018.24000000 0.031455015816 Long DBT NUSS LB N 2 2027-03-23 Fixed 6.85000000 Y N N N N N Orient Overseas International Ltd 529900DQ426GJO276W95 Orient Overseas International Ltd 000000000 4000.00000000 NS 53277.44000000 0.044079965770 Long EC CORP BM N 2 N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 Argentine Republic Government International Bond 040114HV5 209981.00000000 PA USD 54047.01000000 0.044716682159 Long DBT NUSS AR N 2 2041-07-09 Variable 3.50000000 N N N N N N Trip.com Group Ltd 2549004RMYDSRQL4KW41 Trip.com Group Ltd 89677Q107 1833.00000000 NS USD 64100.01000000 0.053034196963 Long EC CORP KY N 1 N N N REPUBLIC OF TURKEY 5493000PCHOG3B6S3Q85 Turkey Government International Bond 900123DC1 330000.00000000 PA USD 276381.60000000 0.228668859980 Long DBT NUSS TR N 2 2031-06-26 Fixed 5.87500000 N N N N N N Accton Technology Corp 529900M1YRZ0GWMDF920 Accton Technology Corp 000000000 66000.00000000 NS 1012584.01000000 0.837778025749 Long EC CORP TW N 2 N N N DIANJIAN HAIYU LTD 30030053J86AJARAGD28 Dianjian Haiyu Ltd 000000000 555000.00000000 PA USD 524475.00000000 0.433933012683 Long DBT CORP VG N 2 2027-01-14 Fixed 4.25000000 N N N N N N Taiwan Semiconductor Manufacturing Co Ltd 549300KB6NK5SBD14S87 Taiwan Semiconductor Manufacturing Co Ltd 000000000 189000.00000000 NS 3081880.15000000 2.549844202717 Long EC CORP TW N 2 N N N PT PERTAMINA (PERSERO) 254900NDAKGNZ2IBBL45 Pertamina Persero PT 69370RAL1 525000.00000000 PA USD 406817.25000000 0.336586939137 Long DBT CORP ID N 2 2031-02-09 Fixed 2.30000000 N N N N N N Sinopharm Group Co Ltd 529900N54X78YH9JYK92 Sinopharm Group Co Ltd 000000000 22000.00000000 NS 63785.06000000 0.052773617903 Long EC CORP CN N 2 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 PURCHASED PHP / SOLD USD 000000000 1.00000000 NC -54352.86000000 -0.04496973218 N/A DFE PH N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 1522102.02000000 USD 83045886.00000000 PHP 2023-10-26 -54352.86000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PURCHASED PHP / SOLD USD 000000000 1.00000000 NC -470.42000000 -0.00038920971 N/A DFE PH N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 70895.26000000 USD 3984668.00000000 PHP 2023-10-26 -470.42000000 N N N China Everbright Bank Co Ltd 549300U6PKQ4H1P34E17 China Everbright Bank Co Ltd 000000000 153000.00000000 NS 45823.63000000 0.037912933539 Long EC CORP CN N 2 N N N CITIC Ltd 2549006I3Q3M98KHOT11 CITIC Ltd 000000000 73000.00000000 NS 66821.33000000 0.055285725799 Long EC CORP HK N 2 N N N Indian Hotels Co Ltd 33580076CH5SBY5HWA22 Indian Hotels Co Ltd 000000000 5044.00000000 NS 24957.36000000 0.020648882050 Long EC CORP IN N 2 N N N COMETA ENERGIA SA 5493007L8UH7TYXKI505 Cometa Energia SA de CV 000000000 164200.00000000 PA USD 152676.44000000 0.126319362362 Long DBT CORP MX N 2 2035-04-24 Fixed 6.37500000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Long: IS2OYV7 CDS US836205AR58 01.000 BP 12/20/2028 MORGAN FLOAT / Short: IS2OYV7 CDS US836205AR58 01.000 BP 12/20/2028 MORGAN FIXED 000000000 200000.00000000 OU Notional Amount USD 15270.21000000 0.012634059258 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Republic of South Africa Government International Bonds Republic of South Africa Government International Bonds Y buy protection 2028-12-20 14151.82000000 USD 0.00000000 USD 200000.00000000 USD 1118.39000000 N N N Jiangxi Copper Co Ltd 3003002E74YFQ6MEZY56 Jiangxi Copper Co Ltd 000000000 19000.00000000 NS 29637.06000000 0.024520708771 Long EC CORP CN N 2 N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 Uruguay Government International Bond 917288BA9 95000.00000000 PA USD 110514.45000000 0.091435946868 Long DBT NUSS UY N 2 2033-01-15 Fixed 7.87500000 N N Y N N N TangShan Port Group Co Ltd 300300R1OCOESINHQW02 TangShan Port Group Co Ltd 000000000 150900.00000000 NS 76419.77000000 0.063227152914 Long EC CORP CN N 2 N N N REPUBLIC OF KENYA 549300VVURQQYU45PR87 Republic of Kenya Government International Bond 000000000 252000.00000000 PA USD 167227.20000000 0.138358172837 Long DBT NUSS KE N 2 2034-01-23 Fixed 6.30000000 N N N N N N Catcher Technology Co Ltd 5299006PRSCU66N5JF55 Catcher Technology Co Ltd 000000000 5000.00000000 NS 28297.03000000 0.023412012923 Long EC CORP TW N 2 N N N DP WORLD LTD UAE 549300M3U2DNF4QVSS04 DP World Ltd/United Arab Emirates 000000000 200000.00000000 PA USD 206344.00000000 0.170722100327 Long DBT CORP AE N 2 2037-07-02 Fixed 6.85000000 N N N N N N Jio Financial Services Ltd 3358003O268Q1OGBQR42 Jio Financial Services Ltd 