NPORT-P false 0000844779 XXXXXXXX S000040403 C000125532 C000125531 C000125533 BlackRock Funds 811-05742 0000844779 549300OZUEVJZHOBFP42 100 Bellevue Parkway Wilmington 19809 800-441-7762 BlackRock Total Emerging Markets Fund S000040403 549300F3FQXHYEJZV166 2020-10-31 2020-01-31 N 149762217.44 4034392.24 145727825.20 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 736791.68000000 0.00000000 0.00000000 89274.27000000 IDR CLP ZAR MXN USD KRW N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 125780.28000000 0.086311780078 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 3440544000.00000000 CLP 4424340.31000000 USD 2020-02-14 125780.28000000 N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 1497.42000000 0.001027545698 N/A DFE US N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 4005000.00000000 MXN 213170.25000000 USD 2020-02-14 1497.42000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 417.99000000 0.000286829230 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 218000.00000000 CAD 165140.79000000 USD 2020-02-14 417.99000000 N N N Republic of Colombia 549300MHDRBVRF6B9117 195325CU7 900000.00000000 PA USD 1090406.25000000 0.748248488923 Long DBT NUSS CO N 2 2045-06-15 Fixed 5.00000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 4400.39000000 0.003019594915 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 603000.00000000 SGD 446276.79000000 USD 2020-02-14 4400.39000000 N N N BlackRock Liquidity Funds 5493007YVNX55LTRQ706 09248U718 47949443.99000000 NS USD 47949443.99000000 32.90342384798 Long STIV RF US N 1 N N N Republic of Argentina 549300KPBYGYF7HCHO27 040114GK0 1300000.00000000 PA USD 546000.00000000 0.374671068651 Long DBT NUSS AR N 2 2038-12-31 Variable 3.75000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC N/A 15872.52000000 0.010891893828 N/A DFE XX N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 16354000.00000000 SEK 1545844.29000000 EUR 2020-02-14 15872.52000000 N N N Credit Suisse International E58DKGMJYYYJLN8C3868 000000000 1.00000000 NC 4327.95000000 0.002969885808 N/A DFE US N 2 Credit Suisse International E58DKGMJYYYJLN8C3868 22358000.00000000 PHP 442408.53000000 USD 2020-02-14 4327.95000000 N N N United Mexican States 254900EGTWEU67VP6075 91086QBB3 800000.00000000 PA USD 921250.00000000 0.632171652006 Long DBT NUSS MX N 2 2044-03-08 Fixed 4.75000000 N N N N N N FED REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 105756BX7 640000.00000000 PA USD 759000.00000000 0.520833958071 Long DBT NUSS BR N 2 2026-04-07 Fixed 6.00000000 N N N N N N Petronas Capital Ltd 549300G7YFX3540OYR85 000000000 150000.00000000 PA USD 169546.88000000 0.116344891421 Long DBT CORP MY N 2 2022-05-22 Fixed 7.88000000 N N N N N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 718286BN6 200000.00000000 PA USD 239375.00000000 0.164261697909 Long DBT NUSS PH N 2 2026-03-30 Fixed 5.50000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -12627.35000000 -0.00866502329 N/A DFE XX N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 3024669.70000000 USD 2714227.00000000 EUR 2020-02-14 -12627.35000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 8453.82000000 0.005801102149 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 755000.00000000 CAD 578938.76000000 USD 2020-02-14 8453.82000000 N N N Northeast Securities Co Ltd 300300E1002922000054 000000000 82842.00000000 NS 91968.42000000 0.063109718321 Long EC CORP CN N 2 N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC N/A 249.27000000 0.000171051753 N/A DFE CH N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 704731.53000000 EUR 753000.00000000 CHF 2020-02-14 249.27000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 37589.75000000 0.025794490481 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 2218000.00000000 NZD 1471470.00000000 USD 2020-02-14 37589.75000000 N N N United Mexican States 254900EGTWEU67VP6075 91086QAS7 300000.00000000 PA USD 425718.75000000 0.292132782065 Long DBT NUSS MX N 2 2034-09-27 Fixed 6.75000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -12805.15000000 -0.00878703156 N/A DFE CL N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 753918.40000000 USD 593183000.00000000 CLP 2020-02-14 -12805.15000000 N N N Republic of Turkey 5493000PCHOG3B6S3Q85 900123CF5 500000.00000000 PA USD 530312.50000000 0.363906137535 Long DBT NUSS TR N 2 2024-03-22 Fixed 5.75000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -45266.36000000 -0.03106226277 N/A DFE CL N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 1354704.32000000 USD 1048067000.00000000 CLP 2020-02-14 -45266.36000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC N/A 342.79000000 0.000235226182 N/A DFE XX N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 134966000.00000000 HUF 400274.63000000 EUR 2020-02-14 342.79000000 N N N Centre Testing International Group Co Ltd N/A 000000000 103500.00000000 NS 215608.06000000 0.147952568223 Long EC CORP CN N 2 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC N/A 171.39000000 0.000117609660 N/A DFE XX N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 101178000.00000000 HUF 299990.95000000 EUR 2020-02-14 171.39000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 28883344.00000000 OU Notional Amount USD 36039439.69000000 24.73065088327 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Total Emerging Markets EM Long Short - UBS CFD EMALLSUBT Lenovo Group Ltd 268000.00000000 USD 174870.50000000 USD Li Ning Co Ltd 601500.00000000 USD 1756607.31000000 USD Detsky Mir PJSC 88558.00000000 USD 159338.61000000 USD China National Building Material Co Ltd 170000.00000000 USD 162510.73000000 USD CIMB Group Holdings Bhd 572100.00000000 USD 686059.58000000 USD Cia Cervecerias Unidas SA 3798.00000000 USD 33528.51000000 USD Eurobank Ergasias SA 32070.00000000 USD 29424.94000000 USD Osstem Implant Co Ltd 2369.00000000 USD 83303.29000000 USD Bangkok Bank PCL 79900.00000000 USD 368817.91000000 USD Seegene Inc 12900.00000000 USD 321884.71000000 USD Arcelik AS 7564.00000000 USD 26366.81000000 USD Turkiye Garanti Bankasi AS 441026.00000000 USD 875202.00000000 USD Daewoong Pharmaceutical Co Ltd 774.00000000 USD 75794.10000000 USD Tencent Holdings Ltd 29500.00000000 USD 1406860.08000000 USD FF Group 1346.00000000 USD 14.93000000 USD Bank Millennium SA 141227.00000000 USD 216429.72000000 USD Zijin Mining Group Co Ltd 1196000.00000000 USD 524808.95000000 USD Genting Malaysia Bhd 148000.00000000 USD 108491.30000000 USD POSCO 1090.00000000 USD 197473.61000000 USD Powszechna Kasa Oszczednosci Bank Polski SA 77359.00000000 USD 681757.24000000 USD Mobile TeleSystems PJSC 23130.00000000 USD 117968.85000000 USD China Unicom Hong Kong Ltd 1972000.00000000 USD 1645080.30000000 USD CP ALL PCL 860600.00000000 USD 1956151.42000000 USD Q Technology Group Co Ltd 30000.00000000 USD 42298.15000000 USD Corp Financiera Colombiana SA 212.00000000 USD 2014.62000000 USD Safmar Financial Investment 1880.00000000 USD 14078.50000000 USD OTP Bank Nyrt 3404.00000000 USD 157679.95000000 USD Westports Holdings Bhd 92900.00000000 USD 89164.69000000 USD National Bank of Greece SA 4608.00000000 USD 14626.90000000 USD Interconexion Electrica SA ESP 4360.00000000 USD 23967.25000000 USD Inter RAO UES PJSC 13236801.00000000 USD 1194152.71000000 USD Motor Oil Hellas Corinth Refineries SA 875.00000000 USD 18579.65000000 USD Magnitogorsk Iron & Steel Works PJSC 814216.00000000 USD 570389.00000000 USD 3SBio Inc 186500.00000000 USD 236890.97000000 USD Banco Bradesco SA 72100.00000000 USD 553721.80000000 USD TOTVS SA 98984.00000000 USD 1725390.09000000 USD Grupo Argos SA/Colombia 1923.00000000 USD 9828.67000000 USD Samsung Electronics Co Ltd 44752.00000000 USD 2073493.93000000 USD Cia Siderurgica Nacional SA 2850.00000000 USD 8584.74000000 USD Hugel Inc 379.00000000 USD 138100.24000000 USD China Resources Pharmaceutical Group Ltd 99500.00000000 USD 83248.24000000 USD Hana Financial Group Inc 19136.00000000 USD 528834.81000000 USD Sinopec Shanghai Petrochemical Co Ltd 214000.00000000 USD 54411.43000000 USD PetroChina Co Ltd 322000.00000000 USD 141983.36000000 USD Meituan Dianping 24200.00000000 USD 306368.03000000 USD LG Household & Health Care Ltd 165.00000000 USD 172576.99000000 USD Tekfen Holding AS 189403.00000000 USD 608461.56000000 USD Ecopetrol SA 26107.00000000 USD 24274.93000000 USD Grupo de Inversiones Suramericana SA 1587.00000000 USD 14849.12000000 USD Genting Bhd 511700.00000000 USD 684561.45000000 USD Komercni banka as 3751.00000000 USD 128924.51000000 USD LUKOIL PJSC (TK: LKOD) 5329.00000000 USD 542195.84000000 USD Sinopharm Group Co Ltd 35200.00000000 USD 114538.25000000 USD Rostelecom PJSC 131150.00000000 USD 180090.01000000 USD China Huarong Asset Management Co Ltd 198000.00000000 USD 25994.07000000 USD Weichai Power Co Ltd 773000.00000000 USD 1353314.53000000 USD China Communications Services Corp Ltd 790000.00000000 USD 530249.03000000 USD Cementos Argos SA 1951.00000000 USD 3708.04000000 USD JUMBO SA 2541.00000000 USD 51768.40000000 USD Amorepacific Corp 9153.00000000 USD 1416730.84000000 USD Sistema PJSFC 9602.00000000 USD 55115.48000000 USD Moneta Money Bank AS 9234.00000000 USD 33717.28000000 USD Ultrapar Participacoes SA 16000.00000000 USD 94372.58000000 