NPORT-P false 0000939934 XXXXXXXX S000006764 C000018353 SEI INSTITUTIONAL INVESTMENTS TRUST 811-07257 0000939934 0N2JSH1PTH72JCCP2A88 ONE FREEDOM VALLEY DRIVE OAKS 19456 8003425734 SIIT EMERGING MARKETS DEBT FUND S000006764 I2YKZAG5Y9OSPQRZQB97 2020-05-31 2020-05-31 N 2121373917.40 46785343.27 2074588574.13 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 66718862.48000000 USD N Gobierno de la Republica Dominicana 254900EHU7Q8FGVPI369 25714PCF3 1087000.00000000 PA USD 1069064.50000000 0.051531398241 Long DBT NUSS DO Y 2 2044-04-30 Fixed 7.45000000 N N N N N N Kerajaan Malaysia 254900GSIL471JOBYY43 N/A 1500000.00000000 PA 413995.55000000 0.019955549508 Long DBT NUSS MY N 2 2038-06-08 Fixed 4.89300000 N N N N N N FEDERAL REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 65412JAD5 2027000.00000000 PA USD 1772104.75000000 0.085419575336 Long DBT NUSS NG Y 2 2030-02-23 Fixed 7.14300000 N N N N N N INDIA RUPEE N/A N/A 1.00000000 NC 7475.18000000 0.000360321082 N/A DFE IN N 2 J P MORGAN CHASE BANK N/A 1582945.07000000 USD 121282085.00000000 INR 2020-08-26 7475.18000000 N N N Sultanate of Oman 549300SZ20F0QTKNQC75 682051AH0 2153000.00000000 PA USD 1792691.14000000 0.086411887270 Long DBT NUSS OM Y 2 2028-01-17 Fixed 5.62500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -44620.65000000 -0.00215081923 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 93200283.41000000 INR 1186282.48000000 USD 2020-06-17 -44620.65000000 N N N HUNGARIAN FORINT N/A N/A 1.00000000 NC 7292.35000000 0.000351508250 N/A DFE HU N 2 J P MORGAN CHASE BANK N/A 186996.97000000 USD 60478000.00000000 HUF 2020-06-17 7292.35000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -84446.01000000 -0.00407049431 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 4232883301.00000000 COP 1054267.32000000 USD 2020-06-17 -84446.01000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -1014307.19000000 -0.04889196839 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 28022900.00000000 EUR 30168053.00000000 USD 2020-06-25 -1014307.19000000 N N N Ceska republika 3157007EFDLQABN47912 N/A 27430000.00000000 PA 1678597.83000000 0.080912324059 Long DBT NUSS CZ N 2 2036-12-04 Fixed 4.20000000 N N N N N N PERUVIAN INTI N/A N/A 1.00000000 NC 117432.43000000 0.005660516570 N/A DFE PE N 2 J P MORGAN CHASE BANK N/A 3151475.31000000 USD 11231858.00000000 PEN 2020-06-18 117432.43000000 N N N Empresas Publicas de Medellin E.S.P. 549300SU25TO8EMXB434 29246BAC2 1827000000.00000000 PA 506736.92000000 0.024425899492 Long DBT CORP XX Y 2 2024-09-10 Fixed 7.62500000 N N N N N N Comision Federal de Electricidad 4469000001BFPONMPF32 200447AC4 570000.00000000 PA USD 595650.00000000 0.028711716984 Long DBT NUSS MX Y 2 2042-02-14 Fixed 5.75000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 N/A 42739392.00000000 PA 2576072.94000000 0.124172714152 Long DBT NUSS ZA N 2 2023-02-28 Fixed 7.75000000 N N N N N N COMCEL TRUST 549300W3HHHYJSCDBJ77 200303AA3 770000.00000000 PA USD 781557.70000000 0.037672901014 Long DBT NUSS KY Y 2 2024-02-06 Fixed 6.87500000 N N N N N N CHILEAN PESO N/A N/A 1.00000000 NC 18877.05000000 0.000909917765 N/A DFE CL N 2 STATE STREET GLOBAL MARKETS, LLC N/A 470452.17000000 USD 393956649.00000000 CLP 2020-06-17 18877.05000000 N N N EURO N/A N/A 1.00000000 NC -64113.59000000 -0.00309042432 N/A DFE XX N 2 JP MORGAN N/A 3200981.15000000 USD 2820000.00000000 EUR 2020-06-03 -64113.59000000 N N N THE OIL AND GAS HOLDING COMPANY B.S.C (CLOSED) 549300OBH16L6TS6IW50 67778M2C3 1142000.00000000 PA USD 1180540.22000000 0.056904787518 Long DBT NUSS BH Y 2 2024-11-07 Fixed 7.62500000 N N N N N N Empresa de Transmision Electrica S.A. 254900RX1DOMC83TZ320 29247QAA2 873000.00000000 PA USD 963792.00000000 0.046457018611 Long DBT NUSS PA Y 2 2049-05-02 Fixed 5.12500000 N N N N N N HAZINE MUSTESARLIGI VARLIK KIRALAMA ANONIM SIRKETI 6354003QFJP7RDXEOZ20 421790AF3 2936000.00000000 PA USD 2943340.00000000 0.141875841634 Long DBT NUSS TR Y 2 2022-02-21 Fixed 5.80000000 N N N N N N INDONESIA RUPIAH N/A N/A 1.00000000 NC 100178.93000000 0.004828857694 N/A DFE ID N 2 JP MORGAN N/A 1199999.69000000 USD 19069795000.00000000 IDR 2020-06-17 100178.93000000 N N N CHILEAN PESO N/A N/A 1.00000000 NC 171743.17000000 0.008278420701 N/A DFE CL N 2 STATE STREET GLOBAL MARKETS, LLC N/A 7167738.10000000 USD 5908724900.00000000 CLP 2020-06-22 171743.17000000 N N N PT Indonesia Asahan Aluminium (Persero) 2549008P48EB9SN2OI80 74445PAD4 322000.00000000 PA USD 375900.51000000 0.018119279874 Long DBT NUSS ID Y 2 2048-11-15 Fixed 6.75700000 N N N N N N Corporacion Nacional del Cobre de Chile 549300UVMBCBCIPSUI70 21987BAY4 2159000.00000000 PA USD 2401817.44000000 0.115773193294 Long DBT NUSS CL Y 2 2049-02-05 Fixed 4.37500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -33761.44000000 -0.00162738002 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 25453210084.00000000 IDR 1699373.09000000 USD 2020-06-22 -33761.44000000 N N N BRK: GOLDMAN SACHS N/A N/A 206801974.00000000 NC 168207.54000000 0.008107995103 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2021-09-30 0.00000000 CZK 0.00000000 CZK -206801974.00000000 CZK 168207.54000000 N N N Republique de Cote d'Ivoire 254900ICW11T82O6H590 N/A 2558000.00000000 PA 2581673.59000000 0.124442678523 Long DBT NUSS CI N 2 2031-10-17 Fixed 5.87500000 N N N N N N Turkiye Cumhuriyeti 5493000PCHOG3B6S3Q85 900123CK4 847000.00000000 PA USD 765266.19000000 0.036887612297 Long DBT NUSS TR N 2 2026-10-09 Fixed 4.87500000 N N N N N N PETROBRAS GLOBAL FINANCE B.V. 549300FNENFFSMO3GT38 71647NAZ2 736000.00000000 PA USD 738612.80000000 0.035602856836 Long DBT NUSS NL N 2 2029-02-01 Fixed 5.75000000 N N N N N N Republique de Cote d'Ivoire 254900ICW11T82O6H590 N/A 2430490.00000000 PA USD 2289716.02000000 0.110369643820 Long DBT NUSS XX N 2 2032-12-31 Floating 5.74999920 N N N N N N BRK: GOLDMAN SACHS INTERNATIONAL N/A N/A 387150685.00000000 NC -12465.09000000 -0.00060084636 N/A DIR XX N 2 BRK: GOLDMAN SACHS INTERNATIONAL N/A Y 2025-03-25 0.00000000 HUF 0.00000000 HUF -387150685.00000000 HUF -12465.09000000 N N N COLOMBIA PESO N/A N/A 1.00000000 NC 173388.93000000 0.008357750166 N/A DFE CO N 2 GOLDMAN, SACHS & CO. N/A 2120520.96000000 USD 8527038886.00000000 COP 2020-06-17 173388.93000000 N N N BRK: GOLDMAN SACHS N/A N/A 21173916.00000000 NC 38623.32000000 0.001861733959 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2025-12-08 0.00000000 MXN 0.00000000 MXN -21173916.00000000 MXN 38623.32000000 N N N Republica del Ecuador 5299003Y2U5XK0A35H71 27927WAL6 1318000.00000000 PA USD 477775.00000000 0.023029867510 Long DBT NUSS EC Y 2 2029-01-31 Fixed 10.65000000 N N N N N N TURKIYE CUMHURIYETI ZIRAAT BANKASI ANONIM SIRKETI 213800K5KTZFSUS8MR51 90014TAB7 756000.00000000 PA USD 754110.00000000 0.036349857962 Long DBT NUSS TR Y 2 2021-04-29 Fixed 4.75000000 N N N N N N Metinvest B.V. 635400TMCKVEU87EJ582 591555AF4 2038000.00000000 PA USD 1727490.32000000 0.083269055924 Long DBT NUSS NL Y 2 2029-10-17 Fixed 7.75000000 N N N N N N BRK: J.P. MORGAN CHASE N/A N/A 9578557.30000000 NC 100759.92000000 0.004856862765 N/A DIR XX N 2 BRK: J.P. MORGAN CHASE N/A Y 2021-01-04 0.00000000 BRL 0.00000000 BRL -9578557.30000000 BRL 100759.92000000 N N N RUSSIA, FEDERATION OF (GOVERNMENT) 5493004EHVGF71PDBU58 N/A 1511199000.00000000 PA 23855300.25000000 1.149881019662 Long DBT NUSS RU N 2 2028-01-19 Fixed 7.05000000 N N N N N N Suzano Austria GmbH 254900287ZNSGVP1R341 86964WAG7 687000.00000000 PA USD 674977.50000000 0.032535487200 Long DBT NUSS AT Y 2 2030-01-15 Fixed 5.00000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 85321.39000000 0.004112689670 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 7650000.00000000 PLN 1996101.73000000 USD 2020-06-17 85321.39000000 N N N Ukraine 6354001WLTJXOMEXPY07 N/A 190780000.00000000 PA 7453902.19000000 0.359295442139 Long DBT NUSS UA N 2 2021-08-11 Fixed 16.00000000 N N N N N N THE REPUBLIC OF KENYA 549300VVURQQYU45PR87 491798AJ3 910000.00000000 PA USD 866957.00000000 0.041789346129 Long DBT NUSS KE Y 2 2027-05-22 Fixed 7.00000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -32181.94000000 -0.00155124444 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 1743499798.00000000 CLP 2133399.98000000 USD 2020-06-17 -32181.94000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -9062.04000000 -0.00043681142 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 153390383.00000000 TWD 5106175.60000000 USD 2020-06-17 -9062.04000000 N N N Republica del Ecuador 5299003Y2U5XK0A35H71 N/A 2268000.00000000 PA USD 822150.00000000 0.039629544395 Long DBT NUSS EC N 2 2029-01-31 Fixed 10.65000000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 Y20721BE8 2683000.00000000 PA USD 3040342.55000000 0.146551590417 Long DBT NUSS ID N 2 2043-04-15 Fixed 4.62500000 N N N N N N Emirate of Abu Dhabi 213800FER4348CINTA77 29135LAG5 4918000.00000000 PA USD 5106113.50000000 0.246126560402 Long DBT NUSS AE Y 2 2025-04-16 Fixed 2.50000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -5149.38000000 -0.00024821210 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 899699834.00000000 UGX 227772.11000000 USD 2020-08-26 -5149.38000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -287509.07000000 -0.01385860664 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 392744082.00000000 TWD 12809656.95000000 USD 2020-06-17 -287509.07000000 N N N N/A N/A N/A 520.00000000 NC 2441908.73000000 0.117705686826 N/A DIR ZA N 1 ABSA BANK LTD N/A Long South African Govt. Bond Futures Johannesburg Stock Exchange R2037 Bond Future Aug 2020 2020-08-09 2149650.88000000 ZAR 292257.85000000 N N N CHILEAN PESO N/A N/A 1.00000000 NC 55785.36000000 0.002688984249 N/A DFE CL N 2 STATE STREET GLOBAL MARKETS, LLC N/A 1122681.05000000 USD 948777754.00000000 CLP 2020-06-17 55785.36000000 N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 P78625EA7 2540000.00000000 PA USD 2040636.00000000 0.098363406867 Long DBT NUSS MX N 2 2031-01-28 Fixed 5.95000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QBX9 577000.00000000 PA USD 408948.75000000 0.019712281996 Long DBT NUSS MX N 2 2046-01-23 Fixed 5.62500000 N N N N N N BRK: GOLDMAN SACHS N/A N/A 49635706.00000000 NC 86031.71000000 0.004146928748 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2022-06-23 0.00000000 MXN 0.00000000 MXN -49635706.00000000 MXN 86031.71000000 N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91087BAL4 741000.00000000 PA USD 795834.00000000 0.038361051917 Long DBT NUSS MX N 2 2051-04-27 Fixed 5.00000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -2263.56000000 -0.00010910886 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 24796859.22000000 ZAR 1402302.75000000 USD 2020-06-17 -2263.56000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -85099.68000000 -0.00410200273 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 5610243234.00000000 COP 1424145.51000000 USD 2020-06-17 -85099.68000000 N N N Ukraine 6354001WLTJXOMEXPY07 903724BM3 188000.00000000 PA USD 179103.84000000 0.008633222135 Long DBT NUSS UA Y 2 2032-09-25 Fixed 7.37500000 N N N N N N Republica del Peru 254900STKLK2DBJJZ530 715638DF6 1710000.00000000 PA USD 1800630.00000000 0.086794558808 Long DBT NUSS PE N 2 2031-01-23 Fixed 2.78300000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 1948000.00000000 PA 1957490.81000000 0.094355615104 Long DBT NUSS EG Y 2 2031-04-11 Fixed 6.37500000 N N N N N N EURO N/A N/A 1.00000000 NC -783.39000000 -0.00003776122 N/A DFE XX N 2 JP MORGAN N/A 470336.00000000 RON 96204.64000000 EUR 2020-07-06 -783.39000000 N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 N/A 211307268.00000000 PA 13661048.74000000 0.658494359332 Long DBT NUSS ZA N 2 2026-12-21 Fixed 10.50000000 N N N N N N PETRONAS Capital Limited 549300G7YFX3540OYR85 716743AR0 778000.00000000 PA USD 940356.63000000 0.045327379207 Long DBT NUSS MY Y 2 2050-04-21 Fixed 4.55000000 N N N N N N RUSSIA, FEDERATION OF (GOVERNMENT) 5493004EHVGF71PDBU58 N/A 2600000.00000000 PA USD 2928250.00000000 0.141148468497 Long DBT NUSS RU Y 2 2027-06-23 Fixed 4.25000000 N N N N N N Gobierno de la Republica Dominicana 254900EHU7Q8FGVPI369 25714PED6 4810000.00000000 PA USD 4184748.10000000 0.201714602701 Long DBT NUSS DO Y 2 2030-01-30 Fixed 4.50000000 N N N N N N Petroleos de Venezuela, S.A. 549300YWR8TN1OFD4P06 P7807HAQ8 3202000.00000000 PA USD 92057.50000000 0.004437385857 Long DBT NUSS XX N 2 2035-05-17 Fixed 9.75000000 Y N N N N N Sasol Financing USA LLC 549300XRB1PFMESFEL85 80386WAA3 661000.00000000 PA USD 553587.50000000 0.026684206541 Long DBT CORP US N 2 2024-03-27 Fixed 5.87500000 N N N N N N BRK: GOLDMAN SACHS N/A N/A 30000000.00000000 NC 148027.76000000 0.007135282718 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2025-02-24 0.00000000 MXN 0.00000000 MXN -30000000.00000000 MXN 148027.76000000 N N N EURO N/A N/A 1.00000000 NC 14613.40000000 0.000704399907 N/A DFE XX N 2 JP MORGAN N/A 490174.18000000 USD 453698.00000000 EUR 2020-06-17 14613.40000000 N N N Republica de Colombia 549300MHDRBVRF6B9117 195325BM6 2470000.00000000 PA USD 3087500.00000000 0.148824689314 Long DBT NUSS CO N 2 2041-01-18 Fixed 6.12500000 N N N N N N BRK: GOLDMAN SACHS N/A N/A 28194574.00000000 NC 154086.47000000 0.007427326647 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2023-01-02 0.00000000 BRL 0.00000000 BRL -28194574.00000000 BRL 154086.47000000 N N N THE REPUBLIC OF KENYA 549300VVURQQYU45PR87 491798AH7 982000.00000000 PA USD 917580.80000000 0.044229531167 Long DBT NUSS KE Y 2 2048-02-28 Fixed 8.25000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205AU8 456000.00000000 PA USD 409197.07000000 0.019724251598 Long DBT NUSS ZA N 2 2028-10-12 Fixed 4.30000000 N N N N N N BRK: GOLDMAN SACHS N/A N/A 11913223.00000000 NC 60716.03000000 0.002926654024 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2027-04-20 0.00000000 MXN 0.00000000 MXN -11913223.00000000 MXN 60716.03000000 N N N Republika Srbija 254900W94OCY91V32O78 N/A 250390000.00000000 PA 2793665.67000000 0.134661190408 Long DBT NUSS RS N 2 2028-02-08 Fixed 5.87500000 N N N N N N VEB FINANCE PUBLIC LIMITED COMPANY 635400KYY8E2NCZXJ191 91821XAD5 600000.00000000 PA USD 713256.00000000 0.034380600032 Long DBT NUSS IE Y 2 2025-11-22 Fixed 6.80000000 N N N N N N N/A N/A N/A 4200000.00000000 PA USD 3360840.00000000 0.162000313792 Long DBT NUSS XX N 2 2031-09-15 Fixed 5.00000000 N N N N N N BRK: GOLDMAN SACHS INTERNATIONAL N/A N/A 6500000000.00000000 NC -255392.07000000 -0.01231049246 N/A DIR XX N 2 BRK: GOLDMAN SACHS INTERNATIONAL N/A Y 2029-05-15 0.00000000 COP 0.00000000 COP -6500000000.00000000 COP -255392.07000000 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 900000.00000000 PA 940605.12000000 0.045339357004 Long DBT NUSS EG N 2 2026-04-16 Fixed 4.75000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 67977.11000000 0.003276654988 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 4400000.00000000 PLN 1166988.03000000 USD 2020-06-17 67977.11000000 N N N MEXICAN PESO N/A N/A 1.00000000 NC 215389.16000000 0.010382259050 N/A DFE XX N 2 JP MORGAN N/A 1766538.46000000 USD 43950000.00000000 MXN 2020-06-17 215389.16000000 N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 455780CD6 1942000.00000000 PA USD 2052985.30000000 0.098958671883 Long DBT NUSS ID N 2 2028-01-11 Fixed 3.50000000 N N N N N N Republica del Peru 254900STKLK2DBJJZ530 N/A 959000.00000000 PA 286743.92000000 0.013821724633 Long DBT NUSS PE N 2 2040-08-12 Fixed 5.35000000 N N N N N N Republic of Lebanon 529900QPC4K9S1KHL354 N/A 1143000.00000000 PA USD 188595.00000000 0.009090718147 Long DBT NUSS LB N 2 2022-10-04 Fixed 6.10000000 Y N N N N N REPUBLICA DEL PARAGUAY 529900UXKJTJPCU0HK83 P75744AB1 1150000.00000000 PA USD 1343775.00000000 0.064773084010 Long DBT NUSS PY N 2 2044-08-11 Fixed 6.10000000 N N N N N N BRK: J.P. MORGAN CHASE N/A N/A 875266964.00000000 NC -16653.10000000 -0.00080271819 N/A DIR XX N 2 BRK: J.P. MORGAN CHASE N/A Y 2021-06-17 0.00000000 HUF 0.00000000 HUF -875266964.00000000 HUF -16653.10000000 N N N Republica de Colombia 549300MHDRBVRF6B9117 195325BQ7 1285000.00000000 PA USD 1347977.85000000 0.064975671167 Long DBT NUSS CO N 2 2024-02-26 Fixed 4.00000000 N N N N N N Emirate of Abu Dhabi 213800FER4348CINTA77 N/A 2015000.00000000 PA USD 2163021.90000000 0.104262692225 Long DBT NUSS AE N 2 2030-04-16 Fixed 3.12500000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 N/A 61021400000.00000000 PA 16940439.00000000 0.816568605999 Long DBT NUSS CO N 2 2028-04-28 Fixed 6.00000000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 Y20721BQ1 1210000.00000000 PA USD 1336880.60000000 0.064440757877 Long DBT NUSS ID N 2 2027-01-08 Fixed 4.35000000 N N N N N N INDONESIA RUPIAH N/A N/A 1.00000000 NC 256454.67000000 0.012361712254 N/A DFE ID N 2 JP MORGAN N/A 1945963.67000000 USD 32302997000.00000000 IDR 2020-06-17 256454.67000000 N N N Republic of Kazakhstan 5493007OEK8EF02UO833 N/A 1273000.00000000 PA USD 1590094.12000000 0.076646239154 Long DBT NUSS KZ N 2 2044-10-14 Fixed 4.87500000 N N N N N N Kingdom of Saudi Arabia 635400FMICXSM3SI3H65 N/A 435000.00000000 PA USD 513300.00000000 0.024742255230 Long DBT NUSS SA N 2 2049-04-17 Fixed 5.00000000 N N N N N N Republic of the Philippines 529900RAHBALMYIJ3T08 718286CG0 3988000.00000000 PA USD 4546080.72000000 0.219131676356 Long DBT NUSS PH N 2 2029-01-14 Fixed 3.75000000 N N N N N N Republica del Ecuador 5299003Y2U5XK0A35H71 N/A 800000.00000000 PA USD 300008.00000000 0.014461084175 Long DBT NUSS EC N 2 2026-12-13 Fixed 9.65000000 N N N N N N EURO N/A N/A 1.00000000 NC 24002.79000000 0.001156990369 N/A DFE XX N 2 JP MORGAN N/A 762735.83000000 USD 707267.00000000 EUR 2020-06-03 24002.79000000 N N N Gobierno de la Republica de Panama 549300SHS4T08CL0LP14 698299BE3 400000.00000000 PA USD 429004.00000000 0.020678991745 Long DBT NUSS PA N 2 2025-03-16 Fixed 3.75000000 N N N N N N Joint Stock Company National Company KazMunayGas 2138001H1M69RFJCSH88 48667QAR6 2299000.00000000 PA USD 2423835.70000000 0.116834524696 Long DBT NUSS KZ Y 2 2025-04-24 Fixed 4.75000000 N N N N N N FEDERAL REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 N/A 1374000.00000000 PA USD 1257897.00000000 0.060633564441 Long DBT NUSS NG N 2 2049-01-21 Fixed 9.24800000 N N N N N N Kerajaan Malaysia 254900GSIL471JOBYY43 N/A 14000000.00000000 PA 3482982.44000000 0.167887863812 Long DBT NUSS MY N 2 2026-09-30 Fixed 4.07000000 N N N N N N Romania 315700IASY927EDWBK92 N/A 297000.00000000 PA 369773.26000000 0.017823932157 Long DBT NUSS RO N 2 2049-04-03 Fixed 4.62500000 N N N N N N IHS Netherlands Holdco B.V. 5493006Z6YQYCCN2XI74 44963LAC0 676000.00000000 PA USD 654030.00000000 0.031525768923 Long DBT NUSS NL Y 2 2027-09-18 Fixed 8.00000000 N N N N N N MEXICAN PESO N/A N/A 1.00000000 NC 56653.21000000 0.002730816640 N/A DFE XX N 2 JP MORGAN N/A 1444088.04000000 USD 33521025.00000000 MXN 2020-08-06 56653.21000000 N N N POLISH ZLOTY N/A N/A 1.00000000 NC -91914.40000000 -0.00443048810 N/A DFE PA N 2 CITIGROUP GLOBAL MARKETS N/A 5479287.53000000 USD 21568886.59000000 PLN 2020-06-17 -91914.40000000 N N N FEDERAL REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 65412JAB9 895000.00000000 PA USD 738375.00000000 0.035591394323 Long DBT NUSS NG Y 2 2047-11-28 Fixed 7.62500000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91086QAZ1 2660000.00000000 PA USD 2879476.60000000 0.138797477047 Long DBT NUSS MX N 2 2110-10-12 Fixed 5.75000000 N N N N N N Joint Stock Company National Company KazMunayGas 2138001H1M69RFJCSH88 48667QAQ8 2105000.00000000 PA USD 2351706.00000000 0.113357705201 Long DBT NUSS KZ Y 2 2030-04-24 Fixed 5.37500000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 03846JX47 200000.00000000 PA USD 199960.00000000 0.009638537611 Long DBT NUSS EG Y 2 2024-05-29 Fixed 5.75000000 N N N N N N EURO N/A N/A 1.00000000 NC 25463.18000000 0.001227384567 N/A DFE XX N 2 JP MORGAN N/A 13029381.00000000 PLN 2944434.33000000 EUR 2020-08-21 25463.18000000 N N N EURO N/A N/A 1.00000000 NC -16397.74000000 -0.00079040925 N/A DFE XX N 2 JP MORGAN N/A 2776979.00000000 PLN 607963.86000000 EUR 2020-08-21 -16397.74000000 N N N POWER FINANCE CORPORATION LIMITED 3358003Q6D9LIJJZ1614 73928QAB4 786000.00000000 PA USD 735946.03000000 0.035474312313 Long DBT NUSS IN Y 2 2030-04-23 Fixed 3.95000000 N N N N N N BANK LEUMI LE ISRAEL B.M. 7JDSZWRGUQY2DSTWCR57 06326BAA7 592000.00000000 PA USD 560195.39000000 0.027002722225 Long DBT CORP IL Y 2 2031-01-29 Fixed 3.27500000 N N N N N N Turkiye Cumhuriyeti 5493000PCHOG3B6S3Q85 900123CW8 1100000.00000000 PA USD 1058750.00000000 0.051034215323 Long DBT NUSS TR N 2 2024-11-14 Fixed 5.60000000 N N N N N N N/A N/A N/A 1814.00000000 NC 9455290.95000000 0.455767040651 N/A DIR ZA N 1 ABSA BANK LTD N/A Long South African Govt. Bond Futures Johannesburg Stock Exchange R2035 Bond Future Aug 2020 2020-08-09 8265153.18000000 ZAR 1190137.77000000 N N N Gobierno de la Republica de Panama 549300SHS4T08CL0LP14 698299AT1 699000.00000000 PA USD 1001317.50000000 0.048265835090 Long DBT NUSS PA N 2 2034-04-28 Fixed 8.12500000 N N N N N N ESKOM HOLDINGS SOC LIMITED 3789001900ED06F65111 29646AAC0 456000.00000000 PA USD 446880.00000000 0.021540656570 Long DBT NUSS ZA Y 2 2028-08-10 Fixed 6.35000000 N N N N N N Republica del Peru 254900STKLK2DBJJZ530 N/A 4088000.00000000 PA 1454705.04000000 0.070120170241 Long DBT NUSS PE N 2 2037-08-12 Fixed 6.90000000 N N N N N N CHINESE YUAN RENMINBI N/A N/A 1.00000000 NC -56723.46000000 -0.00273420285 N/A DFE MY N 2 CITIGROUP GLOBAL MARKETS N/A 4698364.30000000 USD 33200000.00000000 CNY 2020-06-17 -56723.46000000 N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 455780CF1 610000.00000000 PA USD 672238.30000000 0.032403451382 Long DBT NUSS ID N 2 2028-04-24 Fixed 4.10000000 N N N N N N BRK: JPMORGAN CHASE BANK N/A N/A 7533671.00000000 NC 63512.90000000 0.003061469671 N/A DIR XX N 2 BRK: JPMORGAN CHASE BANK N/A Y 2023-01-02 0.00000000 BRL 0.00000000 BRL -7533671.00000000 BRL 63512.90000000 N N N Republica de Colombia 549300MHDRBVRF6B9117 195325BD6 821000.00000000 PA USD 982129.46000000 0.047340926882 Long DBT NUSS CO N 2 2024-05-21 Fixed 8.12500000 N N N N N N SOUTH AFRICAN RAND N/A N/A 1.00000000 NC -7132.38000000 -0.00034379732 N/A DFE ZA N 2 CITIGROUP GLOBAL MARKETS N/A 704032.46000000 USD 12286000.00000000 ZAR 2020-06-01 -7132.38000000 N N N Rzeczpospolita Polska 259400R9L8QEP0TPXS31 N/A 23782000.00000000 PA 6792735.92000000 0.327425688384 Long DBT NUSS PL N 2 2029-10-25 Fixed 2.75000000 N N N N N N Magyarorszag 5299003F3UFKGCCMAP43 N/A 1630390000.00000000 PA 5611554.52000000 0.270489994497 Long DBT NUSS HU N 2 2026-12-22 Fixed 2.75000000 N N N N N N CHINA MINMETALS CORPORATION 3003002ULBI4T3DT7Z09 N/A 3389000.00000000 PA USD 3371882.94000000 0.162532609214 Long DBT NUSS CN N 2 2169-05-13 Fixed 3.75000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -17168.32000000 -0.00082755300 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 19212238.00000000 THB 586836.78000000 USD 2020-06-19 -17168.32000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -3953.85000000 -0.00019058477 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 1120000.00000000 ZAR 59486.21000000 USD 2020-06-17 -3953.85000000 N N N Republica de Colombia 549300MHDRBVRF6B9117 N/A 19592000000.00000000 PA 5592423.77000000 0.269567847800 Long DBT NUSS CO N 2 2032-06-30 Fixed 7.00000000 N N N N N N Ukraine 6354001WLTJXOMEXPY07 N/A 924000.00000000 PA USD 912450.00000000 0.043982214660 Long DBT NUSS UA N 2 2027-09-01 Fixed 7.75000000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 N/A 29635200000.00000000 PA 9789795.93000000 0.471890959589 Long DBT NUSS CO N 2 2024-07-24 Fixed 10.00000000 N N N N N N NEON CAPITAL LIMITED N/A N/A 457784108.00000000 PA 3186875.95000000 0.153614841503 Long DBT NUSS KY N 2 2028-01-06 Floating 0.00000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -2705.75000000 -0.00013042345 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 1535000.00000000 SGD 1083497.03000000 USD 2020-06-17 -2705.75000000 N N N Petroleos de Venezuela, S.A. 549300YWR8TN1OFD4P06 P7807HAR6 24576750.00000000 PA USD 706581.56000000 0.034058876483 Long DBT NUSS XX N 2 2026-11-15 Fixed 6.00000000 Y N N N N N THE OIL AND GAS HOLDING COMPANY B.S.C (CLOSED) 549300OBH16L6TS6IW50 67778M2D1 810000.00000000 PA USD 845437.50000000 0.040752056120 Long DBT NUSS BH Y 2 2028-11-07 Fixed 8.37500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 412217.93000000 0.019869864084 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 10517318.77000000 BRL 2348716.76000000 USD 2020-06-02 412217.93000000 N N N Romania 315700IASY927EDWBK92 N/A 316000.00000000 PA 322907.01000000 0.015564869778 Long DBT NUSS RO N 2 2031-07-16 Fixed 2.12400000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 P6S32JS68 15738100000.00000000 PA 4545664.36000000 0.219111606835 Long DBT NUSS CO N 2 2034-10-18 Fixed 7.25000000 N N N N N N Kerajaan Malaysia 254900GSIL471JOBYY43 N/A 22000.00000000 PA 5397.32000000 0.000260163391 Long DBT NUSS MY N 2 2024-07-15 Fixed 4.18100000 N N N N N N BRAZILIAN REAL N/A N/A 1.00000000 NC -41569.44000000 -0.00200374380 N/A DFE BR N 2 CITIGROUP GLOBAL MARKETS N/A 995888.09000000 USD 5183000.00000000 BRL 2020-06-02 -41569.44000000 N N N Wanda Properties International Co. Limited N/A N/A 608000.00000000 PA USD 553888.00000000 0.026698691340 Long DBT NUSS VG N 2 2024-01-29 Fixed 7.25000000 N N N N N N BRK: GOLDMAN SACHS N/A N/A 2559198452.00000000 NC -69103.30000000 -0.00333093996 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2030-03-11 0.00000000 COP 0.00000000 COP -2559198452.00000000 COP -69103.30000000 N N N COLOMBIA PESO N/A N/A 1.00000000 NC 85955.86000000 0.004143272602 N/A DFE CO N 2 GOLDMAN, SACHS & CO. N/A 980575.43000000 USD 3964564530.03000000 COP 2020-06-17 85955.86000000 N N N ESKOM HOLDINGS SOC LIMITED 3789001900ED06F65111 29646AAD8 634000.00000000 PA USD 570917.00000000 0.027519528793 Long DBT NUSS ZA Y 2 2028-08-10 Fixed 8.45000000 N N N N N N MDGH ? GMTN B.V. 213800L53ZH5KG593W13 55276VAJ1 1218000.00000000 PA USD 1262152.50000000 0.060838689450 Long DBT NUSS NL Y 2 2029-11-07 Fixed 2.87500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -277926.87000000 -0.01339672229 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 67462944.00000000 ZAR 3543370.73000000 USD 2020-06-17 -277926.87000000 N N N POLISH ZLOTY N/A N/A 1.00000000 NC -68343.12000000 -0.00329429752 N/A DFE PA N 2 CITIGROUP GLOBAL MARKETS N/A 3098740.51000000 USD 12132498.70000000 PLN 2020-06-17 -68343.12000000 N N N Rzeczpospolita Polska 259400R9L8QEP0TPXS31 N/A 13392000.00000000 PA 3473221.36000000 0.167417357027 Long DBT NUSS PL N 2 2022-04-25 Fixed 2.25000000 N N N N N N EURO N/A N/A 1.00000000 NC 3299.44000000 0.000159040690 N/A DFE XX N 2 JP MORGAN N/A 114429.05000000 USD 105800.00000000 EUR 2020-06-25 3299.44000000 N N N TULLOW OIL PLC 2138003EYHWO75RKS857 899415AE3 1075000.00000000 PA USD 604687.50000000 0.029147345528 Long DBT NUSS GB Y 2 2025-03-01 Fixed 7.00000000 N N N N N N ESKOM HOLDINGS SOC LIMITED 3789001900ED06F65111 N/A 1140000.00000000 PA USD 1083000.00000000 0.052203121790 Long DBT NUSS ZA N 2 2021-01-26 Fixed 5.75000000 N N N N N N Kingdom of Saudi Arabia 635400FMICXSM3SI3H65 N/A 2571000.00000000 PA USD 2867179.20000000 0.138204713732 Long DBT NUSS SA N 2 2046-10-26 Fixed 4.50000000 N N N N N N Turkiye Cumhuriyeti 5493000PCHOG3B6S3Q85 900123CQ1 2391000.00000000 PA USD 2235585.00000000 0.107760402610 Long DBT NUSS TR N 2 2028-10-24 Fixed 6.12500000 N N N N N N Kingdom of Thailand 254900PHJ6MSKT6C7026 N/A 296187000.00000000 PA 11700834.01000000 0.564007444941 Long DBT NUSS TH N 2 2036-06-17 Fixed 3.40000000 N N N N N N CHILEAN PESO N/A N/A 1.00000000 NC 64703.67000000 0.003118867557 N/A DFE CL N 2 STATE STREET GLOBAL MARKETS, LLC N/A 2491907.94000000 USD 2058315958.00000000 CLP 2020-06-17 64703.67000000 N N N Gobierno de la Republica de Panama 549300SHS4T08CL0LP14 698299BM5 7582000.00000000 PA USD 8939253.82000000 0.430892849380 Long DBT NUSS PA N 2 2056-04-01 Fixed 4.50000000 N N N N N N KOREAN WON N/A N/A 1.00000000 NC -10841.45000000 -0.00052258313 N/A DFE KR N 2 GOLDMAN, SACHS & CO. N/A 3327012.29000000 USD 4096450423.00000000 KRW 2020-07-28 -10841.45000000 N N N Provincia de Cordoba 5299006CLM2Z97AATT29 74408DAC8 709000.00000000 PA USD 319057.09000000 0.015379294669 Long DBT NUSS AR Y 2 2021-06-10 Fixed 7.12500000 N N N N N N Republic of Ghana 213800PP4399SNNXZ126 N/A 6748000.00000000 PA USD 7557760.00000000 0.364301630416 Long DBT NUSS GH N 2 2030-10-14 Fixed 10.75000000 N N N N N N CHILEAN PESO N/A N/A 1.00000000 NC 8090.27000000 0.000389969852 N/A DFE CL N 2 STATE STREET GLOBAL MARKETS, LLC N/A 420094.17000000 USD 344729275.00000000 CLP 2020-06-17 8090.27000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -26247.34000000 -0.00126518290 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 108837022.19000000 NGN 232557.74000000 USD 2020-11-02 -26247.34000000 N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 36763000000.00000000 PA 2254344.40000000 0.108664649372 Long DBT NUSS ID N 2 2033-05-15 Fixed 6.62500000 N N N N N N Republica del Ecuador 5299003Y2U5XK0A35H71 N/A 5214000.00000000 PA USD 2333265.00000000 0.112468806060 Long DBT NUSS EC N 2 2022-03-28 Fixed 10.75000000 N N N N N N Republic of Ghana 213800PP4399SNNXZ126 N/A 393.00000000 PA 72.06000000 0.000003473459 Long DBT NUSS GH N 2 2021-07-19 Fixed 24.75000000 N N N N N N Joint Stock Company National Company KazMunayGas 2138001H1M69RFJCSH88 N/A 3414000.00000000 PA USD 3814120.80000000 0.183849503827 Long DBT NUSS KZ N 2 2030-04-24 Fixed 5.37500000 N N N N N N RUSSIA, FEDERATION OF (GOVERNMENT) 5493004EHVGF71PDBU58 N/A 56262000.00000000 PA 909948.47000000 0.043861635089 Long DBT NUSS RU N 2 2026-09-16 Fixed 7.75000000 N N N N N N POLISH ZLOTY N/A N/A 1.00000000 NC 23102.34000000 0.001113586582 N/A DFE PA N 2 CITIGROUP GLOBAL MARKETS N/A 707989.69000000 USD 2927000.00000000 PLN 2020-06-17 23102.34000000 N N N SOUTH AFRICAN RAND N/A N/A 1.00000000 NC -11946.80000000 -0.00057586357 N/A DFE ZA N 2 CITIGROUP GLOBAL MARKETS N/A 3260493.61000000 USD 57308066.00000000 ZAR 2020-06-09 -11946.80000000 N N N Republica Federativa do Brasil 254900ZFY40OYEADAP90 105756BZ2 748000.00000000 PA USD 785774.00000000 0.037876136492 Long DBT NUSS BR N 2 2028-01-13 Fixed 4.62500000 N N N N N N Rzeczpospolita Polska 259400R9L8QEP0TPXS31 857524AB8 4202000.00000000 PA USD 4500173.92000000 0.216918861701 Long DBT NUSS PL N 2 2022-03-23 Fixed 5.00000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 37178.28000000 0.001792079666 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 20038000.00000000 CNY 2838660.18000000 USD 2020-06-17 37178.28000000 N N N State of Kuwait 549300FSC1YD0D9XX589 N/A 646000.00000000 PA USD 662150.00000000 0.031917171831 Long DBT NUSS KW N 2 2022-03-20 Fixed 2.75000000 N N N N N N URUGUAY PESO N/A N/A 1.00000000 NC -53193.52000000 -0.00256405152 N/A DFE XX N 2 J P MORGAN CHASE BANK N/A 520929.12000000 USD 21269536.00000000 UYU 2020-12-07 -53193.52000000 N N N Transnet SOC Ltd 378900B07CD6F01EA796 N/A 8760000.00000000 PA 505038.51000000 0.024344032175 Long DBT NUSS ZA Y 2 2021-05-13 Fixed 9.50000000 N N N N N N Republique de Cote d'Ivoire 254900ICW11T82O6H590 N/A 947000.00000000 PA 945103.89000000 0.045556208194 Long DBT NUSS CI N 2 2030-03-22 Fixed 5.25000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -7443.81000000 -0.00035880897 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 26072068.10000000 INR 336891.95000000 USD 2020-06-17 -7443.81000000 N N N ROMANIAN LEU N/A N/A 1.00000000 NC -3950.01000000 -0.00019039967 N/A DFE XX N 2 J P MORGAN CHASE BANK N/A 144961.88000000 USD 58129714.00000000 KZT 2020-06-05 -3950.01000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -7721.73000000 -0.00037220536 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 878941.00000000 EUR 970444.82000000 USD 2020-07-03 -7721.73000000 N N N KONDOR FINANCE PLC 213800PUC1T9GI6EIO63 50050MAB1 1334000.00000000 PA USD 1224240.47000000 0.059011241325 Long DBT NUSS