000000000 2473.00000000 NS 6879.27000000 0.005691677117 Long EC CORP IN N 1 N N N REPUBLIC OF GUATEMALA 529900QKDFFU9UWW5315 Guatemala Government Bond 000000000 200000.00000000 PA USD 172052.00000000 0.142350050428 Long DBT NUSS GT N 2 2050-06-01 Fixed 6.12500000 N N N N N N STANDARD CHARTERED PLC N/A STANDARD CHARTERED PLC REGD V/R REG S 000000000 200000.00000000 PA USD 178467.05000000 0.147657647497 Long DBT CORP GB N 2 2027-01-14 Fixed 1.45000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 Ecopetrol SA 279158AT6 229000.00000000 PA USD 229251.90000000 0.189675327957 Long DBT CORP CO N 2 2029-01-19 Fixed 8.62500000 N N N N N N Banco de Chile 8B4EZFY8IHJC44TT2K84 Banco de Chile 000000000 488305.00000000 NS 49680.69000000 0.041104135533 Long EC CORP CL N 2 N N N KONDOR FINANCE PLC (NAK) 213800PUC1T9GI6EIO63 NAK Naftogaz Ukraine via Kondor Finance PLC 000000000 190000.00000000 PA USD 127300.00000000 0.105323747585 Long DBT CORP GB N 2 2023-07-19 Fixed 7.37500000 N Y N N N N GS Holdings Corp N/A GS Holdings Corp 000000000 2604.00000000 NS 76830.54000000 0.063567010226 Long EC CORP KR N 2 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 PURCHASED USD / SOLD COP 000000000 1.00000000 NC -10004.13000000 -0.00827708140 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 3512249005.00000000 COP 840116.98000000 USD 2023-11-16 -10004.13000000 N N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 Philippine Government International Bond 718286CP0 296000.00000000 PA USD 194270.72000000 0.160733073656 Long DBT NUSS PH N 2 2046-07-06 Fixed 3.20000000 N N N N N N ROMANIA 315700IASY927EDWBK92 Romanian Government International Bond 000000000 310000.00000000 PA USD 301028.60000000 0.249060960583 Long DBT NUSS RO N 2 2027-11-25 Fixed 5.25000000 N N N N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 Paraguay Government International Bond 000000000 255000.00000000 PA USD 235155.90000000 0.194560099408 Long DBT NUSS PY N 2 2031-04-28 Fixed 4.95000000 N N N N N N PETROLEOS DE VENEZUELA S 549300YWR8TN1OFD4P06 Petroleos de Venezuela SA 000000000 128444.00000000 PA USD 7257.09000000 0.006004272705 Long DBT CORP VE N 2 2021-11-17 Fixed 9.00000000 Y N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 Saudi Government International Bond 000000000 201000.00000000 PA USD 174321.27000000 0.144227568265 Long DBT NUSS SA N 2 2050-01-16 Fixed 5.25000000 N N N N N N BB Seguridade Participacoes SA N/A BB Seguridade Participacoes SA 000000000 217600.00000000 NS 1351084.94000000 1.117842334536 Long EC CORP BR N 1 N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Bill 912796YJ2 420000.00000000 PA USD 419814.15000000 0.347340137998 Long STIV UST US N 2 2023-10-05 None 0.00000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 Dominican Republic International Bond 000000000 625000.00000000 PA USD 507306.25000000 0.419728165147 Long DBT NUSS DO N 2 2032-09-23 Fixed 4.87500000 N N N N N N Emaar Properties PJSC 254900YWYEXYXK1BMP81 Emaar Properties PJSC 000000000 678070.00000000 NS 1483912.64000000 1.227739515582 Long EC CORP AE N 2 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 PURCHASED USD / SOLD TWD 000000000 1.00000000 NC 6676.11000000 0.005523589351 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 35342937.00000000 TWD 1107321.59000000 USD 2023-11-29 6676.11000000 N N N REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 Nigeria Government International Bond 000000000 716000.00000000 PA USD 569033.84000000 0.470799501425 Long DBT NUSS NG N 2 2028-09-28 Fixed 6.12500000 N N N N N N Bancolombia SA 54930052NWJRPNMP1W58 Bancolombia SA 000000000 6789.00000000 NS 51266.31000000 0.042416024305 Long EC CORP CO N 1 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 PURCHASED IDR / SOLD USD 000000000 1.00000000 NC 2999.16000000 0.002481404326 N/A DFE ID N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 1472577.24000000 USD 22869124610.00000000 IDR 2023-10-12 2999.16000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 PURCHASED USD / SOLD ZAR 000000000 1.00000000 NC -2289.49000000 -0.00189424718 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 10056379.00000000 ZAR 527219.63000000 USD 2023-11-06 -2289.49000000 N N N Yandex NV 549300GGZHJ5Q1B18P93 Yandex NV 000000000 11500.00000000 NS USD 0.01000000 0.000000008273 Long EC CORP NL N 3 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PURCHASED KRW / SOLD USD 000000000 1.00000000 NC -9316.76000000 -0.00770837453 N/A DFE KR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 537398.08000000 