USD LG Electronics Inc Preferred 4564.00000000 USD 99627.98000000 USD Migros Ticaret AS 51909.00000000 USD 217868.66000000 USD Alpha Bank AE 24775.00000000 USD 49586.27000000 USD Mondi PLC 40442.00000000 USD 815894.77000000 USD LUKOIL PJSC 17074.00000000 USD 1745466.45000000 USD Anhui Expressway Co Ltd 116000.00000000 USD 64862.40000000 USD CNOOC Ltd 258000.00000000 USD 386235.66000000 USD Highland Gold Mining Ltd 38171.00000000 USD 105605.87000000 USD Magnit PJSC 3409.00000000 USD 46362.40000000 USD Hartalega Holdings Bhd 49500.00000000 USD 71508.05000000 USD Posco ICT Co Ltd 1.00000000 USD 4.09000000 USD Gold Fields Ltd 14112.00000000 USD 91356.58000000 USD Severstal PJSC 4140.00000000 USD 58909.19000000 USD China Life Insurance Co Ltd 712000.00000000 USD 1700280.31000000 USD Haier Electronics Group Co Ltd 116000.00000000 USD 348431.30000000 USD Novatek PJSC 1266.00000000 USD 227880.00000000 USD OPAP SA 4364.00000000 USD 54340.81000000 USD LG Electronics Inc 21395.00000000 USD 1166645.48000000 USD Anglo American Platinum Ltd 17075.00000000 USD 1364657.53000000 USD Hellenic Telecommunications Organization SA 4262.00000000 USD 63651.28000000 USD Hochschild Mining PLC 315221.00000000 USD 700383.54000000 USD Credit Bank of Moscow PJSC 1157400.00000000 USD 104593.66000000 USD Kunlun Energy Co Ltd 1192000.00000000 USD 923291.37000000 USD Y Multi - See Part E Multi - See Part E 2019-02-17 0.00000000 USD 0.00000000 USD 28883344.00000000 USD 1171097.07000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 63280000.00000000 OU Notional Amount -266.55000000 -0.00018290947 N/A DIR US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 TWD - 3M Taiwan Interbank Money Center (TAIBOR3M) TAIBOR3M Index Y 2025-03-18 0.00000000 TWD 0.00000000 TWD 63280000.00000000 TWD -266.55000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -51243.95000000 -0.03516414928 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 433027000.00000000 JPY 3947237.57000000 USD 2020-02-14 -51243.95000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -9788.85000000 -0.00671721408 N/A DFE ZA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 229438.40000000 USD 3301000.00000000 ZAR 2020-02-14 -9788.85000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -5904.99000000 -0.00405206760 N/A DFE CL N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 150546.16000000 USD 115770000.00000000 CLP 2020-02-14 -5904.99000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC N/A -1052.52000000 -0.00072225053 N/A DFE HU N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 214447.64000000 EUR 72044000.00000000 HUF 2020-02-14 -1052.52000000 N N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 718286BW6 200000.00000000 PA USD 261000.00000000 0.179101005344 Long DBT NUSS PH N 2 2037-01-13 Fixed 5.00000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC N/A 2378.29000000 0.001632008160 N/A DFE XX N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 2247000.00000000 SEK 212573.19000000 EUR 2020-02-14 2378.29000000 N N N Guoyuan Securities Co Ltd N/A 000000000 28500.00000000 NS 31843.35000000 0.021851249036 Long EC CORP CN N 2 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 157.41000000 0.000108016433 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 3550000.00000000 MXN 187782.51000000 USD 2020-02-14 157.41000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 16310.82000000 0.011192659999 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1718000.00000000 SGD 1275255.52000000 USD 2020-02-14 16310.82000000 N N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 718286BB2 500000.00000000 PA USD 752500.00000000 0.516373588206 Long DBT NUSS PH N 2 2031-01-14 Fixed 7.75000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 355.87000000 0.000244201819 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 614000.00000000 EUR 681726.29000000 USD 2020-02-14 355.87000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 451.90000000 0.000310098637 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 314115000.00000000 COP 92247.31000000 USD 2020-02-14 451.90000000 N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 23913000000.00000000 PA 1778370.67000000 1.220337068476 Long DBT NUSS ID N 2 2027-05-15 Fixed 7.00000000 N N N N N N Republic of Turkey 5493000PCHOG3B6S3Q85 900123CM0 600000.00000000 PA USD 579937.50000000 0.397959345927 Long DBT NUSS TR N 2 2047-05-11 Fixed 5.75000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 8570.76000000 0.005881347634 N/A DFE JP N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 540415.15000000 USD 59454000.00000000 JPY 2020-02-14 8570.76000000 N N N Russian Federation 5493004EHVGF71PDBU58 000000000 600000.00000000 PA USD 803437.50000000 0.551327448205 Long DBT NUSS RU N 2 2042-04-04 Fixed 5.63000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 3454.00000000 0.002370171925 N/A DFE JP N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 230428.73000000 USD 25329000.00000000 JPY 2020-02-14 3454.00000000 N N N Republic of Argentina 549300KPBYGYF7HCHO27 000000000 140203.80000000 PA USD 76542.51000000 0.052524293075 Long DBT NUSS AR N 2 2033-12-31 Fixed 8.28000000 N N N N N N MEXICAN UDIBONOS 254900EGTWEU67VP6075 000000000 31041841.12000000 PA 1764487.71000000 1.210810432104 Long DBT NUSS MX N 2 2025-12-04 Fixed 4.50000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -500.17000000 -0.00034322203 N/A DFE CA N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 655613.34000000 USD 867000.00000000 CAD 2020-02-14 -500.17000000 N N N Republic of Poland 259400R9L8QEP0TPXS31 731011AT9 300000.00000000 PA USD 311062.50000000 0.213454430938 Long DBT NUSS PL N 2 2023-03-17 Fixed 3.00000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 2730.38000000 0.001873616103 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 2550194000.00000000 IDR 187350.33000000 USD 2020-02-14 2730.38000000 N N N Republic of Argentina 549300KPBYGYF7HCHO27 040114HG8 350000.00000000 PA USD 151265.63000000 0.103800101176 Long DBT NUSS AR N 2 2036-07-06 Fixed 7.13000000 N N N N N N FED REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 105756BR0 450000.00000000 PA USD 522281.25000000 0.358395007462 Long DBT NUSS BR N 2 2041-01-07 Fixed 5.63000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91086QBG2 800000.00000000 PA USD 871250.00000000 0.597861114584 Long DBT NUSS MX N 2 2026-01-21 Fixed 4.13000000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 935.87000000 0.000642204053 N/A DFE US N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 2575000.00000000 MXN 137030.14000000 USD 2020-02-14 935.87000000 N N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 718286BZ9 400000.00000000 PA USD 474125.00000000 0.325349671107 Long DBT NUSS PH N 2 2040-01-20 Fixed 3.95000000 N N N N N N POWER SECTOR ASSETS & LI 529900RAHBALMYIJ3T08 000000000 100000.00000000 PA USD 123437.50000000 0.084704139261 Long DBT CORP PH N 2 2024-12-02 Fixed 7.39000000 N N N N N N Russian Federation 5493004EHVGF71PDBU58 000000000 1600000.00000000 PA USD 2088000.00000000 1.432808042756 Long DBT NUSS RU N 2 2047-06-23 Fixed 5.25000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -2590.92000000 -0.00177791715 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 493000.00000000 EUR 544502.92000000 USD 2020-02-14 -2590.92000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 39640000.00000000 OU Notional Amount 24644.17000000 0.016911094340 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 ZAR - 3M Johannesburg Interbank Agreed Rate (JIBAR) JIBA3M Index Y 2025-03-18 689.74000000 ZAR 0.00000000 ZAR 39640000.00000000 ZAR 24597.20000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 1465.24000000 0.001005463437 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 2346343000.00000000 IDR 171327.51000000 USD 2020-02-14 1465.24000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 12144.34000000 0.008333576640 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 20578000.00000000 RUB 333663.03000000 USD 2020-02-14 12144.34000000 N N N FED REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 105756BU3 500000.00000000 PA USD 507343.75000000 0.348144734407 Long DBT NUSS BR N 2 2023-01-05 Fixed 2.63000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 67207.41000000 0.046118447117 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 2206526000.00000000 KRW 1910610.63000000 USD 2020-02-14 67207.41000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 4713.49000000 0.003234447500 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 41045000.00000000 INR 577480.44000000 USD 2020-02-14 4713.49000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -5055.33000000 -0.00346902178 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 38590000.00000000 JPY 351276.73000000 USD 2020-02-14 -5055.33000000 N N N Republic of Kazakhstan 5493007OEK8EF02UO833 000000000 200000.00000000 PA USD 230500.00000000 0.158171577516 Long DBT NUSS KZ N 2 2025-07-21 Fixed 5.13000000 N N N N N N Republic of Indonesia 529900FWX0GRR7WG5W79 000000000 600000.00000000 PA USD 647625.00000000 0.444407235962 Long DBT NUSS ID N 2 2025-01-15 Fixed 4.13000000 N N N N N N HUNGARY 5299008DH62LEB10JK83 445545AJ5 700000.00000000 