GB Y 2 2026-11-08 Fixed 7.62500000 N N N N N N MEXICAN PESO N/A N/A 1.00000000 NC 26336.50000000 0.001269480625 N/A DFE XX N 2 JP MORGAN N/A 304317.74000000 USD 7332383.79000000 MXN 2020-06-17 26336.50000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -14020.70000000 -0.00067583038 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 1154000.00000000 EUR 1270087.78000000 USD 2020-06-25 -14020.70000000 N N N Republica del Ecuador 5299003Y2U5XK0A35H71 N/A 1997000.00000000 PA USD 698950.00000000 0.033691017521 Long DBT NUSS EC Y 2 2028-01-23 Fixed 7.77500000 N N N N N N COLOMBIA PESO N/A N/A 1.00000000 NC 39964.65000000 0.001926389188 N/A DFE CO N 2 GOLDMAN, SACHS & CO. N/A 509899.22000000 USD 2043982032.00000000 COP 2020-06-17 39964.65000000 N N N Sultanate of Oman 549300SZ20F0QTKNQC75 682051AJ6 814000.00000000 PA USD 612808.50000000 0.029538796638 Long DBT NUSS OM Y 2 2048-01-17 Fixed 6.75000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -8172.17000000 -0.00039391762 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 1129691.00000000 SGD 791224.25000000 USD 2020-06-17 -8172.17000000 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 820000.00000000 PA USD 799326.16000000 0.038529382161 Long DBT NUSS EG N 2 2049-03-01 Fixed 8.70020000 N N N N N N CSN Resources S.A. 222100ZEX458NMOXZP08 12644VAC2 1063000.00000000 PA USD 874317.50000000 0.042144139368 Long DBT NUSS LU Y 2 2026-04-17 Fixed 7.62500000 N N N N N N N/A N/A N/A 5415846.15000000 PA USD 2980981.91000000 0.143690269346 Long DBT NUSS NL N 2 2023-07-01 Floating 9.41213160 N N N N N N MEXICAN PESO N/A N/A 1.00000000 NC 115534.47000000 0.005569030478 N/A DFE XX N 2 JP MORGAN N/A 1447801.04000000 USD 34919150.00000000 MXN 2020-08-06 115534.47000000 N N N Gobierno de Chile 549300FLZTJM5YJF8D34 N/A 1085000000.00000000 PA 1649500.76000000 0.079509777532 Long DBT NUSS CL N 2 2030-09-01 Fixed 4.70000000 N N N N N N MEXICAN PESO N/A N/A 1.00000000 NC 350415.08000000 0.016890822805 N/A DFE XX N 2 JP MORGAN N/A 3341307.31000000 USD 81865350.34000000 MXN 2020-06-17 350415.08000000 N N N ROMANIAN LEU N/A N/A 1.00000000 NC 202706.19000000 0.009770910363 N/A DFE XX N 2 CITIGROUP GLOBAL MARKETS N/A 5990248.76000000 USD 27090900.00000000 RON 2020-08-20 202706.19000000 N N N COLOMBIA PESO N/A N/A 1.00000000 NC 46158.96000000 0.002224969354 N/A DFE CO N 2 GOLDMAN, SACHS & CO. N/A 596299.14000000 USD 2388178044.00000000 COP 2020-06-17 46158.96000000 N N N CHILEAN PESO N/A N/A 1.00000000 NC 54249.84000000 0.002614968609 N/A DFE CL N 2 STATE STREET GLOBAL MARKETS, LLC N/A 1397533.24000000 USD 1168823713.00000000 CLP 2020-06-17 54249.84000000 N N N CNAC (HK) FINBRIDGE COMPANY LIMITED 549300US1UQ7R7WABI28 N/A 230000.00000000 PA USD 235338.30000000 0.011343854050 Long DBT NUSS HK N 2 2024-06-19 Fixed 3.37500000 N N N N N N INDUSTRIAS PENOLES, S.A.B. DE C.V. 549300WA2HB7776CB324 456472AC3 491000.00000000 PA USD 510640.00000000 0.024614037036 Long DBT NUSS MX Y 2 2049-09-12 Fixed 5.65000000 N N N N N N State of Israel 213800T8ZHTFZIBYPE21 46513JB42 5627000.00000000 PA USD 6432696.37000000 0.310070943714 Long DBT NUSS IL N 2 2050-07-03 Fixed 3.87500000 N N N N N N CHILEAN PESO N/A N/A 1.00000000 NC 27136.94000000 0.001308063696 N/A DFE CL N 2 STATE STREET GLOBAL MARKETS, LLC N/A 797519.47000000 USD 663926986.00000000 CLP 2020-06-17 27136.94000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -16037.40000000 -0.00077304002 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 3658023.84000000 PEN 1048595.05000000 USD 2020-06-17 -16037.40000000 N N N NEW RUSSIAN ROUBLE N/A N/A 1.00000000 NC 24334.13000000 0.001172961728 N/A DFE RU N 2 GOLDMAN, SACHS & CO. N/A 635726.21000000 USD 46725876.29000000 RUB 2020-06-17 24334.13000000 N N N EURO N/A N/A 1.00000000 NC 27.68000000 0.000001334240 N/A DFE XX N 2 JP MORGAN N/A 35668137.00000000 CZK 1325755.02000000 EUR 2020-07-21 27.68000000 N N N Rzeczpospolita Polska 259400R9L8QEP0TPXS31 N/A 1539000.00000000 PA 534894.94000000 0.025783181623 Long DBT NUSS PL N 2 2029-04-25 Fixed 5.75000000 N N N N N N Magyarorszag 5299003F3UFKGCCMAP43 445545AE6 3664000.00000000 PA USD 3814993.44000000 0.183891567107 Long DBT NUSS HU N 2 2021-03-29 Fixed 6.37500000 N N N N N N QNB FINANSBANK ANONIM SIRKETI 789000Q21SW842S9IJ58 31772DAD4 898000.00000000 PA USD 909225.00000000 0.043826762151 Long DBT NUSS TR Y 2 2024-09-07 Fixed 6.87500000 N N N N N N Republika Srbija 254900W94OCY91V32O78 N/A 310300000.00000000 PA 3168402.05000000 0.152724356506 Long DBT NUSS RS N 2 2026-01-11 Fixed 4.50000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -9535.23000000 -0.00045962028 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 359255.14000000 EUR 390224.37000000 USD 2020-06-25 -9535.23000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -5702.23000000 -0.00027486076 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 1198351579.00000000 UGX 304536.61000000 USD 2020-08-26 -5702.23000000 N N N Romania 315700IASY927EDWBK92 N/A 10000000.00000000 PA 2354002.48000000 0.113468400884 Long DBT NUSS RO N 2 2023-09-25 Fixed 4.40000000 N N N N N N Republique de Cote d'Ivoire 254900ICW11T82O6H590 N/A 2113000.00000000 PA 2057765.85000000 0.099189105524 Long DBT NUSS CI N 2 2048-03-22 Fixed 6.62500000 N N N N N N State of Israel 213800T8ZHTFZIBYPE21 46513JB34 1603000.00000000 PA USD 1737251.25000000 0.083739555479 Long DBT NUSS IL N 2 2030-07-03 Fixed 2.75000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 63463.93000000 0.003059109203 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 773733521.00000000 KZT 1940397.54000000 USD 2020-06-05 63463.93000000 N N N MDGH ? GMTN B.V. 213800L53ZH5KG593W13 55276VAG7 1869000.00000000 PA USD 2168040.00000000 0.104504576330 Long DBT NUSS NL Y 2 2028-11-07 Fixed 4.50000000 N N N N N N Republica Oriental del Uruguay 549300RDR012H2V82H43 760942BD3 946000.00000000 PA USD 1150581.96000000 0.055460729628 Long DBT NUSS UY N 2 2055-04-20 Fixed 4.97500000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 585000.00000000 PA 602894.88000000 0.029060937070 Long DBT NUSS ID N 2 2027-02-14 Fixed 0.90000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -136841.26000000 -0.00659606737 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 640255000.00000000 NGN 1454463.88000000 USD 2020-08-03 -136841.26000000 N N N Gobierno de la Republica de Panama 549300SHS4T08CL0LP14 698299AK0 1120000.00000000 PA USD 1638011.20000000 0.078955953986 Long DBT NUSS PA N 2 2029-04-01 Fixed 9.37500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 13512.48000000 0.000651333000 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 5772000.00000000 PEN 1693413.53000000 USD 2020-06-15 13512.48000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -4130.56000000 -0.00019910261 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 3820000.00000000 ZAR 212245.36000000 USD 2020-06-17 -4130.56000000 N N N MEXICAN PESO N/A N/A 1.00000000 NC 84395.69000000 0.004068068775 N/A DFE XX N 2 JP MORGAN N/A 875996.25000000 USD 21297057.00000000 MXN 2020-06-17 84395.69000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -104262.06000000 -0.00502567406 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 298132957.14000000 PHP 5786180.63000000 USD 2020-06-17 -104262.06000000 N N N INDONESIA RUPIAH N/A N/A 1.00000000 NC 38869.72000000 0.001873611013 N/A DFE ID N 2 JP MORGAN N/A 2088736.79000000 USD 31205727695.00000000 IDR 2020-06-17 38869.72000000 N N N Kingdom of Thailand 254900PHJ6MSKT6C7026 N/A 3000000.00000000 PA 126458.61000000 0.006095599463 Long DBT NUSS TH N 2 2028-03-13 Fixed 5.67000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 27961.67000000 0.001347817603 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 15769981.00000000 MYR 3663177.93000000 USD 2020-06-15 27961.67000000 N N N Petroleos de Venezuela, S.A. 549300YWR8TN1OFD4P06 N/A 1777000.00000000 PA USD 51088.75000000 0.002462596711 Long DBT NUSS XX N 2 2024-05-16 Fixed 6.00000000 Y N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QAM4 215000.00000000 PA USD 210407.60000000 0.010142136258 Long DBT NUSS MX N 2 2027-09-15 Fixed 9.50000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 7749.71000000 0.000373554067 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 4771909.00000000 PEN 1396560.92000000 USD 2020-06-18 7749.71000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -71298.16000000 -0.00343673733 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 100652278.76000000 RUB 1350538.78000000 USD 2020-06-17 -71298.16000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -13010.02000000 -0.00062711325 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 422682.24000000 EUR 457327.81000000 USD 2020-06-25 -13010.02000000 N N N Comision Federal de Electricidad 4469000001BFPONMPF32 N/A 52304700.00000000 PA 2223763.15000000 0.107190561913 Long DBT NUSS MX N 2 2025-11-25 Fixed 7.35000000 N N N N N N Republic of Lebanon 529900QPC4K9S1KHL354 N/A 2000000.00000000 PA USD 330000.00000000 0.015906768412 Long DBT NUSS LB N 2 2024-04-22 Fixed 6.65000000 Y N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -17841.74000000 -0.00086001341 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 582498.69000000 EUR 630331.15000000 USD 2020-06-25 -17841.74000000 N N N RUSSIA, FEDERATION OF (GOVERNMENT) 5493004EHVGF71PDBU58 N/A 2200000.00000000 PA USD 2515920.00000000 0.121273202377 Long DBT NUSS RU N 2 2026-05-27 Fixed 4.75000000 N N N N N N Republica Argentina 549300KPBYGYF7HCHO27 040114HR4 2983000.00000000 PA USD 1073909.83000000 0.051764954429 Long DBT NUSS AR N 2 2048-01-11 Fixed 6.87500000 Y N N N N N Republic of Lebanon 529900QPC4K9S1KHL354 N/A 1500000.00000000 PA USD 247500.00000000 0.011930076309 Long DBT NUSS LB N 2 2027-11-29 Fixed 6.75000000 Y N N N N N Suzano Austria GmbH 254900287ZNSGVP1R341 86964WAB8 572000.00000000 PA USD 620797.32000000 0.029923876364 Long DBT NUSS AT Y 2 2047-03-16 Fixed 7.00000000 N N N N N N State of Israel 213800T8ZHTFZIBYPE21 46513JB59 2850000.00000000 PA USD 3465258.00000000 0.167033504532 Long DBT NUSS IL N 2 2120-04-03 Fixed 4.50000000 N N N N N N Kingdom of Thailand 254900PHJ6MSKT6C7026 N/A 316175000.00000000 PA 12470165.24000000 0.601091001632 Long DBT NUSS TH N 2 2032-06-25 Fixed 3.77500000 N N N N N N TURKIYE IHRACAT KREDI BANKASI ANONIM SIRKETI 789000JVRVYLAXGDWR11 90015LAB3 1487000.00000000 PA USD 1424798.79000000 0.068678619354 Long DBT NUSS TR Y 2 2023-10-24 Fixed 5.37500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 36063.07000000 0.001738323947 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 31867163.24000000 EGP 1915093.94000000 USD 2020-11-19 36063.07000000 N N N MALAYSIA SUKUK GLOBAL BERHAD N/A Y54788AA5 2803000.00000000 PA USD 3009530.03000000 0.145066355205 Long DBT NUSS MY N 2 2026-04-27 Fixed 3.17900000 N N N N N N Rumo Luxembourg S.a r.l. 222100HOIQFT7YOSPB46 781467AA3 605000.00000000 PA USD 636823.00000000 0.030696351456 Long DBT NUSS LU Y 2 2024-02-09 Fixed 7.37500000 N N N N N N POWERTEK INVESTMENT HOLDINGS SDN. BHD. N/A N/A 3000000.00000000 PA USD 3044897.52000000 0.146771150577 Long DBT NUSS MY N 2 2022-05-11 Fixed 5.99000000 N N N N N N EURO N/A N/A 1.00000000 NC -33055.14000000 -0.00159333471 N/A DFE XX N 2 JP MORGAN N/A 79962412.00000000 CZK 2942390.79000000 EUR 2020-07-21 -33055.14000000 N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCM2 1111000.00000000 PA USD 950349.40000000 0.045809053990 Long DBT NUSS MX Y 2 2029-01-23 Fixed 6.50000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -2487.35000000 -0.00011989606 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 434589186.00000000 UGX 110022.58000000 USD 2020-08-26 -2487.35000000 N N N Petroleos de Venezuela, S.A. 549300YWR8TN1OFD4P06 P7807HAT2 16820944.00000000 PA USD 483602.14000000 0.023310749226 Long DBT NUSS XX N 2 2024-05-16 Fixed 6.00000000 Y N N N N N Sultanate of Oman 549300SZ20F0QTKNQC75 68205LAA1 1701000.00000000 PA USD 1494821.79000000 0.072053891004 Long DBT NUSS OM Y 2 2025-02-01 Fixed 4.87500000 N N N N N N MALAYSIAN RINGGIT N/A N/A 1.00000000 NC 6177.03000000 0.000297747229 N/A DFE MY N 2 J P MORGAN CHASE BANK N/A 433460.01000000 USD 1902456.00000000 MYR 2020-06-30 6177.03000000 N N N Kerajaan Malaysia 254900GSIL471JOBYY43 N/A 854000.00000000 PA 202736.36000000 0.009772364628 Long DBT NUSS MY N 2 2023-03-15 Fixed 3.48000000 N N N N N N Republica del Peru 254900STKLK2DBJJZ530 715638BE1 724000.00000000 PA 259282.20000000 0.012498005784 Long DBT NUSS XX N 2 2031-08-12 Fixed 6.95000000 N N N N N N FIRST QUANTUM MINERALS LTD. 549300I7UVBGWRYMYZ18 335934AR6 542000.00000000 PA USD 483396.25000000 0.023300824849 Long DBT NUSS CA Y 2 2026-03-01 Fixed 6.87500000 N N N N N N RUSSIA, FEDERATION OF (GOVERNMENT) 5493004EHVGF71PDBU58 N/A 575666000.00000000 PA 9602385.54000000 0.462857342402 Long DBT NUSS RU N 2 2033-03-23 Fixed 7.70000000 N N N N N N DP World PLC 549300M3U2DNF4QVSS04 23330JAC5 817000.00000000 PA USD 745512.50000000 0.035935438442 Long DBT NUSS AE Y 2 2049-09-30 Fixed 4.70000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -45121.15000000 -0.00217494449 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 60129932.76000000 RUB 804287.93000000 USD 2020-06-17 -45121.15000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -1521.83000000 -0.00007335574 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 7945101.60000000 ILS 2267243.56000000 USD 2020-06-17 -1521.83000000 N N N BRAZILIAN REAL N/A N/A 1.00000000 NC -166255.49000000 -0.00801390174 N/A DFE BR N 2 CITIGROUP GLOBAL MARKETS N/A 3101855.64000000 USD 15943538.00000000 BRL 2020-06-02 -166255.49000000 N N N EXPORT-IMPORT BANK OF INDIA 335800OFZ8YEIVN1QI11 30216JAE5 1630000.00000000 PA USD 1594204.42000000 0.076844365185 Long DBT NUSS IN Y 2 2030-01-15 Fixed 3.25000000 N N N N N N CNAC (HK) FINBRIDGE COMPANY LIMITED 549300US1UQ7R7WABI28 N/A 2000.00000000 PA USD 2111.04000000 0.000101757043 Long DBT NUSS HK N 2 2023-03-14 Fixed 4.62500000 N N N N N N Ukraine 6354001WLTJXOMEXPY07 903724AW2 3182000.00000000 PA USD 2709473.00000000 0.130602907669 Long DBT NUSS UA Y 2 2040-05-31 Floating 0.00005040 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 N/A 7914000000.00000000 PA 2655261.24000000 0.127989774604 Long DBT NUSS CO N 2 2027-06-28 Fixed 9.85000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -99110.54000000 -0.00477735880 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 61505838448.00000000 IDR 4092204.82000000 USD 2020-06-19 -99110.54000000 N N N SOUTH AFRICAN RAND N/A N/A 1.00000000 NC -25571.03000000 -0.00123258318 N/A DFE ZA N 2 CITIGROUP GLOBAL MARKETS N/A 2029945.53000000 USD 35533557.00000000 ZAR 2020-07-28 -25571.03000000 N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 17415000000.00000000 PA 1104380.39000000 0.053233706372 Long DBT NUSS ID N 2 2028-05-15 Fixed 6.12500000 N N N N N N URUGUAY PESO N/A N/A 1.00000000 NC -39630.34000000 -0.00191027466 N/A DFE XX N 2 J P MORGAN CHASE BANK N/A 240320.43000000 USD 9000000.00000000 UYU 2020-10-19 -39630.34000000 N N N RUSSIA, FEDERATION OF (GOVERNMENT) 5493004EHVGF71PDBU58 N/A 2553.22000000 PA USD 2954.18000000 0.000142398354 Long DBT NUSS RU N 2 2030-03-31 Fixed 7.50000000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 77421000000.00000000 PA 5244067.19000000 0.252776249488 Long DBT NUSS ID N 2 2027-05-15 Fixed 7.00000000 N N N N N N Government of Mongolia 254900PW61ADCBDCLP71 60937GAB2 680000.00000000 PA USD 642620.24000000 0.030975791923 Long DBT NUSS MN N 2 2022-12-05 Fixed 5.12500000 N N N N N N SOUTH AFRICAN RAND N/A N/A 1.00000000 NC 100323.23000000 0.004835813290 N/A DFE ZA N 2 CITIGROUP GLOBAL MARKETS N/A 2416321.35000000 USD 44430000.00000000 ZAR 2020-06-17 100323.23000000 N N N THE DEMOCRATIC SOCIALIST REPUBLIC OF SRI LANKA 254900HXCCIOHM74FA02 85227SAR7 1612000.00000000 PA USD 886587.81000000 0.042735596881 Long DBT NUSS LK Y 2 2026-07-18 Fixed 6.82500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -34514.50000000 -0.00166367926 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 2269362556.00000000 COP 575980.34000000 USD 2020-06-17 -34514.50000000 N N N Republica de Colombia 549300MHDRBVRF6B9117 N/A 3313100000.00000000 PA 951147.04000000 0.045847502095 Long DBT NUSS CO N 2 2022-05-04 Fixed 7.00000000 N N N N N N Emirate of Dubai N/A N/A 670000.00000000 PA USD 709952.10000000 0.034221344359 Long DBT NUSS AE N 2 2043-01-30 Fixed 5.25000000 N N N N N N Kingdom of Bahrain 549300RODM1WN85LFQ95 N/A 1201000.00000000 PA USD 1254144.25000000 0.060452673153 Long DBT NUSS BH N 2 2028-10-12 Fixed 7.00000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 N/A 336241900.00000000 PA 17957465.15000000 0.865591634598 Long DBT NUSS MX N 2 2024-12-05 Floating 10.00000080 N N N N N N TURKIYE GARANTI BANKASI ANONIM SIRKETI 5493002XSS7K7RHN1V37 900148AE7 998000.00000000 PA USD 908180.00000000 0.043776390717 Long DBT NUSS TR Y 2 2027-05-24 Fixed 6.12500000 N N N N N N MEXICAN PESO N/A N/A 1.00000000 NC 54615.47000000 0.002632592827 N/A DFE XX N 2 JP MORGAN N/A 608627.23000000 USD 14707659.56000000 MXN 2020-06-17 54615.47000000 N N N RUSSIA, FEDERATION OF (GOVERNMENT) 5493004EHVGF71PDBU58 N/A 1032135000.00000000 PA 16841152.82000000 0.811782780933 Long DBT NUSS RU N 2 2026-10-07 Fixed 7.95000000 N N N N N N Republic of Lebanon 529900QPC4K9S1KHL354 N/A 738000.00000000 PA USD 121770.00000000 0.005869597544 Long DBT NUSS LB N 2 2023-01-27 Fixed 6.00000000 Y N N N N N Kingdom of Saudi Arabia 635400FMICXSM3SI3H65 80413TAT6 5123000.00000000 PA USD 5307632.92000000 0.255840265688 Long DBT NUSS SA Y 2 2030-10-22 Fixed 3.25000000 N N N N N N Republic of Ghana 213800PP4399SNNXZ126 374422AD5 68000.00000000 PA USD 76160.00000000 0.003671089340 Long DBT NUSS GH Y 2 2030-10-14 Fixed 10.75000000 N N N N N N MEXICAN PESO N/A N/A 1.00000000 NC 8178.83000000 0.000394238650 N/A DFE XX N 2 JP MORGAN N/A 91295.14000000 USD 2205873.20000000 MXN 2020-06-17 8178.83000000 N N N PT Indonesia Asahan Aluminium (Persero) 2549008P48EB9SN2OI80 74445PAB8 866000.00000000 PA USD 915823.69000000 0.044144834374 Long DBT NUSS ID Y 2 2023-11-15 Fixed 5.71000000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 113708000000.00000000 PA 8041280.33000000 0.387608436211 Long DBT NUSS ID N 2 2034-03-15 Fixed 8.37500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -16588.54000000 -0.00079960625 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 4820288212.00000000 IDR 311629.70000000 USD 2020-06-22 -16588.54000000 N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QBW1 6043000.00000000 PA USD 5137879.46000000 0.247657753641 Long DBT NUSS MX N 2 2026-01-23 Fixed 4.50000000 N N N N N N Republic of Namibia 549300T6Y4CWK77SML15 N/A 500000.00000000 PA USD 487800.00000000 0.023513095853 Long DBT NUSS NA N 2 2025-10-29 Fixed 5.25000000 N N N N N N THE DEMOCRATIC SOCIALIST REPUBLIC OF SRI LANKA 254900HXCCIOHM74FA02 Y8137FAK4 2367000.00000000 PA USD 1420200.00000000 0.068456946968 Long DBT NUSS LK Y 2 2023-04-18 Fixed 5.75000000 N N N N N N EURO N/A N/A 1.00000000 NC -24140.47000000 -0.00116362686 N/A DFE XX N 2 JP MORGAN N/A 23712210.91000000 CZK 859663.84000000 EUR 2020-07-21 -24140.47000000 N N N AUSTRALIAN DOLLAR N/A N/A 1.00000000 NC 13902.66000000 0.000670140584 N/A DFE AU N 2 JP MORGAN N/A 1540616.53000000 USD 2341922.00000000 AUD 2020-06-05 13902.66000000 N N N Ukraine 6354001WLTJXOMEXPY07 N/A 1724000.00000000 PA USD 1793746.14000000 0.086462740726 Long DBT NUSS UA N 2 2024-02-01 Fixed 8.99400000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCH3 1626000.00000000 PA USD 1324620.90000000 0.063849811790 Long DBT NUSS MX Y 2 2028-02-12 Fixed 5.35000000 N N N N N N INDIA RUPEE N/A N/A 1.00000000 NC 2033.23000000 0.000098006420 N/A DFE IN N 2 J P MORGAN CHASE BANK N/A 1588387.01000000 USD 121282084.00000000 INR 2020-08-26 2033.23000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 220088.76000000 0.010608790713 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 18547840.00000000 TRY 2928806.71000000 USD 2020-06-17 220088.76000000 N N N EURO N/A N/A 1.00000000 NC -55130.12000000 -0.00265740015 N/A DFE XX N 2 JP MORGAN N/A 971541504.00000000 HUF 2754583.23000000 EUR 2020-07-15 -55130.12000000 N N N Magyarorszag 5299003F3UFKGCCMAP43 N/A 286840000.00000000 PA 981133.35000000 0.047292912061 Long DBT NUSS HU N 2 2024-06-26 Fixed 3.00000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -7564.34000000 -0.00036461880 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 317940.56000000 EUR 346222.64000000 USD 2020-06-25 -7564.34000000 N N N BRK:GOLDMAN SACHS N/A N/A 21609422.00000000 NC 204230.02000000 0.009844362518 N/A DIR XX N 2 BRK:GOLDMAN SACHS N/A Y 2023-01-02 0.00000000 BRL 0.00000000 BRL -21609422.00000000 BRL 204230.02000000 N N N EURO N/A N/A 1.00000000 NC 76869.17000000 0.003705272985 N/A DFE XX N 2 JP MORGAN N/A 6556593.38000000 USD 5960022.00000000 EUR 2020-07-07 76869.17000000 N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 N/A 398089000.00000000 PA 19608398.32000000 0.945170457627 Long DBT NUSS MX N 2 2027-06-03 Floating 7.49999880 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -4544.31000000 -0.00021904632 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 358001.00000000 EUR 393683.25000000 USD 2020-06-03 -4544.31000000 N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 EJ0234298 186400000.00000000 PA 8641797.04000000 0.416554739950 Long DBT NUSS MX N 2 2022-06-09 Fixed 6.50000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCW0 10096000.00000000 PA USD 8333238.40000000 0.401681495016 Long DBT NUSS MX Y 2 2050-01-23 Fixed 7.69000000 N N N N N N Republica de Angola 549300QHR2R3J8JSGK83 N/A 8407000.00000000 PA USD 5018979.00000000 0.241926474607 Long DBT NUSS AO N 2 2048-05-08 Fixed 9.37500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -1527.60000000 -0.00007363387 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 5854195.65000000 EGP 367589.40000000 USD 2020-06-01 -1527.60000000 N N N Minejesa Capital B.V. 549300KS7ERCP10BKC35 602736AB6 138000.00000000 PA USD 139380.00000000 0.006718440549 Long DBT NUSS NL Y 2 2037-08-10 Fixed 5.62500000 N N N N N N Joint Stock Company KazTransGas 635400YGLXBBSVHONW39 N/A 200000.00000000 PA USD 201426.00000000 0.009709202225 Long DBT NUSS KZ N 2 2027-09-26 Fixed 4.37500000 N N N N N N Republica de El Salvador 529900AKDMUSFSDOM949 P01012BX3 1073000.00000000 PA USD 925473.23000000 0.044609964671 Long DBT NUSS SV N 2 2029-02-28 Fixed 8.62500000 N N N N N N CHILEAN PESO N/A N/A 1.00000000 NC 113802.27000000 0.005485534405 N/A DFE CL N 2 STATE STREET GLOBAL MARKETS, LLC N/A 1740046.93000000 USD 1492525252.00000000 CLP 2020-06-17 113802.27000000 N N N ESKOM HOLDINGS SOC LIMITED 3789001900ED06F65111 N/A 52500000.00000000 PA 2196506.25000000 0.105876715865 Long DBT NUSS ZA N 2 2033-09-15 Fixed 7.50000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 N/A 23765389.00000000 PA 1191810.31000000 0.057448032099 Long DBT NUSS ZA N 2 2035-02-28 Fixed 8.87500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 6363.53000000 0.000306736963 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 5772000.00000000 PEN 1686240.14000000 USD 2020-06-18 6363.53000000 N N N THE DEMOCRATIC SOCIALIST REPUBLIC OF SRI LANKA 254900HXCCIOHM74FA02 85227SAV8 1952000.00000000 PA USD 1171200.00000000 0.056454567165 Long DBT NUSS LK Y 2 2023-04-18 Fixed 5.75000000 N N N N N N POLISH ZLOTY N/A N/A 1.00000000 NC 48976.71000000 0.002360791465 N/A DFE PA N 2 CITIGROUP GLOBAL MARKETS N/A 2860300.59000000 EUR 12952149.00000000 PLN 2020-08-21 48976.71000000 N N N BRK: GOLDMAN SACHS N/A N/A 40855106.00000000 NC -122001.45000000 -0.00588075397 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2029-09-10 0.00000000 MXN 0.00000000 MXN -40855106.00000000 MXN -122001.45000000 N N N COLOMBIA PESO N/A N/A 1.00000000 NC 61168.18000000 0.002948448707 N/A DFE CO N 2 GOLDMAN, SACHS & CO. N/A 1570840.01000000 USD 6066584102.00000000 COP 2020-06-17 61168.18000000 N N N Turkiye Cumhuriyeti 5493000PCHOG3B6S3Q85 900123BJ8 1091000.00000000 PA USD 891434.28000000 0.042969208021 Long DBT NUSS TR N 2 2041-01-14 Fixed 6.00000000 N N N N N N MILLICOM INTERNATIONAL CELLULAR S.A. 549300CTHC1CP86P2G96 600814AQ0 597000.00000000 PA USD 618790.50000000 0.029827142967 Long DBT NUSS LU Y 2 2029-03-25 Fixed 6.25000000 N N N N N N THE REPUBLIC OF KENYA 549300VVURQQYU45PR87 N/A 2501000.00000000 PA USD 2336934.40000000 0.112645679685 Long DBT NUSS KE N 2 2048-02-28 Fixed 8.25000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -6055.58000000 -0.00029189305 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 97560559.00000000 THB 3061184.40000000 USD 2020-06-26 -6055.58000000 N N N Corporacion Nacional del Cobre de Chile 549300UVMBCBCIPSUI70 21987BBB3 1222000.00000000 PA USD 1259735.36000000 0.060722177674 Long DBT NUSS CL Y 2 2030-01-14 Fixed 3.15000000 N N N N N N The Export-Import Bank of Korea 549300APVP4R32PI3Y06 N/A 35600000000.00000000 PA 2432301.16000000 0.117242579580 Long DBT NUSS KR N 2 2021-11-30 Fixed 8.40000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 N/A 96771000.00000000 PA 3734063.13000000 0.179990537717 Long DBT NUSS ZA N 2 2036-03-31 Fixed 6.25000000 N N N N N N Islamic Republic of Pakistan 529900LOP29R5WKHOD86 740840AC7 4277000.00000000 PA USD 3977943.61000000 0.191746144734 Long DBT NUSS PK Y 2 2027-12-05 Fixed 6.87500000 N N N N N N PERUVIAN INTI N/A N/A 1.00000000 NC -11266.22000000 -0.00054305803 N/A DFE PE N 2 J P MORGAN CHASE BANK N/A 937065.49000000 USD 3181000.00000000 PEN 2020-06-17 -11266.22000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -233122.52000000 -0.01123704829 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 72461107.02000000 ZAR 3874384.75000000 USD 2020-06-09 -233122.52000000 N N N Kerajaan Malaysia 254900GSIL471JOBYY43 N/A 2000000.00000000 PA 510355.91000000 0.024600343237 Long DBT NUSS MY N 2 2031-06-30 Fixed 4.23200000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 N/A 256200253.00000000 PA 11843966.43000000 0.570906760872 Long DBT NUSS ZA N 2 2048-02-28 Fixed 8.75000000 N N N N N N Republic of Zambia 2549001MFDXXJB4IQU56 988895AE8 1888000.00000000 PA USD 849751.04000000 0.040959978792 Long DBT NUSS ZM Y 2 2024-04-14 Fixed 8.50000000 N N N N N N CENCOSUD S.A. 549300NLTGCFV7482429 15132HAH4 2283000.00000000 PA USD 2275749.81000000 0.109696439977 Long DBT NUSS CL Y 2 2027-07-17 Fixed 4.37500000 N N N N N N ESKOM HOLDINGS SOC LIMITED 3789001900ED06F65111 29646AAB2 2642000.00000000 PA USD 2365911.00000000 0.114042419277 Long DBT NUSS ZA Y 2 2025-02-11 Fixed 7.12500000 N N N N N N BRK: GOLDMAN SACHS N/A N/A 15600000.00000000 NC -392392.97000000 -0.01891425485 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2029-12-17 0.00000000 PLN 0.00000000 PLN -15600000.00000000 PLN -392392.97000000 N N N Gobierno de la Republica Dominicana 254900EHU7Q8FGVPI369 P3579EBY2 6158000.00000000 PA USD 5542200.00000000 0.267146945139 Long DBT NUSS DO N 2 2048-02-15 Fixed 6.50000000 N N N N N N EURO N/A N/A 1.00000000 NC 32386.72000000 0.001561115317 N/A DFE XX N 2 JP MORGAN N/A 1326348.99000000 USD 1221218.00000000 EUR 2020-06-17 32386.72000000 N N N BRK: GOLDMAN SACHS N/A N/A 15387123.00000000 NC 68859.13000000 0.003319170406 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2023-01-02 0.00000000 BRL 0.00000000 BRL -15387123.00000000 BRL 68859.13000000 N N N TURKIYE SISE VE CAM FABRIKALARI ANONIM SIRKETI 789000KWOK751Q6R8875 90016AAB6 725000.00000000 PA USD 719707.50000000 0.034691577355 Long DBT NUSS TR Y 2 2026-03-14 Fixed 6.95000000 N N N N N N Bundesrepublik Deutschland N/A N/A -113.00000000 NC -21677397.11000000 -1.04490101701 N/A DIR DE N 1 GOLDMAN, SACHS & CO. N/A Short Germany Govt. Bond Futures Euro-Bund Future Jun 2020 2020-06-11 -21953225.49000000 EUR 275828.38000000 N N N BRAZILIAN REAL N/A N/A 1.00000000 NC 12336.27000000 0.000594636939 N/A DFE BR N 2 CITIGROUP GLOBAL MARKETS N/A 438698.82000000 USD 2455836.00000000 BRL 2020-08-04 12336.27000000 N N N Emirate of Abu Dhabi 213800FER4348CINTA77 29135LAH3 3522000.00000000 PA USD 3780726.12000000 0.182239802491 Long DBT NUSS AE Y 2 2030-04-16 Fixed 3.12500000 N N N N N N Republica Federativa do Brasil 254900ZFY40OYEADAP90 N/A 11124000.00000000 PA 2445411.98000000 0.117874551633 Long DBT NUSS BR N 2 2031-01-01 Fixed 10.00000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -33768.39000000 -0.00162771502 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 2159438.00000000 EUR 2368313.53000000 USD 2020-06-03 -33768.39000000 N N N BRK: GOLDMAN SACHS N/A N/A 6300503.00000000 NC 62582.52000000 0.003016623188 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2023-01-02 0.00000000 BRL 0.00000000 BRL -6300503.00000000 BRL 62582.52000000 N N N TURKIYE IHRACAT KREDI BANKASI ANONIM SIRKETI 789000JVRVYLAXGDWR11 90015LAD9 831000.00000000 PA USD 800851.32000000 0.038602898424 Long DBT NUSS TR Y 2 2024-05-03 Fixed 6.12500000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCT7 3652000.00000000 PA USD 3127572.80000000 0.150756291584 Long DBT NUSS MX Y 2 2030-01-23 Fixed 6.84000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -231.71000000 -0.00001116896 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 8105608.71000000 ILS 2314367.33000000 USD 2020-06-17 -231.71000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -10560.30000000 -0.00050903104 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 355488.00000000 EUR 384871.89000000 USD 2020-06-03 -10560.30000000 N N N Petroleos de Venezuela, S.A. 549300YWR8TN1OFD4P06 N/A 1620000.00000000 PA USD 46575.00000000 0.002245023450 Long DBT CORP VE N 2 2037-04-12 Fixed 5.50000000 Y N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 105878000000.00000000 PA 7625969.84000000 0.367589503533 Long DBT NUSS ID N 2 2024-03-15 Fixed 8.37500000 N N N N N N Republica de El Salvador 529900AKDMUSFSDOM949 P01012AN6 484000.00000000 PA USD 393254.84000000 0.018955798990 Long DBT NUSS SV N 2 2035-06-15 Fixed 7.65000000 N N N N N N Republic of the Philippines 529900RAHBALMYIJ3T08 718286CJ4 2380000.00000000 PA USD 2492511.74000000 0.120144869738 Long DBT NUSS PH N 2 2030-05-05 Fixed 2.45700000 N N N N N N EURO N/A N/A 1.00000000 NC -45571.56000000 -0.00219665530 N/A DFE XX N 2 JP MORGAN N/A 972265892.00000000 HUF 2764707.78000000 EUR 2020-07-21 -45571.56000000 N N N CZECH REPUBLIC KORUNA N/A N/A 1.00000000 NC 22432.65000000 0.001081305964 N/A DFE CZ N 2 CITIGROUP GLOBAL MARKETS N/A 599830.49000000 USD 15050119.00000000 CZK 2020-06-17 22432.65000000 N N N CZECH REPUBLIC KORUNA N/A N/A 1.00000000 NC 6103.18000000 0.000294187487 N/A DFE CZ N 2 CITIGROUP GLOBAL MARKETS N/A 1019271.72000000 EUR 27570505.00000000 CZK 2020-07-21 6103.18000000 N N N RUSSIA, FEDERATION OF (GOVERNMENT) 5493004EHVGF71PDBU58 QJ4075223 176075000.00000000 PA 3095789.39000000 0.149224257214 Long DBT NUSS RU N 2 2031-09-17 Fixed 8.50000000 N N N N N N Republica del Ecuador 5299003Y2U5XK0A35H71 P8054QAV5 8444000.00000000 PA USD 3092615.00000000 0.149071244224 Long DBT NUSS EC N 2 2027-10-23 Fixed 8.87500000 N N N N N N MEXICAN PESO N/A N/A 1.00000000 NC 50160.49000000 0.002417852417 N/A DFE XX N 2 JP MORGAN N/A 608854.57000000 USD 14613909.96000000 MXN 2020-06-17 50160.49000000 N N N Republica del Peru 254900STKLK2DBJJZ530 N/A 2543000.00000000 PA 957189.78000000 0.046138776234 Long DBT NUSS PE N 2 2026-08-12 Fixed 8.20000000 N N N N N N Republic of Zambia 2549001MFDXXJB4IQU56 988895AA6 2950000.00000000 PA USD 1330992.80000000 0.064156952207 Long DBT NUSS ZM Y 2 2022-09-20 Fixed 5.37500000 N N N N N N COLOMBIA PESO N/A N/A 1.00000000 NC 31111.34000000 0.001499639031 N/A DFE CO N 2 GOLDMAN, SACHS & CO. N/A 392230.17000000 USD 1573666677.00000000 COP 2020-06-17 31111.34000000 N N N PT Pertamina (Persero) 254900NDAKGNZ2IBBL45 69370RAA5 1071000.00000000 PA USD 1306376.28000000 0.062970378623 Long DBT NUSS ID N 2 2044-05-30 Fixed 6.45000000 N N N N N N MEDCO BELL PTE. LTD. 2549003PNDCWIWGKC768 58406LAA9 626000.00000000 PA USD 494427.55000000 0.023832559195 Long DBT NUSS SG Y 2 2027-01-30 Fixed 6.37500000 N N N N N N Republica Argentina 549300KPBYGYF7HCHO27 N/A 