USD 712224421.00000000 KRW 2023-10-26 -9316.76000000 N N N Bank of Baroda 549300CQ6M9Q0TJEZR23 Bank of Baroda 000000000 32551.00000000 NS 83601.12000000 0.069168760885 Long EC CORP IN N 2 N N N Industrial Bank of Korea 988400RBIWE3YA18PK12 Industrial Bank of Korea 000000000 1747.00000000 NS 14496.26000000 0.011993719003 Long EC CORP KR N 2 N N N Cheil Worldwide Inc N/A Cheil Worldwide Inc 000000000 5249.00000000 NS 77935.61000000 0.064481308055 Long EC CORP KR N 2 N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 Republic of South Africa Government Bond 000000000 3885513.00000000 PA 161797.45000000 0.133865779919 Long DBT NUSS ZA N 2 2035-02-28 Fixed 8.87500000 N N N N N N Doosan Bobcat Inc 9884007K6X0Q0112FX44 Doosan Bobcat Inc 000000000 1531.00000000 NS 57786.31000000 0.047810453482 Long EC CORP KR N 2 N N N KINGDOM OF JORDAN 5493000JZ4MYPVMBVN50 Jordan Government International Bond 41809JAB1 249000.00000000 PA USD 243180.87000000 0.201199690254 Long DBT NUSS JO N 2 2029-01-13 Fixed 7.50000000 N N N N N N Lebanese Republic 529900QPC4K9S1KHL354 Lebanon Government International Bond 000000000 216000.00000000 PA USD 17280.00000000 0.014296892052 Long DBT NUSS LB N 2 2022-10-04 Fixed 6.10000000 Y N N N N N MEDCO OAK TREE PTE LTD 254900AU06KP3JTGZL51 Medco Oak Tree Pte Ltd 000000000 200000.00000000 PA USD 198234.00000000 0.164012158513 Long DBT CORP SG N 2 2026-05-14 Fixed 7.37500000 N N N N N N Bangkok Dusit Medical Services PCL N/A Bangkok Dusit Medical Services PCL 000000000 13300.00000000 NS 9770.68000000 0.008083932710 Long EC CORP TH N 2 N N N INDIA CLEAN ENERGY HLDG 254900XQFJ9593DCY022 India Clean Energy Holdings 45409MAA1 200000.00000000 PA USD 165562.00000000 0.136980442244 Long DBT CORP MU N 2 2027-04-18 Fixed 4.50000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 PURCHASED USD / SOLD BRL 000000000 1.00000000 NC 14376.72000000 0.011894815619 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 6261566.00000000 BRL 1260075.26000000 USD 2023-10-03 14376.72000000 N N N ITC Ltd 335800WLOU3OFWFTMP43 ITC Ltd 000000000 30497.00000000 NS 162542.97000000 0.134482598146 Long EC CORP IN N 2 N N N Chicago Board Of Trade 549300EX04Q2QBFQTQ27 FUTURE CONTRACT ON US 10YR ULTRA FUT DEC23 000000000 16.00000000 NC USD -28937.51000000 -0.02394192457 N/A DIR US N 1 Chicago Board Of Trade 549300EX04Q2QBFQTQ27 Long Ultra 10-Year U.S. Treasury Notes Futures UXYZ3 Comdty 2023-12-19 1813937.51000000 USD -28937.51000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 PURCHASED USD / SOLD BRL 000000000 1.00000000 NC 75058.74000000 0.062101082370 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 30945337.00000000 BRL 6203932.02000000 USD 2023-11-03 75058.74000000 N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 Ecuador Government International Bond 000000000 690359.00000000 PA USD 254949.58000000 0.210936725929 Long DBT NUSS EC N 2 2035-07-31 Variable 1.00000000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 PURCHASED BRL / SOLD USD 000000000 1.00000000 NC -17864.20000000 -0.01478023952 N/A DFE BR N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 4738535.63000000 USD 23728691.00000000 BRL 2023-10-03 -17864.20000000 N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 Ukraine Government International Bond 000000000 200000.00000000 PA USD 52000.00000000 0.043023054787 Long DBT NUSS UA N 2 2031-05-21 Fixed 6.87600000 N Y N N N N OTP Bank Nyrt 529900W3MOO00A18X956 OTP Bank Nyrt 000000000 1876.00000000 NS 67637.12000000 0.055960683065 Long EC CORP HU N 2 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 PURCHASED HUF / SOLD USD 000000000 1.00000000 NC 6661.60000000 0.005511584264 N/A DFE HU N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 2294096.09000000 USD 856386072.00000000 HUF 2023-11-29 6661.60000000 N N N ROMANIA 315700IASY927EDWBK92 Romanian Government International Bond 77586RAN0 242000.00000000 PA USD 234996.52000000 0.194428233745 Long DBT NUSS RO N 2 2027-11-25 Fixed 5.25000000 N N N N N N REPUBLIC OF KENYA 549300VVURQQYU45PR87 Republic of Kenya Government International Bond 000000000 200000.00000000 PA USD 160538.00000000 0.132823753258 Long DBT NUSS KE N 2 2028-02-28 Fixed 7.25000000 N N N N N N NTPC Ltd 335800Q4TRGJXNLVMB81 NTPC Ltd 000000000 28845.00000000 NS 85295.91000000 0.070570973251 Long EC CORP IN N 2 N N N REPUBLIC OF CHILE 549300FLZTJM5YJF8D34 Chile Government International Bond 168863EA2 319000.00000000 PA USD 283591.00000000 0.234633675580 Long DBT NUSS CL N 2 2054-01-05 Fixed 5.33000000 N N N N N N