PA USD 799312.50000000 0.548496828867 Long DBT NUSS HU N 2 2023-11-22 Fixed 5.75000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91086QAV0 600000.00000000 PA USD 806625.00000000 0.553514744965 Long DBT NUSS MX N 2 2040-01-11 Fixed 6.05000000 N N N N N N Republic of South Africa 549300KEVMSOSY8T8R35 836205AV6 200000.00000000 PA USD 187562.50000000 0.128707403505 Long DBT NUSS ZA N 2 2046-10-12 Fixed 5.00000000 N N N N N N Republic of Indonesia 529900FWX0GRR7WG5W79 000000000 300000.00000000 PA USD 311531.25000000 0.213776092227 Long DBT NUSS ID N 2 2021-05-05 Fixed 4.88000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -1384.09000000 -0.00094977743 N/A DFE NZ N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 162356.22000000 USD 249000.00000000 NZD 2020-02-14 -1384.09000000 N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 6009.06000000 0.004123481560 N/A DFE GB N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 764044.24000000 USD 583000.00000000 GBP 2020-02-14 6009.06000000 N N N Republic of Panama 549300SHS4T08CL0LP14 698299AK0 300000.00000000 PA USD 462843.75000000 0.317608356101 Long DBT NUSS PA N 2 2029-04-01 Fixed 9.38000000 N N N N N N SooChow Securities Co Ltd N/A 000000000 32.00000000 NS 37.63000000 0.000025822110 Long EC CORP CN N 2 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -9905.30000000 -0.00679712332 N/A DFE CL N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 591893.27000000 USD 465820000.00000000 CLP 2020-02-14 -9905.30000000 N N N HUNGARY 5299008DH62LEB10JK83 445545AE6 650000.00000000 PA USD 684328.13000000 0.469593318270 Long DBT NUSS HU N 2 2021-03-29 Fixed 6.38000000 N N N N N N BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 000000000 17500000.00000000 OU Notional Amount 50565.92000000 0.034698877809 N/A DIR US N 2 BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 MYR - 3M Malaysia Bumiputra Bank Rate (KLIBOR) KLIB3M Index Y 2025-03-18 0.00000000 MYR 0.00000000 MYR 17500000.00000000 MYR 50565.92000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -10397.83000000 -0.00713510270 N/A DFE AU N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 467002.43000000 USD 682000.00000000 AUD 2020-02-14 -10397.83000000 N N N Republic of Turkey 5493000PCHOG3B6S3Q85 900123BZ2 750000.00000000 PA USD 802265.63000000 0.550523298415 Long DBT NUSS TR N 2 2022-09-26 Fixed 6.25000000 N N N N N N Republic of Argentina 549300KPBYGYF7HCHO27 040114GX2 1350000.00000000 PA USD 617203.13000000 0.423531421780 Long DBT NUSS AR N 2 2026-04-22 Fixed 7.50000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -13218.24000000 -0.00907049836 N/A DFE TH N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 444407.70000000 USD 13438000.00000000 THB 2020-02-14 -13218.24000000 N N N Republic of Panama 549300SHS4T08CL0LP14 698299BF0 400000.00000000 PA USD 442500.00000000 0.303648256187 Long DBT NUSS PA N 2 2028-03-17 Fixed 3.88000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -252.11000000 -0.00017300059 N/A DFE IN N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 274111.32000000 USD 19625000.00000000 INR 2020-02-14 -252.11000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC N/A 8454.05000000 0.005801259977 N/A DFE XX N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 8164000.00000000 PLN 1906452.14000000 EUR 2020-02-14 8454.05000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC N/A -14062.39000000 -0.00964976316 N/A DFE SE N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1036071.87000000 EUR 10928000.00000000 SEK 2020-02-14 -14062.39000000 N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 13620.34000000 0.009346423705 N/A DFE XX N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 2745153.07000000 USD 2486000.00000000 EUR 2020-02-14 13620.34000000 N N N Republic of Colombia 549300MHDRBVRF6B9117 195325CX1 400000.00000000 PA USD 442000.00000000 0.303305150813 Long DBT NUSS CO N 2 2026-01-28 Fixed 4.50000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 6931.74000000 0.004756634493 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 13257000.00000000 RUB 214064.27000000 USD 2020-02-14 6931.74000000 N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 000000000 400000.00000000 PA USD 410200.00000000 0.281483649012 Long DBT NUSS UA N 2 2020-09-01 Fixed 7.75000000 N N N N N N FED REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 105756BK5 500000.00000000 PA USD 660468.75000000 0.453220755263 Long DBT NUSS BR N 2 2037-01-20 Fixed 7.13000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91086QBC1 800000.00000000 PA USD 854000.00000000 0.586023979173 Long DBT NUSS MX N 2 2023-10-02 Fixed 4.00000000 N N N N N N FED REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 105756BZ2 600000.00000000 PA USD 663187.50000000 0.455086390735 Long DBT NUSS BR N 2 2028-01-13 Fixed 4.63000000 N N N N N N Republic of Turkey 5493000PCHOG3B6S3Q85 900123BJ8 800000.00000000 PA USD 809750.00000000 0.555659153554 Long DBT NUSS TR N 2 2041-01-14 Fixed 6.00000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 000000000 100000.00000000 PA USD 111500.00000000 0.076512498451 Long DBT NUSS UA N 2 2024-09-01 Fixed 7.75000000 N N N N N N Republic of Peru 254900STKLK2DBJJZ530 715638BU5 400000.00000000 PA USD 457375.00000000 0.313855641070 Long DBT NUSS PE N 2 2027-08-25 Fixed 4.13000000 N N N N N N Republic of Indonesia 529900FWX0GRR7WG5W79 000000000 300000.00000000 PA USD 344812.50000000 0.236614043698 Long DBT NUSS ID N 2 2043-04-15 Fixed 4.63000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 4620.64000000 0.003170732832 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 544000.00000000 SGD 403262.03000000 USD 2020-02-14 4620.64000000 N N N Republic of Turkey 5493000PCHOG3B6S3Q85 900123CG3 400000.00000000 PA USD 428750.00000000 0.294212858396 Long DBT NUSS TR N 2 2045-02-17 Fixed 6.63000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC N/A 650.23000000 0.000446194814 N/A DFE XX N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 31887000.00000000 HUF 95081.65000000 EUR 2020-02-14 650.23000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 8570.84000000 0.005881402531 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 222931000.00000000 CLP 287097.23000000 USD 2020-02-14 8570.84000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 23126.07000000 0.015869357803 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 2400447.18000000 CAD 1836926.03000000 USD 2020-02-14 23126.07000000 N N N Republic of Panama 549300SHS4T08CL0LP14 698299BB9 200000.00000000 PA USD 242437.50000000 0.166363218326 Long DBT NUSS PA N 2 2053-04-29 Fixed 4.30000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 2393.51000000 0.001642452288 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 106402000.00000000 KRW 91285.18000000 USD 2020-02-14 2393.51000000 N N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 718286CB1 400000.00000000 PA USD 469625.00000000 0.322261722739 Long DBT NUSS PH N 2 2042-02-02 Fixed 3.70000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 8484.63000000 0.005822244302 N/A DFE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 750311.51000000 USD 82176000.00000000 JPY 2020-02-14 8484.63000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC N/A -33810.78000000 -0.02320132064 N/A DFE PL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1841616.71000000 EUR 7787000.00000000 PLN 2020-02-14 -33810.78000000 N N N Republic of South Africa 549300KEVMSOSY8T8R35 836205AS3 200000.00000000 PA USD 193687.50000000 0.132910444339 Long DBT NUSS ZA N 2 2044-07-24 Fixed 5.38000000 N N N N N N Republic of Indonesia 529900FWX0GRR7WG5W79 000000000 400000.00000000 PA USD 495125.00000000 0.339760096824 Long DBT NUSS ID N 2 2042-01-17 Fixed 5.25000000 N N N N N N Sinolink Securities Co Ltd 300300XTI3CMWAP25D43 000000000 31600.00000000 NS 35893.96000000 0.024630821156 Long EC CORP CN N 2 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC N/A 9506.51000000 0.006523469342 N/A DFE XX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 8920000.00000000 NOK 882498.98000000 EUR 2020-02-14 9506.51000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -7951.43000000 -0.00545635673 N/A DFE CL N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 241303.84000000 USD 186774000.00000000 CLP 2020-02-14 -7951.43000000 N N N Republic of Indonesia 529900FWX0GRR7WG5W79 000000000 600000.00000000 PA USD 877849.14000000 0.602389515382 Long DBT NUSS ID N 2 2044-01-15 Fixed 6.75000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 20355.16000000 0.013967929578 N/A DFE JP N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1788434.01000000 USD 195888000.00000000 JPY 2020-02-14 20355.16000000 N N N FED REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 105756BW9 700000.00000000 PA USD 757312.50000000 0.519675977433 Long DBT NUSS BR N 2 2045-01-27 Fixed 5.00000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 000000000 200000.00000000 PA USD 212900.00000000 0.146094268344 Long DBT NUSS UA N 2 2021-09-01 Fixed 7.75000000 N N N N N N Republic of Indonesia 529900FWX0GRR7WG5W79 000000000 400000.00000000 PA USD 489375.00000000 0.335814385021 Long DBT NUSS ID N 2 2045-01-15 Fixed 5.13000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 