294793.07300000 PA 136326.22000000 0.006571241242 Long DBT NUSS AR N 2 2033-12-31 Floating 7.81999920 Y N Y N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -33842.26000000 -0.00163127573 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 13329891.00000000 CZK 517296.23000000 USD 2020-06-17 -33842.26000000 N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 N/A 133022000.00000000 PA 6644082.15000000 0.320260230527 Long DBT NUSS MX N 2 2031-05-29 Fixed 7.75000000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 80596000000.00000000 PA 5293629.13000000 0.255165250402 Long DBT NUSS ID N 2 2038-05-15 Fixed 7.50000000 N N N N N N ISRAELI SHEKEL N/A N/A 1.00000000 NC 12094.72000000 0.000582993666 N/A DFE IL N 2 CITIGROUP GLOBAL MARKETS N/A 550290.62000000 USD 1969445.00000000 ILS 2020-06-17 12094.72000000 N N N BRAZILIAN REAL N/A N/A 1.00000000 NC -15345.78000000 -0.00073970232 N/A DFE BR N 2 CITIGROUP GLOBAL MARKETS N/A 1641241.36000000 USD 8841295.00000000 BRL 2020-07-02 -15345.78000000 N N N Ceska republika 3157007EFDLQABN47912 N/A 196500000.00000000 PA 9535560.02000000 0.459636196733 Long DBT NUSS CZ N 2 2029-07-23 Fixed 2.75000000 N N N N N N BRK: CITIGROUP N/A N/A 362315350.00000000 NC -201784.76000000 -0.00972649529 N/A DIR XX N 2 BRK: CITIGROUP N/A Y 2025-02-26 0.00000000 INR 0.00000000 INR -362315350.00000000 INR -201784.76000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -28825.52000000 -0.00138945718 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 110226430.99000000 NGN 233283.45000000 USD 2020-11-02 -28825.52000000 N N N Corporacion Nacional del Cobre de Chile 549300UVMBCBCIPSUI70 21987BBC1 234000.00000000 PA USD 253609.20000000 0.012224553974 Long DBT NUSS CL Y 2 2031-01-15 Fixed 3.75000000 N N N N N N PETROBRAS GLOBAL FINANCE B.V. 549300FNENFFSMO3GT38 71647NBH1 3830000.00000000 PA USD 3787104.00000000 0.182547231158 Long DBT NUSS NL N 2 2031-01-03 Fixed 5.60000000 N N N N N N PT Perusahaan Listrik Negara (Persero) 254900OYVDRYS9J51J61 71568PAM1 355000.00000000 PA USD 347900.00000000 0.016769590093 Long DBT NUSS ID Y 2 2050-02-05 Fixed 4.37500000 N N N N N N United States of America N/A N/A 64.00000000 NC USD 8900000.00000000 0.429000723853 N/A DIR US N 1 GOLDMAN, SACHS & CO. N/A Long U.S. Treasury Futures US 10 Year Treasury Note Future (consolidated) Sep 2020 2020-09-24 8889103.04000000 USD 10896.96000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -29543.11000000 -0.00142404669 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 4085419.00000000 SGD 2862154.29000000 USD 2020-07-27 -29543.11000000 N N N EURO N/A N/A 1.00000000 NC -4245.98000000 -0.00020466612 N/A DFE XX N 2 JP MORGAN N/A 201512.68000000 USD 177340.00000000 EUR 2020-06-03 -4245.98000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -24341.30000000 -0.00117330733 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 1152514267.00000000 UGX 273107.65000000 USD 2020-09-09 -24341.30000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -7587.54000000 -0.00036573709 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 3689737.44000000 PEN 1066274.84000000 USD 2020-06-17 -7587.54000000 N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205AR5 326000.00000000 PA USD 339724.60000000 0.016375516776 Long DBT NUSS ZA N 2 2025-09-16 Fixed 5.87500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -7384.01000000 -0.00035592647 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 11459191426.00000000 IDR 773903.66000000 USD 2020-06-17 -7384.01000000 N N N BRAZILIAN REAL N/A N/A 1.00000000 NC -2328874.37000000 -0.11225716747 N/A DFE BR N 2 CITIGROUP GLOBAL MARKETS N/A 13297996.65000000 USD 59574400.00000000 BRL 2020-06-02 -2328874.37000000 N N N Mong Duong Finance Holdings B.V. 549300995KGQFMWSV879 60935DAA3 950000.00000000 PA USD 930898.19000000 0.044871460375 Long DBT NUSS NL Y 2 2029-05-07 Fixed 5.12500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -489.75000000 -0.00002360709 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 1042196053.00000000 CLP 1294010.50000000 USD 2020-06-17 -489.75000000 N N N Ceska republika 3157007EFDLQABN47912 N/A 191620000.00000000 PA 8667657.56000000 0.417801277230 Long DBT NUSS CZ N 2 2025-09-17 Fixed 2.40000000 N N N N N N MEXICAN PESO N/A N/A 1.00000000 NC 7793.65000000 0.000375672077 N/A DFE XX N 2 JP MORGAN N/A 77491.78000000 USD 1908700.00000000 MXN 2020-08-20 7793.65000000 N N N RUSSIA, FEDERATION OF (GOVERNMENT) 5493004EHVGF71PDBU58 EJ0370613 1008147000.00000000 PA 16711910.09000000 0.805552980402 Long DBT NUSS RU N 2 2027-02-03 Fixed 8.15000000 N N N N N N CHILEAN PESO N/A N/A 1.00000000 NC 31973.23000000 0.001541184136 N/A DFE CL N 2 STATE STREET GLOBAL MARKETS, LLC N/A 1253486.87000000 USD 1034917865.00000000 CLP 2020-06-17 31973.23000000 N N N Republic of Ghana 213800PP4399SNNXZ126 N/A 1781000.00000000 PA USD 1666481.70000000 0.080328298380 Long DBT NUSS GH N 2 2027-03-26 Fixed 7.87500000 N N N N N N BRAZILIAN REAL N/A N/A 1.00000000 NC -47778.20000000 -0.00230302049 N/A DFE BR N 2 CITIGROUP GLOBAL MARKETS N/A 1147670.12000000 USD 5973623.00000000 BRL 2020-06-02 -47778.20000000 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 825000.00000000 PA USD 760163.25000000 0.036641638707 Long DBT NUSS EG N 2 2048-02-21 Fixed 7.90300000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -9477.56000000 -0.00045684046 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 13130000.00000000 ZAR 734243.87000000 USD 2020-06-17 -9477.56000000 N N N Turkiye Cumhuriyeti 5493000PCHOG3B6S3Q85 900123CR9 3871000.00000000 PA USD 3964469.17000000 0.191096645351 Long DBT NUSS TR N 2 2023-12-23 Fixed 7.25000000 N N N N N N KONDOR FINANCE PLC 213800PUC1T9GI6EIO63 N/A 970000.00000000 PA 1007008.90000000 0.048540173823 Long DBT NUSS GB N 2 2024-07-19 Fixed 7.12500000 N N N N N N CHILEAN PESO N/A N/A 1.00000000 NC 11041.05000000 0.000532204319 N/A DFE CL N 2 STATE STREET GLOBAL MARKETS, LLC N/A 619245.96000000 USD 507441099.00000000 CLP 2020-06-17 11041.05000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -11121.63000000 -0.00053608846 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 661118.00000000 EUR 724631.41000000 USD 2020-07-03 -11121.63000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -58731.61000000 -0.00283100035 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 25589254000.00000000 IDR 1685943.73000000 USD 2020-06-17 -58731.61000000 N N N Joint Stock Company National Company KazMunayGas 2138001H1M69RFJCSH88 48667QAP0 5257000.00000000 PA USD 5916753.50000000 0.285201295995 Long DBT NUSS KZ Y 2 2047-04-19 Fixed 5.75000000 N N N N N N Nexa Resources S.A. 549300QRMRHM7GAU7L47 91832CAA4 4041000.00000000 PA USD 3869297.91000000 0.186509169010 Long DBT NUSS LU Y 2 2027-05-04 Fixed 5.37500000 N N N N N N INKIA ENERGY LIMITED N/A 45721RAC7 487000.00000000 PA USD 472390.00000000 0.022770297970 Long DBT NUSS BM Y 2 2027-11-09 Fixed 5.87500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 132347.63000000 0.006379463940 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 9007536.00000000 EUR 10154195.33000000 USD 2020-06-17 132347.63000000 N N N EURO N/A N/A 1.00000000 NC 127102.09000000 0.006126616698 N/A DFE XX N 2 JP MORGAN N/A 5112134.15000000 USD 4710000.00000000 EUR 2020-06-03 127102.09000000 N N N Republic of Ghana 213800PP4399SNNXZ126 N/A 7745000.00000000 PA 1349764.27000000 0.065061780770 Long DBT NUSS GH N 2 2024-03-25 Fixed 19.75000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -61157.84000000 -0.00294795029 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 221610702.64000000 NGN 465813.35000000 USD 2020-11-02 -61157.84000000 N N N BRAZILIAN REAL N/A N/A 1.00000000 NC 6013.11000000 0.000289845903 N/A DFE BR N 2 CITIGROUP GLOBAL MARKETS N/A 673356.45000000 USD 3689724.00000000 BRL 2020-06-02 6013.11000000 N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 N/A 95416000.00000000 PA 4996353.81000000 0.240835887766 Long DBT NUSS MX N 2 2029-05-31 Fixed 8.50000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 7403.86000000 0.000356883292 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 50618826.00000000 TWD 1695432.27000000 USD 2020-06-17 7403.86000000 N N N COLOMBIA PESO N/A N/A 1.00000000 NC 84273.10000000 0.004062159651 N/A DFE CO N 2 GOLDMAN, SACHS & CO. N/A 829292.21000000 USD 3395951582.00000000 COP 2020-06-17 84273.10000000 N N N CHINESE YUAN RENMINBI N/A N/A 1.00000000 NC 72.92000000 0.000003514913 N/A DFE MY N 2 CITIGROUP GLOBAL MARKETS N/A 349026.83000000 USD 2497150.00000000 CNY 2020-06-18 72.92000000 N N N COLOMBIA PESO N/A N/A 1.00000000 NC 36663.29000000 0.001767255949 N/A DFE CO N 2 GOLDMAN, SACHS & CO. N/A 1553142.38000000 USD 5909706763.00000000 COP 2020-06-17 36663.29000000 N N N BRK: GOLDMAN SACHS N/A N/A 10047965.00000000 NC 72274.26000000 0.003483787624 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2021-11-16 0.00000000 PLN 0.00000000 PLN -10047965.00000000 PLN 72274.26000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -77208.21000000 -0.00372161550 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 98283642.96000000 RUB 1311168.84000000 USD 2020-06-17 -77208.21000000 N N N Republica de Guatemala 529900QKDFFU9UWW5315 P5015VAJ5 204000.00000000 PA USD 228480.00000000 0.011013268020 Long DBT NUSS GT N 2 2050-06-01 Fixed 6.12500000 N N N N N N AEROPUERTO INTERNACIONAL DE TOCUMEN, S.A. 254900FO1PHX49ZIGB14 00787CAC6 942000.00000000 PA USD 971588.22000000 0.046832814569 Long DBT NUSS PA Y 2 2048-11-18 Fixed 6.00000000 N N N N N N Republica de Costa Rica 549300DYYS8QPMR8OP36 P3699PGH4 1860000.00000000 PA USD 1450818.60000000 0.069932834784 Long DBT NUSS CR N 2 2044-04-04 Fixed 7.00000000 N N N N N N Republika Srbija 254900W94OCY91V32O78 N/A 5894000.00000000 PA 6146412.68000000 0.296271403238 Long DBT NUSS RS N 2 2029-06-26 Fixed 1.50000000 N N N N N N Turkiye Cumhuriyeti 5493000PCHOG3B6S3Q85 900123CF5 600000.00000000 PA USD 585750.00000000 0.028234513932 Long DBT NUSS TR N 2 2024-03-22 Fixed 5.75000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -3009.62000000 -0.00014507069 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 3520755.00000000 MYR 810598.84000000 USD 2020-06-30 -3009.62000000 N N N PT Indonesia Asahan Aluminium (Persero) 2549008P48EB9SN2OI80 Y7140WAD0 345000.00000000 PA USD 402750.54000000 0.019413513841 Long DBT NUSS ID N 2 2048-11-15 Fixed 6.75700000 N N N N N N Republic of Lebanon 529900QPC4K9S1KHL354 N/A 522000.00000000 PA USD 83520.00000000 0.004025858478 Long DBT NUSS LB N 2 2029-05-25 Fixed 6.85000000 Y N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -5375.38000000 -0.00025910583 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 5490000.00000000 ZAR 305594.21000000 USD 2020-06-17 -5375.38000000 N N N PETRONAS Capital Limited 549300G7YFX3540OYR85 716743AP4 4910000.00000000 PA USD 5379641.60000000 0.259311251738 Long DBT NUSS MY Y 2 2030-04-21 Fixed 3.50000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -91472.49000000 -0.00440918701 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 3930839714.80000000 COP 965986.29000000 USD 2020-06-17 -91472.49000000 N N N United States of America N/A N/A 65.00000000 NC USD 14172031.25000000 0.683124906148 N/A DIR US N 1 GOLDMAN, SACHS & CO. N/A Long U.S. Treasury Futures US Ultra T-Bond Futures (Composite) Sep 2020 2020-09-24 14298428.50000000 USD -126397.25000000 N N N BRK: J.P. MORGAN CHASE N/A N/A 600000000.00000000 NC -118745.82000000 -0.00572382502 N/A DIR XX N 2 BRK: J.P. MORGAN CHASE N/A Y 2029-02-08 0.00000000 HUF 0.00000000 HUF -600000000.00000000 HUF -118745.82000000 N N N Republique de Cote d'Ivoire 254900ICW11T82O6H590 N/A 849000.00000000 PA USD 797720.40000000 0.038451980790 Long DBT NUSS CI N 2 2033-06-15 Fixed 6.12500000 N N N N N N TURKISH LIRA N/A N/A 1.00000000 NC 161237.23000000 0.007772009930 N/A DFE TR N 2 JP MORGAN N/A 3582032.83000000 USD 25638400.00000000 TRY 2020-06-18 161237.23000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -93399.98000000 -0.00450209651 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 25050000.00000000 ZAR 1325504.97000000 USD 2020-06-17 -93399.98000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -46597.77000000 -0.00224612101 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 2341922.00000000 AUD 1507921.42000000 USD 2020-06-05 -46597.77000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -54368.50000000 -0.00262068829 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 56223137.00000000 THB 1713205.97000000 USD 2020-06-19 -54368.50000000 N N N Republika Srbija 254900W94OCY91V32O78 BG1390940 236320000.00000000 PA 2455968.08000000 0.118383380233 Long DBT NUSS RS N 2 2032-08-20 Fixed 4.50000000 N N N N N N Ukraine 6354001WLTJXOMEXPY07 N/A 1149000.00000000 PA USD 1146849.07000000 0.055280795638 Long DBT NUSS UA N 2 2020-09-01 Fixed 7.75000000 N N N N N N THAILAND BAHT N/A N/A 1.00000000 NC -45282.50000000 -0.00218272194 N/A DFE TH N 2 J P MORGAN CHASE BANK N/A 21088940.51000000 USD 669362971.73000000 THB 2020-06-17 -45282.50000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -29381.03000000 -0.00141623406 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 12750000.00000000 ZAR 692816.10000000 USD 2020-06-17 -29381.03000000 N N N Republica del Ecuador 5299003Y2U5XK0A35H71 N/A 1417000.00000000 PA USD 595154.17000000 0.028687816824 Long DBT NUSS EC N 2 2024-06-20 Fixed 7.95000000 N N N N N N PT Perusahaan Listrik Negara (Persero) 254900OYVDRYS9J51J61 71568PAF6 1015000.00000000 PA USD 1196583.50000000 0.057678110972 Long DBT NUSS ID Y 2 2048-05-21 Fixed 6.15000000 N N N N N N LIQUID TELECOMMUNICATIONS FINANCING PLC 635400MXAVJRJJCWVI87 536333AA5 1119000.00000000 PA USD 1008778.50000000 0.048625472663 Long DBT NUSS GB Y 2 2022-07-13 Fixed 8.50000000 N N N N N N Turkiye Cumhuriyeti 5493000PCHOG3B6S3Q85 N/A 30802000.00000000 PA 4594449.17000000 0.221463148273 Long DBT NUSS TR N 2 2022-08-17 Fixed 10.70000000 N N N N N N THE DEMOCRATIC SOCIALIST REPUBLIC OF SRI LANKA 254900HXCCIOHM74FA02 Y8137FAH1 1794000.00000000 PA USD 968734.31000000 0.046695249461 Long DBT NUSS LK N 2 2027-05-11 Fixed 6.20000000 N N N N N N Republique du Senegal 549300NP14ZLQGWIUZ97 N/A 1417000.00000000 PA USD 1410807.71000000 0.068004216720 Long DBT NUSS SN N 2 2024-07-30 Fixed 6.25000000 N N N N N N ISRAELI SHEKEL N/A N/A 1.00000000 NC 38593.97000000 0.001860319220 N/A DFE IL N 2 CITIGROUP GLOBAL MARKETS N/A 909818.79000000 USD 3321293.49000000 ILS 2020-06-17 38593.97000000 N N N Turkiye Cumhuriyeti 5493000PCHOG3B6S3Q85 N/A 6700000.00000000 PA 2050511.09000000 0.098839409199 Long DBT USGA TR N 2 2023-08-02 Fixed 3.00000000 N N N N N N Sinopec Group Overseas Development (2018) Limited 549300C6OZZ8LTVR8209 82939GAP3 2346000.00000000 PA USD 2407973.67000000 0.116069937915 Long DBT NUSS VG Y 2 2030-05-13 Fixed 2.70000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 N/A 6037000.00000000 PA 274049.61000000 0.013209829332 Long DBT NUSS MX N 2 2026-03-05 Fixed 5.75000000 N N N N N N Islamic Republic of Pakistan 529900LOP29R5WKHOD86 695847AR4 335000.00000000 PA USD 328300.00000000 0.015824824454 Long DBT NUSS PK Y 2 2025-09-30 Fixed 8.25000000 N N N N N N BRK: GOLDMAN SACHS & CO. N/A N/A 3427375.00000000 NC 19719.35000000 0.000950518586 N/A DIR XX N 2 BRK: GOLDMAN SACHS & CO. N/A Y 2027-01-04 0.00000000 BRL 0.00000000 BRL -3427375.00000000 BRL 19719.35000000 N N N Huarong Finance 2017 Co., Ltd. 5493006V07LYI3HE6G83 G463PSAB0 2161000.00000000 PA USD 2177146.91000000 0.104943550598 Long DBT NUSS VG N 2 2168-07-24 Fixed 4.50000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 N/A 112117800.00000000 PA 5427211.32000000 0.261604223009 Long DBT NUSS MX N 2 2042-11-13 Fixed 7.75000000 N N N N N N Republic of Trinidad and Tobago N/A P93960AF2 1024000.00000000 PA USD 1013248.00000000 0.048840912971 Long DBT NUSS TT N 2 2024-01-16 Fixed 4.37500000 N N N N N N Kingdom of Thailand 254900PHJ6MSKT6C7026 N/A 75861000.00000000 PA 2486901.87000000 0.119874460941 Long DBT NUSS TH N 2 2029-12-17 Fixed 1.60000000 N N N N N N Kerajaan Malaysia 254900GSIL471JOBYY43 N/A 3713000.00000000 PA 873857.61000000 0.042121971599 Long DBT NUSS MY N 2 2021-07-15 Fixed 4.16000000 N N N N N N Kerajaan Malaysia 254900GSIL471JOBYY43 N/A 36980000.00000000 PA 8556234.97000000 0.412430448942 Long DBT NUSS MY N 2 2020-10-15 Fixed 3.65900000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 633000.00000000 PA 668528.26000000 0.032224618815 Long DBT NUSS EG N 2 2025-04-11 Fixed 4.75000000 N N N N N N BRK: GOLDMAN SACHS N/A N/A 36996652.00000000 NC 274706.38000000 0.013241487176 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2022-01-03 0.00000000 BRL 0.00000000 BRL -36996652.00000000 BRL 274706.38000000 N N N BRK: GOLDMAN SACHS N/A N/A 29801169.00000000 NC 65169.51000000 0.003141322130 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2025-05-21 0.00000000 MXN 0.00000000 MXN -29801169.00000000 MXN 65169.51000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 ZR7661609 28592000000.00000000 PA 1902219.30000000 0.091691399621 Long DBT CORP US Y 2 2035-06-15 Fixed 7.50000000 N N N N N N Kingdom of Thailand 254900PHJ6MSKT6C7026 N/A 34000000.00000000 PA 1164117.68000000 0.056113182850 Long DBT NUSS TH N 2 2023-06-16 Fixed 3.62500000 N N N N N N Republica del Ecuador 5299003Y2U5XK0A35H71 27927WAL6 7001000.00000000 PA USD 2537862.50000000 0.122330881970 Long DBT NUSS XX Y 2 2029-01-31 Fixed 10.75000000 N N N N N N BRK: GOLDMAN SACHS N/A N/A 13490531.00000000 NC 265592.00000000 0.012802152837 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2021-01-04 0.00000000 BRL 0.00000000 BRL -13490531.00000000 BRL 265592.00000000 N N N Republika Srbija 254900W94OCY91V32O78 N/A 451000.00000000 PA 525648.28000000 0.025337471080 Long DBT NUSS RS N 2 2027-05-15 Fixed 3.12500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -258288.67000000 -0.01245011532 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 15274608200.00000000 COP 3851146.10000000 USD 2020-06-16 -258288.67000000 N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 Y20721BB4 3665000.00000000 PA USD 4446290.33000000 0.214321547194 Long DBT NUSS ID N 2 2042-01-17 Fixed 5.25000000 N N N N N N BRK: GOLDMAN SACHS N/A N/A 14494773.00000000 NC -216017.58000000 -0.01041255035 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2024-03-25 0.00000000 PLN 0.00000000 PLN -14494773.00000000 PLN -216017.58000000 N N N LIMA METRO LINE 2 FINANCE LIMITED 5493009BVQNQT1UKQ352 G54897AB2 349000.00000000 PA USD 364879.50000000 0.017588041530 Long DBT NUSS KY N 2 2036-04-05 Fixed 4.35000000 N N N N N N BRAZILIAN REAL N/A N/A 1.00000000 NC -7550.01000000 -0.00036392806 N/A DFE BR N 2 CITIGROUP GLOBAL MARKETS N/A 779560.47000000 USD 4192866.00000000 BRL 2020-06-02 -7550.01000000 N N N Government of Mongolia 254900PW61ADCBDCLP71 Y6142NAB4 3124000.00000000 PA USD 2952626.51000000 0.142323473040 Long DBT NUSS MN N 2 2023-05-01 Fixed 5.62500000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 Y20721AE9 3353000.00000000 PA USD 5146006.12000000 0.248049477576 Long DBT NUSS ID N 2 2035-10-12 Fixed 8.50000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -73939.01000000 -0.00356403245 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 5996700.00000000 BRL 1029476.39000000 USD 2020-06-18 -73939.01000000 N N N Ukraine 6354001WLTJXOMEXPY07 903724AS1 2216000.00000000 PA USD 2227102.16000000 0.107351509970 Long DBT NUSS UA Y 2 2025-09-01 Fixed 7.75000000 N N N N N N BRAZILIAN REAL N/A N/A 1.00000000 NC -423144.76000000 -0.02039656273 N/A DFE BR N 2 CITIGROUP GLOBAL MARKETS N/A 7554092.57000000 USD 38776668.00000000 BRL 2020-07-02 -423144.76000000 N N N Kerajaan Malaysia 254900GSIL471JOBYY43 N/A 17428000.00000000 PA 4270162.18000000 0.205831760246 Long DBT NUSS MY N 2 2024-09-30 Fixed 4.05900000 N N N N N N Ukraine 6354001WLTJXOMEXPY07 903724BS0 65000000.00000000 PA 2479157.78000000 0.119501177771 Long DBT NUSS UA Y 2 2021-01-20 Fixed 15.70000000 N N N N N N Magyarorszag 5299003F3UFKGCCMAP43 N/A 679490000.00000000 PA 2285050.45000000 0.110144752482 Long DBT NUSS HU N 2 2024-10-24 Fixed 2.50000000 N N N N N N Turkiye Cumhuriyeti 5493000PCHOG3B6S3Q85 N/A 5781413.00000000 PA 827611.20000000 0.039892786951 Long DBT NUSS TR N 2 2022-09-14 Fixed 8.50000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -96857.10000000 -0.00466873775 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 2845802.00000000 EUR 3068711.68000000 USD 2020-06-03 -96857.10000000 N N N BRK: GOLDMAN SACHS N/A N/A 3000000.00000000 NC 193294.60000000 0.009317249810 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2023-01-02 0.00000000 BRL 0.00000000 BRL -3000000.00000000 BRL 193294.60000000 N N N Ceska republika 3157007EFDLQABN47912 N/A 61450000.00000000 PA 2890360.71000000 0.139322116493 Long DBT NUSS CZ N 2 2028-08-25 Fixed 2.50000000 N N N N N N EURO N/A N/A 1.00000000 NC 28911.19000000 0.001393586678 N/A DFE XX N 2 JP MORGAN N/A 963657.93000000 USD 892000.00000000 EUR 2020-06-25 28911.19000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -12992.05000000 -0.00062624706 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 1102742471.00000000 UGX 271611.45000000 USD 2020-09-09 -12992.05000000 N N N Ceska republika 3157007EFDLQABN47912 N/A 49830000.00000000 PA 2343345.59000000 0.112954713971 Long DBT NUSS CZ N 2 2033-10-13 Fixed 2.00000000 N N N N N N BRK: GOLDMAN SACHS N/A N/A 1499197000.00000000 NC -42850.34000000 -0.00206548616 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2030-03-11 0.00000000 COP 0.00000000 COP -1499197000.00000000 COP -42850.34000000 N N N State of Qatar 52990074F6OJOAXK4P65 N/A 2901000.00000000 PA USD 3270877.50000000 0.157663911813 Long DBT NUSS QA N 2 2029-03-14 Fixed 4.00000000 N N N N N N HUNGARIAN FORINT N/A N/A 1.00000000 NC 88599.09000000 0.004270682443 N/A DFE HU N 2 J P MORGAN CHASE BANK N/A 2738622.40000000 EUR 976428430.00000000 HUF 2020-07-15 88599.09000000 N N N Corporacion Nacional del Cobre de Chile 549300UVMBCBCIPSUI70 21987BAW8 488000.00000000 PA USD 518343.84000000 0.024985380063 Long DBT NUSS CL Y 2 2027-08-01 Fixed 3.62500000 N N N N N N RUSSIA, FEDERATION OF (GOVERNMENT) 5493004EHVGF71PDBU58 N/A 44276000.00000000 PA 728629.42000000 0.035121634674 Long DBT NUSS RU N 2 2030-04-10 Fixed 7.65000000 N N N N N N EURO N/A N/A 1.00000000 NC -31302.37000000 -0.00150884712 N/A DFE XX N 2 JP MORGAN N/A 80106706.00000000 CZK 2949328.30000000 EUR 2020-07-21 -31302.37000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -116553.57000000 -0.00561815347 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 209076800.00000000 RUB 2836497.33000000 USD 2020-06-18 -116553.57000000 N N N TURKIYE CUMHURIYETI ZIRAAT BANKASI ANONIM SIRKETI 213800K5KTZFSUS8MR51 90015JAA0 561000.00000000 PA USD 551474.22000000 0.026582341524 Long DBT NUSS TR Y 2 2022-05-03 Fixed 5.12500000 N N N N N N HUNGARIAN FORINT N/A N/A 1.00000000 NC 119.14000000 0.000005742825 N/A DFE HU N 2 J P MORGAN CHASE BANK N/A 3051.66000000 USD 987000.00000000 HUF 2020-06-17 119.14000000 N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205AY0 1269000.00000000 PA USD 1232630.46000000 0.059415658380 Long DBT NUSS ZA N 2 2030-06-22 Fixed 5.87500000 N N N N N N MALAYSIAN RINGGIT N/A N/A 1.00000000 NC 14165.27000000 0.000682798998 N/A DFE MY N 2 J P MORGAN CHASE BANK N/A 3105694.72000000 USD 13534307.00000000 MYR 2020-06-15 14165.27000000 N N N EURO N/A N/A 1.00000000 NC 15674.90000000 0.000755566679 N/A DFE XX N 2 JP MORGAN N/A 717816.72000000 USD 659172.76000000 EUR 2020-06-25 15674.90000000 N N N Republica del Peru 254900STKLK2DBJJZ530 715638BT8 6317000.00000000 PA 2127834.87000000 0.102566595446 Long DBT NUSS PE Y 2 2024-08-12 Fixed 5.70000000 N N N N N N VOTORANTIM CIMENTOS S.A. LXVM6T3LO7QIZ8LUZ688 P98088AA8 876000.00000000 PA USD 970178.76000000 0.046764875315 Long DBT NUSS LU N 2 2041-04-05 Fixed 7.25000000 N N N N N N PT Perusahaan Listrik Negara (Persero) 254900OYVDRYS9J51J61 71568QAF4 350000.00000000 PA USD 412615.00000000 0.019889003783 Long DBT NUSS ID N 2 2048-05-21 Fixed 6.15000000 N N N N N N MV24 CAPITAL BV N/A 55388RAA4 457531.84000000 PA USD 424589.55000000 0.020466204976 Long DBT NUSS NL Y 2 2034-06-01 Fixed 6.74800000 N N N N N N SOUTH AFRICAN RAND N/A N/A 1.00000000 NC 88069.71000000 0.004245165094 N/A DFE ZA N 2 CITIGROUP GLOBAL MARKETS N/A 2379295.54000000 USD 43560000.00000000 ZAR 2020-06-17 88069.71000000 N N N INDONESIA RUPIAH N/A N/A 1.00000000 NC 239748.01000000 0.011556412340 N/A DFE ID N 2 JP MORGAN N/A 2108225.28000000 USD 34437859907.00000000 IDR 2020-06-17 239748.01000000 N N N BRK: GOLDMAN SACHS N/A N/A 1057550179.00000000 NC 544616.96000000 0.026251805625 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2023-04-02 0.00000000 RUB 0.00000000 RUB -1057550179.00000000 RUB 544616.96000000 N N N Turkiye Cumhuriyeti 5493000PCHOG3B6S3Q85 900123CJ7 699000.00000000 PA USD 618615.00000000 0.029818683459 Long DBT NUSS TR N 2 2026-04-14 Fixed 4.25000000 N N N N N N BANCO NACIONAL DE COMERCIO EXTERIOR, SOCIEDAD NACIONAL DE CREDITO N/A P14517AB5 176000.00000000 PA USD 169841.76000000 0.008186768312 Long DBT NUSS MX N 2 2026-08-11 Fixed 3.80000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -38390.93000000 -0.00185053222 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 34515924.00000000 EGP 2093142.75000000 USD 2020-07-22 -38390.93000000 N N N Corporacion Nacional del Cobre de Chile 549300UVMBCBCIPSUI70 21987BAV0 3379000.00000000 PA USD 3754711.01000000 0.180985813612 Long DBT NUSS CL Y 2 2025-09-16 Fixed 4.50000000 N N N N N N Turkiye Cumhuriyeti 5493000PCHOG3B6S3Q85 N/A 41144000.00000000 PA 6176274.43000000 0.297710809122 Long DBT NUSS TR N 2 2022-03-02 Fixed 11.00000000 N N N N N N REPUBLICA DEL PARAGUAY 529900UXKJTJPCU0HK83 P75744AJ4 1286000.00000000 PA USD 1382450.00000000 0.066637309066 Long DBT NUSS PY N 2 2031-04-28 Fixed 4.95000000 N N N N N N EURO N/A N/A 1.00000000 NC 5450.88000000 0.000262745108 N/A DFE XX N 2 JP MORGAN N/A 295658.44000000 USD 270600.31000000 EUR 2020-06-25 5450.88000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -2814.33000000 -0.00013565725 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 618039.47000000 EUR 684906.40000000 USD 2020-06-25 -2814.33000000 N N N BRK: GOLDMAN SACHS N/A N/A 7562483.00000000 NC 211149.39000000 0.010177892264 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2023-01-02 0.00000000 BRL 0.00000000 BRL -7562483.00000000 BRL 211149.39000000 N N N Republica Oriental del Uruguay 549300RDR012H2V82H43 P80557BV5 11391000.00000000 PA 234314.00000000 0.011294480405 Long DBT NUSS UY N 2 2028-03-15 Fixed 8.50000000 N N N N N N FEDERAL REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 65412JAK9 1214000.00000000 PA USD 1138732.00000000 0.054889533963 Long DBT NUSS NG Y 2 2031-01-21 Fixed 8.74700000 N N N N N N BRAZILIAN REAL N/A N/A 1.00000000 NC -220186.92000000 -0.01061352225 N/A DFE BR N 2 CITIGROUP GLOBAL MARKETS N/A 3516192.89000000 USD 17900938.00000000 BRL 2020-06-02 -220186.92000000 N N N Kerajaan Malaysia 254900GSIL471JOBYY43 N/A 1100000.00000000 PA 264908.34000000 0.012769198833 Long DBT NUSS MY N 2 2040-05-22 Fixed 3.75700000 N N N N N N INDONESIA RUPIAH N/A N/A 1.00000000 NC 68289.45000000 0.003291710503 N/A DFE ID N 2 JP MORGAN N/A 536207.83000000 USD 8866196550.00000000 IDR 2020-06-17 68289.45000000 N N N HUNGARIAN FORINT N/A N/A 1.00000000 NC 96877.34000000 0.004669713369 N/A DFE HU N 2 J P MORGAN CHASE BANK N/A 2787361.81000000 EUR 995891735.00000000 HUF 2020-07-15 96877.34000000 N N N Republique Gabonaise N/A N/A 212000.00000000 PA USD 186869.14000000 0.009007527677 Long DBT NUSS GA N 2 2025-06-16 Fixed 6.95000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -9393.51000000 -0.00045278905 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 34515924.00000000 EGP 2025820.17000000 USD 2020-11-19 -9393.51000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -32323.66000000 -0.00155807567 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 1008935.75000000 EUR 1089980.53000000 USD 2020-06-03 -32323.66000000 N N N CHILEAN PESO N/A N/A 1.00000000 NC 52814.99000000 0.002545805498 N/A DFE CL N 2 STATE STREET GLOBAL MARKETS, LLC N/A 1169617.28000000 USD 984174463.00000000 CLP 2020-06-17 52814.99000000 N N N ROMANIAN LEU N/A N/A 1.00000000 NC -17611.22000000 -0.00084890181 N/A DFE XX N 2 J P MORGAN CHASE BANK N/A 881833.56000000 USD 356260759.00000000 KZT 2020-06-05 -17611.22000000 N N N Financiera de Desarrollo Territorial S.A. 54930036EU95I2CWYJ76 31772MAA0 1408000000.00000000 PA 400745.65000000 0.019316873475 Long DBT NUSS CO Y 2 2024-08-12 Fixed 7.87500000 N N N N N N THE REPUBLIC OF KENYA 549300VVURQQYU45PR87 491798AE4 569000.00000000 PA USD 547093.50000000 0.026371180619 Long DBT NUSS KE Y 2 2024-06-24 Fixed 6.87500000 N N N N N N CHINESE YUAN RENMINBI N/A N/A 1.00000000 NC -18496.33000000 -0.00089156617 N/A DFE MY N 2 CITIGROUP GLOBAL MARKETS N/A 3703666.65000000 USD 26360440.00000000 CNY 2020-06-18 -18496.33000000 N N N Republica de Angola 549300QHR2R3J8JSGK83 N/A 4630000.00000000 PA USD 2858006.40000000 0.137762563413 Long DBT NUSS AO N 2 2028-05-09 Fixed 8.25000000 N N N N N N EURO N/A N/A 1.00000000 NC 13562.65000000 0.000653751310 N/A DFE XX N 2 JP MORGAN N/A 889506.55000000 USD 811568.39000000 EUR 2020-06-25 13562.65000000 N N N BRK: GOLDMAN SACHS & CO N/A N/A 369742302.00000000 NC -41999.58000000 -0.00202447755 N/A DIR XX N 2 BRK: GOLDMAN SACHS & CO N/A Y 2029-11-29 0.00000000 CLP 0.00000000 CLP -369742302.00000000 CLP -41999.58000000 N N N Republika e Shqiperise 254900EDM43U3SGRND29 N/A 579000.00000000 PA 650489.43000000 0.031355105205 Long DBT NUSS AL N 2 2025-10-09 Fixed 3.50000000 N N N N N N THE DEMOCRATIC SOCIALIST REPUBLIC OF SRI LANKA 254900HXCCIOHM74FA02 Y8137FAR9 2273000.00000000 PA USD 1227365.81000000 0.059161889991 Long DBT NUSS LK N 2 2030-03-28 Fixed 7.55000000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 U48057EU0 35462000000.00000000 PA 2427018.31000000 0.116987933909 Long DBT CORP US Y 2 2030-09-18 Floating 6.99999888 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205AW4 1190000.00000000 PA USD 1133475.00000000 0.054636134322 Long DBT NUSS ZA N 2 2027-09-27 Fixed 4.85000000 N N N N N N Ukraine 6354001WLTJXOMEXPY07 N/A 3616000.00000000 PA USD 3444890.88000000 0.166051761923 Long DBT NUSS UA N 2 2032-09-25 Fixed 7.37500000 N N N N N N Corporacion Nacional del Cobre de Chile 549300UVMBCBCIPSUI70 P3143NAS3 629000.00000000 PA USD 804920.51000000 0.038799042857 Long DBT NUSS CL N 2 2043-10-18 Fixed 5.62500000 N N N N N N ROMANIAN LEU N/A N/A 1.00000000 NC -13303.35000000 -0.00064125244 N/A DFE XX N 2 CITIGROUP GLOBAL MARKETS N/A 1524503.47000000 USD 6582806.00000000 RON 2020-06-17 -13303.35000000 N N N CHILEAN PESO N/A N/A 1.00000000 NC 20832.75000000 0.001004187059 N/A DFE CL N 2 STATE STREET GLOBAL MARKETS, LLC N/A 1439104.77000000 USD 1175388818.00000000 CLP 2020-06-17 20832.75000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -36165.94000000 -0.00174328252 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 598880200.00000000 HUF 1887773.83000000 USD 2020-06-17 -36165.94000000 N N N INDONESIA RUPIAH N/A N/A 1.00000000 NC 31209.46000000 0.001504368643 N/A DFE ID N 2 JP MORGAN N/A 185855.30000000 USD 3183701310.00000000 IDR 2020-06-17 31209.46000000 N N N Rzeczpospolita Polska 259400R9L8QEP0TPXS31 N/A 22499000.00000000 PA 6200508.19000000 0.298878932783 Long DBT NUSS PL N 2 2027-07-25 Fixed 2.50000000 N N N N N N THE DEMOCRATIC SOCIALIST REPUBLIC OF SRI LANKA 254900HXCCIOHM74FA02 Y8137FAQ1 2006000.00000000 PA USD 1123360.00000000 0.054148567769 Long DBT NUSS LK N 2 2024-06-28 Fixed 6.35000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205AV6 475000.00000000 PA USD 375250.00000000 0.018087923778 Long DBT NUSS ZA N 2 2046-10-12 Fixed 5.00000000 N N N N N N CHINESE YUAN RENMINBI N/A N/A 1.00000000 NC 12828.85000000 0.000618380442 N/A DFE MY N 2 CITIGROUP GLOBAL MARKETS N/A 5100289.24000000 USD 36717301.00000000 CNY 2020-08-31 12828.85000000 N N N POLISH ZLOTY N/A N/A 1.00000000 NC -93493.98000000 -0.00450662753 N/A DFE PA N 2 CITIGROUP