REPUBLIC OF GUATEMALA 529900QKDFFU9UWW5315 Guatemala Government Bond 000000000 235000.00000000 PA USD 213072.15000000 0.176288745828 Long DBT NUSS GT N 2 2030-06-01 Fixed 4.90000000 N N N N N N Coal India Ltd 335800NLJQZNHM9LBB31 Coal India Ltd 000000000 3136.00000000 NS 11122.23000000 0.009202159820 Long EC CORP IN N 2 N N N Cummins India Ltd 3358002PR6NKJRU4YS77 Cummins India Ltd 000000000 1446.00000000 NS 29551.27000000 0.024449729004 Long EC CORP IN N 2 N N N EMPRESAS PUBLIC MEDELLIN 549300SU25TO8EMXB434 Empresas Publicas de Medellin ESP 29246BAD0 418000000.00000000 PA 82072.47000000 0.067904007179 Long DBT CORP CO N 2 2027-11-08 Fixed 8.37500000 N N N N N N MediaTek Inc 254900UEGBK1I4DM4E14 MediaTek Inc 000000000 51000.00000000 NS 1166006.28000000 0.964714462822 Long EC CORP TW N 2 N N N TVS Motor Co Ltd 335800URVL13UQEWM152 TVS Motor Co Ltd 000000000 4606.00000000 NS 84287.30000000 0.069736483187 Long EC CORP IN N 2 N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 PURCHASED USD / SOLD THB 000000000 1.00000000 NC -5315.57000000 -0.00439792421 N/A DFE US N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 22003214.00000000 THB 599362.97000000 USD 2023-10-11 -5315.57000000 N N N Central Retail Corp PCL N/A Central Retail Corp PCL 000000000 12900.00000000 NS 13728.12000000 0.011358185747 Long EC CORP TH N 2 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 PURCHASED KRW / SOLD USD 000000000 1.00000000 NC -64855.65000000 -0.05365938813 N/A DFE KR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 3197952.57000000 USD 4225614629.00000000 KRW 2023-10-26 -64855.65000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PURCHASED USD / SOLD PLN 000000000 1.00000000 NC -3682.73000000 -0.00304696720 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2646135.00000000 PLN 601101.96000000 USD 2023-11-29 -3682.73000000 N N N Tongcheng Travel Holdings Ltd 2549004WGGNOPL8NUL61 Tongcheng Travel Holdings Ltd 000000000 22000.00000000 NS 48120.32000000 0.039813137764 Long EC CORP KY N 2 N N N REPUBLIC OF SENEGAL 549300NP14ZLQGWIUZ97 Senegal Government International Bond 000000000 140000.00000000 PA 126042.17000000 0.104283061258 Long DBT NUSS SN N 2 2028-03-13 Fixed 4.75000000 N N N N N N QATAR ENERGY 254900QTESJKJ3P87J26 QatarEnergy 74730DAD5 386000.00000000 PA USD 249367.58000000 0.206318366471 Long DBT CORP QA N 2 2051-07-12 Fixed 3.30000000 N N N N N N International Container Terminal Services Inc 254900FU1MWK0I0Q4J61 International Container Terminal Services Inc 000000000 12050.00000000 NS 44021.72000000 0.036422093680 Long EC CORP PH N 2 N N N XCMG Construction Machinery Co Ltd 300300QGG1VFJ0WTJE78 XCMG Construction Machinery Co Ltd 000000000 82700.00000000 NS 72375.28000000 0.059880877628 Long EC CORP CN N 2 N N N Hyundai Motor Co 9884004RQX8PRBXQ8S60 Hyundai Motor Co 000000000 522.00000000 NS 73812.88000000 0.061070299620 Long EC CORP KR N 2 N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 Ukraine Government International Bond 000000000 343000.00000000 PA USD 112332.50000000 0.092940140421 Long DBT NUSS UA N 2 2025-09-01 Fixed 7.75000000 N N N N N N Focus Media Information Technology Co Ltd 300300V7WGZW0LZKTD06 Focus Media Information Technology Co Ltd 000000000 73000.00000000 NS 71669.36000000 0.059296823112 Long EC CORP CN N 2 N N N People's Insurance Co Group of China Ltd/The 3003000P2JHYHQ524P66 People's Insurance Co Group of China Ltd/The 000000000 209000.00000000 NS 74766.38000000 0.061859193518 Long EC CORP CN N 2 N N N REPUBLIC OF ZAMBIA 213800DMLAZ6LGMMD849 Zambia Government International Bond 000000000 287000.00000000 PA USD 155407.63000000 0.128579057304 Long DBT NUSS US N 2 2027-07-30 Fixed 8.97000000 Y Y N N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 PURCHASED USD / SOLD BRL 000000000 1.00000000 NC 23297.26000000 0.019275371026 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 30945337.00000000 BRL 6179674.30000000 USD 2023-10-03 23297.26000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 PURCHASED BRL / SOLD USD 000000000 1.00000000 NC -4714.03000000 -0.00390023021 N/A DFE BR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1250412.57000000 USD 6261566.00000000 BRL 2023-10-03 -4714.03000000 N N N Shanxi Lu'an Environmental Energy Development Co Ltd N/A Shanxi Lu'an Environmental Energy Development Co Ltd 000000000 27200.00000000 NS 71024.01000000 0.058762882181 Long EC CORP CN N 2 N N N Shriram Finance Ltd 335800TM2YO24B76XL26 Shriram Finance Ltd 000000000 985.00000000 NS 22738.84000000 0.018813353059 