27347.51000000 0.018766155305 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 3314000.00000000 BRL 800715.18000000 USD 2020-02-14 27347.51000000 N N N Republic of Indonesia 529900FWX0GRR7WG5W79 000000000 400000.00000000 PA USD 442875.00000000 0.303905585218 Long DBT NUSS ID N 2 2027-01-08 Fixed 4.35000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 5789.37000000 0.003972727920 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 14323000.00000000 TWD 477401.51000000 USD 2020-02-14 5789.37000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 7422.31000000 0.005093268900 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 726000.00000000 CAD 555994.59000000 USD 2020-02-14 7422.31000000 N N N Republic of South Africa 549300KEVMSOSY8T8R35 836205AR5 500000.00000000 PA USD 552343.75000000 0.379024218087 Long DBT NUSS ZA N 2 2025-09-16 Fixed 5.88000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 000000000 300000.00000000 PA USD 340500.00000000 0.233654759846 Long DBT NUSS UA N 2 2026-09-01 Fixed 7.75000000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 1566.11000000 0.001074681515 N/A DFE JP N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 390583.83000000 USD 42469000.00000000 JPY 2020-02-14 1566.11000000 N N N ROMANIA 315700IASY927EDWBK92 77586TAE6 200000.00000000 PA USD 266312.50000000 0.182746499945 Long DBT NUSS RO N 2 2044-01-22 Fixed 6.13000000 N N N N N N Bank of Guiyang Co Ltd N/A 000000000 728100.00000000 NS 840561.51000000 0.576802342892 Long EC CORP CN N 2 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 1836.33000000 0.001260109383 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 372642000.00000000 CLP 467409.22000000 USD 2020-02-14 1836.33000000 N N N Glodon Co Ltd N/A 000000000 64590.00000000 NS 332226.98000000 0.227977724599 Long EC CORP CN N 2 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC N/A 395.93000000 0.000271691421 N/A DFE RO N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 463262.86000000 EUR 2217000.00000000 RON 2020-02-14 395.93000000 N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 760942AY8 100000.00000000 PA USD 112500.00000000 0.077198709200 Long DBT NUSS UY N 2 2045-11-20 Fixed 4.13000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -1811.12000000 -0.00124281001 N/A DFE IN N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 354695.28000000 USD 25288000.00000000 INR 2020-02-14 -1811.12000000 N N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 718286BG1 600000.00000000 PA USD 869437.50000000 0.596617357602 Long DBT NUSS PH N 2 2034-10-23 Fixed 6.38000000 N N N N N N Republic of Peru 254900STKLK2DBJJZ530 715638BM3 500000.00000000 PA USD 761250.00000000 0.522377932255 Long DBT NUSS PE N 2 2050-11-18 Fixed 5.63000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -37159.69000000 -0.02549937868 N/A DFE US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 31620000.00000000 MXN 1625874.13000000 USD 2020-03-18 -37159.69000000 N N N Zoomlion Heavy Industry Science and Technology Co Ltd N/A 000000000 598500.00000000 NS 484857.73000000 0.332714585793 Long EC CORP CN N 2 N N N China Life Insurance Co Ltd 549300J6TFLDXGH6S048 000000000 37700.00000000 NS 156370.74000000 0.107303282530 Long EC CORP CN N 2 N N N Republic of Turkey 5493000PCHOG3B6S3Q85 900123AW0 650000.00000000 PA USD 733687.50000000 0.503464248500 Long DBT NUSS TR N 2 2025-02-05 Fixed 7.38000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC N/A -9986.49000000 -0.00685283677 N/A DFE SE N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1631941.99000000 EUR 17330000.00000000 SEK 2020-02-14 -9986.49000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 2365.40000000 0.001623162904 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 3762904000.00000000 IDR 274778.85000000 USD 2020-02-14 2365.40000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -64769.22000000 -0.04444533493 N/A DFE RU N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 1558710.86000000 USD 95616000.00000000 RUB 2020-02-14 -64769.22000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -2960.58000000 -0.00203158181 N/A DFE NZ N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 201428.23000000 USD 307000.00000000 NZD 2020-02-14 -2960.58000000 N N N Republic of Argentina 549300KPBYGYF7HCHO27 040114HK9 600000.00000000 PA USD 295500.00000000 0.202775276165 Long DBT NUSS AR N 2 2022-01-26 Fixed 5.63000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -1353.50000000 -0.00092878624 N/A DFE CL N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 82605.93000000 USD 65034000.00000000 CLP 2020-02-14 -1353.50000000 N N N Republic of Peru 254900STKLK2DBJJZ530 715638AU6 300000.00000000 PA USD 454968.75000000 0.312204446457 Long DBT NUSS PE N 2 2037-03-14 Fixed 6.55000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 712.25000000 0.000488753605 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 10198000.00000000 PHP 200530.92000000 USD 2020-02-14 712.25000000 N N N HUNGARY 5299008DH62LEB10JK83 445545AH9 498000.00000000 PA USD 549667.50000000 0.377187746571 Long DBT NUSS HU N 2 2023-02-21 Fixed 5.38000000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -4479.30000000 -0.00307374380 N/A DFE NZ N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 171916.17000000 USD 259000.00000000 NZD 2020-02-14 -4479.30000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -632.76000000 -0.00043420671 N/A DFE IN N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 168311.35000000 USD 12016000.00000000 INR 2020-02-14 -632.76000000 N N N United Mexican States 254900EGTWEU67VP6075 91086QBE7 550000.00000000 PA USD 705546.88000000 0.484153852589 Long DBT NUSS MX N 2 2045-01-21 Fixed 5.55000000 N N N N N N Republic of Indonesia 529900FWX0GRR7WG5W79 000000000 400000.00000000 PA USD 616092.04000000 0.422768979880 Long DBT NUSS ID N 2 2038-01-17 Fixed 7.75000000 N N N N N N CHINA GRT WALL INTL III 254900Z04YK19SP3M967 000000000 200000.00000000 PA USD 200562.50000000 0.137628143235 Long DBT CORP VG N 2 2021-10-27 Fixed 2.63000000 N N N N N N Industrial Securities Co Ltd 300300E1011435000093 000000000 916901.00000000 NS 801753.71000000 0.550172013409 Long EC CORP CN N 2 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC N/A -2173.47000000 -0.00149145847 N/A DFE PL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 226636.87000000 EUR 966000.00000000 PLN 2020-02-14 -2173.47000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC N/A -2736.59000000 -0.00187787747 N/A DFE XX N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 490000.00000000 CHF 456270.39000000 EUR 2020-02-14 -2736.59000000 N N N United Mexican States 254900EGTWEU67VP6075 91086QBA5 500000.00000000 PA USD 520625.00000000 0.357258470910 Long DBT NUSS MX N 2 2022-03-15 Fixed 3.63000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91086QBF4 600000.00000000 PA USD 678000.00000000 0.465250887446 Long DBT NUSS MX N 2 2046-01-23 Fixed 4.60000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 2271.03000000 0.001558405196 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 7517000.00000000 RUB 119719.57000000 USD 2020-02-14 2271.03000000 N N N Russian Federation 5493004EHVGF71PDBU58 000000000 670000.00000000 PA USD 760868.75000000 0.522116314407 Long DBT NUSS RU N 2 2030-03-31 Variable 7.50000000 N N N N N N Republic of Indonesia 529900FWX0GRR7WG5W79 000000000 400000.00000000 PA USD 448750.00000000 0.307937073365 Long DBT NUSS ID N 2 2026-01-08 Fixed 4.75000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -41646.72000000 -0.02857842690 N/A DFE CO N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 1186571.57000000 USD 3917822000.00000000 COP 2020-02-14 -41646.72000000 N N N Republic of Colombia 549300MHDRBVRF6B9117 195325BM6 600000.00000000 PA USD 810562.50000000 0.556216699787 Long DBT NUSS CO N 2 2041-01-18 Fixed 6.13000000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -1006.27000000 -0.00069051328 N/A DFE XX N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 433798.56000000 USD 390000.00000000 EUR 2020-02-14 -1006.27000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC N/A -1274.99000000 -0.00087491184 N/A DFE XX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 4218000.00000000 RON 880920.39000000 EUR 2020-02-14 -1274.99000000 N N N Republic of Venezuela N/A 000000000 376600.00000000 PA USD 46133.50000000 0.031657303563 Long DBT NUSS VE N 2 2019-10-13 Fixed 7.75000000 Y N N N N N SINOPEC GRP OVERSEA 2013 N/A 000000000 200000.00000000 PA USD 215715.12000000 0.148026033946 Long DBT CORP VG N 2 2023-10-17 Fixed 4.38000000 N N N N N N China Minmetals Corp 3003002ULBI4T3DT7Z09 000000000 200000.00000000 PA USD 202000.00000000 0.138614571186 Long DBT CORP CN N 2 2022-11-13 Variable 3.75000000 N N N N N N Republic of South Africa 549300KEVMSOSY8T8R35 836205AQ7 300000.00000000 PA USD 315000.00000000 0.216156385760 Long DBT NUSS ZA N 2 2024-01-17 Fixed 4.67000000 N N N N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 62942.82000000 0.043192039621 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 62163000.00000000 THB 2057587.15000000 USD 2020-02-14 62942.82000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 3697.29000000 0.002537120138 