GLOBAL MARKETS N/A 3309573.73000000 USD 12875896.58000000 PLN 2020-06-17 -93493.98000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 107185.64000000 0.005166597432 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 20250000.00000000 EUR 22632564.38000000 USD 2020-06-03 107185.64000000 N N N Magyarorszag 5299003F3UFKGCCMAP43 N/A 3171350000.00000000 PA 11089986.12000000 0.534563154270 Long DBT NUSS HU N 2 2027-10-27 Fixed 3.00000000 N N N N N N CHILEAN PESO N/A N/A 1.00000000 NC 27735.15000000 0.001336898811 N/A DFE CL N 2 STATE STREET GLOBAL MARKETS, LLC N/A 987822.17000000 USD 817620414.00000000 CLP 2020-06-17 27735.15000000 N N N RUSAL CAPITAL DESIGNATED ACTIVITY COMPANY 549300VAUKY08SYXL004 N/A 1280000.00000000 PA USD 1270400.00000000 0.061236238155 Long DBT NUSS IE N 2 2022-02-02 Fixed 5.12500000 N N N N N N NEW RUSSIAN ROUBLE N/A N/A 1.00000000 NC 43599.27000000 0.002101586335 N/A DFE RU N 2 GOLDMAN, SACHS & CO. N/A 855033.60000000 USD 63614499.99000000 RUB 2020-06-17 43599.27000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -17622.42000000 -0.00084944167 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 609000.00000000 EUR 660039.68000000 USD 2020-06-25 -17622.42000000 N N N Republica Federativa do Brasil 254900ZFY40OYEADAP90 N/A 103208000.00000000 PA 21560722.81000000 1.039277044078 Long DBT NUSS BR N 2 2023-01-01 Fixed 10.00000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -10922.24000000 -0.00052647740 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 355528.00000000 EUR 384554.44000000 USD 2020-06-03 -10922.24000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -11204.93000000 -0.00054010371 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 15425834611.00000000 IDR 1040528.47000000 USD 2020-06-17 -11204.93000000 N N N CHILEAN PESO N/A N/A 1.00000000 NC 38341.49000000 0.001848149097 N/A DFE CL N 2 STATE STREET GLOBAL MARKETS, LLC N/A 1026054.55000000 USD 856940235.00000000 CLP 2020-06-17 38341.49000000 N N N Republic of Lebanon 529900QPC4K9S1KHL354 N/A 3557000.00000000 PA USD 569120.00000000 0.027432909208 Long DBT NUSS LB N 2 2033-05-17 Fixed 8.20000000 Y N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -33364.65000000 -0.00160825382 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 2905527505.00000000 COP 748268.74000000 USD 2020-06-17 -33364.65000000 N N N Joint Stock Company KazTransGas 635400YGLXBBSVHONW39 48668NAA9 4370000.00000000 PA USD 4401158.10000000 0.212146068617 Long DBT NUSS KZ Y 2 2027-09-26 Fixed 4.37500000 N N N N N N MEXICAN PESO N/A N/A 1.00000000 NC 14120.79000000 0.000680654958 N/A DFE XX N 2 JP MORGAN N/A 2043806.73000000 USD 45906975.00000000 MXN 2020-07-28 14120.79000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -21112.83000000 -0.00101768756 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 1288760.00000000 EUR 1412457.89000000 USD 2020-06-03 -21112.83000000 N N N BRK: J.P. MORGAN CHASE N/A N/A -2768900.00000000 NC USD -1887497.90000000 -0.09098179386 N/A DO XX N 2 BRK: J.P. MORGAN CHASE N/A Y 2023-06-20 139638.73000000 USD 0.00000000 USD -2768900.00000000 USD -2027136.63000000 N N N CHILEAN PESO N/A N/A 1.00000000 NC 11161.94000000 0.000538031498 N/A DFE CL N 2 STATE STREET GLOBAL MARKETS, LLC N/A 619125.07000000 USD 507441098.00000000 CLP 2020-06-17 11161.94000000 N N N KOREAN WON N/A N/A 1.00000000 NC -25242.74000000 -0.00121675884 N/A DFE KR N 2 GOLDMAN, SACHS & CO. N/A 2761925.33000000 USD 3386396650.00000000 KRW 2020-06-18 -25242.74000000 N N N BRK: GOLDMAN SACHS N/A N/A 99661577.00000000 NC 103677.57000000 0.004997500289 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2022-09-12 0.00000000 MXN 0.00000000 MXN -99661577.00000000 MXN 103677.57000000 N N N Republique de Cote d'Ivoire 254900ICW11T82O6H590 AR7769417 333000.00000000 PA 324295.33000000 0.015631790035 Long DBT CORP XX Y 2 2048-03-22 Fixed 6.62500000 N N N N N N People's Republic of China 300300CHN201808MOF68 N/A 13820000.00000000 PA 1993026.73000000 0.096068529194 Long DBT NUSS CN N 2 2024-10-17 Fixed 2.94000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -239587.56000000 -0.01154867827 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 12645000.00000000 EUR 13843388.15000000 USD 2020-08-05 -239587.56000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 22858.25000000 0.001101820875 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 258036948.00000000 HUF 851817.94000000 USD 2020-06-17 22858.25000000 N N N Romania 315700IASY927EDWBK92 N/A 500000.00000000 PA 128021.29000000 0.006170924278 Long DBT NUSS RO N 2 2027-07-26 Fixed 5.80000000 N N N N N N Kerajaan Malaysia 254900GSIL471JOBYY43 N/A 4550000.00000000 PA 1105239.22000000 0.053275103978 Long DBT NUSS MY N 2 2027-05-31 Fixed 3.50200000 N N N N N N Provincia de Buenos Aires 549300L6AYROPOTQ4L07 N/A 454000.00000000 PA USD 163440.00000000 0.007878188573 Long DBT NUSS AR N 2 2027-06-15 Fixed 7.87500000 N N N N N N THE REPUBLIC OF KENYA 549300VVURQQYU45PR87 N/A 3138000.00000000 PA USD 2971171.37000000 0.143217378474 Long DBT NUSS KE N 2 2032-05-22 Fixed 8.00000000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 89762000000.00000000 PA 6715254.35000000 0.323690896293 Long DBT NUSS ID N 2 2029-03-15 Fixed 9.00000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -17571.02000000 -0.00084696407 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 51622694.83000000 INR 664213.78000000 USD 2020-06-17 -17571.02000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -7263.60000000 -0.00035012243 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 5545535.00000000 PEN 1606702.88000000 USD 2020-06-18 -7263.60000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -6478.53000000 -0.00031228023 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 8153655437.00000000 IDR 549437.70000000 USD 2020-06-17 -6478.53000000 N N N REPUBLICA DEL PARAGUAY 529900UXKJTJPCU0HK83 P75744AG0 734000.00000000 PA USD 809976.34000000 0.039042745636 Long DBT NUSS PY N 2 2050-03-30 Fixed 5.40000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 3938.01000000 0.000189821251 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 5239721.00000000 PEN 1528908.11000000 USD 2020-06-17 3938.01000000 N N N Kingdom of Thailand 254900PHJ6MSKT6C7026 N/A 69414000.00000000 PA 2760273.70000000 0.133051619700 Long DBT NUSS TH N 2 2038-06-17 Fixed 3.30000000 N N N N N N Federal Democratic Republic of Ethiopia N/A 29766LAA4 712000.00000000 PA USD 661341.20000000 0.031878185788 Long DBT NUSS ET Y 2 2024-12-11 Fixed 6.62500000 N N N N N N KOREAN WON N/A N/A 1.00000000 NC -26680.33000000 -0.00128605403 N/A DFE KR N 2 GOLDMAN, SACHS & CO. N/A 2997754.75000000 USD 3678365195.00000000 KRW 2020-06-08 -26680.33000000 N N N RUSSIA, FEDERATION OF (GOVERNMENT) 5493004EHVGF71PDBU58 N/A 9200000.00000000 PA USD 10622982.40000000 0.512052487537 Long DBT NUSS RU N 2 2029-03-21 Fixed 4.37500000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 N/A 88721000.00000000 PA 4423792.09000000 0.213237079639 Long DBT NUSS MX N 2 2047-11-07 Fixed 8.00000000 N N N N N N ESKOM HOLDINGS SOC LIMITED 3789001900ED06F65111 N/A 3067000.00000000 PA USD 2814953.94000000 0.135687334592 Long DBT NUSS ZA N 2 2023-08-06 Fixed 6.75000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -7357.92000000 -0.00035466887 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 872316615.00000000 CLP 1076136.95000000 USD 2020-06-17 -7357.92000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -119582.51000000 -0.00576415543 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 32970000.00000000 ZAR 1747934.30000000 USD 2020-06-17 -119582.51000000 N N N SOUTH AFRICAN RAND N/A N/A 1.00000000 NC 194200.19000000 0.009360901357 N/A DFE ZA N 2 CITIGROUP GLOBAL MARKETS N/A 6160993.79000000 USD 112112860.88000000 ZAR 2020-06-09 194200.19000000 N N N Republica de Colombia 549300MHDRBVRF6B9117 N/A 1645600000.00000000 PA 1445276.53000000 0.069665694105 Long DBT NUSS CO N 2 2035-04-04 Fixed 4.75000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 N/A 83666300.00000000 PA 4401925.45000000 0.212183056674 Long DBT NUSS MX N 2 2038-11-18 Fixed 8.50000000 N N N N N N BRK: J.P. MORGAN CHASE N/A N/A 1.00000000 NC USD -136369.67000000 -0.00657333563 N/A DIR XX N 2 BRK: J.P. MORGAN CHASE N/A Y 2025-10-07 0.00000000 TRY 0.00000000 USD -23500000.00000000 TRY -136369.67000000 N N N Turkiye Cumhuriyeti 5493000PCHOG3B6S3Q85 N/A 10974014.00000000 PA 1846028.16000000 0.088982855830 Long DBT NUSS TR N 2 2023-06-14 Fixed 16.20000000 N N N N N N Republica de El Salvador 529900AKDMUSFSDOM949 P01012AJ5 3531000.00000000 PA USD 3177900.00000000 0.153182179812 Long DBT NUSS SV N 2 2023-01-24 Fixed 7.75000000 N N N N N N BRAZILIAN REAL N/A N/A 1.00000000 NC -206705.19000000 -0.00996367147 N/A DFE BR N 2 CITIGROUP GLOBAL MARKETS N/A 10328159.34000000 USD 55185421.00000000 BRL 2020-09-02 -206705.19000000 N N N Saudi Arabian Oil Company 5586006WD91QHB7J4X50 N/A 4690000.00000000 PA USD 5099514.24000000 0.245808460703 Long DBT NUSS SA N 2 2039-04-16 Fixed 4.25000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91087BAK6 12431000.00000000 PA USD 13456557.50000000 0.648637405401 Long DBT NUSS MX N 2 2032-04-27 Fixed 4.75000000 N N N N N N Republica Federativa do Brasil 254900ZFY40OYEADAP90 N/A 1619000.00000000 PA 1222970.90000000 0.058950045095 Long DBT NUSS BR N 2 2050-08-15 Fixed 6.00000000 N N N N N N MEXICAN PESO N/A N/A 1.00000000 NC 27375.20000000 0.001319548383 N/A DFE XX N 2 JP MORGAN N/A 1345665.75000000 USD 30447706.00000000 MXN 2020-06-17 27375.20000000 N N N SOUTH AFRICAN RAND N/A N/A 1.00000000 NC -20208.94000000 -0.00097411796 N/A DFE ZA N 2 CITIGROUP GLOBAL MARKETS N/A 1391258.73000000 USD 24186880.00000000 ZAR 2020-06-09 -20208.94000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -1892.04000000 -0.00009120073 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 3880140.00000000 PEN 1127357.78000000 USD 2020-06-22 -1892.04000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -98503.83000000 -0.00474811397 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 4017740093.00000000 COP 982332.54000000 USD 2020-06-17 -98503.83000000 N N N Republic of the Philippines 529900RAHBALMYIJ3T08 718286BK2 1216000.00000000 PA USD 1232464.64000000 0.059407665470 Long DBT NUSS PH N 2 2021-01-15 Fixed 4.00000000 N N N N N N Emirate of Abu Dhabi 213800FER4348CINTA77 N/A 628000.00000000 PA USD 715135.00000000 0.034471172208 Long DBT NUSS AE N 2 2050-04-16 Fixed 3.87500000 N N N N N N PETRONAS Capital Limited 549300G7YFX3540OYR85 Y68856AQ9 850000.00000000 PA USD 1010691.49000000 0.048717683236 Long DBT NUSS MY N 2 2045-03-18 Fixed 4.50000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -62673.92000000 -0.00302102888 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 96455003.40000000 RUB 1299871.35000000 USD 2020-06-17 -62673.92000000 N N N GOVERNMENT OF BERMUDA 549300FP5PUZXX9FVJ40 G10367AD5 2093000.00000000 PA USD 2192417.50000000 0.105679628594 Long DBT NUSS BM N 2 2027-01-25 Fixed 3.71700000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -12620.75000000 -0.00060834953 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 425566.00000000 EUR 460763.71000000 USD 2020-06-03 -12620.75000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -78984.44000000 -0.00380723392 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 93148471.00000000 THB 2849448.49000000 USD 2020-06-17 -78984.44000000 N N N BRAZILIAN REAL N/A N/A 1.00000000 NC 81461.44000000 0.003926631092 N/A DFE BR N 2 CITIGROUP GLOBAL MARKETS N/A 1347162.22000000 USD 7764100.00000000 BRL 2020-06-18 81461.44000000 N N N NEW RUSSIAN ROUBLE N/A N/A 1.00000000 NC 157224.99000000 0.007578610619 N/A DFE RU N 2 GOLDMAN, SACHS & CO. N/A 2741590.71000000 USD 205208064.50000000 RUB 2020-06-17 157224.99000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 28003.84000000 0.001349850295 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 3852693313.00000000 KRW 3141030.12000000 USD 2020-06-15 28003.84000000 N N N HUNGARIAN FORINT N/A N/A 1.00000000 NC 84133.33000000 0.004055422412 N/A DFE HU N 2 J P MORGAN CHASE BANK N/A 1379307.53000000 USD 455537000.00000000 HUF 2020-06-17 84133.33000000 N N N Ukraine 6354001WLTJXOMEXPY07 N/A 4170000.00000000 PA USD 3550755.00000000 0.171154659014 Long DBT NUSS UA N 2 2040-05-31 Floating 0.00001080 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -30661.16000000 -0.00147793930 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 3670500.00000000 PEN 1037597.17000000 USD 2020-06-18 -30661.16000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -16950.74000000 -0.00081706513 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 46221867.19000000 INR 593504.93000000 USD 2020-06-17 -16950.74000000 N N N Kingdom of Bahrain 549300RODM1WN85LFQ95 N/A 400000.00000000 PA USD 376628.00000000 0.018154346586 Long DBT NUSS BH N 2 2031-09-30 Fixed 5.62500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 90503.49000000 0.004362478957 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 23939126.00000000 SGD 17030402.58000000 USD 2020-06-17 90503.49000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -10380.00000000 -0.00050034017 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 19813421.00000000 THB 612525.42000000 USD 2020-06-19 -10380.00000000 N N N Republica Federativa do Brasil 254900ZFY40OYEADAP90 N/A 1442000.00000000 PA 1085120.16000000 0.052305318439 Long DBT NUSS XX N 2 2045-05-15 Fixed 6.00000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -20522.57000000 -0.00098923566 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 12035166.38000000 PEN 3482196.16000000 USD 2020-06-17 -20522.57000000 N N N Emirate of Abu Dhabi 213800FER4348CINTA77 29135LAF7 4955000.00000000 PA USD 4968626.25000000 0.239499354809 Long DBT NUSS AE Y 2 2049-09-30 Fixed 3.12500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -24918.62000000 -0.00120113550 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 1080486.00000000 EUR 1178439.08000000 USD 2020-08-05 -24918.62000000 N N N DEVELOPMENT BANK OF MONGOLIA 254900HRWK3OKXS9UW60 25161AAA7 1149000.00000000 PA USD 1034100.00000000 0.049846027925 Long DBT NUSS MN Y 2 2023-10-23 Fixed 7.25000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 6587.64000000 0.000317539587 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 9093214.90000000 ZAR 522383.03000000 USD 2020-06-02 6587.64000000 N N N Republica de Honduras 5493002DW1JNBNG17615 P5178RAC2 479000.00000000 PA USD 504152.29000000 0.024301314308 Long DBT NUSS HN N 2 2027-01-19 Fixed 6.25000000 N N N N N N SOUTH AFRICAN RAND N/A N/A 1.00000000 NC -19762.80000000 -0.00095261297 N/A DFE ZA N 2 CITIGROUP GLOBAL MARKETS N/A 1626407.07000000 USD 28343035.00000000 ZAR 2020-06-09 -19762.80000000 N N N Republica de Colombia 549300MHDRBVRF6B9117 N/A 6475100000.00000000 PA 1774544.88000000 0.085537195284 Long DBT NUSS CO N 2 2027-11-03 Fixed 5.75000000 N N N N N N ROMANIAN LEU N/A N/A 1.00000000 NC -32509.55000000 -0.00156703600 N/A DFE XX N 2 J P MORGAN CHASE BANK N/A 1779095.63000000 USD 720000000.00000000 KZT 2020-06-05 -32509.55000000 N N N Republica Federativa do Brasil 254900ZFY40OYEADAP90 N/A 51577000.00000000 PA 11273292.61000000 0.543398953921 Long DBT NUSS BR N 2 2029-01-01 Fixed 10.00000000 N N N N N N Turkiye Cumhuriyeti 5493000PCHOG3B6S3Q85 900123CY4 2565000.00000000 PA USD 2199744.00000000 0.106032782954 Long DBT NUSS TR N 2 2030-03-13 Fixed 5.25000000 N N N N N N 1MDB Global Investments Limited N/A N/A 10100000.00000000 PA USD 9393596.10000000 0.452793205223 Long DBT NUSS XX N 2 2023-03-09 Fixed 4.40000000 N N N N N N BRK: GOLDMAN SACHS N/A N/A 15000000.00000000 NC -76333.82000000 -0.00367946786 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2030-01-17 0.00000000 CZK 0.00000000 CZK -15000000.00000000 CZK -76333.82000000 N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 P78625DX8 4598000.00000000 PA USD 3937727.20000000 0.189807620127 Long DBT NUSS MX N 2 2030-01-23 Fixed 6.84000000 N N N N N N BRK: GOLDMAN SACHS N/A N/A 10063346.13000000 NC 70887.59000000 0.003416946901 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2024-07-05 0.00000000 CNY 0.00000000 CNY -10063346.13000000 CNY 70887.59000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 19081.76000000 0.000919785264 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 6470514.00000000 PEN 1902253.12000000 USD 2020-06-18 19081.76000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 11164.19000000 0.000538139954 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 15886324.85000000 EGP 926046.33000000 USD 2021-01-27 11164.19000000 N N N Republica de Angola 549300QHR2R3J8JSGK83 N/A 2138000.00000000 PA USD 1323422.00000000 0.063792022018 Long DBT NUSS AO N 2 2029-11-26 Fixed 8.00000000 N N N N N N EURO N/A N/A 1.00000000 NC 42503.45000000 0.002048765260 N/A DFE XX N 2 JP MORGAN N/A 2068106.74000000 USD 1897409.00000000 EUR 2020-06-03 42503.45000000 N N N Romania 315700IASY927EDWBK92 N/A 1294000.00000000 PA USD 1462553.85000000 0.070498501160 Long DBT NUSS RO N 2 2048-06-15 Fixed 5.12500000 N N N N N N DP World PLC 549300M3U2DNF4QVSS04 23330JAA9 572000.00000000 PA USD 667775.68000000 0.032188342706 Long DBT NUSS AE Y 2 2037-07-02 Fixed 6.85000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -24106.32000000 -0.00116198075 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 22414697.49000000 EGP 1360115.14000000 USD 2020-07-22 -24106.32000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -24257.22000000 -0.00116925448 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 1148532854.00000000 UGX 272164.18000000 USD 2020-09-09 -24257.22000000 N N N Republique de Cote d'Ivoire 254900ICW11T82O6H590 N/A 4412000.00000000 PA 4452831.86000000 0.214636864172 Long DBT NUSS CI Y 2 2031-10-17 Fixed 5.87500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -231372.51000000 -0.01115269373 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 26408040.48000000 TRY 3560136.92000000 USD 2020-08-05 -231372.51000000 N N N Republica del Peru 254900STKLK2DBJJZ530 N/A 21502000.00000000 PA 7250887.58000000 0.349509665213 Long DBT NUSS PE N 2 2032-08-12 Fixed 6.15000000 N N N N N N THE REPUBLIC OF KENYA 549300VVURQQYU45PR87 N/A 759000.00000000 PA USD 718879.26000000 0.034651654258 Long DBT NUSS KE N 2 2028-02-28 Fixed 7.25000000 N N N N N N TURKIYE IHRACAT KREDI BANKASI ANONIM SIRKETI 789000JVRVYLAXGDWR11 90015LAA5 1206000.00000000 PA USD 1211427.00000000 0.058393602235 Long DBT NUSS TR Y 2 2021-02-08 Fixed 5.37500000 N N N N N N BRAZILIAN REAL N/A N/A 1.00000000 NC -60628.49000000 -0.00292243439 N/A DFE BR N 2 CITIGROUP GLOBAL MARKETS N/A 1514403.36000000 USD 7905337.00000000 BRL 2020-07-02 -60628.49000000 N N N POLISH ZLOTY N/A N/A 1.00000000 NC 240760.38000000 0.011605210932 N/A DFE PA N 2 CITIGROUP GLOBAL MARKETS N/A 10199006.41000000 EUR 46448315.00000000 PLN 2020-08-21 240760.38000000 N N N RUSSIA, FEDERATION OF (GOVERNMENT) 5493004EHVGF71PDBU58 N/A 802519000.00000000 PA 12997078.72000000 0.626489458299 Long DBT NUSS RU N 2 2034-05-10 Fixed 7.25000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -123580.79000000 -0.00595688183 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 11563653.00000000 TRY 1533640.98000000 USD 2020-08-10 -123580.79000000 N N N Magyarorszag 5299003F3UFKGCCMAP43 N/A 762430000.00000000 PA 3386331.49000000 0.163229062968 Long DBT NUSS HU N 2 2028-10-22 Fixed 6.75000000 N N N N N N RUSSIA, FEDERATION OF (GOVERNMENT) 5493004EHVGF71PDBU58 N/A 71598000.00000000 PA 1233969.29000000 0.059480193103 Long DBT NUSS RU N 2 2039-03-16 Fixed 7.70000000 N N N N N N BRK: GOLDMAN SACHS INTERNATIONAL N/A N/A 26103088.00000000 NC 71163.85000000 0.003430263276 N/A DIR XX N 2 BRK: GOLDMAN SACHS INTERNATIONAL N/A Y 2025-03-21 0.00000000 MXN 0.00000000 MXN -26103088.00000000 MXN 71163.85000000 N N N Republic of Ghana 213800PP4399SNNXZ126 N/A 2000000.00000000 PA USD 1775000.00000000 0.085559133128 Long DBT NUSS GH N 2 2029-05-16 Fixed 7.62500000 N N N N N N UKRANIAN HRYVNIA N/A N/A 1.00000000 NC 168509.18000000 0.008122534853 N/A DFE UA N 2 J P MORGAN CHASE BANK N/A 825563.33000000 USD 21250000.00000000 UAH 2020-08-27 168509.18000000 N N N The Hashemite Kingdom of Jordan 5493000JZ4MYPVMBVN50 N/A 267000.00000000 PA USD 246227.40000000 0.011868734026 Long DBT NUSS JO N 2 2047-10-10 Fixed 7.37500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -305852.21000000 -0.01474278870 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 76129421.18000000 MXN 3127208.15000000 USD 2020-06-17 -305852.21000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -26936.36000000 -0.00129839527 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 1514020581.00000000 COP 380359.40000000 USD 2020-06-17 -26936.36000000 N N N USD CALL HKD PUT N/A N/A 36109900.00000000 NC USD 29011.18000000 0.001398406429 N/A DO US N 2 JPM CHASE N/A Call Purchased N/A N/A 36109900.00000000 7.85120000 USD 2020-09-01 XXXX -346531.78000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -4861.56000000 -0.00023433851 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 18840000.00000000 ZAR 1062290.90000000 USD 2020-06-17 -4861.56000000 N N N Kerajaan Malaysia 254900GSIL471JOBYY43 N/A 2000000.00000000 PA 545842.71000000 0.026310889629 Long DBT NUSS MY N 2 2043-09-30 Fixed 4.93500000 N N N N N N ROMANIAN LEU N/A N/A 1.00000000 NC 3445.29000000 0.000166071000 N/A DFE XX N 2 CITIGROUP GLOBAL MARKETS N/A 917630.90000000 EUR 4468656.00000000 RON 2020-07-06 3445.29000000 N N N BRAZILIAN REAL N/A N/A 1.00000000 NC -149788.75000000 -0.00722016653 N/A DFE BR N 2 CITIGROUP GLOBAL MARKETS N/A 1144027.12000000 USD 5399808.00000000 BRL 2020-06-02 -149788.75000000 N N N Republica Argentina 549300KPBYGYF7HCHO27 N/A 990000.00000000 PA 413190.10000000 0.019916724942 Long DBT NUSS AR N 2 2023-01-15 Fixed 3.37500000 Y N N N N N Rzeczpospolita Polska 259400R9L8QEP0TPXS31 N/A 24978000.00000000 PA 7022684.28000000 0.338509734776 Long DBT NUSS PL N 2 2028-04-25 Fixed 2.75000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -120250.47000000 -0.00579635265 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 45845936.00000000 ZAR 2478557.68000000 USD 2020-06-09 -120250.47000000 N N N Republique Gabonaise N/A 362420AC5 4295000.00000000 PA USD 3785863.01000000 0.182487412550 Long DBT NUSS GA Y 2 2025-06-16 Fixed 6.95000000 N N N N N N Gobierno de la Republica Dominicana 254900EHU7Q8FGVPI369 25714PCW6 352000.00000000 PA USD 329120.00000000 0.015864350363 Long DBT NUSS DO Y 2 2045-01-27 Fixed 6.85000000 N N N N N N Romania 315700IASY927EDWBK92 N/A 14745000.00000000 PA 3417356.04000000 0.164724518519 Long DBT NUSS RO N 2 2021-10-27 Fixed 4.00000000 N N N N N N Republic of Lebanon 529900QPC4K9S1KHL354 N/A 1415000.00000000 PA USD 240550.00000000 0.011595070126 Long DBT NUSS LB N 2 2021-04-12 Fixed 8.25000000 Y N N N N N Kerajaan Malaysia 254900GSIL471JOBYY43 N/A 900000.00000000 PA 212309.24000000 0.010233799734 Long DBT NUSS MY N 2 2021-09-30 Fixed 4.04800000 N N N N N N Republica Federativa do Brasil 254900ZFY40OYEADAP90 EK0169285 53006000.00000000 PA 11341944.19000000 0.546708119934 Long DBT NUSS BR N 2 2025-01-01 Fixed 10.00000000 N N N N N N EURO N/A N/A 1.00000000 NC -22233.34000000 -0.00107169875 N/A DFE XX N 2 JP MORGAN N/A 4173740.76000000 PLN 915921.91000000 EUR 2020-08-21 -22233.34000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 79406.12000000 0.003827559882 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 3698227848.00000000 KRW 3066523.92000000 USD 2020-06-08 79406.12000000 N N N BRAZILIAN REAL N/A N/A 1.00000000 NC -147308.06000000 -0.00710059150 N/A DFE BR N 2 CITIGROUP GLOBAL MARKETS N/A 7942640.48000000 USD 42502657.73000000 BRL 2020-09-02 -147308.06000000 N N N N/A N/A N/A 93.00000000 NC 551947.97000000 0.026605177377 N/A DIR ZA N 1 ABSA BANK LTD N/A Long South African Govt. Bond Futures Johannesburg Stock Exchange Interest Rate Exchange YieldX R208 Bond Future Aug 2020 2020-08-09 511970.75000000 ZAR 39977.22000000 N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 45947000000.00000000 PA 3053069.65000000 0.147165066272 Long DBT NUSS ID N 2 2032-08-15 Fixed 7.50000000 N N N N N N Republica del Peru 254900STKLK2DBJJZ530 N/A 6215000.00000000 PA 1948642.49000000 0.093929105476 Long DBT NUSS PE N 2 2034-08-12 Fixed 5.40000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 1787.66000000 0.000086169374 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 8268547.73000000 ILS 2362914.79000000 USD 2020-06-17 1787.66000000 N N N GTLK EUROPE DESIGNATED ACTIVITY COMPANY 635400FDT7BRRHTMEC11 N/A 640000.00000000 PA USD 657062.40000000 0.031671937664 Long DBT NUSS IE N 2 2021-07-19 Fixed 5.95000000 N N N N N N Kerajaan Malaysia 254900GSIL471JOBYY43 N/A 5125000.00000000 PA 1289742.40000000 0.062168586874 Long DBT NUSS MY N 2 2026-04-15 Fixed 4.39200000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 N/A 50287744.00000000 PA 2551114.94000000 0.122969680437 Long DBT NUSS XX N 2 2040-11-15 Floating 3.99999936 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -42597.36000000 -0.00205329194 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 162888821.99000000 NGN 344738.25000000 USD 2020-11-02 -42597.36000000 N N N PT Perusahaan Listrik Negara (Persero) 254900OYVDRYS9J51J61 N/A 943000.00000000 PA 915727.47000000 0.044140196346 Long DBT NUSS ID Y 2 2031-11-05 Fixed 1.87500000 N N N N N N EURO N/A N/A 1.00000000 NC -44415.80000000 -0.00214094498 N/A DFE XX N 2 JP MORGAN N/A 1006149253.00000000 HUF 2864094.54000000 EUR 2020-07-15 -44415.80000000 N N N N/A N/A N/A 845.00000000 NC 4411240.79000000 0.212632077753 N/A DIR ZA N 1 ABSA BANK LTD N/A Long South African Govt. Bond Futures Johannesburg Stock Exchange R2032 Bond Future Aug 2020 2020-08-09 3798334.28000000 ZAR 612906.51000000 N N N YAPI VE KREDI BANKASI ANONIM SIRKETI B85ZYWEZ5IZCZ2WNIO12 984848AJ0 632000.00000000 PA USD 607573.20000000 0.029286442988 Long DBT NUSS TR Y 2 2024-06-21 Fixed 5.85000000 N N N N N N Sultanate of Oman 549300SZ20F0QTKNQC75 N/A 1345000.00000000 PA USD 1010982.70000000 0.048731720236 Long DBT NUSS OM N 2 2047-03-08 Fixed 6.50000000 N N N N N N BRK: GOLDMAN SACHS N/A N/A 58394262.00000000 NC -195202.38000000 -0.00940920924 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2029-08-31 0.00000000 MXN 0.00000000 MXN -58394262.00000000 MXN -195202.38000000 N N N Republic of the Philippines 529900RAHBALMYIJ3T08 718286BX4 52000000.00000000 PA 1021433.24000000 0.049235460598 Long DBT NUSS PH N 2 2022-11-26 Fixed 3.90000000 N N N N N N Sultanate of Oman 549300SZ20F0QTKNQC75 N/A 1402000.00000000 PA USD 1159734.40000000 0.055901898548 Long DBT NUSS OM N 2 2026-06-15 Fixed 4.75000000 N N N N N N Government of the Republic of Korea N/A 50064FAQ7 1002000.00000000 PA USD 1083870.57000000 0.052245085291 Long DBT NUSS KR N 2 2029-06-19 Fixed 2.50000000 N N N N N N INDIA RUPEE N/A N/A 1.00000000 NC 3957.08000000 0.000190740470 N/A DFE IN N 2 J P MORGAN CHASE BANK N/A 1999942.83000000 USD 152339645.00000000 INR 2020-07-28 3957.08000000 N N N Republic of Ghana 213800PP4399SNNXZ126 N/A 403000.00000000 PA USD 345572.50000000 0.016657399173 Long DBT NUSS GH N 2 2035-02-11 Fixed 7.87500000 N N N N N N Islamic Republic of Pakistan 529900LOP29R5WKHOD86 N/A 270000.00000000 PA USD 251121.06000000 0.012104619833 Long DBT NUSS PK N 2 2027-12-05 Fixed 6.87500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -30759.13000000 -0.00148266168 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 184986314.00000000 HUF 563520.87000000 USD 2020-06-17 -30759.13000000 N N N COLOMBIA PESO N/A N/A 1.00000000 NC 46315.15000000 0.002232498075 N/A DFE CO N 2 GOLDMAN, SACHS & CO. N/A 1100806.47000000 USD 4264139000.00000000 COP 2020-06-17 46315.15000000 N N N N/A N/A N/A 1957.00000000 NC 12758542.14000000 0.614991439705 N/A DIR ZA N 1 ABSA BANK LTD N/A Long South African Govt. Bond Futures Johannesburg Stock Exchange Interest Rate Exchange YieldX R186 Bond Future Aug 2020 2020-08-09 11152598.50000000 ZAR 1605943.64000000 N N N MEXICAN PESO N/A N/A 1.00000000 NC -72487.59000000 -0.00349407062 N/A DFE XX N 2 JP MORGAN N/A 2403178.07000000 USD 51683949.10000000 MXN 2020-06-17 -72487.59000000 N N N Republica del Peru 254900STKLK2DBJJZ530 715638BL5 882000.00000000 PA 307630.76000000 0.014828518957 Long DBT NUSS PE N 2 2042-02-12 Fixed 6.85000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -13409.61000000 -0.00064637442 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 2341922.00000000 AUD 1540690.06000000 USD 2020-07-03 -13409.61000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -126002.15000000 -0.00607359702 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 8837616.00000000 EUR 9704647.11000000 USD 2020-06-03 -126002.15000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -20237.49000000 -0.00097549414 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 1443320.00000000 EUR 1585260.27000000 USD 2020-06-03 -20237.49000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -23209.89000000 -0.00111877074 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 1361281252.00000000 UGX 329209.49000000 USD 2020-08-26 -23209.89000000 N N N Republica del Peru 254900STKLK2DBJJZ530 715638AY8 6280000.00000000 PA 2363803.32000000 0.113940824194 Long DBT NUSS PE N 2 2026-08-12 Fixed 8.20000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCC4 238000.00000000 PA USD 182070.00000000 0.008776197954 Long DBT NUSS MX N 2 2047-09-21 Fixed 6.75000000 N N N N N N Kingdom of Thailand 254900PHJ6MSKT6C7026 N/A 133000000.00000000 PA 5122248.15000000 0.246904288101 Long DBT NUSS TH N 2 2031-06-20 Fixed 3.65000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 706451BG5 7384000.00000000 PA USD 5913845.60000000 0.285061128444 Long DBT NUSS MX N 2 2035-06-15 Fixed 6.62500000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDA7 4469000.00000000 PA USD 3447833.50000000 0.166193603059 Long DBT NUSS MX Y 2 2060-01-28 Fixed 6.95000000 N N N N N N ISRAELI SHEKEL N/A N/A 1.00000000 NC 38593.97000000 0.001860319220 N/A DFE IL N 2 CITIGROUP GLOBAL MARKETS N/A 909818.79000000 USD 3321293.49000000 ILS 2020-06-17 38593.97000000 N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 N/A 13702003.00000000 PA 729938.31000000 0.035184726220 Long DBT NUSS ZA N 2 2030-01-31 Fixed 8.00000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -20467.62000000 -0.00098658694 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 6770222389.00000000 COP 1800830.53000000 USD 2020-06-17 -20467.62000000 N N N BRK: GOLDMAN SACHS N/A N/A 8539945.00000000 NC 90163.85000000 0.004346107518 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2023-01-02 0.00000000 BRL 0.00000000 BRL -8539945.00000000 BRL 90163.85000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -7588.39000000 -0.00036577806 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 918532457.00000000 UGX 230208.64000000 USD 2020-08-26 -7588.39000000 N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 62793000000.00000000 PA 4231328.44000000 0.203959883553 Long DBT NUSS ID N 2 2025-06-15 Fixed 6.50000000 N N N N N N BRK: GOLDMAN SACHS N/A N/A 14950000.00000000 NC 110406.77000000 0.005321863398 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2024-10-14 0.00000000 CNY 0.00000000 CNY -14950000.00000000 CNY 110406.77000000 N N N PT Indonesia Asahan Aluminium (Persero) 2549008P48EB9SN2OI80 74445PAE2 2210000.00000000 PA USD 2298400.00000000 0.110788231876 Long DBT NUSS ID Y 2 2025-05-15 Fixed 4.75000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 42975000.00000000 PA 3063470.30000000 0.147666401820 Long DBT NUSS EG N 2 2025-08-07 Fixed 17.70000000 N N N N N N Republica del Ecuador 5299003Y2U5XK0A35H71 N/A 1192000.00000000 PA USD 447011.92000000 0.021547015421 Long DBT NUSS EC Y 2 2026-12-13 Fixed 9.65000000 N N N N N N THAILAND BAHT N/A N/A 1.00000000 NC 6663.62000000 0.000321202000 N/A DFE TH N 2 J P MORGAN CHASE BANK N/A 914794.01000000 USD 29310000.00000000 THB 2020-06-17 6663.62000000 N N N CZECH REPUBLIC KORUNA N/A N/A 1.00000000 NC 16268.45000000 0.000784177171 N/A DFE