Long EC CORP IN N 2 N N N Canara Bank 335800E4RH82Z8XC3C30 Canara Bank 000000000 18688.00000000 NS 84488.29000000 0.069902775568 Long EC CORP IN N 2 N N N Delta Electronics Inc 529900UVZWNWGDLJSM52 Delta Electronics Inc 000000000 43000.00000000 NS 433092.56000000 0.358326248785 Long EC CORP TW N 2 N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 Colombia Government International Bond 195325DX0 200000.00000000 PA USD 103326.00000000 0.085488464595 Long DBT NUSS CO N 2 2061-02-15 Fixed 3.87500000 N N N N N N TENGIZCHEVROIL FIN CO IN 5493001VEV2XTJIBZH31 Tengizchevroil Finance Co International Ltd 000000000 260000.00000000 PA USD 196898.00000000 0.162906796952 Long DBT CORP BM N 2 2030-08-15 Fixed 3.25000000 N N N N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 Paraguay Government International Bond 000000000 197000.00000000 PA USD 191418.99000000 0.158373647963 Long DBT NUSS PY N 2 2026-04-15 Fixed 5.00000000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 PURCHASED USD / SOLD IDR 000000000 1.00000000 NC -3097.81000000 -0.00256302402 N/A DFE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 22869124610.00000000 IDR 1470352.31000000 USD 2024-01-25 -3097.81000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Long: IS2OZ36 CDS US712219AG90 01.000 BP 12/20/2028 MORGAN FLOAT / Short: IS2OZ36 CDS US712219AG90 01.000 BP 12/20/2028 MORGAN FIXED 000000000 190000.00000000 OU Notional Amount USD -1614.30000000 -0.00133561764 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 China Government International Bonds China Government International Bonds Y buy protection 2028-12-20 0.00000000 USD -2104.15000000 USD 190000.00000000 USD 489.85000000 N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 Petroleos Mexicanos 71654QCC4 111000.00000000 PA USD 65004.38000000 0.053782442349 Long DBT CORP MX N 2 2047-09-21 Fixed 6.75000000 N N N N N N HUARONG FINANCE II 549300BHVD63HE2GHX17 Huarong Finance II Co Ltd 000000000 220000.00000000 PA USD 192196.40000000 0.159016850906 Long DBT CORP VG N 2 2026-06-03 Fixed 4.62500000 N N N N N N COMISION FEDERAL DE ELEC 4469000001BFPONMPF32 Comision Federal de Electricidad 000000000 211800.00000000 PA USD 176853.00000000 0.146322236698 Long DBT CORP MX N 2 2036-09-29 Fixed 5.00000000 N N N N N N KONDOR FINANCE PLC (NAK) 213800PUC1T9GI6EIO63 NAK Naftogaz Ukraine via Kondor Finance PLC 50050MAB1 200000.00000000 PA USD 100000.00000000 0.082736643821 Long DBT CORP GB N 2 2028-11-08 Fixed 7.62500000 Y Y N N N N REPUBLIC OF SRI LANKA 254900HXCCIOHM74FA02 Sri Lanka Government International Bond 000000000 338000.00000000 PA USD 155770.68000000 0.128879432690 Long DBT NUSS LK N 2 2029-03-14 Fixed 7.85000000 Y Y N N N N Eva Airways Corp 254900S1P4XOXV67GC07 Eva Airways Corp 000000000 70000.00000000 NS 64578.27000000 0.053429893236 Long EC CORP TW N 2 N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 Panama Government International Bond 698299BL7 570000.00000000 PA USD 326895.00000000 0.270461951820 Long DBT NUSS PA N 2 2060-07-23 Fixed 3.87000000 N N N N N N Republic of Senegal 549300NP14ZLQGWIUZ97 Senegal Government International Bond AN6331648 200000.00000000 PA USD 160112.00000000 0.132471295155 Long DBT NUSS SN N 2 2033-05-23 Fixed 6.25000000 N N N N N N Republic of El Salvador 529900AKDMUSFSDOM949 El Salvador Government International Bond 000000000 122000.00000000 PA USD 99048.14000000 0.081949106803 Long DBT NUSS SV N 2 2027-01-18 Fixed 6.37500000 N N N N N N STATE AGE ROADS 254900FGEO8P5USHG994 State Agency of Roads of Ukraine 857329AA4 360000.00000000 PA USD 94860.00000000 0.078483980329 Long DBT NUSS UA N 2 2030-06-24 Fixed 6.25000000 N Y N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 PURCHASED MYR / SOLD USD 000000000 1.00000000 NC 546.61000000 0.000452246768 N/A DFE MY N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 206741.74000000 USD 964812.00000000 MYR 2024-01-11 546.61000000 N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 Republic of South Africa Government International Bond 836205BA1 304000.00000000 PA USD 260281.76000000 0.215348392704 Long DBT NUSS ZA N 2 2029-09-30 Fixed 4.85000000 N N N N N N China Galaxy Securities Co Ltd 3003008KFQXO06OK8582 China Galaxy Securities Co Ltd 000000000 136000.00000000 NS 69947.46000000 0.057872180842 Long EC CORP CN N 2 N N N InterGlobe Aviation Ltd 33580079R8SLLO23XD19 InterGlobe Aviation Ltd 000000000 607.00000000 NS 17361.58000000 0.014364388606 Long EC CORP IN N 2 N N N Jarir Marketing Co N/A Jarir Marketing Co 000000000 18091.00000000 