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 30643000.00000000 INR 431308.39000000 USD 2020-02-14 3697.29000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -2453.69000000 -0.00168374845 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 175000.00000000 GBP 228694.39000000 USD 2020-02-14 -2453.69000000 N N N HUNGARY 5299008DH62LEB10JK83 445545AL0 600000.00000000 PA USD 683250.00000000 0.468853493876 Long DBT NUSS HU N 2 2024-03-25 Fixed 5.38000000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -1152.30000000 -0.00079072064 N/A DFE US N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 144000.00000000 GBP 189049.54000000 USD 2020-02-14 -1152.30000000 N N N Republic of Turkey 5493000PCHOG3B6S3Q85 900123BY5 200000.00000000 PA USD 207625.00000000 0.142474506646 Long DBT NUSS TR N 2 2022-03-25 Fixed 5.13000000 N N N N N N Republic of Argentina 549300KPBYGYF7HCHO27 040114GW4 700000.00000000 PA USD 373187.50000000 0.256085273685 Long DBT NUSS AR N 2 2021-04-22 Fixed 6.88000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 7115.39000000 0.004882657097 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 733000.00000000 CAD 560976.93000000 USD 2020-02-14 7115.39000000 N N N Bank of Jiangsu Co Ltd 300300C1086832000046 000000000 221300.00000000 NS 199516.07000000 0.136910071721 Long EC CORP CN N 2 N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC N/A -1282.91000000 -0.00088034663 N/A DFE NO N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 455463.76000000 EUR 4637000.00000000 NOK 2020-02-14 -1282.91000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -5226.37000000 -0.00358639126 N/A DFE XX N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 1492256.29000000 USD 1340000.00000000 EUR 2020-02-14 -5226.37000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC N/A -1992.72000000 -0.00136742588 N/A DFE XX N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 234000.00000000 CHF 217274.35000000 EUR 2020-02-14 -1992.72000000 N N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 718286AY3 550000.00000000 PA USD 897359.38000000 0.615777651775 Long DBT NUSS PH N 2 2030-02-02 Fixed 9.50000000 N N N N N N Republic of South Africa 549300KEVMSOSY8T8R35 836205AN4 300000.00000000 PA USD 300750.00000000 0.206377882595 Long DBT NUSS ZA N 2 2020-03-09 Fixed 5.50000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 000000000 100000.00000000 PA USD 113350.00000000 0.077781988336 Long DBT NUSS UA N 2 2027-09-01 Fixed 7.75000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC N/A 73802.78000000 0.050644260901 N/A DFE CH N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 5401819.64000000 EUR 5841000.00000000 CHF 2020-02-14 73802.78000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 823.98000000 0.000565423932 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 20411000.00000000 INR 285651.51000000 USD 2020-02-14 823.98000000 N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 000000000 600000.00000000 PA USD 663562.50000000 0.455343719766 Long DBT NUSS UA N 2 2032-09-25 Fixed 7.38000000 N N N N N N Republic of South Africa 549300KEVMSOSY8T8R35 836205AT1 200000.00000000 PA USD 209375.00000000 0.143675375456 Long DBT NUSS ZA N 2 2026-04-14 Fixed 4.88000000 N N N N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 295.73000000 0.000202933104 N/A DFE MX N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1032963.64000000 USD 19550000.00000000 MXN 2020-02-14 295.73000000 N N N Republic of Turkey 5493000PCHOG3B6S3Q85 900123CA6 250000.00000000 PA USD 247187.50000000 0.169622719381 Long DBT NUSS TR N 2 2023-03-23 Fixed 3.25000000 N N N N N N Republic of Turkey 5493000PCHOG3B6S3Q85 900123AX8 450000.00000000 PA USD 456750.00000000 0.313426759353 Long DBT NUSS TR N 2 2020-06-05 Fixed 7.00000000 N N N N N N Republic of Panama 549300SHS4T08CL0LP14 698299BD5 200000.00000000 PA USD 216312.50000000 0.148435962523 Long DBT NUSS PA N 2 2024-09-22 Fixed 4.00000000 N N N N N N China Resources Double Crane Pharmaceutical Co Ltd N/A 000000000 26900.00000000 NS 54807.36000000 0.037609399525 Long EC CORP CN N 2 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC N/A 45741.91000000 0.031388590296 N/A DFE XX N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 14463000.00000000 NOK 1458224.19000000 EUR 2020-02-14 45741.91000000 N N N Bank of Hangzhou Co Ltd 300300C1092033000075 000000000 96074.00000000 NS 114070.67000000 0.078276519836 Long EC CORP CN N 2 N N N Republic of Colombia 549300MHDRBVRF6B9117 195325BD6 300000.00000000 PA USD 371625.00000000 0.255013069391 Long DBT NUSS CO N 2 2024-05-21 Fixed 8.13000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC N/A -44786.10000000 -0.03073270320 N/A DFE PL N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 3184225.95000000 EUR 13517000.00000000 PLN 2020-02-14 -44786.10000000 N N N BONO BCO CENT CHILE UF U5GM11MGWU2W8SI6OD15 000000000 2111199625.00000000 PA 2846067.25000000 1.953001937752 Long DBT NUSS CL N 2 2022-03-01 Fixed 3.00000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC N/A -3453.06000000 -0.00236952688 N/A DFE SE N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 223843.11000000 EUR 2357000.00000000 SEK 2020-02-14 -3453.06000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC N/A -24119.03000000 -0.01655073762 N/A DFE HU N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 2817061.08000000 EUR 943266000.00000000 HUF 2020-02-14 -24119.03000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC N/A -7027.39000000 -0.00482227055 N/A DFE NO N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 278701.63000000 EUR 2780000.00000000 NOK 2020-02-14 -7027.39000000 N N N Russian Federation 5493004EHVGF71PDBU58 000000000 300000.00000000 PA USD 302175.00000000 0.207355732911 Long DBT NUSS RU N 2 2020-04-29 Fixed 5.00000000 N N N N N N Republic of South Africa 549300KEVMSOSY8T8R35 836205AU8 500000.00000000 PA USD 492875.00000000 0.338216122640 Long DBT NUSS ZA N 2 2028-10-12 Fixed 4.30000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -26988.79000000 -0.01851999778 N/A DFE TR N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1595587.96000000 USD 9412000.00000000 TRY 2020-02-14 -26988.79000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC N/A -3977.22000000 -0.00272921111 N/A DFE NO N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 120467.53000000 EUR 1193000.00000000 NOK 2020-02-14 -3977.22000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -2136.15000000 -0.00146584909 N/A DFE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 571865.48000000 USD 754000.00000000 CAD 2020-02-14 -2136.15000000 N N N PERUSAHAAN PENERBIT SBSN 254900G208H6Q0L5B953 71567RAC0 200000.00000000 PA USD 216750.00000000 0.148736179725 Long DBT NUSS ID N 2 2024-09-10 Fixed 4.35000000 N N N N N N Guotai Junan Securities Co Ltd 300300E1005431000017 000000000 155200.00000000 NS 350582.87000000 0.240573733615 Long EC CORP CN N 2 N N N Republic of Turkey 5493000PCHOG3B6S3Q85 900123BG4 300000.00000000 PA USD 327468.75000000 0.224712576030 Long DBT NUSS TR N 2 2040-05-30 Fixed 6.75000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC N/A 2404.75000000 0.001650165297 N/A DFE RO N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 907715.33000000 EUR 4351000.00000000 RON 2020-02-14 2404.75000000 N N N Republic of South Africa 549300KEVMSOSY8T8R35 000000000 29635919.15000000 PA 2131269.54000000 1.462500066185 Long DBT NUSS ZA N 2 2023-12-07 Fixed 5.50000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -15838.00000000 -0.01086820583 N/A DFE ZA N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 401239.46000000 USD 5792000.00000000 ZAR 2020-02-14 -15838.00000000 N N N iShares MSCI India ETF 549300282VMCFH7S5848 46429B598 180595.00000000 NS USD 6228721.55000000 4.274215676691 Long EC RF US N 1 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 47417.95000000 0.032538706959 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 2259000.00000000 AUD 1559837.02000000 USD 2020-02-14 47417.95000000 N N N Republic of Colombia 549300MHDRBVRF6B9117 195325DL6 600000.00000000 PA USD 645562.50000000 0.442991926294 Long DBT NUSS CO N 2 2027-04-25 Fixed 3.88000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -87634.50000000 -0.06013573583 N/A DFE TW N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 4470864.82000000 USD 133120000.00000000 TWD 2020-02-14 -87634.50000000 N N N BANCO DEL ESTADO -CHILE 5493004R4EJC0W0XVQ72 000000000 100000.00000000 PA USD 101531.25000000 0.069671835053 Long DBT CORP CL N 2 2020-10-07 Fixed 4.13000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 4362.83000000 0.002993820839 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 965000.00000000 CAD 733525.70000000 USD 2020-02-14 4362.83000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 16209383.00000000 OU Notional Amount USD 38634332.46000000 26.51129419311 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Total Emerging Markets EM Long Short - GS CFD EMALLSGST Grupo Aeroportuario del Pacifico SAB de CV ADR Class 257.00000000 USD 31785.76000000 USD Bangkok Bank PCL 40000.00000000 USD 184639.75000000 USD OptoTech Corp 75000.00000000 USD 54608.46000000 USD Tingyi Cayman Islands Holding Corp 208000.00000000 