CZ N 2 CITIGROUP GLOBAL MARKETS N/A 811125.23000000 USD 20011427.00000000 CZK 2020-06-17 16268.45000000 N N N Republica del Ecuador 5299003Y2U5XK0A35H71 N/A 6755000.00000000 PA USD 2541568.75000000 0.122509531850 Long DBT NUSS EC N 2 2030-03-27 Fixed 9.50000000 N N N N N N Sinopec Group Overseas Development (2018) Limited 549300C6OZZ8LTVR8209 G82016AF6 4443000.00000000 PA USD 4561716.96000000 0.219885379534 Long DBT NUSS VG N 2 2024-08-08 Fixed 2.50000000 N N N N N N HUNGARIAN FORINT N/A N/A 1.00000000 NC 24723.19000000 0.001191715326 N/A DFE HU N 2 J P MORGAN CHASE BANK N/A 471990.30000000 USD 154616000.00000000 HUF 2020-06-17 24723.19000000 N N N Republika Srbija 254900W94OCY91V32O78 N/A 630000.00000000 PA USD 669700.08000000 0.032281103267 Long DBT NUSS RS N 2 2021-09-28 Fixed 7.25000000 N N N N N N Republic of Uzbekistan 213800L6VDKUM3TCM927 N/A 1359000.00000000 PA USD 1473020.10000000 0.071002998780 Long DBT NUSS UZ N 2 2029-02-20 Fixed 5.37500000 N N N N N N Republika Srbija 254900W94OCY91V32O78 AW7147597 258060000.00000000 PA 2510501.20000000 0.121012003599 Long DBT NUSS RS N 2 2022-01-17 Fixed 3.75000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 6852.79000000 0.000330320434 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 12286000.00000000 ZAR 698365.78000000 USD 2020-08-19 6852.79000000 N N N POLISH ZLOTY N/A N/A 1.00000000 NC -44476.84000000 -0.00214388725 N/A DFE PA N 2 CITIGROUP GLOBAL MARKETS N/A 3261315.04000000 USD 12878933.11000000 PLN 2020-06-17 -44476.84000000 N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 N/A 132620300.00000000 PA 6509015.53000000 0.313749704937 Long DBT NUSS MX N 2 2023-12-07 Fixed 8.00000000 N N N N N N MEXICAN PESO N/A N/A 1.00000000 NC 134822.53000000 0.006498759883 N/A DFE XX N 2 JP MORGAN N/A 1582443.61000000 USD 38081030.72000000 MXN 2020-06-17 134822.53000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -27946.38000000 -0.00134708058 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 211540000.00000000 HUF 651638.99000000 USD 2020-06-17 -27946.38000000 N N N NEW RUSSIAN ROUBLE N/A N/A 1.00000000 NC 5979.56000000 0.000288228715 N/A DFE RU N 2 GOLDMAN, SACHS & CO. N/A 2021948.32000000 USD 144384701.00000000 RUB 2020-07-27 5979.56000000 N N N RUSSIA, FEDERATION OF (GOVERNMENT) 5493004EHVGF71PDBU58 N/A 334052000.00000000 PA 5041570.74000000 0.243015449080 Long DBT NUSS RU N 2 2023-08-16 Fixed 7.00000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -10131.77000000 -0.00048837490 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 2954778.00000000 ZAR 157361.84000000 USD 2020-06-09 -10131.77000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 66511.25000000 0.003205997122 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 16150000.00000000 ZAR 981294.28000000 USD 2020-06-17 66511.25000000 N N N Republica de Colombia 549300MHDRBVRF6B9117 N/A 3729000000.00000000 PA 1030348.81000000 0.049665211832 Long DBT NUSS CO N 2 2021-04-14 Fixed 7.75000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -118989.85000000 -0.00573558784 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 3957440981.00000000 COP 945625.09000000 USD 2020-06-17 -118989.85000000 N N N CHINA MINMETALS CORPORATION 3003002ULBI4T3DT7Z09 N/A 940000.00000000 PA USD 944699.51000000 0.045536716136 Long DBT NUSS CN N 2 2168-11-13 Fixed 4.45000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -58116.60000000 -0.00280135544 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 6926355.98000000 PLN 1671915.41000000 USD 2020-06-17 -58116.60000000 N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 19060000000.00000000 PA 1343723.48000000 0.064770600626 Long DBT NUSS ID N 2 2032-06-15 Fixed 8.25000000 N N N N N N SOUTH AFRICAN RAND N/A N/A 1.00000000 NC 288533.14000000 0.013907969204 N/A DFE ZA N 2 CITIGROUP GLOBAL MARKETS N/A 6647624.69000000 USD 123233600.00000000 ZAR 2020-08-19 288533.14000000 N N N Magyarorszag 5299003F3UFKGCCMAP43 N/A 360610000.00000000 PA 1276581.24000000 0.061534188316 Long DBT NUSS HU N 2 2030-08-21 Fixed 3.00000000 N N N N N N YPF SOCIEDAD ANONIMA 5493003N7447U18U5U53 P989MJBH3 536000.00000000 PA USD 103984.00000000 0.005012270929 Long DBT NUSS AR N 2 2020-07-07 Floating 29.74999890 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -9009.18000000 -0.00043426345 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 1034296386.00000000 UGX 257929.27000000 USD 2020-09-09 -9009.18000000 N N N United States of America N/A N/A -20.00000000 NC USD -3567500.00000000 -0.17196180700 N/A DIR US N 1 GOLDMAN, SACHS & CO. N/A Short U.S. Treasury Futures US Long Bond (CBT) Sep 2020 2020-09-24 -3567650.00000000 USD 150.00000000 N N N Kingdom of Saudi Arabia 635400FMICXSM3SI3H65 80413TAC3 669000.00000000 PA USD 746068.80000000 0.035962253398 Long DBT NUSS SA Y 2 2046-10-26 Fixed 4.50000000 N N N N N N Ceska republika 3157007EFDLQABN47912 BG1229221 47520000.00000000 PA 2029395.56000000 0.097821591485 Long DBT NUSS CZ N 2 2031-03-13 Fixed 1.20000000 N N N N N N CHILEAN PESO N/A N/A 1.00000000 NC 31862.52000000 0.001535847656 N/A DFE CL N 2 STATE STREET GLOBAL MARKETS, LLC N/A 751063.79000000 USD 630330283.00000000 CLP 2020-06-17 31862.52000000 N N N Independent State of Papua New Guinea 254900NKI6OC90ZW9W36 Y6726SAP6 1930000.00000000 PA USD 1698400.00000000 0.081866834763 Long DBT NUSS PG N 2 2028-10-04 Fixed 8.37500000 N N N N N N EURO N/A N/A 1.00000000 NC -34950.63000000 -0.00168470174 N/A DFE XX N 2 JP MORGAN N/A 990276002.00000000 HUF 2826218.70000000 EUR 2020-07-21 -34950.63000000 N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205BA1 2082000.00000000 PA USD 1899616.80000000 0.091565953061 Long DBT NUSS ZA N 2 2029-09-30 Fixed 4.85000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 25205.58000000 0.001214967647 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 9400000.00000000 ZAR 557648.95000000 USD 2020-06-17 25205.58000000 N N N CZECH REPUBLIC KORUNA N/A N/A 1.00000000 NC 69112.20000000 0.003331368969 N/A DFE CZ N 2 CITIGROUP GLOBAL MARKETS N/A 2833235.98000000 EUR 77896990.00000000 CZK 2020-07-21 69112.20000000 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 44214000.00000000 PA 3360789.63000000 0.161997885841 Long DBT NUSS EG N 2 2028-11-06 Fixed 18.00000000 N N N N N N NETWORK I2I LIMITED 2549003L8M1FGHLHOX45 64132NAA4 425000.00000000 PA USD 417562.50000000 0.020127484803 Long DBT NUSS MU Y 2 2169-04-15 Fixed 5.65000000 N N N N N N Gobierno de la Republica Dominicana 254900EHU7Q8FGVPI369 P3579ECG0 2787000.00000000 PA USD 2355015.00000000 0.113517206706 Long DBT NUSS DO N 2 2060-01-30 Fixed 5.87500000 N N N N N N Kingdom of Thailand 254900PHJ6MSKT6C7026 N/A 4865000.00000000 PA 178410.15000000 0.008599784662 Long DBT NUSS TH N 2 2046-06-17 Fixed 2.87500000 N N N N N N CHILEAN PESO N/A N/A 1.00000000 NC 35384.49000000 0.001705614811 N/A DFE CL N 2 STATE STREET GLOBAL MARKETS, LLC N/A 1029011.55000000 USD 856940235.00000000 CLP 2020-06-17 35384.49000000 N N N Republic of Armenia 5299000H77JSW90G7935 N/A 1055000.00000000 PA USD 1048659.45000000 0.050547827317 Long DBT NUSS AM N 2 2029-09-26 Fixed 3.95000000 N N N N N N THE OIL AND GAS HOLDING COMPANY B.S.C (CLOSED) 549300OBH16L6TS6IW50 N/A 825000.00000000 PA USD 861093.75000000 0.041506723826 Long DBT NUSS BH N 2 2028-11-07 Fixed 8.37500000 N N N N N N COLOMBIA PESO N/A N/A 1.00000000 NC 31269.62000000 0.001507268496 N/A DFE CO N 2 GOLDMAN, SACHS & CO. N/A 392230.17000000 USD 1574255022.00000000 COP 2020-06-17 31269.62000000 N N N EURO N/A N/A 1.00000000 NC 621.83000000 0.000029973653 N/A DFE XX N 2 JP MORGAN N/A 31976.05000000 USD 29295.00000000 EUR 2020-06-25 621.83000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -47670.62000000 -0.00229783488 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 23313043428.00000000 IDR 1546778.36000000 USD 2020-06-05 -47670.62000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -44261.52000000 -0.00213350832 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 93558746.04000000 INR 1191375.86000000 USD 2020-06-17 -44261.52000000 N N N Republica Oriental del Uruguay 549300RDR012H2V82H43 P96006AE4 56183000.00000000 PA 1269547.51000000 0.061195146152 Long DBT NUSS UY N 2 2022-06-20 Fixed 9.87500000 N N N N N N Gobierno de la Republica de Panama 549300SHS4T08CL0LP14 698299BK9 738000.00000000 PA USD 774907.38000000 0.037352340105 Long DBT NUSS PA N 2 2030-01-23 Fixed 3.16000000 N N N N N N Romania 315700IASY927EDWBK92 N/A 1676000.00000000 PA 1688050.79000000 0.081367978742 Long DBT NUSS RO N 2 2032-01-28 Fixed 2.00000000 N N N N N N BRK: GOLDMAN SACHS N/A N/A 51000000.00000000 NC 54111.45000000 0.002608297889 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2021-11-11 0.00000000 CZK 0.00000000 CZK -51000000.00000000 CZK 54111.45000000 N N N Republique du Senegal 549300NP14ZLQGWIUZ97 N/A 620000.00000000 PA USD 557938.00000000 0.026893910771 Long DBT NUSS SN N 2 2048-03-13 Fixed 6.75000000 N N N N N N Government of the Republic of Korea N/A 50064FAR5 1574000.00000000 PA USD 1632034.54000000 0.078667865057 Long DBT NUSS KR N 2 2024-06-19 Fixed 2.00000000 N N N N N N Bundesrepublik Deutschland N/A N/A -23.00000000 NC -5424827.59000000 -0.26148932167 N/A DIR DE N 1 GOLDMAN, SACHS & CO. N/A Short Germany Govt. Bond Futures EURO BUXL 30Y BND Jun 2020 2020-06-11 -5576882.85000000 EUR 152055.26000000 N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 N/A 47105000.00000000 PA 2351296.16000000 0.113337949958 Long DBT NUSS MX N 2 2034-11-23 Fixed 7.75000000 N N N N N N Republica de Costa Rica 549300DYYS8QPMR8OP36 P3699PGJ0 2538000.00000000 PA USD 1992355.38000000 0.096036168561 Long DBT NUSS CR N 2 2045-03-12 Fixed 7.15800000 N N N N N N Republica de Costa Rica 549300DYYS8QPMR8OP36 221597BV8 1875000.00000000 PA USD 1471893.75000000 0.070948706088 Long DBT NUSS CR Y 2 2045-03-12 Fixed 7.15800000 N N N N N N BRK: GOLDMAN SACHS N/A N/A 28223185.00000000 NC -60355.22000000 -0.00290926214 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2024-07-17 0.00000000 CZK 0.00000000 CZK -28223185.00000000 CZK -60355.22000000 N N N SHARJAH SUKUK PROGRAMME LIMITED 549300N3BQ9P6RRMVV02 N/A 1037000.00000000 PA USD 1095351.99000000 0.052798516470 Long DBT NUSS KY N 2 2026-04-03 Fixed 3.85400000 N N N N N N Republica Argentina 549300KPBYGYF7HCHO27 N/A 200000.00000000 PA 73753.06000000 0.003555069227 Long DBT NUSS AR N 2 2028-01-15 Fixed 5.25000000 Y N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -13067.07000000 -0.00062986320 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 39152448.94000000 INR 504022.26000000 USD 2020-06-17 -13067.07000000 N N N JANUB GAZ DAHLIZI GAPALI SAHMDAR JAMIYYATI 213800DG58KG59XY6318 N/A 7900000.00000000 PA USD 9086327.20000000 0.437982128760 Long DBT NUSS AZ N 2 2026-03-24 Fixed 6.87500000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 N/A 33882200000.00000000 PA 9878149.08000000 0.476149787152 Long DBT NUSS CO N 2 2025-11-26 Fixed 6.25000000 N N N N N N Republic of Kazakhstan 5493007OEK8EF02UO833 N/A 480000.00000000 PA USD 694800.00000000 0.033490977857 Long DBT NUSS KZ N 2 2045-07-21 Fixed 6.50000000 N N N N N N INDONESIA RUPIAH N/A N/A 1.00000000 NC 157799.54000000 0.007606305267 N/A DFE ID N 2 JP MORGAN N/A 939711.41000000 USD 16097256540.00000000 IDR 2020-06-17 157799.54000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 151433.77000000 0.007299460330 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 42502657.73000000 BRL 7977225.55000000 USD 2020-06-02 151433.77000000 N N N Turkiye Cumhuriyeti 5493000PCHOG3B6S3Q85 AQ8745293 9043000.00000000 PA 1395258.74000000 0.067254720159 Long DBT NUSS TR N 2 2023-01-18 Fixed 12.20000000 N N N N N N Gobierno de la Republica Dominicana 254900EHU7Q8FGVPI369 P3579EAY3 1063000.00000000 PA USD 1045460.50000000 0.050393630478 Long DBT NUSS DO N 2 2044-04-30 Fixed 7.45000000 N N N N N N PETROBRAS GLOBAL FINANCE B.V. 549300FNENFFSMO3GT38 71647NAY5 382000.00000000 PA USD 384979.60000000 0.018556913153 Long DBT NUSS NL N 2 2028-01-27 Fixed 5.99900000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -15628.30000000 -0.00075332045 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 1844435.00000000 PEN 521174.06000000 USD 2020-06-18 -15628.30000000 N N N THAILAND BAHT N/A N/A 1.00000000 NC 61079.51000000 0.002944174607 N/A DFE TH N 2 J P MORGAN CHASE BANK N/A 3386314.94000000 USD 109654973.00000000 THB 2020-06-19 61079.51000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -4521.06000000 -0.00021792561 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 200000.00000000 EUR 218000.34000000 USD 2020-06-17 -4521.06000000 N N N Romania 315700IASY927EDWBK92 N/A 17510000.00000000 PA 4235356.59000000 0.204154049762 Long DBT NUSS RO N 2 2026-04-22 Fixed 4.85000000 N N N N N N Ceska republika 3157007EFDLQABN47912 N/A 13140000.00000000 PA 553317.50000000 0.026671191912 Long DBT NUSS CZ N 2 2026-06-26 Fixed 1.00000000 N N N N N N Romania 315700IASY927EDWBK92 N/A 2537000.00000000 PA 2700361.36000000 0.130163705405 Long DBT NUSS RO N 2 2050-01-28 Fixed 3.37500000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 21507000.00000000 PA 1435830.06000000 0.069210352255 Long DBT NUSS EG N 2 2024-04-09 Fixed 16.30000000 N N N N N N Republica de El Salvador 529900AKDMUSFSDOM949 P01012AR7 885000.00000000 PA USD 705796.35000000 0.034021027532 Long DBT NUSS SV N 2 2041-02-01 Fixed 7.62500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -9328.62000000 -0.00044966120 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 6851322.74000000 PEN 1984682.58000000 USD 2020-06-17 -9328.62000000 N N N ISRAELI SHEKEL N/A N/A 1.00000000 NC 38843.13000000 0.001872329313 N/A DFE IL N 2 CITIGROUP GLOBAL MARKETS N/A 909569.63000000 USD 3321293.49000000 ILS 2020-06-17 38843.13000000 N N N BRK: GOLDMAN SACHS N/A N/A 63198639.00000000 NC 107324.23000000 0.005173277792 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2026-03-05 0.00000000 MXN 0.00000000 MXN -63198639.00000000 MXN 107324.23000000 N N N Republica del Ecuador 5299003Y2U5XK0A35H71 AP6418317 2424000.00000000 PA USD 887790.00000000 0.042793545239 Long DBT NUSS EC Y 2 2027-10-23 Fixed 8.87500000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 124136000000.00000000 PA 8767689.14000000 0.422623032312 Long DBT NUSS ID N 2 2039-04-15 Fixed 8.37500000 N N N N N N CNAC (HK) FINBRIDGE COMPANY LIMITED 549300US1UQ7R7WABI28 N/A 900000.00000000 PA USD 1007724.29000000 0.048574657287 Long DBT NUSS HK N 2 2028-03-14 Fixed 5.12500000 N N N N N N BRK: GOLDMAN SACHS N/A N/A 185000000.00000000 NC 5914.32000000 0.000285083995 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2030-01-17 0.00000000 HUF 0.00000000 HUF -185000000.00000000 HUF 5914.32000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -29350.11000000 -0.00141474364 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 1876356.00000000 EUR 2057841.47000000 USD 2020-06-03 -29350.11000000 N N N Banque Centrale de Tunisie 254900B5LFB16S9T2T11 N/A 928000.00000000 PA USD 813012.55000000 0.039189098028 Long DBT NUSS TN N 2 2025-01-30 Fixed 5.75000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -47614.89000000 -0.00229514857 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 129115016.00000000 RUB 1776293.14000000 USD 2020-06-17 -47614.89000000 N N N BRK: J.P. MORGAN CHASE N/A N/A 11979898.00000000 NC 102162.57000000 0.004924473761 N/A DIR XX N 2 BRK: J.P. MORGAN CHASE N/A Y 2021-01-04 0.00000000 BRL 0.00000000 BRL -11979898.00000000 BRL 102162.57000000 N N N Kingdom of Thailand 254900PHJ6MSKT6C7026 N/A 167000000.00000000 PA 5563977.06000000 0.268196650139 Long DBT NUSS TH N 2 2023-12-17 Fixed 2.40000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 93976.23000000 0.004529873111 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 2528749.00000000 BRL 559581.54000000 USD 2020-06-02 93976.23000000 N N N CHILEAN PESO N/A N/A 1.00000000 NC 34423.88000000 0.001659311172 N/A DFE CL N 2 STATE STREET GLOBAL MARKETS, LLC N/A 785008.39000000 USD 659721055.00000000 CLP 2020-06-17 34423.88000000 N N N Republique de Cote d'Ivoire 254900ICW11T82O6H590 221625AN6 576000.00000000 PA USD 541209.60000000 0.026087562938 Long DBT NUSS CI Y 2 2033-06-15 Fixed 6.12500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -11153.25000000 -0.00053761262 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 10911450.00000000 THB 331887.03000000 USD 2020-06-19 -11153.25000000 N N N Republica de Colombia 549300MHDRBVRF6B9117 195325BP9 4586000000.00000000 PA 1216665.79000000 0.058646124112 Long DBT NUSS CO N 2 2023-03-21 Fixed 4.37500000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 117376000000.00000000 PA 8226764.13000000 0.396549187274 Long DBT NUSS ID N 2 2036-05-15 Fixed 8.25000000 N N N N N N HUNGARIAN FORINT N/A N/A 1.00000000 NC 18598.03000000 0.000896468351 N/A DFE HU N 2 J P MORGAN CHASE BANK N/A 498981.05000000 USD 161111000.00000000 HUF 2020-06-17 18598.03000000 N N N CHILEAN PESO N/A N/A 1.00000000 NC 28333.37000000 0.001365734408 N/A DFE CL N 2 STATE STREET GLOBAL MARKETS, LLC N/A 744129.02000000 USD 621905831.00000000 CLP 2020-06-17 28333.37000000 N N N RUSSIA, FEDERATION OF (GOVERNMENT) 5493004EHVGF71PDBU58 N/A 4400000.00000000 PA USD 6277796.80000000 0.302604423753 Long DBT NUSS RU N 2 2043-09-16 Fixed 5.87500000 N N N N N N SOUTH AFRICAN RAND N/A N/A 1.00000000 NC -6552.10000000 -0.00031582647 N/A DFE ZA N 2 CITIGROUP GLOBAL MARKETS N/A 522007.19000000 USD 9093214.90000000 ZAR 2020-06-09 -6552.10000000 N N N Provincia de Buenos Aires 549300L6AYROPOTQ4L07 N/A 910000.00000000 PA 323925.58000000 0.015613967224 Long DBT NUSS AR N 2 2023-01-20 Fixed 5.37500000 N N N N N N Republica Argentina 549300KPBYGYF7HCHO27 QZ7930907 603000.00000000 PA 231153.58000000 0.011142140802 Long DBT NUSS AR N 2 2027-01-15 Fixed 5.00000000 Y N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -11036.57000000 -0.00053198837 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 9467249000.00000000 IDR 634109.11000000 USD 2020-06-19 -11036.57000000 N N N Ukraine 6354001WLTJXOMEXPY07 N/A 92615000.00000000 PA 3862907.34000000 0.186201128656 Long DBT NUSS UA N 2 2025-02-26 Fixed 15.84000000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 N/A 19555800000.00000000 PA 5911705.45000000 0.284957968231 Long DBT NUSS CO N 2 2030-09-18 Fixed 7.75000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -340423.11000000 -0.01640918658 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 20329148710.24000000 COP 5128443.16000000 USD 2020-06-17 -340423.11000000 N N N CHILEAN PESO N/A N/A 1.00000000 NC 41262.91000000 0.001988968343 N/A DFE CL N 2 STATE STREET GLOBAL MARKETS, LLC N/A 1129770.32000000 USD 942793336.00000000 CLP 2020-06-17 41262.91000000 N N N Republica del Peru 254900STKLK2DBJJZ530 715638AY8 10117000.00000000 PA 3808057.03000000 0.183557215993 Long DBT NUSS XX N 2 2026-08-12 Fixed 8.20000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -59693.30000000 -0.00287735605 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 37894797000.00000000 IDR 2523291.85000000 USD 2020-06-18 -59693.30000000 N N N BRK: J.P. MORGAN CHASE N/A N/A 1.00000000 NC USD 39942.39000000 0.001925316204 N/A DIR XX N 2 BRK: J.P. MORGAN CHASE N/A Y 2025-12-07 0.00000000 TRY 0.00000000 USD -17500000.00000000 TRY 39942.39000000 N N N TURKIYE IHRACAT KREDI BANKASI ANONIM SIRKETI 789000JVRVYLAXGDWR11 90015LAF4 327000.00000000 PA USD 338412.30000000 0.016312260860 Long DBT NUSS TR Y 2 2024-01-24 Fixed 8.25000000 N N N N N N Petroleos de Venezuela, S.A. 549300YWR8TN1OFD4P06 N/A 7825300.00000000 PA USD 224977.38000000 0.010844433580 Long DBT NUSS VE N 2 2027-04-12 Fixed 5.37500000 Y N N N N N SINGAPORE DOLLAR N/A N/A 1.00000000 NC 11181.74000000 0.000538985904 N/A DFE XX N 2 STANDARD BANK N/A 482379.60000000 USD 697491.00000000 SGD 2020-06-17 11181.74000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -63626.58000000 -0.00306694931 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 6088800.00000000 BRL 1056551.39000000 USD 2020-06-22 -63626.58000000 N N N Republic of Lebanon 529900QPC4K9S1KHL354 N/A 2890000.00000000 PA USD 476850.00000000 0.022985280356 Long DBT NUSS LB N 2 2026-11-27 Fixed 6.60000000 Y N N N N N FEDERAL REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 65412JAH6 852000.00000000 PA USD 722070.00000000 0.034805455356 Long DBT NUSS NG Y 2 2038-02-23 Fixed 7.69600000 N N N N N N Romania 315700IASY927EDWBK92 N/A 13440000.00000000 PA 3294127.03000000 0.158784593296 Long DBT NUSS RO N 2 2029-02-12 Fixed 5.00000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -7786.67000000 -0.00037533562 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 323330.94000000 EUR 351998.43000000 USD 2020-06-25 -7786.67000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -16836.97000000 -0.00081158115 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 871880675.00000000 CLP 1066116.43000000 USD 2020-06-17 -16836.97000000 N N N Republica Oriental del Uruguay 549300RDR012H2V82H43 760942BB7 4823000.00000000 PA USD 5395779.48000000 0.260089135131 Long DBT NUSS UY N 2 2027-10-27 Fixed 4.37500000 N N N N N N THE DEMOCRATIC SOCIALIST REPUBLIC OF SRI LANKA 254900HXCCIOHM74FA02 Y8137FAF5 800000.00000000 PA USD 439993.95000000 0.021208732925 Long DBT NUSS LK N 2 2026-07-18 Fixed 6.82500000 N N N N N N Kingdom of Thailand 254900PHJ6MSKT6C7026 N/A 75336000.00000000 PA 2430202.47000000 0.117141417836 Long DBT NUSS TH N 2 2035-06-17 Fixed 1.60000000 N N N N N N BRK: GOLDMAN SACHS N/A N/A 4261906.00000000 NC 8586.72000000 0.000413899898 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2024-03-26 0.00000000 PLN 0.00000000 PLN -4261906.00000000 PLN 8586.72000000 N N N NEW RUSSIAN ROUBLE N/A N/A 1.00000000 NC 40091.08000000 0.001932483408 N/A DFE RU N 2 GOLDMAN, SACHS & CO. N/A 841092.01000000 USD 62388000.00000000 RUB 2020-06-18 40091.08000000 N N N Minera Mexico, S.A. de C.V. N/A 60284MAB8 870000.00000000 PA USD 834939.00000000 0.040246003974 Long DBT NUSS MX Y 2 2050-01-26 Fixed 4.50000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -4202.62000000 -0.00020257606 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 293833.00000000 EUR 322801.82000000 USD 2020-07-03 -4202.62000000 N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 65354000000.00000000 PA 4356933.33000000 0.210014331724 Long DBT NUSS ID N 2 2030-09-15 Fixed 7.00000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 9877.93000000 0.000476139226 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 4831881.00000000 PEN 1416143.32000000 USD 2020-06-18 9877.93000000 N N N BRK: GOLDMAN SACHS & CO N/A N/A 3489140526.00000000 NC -95275.60000000 -0.00459250577 N/A DIR XX N 2 BRK: GOLDMAN SACHS & CO N/A Y 2021-12-12 0.00000000 CLP 0.00000000 CLP -3489140526.00000000 CLP -95275.60000000 N N N BRK: GOLDMAN SACHS N/A N/A 2473871.00000000 NC 49837.56000000 0.002402286439 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2023-01-02 0.00000000 BRL 0.00000000 BRL -2473871.00000000 BRL 49837.56000000 N N N Republica del Ecuador 5299003Y2U5XK0A35H71 N/A 1766000.00000000 PA USD 664457.50000000 0.032028398704 Long DBT NUSS EC Y 2 2030-03-27 Fixed 9.50000000 N N N N N N BRAZILIAN REAL N/A N/A 1.00000000 NC -446885.80000000 -0.02154093614 N/A DFE BR N 2 CITIGROUP GLOBAL MARKETS N/A 10117900.81000000 USD 52657603.00000000 BRL 2020-08-04 -446885.80000000 N N N TAIWAN DOLLAR N/A N/A 1.00000000 NC -4850.39000000 -0.00023380009 N/A DFE TW N 2 STANDARD BANK N/A 398541.73000000 USD 11805603.00000000 TWD 2020-06-17 -4850.39000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -27544.67000000 -0.00132771723 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 7426896.89000000 PEN 2133981.81000000 USD 2020-06-17 -27544.67000000 N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCZ3 3762000.00000000 PA USD 3022390.80000000 0.145686274266 Long DBT NUSS MX Y 2 2031-01-28 Fixed 5.95000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 N/A 75293000.00000000 PA 3417925.73000000 0.164751978904 Long DBT NUSS MX N 2 2026-03-05 Fixed 5.75000000 N N N N N N GTLK EUROPE CAPITAL DESIGNATED ACTIVITY COMPANY 635400I6H6CSZ39WIN49 N/A 1336000.00000000 PA USD 1333488.32000000 0.064277242082 Long DBT NUSS IE N 2 2026-02-18 Fixed 4.94900000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -8548.38000000 -0.00041205182 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 6276101000.00000000 IDR 418797.61000000 USD 2020-06-22 -8548.38000000 N N N Gobierno de la Republica Dominicana 254900EHU7Q8FGVPI369 N/A 20700000.00000000 PA 348732.49000000 0.016809718049 Long DBT NUSS DO N 2 2027-02-05 Fixed 11.25000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 24028.28000000 0.001158219046 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 6726004.00000000 PEN 1981566.67000000 USD 2020-06-17 24028.28000000 N N N BELARUS, REPUBLIC OF (GOVERNMENT) 635400CVCOWYLHF4ZB08 N/A 385000.00000000 PA USD 411403.30000000 0.019830597021 Long DBT NUSS BY N 2 2027-06-29 Fixed 7.62500000 N N N N N N Republica de Costa Rica 549300DYYS8QPMR8OP36 P3699PGB7 1883000.00000000 PA USD 1666473.83000000 0.080327919028 Long DBT NUSS CR N 2 2023-01-26 Fixed 4.25000000 N N N N N N Gobierno de la Republica Dominicana 254900EHU7Q8FGVPI369 P3579EBD8 720000.00000000 PA USD 718200.00000000 0.034618912345 Long DBT NUSS DO N 2 2025-01-27 Fixed 5.50000000 N N N N N N Republique Gabonaise N/A N/A 809000.00000000 PA USD 675388.35000000 0.032555291127 Long DBT NUSS GA N 2 2031-02-06 Fixed 6.62500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -73086.18000000 -0.00352292405 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 100652278.75000000 RUB 1348750.76000000 USD 2020-06-17 -73086.18000000 N N N PT Pertamina (Persero) 254900NDAKGNZ2IBBL45 69370PAD3 1375000.00000000 PA USD 1405790.10000000 0.067762356234 Long DBT NUSS ID Y 2 2029-07-30 Fixed 3.65000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -128953.38000000 -0.00621585318 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 38201390.14000000 ZAR 2036518.47000000 USD 2020-06-09 -128953.38000000 N N N BRK: GOLDMAN SACHS N/A N/A 421032519.00000000 NC -258698.16000000 -0.01246985369 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2022-03-12 0.00000000 CZK 0.00000000 CZK -421032519.00000000 CZK -258698.16000000 N N N BRK: GOLDMAN SACHS INTERNATIONAL N/A N/A 12439041.00000000 NC 40669.55000000 0.001960367009 N/A DIR XX N 2 BRK: GOLDMAN SACHS INTERNATIONAL N/A Y 2024-01-02 0.00000000 BRL 0.00000000 BRL -12439041.00000000 BRL 40669.55000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -39365.99000000 -0.00189753238 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 5290189819.00000000 COP 1383779.71000000 USD 2020-06-17 -39365.99000000 N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 550000.00000000 PA 554435.48000000 0.026725081151 Long DBT NUSS ID N 2 2031-10-30 Fixed 1.40000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -75961.94000000 -0.00366154238 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 207177139.70000000 PHP 4017396.54000000 USD 2020-06-17 -75961.94000000 N N N BRK: JPMORGAN CHASE BANK N/A N/A 26363723.00000000 NC 57415.69000000 0.002767569951 N/A DIR XX N 2 BRK: JPMORGAN CHASE BANK N/A Y 2024-01-02 0.00000000 BRL 0.00000000 BRL -26363723.00000000 BRL 57415.69000000 N N N Fondo MIVIVIENDA S.A. 549300X41PNOK11PZ670 344593AE8 5422000.00000000 PA 1741945.92000000 0.083965849504 Long DBT NUSS PE Y 2 2024-02-14 Fixed 7.00000000 N N N N N N Kerajaan Malaysia 254900GSIL471JOBYY43 N/A 250000.00000000 PA 61641.17000000 0.002971247926 Long DBT NUSS MY N 2 2034-07-05 Fixed 3.82800000 N N N N N N GTLK EUROPE CAPITAL DESIGNATED ACTIVITY COMPANY 635400I6H6CSZ39WIN49 N/A 797000.00000000 PA USD 778111.10000000 0.037506766869 Long DBT NUSS IE N 2 2027-03-10 Fixed 4.65000000 N N N N N N Ukraine 6354001WLTJXOMEXPY07 N/A 1790000.00000000 PA 1921412.68000000 0.092616565229 Long DBT NUSS UA N 2 2026-06-20 Fixed 6.75000000 N N N N N N BRK: GOLDMAN SACHS INTERNATIONAL N/A N/A 45932304.00000000 NC 109737.03000000 0.005289580371 N/A DIR XX N 2 BRK: GOLDMAN SACHS INTERNATIONAL N/A Y 2025-04-01 0.00000000 MXN 0.00000000 MXN -45932304.00000000 MXN 109737.03000000 N N N BRK: GOLDMAN SACHS N/A N/A 2000000000.00000000 NC 13522.33000000 0.000651807793 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2022-09-21 0.00000000 HUF 0.00000000 HUF -2000000000.00000000 HUF 13522.33000000 N N N Republica de Guatemala 529900QKDFFU9UWW5315 P5015VAH9 1874000.00000000 PA USD 1972385.00000000 0.095073549743 Long DBT NUSS GT N 2 2030-06-01 Fixed 4.90000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -20545.80000000 -0.00099035540 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 36510531.00000000 THB 1127292.72000000 USD 2020-06-19 -20545.80000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -8263.33000000 -0.00039831174 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 14479550.05000000 THB 446949.63000000 USD 2020-06-17 -8263.33000000 N N N BRK: J.P. MORGAN CHASE N/A N/A 360019495.00000000 NC 23911.35000000 0.001152582748 N/A DIR XX N 2 BRK: J.P. MORGAN CHASE N/A Y 2025-02-17 0.00000000 HUF 0.00000000 HUF -360019495.00000000 HUF 23911.35000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -86106.67000000 -0.00415054199 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 325669200.00000000 JPY 2938117.77000000 USD 2020-06-25 -86106.67000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -133641.25000000 -0.00644181943 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 61505838448.00000000 IDR 4058719.71000000 USD 2020-06-18 -133641.25000000 N N N Ukraine 6354001WLTJXOMEXPY07 N/A 1881000.00000000 PA USD 1897496.37000000 0.091463743397 Long DBT NUSS UA N 2 2022-09-01 Fixed 7.75000000 N N N N N N ESKOM HOLDINGS SOC LIMITED 3789001900ED06F65111 N/A 1220000.00000000 PA USD 1092510.00000000 0.052661525934 Long DBT NUSS ZA N 2 2025-02-11 Fixed 7.12500000 N N N N N N CHILEAN PESO N/A N/A 1.00000000 NC 33941.05000000 0.001636037642 N/A DFE CL N 2 STATE STREET GLOBAL MARKETS, LLC N/A 827935.81000000 USD 693893000.00000000 CLP 2020-06-17 33941.05000000 N N N BRK: GOLDMAN SACHS N/A N/A 45683100.00000000 NC 78736.42000000 0.003795278783 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2022-07-07 35.55000000 MXN 0.00000000 MXN -45683100.00000000 MXN 78700.87000000 N N N BRK: J.P. MORGAN CHASE N/A N/A 249815.00000000 NC 2722.62000000 0.000131236623 N/A DIR XX N 2 BRK: J.P. MORGAN CHASE N/A Y 2021-01-04 0.00000000 BRL 0.00000000 BRL -249815.00000000 BRL 2722.62000000 N N N Republica Argentina 549300KPBYGYF7HCHO27 N/A 2162000.00000000 PA USD 901283.75000000 0.043443975409 Long DBT NUSS AR N 2 2020-09-30 Fixed 4.50000000 N N N N N N Gobierno de la Republica Dominicana 254900EHU7Q8FGVPI369 P3579EBE6 3863000.00000000 PA USD 3611905.00000000 0.174102231403 Long DBT NUSS DO N 2 2045-01-27 Fixed 6.85000000 N N N N N N BRK: GOLDMAN SACHS N/A N/A 29978839.00000000 NC -67416.67000000 -0.00324964047 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2030-02-28 0.00000000 ZAR 0.00000000 ZAR -29978839.00000000 ZAR -67416.67000000 N N N Rzeczpospolita Polska 259400R9L8QEP0TPXS31 N/A 19697000.00000000 PA 5206140.52000000 0.250948095681 Long DBT NUSS PL N 2 2023-01-25 Fixed 2.50000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -3077.42000000 -0.00014833880 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 714762246.00000000 UGX 181965.95000000 USD 2020-08-26 -3077.42000000 N N N Ukraine 6354001WLTJXOMEXPY07 N/A 459000.00000000 PA USD 462809.70000000 0.022308505202 Long DBT NUSS UA N 2 2023-09-01 Fixed 7.75000000 N N N N N N Turkiye Cumhuriyeti 5493000PCHOG3B6S3Q85 900123CM0 1154000.00000000 PA USD 896542.60000000 0.043215440939 Long DBT NUSS TR N 2 2047-05-11 Fixed 5.75000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -25457.60000000 -0.00122711559 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 69092556.95000000 INR 887052.98000000 USD 2020-06-17 -25457.60000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -170989.28000000 -0.00824208144 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 248177805.00000000 RUB 3334826.73000000 