NS 69943.47000000 0.057868879650 Long EC CORP SA N 1 N N N COSTA RICA GOVERNMENT 549300S1EK2VN6XVJP58 Costa Rica Government International Bond 221597CR6 361000.00000000 PA USD 350599.59000000 0.290074334018 Long DBT NUSS CR N 2 2034-04-03 Fixed 6.55000000 N N N N N N HUNGARY 5299003F3UFKGCCMAP43 Hungary Government International Bond 445545AQ9 223000.00000000 PA USD 203083.87000000 0.168024778181 Long DBT NUSS HU N 2 2034-06-16 Fixed 5.50000000 N N N N N N VOLCAN CIA MINERA SAA-CM 549300XKJ91C4SZLG750 Volcan Cia Minera SAA 000000000 87000.00000000 PA USD 49527.36000000 0.040977275437 Long DBT CORP PE N 2 2026-02-11 Fixed 4.37500000 N N N N N N People's Insurance Co Group of China Ltd/The 3003000P2JHYHQ524P66 People's Insurance Co Group of China Ltd/The 000000000 88600.00000000 NS 72004.67000000 0.059574247352 Long EC CORP CN N 2 N N N KINGDOM OF JORDAN 5493000JZ4MYPVMBVN50 Jordan Government International Bond 000000000 285000.00000000 PA USD 233523.30000000 0.193209340961 Long DBT NUSS JO N 2 2047-10-10 Fixed 7.37500000 N N N N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 PURCHASED USD / SOLD ZAR 000000000 1.00000000 NC 83.68000000 0.000069234023 N/A DFE US N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 1685474.00000000 ZAR 88830.72000000 USD 2023-11-06 83.68000000 N N N Hopson Development Holdings Ltd 549300HYMKPTC1DTZS42 Hopson Development Holdings Ltd 000000000 1134.00000000 NS 682.81000000 0.000564934077 Long EC CORP BM N 2 N N N Asia Vital Components Co Ltd N/A Asia Vital Components Co Ltd 000000000 32000.00000000 NS 340493.88000000 0.281713208730 Long EC CORP TW N 2 N N N Yutong Bus Co Ltd 300300OMPRVW0Q75F037 Yutong Bus Co Ltd 000000000 329600.00000000 NS 599607.86000000 0.496095419455 Long EC CORP CN N 2 N N N Republic of El Salvador 529900AKDMUSFSDOM949 El Salvador Government International Bond 000000000 577000.00000000 PA USD 470231.92000000 0.389054108786 Long DBT NUSS SV N 2 2029-02-28 Fixed 8.62500000 N N N N N N Yankuang Energy Group Co Ltd 3003005N7A6HYZ4Z0K39 Yankuang Energy Group Co Ltd 000000000 50000.00000000 NS 94322.85000000 0.078039560446 Long EC CORP CN N 2 N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 Ecuador Government International Bond 000000000 348898.00000000 PA USD 177309.96000000 0.146700310065 Long DBT NUSS EC N 2 2030-07-31 Variable 6.00000000 N N N N N N Kimberly-Clark de Mexico SAB de CV 549300JGHL56QT00KT54 Kimberly-Clark de Mexico SAB de CV 000000000 32900.00000000 NS 65507.39000000 0.054198615941 Long EC CORP MX N 1 N N N Wiwynn Corp 254900FV2R15PMKXFL69 Wiwynn Corp 000000000 19000.00000000 NS 885982.22000000 0.733031953685 Long EC CORP TW N 2 N N N Union Bank of India Ltd 5493000P4HD6132SQ711 Union Bank of India Ltd 000000000 66637.00000000 NS 84995.47000000 0.070322399278 Long EC CORP IN N 2 N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 Colombia Government International Bond 195325EG6 350000.00000000 PA USD 329927.50000000 0.272970940544 Long DBT NUSS CO N 2 2034-02-02 Fixed 7.50000000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 Indonesia Government International Bond 455780CS3 315000.00000000 PA USD 281988.00000000 0.233307407179 Long DBT NUSS ID N 2 2030-10-15 Fixed 3.85000000 N N N N N N MercadoLibre Inc 549300DKPDN9M5S8GB14 MercadoLibre Inc 58733R102 1239.00000000 NS USD 1570903.32000000 1.299712684651 Long EC CORP US N 1 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 PURCHASED USD / SOLD BRL 000000000 1.00000000 NC 2534.25000000 0.002096753396 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 955080.00000000 BRL 192541.31000000 USD 2023-10-03 2534.25000000 N N N CHILE ELECTRICITY LUX N/A Chile Electricity Lux MPC Sarl 168829AA7 225000.00000000 PA USD 223804.58000000 0.185168398211 Long DBT CORP LU N 2 2033-01-20 Fixed 6.01000000 N N N N N N Fuyao Glass Industry Group Co Ltd 549300AS5CSLWETN0P64 Fuyao Glass Industry Group Co Ltd 000000000 10400.00000000 NS 47572.74000000 0.039360088450 Long EC CORP CN N 2 N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 Republic of South Africa Government International Bond 836205BC7 370000.00000000 PA USD 314148.50000000 0.259915925516 Long DBT NUSS ZA N 2 2032-04-20 Fixed 5.87500000 N N N N N N CPFL Energia SA 529900GBWSBDXN8GGM28 CPFL Energia SA 000000000 7600.00000000 NS 50817.36000000 0.042044578142 Long EC CORP BR N 1 N N N Polyus PJSC 549300FUXVT7TF6ZKV71 Polyus PJSC 73181M117 284.00000000 NS USD 0.00000000 0.000000 Long EC CORP RU N 3 N N N INDO ASAHAN/MINERAL IND 2549008P48EB9SN2OI80 Indonesia Asahan Aluminium