USD 350905.85000000 USD Taiwan Mobile Co Ltd 116000.00000000 USD 410870.93000000 USD LG Electronics Inc 8140.00000000 USD 443865.12000000 USD Grupo Aeroportuario del Pacifico SAB de CV 67400.00000000 USD 833034.11000000 USD Powszechna Kasa Oszczednosci Bank Polski SA 17706.00000000 USD 156041.23000000 USD Vipshop Holdings Ltd 16212.00000000 USD 206378.76000000 USD Alibaba Group Holding Ltd 16413.00000000 USD 3390761.67000000 USD MediaTek Inc 147000.00000000 USD 1859899.61000000 USD TPK Holding Co Ltd 379000.00000000 USD 587831.17000000 USD Radiant Opto-Electronics Corp 97000.00000000 USD 332845.76000000 USD Sunonwealth Electric Machine Industry Co Ltd 190000.00000000 USD 273963.32000000 USD ChipMOS Technologies Inc 121000.00000000 USD 118413.41000000 USD Sercomm Corp 46000.00000000 USD 111679.43000000 USD Kunlun Energy Co Ltd 788000.00000000 USD 610363.76000000 USD Iochpe Maxion SA 32148.00000000 USD 163044.54000000 USD Metropolitan Bank & Trust Co 4.00000000 USD 4.51000000 USD China Airlines Ltd 436000.00000000 USD 115281.21000000 USD Petronas Dagangan Bhd 49400.00000000 USD 267131.28000000 USD Masraf Al Rayan QSC 150028.00000000 USD 168301.27000000 USD Coca-Cola Femsa SAB de CV (NYSE: KOF) 12872.00000000 USD 784548.40000000 USD Chicony Electronics Co Ltd 15000.00000000 USD 42235.62000000 USD KT Corp 41403.00000000 USD 431419.26000000 USD Yandex NV 31754.00000000 USD 1422896.74000000 USD Qatar Electricity & Water Co QSC 5993.00000000 USD 26232.40000000 USD Realtek Semiconductor Corp 214000.00000000 USD 1719385.67000000 USD ASPEED Technology Inc 2000.00000000 USD 61243.84000000 USD Sistema PJSFC 23209.00000000 USD 133219.66000000 USD Magnit PJSC 2665.00000000 USD 36244.00000000 USD Hon Hai Precision Industry Co Ltd 26000.00000000 USD 70694.16000000 USD Cia Siderurgica Nacional SA 11750.00000000 USD 35393.22000000 USD Alinma Bank 218860.00000000 USD 1510787.31000000 USD China Life Insurance Co Ltd/Taiwan 823.00000000 USD 668.27000000 USD Uni-President Enterprises Corp 739000.00000000 USD 1760644.69000000 USD Largan Precision Co Ltd 11000.00000000 USD 1708602.74000000 USD Sohu.com Ltd 21478.00000000 USD 228311.14000000 USD Lenovo Group Ltd 2150000.00000000 USD 1402879.01000000 USD Inter RAO UES PJSC 5216000.00000000 USD 470559.35000000 USD Zijin Mining Group Co Ltd 618000.00000000 USD 271180.54000000 USD NetEase Inc 989.00000000 USD 317231.64000000 USD Al Rajhi Bank 10.00000000 USD 176.51000000 USD Coca-Cola Femsa SAB de CV 117674.00000000 USD 715802.68000000 USD JD.com Inc 55387.00000000 USD 2087536.03000000 USD New Oriental Education & Technology Group Inc 15815.00000000 USD 1922313.25000000 USD President Chain Store Corp 19000.00000000 USD 186925.76000000 USD Turkiye Garanti Bankasi AS 246583.00000000 USD 489336.08000000 USD Tencent Holdings Ltd 18100.00000000 USD 863192.12000000 USD Taiwan Semiconductor Manufacturing Co Ltd 255000.00000000 USD 2630121.78000000 USD Chailease Holding Co Ltd 56692.00000000 USD 235091.26000000 USD Genpact Ltd 26767.00000000 USD 1184975.09000000 USD Unimicron Technology Corp 580000.00000000 USD 721499.55000000 USD Grupo Aeroportuario del Centro Norte SAB de CV 143837.00000000 USD 1095172.35000000 USD Mobile TeleSystems PJSC 31271.00000000 USD 318651.49000000 USD LUKOIL PJSC 763.00000000 USD 77630.97000000 USD SinoPac Financial Holdings Co Ltd 236000.00000000 USD 100091.81000000 USD Weichai Power Co Ltd 124000.00000000 USD 217090.56000000 USD Taiwan Cooperative Financial Holding Co Ltd 1202000.00000000 USD 823996.72000000 USD Rostelecom PJSC 24550.00000000 USD 33711.09000000 USD Li Ning Co Ltd 4000.00000000 USD 11681.51000000 USD Luye Pharma Group Ltd 566500.00000000 USD 363423.91000000 USD Anglo American Platinum Ltd 2571.00000000 USD 205477.86000000 USD Bancolombia SA 14617.00000000 USD 766953.99000000 USD Qatar Islamic Bank SAQ 104742.00000000 USD 477451.52000000 USD Y Multi - See Part E Multi - See Part E 2023-03-02 0.00000000 USD 0.00000000 USD 16209383.00000000 USD 3612231.85000000 N N N RUSSIAN FEDERATION 5493004EHVGF71PDBU58 000000000 1407000.00000000 PA USD 1597824.38000000 1.096444263686 Long DBT NUSS RU N 2 2030-03-31 Variable 7.50000000 N N N N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 440.81000000 0.000302488560 N/A DFE MX N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 346110.68000000 USD 6557000.00000000 MXN 2020-02-14 440.81000000 N N N Republic of Colombia 549300MHDRBVRF6B9117 195325BN4 400000.00000000 PA USD 413500.00000000 0.283748144482 Long DBT NUSS CO N 2 2021-07-12 Fixed 4.38000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -7336.54000000 -0.00503441260 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 994000.00000000 EUR 1095728.94000000 USD 2020-02-14 -7336.54000000 N N N Russian Federation 5493004EHVGF71PDBU58 000000000 600000.00000000 PA USD 678000.00000000 0.465250887446 Long DBT NUSS RU N 2 2026-05-27 Fixed 4.75000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91087BAB6 800000.00000000 PA USD 877000.00000000 0.601806826387 Long DBT NUSS MX N 2 2047-01-15 Fixed 4.35000000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -504.15000000 -0.00034595314 N/A DFE CA N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 623881.74000000 USD 825000.00000000 CAD 2020-02-14 -504.15000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 26.96000000 0.000018500241 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 5288000.00000000 PHP 103639.54000000 USD 2020-02-14 26.96000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -12436.93000000 -0.00853435504 N/A DFE KR N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 508169.12000000 USD 593384000.00000000 KRW 2020-02-14 -12436.93000000 N N N Republic of Colombia 549300MHDRBVRF6B9117 195325BQ7 200000.00000000 PA USD 212312.50000000 0.145691119529 Long DBT NUSS CO N 2 2024-02-26 Fixed 4.00000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC N/A -36116.03000000 -0.02478320797 N/A DFE NO N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1262516.78000000 EUR 12554000.00000000 NOK 2020-02-14 -36116.03000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC N/A -1132.46000000 -0.00077710622 N/A DFE XX N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 1746000.00000000 RON 364103.51000000 EUR 2020-02-14 -1132.46000000 N N N Republic of Indonesia 529900FWX0GRR7WG5W79 000000000 400000.00000000 PA USD 454125.00000000 0.311625456138 Long DBT NUSS ID N 2 2024-01-15 Fixed 5.88000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 4856.70000000 0.003332719741 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 742616000.00000000 COP 221875.11000000 USD 2020-02-14 4856.70000000 N N N Republic of Peru 254900STKLK2DBJJZ530 715638AS1 400000.00000000 PA USD 511000.00000000 0.350653692456 Long DBT NUSS PE N 2 2025-07-21 Fixed 7.35000000 N N N N N N Republic of Argentina 549300KPBYGYF7HCHO27 040114HL7 3400000.00000000 PA USD 1532125.00000000 1.051360642963 Long DBT NUSS AR N 2 2027-01-26 Fixed 6.88000000 N N N N N N Republic of Poland 259400R9L8QEP0TPXS31 731011AU6 400000.00000000 PA USD 426750.00000000 0.292840436899 Long DBT NUSS PL N 2 2026-04-06 Fixed 3.25000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC N/A 4265.20000000 0.002926826084 N/A DFE XX N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 2231000.00000000 NOK 222424.56000000 EUR 2020-02-14 4265.20000000 N N N SINOCHEM OVERSEAS CAPITA N/A 000000000 100000.00000000 PA USD 101875.00000000 0.069907719998 Long DBT CORP VG N 2 2020-11-12 Fixed 4.50000000 N N N N N N Republic of Indonesia 529900FWX0GRR7WG5W79 000000000 400000.00000000 PA USD 502500.00000000 0.344820901094 Long DBT NUSS ID N 2 2047-01-08 Fixed 5.25000000 N N N N N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 718286BK2 300000.00000000 PA USD 306093.75000000 0.210044821282 Long DBT NUSS PH N 2 2021-01-15 Fixed 4.00000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 3709.26000000 0.002545334080 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 6150000.00000000 TWD 206209.76000000 USD 2020-02-14 3709.26000000 N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 917288BA9 100000.00000000 PA USD 153343.75000000 0.105226129457 Long DBT NUSS UY N 2 2033-01-15 Fixed 7.88000000 N N Y N N N HUNGARIAN DEVELOPMENT BA 549300KCFVCFTUJZYT59 000000000 200000.00000000 PA USD 205993.48000000 0.141354940085 Long DBT NUSS HU N 2 2020-10-21 Fixed 6.25000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 4261.46000000 0.002924259656 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 193620000.00000000 KRW 166017.87000000 USD 2020-02-14 4261.46000000 N N N Republic of Turkey 5493000PCHOG3B6S3Q85 900123CJ7 200000.00000000 PA USD 195375.00000000 0.134068424977 Long DBT NUSS TR N 2 2026-04-14 Fixed 4.25000000 N N N N N N Republic of South Africa 549300KEVMSOSY8T8R35 836205AL8 100000.00000000 PA USD 107093.75000000 0.073488882341 Long DBT NUSS ZA N 2 2022-05-30 Fixed 5.88000000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -1729.39000000 -0.00118672600 N/A DFE US N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 278000.00000000 EUR 306773.83000000 USD 2020-02-14 -1729.39000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 8850.66000000 0.006073418022 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 