USD 2020-06-17 -170989.28000000 N N N Kingdom of Bahrain 549300RODM1WN85LFQ95 N/A 849000.00000000 PA USD 873425.73000000 0.042101153977 Long DBT NUSS BH N 2 2023-08-01 Fixed 6.12500000 N N N N N N EURO N/A N/A 1.00000000 NC 2579.78000000 0.000124351403 N/A DFE XX N 2 JP MORGAN N/A 204871.83000000 USD 186432.19000000 EUR 2020-06-25 2579.78000000 N N N Gobierno de Chile 549300FLZTJM5YJF8D34 N/A 2240000000.00000000 PA 4250944.42000000 0.204905419465 Long DBT NUSS CL N 2 2043-01-01 Fixed 6.00000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -340695.27000000 -0.01642230533 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 29560242.00000000 TRY 3891041.46000000 USD 2020-08-13 -340695.27000000 N N N VEDANTA RESOURCES LIMITED 2138007MYEKPEAZQTW83 G9328DAG5 1220000.00000000 PA USD 850950.00000000 0.041017771456 Long DBT NUSS GB N 2 2021-06-07 Fixed 8.25000000 N N N N N N THE DEMOCRATIC SOCIALIST REPUBLIC OF SRI LANKA 254900HXCCIOHM74FA02 Y8137FAL2 2069000.00000000 PA USD 1117223.54000000 0.053852776108 Long DBT NUSS LK Y 2 2028-04-18 Fixed 6.75000000 N N N N N N Gobierno de la Republica Dominicana 254900EHU7Q8FGVPI369 P3579ECB1 939000.00000000 PA USD 903796.89000000 0.043565114609 Long DBT NUSS DO N 2 2028-07-19 Fixed 6.00000000 N N N N N N People's Republic of China 300300CHN201808MOF68 N/A 12100000.00000000 PA 1743269.70000000 0.084029658783 Long DBT NUSS CN N 2 2026-12-05 Fixed 3.12000000 N N N N N N PETROBRAS GLOBAL FINANCE B.V. 549300FNENFFSMO3GT38 71647NBD0 3160000.00000000 PA USD 3139460.00000000 0.151329282304 Long DBT NUSS NL N 2 2049-03-19 Fixed 6.90000000 N N N N N N THAILAND BAHT N/A N/A 1.00000000 NC 18419.91000000 0.000887882553 N/A DFE TH N 2 J P MORGAN CHASE BANK N/A 726990.83000000 USD 23710079.00000000 THB 2020-06-19 18419.91000000 N N N BRK: J.P. MORGAN CHASE N/A N/A 47000000.00000000 NC 73748.91000000 0.003554869188 N/A DIR XX N 2 BRK: J.P. MORGAN CHASE N/A Y 2026-06-18 0.00000000 MXN 0.00000000 MXN -47000000.00000000 MXN 73748.91000000 N N N Romania 315700IASY927EDWBK92 N/A 672000.00000000 PA 715271.12000000 0.034477733509 Long DBT NUSS RO Y 2 2050-01-28 Fixed 3.37500000 N N N N N N Kingdom of Saudi Arabia 635400FMICXSM3SI3H65 80413TAJ8 243000.00000000 PA USD 286740.00000000 0.013821535680 Long DBT NUSS SA Y 2 2049-04-17 Fixed 5.00000000 N N N N N N Joint Stock Company National Company KazMunayGas 2138001H1M69RFJCSH88 Y44709AF3 1605000.00000000 PA USD 1793106.00000000 0.086431884488 Long DBT NUSS XX N 2 2030-04-24 Fixed 5.37500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 5117.15000000 0.000246658545 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 9120082.00000000 BRL 1684350.09000000 USD 2020-06-02 5117.15000000 N N N BRK: GOLDMAN SACHS N/A N/A 62000000.00000000 NC 8410.10000000 0.000405386403 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2021-03-17 0.00000000 MXN 0.00000000 MXN -62000000.00000000 MXN 8410.10000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 209272.93000000 0.010087442522 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 55185421.00000000 BRL 10370275.49000000 USD 2020-06-02 209272.93000000 N N N Republica de Costa Rica 549300DYYS8QPMR8OP36 P3699PGK7 3851000.00000000 PA USD 3138565.00000000 0.151286141220 Long DBT NUSS CR N 2 2031-02-19 Fixed 6.12500000 N N N N N N Republica de Angola 549300QHR2R3J8JSGK83 N/A 3257000.00000000 PA USD 2183004.25000000 0.105225888025 Long DBT NUSS AO N 2 2025-11-12 Fixed 9.50000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 15937.83000000 0.000768240517 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 138937359.00000000 HUF 462282.71000000 USD 2020-06-17 15937.83000000 N N N European Investment Bank 5493006YXS1U5GIHE750 N/A 11350000.00000000 PA 729111.72000000 0.035144882657 Long DBT NUSS XX N 2 2024-09-17 Fixed 8.50000000 N N N N N N EMGESA S.A. ESP. 2549007VY3IWUVGW7A82 N/A 940000000.00000000 PA 257244.57000000 0.012399787273 Long DBT NUSS CO N 2 2021-01-25 Fixed 8.75000000 N N N N N N TENCENT HOLDINGS LIMITED 254900N4SLUMW4XUYY11 88032WAV8 620000.00000000 PA USD 614589.41000000 0.029624640647 Long DBT NUSS KY Y 2 2050-06-03 Fixed 3.24000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -4967.46000000 -0.00023944313 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 184152.74000000 EUR 199947.70000000 USD 2020-06-25 -4967.46000000 N N N CHILEAN PESO N/A N/A 1.00000000 NC 31043.03000000 0.001496346330 N/A DFE CL N 2 STATE STREET GLOBAL MARKETS, LLC N/A 743722.91000000 USD 623760404.00000000 CLP 2020-06-17 31043.03000000 N N N Republic of Ghana 213800PP4399SNNXZ126 37443GAA9 737000.00000000 PA USD 689610.90000000 0.033240851154 Long DBT NUSS GH Y 2 2027-03-26 Fixed 7.87500000 N N N N N N Kingdom of Saudi Arabia 635400FMICXSM3SI3H65 80413TAL3 75000.00000000 PA USD 91448.25000000 0.004408018589 Long DBT NUSS SA Y 2 2050-01-16 Fixed 5.25000000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 Y20721BG3 2537000.00000000 PA USD 2738158.73000000 0.131985626651 Long DBT NUSS ID N 2 2025-01-15 Fixed 4.12500000 N N N N N N ESKOM HOLDINGS SOC LIMITED 3789001900ED06F65111 29646AAA4 1503000.00000000 PA USD 1379483.46000000 0.066494314930 Long DBT NUSS ZA Y 2 2023-08-06 Fixed 6.75000000 N N N N N N Republic of Ghana 213800PP4399SNNXZ126 37443GAG6 3610000.00000000 PA USD 3221925.00000000 0.155304287326 Long DBT NUSS GH Y 2 2027-02-11 Fixed 6.37500000 N N N N N N SOUTH AFRICAN RAND N/A N/A 1.00000000 NC -1113915.50000000 -0.05369332087 N/A DFE ZA N 2 CITIGROUP GLOBAL MARKETS N/A 21547548.29000000 USD 360744744.00000000 ZAR 2020-06-17 -1113915.50000000 N N N Gol Finance S.A. 5299007RH8MA67ZC6J07 36254VAA6 1322000.00000000 PA USD 608120.00000000 0.029312800021 Long DBT NUSS LU Y 2 2025-01-31 Fixed 7.00000000 N N N N N N BRK: GOLDMAN SACHS N/A N/A 193369901.00000000 NC -177879.87000000 -0.00857422393 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2021-01-28 0.00000000 MXN 0.00000000 MXN -193369901.00000000 MXN -177879.87000000 N N N Republica Oriental del Uruguay 549300RDR012H2V82H43 917288BK7 7487673.00000000 PA USD 8536022.10000000 0.411456141542 Long DBT NUSS UY N 2 2031-01-23 Fixed 4.37500000 N N N N N N Republika Srbija 254900W94OCY91V32O78 N/A 2349000.00000000 PA 2737800.00000000 0.131968335029 Long DBT NUSS RS Y 2 2027-05-15 Fixed 3.12500000 N N N N N N Gobierno de la Republica Dominicana 254900EHU7Q8FGVPI369 25714PEE4 2723000.00000000 PA USD 2300935.00000000 0.110910424779 Long DBT NUSS DO Y 2 2060-01-30 Fixed 5.87500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 14033.99000000 0.000676470996 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 1743674166.00000000 CLP 2179832.49000000 USD 2020-06-17 14033.99000000 N N N DIANJIAN HAIYU LIMITED 30030053J86AJARAGD28 N/A 205000.00000000 PA USD 206537.50000000 0.009955588427 Long DBT NUSS VG N 2 2168-12-20 Fixed 4.30000000 N N N N N N Romania 315700IASY927EDWBK92 N/A 3930000.00000000 PA 920194.90000000 0.044355536874 Long DBT NUSS RO N 2 2023-06-28 Fixed 4.25000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 1519720.90000000 0.073254086084 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 42738139.00000000 BRL 9388870.61000000 USD 2020-06-02 1519720.90000000 N N N EURO N/A N/A 1.00000000 NC -11308.95000000 -0.00054511772 N/A DFE XX N 2 JP MORGAN N/A 1583666.04000000 USD 1413527.00000000 EUR 2020-06-03 -11308.95000000 N N N BRK: GOLDMAN SACHS N/A N/A 21000000.00000000 NC 141057.19000000 0.006799285012 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2026-12-28 0.00000000 MXN 0.00000000 MXN -21000000.00000000 MXN 141057.19000000 N N N SINGAPORE DOLLAR N/A N/A 1.00000000 NC 45694.98000000 0.002202604437 N/A DFE XX N 2 STANDARD BANK N/A 2763163.13000000 USD 3969422.00000000 SGD 2020-06-17 45694.98000000 N N N Sultanate of Oman 549300SZ20F0QTKNQC75 N/A 1296000.00000000 PA USD 1261111.68000000 0.060788519503 Long DBT NUSS OM N 2 2021-06-15 Fixed 3.62500000 N N N N N N ENN Clean Energy International Investment Limited 3003009YZ3S5V395NR77 N/A 550000.00000000 PA USD 550029.02000000 0.026512679519 Long DBT NUSS VG N 2 2021-02-27 Fixed 7.50000000 N N N N N N ISRAELI SHEKEL N/A N/A 1.00000000 NC 77387.30000000 0.003730248058 N/A DFE IL N 2 CITIGROUP GLOBAL MARKETS N/A 1819438.22000000 USD 6642586.98000000 ILS 2020-06-17 77387.30000000 N N N BRK: CITIBANK NA N/A N/A 66290931.00000000 NC 52981.38000000 0.002553825884 N/A DIR XX N 2 BRK: CITIBANK NA N/A Y 2023-04-13 0.00000000 MXN 0.00000000 MXN -66290931.00000000 MXN 52981.38000000 N N N HUNGARIAN FORINT N/A N/A 1.00000000 NC -152042.55000000 -0.00732880494 N/A DFE HU N 2 J P MORGAN CHASE BANK N/A 2807414.58000000 USD 826559000.00000000 HUF 2020-06-17 -152042.55000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -15623.57000000 -0.00075309245 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 33173493.00000000 MXN 1469558.62000000 USD 2020-08-06 -15623.57000000 N N N Ecuador Social Bond S.a r.l. 5493006P8FVL2JCVBP02 N/A 2287000.00000000 PA USD 877064.50000000 0.042276551164 Long DBT NUSS LU Y 2 2035-01-30 Fixed 0.00000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 141855.76000000 0.006837777946 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 1467496239.00000000 NGN 3800228.50000000 USD 2020-07-29 141855.76000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -16237.64000000 -0.00078269205 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 12878362.97000000 PEN 3731885.30000000 USD 2020-06-17 -16237.64000000 N N N CHINALCO CAPITAL HOLDINGS LIMITED 5493003PX4GYVUD3CQ19 N/A 900000.00000000 PA USD 903452.54000000 0.043548516137 Long DBT NUSS VG N 2 2022-04-21 Fixed 4.25000000 N N N N N N Republic of Ghana 213800PP4399SNNXZ126 37443GAC5 3013000.00000000 PA USD 2613777.50000000 0.125990161740 Long DBT NUSS GH Y 2 2051-03-26 Fixed 8.95000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -22640.12000000 -0.00109130650 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 91663365.19000000 INR 1187964.82000000 USD 2020-06-17 -22640.12000000 N N N BRK: J.P. MORGAN CHASE N/A N/A 6884034.00000000 NC 67339.15000000 0.003245903830 N/A DIR XX N 2 BRK: J.P. MORGAN CHASE N/A Y 2021-01-04 0.00000000 BRL 0.00000000 BRL -6884034.00000000 BRL 67339.15000000 N N N African Export-Import Bank 21380068LJCDYA42GJ76 00831TAA9 543000.00000000 PA USD 518673.60000000 0.025001275263 Long DBT NUSS XX Y 2 2029-09-21 Fixed 3.99400000 N N N N N N PERUVIAN INTI N/A N/A 1.00000000 NC 63611.60000000 0.003066227241 N/A DFE PE N 2 J P MORGAN CHASE BANK N/A 1634140.16000000 USD 5833390.12000000 PEN 2020-06-17 63611.60000000 N N N COLOMBIA PESO N/A N/A 1.00000000 NC 79593.91000000 0.003836611798 N/A DFE CO N 2 GOLDMAN, SACHS & CO. N/A 980843.82000000 USD 3941913237.35000000 COP 2020-06-17 79593.91000000 N N N Magyarorszag 5299003F3UFKGCCMAP43 N/A 1431510000.00000000 PA 5493236.74000000 0.264786801995 Long DBT NUSS HU N 2 2025-06-24 Fixed 5.50000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 263425.27000000 0.012697711405 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 93167000.00000000 CZK 4115513.74000000 USD 2020-06-17 263425.27000000 N N N Republica del Peru 254900STKLK2DBJJZ530 715638BE1 49734000.00000000 PA 17810968.45000000 0.858530152537 Long DBT NUSS PE N 2 2031-08-12 Fixed 6.95000000 N N N N N N Petroleos de Venezuela, S.A. 549300YWR8TN1OFD4P06 N/A 7900000.00000000 PA USD 227125.00000000 0.010947953865 Long DBT NUSS XX N 2 2024-05-16 Fixed 6.00000000 Y N N N N N FEDERAL REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 65412JAA1 1083000.00000000 PA USD 955747.50000000 0.046069254979 Long DBT NUSS NG Y 2 2032-02-16 Fixed 7.87500000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 03846JX54 7907000.00000000 PA USD 7750441.40000000 0.373589322560 Long DBT NUSS EG Y 2 2032-05-29 Fixed 7.62500000 N N N N N N Romania 315700IASY927EDWBK92 N/A 582000.00000000 PA 680626.66000000 0.032807789866 Long DBT NUSS RO Y 2 2030-05-26 Fixed 3.62400000 N N N N N N Kerajaan Malaysia 254900GSIL471JOBYY43 N/A 22578000.00000000 PA 5556351.18000000 0.267829064966 Long DBT NUSS MY N 2 2026-07-15 Fixed 3.90600000 N N N N N N Turkiye Cumhuriyeti 5493000PCHOG3B6S3Q85 900123CT5 376000.00000000 PA USD 382580.00000000 0.018441246846 Long DBT NUSS TR N 2 2029-04-26 Fixed 7.62500000 N N N N N N INDONESIA RUPIAH N/A N/A 1.00000000 NC 97602.49000000 0.004704667287 N/A DFE ID N 2 JP MORGAN N/A 826075.65000000 USD 13547640709.00000000 IDR 2020-06-17 97602.49000000 N N N VEB FINANCE PUBLIC LIMITED COMPANY 635400KYY8E2NCZXJ191 N/A 1635000.00000000 PA USD 1643502.00000000 0.079220623331 Long DBT NUSS XX N 2 2020-07-09 Fixed 6.90200000 N N N N N N ABU DHABI CRUDE OIL PIPELINE L.L.C. 549300DONDFW2383FV66 AP6574192 950000.00000000 PA USD 1090451.80000000 0.052562315901 Long DBT NUSS AE N 2 2047-11-02 Fixed 4.60000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 5792000.00000000 PA USD 5615344.00000000 0.270672656256 Long DBT NUSS EG N 2 2047-01-31 Fixed 8.50000000 N N N N N N CHILEAN PESO N/A N/A 1.00000000 NC 34797.33000000 0.001677312332 N/A DFE CL N 2 STATE STREET GLOBAL MARKETS, LLC N/A 784634.94000000 USD 659721055.00000000 CLP 2020-06-17 34797.33000000 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 4506000.00000000 PA USD 4258170.00000000 0.205253709246 Long DBT NUSS EG N 2 2032-01-15 Fixed 7.05290000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -38257.08000000 -0.00184408033 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 6191502.00000000 RON 1383112.25000000 USD 2020-06-17 -38257.08000000 N N N Republica del Peru 254900STKLK2DBJJZ530 P87324BE1 9203000.00000000 PA 3274865.57000000 0.157856146073 Long DBT NUSS PE N 2 2037-08-12 Fixed 6.90000000 N N N N N N THE DEMOCRATIC SOCIALIST REPUBLIC OF SRI LANKA 254900HXCCIOHM74FA02 Y2029SAG9 2202000.00000000 PA USD 1541400.00000000 0.074299069185 Long DBT NUSS LK N 2 2021-07-27 Fixed 6.25000000 N N N N N N STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 AV6441332 88081000000.00000000 PA 6354371.94000000 0.306295523808 Long DBT NUSS GB Y 2 2029-05-17 Fixed 8.25000000 N N N N N N CZECH REPUBLIC KORUNA N/A N/A 1.00000000 NC -119297.32000000 -0.00575040861 N/A DFE CZ N 2 CITIGROUP GLOBAL MARKETS N/A 4127211.51000000 USD 96935816.66000000 CZK 2020-06-17 -119297.32000000 N N N Kerajaan Malaysia 254900GSIL471JOBYY43 N/A 4800000.00000000 PA 1143042.06000000 0.055097288891 Long DBT NUSS MY N 2 2022-09-30 Fixed 3.79500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -9626.46000000 -0.00046401778 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 4170930.00000000 PEN 1204252.92000000 USD 2020-06-22 -9626.46000000 N N N NEW RUSSIAN ROUBLE N/A N/A 1.00000000 NC 380641.59000000 0.018347810970 N/A DFE RU N 2 GOLDMAN, SACHS & CO. N/A 6002896.46000000 USD 451892643.00000000 RUB 2020-06-17 380641.59000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -31814.21000000 -0.00153351900 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 1301000.00000000 EUR 1415867.89000000 USD 2020-06-25 -31814.21000000 N N N ALIBABA GROUP HOLDING LIMITED 5493001NTNQJDH60PM02 01609WAV4 456000.00000000 PA USD 547101.05000000 0.026371544547 Long DBT NUSS KY N 2 2047-12-06 Fixed 4.20000000 N N N N N N Islamic Republic of Pakistan 529900LOP29R5WKHOD86 Y8793YAL6 285000.00000000 PA USD 262234.20000000 0.012640299058 Long DBT NUSS PK N 2 2036-03-31 Fixed 7.87500000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 N/A 53494095.42000000 PA 2782401.23000000 0.134118218170 Long DBT NUSS XX N 2 2050-11-03 Fixed 4.00000000 N N N N N N BRK: J.P. MORGAN CHASE N/A N/A 7586897.00000000 NC 69659.95000000 0.003357771794 N/A DIR XX N 2 BRK: J.P. MORGAN CHASE N/A Y 2021-01-04 0.00000000 BRL 0.00000000 BRL -7586897.00000000 BRL 69659.95000000 N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 N/A 128818321.00000000 PA 5930176.45000000 0.285848313441 Long DBT NUSS ZA N 2 2044-01-31 Fixed 8.75000000 N N N N N N 1MDB Global Investments Limited N/A N/A 1200000.00000000 PA USD 1116070.82000000 0.053797212320 Long DBT NUSS VG N 2 2023-03-09 Fixed 4.40000000 N N N N N N Republique du Benin 635400Q11P6AE5A5Y230 N/A 1840000.00000000 PA 1811345.94000000 0.087311092068 Long DBT NUSS BJ Y 2 2026-03-26 Fixed 5.75000000 N N N N N N FEDERAL REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 N/A 3388000.00000000 PA USD 2871330.00000000 0.138404791957 Long DBT NUSS NG N 2 2038-02-23 Fixed 7.69600000 N N N N N N Romania 315700IASY927EDWBK92 77586TAE6 450000.00000000 PA USD 562906.80000000 0.027133418501 Long DBT NUSS RO N 2 2044-01-22 Fixed 6.12500000 N N N N N N BRK: J.P. MORGAN CHASE N/A N/A 100000000.00000000 NC -1157.82000000 -0.00005580962 N/A DIR XX N 2 BRK: J.P. MORGAN CHASE N/A Y 2024-09-12 0.00000000 HUF 0.00000000 HUF -100000000.00000000 HUF -1157.82000000 N N N Gobierno de Chile 549300FLZTJM5YJF8D34 168863CE6 3032000.00000000 PA USD 3446868.56000000 0.166147090704 Long DBT NUSS CL N 2 2047-06-21 Fixed 3.86000000 N N N N N N ABY TRANSMISION SUR S.A. 549300PQCSQSSZTVDH16 00289LAA3 318759.60000000 PA USD 401637.10000000 0.019359843441 Long DBT NUSS PE Y 2 2043-04-30 Fixed 6.87500000 N N N N N N BRK: GOLDMAN SACHS N/A N/A 16800000.00000000 NC 396655.92000000 0.019119738966 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2030-02-26 0.00000000 PLN 0.00000000 PLN -16800000.00000000 PLN 396655.92000000 N N N Republic of Lebanon 529900QPC4K9S1KHL354 N/A 6312000.00000000 PA USD 1009920.00000000 0.048680495621 Long DBT NUSS LB N 2 2034-05-17 Fixed 8.25000000 Y N N N N N PETROLEOS DEL PERU - PETROPERU S.A. 549300ZMGDLC9JT2OR80 P7808BAB3 3233000.00000000 PA USD 3656458.34000000 0.176249806134 Long DBT NUSS PE N 2 2047-06-19 Fixed 5.62500000 N N N N N N Republic of Iraq N/A N/A 1035000.00000000 PA USD 931707.00000000 0.044910446901 Long DBT NUSS IQ N 2 2028-01-15 Fixed 5.80000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -71598.26000000 -0.00345120285 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 5621206902.00000000 COP 1440596.34000000 USD 2020-06-17 -71598.26000000 N N N Joint Stock Company Development Bank of Kazakhstan 213800LCDPGJ1BI7KX98 N/A 880000.00000000 PA USD 890260.80000000 0.042912643552 Long DBT NUSS KZ N 2 2022-12-10 Fixed 4.12500000 N N N N N N Republica Argentina 549300KPBYGYF7HCHO27 N/A 8611522.00000000 PA 3165668.29000000 0.152592582909 Long DBT NUSS AR N 2 2038-12-31 Floating 3.38000040 Y N N N N N BRK: GOLDMAN SACHS N/A N/A 6138900.00000000 NC 346663.54000000 0.016709989841 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2023-01-03 0.00000000 BRL 0.00000000 BRL -6138900.00000000 BRL 346663.54000000 N N N BIZ FINANCE PLC 213800CQK26QNHYTY203 N/A 737000.00000000 PA USD 744370.00000000 0.035880367282 Long DBT NUSS GB Y 2 2022-04-27 Fixed 9.62500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 1376.51000000 0.000066350987 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 13570000.00000000 ZAR 770020.83000000 USD 2020-06-17 1376.51000000 N N N BRK: GOLDMAN SACHS N/A N/A 3738094.00000000 NC 8247.64000000 0.000397555452 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2024-03-26 0.00000000 PLN 0.00000000 PLN -3738094.00000000 PLN 8247.64000000 N N N Turkiye Cumhuriyeti 5493000PCHOG3B6S3Q85 900123CB4 10150000.00000000 PA USD 7409500.00000000 0.357155153190 Long DBT NUSS TR N 2 2043-04-16 Fixed 4.87500000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 AZ5258761 1563000000.00000000 PA 112758.52000000 0.005435223224 Long DBT CORP US Y 2 2039-04-19 Fixed 8.37500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -3812.79000000 -0.00018378535 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 1192842007.00000000 UGX 303136.47000000 USD 2020-09-23 -3812.79000000 N N N CHILEAN PESO N/A N/A 1.00000000 NC 32329.32000000 0.001558348503 N/A DFE CL N 2 STATE STREET GLOBAL MARKETS, LLC N/A 819663.50000000 USD 685935403.00000000 CLP 2020-06-17 32329.32000000 N N N BRK: GOLDMAN SACHS N/A N/A 195000000.00000000 NC -429922.97000000 -0.02072328823 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2024-06-18 0.00000000 CZK 0.00000000 CZK -195000000.00000000 CZK -429922.97000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -42802.16000000 -0.00206316377 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 1770000.00000000 EUR 1926512.25000000 USD 2020-06-17 -42802.16000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -102915.50000000 -0.00496076674 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 124976000.00000000 RUB 1663020.63000000 USD 2020-06-15 -102915.50000000 N N N CHILEAN PESO N/A N/A 1.00000000 NC 18799.02000000 0.000906156537 N/A DFE CL N 2 STATE STREET GLOBAL MARKETS, LLC N/A 631817.47000000 USD 523808273.00000000 CLP 2020-06-17 18799.02000000 N N N THE DEMOCRATIC SOCIALIST REPUBLIC OF SRI LANKA 254900HXCCIOHM74FA02 Y8137FAN8 1445000.00000000 PA USD 809200.00000000 0.039005324240 Long DBT NUSS LK N 2 2024-03-14 Fixed 6.85000000 N N N N N N PAY: 7D CHINA FIXING REPO RATES (CNRR007) N/A N/A 24000000.00000000 NC -1063.97000000 -0.00005128583 N/A DIR XX N 2 PAY: 7D CHINA FIXING REPO RATES (CNRR007) N/A Y 2025-05-26 0.00000000 CNY 0.00000000 CNY -24000000.00000000 CNY -1063.97000000 N N N PT Indonesia Asahan Aluminium (Persero) 2549008P48EB9SN2OI80 74445PAG7 1663000.00000000 PA USD 1782966.71000000 0.085943147100 Long DBT NUSS ID Y 2 2050-05-15 Fixed 5.80000000 N N N N N N BRK: GOLDMAN SACHS N/A N/A 30000000.00000000 NC -62952.46000000 -0.00303445515 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2024-06-21 0.00000000 CZK 0.00000000 CZK -30000000.00000000 CZK -62952.46000000 N N N State of Qatar 52990074F6OJOAXK4P65 N/A 595000.00000000 PA USD 661937.50000000 0.031906928836 Long DBT NUSS QA N 2 2030-04-16 Fixed 3.75000000 N N N N N N Kingdom of Thailand 254900PHJ6MSKT6C7026 N/A 25000000.00000000 PA 841816.89000000 0.040577534287 Long DBT NUSS TH N 2 2026-12-17 Fixed 2.12500000 N N N N N N Republica Bolivariana de Venezuela 529900XM8PJTJK5OJI77 P97475AP5 4151200.00000000 PA USD 238694.00000000 0.011505606604 Long DBT NUSS VE N 2 2024-10-13 Floating 0.00000000 Y Y N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 378000.00000000 PA USD 346815.00000000 0.016717290566 Long DBT NUSS EG N 2 2059-11-20 Fixed 8.15000000 N N N N N N Republic of Ghana 213800PP4399SNNXZ126 N/A 16120000.00000000 PA 2618247.74000000 0.126205637717 Long DBT NUSS GH N 2 2026-11-02 Fixed 19.00000000 N N N N N N Ukraine 6354001WLTJXOMEXPY07 N/A 5450000.00000000 PA USD 5845800.80000000 0.281781210640 Long DBT NUSS UA N 2 2028-11-01 Fixed 9.75000000 N N N N N N Republica del Peru 254900STKLK2DBJJZ530 715638DE9 1600000.00000000 PA USD 1654400.00000000 0.079745932308 Long DBT NUSS PE N 2 2026-01-23 Fixed 2.39200000 N N N N N N INDONESIA RUPIAH N/A N/A 1.00000000 NC 94221.71000000 0.004541705819 N/A DFE ID N 2 JP MORGAN N/A 707627.38000000 USD 11760767000.00000000 IDR 2020-06-17 94221.71000000 N N N N/A N/A N/A 63.00000000 NC 5705074.89000000 0.274997894095 N/A DIR KR N 1 GOLDMAN, SACHS & CO. N/A Long Korea Govt. Bond Futures KOREA 3YR BND FUT Jun 2020 2020-06-19 5706091.15000000 KRW -1016.26000000 N N N BRK: JPMORGAN CHASE BANK N/A N/A 6493593.00000000 NC 46788.84000000 0.002255331036 N/A DIR XX N 2 BRK: JPMORGAN CHASE BANK N/A Y 2024-01-02 0.00000000 BRL 0.00000000 BRL -6493593.00000000 BRL 46788.84000000 N N N BELARUS, REPUBLIC OF (GOVERNMENT) 635400CVCOWYLHF4ZB08 N/A 505000.00000000 PA USD 496162.50000000 0.023916187825 Long DBT NUSS BY N 2 2030-02-28 Fixed 6.20000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -97769.39000000 -0.00471271225 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 4998005818.00000000 COP 1246774.14000000 USD 2020-06-17 -97769.39000000 N N N Joint Stock Company National Company KazMunayGas 2138001H1M69RFJCSH88 N/A 3806000.00000000 PA USD 3855325.76000000 0.185835678846 Long DBT NUSS KZ N 2 2022-04-19 Fixed 3.87500000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 N/A 260353800.00000000 PA 9097191.60000000 0.438505818138 Long DBT NUSS MX N 2 2026-11-12 Fixed 7.47000000 N N N N N N Republica Argentina 549300KPBYGYF7HCHO27 040114HQ6 1342000.00000000 PA USD 486488.42000000 0.023449874643 Long DBT NUSS AR N 2 2028-01-11 Fixed 5.87500000 Y N N N N N Kingdom of Thailand 254900PHJ6MSKT6C7026 N/A 15000000.00000000 PA 611076.91000000 0.029455329968 Long DBT NUSS TH N 2 2029-06-22 Fixed 4.87500000 N N N N N N CHILEAN PESO N/A N/A 1.00000000 NC 21038.58000000 0.001014108544 N/A DFE CL N 2 STATE STREET GLOBAL MARKETS, LLC N/A 1010340.16000000 USD 830358161.00000000 CLP 2020-06-17 21038.58000000 N N N Ukraine 6354001WLTJXOMEXPY07 903724BW1 230000.00000000 PA USD 239304.88000000 0.011535052442 Long DBT NUSS UA Y 2 2024-02-01 Fixed 8.99400000 N N N N N N Republica Oriental del Uruguay 549300RDR012H2V82H43 760942BA9 1581000.00000000 PA USD 1936740.81000000 0.093355416787 Long DBT NUSS UY N 2 2050-06-18 Fixed 5.10000000 N N N N N N INDONESIA RUPIAH N/A N/A 1.00000000 NC 199036.73000000 0.009594033847 N/A DFE ID N 2 JP MORGAN N/A 1694359.30000000 USD 27770549000.00000000 IDR 2020-06-17 199036.73000000 N N N POLISH ZLOTY N/A N/A 1.00000000 NC 178200.42000000 0.008589675187 N/A DFE PA N 2 CITIGROUP GLOBAL MARKETS N/A 3110240.03000000 USD 13163500.00000000 PLN 2020-08-20 178200.42000000 N N N BRK: GOLDMAN SACHS N/A N/A 1405246990.00000000 NC 480241.04000000 0.023148736380 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2021-06-10 0.00000000 RUB 0.00000000 RUB -1405246990.00000000 RUB 480241.04000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -7819.88000000 -0.00037693642 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 165915322.00000000 CLP 198261.72000000 USD 2020-06-17 -7819.88000000 N N N MINMETALS BOUNTEOUS FINANCE (BVI) LIMITED 3003005FATJ63Y0MR949 N/A 1080000.00000000 PA USD 1063260.00000000 0.051251607825 Long DBT NUSS VG N 2 2168-09-03 Fixed 3.37500000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 195325DQ5 206000.00000000 PA USD 242408.44000000 0.011684651261 Long DBT NUSS CO N 2 2049-05-15 Fixed 5.20000000 N N N N N N Instituto Costarricense de Electricidad 5493009VA6AFUB2Q0289 P56226AQ9 290000.00000000 PA USD 189950.00000000 0.009156032302 Long DBT NUSS CR N 2 2043-05-15 Fixed 6.37500000 N N N N N N CHILEAN PESO N/A N/A 1.00000000 NC 162078.34000000 0.007812553391 N/A DFE CL N 2 STATE STREET GLOBAL MARKETS, LLC N/A 4150411.45000000 USD 3472026700.00000000 CLP 2020-06-15 162078.34000000 N N N PETROBRAS GLOBAL FINANCE B.V. 549300FNENFFSMO3GT38 N6945AAL1 309000.00000000 PA USD 294477.00000000 0.014194477096 Long DBT NUSS NL N 2 2030-01-15 Fixed 5.09300000 N N N N N N N/A N/A N/A 543.00000000 NC 2672238.54000000 0.128808119996 N/A DIR ZA N 1 ABSA BANK LTD N/A Long South African Govt. Bond Futures Johannesburg Stock Exchange Interest Rate Exchange YieldX R213 Bond Future Aug 2020 2020-08-09 2284293.92000000 ZAR 387944.62000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -65045.20000000 -0.00313533009 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 225334957.00000000 RUB 3118087.55000000 USD 2020-06-17 -65045.20000000 N N N PETROLEOS DEL PERU - PETROPERU S.A. 549300ZMGDLC9JT2OR80 716564AB5 539000.00000000 PA USD 609598.22000000 0.029384053667 Long DBT NUSS PE Y 2 2047-06-19 Fixed 5.62500000 N N N N N N Kerajaan Malaysia 254900GSIL471JOBYY43 N/A 2567000.00000000 PA 702410.32000000 0.033857813002 Long DBT NUSS MY N 2 2048-07-06 Fixed 4.92100000 N N N N N N Ukraine 6354001WLTJXOMEXPY07 N/A 2011000.00000000 PA USD 2026951.25000000 0.097703770052 Long DBT NUSS UA N 2 2021-09-01 Fixed 7.75000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -5318.05000000 -0.00025634239 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 359863.00000000 EUR 394980.73000000 USD 2020-06-03 -5318.05000000 N N N BRAZILIAN REAL N/A N/A 1.00000000 NC -225041.23000000 -0.01084751129 N/A DFE BR N 2 CITIGROUP GLOBAL MARKETS N/A 3109186.98000000 USD 15664084.00000000 BRL 2020-06-02 -225041.23000000 N N N Republic of Uzbekistan 213800L6VDKUM3TCM927 N/A 731000.00000000 PA USD 770093.88000000 0.037120318197 Long DBT NUSS UZ N 2 2024-02-20 Fixed 4.75000000 N N N N N N Inter-American Development Bank VKU1UKDS9E7LYLMACP54 N/A 73150000000.00000000 PA 5079694.22000000 0.244853089588 Long DBT NUSS XX N 2 2023-03-14 Fixed 7.87500000 N N N N N N Romania 315700IASY927EDWBK92 N/A 20300000.00000000 PA 4803354.66000000 0.231532879333 Long DBT NUSS RO N 2 2024-06-17 Fixed 4.50000000 N N N N N N BRK: GOLDMAN SACHS N/A N/A 36635160681.00000000 NC 245401.66000000 0.011828931435 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2021-11-18 0.00000000 COP 0.00000000 COP -36635160681.00000000 COP 245401.66000000 N N N SOUTH AFRICAN RAND N/A N/A 1.00000000 NC -452364.21000000 -0.02180500826 N/A DFE ZA N 2 CITIGROUP GLOBAL MARKETS N/A 5443171.19000000 USD 88110000.00000000 ZAR 2020-06-17 -452364.21000000 N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 N/A 148135053.00000000 PA 6983015.48000000 0.336597606247 Long DBT NUSS ZA N 2 2037-01-31 Fixed 8.50000000 N N N N N N BIOCEANICO SOVEREIGN CERTIFICATE LIMITED N/A G11176AA5 3056000.00000000 PA USD 2078080.00000000 0.100168294856 Long DBT NUSS KY N 2 2034-06-05 Fixed 0.00000000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 86685000000.00000000 PA 6357493.33000000 0.306445982074 Long DBT NUSS ID N 2 2031-05-15 Fixed 8.75000000 N N N N N N Kingdom of Thailand 254900PHJ6MSKT6C7026 N/A 144998000.00000000 PA 5199546.41000000 0.250630244224 Long DBT NUSS TH N 2 2028-12-17 Fixed 2.87500000 N N N N N N Kerajaan Malaysia 254900GSIL471JOBYY43 N/A 3000000.00000000 PA 744600.08000000 0.035891457674 Long DBT NUSS MY N 2 2027-11-16 Fixed 3.89900000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -24941.79000000 -0.00120225235 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 91651359.51000000 INR 1185504.59000000 USD 2020-06-17 -24941.79000000 N N N Republica del Peru 254900STKLK2DBJJZ530 715638DA7 4520000.00000000 PA USD 4779900.00000000 0.230402310106 Long DBT NUSS PE N 2 2030-06-20 Fixed 2.84400000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 141468.78000000 0.006819124609 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 18108923287.00000000 COP 5013058.89000000 USD 2020-06-17 141468.78000000 N N N Minerva Luxembourg S.A. 222100NM3G3RCPGZ2Z17 603374AD1 1291000.00000000 PA USD 1299081.66000000 0.062618760953 Long DBT NUSS LU Y 2 2026-09-20 Fixed 6.50000000 N N N N N N Republica de El Salvador 529900AKDMUSFSDOM949 P01012AS5 1909000.00000000 PA USD 1598806.59000000 0.077066200495 Long DBT NUSS SV N 2 2025-01-30 Fixed 5.87500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -10571.62000000 -0.00050957670 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 871008794.00000000 CLP 1071298.82000000 USD 2020-06-17 -10571.62000000 N N N Republica de El Salvador 529900AKDMUSFSDOM949 283875AH5 1157000.00000000 PA USD 971880.00000000 0.046846879044 Long DBT NUSS SV Y 2 2032-04-10 Fixed 8.25000000 N N N N N N CHILEAN PESO N/A N/A 1.00000000 NC 8805.76000000 0.000424458136 N/A DFE CL N 2 STATE STREET GLOBAL MARKETS, LLC N/A 419378.68000000 USD 344729276.00000000 CLP 2020-06-17 8805.76000000 N N N Gobierno de la Republica Dominicana 254900EHU7Q8FGVPI369 P3579ECE5 3911000.00000000 PA USD 3519939.11000000 0.169669261360 Long DBT NUSS DO N 2 2049-06-05 Fixed 6.40000000 N N N N N N EURO N/A N/A 1.00000000 NC 34467.69000000 0.001661422916 N/A DFE XX N 2 JP MORGAN N/A 1381236.52000000 USD 1272262.18000000 EUR 2020-06-25 34467.69000000 N N N EURO N/A N/A 1.00000000 NC 13108.16000000 0.000631843834 N/A DFE XX N 2 JP MORGAN N/A 575047.46000000 USD 528562.50000000 EUR 2020-06-25 13108.16000000 N N N SOUTH AFRICAN RAND N/A N/A 1.00000000 NC 128323.94000000 0.006185512713 N/A DFE ZA N 2 CITIGROUP GLOBAL MARKETS N/A 2093998.14000000 USD 39372400.00000000 ZAR 2020-07-22 128323.94000000 N N N BRK: GOLDMAN SACHS INT. N/A N/A 5569774.00000000 NC 34358.84000000 0.001656176093 N/A DIR XX N 2 BRK: GOLDMAN SACHS INT. N/A Y 2025-01-02 0.00000000 BRL 0.00000000 BRL -5569774.00000000 BRL 34358.84000000 N N N Banque Centrale de Tunisie 254900B5LFB16S9T2T11 N/A 642000.00000000 PA 614720.36000000 0.029630952742 Long DBT NUSS TN N 2 2026-07-15 Fixed 