PT / Mineral Industri Indonesia Persero PT 000000000 200000.00000000 PA USD 186125.00000000 0.153993578313 Long DBT CORP ID N 2 2030-05-15 Fixed 5.45000000 N N N N N N Republic of Turkey 5493000PCHOG3B6S3Q85 Turkey Government International Bond 900123CK4 210000.00000000 PA USD 192311.70000000 0.159112246256 Long DBT NUSS TR N 2 2026-10-09 Fixed 4.87500000 N N N N N N Salik Co PJSC N/A Salik Co PJSC 000000000 49961.00000000 NS 45040.27000000 0.037264807766 Long EC CORP AE N 2 N N N ROMANIA 315700IASY927EDWBK92 Romanian Government International Bond 77586RAL4 172000.00000000 PA USD 139521.24000000 0.115435191394 Long DBT NUSS RO N 2 2032-03-27 Fixed 3.62500000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PURCHASED USD / SOLD ZAR 000000000 1.00000000 NC 400.45000000 0.000331318890 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 10613016.00000000 ZAR 559218.77000000 USD 2023-11-06 400.45000000 N N N Old Mutual Ltd 213800MON84ZWWPQCN47 Old Mutual Ltd 000000000 105819.00000000 NS 67402.24000000 0.055766351236 Long EC CORP ZA N 1 N N N Alibaba Group Holding Ltd 5493001NTNQJDH60PM02 Alibaba Group Holding Ltd 000000000 166300.00000000 NS 1803055.61000000 1.491787697952 Long EC CORP KY N 2 N N N HUNGARY 5299003F3UFKGCCMAP43 Hungary Government International Bond 445545AP1 295000.00000000 PA USD 281530.30000000 0.232928721561 Long DBT NUSS HU N 2 2029-06-16 Fixed 5.25000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 FUTURE CONTRACT ON US ULTRA BOND CBT DEC23 000000000 7.00000000 NC USD -54187.50000000 -0.04483291887 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CME Ultra Long Term U.S. Treasury Bond Futures WNZ3 Comdty 2023-12-19 885000.00000000 USD -54187.50000000 N N N Arabian Internet & Communications Services Co N/A Arabian Internet & Communications Services Co 000000000 332.00000000 NS 28329.11000000 0.023438554838 Long EC CORP SA N 2 N N N Polycab India Ltd 335800ZAL1L11ERZVW68 Polycab India Ltd 000000000 12354.00000000 NS 793509.32000000 0.656522979780 Long EC CORP IN N 2 N N N Astra International Tbk PT 529900L49TRJOMG4DK47 Astra International Tbk PT 000000000 47800.00000000 NS 19199.34000000 0.015884889551 Long EC CORP ID N 2 N N N Komercni Banka AS IYKCAVNFR8QGF00HV840 Komercni Banka AS 000000000 2294.00000000 NS 66697.85000000 0.055183562591 Long EC CORP CZ N 2 N N N BANCO NACIONAL DE PANAMA 529900H2Q7WMDKKIW109 Banco Nacional de Panama 000000000 200000.00000000 PA USD 154882.00000000 0.128144168683 Long DBT CORP PA N 2 2030-08-11 Fixed 2.50000000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 PURCHASED USD / SOLD MYR 000000000 1.00000000 NC 2543.28000000 0.002104224514 N/A DFE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 5022629.00000000 MYR 1081647.25000000 USD 2024-01-11 2543.28000000 N N N Ooredoo QPSC 549300D3EIDZJB62TR20 Ooredoo QPSC 000000000 3114.00000000 NS 9145.24000000 0.007566464645 Long EC CORP QA N 1 N N N Etihad Etisalat Co 2549007BA9ABDE3HVK79 Etihad Etisalat Co 000000000 47770.00000000 NS 567439.51000000 0.469480406292 Long EC CORP SA N 1 N N N SinoPac Financial Holdings Co Ltd N/A SinoPac Financial Holdings Co Ltd 000000000 224.00000000 NS 120.83000000 0.000099970686 Long EC CORP TW N 2 N N N Lenovo Group Ltd 254900VUZRGD5U73RE46 Lenovo Group Ltd 000000000 74000.00000000 NS 75874.55000000 0.062776056184 Long EC CORP HK N 2 N N N Grupo Aeroportuario del Centro Norte SAB de CV 529900HUSBARAFSXJ605 Grupo Aeroportuario del Centro Norte SAB de CV 000000000 51305.00000000 NS 557723.84000000 0.461441987009 Long EC CORP MX N 1 N N N Quanta Computer Inc 529900DE8BIV3XOXIK04 Quanta Computer Inc 000000000 184000.00000000 NS 1377076.37000000 1.139346771399 Long EC CORP TW N 2 N N N China Feihe Ltd N/A China Feihe Ltd 000000000 129384.00000000 NS 76024.51000000 0.062900128055 Long EC CORP KY N 2 N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 PURCHASED USD / SOLD TRY 000000000 1.00000000 NC 3153.31000000 0.002608942863 N/A DFE US N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 11717745.00000000 TRY 421184.00000000 USD 2023-10-20 3153.31000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 PURCHASED IDR / SOLD USD 000000000 1.00000000 NC -27680.25000000 -0.02290170985 N/A DFE ID N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1563214.62000000 USD 23798379344.00000000 IDR 2023-10-12 -27680.25000000 N N N REPUBLIC OF GHANA 213800PP4399SNNXZ126 Ghana Government International Bond 000000000 456000.00000000 PA USD 192732.96000000 0.159460782642 Long DBT NUSS GH N 2 2051-03-26 Fixed 