19923000.00000000 TWD 664853.50000000 USD 2020-02-14 8850.66000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 1267.90000000 0.000870046607 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 17570000.00000000 PHP 345532.85000000 USD 2020-02-14 1267.90000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 5481.95000000 0.003761773012 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 733000.00000000 AUD 496231.47000000 USD 2020-02-14 5481.95000000 N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC N/A -3602.20000000 -0.00247186835 N/A DFE PL N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 275604.51000000 EUR 1171000.00000000 PLN 2020-02-14 -3602.20000000 N N N Wuliangye Yibin Co Ltd N/A 000000000 46400.00000000 NS 752720.91000000 0.516525179022 Long EC CORP CN N 2 N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 12281.21000000 0.008427498305 N/A DFE US N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 869000.00000000 NZD 574067.48000000 USD 2020-02-14 12281.21000000 N N N Russian Federation 5493004EHVGF71PDBU58 000000000 400000.00000000 PA USD 421000.00000000 0.288894725096 Long DBT NUSS RU N 2 2022-04-04 Fixed 4.50000000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 5014.34000000 0.003440894004 N/A DFE JP N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 1732914.71000000 USD 188214000.00000000 JPY 2020-02-14 5014.34000000 N N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 718286BY2 200000.00000000 PA USD 217562.50000000 0.149293725958 Long DBT NUSS PH N 2 2024-01-21 Fixed 4.20000000 N N N N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 392.12000000 0.000269076958 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 436000.00000000 TRY 73055.66000000 USD 2020-02-14 392.12000000 N N N PERUSAHAAN PENERBIT SBSN 254900G208H6Q0L5B953 71567RAG1 200000.00000000 PA USD 205000.00000000 0.140673203431 Long DBT NUSS ID N 2 2022-03-29 Fixed 3.40000000 N N N N N N Petroliam Nasional BHD 5493003RZQYJM7QGNE15 000000000 100000.00000000 PA USD 132236.00000000 0.090741764531 Long DBT CORP MY N 2 2026-10-15 Fixed 7.63000000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -1716.30000000 -0.00117774350 N/A DFE NZ N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 458773.71000000 USD 707000.00000000 NZD 2020-02-14 -1716.30000000 N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 000000000 400000.00000000 PA USD 442400.00000000 0.303579635112 Long DBT NUSS UA N 2 2023-09-01 Fixed 7.75000000 N N N N N N FED REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 105756BS8 600000.00000000 PA USD 617062.50000000 0.423434919963 Long DBT NUSS BR N 2 2021-01-22 Fixed 4.88000000 N N N N N N Republic of Panama 549300SHS4T08CL0LP14 698299AV6 350000.00000000 PA USD 443187.50000000 0.304120026077 Long DBT NUSS PA N 2 2026-01-29 Fixed 7.13000000 N N N N N N Republic of Turkey 5493000PCHOG3B6S3Q85 900123AL4 300000.00000000 PA USD 446906.25000000 0.306671872298 Long DBT NUSS TR N 2 2030-01-15 Fixed 11.88000000 N N N N N N Republic of Argentina 549300KPBYGYF7HCHO27 040114HF0 150000.00000000 PA USD 66984.38000000 0.045965401534 Long DBT NUSS AR N 2 2028-07-06 Fixed 6.63000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC N/A -1767.08000000 -0.00121258928 N/A DFE NO N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 147182.45000000 EUR 1486000.00000000 NOK 2020-02-14 -1767.08000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -14179.79000000 -0.00973032430 N/A DFE AU N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 553803.41000000 USD 806000.00000000 AUD 2020-02-14 -14179.79000000 N N N ROMANIA 315700IASY927EDWBK92 77586TAC0 800000.00000000 PA USD 860000.00000000 0.590141243664 Long DBT NUSS RO N 2 2023-08-22 Fixed 4.38000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91087BAD2 400000.00000000 PA USD 455125.00000000 0.312311666886 Long DBT NUSS MX N 2 2048-02-10 Fixed 4.60000000 N N N N N N Republic of Panama 549300SHS4T08CL0LP14 698299AW4 500000.00000000 PA USD 719687.50000000 0.493857298022 Long DBT NUSS PA N 2 2036-01-26 Fixed 6.70000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -26523.30000000 -0.01820057354 N/A DFE AU N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 1067608.58000000 USD 1555000.00000000 AUD 2020-02-14 -26523.30000000 N N N Russian Federation 5493004EHVGF71PDBU58 000000000 200000.00000000 PA USD 276375.00000000 0.189651495601 Long DBT NUSS RU N 2 2043-09-16 Fixed 5.88000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 1029.58000000 0.000706508862 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 853000.00000000 TRY 143190.13000000 USD 2020-02-14 1029.58000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 4727.30000000 0.003243924071 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 2094000.00000000 ZAR 144062.70000000 USD 2020-02-14 4727.30000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC N/A -3424.86000000 -0.00235017574 N/A DFE XX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1180000.00000000 CHF 1101625.93000000 EUR 2020-02-14 -3424.86000000 N N N Sangfor Technologies Inc N/A 000000000 6700.00000000 NS 134977.39000000 0.092622935815 Long EC CORP CN N 2 N N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 718286CA3 200000.00000000 PA USD 234750.00000000 0.161087973197 Long DBT NUSS PH N 2 2041-03-01 Fixed 3.70000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -448.18000000 -0.00030754593 N/A DFE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 206729.49000000 USD 273000.00000000 CAD 2020-02-14 -448.18000000 N N N Republic of Turkey 5493000PCHOG3B6S3Q85 900123CB4 600000.00000000 PA USD 536437.50000000 0.368109178369 Long DBT NUSS TR N 2 2043-04-16 Fixed 4.88000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 000000000 200000.00000000 PA USD 202500.00000000 0.138957676560 Long DBT NUSS CO N 2 2023-03-15 Fixed 2.63000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -3413.87000000 -0.00234263428 N/A DFE KR N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 197646.88000000 USD 232494000.00000000 KRW 2020-02-14 -3413.87000000 N N N ROMANIA 315700IASY927EDWBK92 77586TAD8 400000.00000000 PA USD 442250.00000000 0.303476703500 Long DBT NUSS RO N 2 2024-01-22 Fixed 4.88000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC N/A -1333.39000000 -0.00091498654 N/A DFE PL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 198202.09000000 EUR 847000.00000000 PLN 2020-02-14 -1333.39000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 2229.62000000 0.001529989208 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 8530000.00000000 RUB 135505.66000000 USD 2020-02-14 2229.62000000 N N N Republic of Indonesia 529900FWX0GRR7WG5W79 000000000 200000.00000000 PA USD 271062.50000000 0.186006001000 Long DBT NUSS ID N 2 2046-01-08 Fixed 5.95000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -28005.11000000 -0.01921740749 N/A DFE SG N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 2151649.89000000 USD 2898000.00000000 SGD 2020-02-14 -28005.11000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 2708.97000000 0.001858924331 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 545000.00000000 EUR 607508.45000000 USD 2020-02-14 2708.97000000 N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -9480.62000000 -0.00650570334 N/A DFE ZA N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 249358.43000000 USD 3605000.00000000 ZAR 2020-02-14 -9480.62000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 4262.72000000 0.002925124281 N/A DFE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 575831.83000000 USD 62823000.00000000 JPY 2020-02-14 4262.72000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 7294.61000000 0.005005639787 N/A DFE XX N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 900459.47000000 USD 818000.00000000 EUR 2020-02-14 7294.61000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 21517.86000000 0.014765786815 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 1441000.00000000 NZD 953087.49000000 USD 2020-02-14 21517.86000000 N N N Republic of Argentina 549300KPBYGYF7HCHO27 040114HN3 500000.00000000 PA USD 217031.25000000 0.148929176498 Long DBT NUSS AR N 2 2117-06-28 Fixed 7.13000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91087BAA8 400000.00000000 PA USD 423750.00000000 0.290781804654 Long DBT NUSS MX N 2 2025-01-30 Fixed 3.60000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC N/A 14126.97000000 0.009694078656 N/A DFE XX N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 287117000.00000000 HUF 863588.62000000 EUR 2020-02-14 14126.97000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC N/A -786.13000000 -0.00053945085 N/A DFE XX N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 138000.00000000 CHF 128486.75000000 EUR 2020-02-14 -786.13000000 N N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 718286BD8 300000.00000000 PA USD 415312.50000000 0.284991901464 Long DBT NUSS PH N 2 2032-01-15 Fixed 6.38000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -7734.91000000 -0.00530777838 N/A DFE NZ N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 332265.07000000 USD 502000.00000000 NZD 2020-02-14 -7734.91000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 