6.37500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -10581.27000000 -0.00051004185 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 23327314.01000000 INR 297504.32000000 USD 2020-06-17 -10581.27000000 N N N Republic of Lebanon 529900QPC4K9S1KHL354 N/A 1000000.00000000 PA USD 165000.00000000 0.007953384206 Long DBT NUSS LB N 2 2023-05-26 Fixed 6.40000000 Y N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -2946.65000000 -0.00014203539 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 16317690.00000000 PHP 319472.37000000 USD 2020-06-23 -2946.65000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -86048.78000000 -0.00414775156 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 22010677.00000000 MYR 5000380.98000000 USD 2020-06-30 -86048.78000000 N N N Ukraine 6354001WLTJXOMEXPY07 N/A 592000.00000000 PA 536712.86000000 0.025870809600 Long DBT NUSS UA Y 2 2030-01-27 Fixed 4.37500000 N N N N N N Joint Stock Company National Company KazMunayGas 2138001H1M69RFJCSH88 48667QAS4 2115000.00000000 PA USD 2548575.00000000 0.122847249415 Long DBT NUSS KZ Y 2 2048-10-24 Fixed 6.37500000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 27972000000.00000000 PA 1860970.84000000 0.089703127801 Long DBT NUSS ID N 2 2035-06-15 Fixed 7.50000000 N N N N N N Suzano Austria GmbH 254900287ZNSGVP1R341 86964WAC6 1006000.00000000 PA USD 1059821.00000000 0.051085840017 Long DBT NUSS AT Y 2 2029-01-15 Fixed 6.00000000 N N N N N N Kerajaan Malaysia 254900GSIL471JOBYY43 N/A 34855000.00000000 PA 8711865.95000000 0.419932224569 Long DBT NUSS MY N 2 2029-08-15 Fixed 3.88500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -36530.42000000 -0.00176085130 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 1574000.00000000 EUR 1714931.24000000 USD 2020-06-25 -36530.42000000 N N N Emirate of Abu Dhabi 213800FER4348CINTA77 29135LAB6 369000.00000000 PA USD 434847.31000000 0.020960652893 Long DBT NUSS AE Y 2 2047-10-11 Fixed 4.12500000 N N N N N N Republica de Angola 549300QHR2R3J8JSGK83 N/A 1429000.00000000 PA USD 854542.00000000 0.041190914220 Long DBT NUSS AO N 2 2049-11-26 Fixed 9.12500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 7448.66000000 0.000359042756 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 40555356.00000000 TWD 1359882.10000000 USD 2020-06-17 7448.66000000 N N N Avenir II B.V. 724500CRIYMKEWLTHZ15 N/A 768000.00000000 PA USD 537600.00000000 0.025913571813 Long DBT NUSS NL N 2 2023-12-07 Floating 6.38813160 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 30695.84000000 0.001479610963 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 3385354150.00000000 KRW 2766106.00000000 USD 2020-06-15 30695.84000000 N N N Ukraine 6354001WLTJXOMEXPY07 N/A 1082000.00000000 PA USD 1079160.83000000 0.052018064856 Long DBT NUSS UA N 2 2026-09-01 Fixed 7.75000000 N N N N N N PETROLEOS DEL PERU - PETROPERU S.A. 549300ZMGDLC9JT2OR80 716564AA7 1695000.00000000 PA USD 1835685.00000000 0.088484291434 Long DBT NUSS PE Y 2 2032-06-19 Fixed 4.75000000 N N N N N N MEXICAN PESO N/A N/A 1.00000000 NC 175154.85000000 0.008442871622 N/A DFE XX N 2 JP MORGAN N/A 2146496.07000000 USD 51483493.50000000 MXN 2020-06-17 175154.85000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -103802.62000000 -0.00500352799 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 26793214.71000000 MXN 1095733.57000000 USD 2020-08-06 -103802.62000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -807623.04000000 -0.03892931109 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 221847900.00000000 ZAR 11714282.85000000 USD 2020-07-22 -807623.04000000 N N N COLOMBIA PESO N/A N/A 1.00000000 NC 101274.69000000 0.004881675878 N/A DFE CO N 2 GOLDMAN, SACHS & CO. N/A 1267046.20000000 USD 5086392238.13000000 COP 2020-06-17 101274.69000000 N N N Republique de Cote d'Ivoire 254900ICW11T82O6H590 N/A 163580.00000000 PA USD 154105.45000000 0.007428241528 Long DBT NUSS CI N 2 2032-12-31 Fixed 5.75000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 N/A 119316456.00000000 PA 5726748.07000000 0.276042591837 Long DBT NUSS ZA N 2 2040-01-31 Fixed 9.00000000 N N N N N N RUSSIA, FEDERATION OF (GOVERNMENT) 5493004EHVGF71PDBU58 N/A 231567000.00000000 PA 3556739.31000000 0.171443116690 Long DBT NUSS RU N 2 2024-10-16 Fixed 7.10000000 N N N N N N PHILLIPINE PESO N/A N/A 1.00000000 NC 27953.06000000 0.001347402581 N/A DFE PH N 2 JP MORGAN N/A 1107897.01000000 USD 57488776.00000000 PHP 2020-06-17 27953.06000000 N N N United States of America N/A N/A -16.00000000 NC USD -2225000.00000000 -0.10725018096 N/A DIR US N 1 GOLDMAN, SACHS & CO. N/A Short U.S. Treasury Futures US 10 Year Treasury Note Future (consolidated) Sep 2020 2020-09-24 -2220320.00000000 USD -4680.00000000 N N N BANCO NACIONAL DE COMERCIO EXTERIOR, SOCIEDAD NACIONAL DE CREDITO N/A 05970AAB8 1794000.00000000 PA USD 1731227.94000000 0.083449217911 Long DBT NUSS MX Y 2 2026-08-11 Fixed 3.80000000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 149620000000.00000000 PA 10793941.14000000 0.520293096886 Long DBT NUSS ID N 2 2029-05-15 Fixed 8.25000000 N N N N N N Republica Argentina 549300KPBYGYF7HCHO27 ED7860460 24824488.33580000 PA 11563406.83000000 0.557383134863 Long DBT NUSS AR N 2 2033-12-31 Fixed 7.82000000 Y N Y N N N ADANI ELECTRICITY MUMBAI LIMITED 335800AIC1B5EBFVUC38 00654GAA1 720000.00000000 PA USD 661607.26000000 0.031891010499 Long DBT NUSS IN Y 2 2030-02-12 Fixed 3.94900000 N N N N N N Kerajaan Malaysia 254900GSIL471JOBYY43 N/A 24445000.00000000 PA 5845099.87000000 0.281747424182 Long DBT NUSS MY N 2 2023-04-20 Fixed 3.75700000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205BB9 6686000.00000000 PA USD 5457193.43000000 0.263049430525 Long DBT NUSS ZA N 2 2049-09-30 Fixed 5.75000000 N N N N N N Saudi Arabian Oil Company 5586006WD91QHB7J4X50 80414L2E4 1669000.00000000 PA USD 1814731.19000000 0.087474269001 Long DBT NUSS SA Y 2 2039-04-16 Fixed 4.25000000 N N N N N N EURO N/A N/A 1.00000000 NC 9092.54000000 0.000438281600 N/A DFE XX N 2 JP MORGAN N/A 726479.10000000 USD 660955.00000000 EUR 2020-07-03 9092.54000000 N N N Mexico City Airport Trust N/A 59284MAD6 1068000.00000000 PA USD 911441.88000000 0.043933620929 Long DBT NUSS MX Y 2 2047-07-31 Fixed 5.50000000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 Y20721AL3 3240000.00000000 PA USD 4805375.03000000 0.231630265871 Long DBT NUSS ID N 2 2038-01-17 Fixed 7.75000000 N N N N N N GeoPark Limited 529900ZR5QI19AH4KZ07 37255BAA7 729000.00000000 PA USD 683437.50000000 0.032943278899 Long DBT NUSS BM Y 2 2024-09-21 Fixed 6.50000000 N N N N N N Ukraine 6354001WLTJXOMEXPY07 903724AT9 6817000.00000000 PA USD 6799112.19000000 0.327733039446 Long DBT NUSS UA Y 2 2026-09-01 Fixed 7.75000000 N N N N N N Dianjian International Finance Limited 549300UN39CUV8F5DI82 N/A 448000.00000000 PA USD 455889.30000000 0.021974925808 Long DBT NUSS VG N 2 2168-07-19 Fixed 4.60000000 N N N N N N Gobierno de Chile 549300FLZTJM5YJF8D34 168863DN5 2760000.00000000 PA USD 2815200.00000000 0.135699195257 Long DBT NUSS CL N 2 2032-01-27 Fixed 2.55000000 N N N N N N GRUPO AVAL LIMITED 549300J4FW1ELLQ80113 40053FAC2 1083000.00000000 PA USD 984847.71000000 0.047471952862 Long DBT NUSS KY Y 2 2030-02-04 Fixed 4.37500000 N N N N N N Republic of Lebanon 529900QPC4K9S1KHL354 N/A 3204000.00000000 PA USD 512640.00000000 0.024710441693 Long DBT NUSS LB N 2 2028-03-20 Fixed 7.00000000 Y N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -2741.39000000 -0.00013214138 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 7460681.00000000 MYR 1721341.42000000 USD 2020-06-30 -2741.39000000 N N N CSN Resources S.A. 222100ZEX458NMOXZP08 12644VAB4 767000.00000000 PA USD 657702.50000000 0.031702791975 Long DBT NUSS LU Y 2 2023-02-13 Fixed 7.62500000 N N N N N N Ceska republika 3157007EFDLQABN47912 N/A 137340000.00000000 PA 5770867.21000000 0.278169237118 Long DBT NUSS CZ N 2 2030-05-15 Fixed 0.95000000 N N N N N N GOVERNMENT OF BERMUDA 549300FP5PUZXX9FVJ40 G10367AF0 1764000.00000000 PA USD 1953630.00000000 0.094169515072 Long DBT NUSS BM N 2 2029-02-15 Fixed 4.75000000 N N N N N N Republica Argentina 549300KPBYGYF7HCHO27 040114GX2 8456000.00000000 PA USD 3234504.56000000 0.155910651409 Long DBT NUSS AR N 2 2026-04-22 Fixed 7.50000000 Y N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 2173.20000000 0.000104753300 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 1160506.00000000 PEN 339925.60000000 USD 2020-06-18 2173.20000000 N N N PHILLIPINE PESO N/A N/A 1.00000000 NC 1244.72000000 0.000059998402 N/A DFE PH N 2 JP MORGAN N/A 662683.15000000 USD 33604000.00000000 PHP 2020-06-15 1244.72000000 N N N AXTEL, S.A.B. DE C.V. 549300BVRDR8XTSXAD13 05462GAJ3 704000.00000000 PA USD 707168.00000000 0.034087144256 Long DBT NUSS MX Y 2 2024-11-14 Fixed 6.37500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -15380.06000000 -0.00074135470 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 20859240137.00000000 IDR 1404946.46000000 USD 2020-06-22 -15380.06000000 N N N Empresa de Transporte de Pasajeros Metro S.A. 959800T4M5QUPYMSCH69 29246QAD7 217000.00000000 PA USD 231213.50000000 0.011145029085 Long DBT NUSS CL Y 2 2030-05-07 Fixed 3.65000000 N N N N N N BRAZILIAN REAL N/A N/A 1.00000000 NC 9613.66000000 0.000463400797 N/A DFE BR N 2 CITIGROUP GLOBAL MARKETS N/A 1623514.63000000 USD 8880625.00000000 BRL 2020-07-02 9613.66000000 N N N RUSSIA, FEDERATION OF (GOVERNMENT) 5493004EHVGF71PDBU58 N/A 600000.00000000 PA USD 662916.00000000 0.031954094815 Long DBT NUSS XX N 2 2023-09-16 Fixed 4.87500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -89400.68000000 -0.00430932094 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 1052979561.00000000 CLP 1218493.65000000 USD 2020-06-17 -89400.68000000 N N N RIO ENERGY Sociedad Anonima 529900D1ZX75KRP2HC66 76706AAA2 1522000.00000000 PA USD 821895.22000000 0.039617263405 Long DBT NUSS AR Y 2 2025-02-01 Fixed 6.87500000 N N N N N N Corporacion Nacional del Cobre de Chile 549300UVMBCBCIPSUI70 21987BAZ1 2302000.00000000 PA USD 2371267.18000000 0.114300599625 Long DBT NUSS CL Y 2 2029-09-30 Fixed 3.00000000 N N N N N N Ukraine 6354001WLTJXOMEXPY07 N/A 200000.00000000 PA USD 201002.00000000 0.009688764437 Long DBT NUSS UA N 2 2025-09-01 Fixed 7.75000000 N N N N N N Republica del Ecuador 5299003Y2U5XK0A35H71 N/A 900000.00000000 PA USD 330750.00000000 0.015942920158 Long DBT NUSS EC Y 2 2027-06-02 Fixed 9.62500000 N N N N N N CSN ISLANDS XI CORP. 222100R8R68DM7VM3661 12642KAB0 800000.00000000 PA USD 624000.00000000 0.030078252998 Long DBT NUSS KY Y 2 2028-01-28 Fixed 6.75000000 N N N N N N HUNGARIAN FORINT N/A N/A 1.00000000 NC 47082.40000000 0.002269481312 N/A DFE HU N 2 J P MORGAN CHASE BANK N/A 2785991.22000000 EUR 980111711.00000000 HUF 2020-07-21 47082.40000000 N N N Kerajaan Malaysia 254900GSIL471JOBYY43 EK7974596 46811000.00000000 PA 11544093.28000000 0.556452176781 Long DBT NUSS MY N 2 2025-09-15 Fixed 3.95500000 N N N N N N MEXICAN PESO N/A N/A 1.00000000 NC -76423.00000000 -0.00368376655 N/A DFE XX N 2 JP MORGAN N/A 1880751.39000000 USD 40011669.40000000 MXN 2020-06-17 -76423.00000000 N N N State of Qatar 52990074F6OJOAXK4P65 N/A 6630000.00000000 PA USD 8332093.38000000 0.401626302385 Long DBT NUSS QA N 2 2049-03-14 Fixed 4.81700000 N N N N N N CBB International Sukuk Programme Company S.P.C. 5493006IRJ2IWXTNIM16 05675M2B9 2222000.00000000 PA USD 2292330.74000000 0.110495679412 Long DBT NUSS BH Y 2 2024-11-14 Fixed 6.25000000 N N N N N N Kingdom of Thailand 254900PHJ6MSKT6C7026 N/A 104000000.00000000 PA 3369258.15000000 0.162406088224 Long DBT NUSS TH N 2 2024-12-17 Fixed 1.45000000 N N N N N N Cable Onda, S.A. 5299008Q5GONPYNF9J32 12686LAA7 227000.00000000 PA USD 222460.00000000 0.010723090003 Long DBT NUSS PA Y 2 2030-01-30 Fixed 4.50000000 N N N N N N Republic of Ghana 213800PP4399SNNXZ126 N/A 309000.00000000 PA USD 267285.00000000 0.012883759379 Long DBT NUSS GH N 2 2061-03-11 Fixed 8.75000000 N N N N N N INDONESIA RUPIAH N/A N/A 1.00000000 NC 79080.28000000 0.003811853636 N/A DFE ID N 2 JP MORGAN N/A 1561207.92000000 USD 23983276020.00000000 IDR 2020-06-05 79080.28000000 N N N Republica de Colombia 549300MHDRBVRF6B9117 195325BK0 734000.00000000 PA USD 1003745.00000000 0.048382846243 Long DBT NUSS CO N 2 2037-09-18 Fixed 7.37500000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91087BAF7 4370000.00000000 PA USD 4724013.70000000 0.227708460313 Long DBT NUSS MX N 2 2029-04-22 Fixed 4.50000000 N N N N N N FEDERAL REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 65412JAC7 4744000.00000000 PA USD 4198440.00000000 0.202374584163 Long DBT NUSS NG Y 2 2027-11-28 Fixed 6.50000000 N N N N N N Turkiye Cumhuriyeti 5493000PCHOG3B6S3Q85 900123AY6 2737000.00000000 PA USD 2504601.33000000 0.120727616127 Long DBT NUSS TR N 2 2036-03-17 Fixed 6.87500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -6428.65000000 -0.00030987589 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 918532457.00000000 UGX 231368.38000000 USD 2020-08-26 -6428.65000000 N N N HUNGARIAN FORINT N/A N/A 1.00000000 NC 119264.63000000 0.005748832876 N/A DFE HU N 2 J P MORGAN CHASE BANK N/A 2508077.16000000 USD 817833800.00000000 HUF 2020-06-17 119264.63000000 N N N Kerajaan Malaysia 254900GSIL471JOBYY43 N/A 42002000.00000000 PA 10091473.75000000 0.486432532977 Long DBT NUSS MY N 2 2023-08-17 Fixed 3.80000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -113983.50000000 -0.00549427011 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 84224262046.00000000 IDR 5614950.80000000 USD 2020-06-26 -113983.50000000 N N N CHILEAN PESO N/A N/A 1.00000000 NC 31544.50000000 0.001520518352 N/A DFE CL N 2 STATE STREET GLOBAL MARKETS, LLC N/A 742480.52000000 USD 623163898.00000000 CLP 2020-06-17 31544.50000000 N N N Republica Argentina 549300KPBYGYF7HCHO27 040114HN3 2448000.00000000 PA USD 860472.00000000 0.041476754028 Long DBT NUSS AR N 2 2117-06-28 Fixed 7.12500000 Y N N N N N KOREAN WON N/A N/A 1.00000000 NC -159184.91000000 -0.00767308332 N/A DFE KR N 2 GOLDMAN, SACHS & CO. N/A 5689377.25000000 USD 6843467428.00000000 KRW 2020-06-17 -159184.91000000 N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 P78625DC4 150856300.00000000 PA 5733907.69000000 0.276387702193 Long DBT NUSS MX N 2 2024-09-12 Fixed 7.19000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 038461AK5 1290000.00000000 PA USD 1306641.00000000 0.062983138743 Long DBT NUSS EG Y 2 2022-01-31 Fixed 6.12500000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205AZ7 2533000.00000000 PA USD 2250063.90000000 0.108458319305 Long DBT NUSS ZA N 2 2048-06-22 Fixed 6.30000000 N N N N N N Republica Argentina 549300KPBYGYF7HCHO27 N/A 1468478.00000000 PA 543973.90000000 0.026220808635 Long DBT NUSS AR N 2 2038-12-31 Fixed 3.38000000 Y N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 N/A 27919000.00000000 PA 1025731.66000000 0.049442654451 Long DBT NUSS ZA N 2 2041-02-28 Fixed 6.50000000 N N N N N N Republic of Lebanon 529900QPC4K9S1KHL354 N/A 2697000.00000000 PA USD 445005.00000000 0.021450277204 Long DBT NUSS LB N 2 2022-10-04 Fixed 6.10000000 Y N N N N N Republic of Ghana 213800PP4399SNNXZ126 37443GAB7 951000.00000000 PA USD 832980.90000000 0.040151618995 Long DBT NUSS GH Y 2 2032-03-26 Fixed 8.12500000 N N N N N N Republica Argentina 549300KPBYGYF7HCHO27 040114HP8 4389000.00000000 PA USD 1755643.89000000 0.084626123554 Long DBT NUSS AR N 2 2023-01-11 Fixed 4.62500000 Y N N N N N State of Qatar 52990074F6OJOAXK4P65 74727PBD2 6497000.00000000 PA USD 7227912.50000000 0.348402212859 Long DBT NUSS QA Y 2 2030-04-16 Fixed 3.75000000 N N N N N N Republica Argentina 549300KPBYGYF7HCHO27 040114HL7 1407000.00000000 PA USD 506534.07000000 0.024416121650 Long DBT NUSS AR N 2 2027-01-26 Fixed 6.87500000 Y N N N N N BRK: GOLDMAN SACHS N/A N/A 6000000.00000000 NC 12501.03000000 0.000602578754 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2022-01-21 0.00000000 MXN 0.00000000 MXN -6000000.00000000 MXN 12501.03000000 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 03846JX62 3421000.00000000 PA USD 3370232.36000000 0.162453047415 Long DBT NUSS EG Y 2 2050-05-29 Fixed 8.87500000 N N N N N N ABU DHABI CRUDE OIL PIPELINE L.L.C. 549300DONDFW2383FV66 00401MAB2 3870000.00000000 PA USD 4442156.28000000 0.214122276358 Long DBT NUSS AE Y 2 2047-11-02 Fixed 4.60000000 N N N N N N Cometa Energia, S.A. de C.V. N/A 20039FAA7 756200.00000000 PA USD 747503.70000000 0.036031418919 Long DBT NUSS MX Y 2 2035-04-24 Fixed 6.37500000 N N N N N N People's Republic of China 300300CHN201808MOF68 N/A 8560000.00000000 PA 1242754.93000000 0.059903681409 Long DBT NUSS CN N 2 2029-11-21 Fixed 3.13000000 N N N N N N Republica Federativa do Brasil 254900ZFY40OYEADAP90 N/A 60244000.00000000 PA 13020335.80000000 0.627610503709 Long DBT NUSS BR N 2 2027-01-01 Fixed 10.00000000 N N N N N N SCF CAPITAL DESIGNATED ACTIVITY COMPANY 213800L15FRHHBOWMF92 78403LAB8 1068000.00000000 PA USD 1129055.42000000 0.054423100275 Long DBT NUSS IE Y 2 2023-06-16 Fixed 5.37500000 N N N N N N Kerajaan Malaysia 254900GSIL471JOBYY43 N/A 27306000.00000000 PA 6421522.85000000 0.309532354032 Long DBT NUSS MY N 2 2021-11-30 Fixed 3.62000000 N N N N N N Republica Federativa do Brasil 254900ZFY40OYEADAP90 105756BX7 499000.00000000 PA USD 559383.99000000 0.026963610856 Long DBT NUSS BR N 2 2026-04-07 Fixed 6.00000000 N N N N N N EURO N/A N/A 1.00000000 NC 124800.99000000 0.006015698319 N/A DFE XX N 2 JP MORGAN N/A 9710512.63000000 USD 8837616.00000000 EUR 2020-07-03 124800.99000000 N N N MEXICAN PESO N/A N/A 1.00000000 NC 63395.22000000 0.003055797221 N/A DFE XX N 2 JP MORGAN N/A 869982.21000000 USD 20698000.00000000 MXN 2020-06-17 63395.22000000 N N N BRAZILIAN REAL N/A N/A 1.00000000 NC -50202.83000000 -0.00241989330 N/A DFE BR N 2 CITIGROUP GLOBAL MARKETS N/A 1133220.96000000 USD 5889236.00000000 BRL 2020-07-02 -50202.83000000 N N N Banco de Credito e Inversiones 549300E9E5Y3PKW24142 05890MAA1 1691000.00000000 PA USD 1740639.88000000 0.083902895335 Long DBT NUSS CL Y 2 2027-10-12 Fixed 3.50000000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 195325DR3 7093000.00000000 PA USD 7093000.00000000 0.341899116212 Long DBT NUSS CO N 2 2030-01-30 Fixed 3.00000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 03846JW89 724000.00000000 PA USD 705746.51000000 0.034018625128 Long DBT NUSS EG Y 2 2049-03-01 Fixed 8.70020000 N N N N N N VEB FINANCE PUBLIC LIMITED COMPANY 635400KYY8E2NCZXJ191 N/A 240000.00000000 PA USD 285302.40000000 0.013752240013 Long DBT NUSS XX N 2 2025-11-22 Fixed 6.80000000 N N N N N N CHINALCO CAPITAL HOLDINGS LIMITED 5493003PX4GYVUD3CQ19 N/A 307000.00000000 PA USD 300939.27000000 0.014505973557 Long DBT NUSS VG N 2 2169-03-11 Fixed 4.10000000 N N N N N N RUSSIA, FEDERATION OF (GOVERNMENT) 5493004EHVGF71PDBU58 N/A 463321000.00000000 PA 7244575.14000000 0.349205390906 Long DBT NUSS RU N 2 2029-05-23 Fixed 6.90000000 N N N N N N Republica del Peru 254900STKLK2DBJJZ530 N/A 5691000.00000000 PA 1907425.65000000 0.091942357814 Long DBT NUSS PE N 2 2029-02-12 Fixed 5.94000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 4712000.00000000 PA 4625622.07000000 0.222965754640 Long DBT NUSS EG N 2 2030-04-16 Fixed 5.62500000 N N N N N N PT Indonesia Asahan Aluminium (Persero) 2549008P48EB9SN2OI80 74445PAC6 593000.00000000 PA USD 664095.87000000 0.032010967296 Long DBT NUSS ID Y 2 2028-11-15 Fixed 6.53000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -43690.39000000 -0.00210597853 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 4777583.00000000 PLN 1149631.40000000 USD 2020-06-17 -43690.39000000 N N N NBK Tier 1 Financing (2) Limited N/A 62878WAA6 693000.00000000 PA USD 633097.08000000 0.030516753437 Long DBT NUSS AE Y 2 2169-05-27 Fixed 4.50000000 N N N N N N Corporacion Nacional del Cobre de Chile 549300UVMBCBCIPSUI70 P3143NAY0 500000.00000000 PA USD 531090.00000000 0.025599774655 Long DBT NUSS CL N 2 2027-08-01 Fixed 3.62500000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 455780CQ7 595000.00000000 PA USD 607340.31000000 0.029275217147 Long DBT NUSS ID N 2 2030-02-14 Fixed 2.85000000 N N N N N N PT Indonesia Asahan Aluminium (Persero) 2549008P48EB9SN2OI80 74445PAF9 1158000.00000000 PA USD 1237802.41000000 0.059664958413 Long DBT NUSS ID Y 2 2030-05-15 Fixed 5.45000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 N/A 117754000.00000000 PA 5615348.58000000 0.270672877023 Long DBT NUSS ZA N 2 2031-02-28 Fixed 7.00000000 N N N N N N POLISH ZLOTY N/A N/A 1.00000000 NC -74949.72000000 -0.00361275102 N/A DFE PA N 2 CITIGROUP GLOBAL MARKETS N/A 3226548.60000000 USD 12617740.97000000 PLN 2020-06-17 -74949.72000000 N N N MDGH ? GMTN B.V. 213800L53ZH5KG593W13 55276VAK8 970000.00000000 PA USD 1005162.50000000 0.048451173043 Long DBT NUSS NL Y 2 2049-11-07 Fixed 3.70000000 N N N N N N BRK: J.P. MORGAN CHASE N/A N/A 16200000.00000000 NC 90198.98000000 0.004347800866 N/A DIR XX N 2 BRK: J.P. MORGAN CHASE N/A Y 2026-12-03 0.00000000 MXN 0.00000000 MXN -16200000.00000000 MXN 90198.98000000 N N N State of Kuwait 549300FSC1YD0D9XX589 N/A 894000.00000000 PA USD 985635.00000000 0.047509902073 Long DBT NUSS KW N 2 2027-03-20 Fixed 3.50000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 03846JW55 331000.00000000 PA USD 304986.71000000 0.014701069590 Long DBT NUSS EG Y 2 2048-02-21 Fixed 7.90300000 N N N N N N MEGLOBAL CANADA ULC 635400MHHHT7LMKMQL03 58518N2A9 250000.00000000 PA USD 265312.50000000 0.012788680286 Long DBT NUSS CA Y 2 2030-05-18 Fixed 5.87500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 14460.82000000 0.000697045196 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 6306912.00000000 TRY 935519.32000000 USD 2020-06-17 14460.82000000 N N N BANQUE OUEST AFRICAINE DE DEVELOPPEMENT 529900LIZJABE4JJS826 06675QAC7 934000.00000000 PA USD 891503.00000000 0.042972520485 Long DBT NUSS XX Y 2 2031-10-22 Fixed 4.70000000 N N N N N N EURO N/A N/A 1.00000000 NC 417400.01000000 0.020119652407 N/A DFE XX N 2 JP MORGAN N/A 21531228.92000000 USD 19731510.00000000 EUR 2020-06-03 417400.01000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 24884.92000000 0.001199511089 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 4412510.00000000 BRL 836336.24000000 USD 2020-07-02 24884.92000000 N N N ECOPETROL S.A. 254900IDGKCJICKBPA66 279158AC3 810000.00000000 PA USD 876825.00000000 0.042265006707 Long DBT NUSS CO N 2 2023-09-18 Fixed 5.87500000 N N N N N N BRK: GOLDMAN SACHS N/A N/A 39364839319.00000000 NC 254272.40000000 0.012256521759 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2021-11-19 0.00000000 COP 0.00000000 COP -39364839319.00000000 COP 254272.40000000 N N N BRAZILIAN REAL N/A N/A 1.00000000 NC -120109.46000000 -0.00578955564 N/A DFE BR N 2 CITIGROUP GLOBAL MARKETS N/A 726340.61000000 USD 3292502.00000000 BRL 2020-06-02 -120109.46000000 N N N THE REPUBLIC OF KENYA 549300VVURQQYU45PR87 N/A 1300000.00000000 PA USD 1238510.00000000 0.059699065898 Long DBT NUSS KE N 2 2027-05-22 Fixed 7.00000000 N N N N N N Empresas Publicas de Medellin E.S.P. 549300SU25TO8EMXB434 29246BAC2 2224000000.00000000 PA 616848.88000000 0.029733552362 Long DBT NUSS CO Y 2 2024-09-10 Fixed 7.62500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -39032.08000000 -0.00188143714 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 2070387000.00000000 UGX 495307.89000000 USD 2020-09-09 -39032.08000000 N N N BRK: GOLDMAN SACHS N/A N/A 2279681061.00000000 NC -64120.12000000 -0.00309073908 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2030-03-12 0.00000000 COP 0.00000000 COP -2279681061.00000000 COP -64120.12000000 N N N FEDERAL REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 N/A 3542000.00000000 PA USD 3322396.00000000 0.160147223475 Long DBT NUSS NG N 2 2031-01-21 Fixed 8.74700000 N N N N N N ISRAELI SHEKEL N/A N/A 1.00000000 NC 77761.67000000 0.003748293563 N/A DFE IL N 2 CITIGROUP GLOBAL MARKETS N/A 1562280.76000000 USD 5743345.59000000 ILS 2020-06-17 77761.67000000 N N N Republica de Angola 549300QHR2R3J8JSGK83 035198AC4 882000.00000000 PA USD 526554.00000000 0.025381128893 Long DBT NUSS AO Y 2 2048-05-08 Fixed 9.37500000 N N N N N N BRK: GOLDMAN SACHS N/A N/A 60000000.00000000 NC -52714.93000000 -0.00254098237 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2029-07-18 0.00000000 ZAR 0.00000000 ZAR -60000000.00000000 ZAR -52714.93000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -5760.18000000 -0.00027765408 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 360000.00000000 EUR 394778.34000000 USD 2020-06-17 -5760.18000000 N N N BRK: CITIGROUP N/A N/A 15500000.00000000 NC 128296.85000000 0.006184206912 N/A DIR XX N 2 BRK: CITIGROUP N/A Y 2021-12-14 0.00000000 PLN 0.00000000 PLN -15500000.00000000 PLN 128296.85000000 N N N AI CANDELARIA (SPAIN) SL N/A 001355AA4 1825000.00000000 PA USD 1775633.75000000 0.085589681353 Long DBT NUSS ES Y 2 2028-12-15 Fixed 7.50000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -36779.10000000 -0.00177283826 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 5091900.00000000 BRL 900265.21000000 USD 2020-06-15 -36779.10000000 N N N Republica Bolivariana de Venezuela 529900XM8PJTJK5OJI77 P97475AN0 7815700.00000000 PA USD 449402.75000000 0.021662258994 Long DBT NUSS VE N 2 2019-10-13 Floating 0.00000000 Y Y N N N N Republica de El Salvador 529900AKDMUSFSDOM949 P01012CA2 328000.00000000 PA USD 250920.00000000 0.012094928272 Long DBT NUSS SV N 2 2050-01-20 Fixed 7.12460000 N N N N N N KOSMOS ENERGY LTD. 213800YDFJ3OT9B5P157 500688AC0 257000.00000000 PA USD 205600.00000000 0.009910398744 Long DBT CORP US Y 2 2026-04-04 Fixed 7.12500000 N N N N N N COLOMBIA PESO N/A N/A 1.00000000 NC 166505.75000000 0.008025964862 N/A DFE CO N 2 GOLDMAN, SACHS & CO. N/A 1882724.22000000 USD 7617502188.00000000 COP 2020-06-17 166505.75000000 N N N Republica del Ecuador 5299003Y2U5XK0A35H71 N/A 693000.00000000 PA USD 266805.00000000 0.012860622261 Long DBT NUSS EC N 2 2025-03-27 Fixed 7.87500000 N N N N N N Rumo Luxembourg S.a r.l. 222100HOIQFT7YOSPB46 L79090AA1 1227000.00000000 PA USD 1291540.20000000 0.062255245020 Long DBT NUSS LU N 2 2024-02-09 Fixed 7.37500000 N N N N N N Government of Mongolia 254900PW61ADCBDCLP71 Y6142NAA6 2696000.00000000 PA USD 2702740.00000000 0.130278361391 Long DBT NUSS MN N 2 2024-03-09 Fixed 8.75000000 N N N N N N BRK: GOLDMAN SACHS N/A N/A 1595236147.00000000 NC -27530.19000000 -0.00132701926 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2030-04-23 0.00000000 COP 0.00000000 COP -1595236147.00000000 COP -27530.19000000 N N N Republica de El Salvador 529900AKDMUSFSDOM949 N/A 3166000.00000000 PA USD 2659440.00000000 0.128191200566 Long DBT NUSS SV N 2 2032-04-10 Fixed 8.25000000 N N N N N N The Government of Belize 529900096070LUHXVI62 N/A 1517000.00000000 PA USD 576460.00000000 0.027786714300 Long DBT NUSS XX N 2 2038-02-20 Fixed 5.00000000 N Y N N N N THE DEMOCRATIC SOCIALIST REPUBLIC OF SRI LANKA 254900HXCCIOHM74FA02 85227SAW6 7829000.00000000 PA USD 4227522.05000000 0.203776406691 Long DBT NUSS LK Y 2 2028-04-18 Fixed 6.75000000 N N N N N N Republica de Angola 549300QHR2R3J8JSGK83 035198AE0 3850000.00000000 PA USD 2302300.00000000 0.110976220958 Long DBT NUSS AO Y 2 2049-11-26 Fixed 9.12500000 N N N N N N State of Qatar 52990074F6OJOAXK4P65 74727PBB6 1067000.00000000 PA USD 1340926.64000000 0.064635786426 Long DBT NUSS QA Y 2 2049-03-14 Fixed 4.81700000 N N N N N N ABU DHABI CRUDE OIL PIPELINE L.L.C. 549300DONDFW2383FV66 00401MAA4 3254000.00000000 PA USD 3567848.30000000 0.171978595876 Long DBT NUSS AE Y 2 2029-11-02 Fixed 3.65000000 N N N N N N Kingdom of Bahrain 549300RODM1WN85LFQ95 05675M2C7 1667000.00000000 PA USD 1767353.40000000 0.085190549202 Long DBT NUSS BH Y 2 2030-05-14 Fixed 7.37500000 N N N N N N DP World PLC 549300M3U2DNF4QVSS04 23330JAB7 2264000.00000000 PA USD 2286640.00000000 0.110221372493 Long DBT NUSS AE Y 2 2048-09-25 Fixed 5.62500000 N N N N N N CHILEAN PESO N/A N/A 1.00000000 NC 58781.11000000 0.002833386375 N/A DFE CL N 2 STATE STREET GLOBAL MARKETS, LLC N/A 1110517.75000000 USD 941397000.00000000 CLP 2020-06-17 58781.11000000 N N N CEMEX S.A.B. de C.V. 549300RIG2CXWN6IV731 151290BV4 1000000.00000000 PA USD 934270.00000000 0.045033989469 Long DBT NUSS MX Y 2 2029-11-19 Fixed 5.45000000 N N N N N N Banco Santander (Mexico) S.A., Institucion de Banca Multiple, Grupo Financiero Santander Mexico SCRYQ25DTVRHYYMM6P89 05969BAD5 563000.00000000 PA USD 604380.50000000 0.029132547413 Long DBT NUSS MX Y 2 2025-04-17 Fixed 5.37500000 N N N N N N Republica Argentina 549300KPBYGYF7HCHO27 040114GW4 4316000.00000000 PA USD 1769560.00000000 0.085296912460 Long DBT NUSS AR N 2 2021-04-22 Fixed 6.87500000 Y N N N N N Gobierno de Chile 549300FLZTJM5YJF8D34 168863DL9 2732000.00000000 PA USD 2923240.00000000 0.140906974831 Long DBT NUSS CL N 2 2050-01-25 Fixed 3.50000000 N N N N N N ECOPETROL S.A. 254900IDGKCJICKBPA66 279158AN9 2966000.00000000 PA USD 3385689.00000000 0.163198093454 Long DBT NUSS CO N 2 2030-04-29 Fixed 6.87500000 N N N N N N Republica de Costa Rica 549300DYYS8QPMR8OP36 N/A 780000.00000000 PA USD 608407.80000000 0.029326672651 Long DBT NUSS XX N 2 2044-04-04 Fixed 7.00000000 N N N N N N Republica Federativa do Brasil 254900ZFY40OYEADAP90 105756CB4 1863000.00000000 PA USD 1709302.50000000 0.082392360649 Long DBT NUSS BR N 2 2050-01-14 Fixed 4.75000000 N N N N N N Republica de Costa Rica 549300DYYS8QPMR8OP36 N/A 653000.00000000 PA USD 512611.53000000 0.024709069373 Long DBT NUSS XX N 2 2045-03-12 Fixed 7.15800000 N N N N N N ADECOAGRO S.A. 529900Q00UR5LFELO811 00676LAA4 1160000.00000000 PA USD 1043884.00000000 0.050317639507 Long DBT NUSS LU Y 2 2027-09-21 Fixed 6.00000000 N N N N N N ACWA POWER MANAGEMENT AND INVESTMENTS ONE LTD 635400M3OWQGQBZOYO38 005117AA4 2301000.00000000 PA USD 2361516.30000000 0.113830584504 Long DBT NUSS AE Y 2 2039-12-15 Fixed 5.95000000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 195325BR5 3055000.00000000 PA USD 3691967.50000000 0.177961430330 Long DBT NUSS CO N 2 2044-02-26 Fixed 5.62500000 N N N N N N Banco del Estado de Chile 5493004R4EJC0W0XVQ72 05965MAG8 368000.00000000 PA USD 371680.00000000 0.017915841465 Long DBT NUSS CL Y 2 2025-01-09 Fixed 2.70400000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 03846JW48 1135000.00000000 PA USD 1100950.00000000 0.053068353587 Long DBT NUSS EG Y 2 2028-02-21 Fixed 6.58800000 N N N N N N Republica Argentina 549300KPBYGYF7HCHO27 040114HK9 2072000.00000000 PA USD 833980.00000000 0.040199777941 Long DBT NUSS AR N 2 2022-01-26 Fixed 5.62500000 Y N N N N N Republica Federativa do Brasil 254900ZFY40OYEADAP90 105756BW9 2099000.00000000 PA USD 1991951.00000000 0.096016676503 Long DBT NUSS BR N 2 2045-01-27 Fixed 5.00000000 N N N N N N BANCO MERCANTIL DEL NORTE S.A. N/A 05971PAB4 623000.00000000 PA USD 596522.50000000 0.028753773516 Long DBT NUSS MX Y 2 2168-09-27 Fixed 7.50000000 N N N N N N EURO N/A N/A 1.00000000 NC -1374.03000000 -0.00006623144 N/A DFE XX N 2 JP MORGAN N/A 169243.16000000 USD 150912.00000000 EUR 2020-06-03 -1374.03000000 N N N Republica Argentina 549300KPBYGYF7HCHO27 040114HF0 2219000.00000000 PA USD 787745.00000000 0.037971143282 Long DBT NUSS AR N 2 2028-07-06 Fixed 6.62500000 Y N N N N N AZARBAYJAN RESPUBLIKASI DOVLAT NEFT SHIRKATI 2549002HARR1VE257O76 N/A 2290000.00000000 PA USD 2377020.00000000 0.114577898945 Long DBT NUSS XX N 2 2023-03-13 Fixed 4.75000000 N N N N N N Republic of Ghana 213800PP4399SNNXZ126 37443GAH4 2663000.00000000 PA USD 2283522.50000000 0.110071101734 Long DBT NUSS GH Y 2 2035-02-11 Fixed 7.87500000 N N N N N N Independent State of Papua New Guinea 254900NKI6OC90ZW9W36 69888UAB1 3343000.00000000 PA USD 2941840.00000000 0.141803538141 Long DBT NUSS PG Y 2 2028-10-04 Fixed 8.37500000 N N N N N N Comision Federal de Electricidad 4469000001BFPONMPF32 200447AF7 684000.00000000 PA USD 714780.00000000 0.034454060381 Long DBT NUSS MX Y 2 2027-02-23 Fixed 4.75000000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 Y20721AE9 400000.00000000 PA USD 613898.73000000 0.029591348263 Long DBT NUSS XX N 2 2035-10-12 Fixed 8.50000000 N N N N N N Kingdom of Bahrain 549300RODM1WN85LFQ95 05675M2A1 2596000.00000000 