8.95000000 Y Y N N N N Hanwha Aerospace Co Ltd 9884001NSUA8FQKQWR25 Hanwha Aerospace Co Ltd 000000000 867.00000000 NS 67095.26000000 0.055512366287 Long EC CORP KR N 2 N N N CSN RESOURCES SA 222100ZEX458NMOXZP08 CSN Resources SA 000000000 200000.00000000 PA USD 151286.00000000 0.125168958972 Long DBT CORP LU N 2 2031-06-10 Fixed 4.62500000 N N N N N N STUDIO CITY FINANCE LTD 254900D6R731QAUIG324 Studio City Finance Ltd 000000000 200000.00000000 PA USD 167910.00000000 0.138923098641 Long DBT CORP VG N 2 2028-01-15 Fixed 6.50000000 N N N N N N Sichuan Road and Bridge Group Co Ltd 3003007YDF25LKX9OI30 Sichuan Road and Bridge Group Co Ltd 000000000 54420.00000000 NS 64647.41000000 0.053487097351 Long EC CORP CN N 2 N N N FALABELLA SA 5493004CKJQ7H391LM41 Falabella SA 000000000 200000.00000000 PA USD 171750.00000000 0.142100185763 Long DBT CORP CL N 2 2027-10-30 Fixed 3.75000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PURCHASED USD / SOLD IDR 000000000 1.00000000 NC 10964.93000000 0.009072015079 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 6145586547.00000000 IDR 407494.43000000 USD 2023-10-12 10964.93000000 N N N CP ALL PCL 894500LSBZLM09TY1A91 CP ALL PCL 000000000 13800.00000000 NS 22928.94000000 0.018970635419 Long EC CORP TH N 2 N N N China Pacific Insurance Group Co Ltd 529900BA5ILEL308WX03 China Pacific Insurance Group Co Ltd 000000000 30800.00000000 NS 76675.97000000 0.063439124195 Long EC CORP CN N 2 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 PURCHASED CZK / SOLD USD 000000000 1.00000000 NC 1959.43000000 0.001621166620 N/A DFE CZ N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 733611.31000000 USD 17011076.00000000 CZK 2023-11-29 1959.43000000 N N N COCA-COLA FEMSA SAB DE CV 5493008KEVFYPMGTXO33 Coca-Cola Femsa SAB de CV 000000000 9100.00000000 NS 71076.86000000 0.058806608497 Long EC CORP MX N 1 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Long: IS2OXF4 CDS US91087BAC46 01.000 BP 12/20/2028 MSNYUS33XXX FLOAT / Short: IS2OXF4 CDS US91087BAC46 01.000 BP 12/20/2028 MSNYUS33XXX FIXED 000000000 130000.00000000 OU Notional Amount USD 1499.11000000 0.001240313301 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Mexico Government International Bonds Mexico Government International Bonds Y buy protection 2028-12-20 1235.78000000 USD 0.00000000 USD 130000.00000000 USD 263.33000000 N N N KINGDOM OF BAHRAIN N/A KINGDOM OF BAHRAIN REGD REG S EMTN 000000000 340000.00000000 PA USD 259052.80000000 0.214331592446 Long DBT NUSS BH N 2 2051-01-25 Fixed 6.25000000 N N N N N N BANK GOSPODARSTWA KRAJOW 259400BCOV9JJIGLYF05 Bank Gospodarstwa Krajowego 06237MAA1 200000.00000000 PA USD 188000.00000000 0.155544890384 Long DBT NUSS PL N 2 2033-05-22 Fixed 5.37500000 N N N N N N KAZMUNAYGAS NATIONAL CO 2138001H1M69RFJCSH88 KazMunayGas National Co JSC 000000000 200000.00000000 PA USD 187164.00000000 0.154853212042 Long DBT CORP KZ N 2 2027-04-19 Fixed 4.75000000 N N N N N N Republic of Turkey 5493000PCHOG3B6S3Q85 Turkey Government International Bond 900123CQ1 270000.00000000 PA USD 246253.50000000 0.203741881193 Long DBT NUSS TR N 2 2028-10-24 Fixed 6.12500000 N N N N N N Reliance Industries Ltd 5493003UOETFYRONLG31 Reliance Industries Ltd 000000000 1858.00000000 NS 52266.77000000 0.043243771332 Long EC CORP IN N 2 N N N Novatek Microelectronics Corp N/A Novatek Microelectronics Corp 000000000 116000.00000000 NS 1523265.71000000 1.260298924940 Long EC CORP TW N 2 N N N REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 Nigeria Government International Bond 000000000 207000.00000000 PA USD 177096.78000000 0.146523932088 Long DBT NUSS NG N 2 2029-03-24 Fixed 8.37500000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PURCHASED BRL / SOLD USD 000000000 1.00000000 NC 3598.47000000 0.002977253306 N/A DFE BR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 379764.96000000 USD 1935643.00000000 BRL 2023-11-03 3598.47000000 N N N KT&G Corp 988400ZJV6ISYBLQX875 KT&G Corp 000000000 398.00000000 NS 25417.16000000 0.021029305138 Long EC CORP KR N 2 N N N New Oriental Education & Technology Group Inc 529900NHZVBZQZ8EKN29 New Oriental Education & Technology Group Inc 000000000 11000.00000000 NS 65097.35000000 0.053859362606 Long EC CORP KY N 2 N N N ADANI GREEN ENERGY LTD 335800ZBBU81OH211H17 Adani Green Energy Ltd 000000000 200000.00000000 PA USD 186846.00000000 0.154590109515 Long DBT CORP IN N 2 2024-09-08 Fixed 4.37500000 N N N N N N 2023-10-26 AB CAP FUND, INC. Joseph Mantineo Joseph Mantineo Treasurer and Chief Financial Officer