1491.70000000 0.001023620573 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 2211572000.00000000 IDR 161597.29000000 USD 2020-02-14 1491.70000000 N N N STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 8420.17000000 0.005778011157 N/A DFE US N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 2540000000.00000000 KRW 2133216.87000000 USD 2020-03-18 8420.17000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 3877.58000000 0.002660837073 N/A DFE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 251045.73000000 USD 193000.00000000 GBP 2020-02-14 3877.58000000 N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 000000000 70460000.00000000 OU Notional Amount 33626.85000000 0.023075105906 N/A DIR US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 THB - 6M Thailand Fixing Rate (BOFX6M) BOFX6M Index Y 2025-03-18 0.00000000 THB 0.00000000 THB 70460000.00000000 THB 33626.85000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC N/A -1354.54000000 -0.00092949990 N/A DFE SE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 134389.96000000 EUR 1422000.00000000 SEK 2020-02-14 -1354.54000000 N N N Republic of Turkey 5493000PCHOG3B6S3Q85 900123CL2 400000.00000000 PA USD 422875.00000000 0.290181370249 Long DBT NUSS TR N 2 2027-03-25 Fixed 6.00000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 7946.37000000 0.005452884505 N/A DFE GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 538883.93000000 USD 414000.00000000 GBP 2020-02-14 7946.37000000 N N N Republic of Argentina 549300KPBYGYF7HCHO27 040114GY0 450000.00000000 PA USD 191531.25000000 0.131430802413 Long DBT NUSS AR N 2 2046-04-22 Fixed 7.63000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91087BAC4 600000.00000000 PA USD 654375.00000000 0.449039158514 Long DBT NUSS MX N 2 2027-03-28 Fixed 4.15000000 N N N N N N Republic of Indonesia 529900FWX0GRR7WG5W79 000000000 400000.00000000 PA USD 414000.00000000 0.284091249856 Long DBT NUSS ID N 2 2022-04-25 Fixed 3.75000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 1557.54000000 0.001068800689 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 2006923000.00000000 IDR 146847.67000000 USD 2020-02-14 1557.54000000 N N N Chengdu Xingrong Environment Co Ltd N/A 000000000 192300.00000000 NS 111001.22000000 0.076170230254 Long EC CORP CN N 2 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 3907.00000000 0.002681025394 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 406552.82000000 CAD 311102.05000000 USD 2020-02-14 3907.00000000 N N N Russian Federation 5493004EHVGF71PDBU58 000000000 600000.00000000 PA USD 663000.00000000 0.454957726220 Long DBT NUSS RU N 2 2027-06-23 Fixed 4.25000000 N N N N N N FED REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 105756BY5 500000.00000000 PA USD 587031.25000000 0.402827153424 Long DBT NUSS BR N 2 2047-02-21 Fixed 5.63000000 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 105874.13000000 0.072651965988 N/A DFE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 2208000000.00000000 CLP 2863256.18000000 USD 2020-03-18 105874.13000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 1879.03000000 0.001289410582 N/A DFE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 113907.66000000 USD 87661.00000000 GBP 2020-02-14 1879.03000000 N N N EXPT-IMPT BANK MALAYSIA 549300TCFMWGLMH7ZC74 000000000 200000.00000000 PA USD 201187.50000000 0.138057024953 Long DBT NUSS MY N 2 2021-10-20 Fixed 2.48000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 2215.48000000 0.001520286188 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 713000.00000000 SGD 524699.51000000 USD 2020-02-14 2215.48000000 N N N BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 24235.65000000 0.016630763525 N/A DFE US N 2 BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 33500000.00000000 ZAR 2243684.20000000 USD 2020-03-18 24235.65000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -13273.00000000 -0.00910807526 N/A DFE ID N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 1913625.47000000 USD 26249966000.00000000 IDR 2020-02-14 -13273.00000000 N N N Republic of Colombia 549300MHDRBVRF6B9117 195325BK0 400000.00000000 PA USD 588875.00000000 0.404092354491 Long DBT NUSS CO N 2 2037-09-18 Fixed 7.38000000 N N N N N N Republic of Turkey 5493000PCHOG3B6S3Q85 900123BH2 400000.00000000 PA USD 413000.00000000 0.283405039108 Long DBT NUSS TR N 2 2021-03-30 Fixed 5.63000000 N N N N N N KOREA TREASURY ILB 549300O0QCVSQGPGDT58 000000000 2438551200.00000000 PA 2098890.49000000 1.440281214050 Long DBT NUSS KR N 2 2023-06-10 Fixed 1.13000000 N N N N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 000000000 1600000000.00000000 OU Notional Amount -35095.47000000 -0.02408288873 N/A DIR US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 CLP - Sinacofi Chile Interbank Rate Avg (CLICP) CLICP Index Y 2025-03-18 0.00000000 CLP 0.00000000 CLP 1600000000.00000000 CLP -35095.47000000 N N N Russian Federation 5493004EHVGF71PDBU58 000000000 800000.00000000 PA USD 876000.00000000 0.601120615639 Long DBT NUSS RU N 2 2023-09-16 Fixed 4.88000000 N N N N N N Republic of Turkey 5493000PCHOG3B6S3Q85 900123CK4 500000.00000000 PA USD 501406.25000000 0.344070358088 Long DBT NUSS TR N 2 2026-10-09 Fixed 4.88000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325BR5 400000.00000000 PA USD 519250.00000000 0.356314931130 Long DBT NUSS CO N 2 2044-02-26 Fixed 5.63000000 N N N N N N FED REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 105756BV1 600000.00000000 PA USD 649687.50000000 0.445822545631 Long DBT NUSS BR N 2 2025-01-07 Fixed 4.25000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -10018.90000000 -0.00687507686 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 521000.00000000 GBP 678141.94000000 USD 2020-02-14 -10018.90000000 N N N BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 000000000 2619530000.00000000 OU Notional Amount -4484.65000000 -0.00307741503 N/A DIR US N 2 BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 KRW - 3M Certificate of Deposit Rate (KWCDC) KWCDC Index Y 2025-03-18 0.00000000 KRW 0.00000000 KRW 2619530000.00000000 KRW -4484.65000000 N N N Republic of Indonesia 529900FWX0GRR7WG5W79 000000000 400000.00000000 PA USD 413875.00000000 0.284005473513 Long DBT NUSS ID N 2 2023-04-15 Fixed 3.38000000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC N/A -1087.74000000 -0.00074641887 N/A DFE SE N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 402642.17000000 EUR 4289000.00000000 SEK 2020-02-14 -1087.74000000 N N N Bank of Beijing Co Ltd 300300C1080211000042 000000000 554800.00000000 NS 396345.17000000 0.271976315748 Long EC CORP CN N 2 N N N Republic of Poland 259400R9L8QEP0TPXS31 857524AA0 500000.00000000 PA USD 519375.00000000 0.356400707474 Long DBT NUSS PL N 2 2021-04-21 Fixed 5.13000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -330.22000000 -0.00022660051 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 2188000.00000000 MXN 115310.27000000 USD 2020-02-14 -330.22000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC N/A 987.24000000 0.000677454699 N/A DFE CH N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 227542.38000000 EUR 244000.00000000 CHF 2020-02-14 987.24000000 N N N STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -35688.61000000 -0.02448990777 N/A DFE US N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 22632808000.00000000 IDR 1596107.76000000 USD 2020-03-18 -35688.61000000 N N N HUNGARY 5299008DH62LEB10JK83 445545AF3 300000.00000000 PA USD 505031.25000000 0.346557872051 Long DBT NUSS HU N 2 2041-03-29 Fixed 7.63000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC N/A -186.41000000 -0.00012791654 N/A DFE XX N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 74003000.00000000 HUF 219136.62000000 EUR 2020-02-14 -186.41000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC N/A -4449.00000000 -0.00305295161 N/A DFE XX N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 786000.00000000 CHF 731841.53000000 EUR 2020-02-14 -4449.00000000 N N N Republic of Chile 549300FLZTJM5YJF8D34 168863CA4 200000.00000000 PA USD 211875.00000000 0.145390902327 Long DBT NUSS CL N 2 2026-01-21 Fixed 3.13000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC N/A -4937.27000000 -0.00338800774 N/A DFE NO N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 168556.36000000 EUR 1675000.00000000 NOK 2020-02-14 -4937.27000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 21140.97000000 0.014507160846 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 1570000.00000000 NZD 1036105.80000000 USD 2020-02-14 21140.97000000 N N N United Mexican States 254900EGTWEU67VP6075 91086QAZ1 600000.00000000 PA USD 744937.50000000 0.511184119421 Long DBT NUSS MX N 2 2110-10-12 Fixed 5.75000000 N N N N N N Republic of Argentina 549300KPBYGYF7HCHO27 040114GL8 764110.71000000 PA USD 423842.66000000 0.290845388942 Long DBT NUSS AR N 2 2033-12-31 Fixed 8.28000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -77331.21000000 -0.05306550749 N/A DFE AU N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 2538443.42000000 USD 3676000.00000000 AUD 2020-02-14 -77331.21000000 N N N 2020-03-25 BlackRock Funds Ann Frechette Ann Frechette Assistant Treasurer XXXX