PA USD 2444315.72000000 0.117821709349 Long DBT NUSS BH Y 2 2031-09-30 Fixed 5.62500000 N N N N N N BELARUS, REPUBLIC OF (GOVERNMENT) 635400CVCOWYLHF4ZB08 07737JAB9 694000.00000000 PA USD 718428.80000000 0.034629941037 Long DBT NUSS BY Y 2 2023-02-28 Fixed 6.87500000 N N N N N N Republica Federativa do Brasil 254900ZFY40OYEADAP90 105756CA6 3678000.00000000 PA USD 3769950.00000000 0.181720368414 Long DBT NUSS BR N 2 2029-05-30 Fixed 4.50000000 N N N N N N BANQUE OUEST AFRICAINE DE DEVELOPPEMENT 529900LIZJABE4JJS826 06675QAB9 1274000.00000000 PA USD 1267630.00000000 0.061102717705 Long DBT NUSS XX Y 2 2027-07-27 Fixed 5.00000000 N N N N N N BRAZILIAN REAL N/A N/A 1.00000000 NC -104577.91000000 -0.00504089877 N/A DFE BR N 2 CITIGROUP GLOBAL MARKETS N/A 3820509.43000000 USD 20204000.00000000 BRL 2020-06-29 -104577.91000000 N N N Republica de Angola 549300QHR2R3J8JSGK83 035198AD2 2802000.00000000 PA USD 1734438.00000000 0.083603950278 Long DBT NUSS AO Y 2 2029-11-26 Fixed 8.00000000 N N N N N N CZECH REPUBLIC KORUNA N/A N/A 1.00000000 NC -329966.10000000 -0.01590513435 N/A DFE CZ N 2 CITIGROUP GLOBAL MARKETS N/A 4327634.05000000 USD 96688000.00000000 CZK 2020-06-17 -329966.10000000 N N N BRK: GOLDMAN SACHS N/A N/A 700000000.00000000 NC 138653.52000000 0.006683422521 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2021-12-14 0.00000000 RUB 0.00000000 RUB -700000000.00000000 RUB 138653.52000000 N N N BRK: J.P. MORGAN CHASE N/A N/A 933434057.00000000 NC 65468.46000000 0.003155732216 N/A DIR XX N 2 BRK: J.P. MORGAN CHASE N/A Y 2022-05-10 0.00000000 CLP 0.00000000 CLP -933434057.00000000 CLP 65468.46000000 N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 10473000000.00000000 PA 695332.65000000 0.033516652827 Long DBT NUSS ID N 2 2040-04-15 Fixed 7.50000000 N N N N N N BRK: GOLDMAN SACHS INTERNATIONAL N/A N/A 4989308.00000000 NC 20692.62000000 0.000997432467 N/A DIR XX N 2 BRK: GOLDMAN SACHS INTERNATIONAL N/A Y 2025-01-02 0.00000000 BRL 0.00000000 BRL -4989308.00000000 BRL 20692.62000000 N N N AZARBAYJAN RESPUBLIKASI DOVLAT NEFT SHIRKATI 2549002HARR1VE257O76 N/A 3691000.00000000 PA USD 4151267.70000000 0.200100769461 Long DBT NUSS XX N 2 2030-03-18 Fixed 6.95000000 N N N N N N Republica de Costa Rica 549300DYYS8QPMR8OP36 221597BT3 1237000.00000000 PA USD 872085.00000000 0.042036527669 Long DBT NUSS CR Y 2 2043-04-30 Fixed 5.62500000 N N N N N N Gobierno de Chile 549300FLZTJM5YJF8D34 168863DP0 5130000.00000000 PA USD 5219775.00000000 0.251605309365 Long DBT NUSS CL N 2 2031-01-31 Fixed 2.45000000 N N N N N N CHILEAN PESO N/A N/A 1.00000000 NC 10661.78000000 0.000513922622 N/A DFE CL N 2 STATE STREET GLOBAL MARKETS, LLC N/A 378894.40000000 USD 313629843.00000000 CLP 2020-06-17 10661.78000000 N N N BRAZIL LOAN TRUST 1 N/A 105859AA0 1654952.64000000 PA USD 1675639.55000000 0.080769728075 Long DBT CORP US Y 2 2023-07-24 Fixed 5.47700000 N N N N N N Kallpa Generacion S.A. 549300NG1PWEI5BZG095 156830AA9 875000.00000000 PA USD 859687.50000000 0.041438939302 Long DBT NUSS PE Y 2 2027-08-16 Fixed 4.12500000 N N N N N N POLISH ZLOTY N/A N/A 1.00000000 NC -84829.66000000 -0.00408898713 N/A DFE PA N 2 CITIGROUP GLOBAL MARKETS N/A 3523073.96000000 USD 13765354.56000000 PLN 2020-06-17 -84829.66000000 N N N SOUTH AFRICAN RAND N/A N/A 1.00000000 NC -51575.04000000 -0.00248603702 N/A DFE ZA N 2 CITIGROUP GLOBAL MARKETS N/A 3856304.94000000 USD 67778415.54000000 ZAR 2020-09-16 -51575.04000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -3472.17000000 -0.00016736667 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 13453365.00000000 ZAR 758565.60000000 USD 2020-06-17 -3472.17000000 N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 132575000000.00000000 PA 9481698.67000000 0.457039954246 Long DBT NUSS ID N 2 2024-05-15 Fixed 8.12500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 39772.51000000 0.001917127593 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 8673066.00000000 BRL 1634731.13000000 USD 2020-07-02 39772.51000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -381898.97000000 -0.01840841961 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 11845000.00000000 EUR 12801502.70000000 USD 2020-07-07 -381898.97000000 N N N Republique du Cameroun 54930021BO6NHYGBBV24 133653AA3 541000.00000000 PA USD 522641.71000000 0.025192547405 Long DBT NUSS CM Y 2 2025-11-19 Fixed 9.50000000 N N N N N N Charming Light Investments Ltd 254900BMY30PLHVJID29 N/A 1500000.00000000 PA USD 1674408.12000000 0.080710370281 Long DBT NUSS VG N 2 2027-12-21 Fixed 4.37500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -80130.88000000 -0.00386249500 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 3576173645.00000000 COP 881917.05000000 USD 2020-06-17 -80130.88000000 N N N Republica de Colombia 549300MHDRBVRF6B9117 N/A 994000000.00000000 PA 333501.35000000 0.016075541635 Long DBT NUSS CO N 2 2027-06-28 Fixed 9.85000000 N N N N N N BRAZIL MINAS SPE N/A G13201AA9 1361600.00000000 PA USD 1363315.62000000 0.065714987395 Long DBT NUSS XX N 2 2028-02-15 Fixed 5.33300000 N N N N N N TURKIYE IHRACAT KREDI BANKASI ANONIM SIRKETI 789000JVRVYLAXGDWR11 30214YAE4 674000.00000000 PA USD 674977.30000000 0.032535477560 Long DBT NUSS TR Y 2 2021-09-23 Fixed 5.00000000 N N N N N N RUSSIA, FEDERATION OF (GOVERNMENT) 5493004EHVGF71PDBU58 N/A 95220000.00000000 PA 1409942.77000000 0.067962524597 Long DBT NUSS RU N 2 2027-10-06 Fixed 6.00000000 N N N N N N Kerajaan Malaysia 254900GSIL471JOBYY43 N/A 1050000.00000000 PA 283571.24000000 0.013668794070 Long DBT NUSS MY N 2 2028-09-15 Fixed 5.24800000 N N N N N N BRK: JPMORGAN CHASE BANK N/A N/A 4670532.00000000 NC 30202.90000000 0.001455850108 N/A DIR XX N 2 BRK: JPMORGAN CHASE BANK N/A Y 2025-01-02 0.00000000 BRL 0.00000000 BRL -4670532.00000000 BRL 30202.90000000 N N N Republica Federativa do Brasil 254900ZFY40OYEADAP90 N/A 5149000.00000000 PA 988729.51000000 0.047659064661 Long DBT NUSS BR N 2 2021-01-01 Fixed 10.00000000 N N N N N N KOREAN WON N/A N/A 1.00000000 NC 1536.99000000 0.000074086496 N/A DFE KR N 2 GOLDMAN, SACHS & CO. N/A 2813248.70000000 USD 3483589604.00000000 KRW 2020-06-15 1536.99000000 N N N JBS Investments II GmbH 529900V1Q46CPWIWT649 46650CAB5 644000.00000000 PA USD 641591.44000000 0.030926201368 Long DBT NUSS AT Y 2 2028-01-15 Fixed 5.75000000 N N N N N N Kerajaan Malaysia 254900GSIL471JOBYY43 N/A 17936000.00000000 PA 4382485.58000000 0.211246009673 Long DBT NUSS MY N 2 2028-06-15 Fixed 3.73300000 N N N N N N People's Republic of China 300300CHN201808MOF68 N/A 3122000.00000000 PA USD 3363517.92000000 0.162129395772 Long DBT NUSS CN N 2 2023-10-19 Fixed 3.25000000 N N N N N N Kerajaan Malaysia 254900GSIL471JOBYY43 N/A 13665000.00000000 PA 3222965.26000000 0.155354430280 Long DBT NUSS MY N 2 2022-08-15 Fixed 3.41800000 N N N N N N Ukraine 6354001WLTJXOMEXPY07 N/A 99987000.00000000 PA 4012662.52000000 0.193419677040 Long DBT NUSS UA N 2 2022-05-11 Fixed 17.00000000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 N/A 48251600000.00000000 PA 14763390.90000000 0.711629818273 Long DBT NUSS CO N 2 2026-08-26 Fixed 7.50000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -76673.57000000 -0.00369584461 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 41483591754.00000000 IDR 2747985.68000000 USD 2020-06-22 -76673.57000000 N N N Kingdom of Saudi Arabia 635400FMICXSM3SI3H65 80413TAQ2 1437000.00000000 PA USD 1429355.16000000 0.068898246998 Long DBT NUSS SA Y 2 2032-02-03 Fixed 2.75000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -9726.09000000 -0.00046882018 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 6613572.74000000 PEN 1915090.27000000 USD 2020-06-17 -9726.09000000 N N N FIRST QUANTUM MINERALS LTD. 549300I7UVBGWRYMYZ18 335934AL9 540000.00000000 PA USD 490050.00000000 0.023621551092 Long DBT NUSS CA Y 2 2025-04-01 Fixed 7.50000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -895.97000000 -0.00004318784 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 2438377.00000000 MYR 562586.62000000 USD 2020-06-30 -895.97000000 N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71656MBM0 440000.00000000 PA USD 336600.00000000 0.016224903780 Long DBT NUSS MX N 2 2047-09-21 Fixed 6.75000000 N N N N N N Kingdom of Saudi Arabia 635400FMICXSM3SI3H65 80413TAU3 4060000.00000000 PA USD 4484919.60000000 0.216183567957 Long DBT NUSS SA Y 2 2060-04-22 Fixed 4.50000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -23792.20000000 -0.00114683944 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 91362552.83000000 INR 1182839.89000000 USD 2020-06-17 -23792.20000000 N N N CHINESE YUAN RENMINBI N/A N/A 1.00000000 NC -480647.56000000 -0.02316833159 N/A DFE MY N 2 CITIGROUP GLOBAL MARKETS N/A 26503485.16000000 USD 186132068.00000000 CNY 2020-06-17 -480647.56000000 N N N FEDERAL REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 N/A 470000.00000000 PA USD 415950.00000000 0.020049758549 Long DBT NUSS NG N 2 2027-11-28 Fixed 6.50000000 N N N N N N State of Qatar 52990074F6OJOAXK4P65 74727PBA8 2588000.00000000 PA USD 2917970.00000000 0.140652948559 Long DBT NUSS QA Y 2 2029-03-14 Fixed 4.00000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91086QAV0 1188000.00000000 PA USD 1440628.20000000 0.069441633775 Long DBT NUSS MX N 2 2040-01-11 Fixed 6.05000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCQ3 515000.00000000 PA USD 452556.25000000 0.021814265037 Long DBT NUSS MX Y 2 2027-01-23 Fixed 6.49000000 N N N N N N America Movil, S.A.B. de C.V. 5493000FNR3UCEAONM59 N/A 23310000.00000000 PA 1078676.38000000 0.051994713238 Long DBT NUSS MX N 2 2024-12-09 Fixed 7.12500000 N N N N N N Ceska republika 3157007EFDLQABN47912 N/A 63250000.00000000 PA 2696946.86000000 0.129999118554 Long DBT NUSS CZ N 2 2025-02-14 Fixed 1.25000000 N N N N N N BRAZILIAN REAL N/A N/A 1.00000000 NC 199497.22000000 0.009616230537 N/A DFE BR N 2 CITIGROUP GLOBAL MARKETS N/A 4949700.18000000 USD 27965806.00000000 BRL 2020-06-02 199497.22000000 N N N BRK: J.P. MORGAN CHASE N/A N/A 400000000.00000000 NC -12623.36000000 -0.00060847534 N/A DIR XX N 2 BRK: J.P. MORGAN CHASE N/A Y 2022-04-06 0.00000000 HUF 0.00000000 HUF -400000000.00000000 HUF -12623.36000000 N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCP5 2349000.00000000 PA USD 2009334.60000000 0.096854606501 Long DBT NUSS MX N 2 2029-01-23 Fixed 6.50000000 N N N N N N AZARBAYJAN RESPUBLIKASI DOVLAT NEFT SHIRKATI 2549002HARR1VE257O76 N/A 1279000.00000000 PA USD 1327602.00000000 0.063993507751 Long DBT NUSS AZ N 2 2023-03-13 Fixed 4.75000000 N N N N N N Republika Hrvatska 74780000O00QGQ7CER13 N/A 743000.00000000 PA USD 746715.00000000 0.035993401742 Long DBT NUSS HR N 2 2020-07-14 Fixed 6.62500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -72340.70000000 -0.00348699018 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 87932814.00000000 EGP 5469819.23000000 USD 2020-06-03 -72340.70000000 N N N State of Qatar 52990074F6OJOAXK4P65 74727PAY7 1287000.00000000 PA USD 1677784.68000000 0.080873128335 Long DBT NUSS QA Y 2 2048-04-23 Fixed 5.10300000 N N N N N N THE REPUBLIC OF KENYA 549300VVURQQYU45PR87 N/A 650000.00000000 PA USD 624975.00000000 0.030125250268 Long DBT NUSS KE N 2 2024-06-24 Fixed 6.87500000 N N N N N N ESKOM HOLDINGS SOC LIMITED 3789001900ED06F65111 296464AA8 2475000.00000000 PA USD 2351250.00000000 0.113335724939 Long DBT NUSS ZA Y 2 2021-01-26 Fixed 5.75000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -15232.70000000 -0.00073425160 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 935000.00000000 EUR 1025184.49000000 USD 2020-06-25 -15232.70000000 N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205AX2 284000.00000000 PA USD 230750.00000000 0.011122687306 Long DBT NUSS ZA N 2 2047-09-27 Fixed 5.65000000 N N N N N N Republique de Cote d'Ivoire 254900ICW11T82O6H590 N/A 3119000.00000000 PA 3150460.61000000 0.151859537321 Long DBT NUSS CI N 2 2040-10-17 Fixed 6.87500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -21687.55000000 -0.00104539040 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 1021851.00000000 EUR 1114983.11000000 USD 2020-06-03 -21687.55000000 N N N Financiera de Desarrollo Territorial S.A. 54930036EU95I2CWYJ76 P40420AA2 1095000000.00000000 PA 311659.44000000 0.015022710714 Long DBT NUSS CO N 2 2024-08-12 Fixed 7.87500000 N N N N N N MEXICAN PESO N/A N/A 1.00000000 NC 206984.62000000 0.009977140652 N/A DFE XX N 2 JP MORGAN N/A 3060752.35000000 USD 72463312.00000000 MXN 2020-06-17 206984.62000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 27513.00000000 0.001326190664 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 28700000.00000000 ZAR 1653164.57000000 USD 2020-06-17 27513.00000000 N N N Republika Hrvatska 74780000O00QGQ7CER13 N/A 320000.00000000 PA USD 330880.00000000 0.015949186461 Long DBT NUSS HR N 2 2021-03-24 Fixed 6.37500000 N N N N N N ROYAUME DU MAROC 529900F3MBW9XY5K1X07 N/A 842000.00000000 PA 818034.37000000 0.039431161445 Long DBT NUSS MA N 2 2031-11-27 Fixed 1.50000000 N N N N N N Metinvest B.V. 635400TMCKVEU87EJ582 N/A 900000.00000000 PA USD 797544.00000000 0.038443477899 Long DBT NUSS NL N 2 2026-04-23 Fixed 8.50000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 21345000.00000000 PA 1497870.57000000 0.072200849299 Long DBT NUSS EG N 2 2029-05-07 Fixed 16.10000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -25849.99000000 -0.00124602971 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 8312500.00000000 RON 1874379.90000000 USD 2020-08-20 -25849.99000000 N N N BRK: GOLDMAN SACHS N/A N/A 2251935167.00000000 NC -60418.57000000 -0.00291231576 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2022-01-10 0.00000000 HUF 0.00000000 HUF -2251935167.00000000 HUF -60418.57000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -258778.52000000 -0.01247372723 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 15723358859.20000000 COP 3971056.59000000 USD 2020-06-17 -258778.52000000 N N N Republica Bolivariana de Venezuela 529900XM8PJTJK5OJI77 P17625AB3 4965300.00000000 PA USD 285504.75000000 0.013761993754 Long DBT NUSS VE N 2 2028-05-07 Fixed 9.25000000 Y Y N N N N Magyarorszag 5299003F3UFKGCCMAP43 ZQ1745004 500000000.00000000 PA 1600972.86000000 0.077170619753 Long DBT NUSS HU N 2 2020-10-21 Fixed 0.00000000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 Y20721BM0 280000.00000000 PA USD 338164.92000000 0.016300336568 Long DBT NUSS ID N 2 2045-01-15 Fixed 5.12500000 N N N N N N BRK: GOLDMAN SACHS N/A N/A 3800000000.00000000 NC -103730.97000000 -0.00500007429 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2029-06-21 0.00000000 COP 0.00000000 COP -3800000000.00000000 COP -103730.97000000 N N N BRK: CITIGROUP N/A N/A 724630699.00000000 NC -396722.10000000 -0.01912292899 N/A DIR XX N 2 BRK: CITIGROUP N/A Y 2025-02-25 0.00000000 INR 0.00000000 INR -724630699.00000000 INR -396722.10000000 N N N INDONESIA RUPIAH N/A N/A 1.00000000 NC 126247.55000000 0.006085425880 N/A DFE ID N 2 JP MORGAN N/A 3343881.19000000 USD 50870464605.00000000 IDR 2020-06-15 126247.55000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 125451.30000000 0.006047044776 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 9660000.00000000 PLN 2538279.81000000 USD 2020-06-17 125451.30000000 N N N NWD (MTN) LIMITED 254900STSWBVJ5FV9O74 N/A 1026000.00000000 PA USD 988976.41000000 0.047670965816 Long DBT NUSS VG N 2 2029-07-18 Fixed 4.12500000 N N N N N N EURO N/A N/A 1.00000000 NC 31805.33000000 0.001533090965 N/A DFE XX N 2 JP MORGAN N/A 1145209.44000000 USD 1057757.24000000 EUR 2020-06-25 31805.33000000 N N N MEXICAN PESO N/A N/A 1.00000000 NC 203049.67000000 0.009787466899 N/A DFE XX N 2 JP MORGAN N/A 2118601.25000000 USD 51483493.50000000 MXN 2020-06-17 203049.67000000 N N N Romania 315700IASY927EDWBK92 N/A 11220000.00000000 PA 2739696.40000000 0.132059745925 Long DBT NUSS RO N 2 2023-04-26 Fixed 5.85000000 N N N N N N Gobierno de la Republica de Panama 549300SHS4T08CL0LP14 698299BD5 1800000.00000000 PA USD 1937718.00000000 0.093402519620 Long DBT NUSS PA N 2 2024-09-22 Fixed 4.00000000 N N N N N N THE DEMOCRATIC SOCIALIST REPUBLIC OF SRI LANKA 254900HXCCIOHM74FA02 Y8137FAP3 2219000.00000000 PA USD 1198202.57000000 0.057756153916 Long DBT NUSS LK N 2 2029-03-14 Fixed 7.85000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -56150.67000000 -0.00270659304 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 14854371.00000000 MXN 608881.72000000 USD 2020-08-06 -56150.67000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -46806.38000000 -0.00225617650 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 1708386.00000000 EUR 1853955.86000000 USD 2020-06-17 -46806.38000000 N N N EURO N/A N/A 1.00000000 NC 27100.59000000 0.001306311542 N/A DFE XX N 2 JP MORGAN N/A 1663565.35000000 USD 1519885.00000000 EUR 2020-06-03 27100.59000000 N N N Sultanate of Oman 549300SZ20F0QTKNQC75 N/A 9813000.00000000 PA USD 7387579.67000000 0.356098542242 Long DBT NUSS OM N 2 2048-01-17 Fixed 6.75000000 N N N N N N Leader Goal International Limited N/A N/A 263000.00000000 PA USD 265650.88000000 0.012804990990 Long DBT NUSS VG N 2 2168-07-19 Fixed 4.25000000 N N N N N N Republica del Peru 254900STKLK2DBJJZ530 P78024AC3 5599000.00000000 PA 1927362.18000000 0.092903344982 Long DBT NUSS PE N 2 2028-08-12 Fixed 6.35000000 N N N N N N Kerajaan Malaysia 254900GSIL471JOBYY43 N/A 700000.00000000 PA 161487.91000000 0.007784093290 Long DBT NUSS MY N 2 2020-07-31 Fixed 3.88900000 N N N N N N PETROLEOS DEL PERU - PETROPERU S.A. 549300ZMGDLC9JT2OR80 P7808BAA5 3089000.00000000 PA USD 3345387.00000000 0.161255443210 Long DBT NUSS PE N 2 2032-06-19 Fixed 4.75000000 N N N N N N Romania 315700IASY927EDWBK92 N/A 1170000.00000000 PA 1298109.14000000 0.062571883224 Long DBT NUSS RO N 2 2038-02-08 Fixed 3.37500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -25221.20000000 -0.00121572056 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 20496214.00000000 ZAR 1135744.05000000 USD 2020-06-17 -25221.20000000 N N N Kerajaan Malaysia 254900GSIL471JOBYY43 N/A 2000000.00000000 PA 511228.05000000 0.024642382416 Long DBT NUSS MY N 2 2028-10-31 Fixed 4.36900000 N N N N N N CHILEAN PESO N/A N/A 1.00000000 NC 23316.53000000 0.001123911039 N/A DFE CL N 2 STATE STREET GLOBAL MARKETS, LLC N/A 784039.39000000 USD 649998448.00000000 CLP 2020-06-17 23316.53000000 N N N MEXICAN PESO N/A N/A 1.00000000 NC 358507.39000000 0.017280890990 N/A DFE XX N 2 JP MORGAN N/A 3357077.19000000 USD 82992457.00000000 MXN 2020-08-06 358507.39000000 N N N HUNGARIAN FORINT N/A N/A 1.00000000 NC 13069.53000000 0.000629981778 N/A DFE HU N 2 J P MORGAN CHASE BANK N/A 461750.35000000 USD 147801000.00000000 HUF 2020-06-17 13069.53000000 N N N BRAZILIAN REAL N/A N/A 1.00000000 NC 377799.31000000 0.018210806456 N/A DFE BR N 2 CITIGROUP GLOBAL MARKETS N/A 6665602.67000000 USD 38295887.00000000 BRL 2020-06-29 377799.31000000 N N N Gaz Capital S.A. 213800568PRHV2JR9650 N/A 3647000.00000000 PA USD 4047943.89000000 0.195120321227 Long DBT NUSS LU Y 2 2026-02-11 Fixed 5.15000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -39837.68000000 -0.00192026893 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 49797045.77000000 RUB 663606.69000000 USD 2020-06-17 -39837.68000000 N N N SOUTH AFRICAN RAND N/A N/A 1.00000000 NC -49868.71000000 -0.00240378794 N/A DFE ZA N 2 CITIGROUP GLOBAL MARKETS N/A 3705393.52000000 USD 65120438.46000000 ZAR 2020-09-16 -49868.71000000 N N N CHILEAN PESO N/A N/A 1.00000000 NC 22758.98000000 0.001097035830 N/A DFE CL N 2 STATE STREET GLOBAL MARKETS, LLC N/A 651959.90000000 USD 543212989.00000000 CLP 2020-06-17 22758.98000000 N N N ROMANIAN LEU N/A N/A 1.00000000 NC -17325.60000000 -0.00083513426 N/A DFE XX N 2 J P MORGAN CHASE BANK N/A 906050.25000000 USD 366361417.00000000 KZT 2020-06-05 -17325.60000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -113660.31000000 -0.00547869160 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 3678984.17000000 EUR 3978710.64000000 USD 2020-06-03 -113660.31000000 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 1746000.00000000 PA 1754506.65000000 0.084571305938 Long DBT NUSS EG N 2 2031-04-11 Fixed 6.37500000 N N N N N N Rzeczpospolita Polska 259400R9L8QEP0TPXS31 N/A 7630000.00000000 PA 1905277.22000000 0.091838798485 Long DBT NUSS PL N 2 2020-07-25 Fixed 0.00000000 N N N N N N Empresa Nacional del Petroleo 549300YP3P0JZBLIV197 P37110AK2 559000.00000000 PA USD 569486.89000000 0.027450594161 Long DBT NUSS CL N 2 2026-08-05 Fixed 3.75000000 N N N N N N PETROBRAS GLOBAL FINANCE B.V. 549300FNENFFSMO3GT38 71647NBG3 1947000.00000000 PA USD 1904166.00000000 0.091785235094 Long DBT NUSS NL N 2 2050-06-03 Fixed 6.75000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -7169.28000000 -0.00034557598 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 2445494451.00000000 CLP 3030352.48000000 USD 2020-06-17 -7169.28000000 N N N BRK: GOLDMAN SACHS N/A N/A 7450803951.00000000 NC -273541.90000000 -0.01318535652 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2029-04-03 0.00000000 COP 0.00000000 COP -7450803951.00000000 COP -273541.90000000 N N N Perusahaan Penerbit Surat Berharga Syariah Negara Indonesia III 254900G208H6Q0L5B953 71567RAD8 3433000.00000000 PA USD 3707640.00000000 0.178716881324 Long DBT NUSS ID N 2 2025-05-28 Fixed 4.32500000 N N N N N N BRAZILIAN REAL N/A N/A 1.00000000 NC -368420.22000000 -0.01775871247 N/A DFE BR N 2 CITIGROUP GLOBAL MARKETS N/A 2230439.24000000 USD 10112811.50000000 BRL 2020-06-02 -368420.22000000 N N N THAILAND BAHT N/A N/A 1.00000000 NC 9127.83000000 0.000439982660 N/A DFE TH N 2 J P MORGAN CHASE BANK N/A 651879.21000000 USD 21025360.00000000 THB 2020-06-19 9127.83000000 N N N Republica del Ecuador 5299003Y2U5XK0A35H71 N/A 4981000.00000000 PA USD 1743350.00000000 0.084033529430 Long DBT NUSS EC N 2 2028-01-23 Fixed 7.77500000 N N N N N N Republica Bolivariana de Venezuela 529900XM8PJTJK5OJI77 922646AS3 3400000.00000000 PA USD 195500.00000000 0.009423555226 Long DBT NUSS VE N 2 2027-09-15 Fixed 9.25000000 Y N N N N N Republika Srbija 254900W94OCY91V32O78 N/A 200000.00000000 PA USD 212603.20000000 0.010247969291 Long DBT NUSS XX N 2 2021-09-28 Fixed 7.25000000 N N N N N N AEROPUERTO INTERNACIONAL DE TOCUMEN, S.A. 254900FO1PHX49ZIGB14 P0092AAC3 1481000.00000000 PA USD 1514337.31000000 0.072994584511 Long DBT NUSS PA N 2 2036-05-18 Fixed 5.62500000 N N N N N N Republika Hrvatska 74780000O00QGQ7CER13 N/A 1038000.00000000 PA 1281199.13000000 0.061756781367 Long DBT NUSS HR N 2 2030-01-27 Fixed 2.75000000 N N N N N N CHILEAN PESO N/A N/A 1.00000000 NC 12084.08000000 0.000582480794 N/A DFE CL N 2 STATE STREET GLOBAL MARKETS, LLC N/A 281141.93000000 USD 236074881.00000000 CLP 2020-06-17 12084.08000000 N N N THE DEMOCRATIC SOCIALIST REPUBLIC OF SRI LANKA 254900HXCCIOHM74FA02 85227SAK2 628000.00000000 PA USD 379940.00000000 0.018313992698 Long DBT NUSS LK Y 2 2022-07-25 Fixed 5.87500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 5678.54000000 0.000273718850 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 3908915.00000000 MYR 908986.58000000 USD 2020-06-30 5678.54000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -12528.70000000 -0.00060391251 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 808034.00000000 EUR 886726.01000000 USD 2020-07-03 -12528.70000000 N N N Romania 315700IASY927EDWBK92 N/A 2571000.00000000 PA 3050023.92000000 0.147018254994 Long DBT NUSS RO N 2 2039-03-11 Fixed 4.12500000 N N N N N N COLOMBIA PESO N/A N/A 1.00000000 NC 47616.66000000 0.002295233888 N/A DFE CO N 2 GOLDMAN, SACHS & CO. N/A 588345.26000000 USD 2364030086.49000000 COP 2020-06-17 47616.66000000 N N N N/A N/A N/A 12.00000000 NC 1296653.08000000 0.062501697742 N/A DIR KR N 1 GOLDMAN, SACHS & CO. N/A Long Korea Govt. Bond Futures KOFEX Korea Exchange 10 Year Treasury Electronic Day Session Bond Future Jun 2020 2020-06-19 1302361.28000000 KRW -5708.20000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 2538.13000000 0.000122343776 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 3502930.00000000 PEN 1022007.29000000 USD 2020-06-22 2538.13000000 N N N The Hashemite Kingdom of Jordan 5493000JZ4MYPVMBVN50 418097AJ0 1497000.00000000 PA USD 1380533.40000000 0.066544924483 Long DBT NUSS JO Y 2 2047-10-10 Fixed 7.37500000 N N N N N N Emirate of Abu Dhabi 213800FER4348CINTA77 29135LAJ9 1361000.00000000 PA USD 1549838.75000000 0.074705836584 Long DBT NUSS AE Y 2 2050-04-16 Fixed 3.87500000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 195325CU7 3565000.00000000 PA USD 4042745.65000000 0.194869753955 Long DBT NUSS CO N 2 2045-06-15 Fixed 5.00000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -7625.58000000 -0.00036757071 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 2385684014.00000000 UGX 606272.94000000 USD 2020-09-23 -7625.58000000 N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 455780BY1 240000.00000000 PA USD 295667.11000000 0.014251843169 Long DBT NUSS ID Y 2 2047-01-08 Fixed 5.25000000 N N N N N N Republica del Ecuador 5299003Y2U5XK0A35H71 N/A 1148000.00000000 PA USD 421890.00000000 0.020336080380 Long DBT NUSS EC N 2 2027-06-02 Fixed 9.62500000 N N N N N N Kerajaan Malaysia 254900GSIL471JOBYY43 N/A 7635000.00000000 PA 1827152.95000000 0.088073026757 Long DBT NUSS MY N 2 2024-06-14 Fixed 3.47800000 N N N N N N N/A N/A N/A 1138.00000000 NC 7052043.25000000 0.339924905493 N/A DIR ZA N 1 ABSA BANK LTD N/A Long South African Govt. Bond Futures R023 Bond Future Aug 2020 2020-08-09 6442603.38000000 ZAR 609439.87000000 N N N Republica del Peru 254900STKLK2DBJJZ530 715638DC3 9743000.00000000 PA 2913186.66000000 0.140422380433 Long DBT NUSS PE N 2 2040-08-12 Fixed 5.35000000 N N N N N N Emirate of Abu Dhabi 213800FER4348CINTA77 N/A 1303000.00000000 PA USD 1306583.25000000 0.062980355058 Long DBT NUSS AE N 2 2049-09-30 Fixed 3.12500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -9852.75000000 -0.00047492549 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 438351.00000000 EUR 477984.64000000 USD 2020-07-03 -9852.75000000 N N N Azarbayjan Respublikasi 549300P74FF45UQVU281 N/A 200000.00000000 PA USD 210040.00000000 0.010124417082 Long DBT NUSS AZ Y 2 2024-03-18 Fixed 4.75000000 N N N N N N Banque Centrale de Tunisie 254900B5LFB16S9T2T11 N/A 2510000.00000000 PA 2453121.56000000 0.118246171341 Long DBT NUSS TN N 2 2024-02-17 Fixed 5.62500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 338134.15000000 0.016298853383 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 9315048.00000000 BRL 2053265.15000000 USD 2020-06-02 338134.15000000 N N N BRK: GOLDMAN SACHS N/A N/A 35000000.00000000 NC 75116.24000000 0.003620777677 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2026-09-16 0.00000000 MXN 0.00000000 MXN -35000000.00000000 MXN 75116.24000000 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 619000.00000000 PA USD 606743.80000000 0.029246463976 Long DBT NUSS EG N 2 2032-05-29 Fixed 7.62500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -26247.34000000 -0.00126518290 N/A DFE US N 2 STANDARD CHARTERED BANK N/A 108837022.19000000 NGN 232557.74000000 USD 2020-11-02 -26247.34000000 N N N BRK: GOLDMAN SACHS N/A N/A 197866876.00000000 NC -185286.09000000 -0.00893122098 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2021-01-28 0.00000000 MXN 0.00000000 MXN -197866876.00000000 MXN -185286.09000000 N N N MEXICAN PESO N/A N/A 1.00000000 NC 67676.75000000 0.003262176936 N/A DFE XX N 2 JP MORGAN N/A 732498.94000000 USD 17744200.77000000 MXN 2020-06-17 67676.75000000 N N N FEDERAL REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 N/A 1065000.00000000 PA USD 931076.25000000 0.044880043282 Long DBT NUSS NG N 2 2030-02-23 Fixed 7.14300000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 1850000.00000000 PA 1816086.76000000 0.087539610631 Long DBT NUSS EG Y 2 2030-04-16 Fixed 5.62500000 N N N N N N Rzeczpospolita Polska 259400R9L8QEP0TPXS31 N/A 43613000.00000000 PA 11939616.85000000 0.575517333840 Long DBT NUSS PL N 2 2026-07-25 Fixed 2.50000000 N N N N N N Empresas Publicas de Medellin E.S.P. 549300SU25TO8EMXB434 29246BAD0 4600000000.00000000 PA 1286656.37000000 0.062019833042 Long DBT NUSS CO Y 2 2027-11-08 Fixed 8.37500000 N N N N N N BRAZIL MINAS SPE N/A G13201AA9 1692000.00000000 PA USD 1694131.92000000 0.081661103368 Long DBT NUSS KY N 2 2028-02-15 Fixed 5.33300000 N N N N N N NEW RUSSIAN ROUBLE N/A N/A 1.00000000 NC 186023.58000000 0.008966769716 N/A DFE RU N 2 GOLDMAN, SACHS & CO. N/A 3487752.05000000 USD 260067719.00000000 RUB 2020-06-17 186023.58000000 N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 36771000000.00000000 PA 2556603.82000000 0.123234257234 Long DBT NUSS ID N 2 2022-05-15 Fixed 7.00000000 N N N N N N State of Qatar 52990074F6OJOAXK4P65 N/A 1483000.00000000 PA USD 1933298.12000000 0.093189471112 Long DBT NUSS QA N 2 2048-04-23 Fixed 5.10300000 N N N N N N Ukraine 6354001WLTJXOMEXPY07 N/A 2863000.00000000 PA 3073186.87000000 0.148134763119 Long DBT NUSS UA Y 2 2026-06-20 Fixed 6.75000000 N N N N N N Republic of Ghana 213800PP4399SNNXZ126 374422AH6 731000.00000000 PA USD 632315.00000000 0.030479055359 Long DBT NUSS GH Y 2 2049-06-16 Fixed 8.62700000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 23567000000.00000000 PA 1721955.68000000 0.083002273389 Long DBT NUSS ID N 2 2026-09-15 Fixed 8.37500000 N N N N N N Rzeczpospolita Polska 259400R9L8QEP0TPXS31 N/A 10365000.00000000 PA 2789437.98000000 0.134457405906 Long DBT NUSS PL N 2 2024-04-25 Fixed 2.50000000 N N N N N N Azarbayjan Respublikasi 549300P74FF45UQVU281 N/A 2772000.00000000 PA USD 2875950.00000000 0.138627486715 Long DBT NUSS AZ N 2 2029-09-01 Fixed 5.12500000 N N N N N N Saudi Arabian Oil Company 5586006WD91QHB7J4X50 N/A 901000.00000000 PA USD 932999.83000000 0.044972764317 Long DBT NUSS SA N 2 2024-04-16 Fixed 2.87500000 N N N N N N People's Republic of China 300300CHN201808MOF68 N/A 979000.00000000 PA USD 1006349.54000000 0.048508391135 Long DBT NUSS CN N 2 2022-12-03 Fixed 1.87500000 N N N N N N JANUB GAZ DAHLIZI GAPALI SAHMDAR JAMIYYATI 213800DG58KG59XY6318 84302LAB8 2102000.00000000 PA USD 2417653.14000000 0.116536510908 Long DBT CORP XX Y 2 2026-03-24 Fixed 6.87500000 N N N N N N FEDERAL REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 N/A 2352000.00000000 PA USD 2075640.00000000 0.100050681175 Long DBT NUSS NG N 2 2032-02-16 Fixed 7.87500000 N N N N N N Republique de Cote d'Ivoire 254900ICW11T82O6H590 N/A 687000.00000000 PA 730329.14000000 0.035203565136 Long DBT NUSS CI N 2 2025-06-15 Fixed 5.12500000 N N N N N N Republic of Ghana 213800PP4399SNNXZ126 374422AG8 897000.00000000 PA USD 796087.50000000 0.038373271207 Long DBT NUSS GH Y 2 2029-05-16 Fixed 7.62500000 N N N N N N Republic of Ghana 213800PP4399SNNXZ126 37443GAJ0 1612000.00000000 PA USD 1394380.00000000 0.067212362845 Long DBT NUSS GH Y 2 2061-03-11 Fixed 8.75000000 N N N N N N Jamaica 529900Y93KNSXZI8KK56 470160CB6 3001000.00000000 PA USD 3316135.01000000 0.159845429178 Long DBT NUSS JM N 2 2045-07-28 Fixed 7.87500000 N N N N N N PT Pertamina (Persero) 254900NDAKGNZ2IBBL45 69370PAE1 327000.00000000 PA USD 338365.06000000 0.016309983782 Long DBT NUSS ID Y 2 2049-07-30 Fixed 4.70000000 N N N N N N Republique Gabonaise N/A 362420AD3 594000.00000000 PA USD 495897.01000000 0.023903390589 Long DBT NUSS GA Y 2 2031-02-06 Fixed 6.62500000 N N N N N N ECOPETROL S.A. 254900IDGKCJICKBPA66 279158AJ8 950000.00000000 PA USD 988009.50000000 0.047624358502 Long DBT NUSS CO N 2 2045-05-28 Fixed 5.87500000 N N N N N N Gobierno de la Republica Dominicana 254900EHU7Q8FGVPI369 25714PDX3 61250000.00000000 PA 938077.96000000 0.045217542007 Long DBT NUSS DO Y 2 2023-02-15 Fixed 8.90000000 N N N N N N Centrais Eletricas Brasileiras S.A. 254900I8KYDELP4B4Z08 15236FAB6 232000.00000000 PA USD 207176.00000000 0.009986365614 Long DBT NUSS BR Y 2 2030-02-04 Fixed 4.62500000 N N N N N N BANCO MERCANTIL DEL NORTE S.A. N/A 05971PAA6 798000.00000000 PA USD 754509.00000000 0.036369090691 Long DBT NUSS MX Y 2 2168-09-27 Fixed 6.75000000 N N N N N N 2020-05-31 SEI INSTITUTIONAL INVESTMENTS TRUST James Hoffmayer James Hoffmayer CFO