NPORT-P
false
0000810893
XXXXXXXX
S000009715
C000026678
C000026682
C000064161
C000026680
C000200456
PIMCO Funds
811-05028
0000810893
5493003B5Y5GR0Y25Y76
650 Newport Center Drive
Newport Beach
92660
(888) 877-4626
PIMCO Emerging Markets Bond Fund
S000009715
0EUMC1JQ5HNN1A6MGO73
2022-03-31
2021-09-30
N
4355429099.640000
270271795.340000
4085157304.300000
0.000000
0.000000
100656960.510000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
USD
JPY
PEN
ZAR
MXN
EGP
UAH
GBP
EUR
ZMW
BRL
N
ARMENIA GOVT
5299000H77JSW90G7935
REPUBLIC OF ARMENIA 09/29 3.95
042207AC4
2400000.000000
PA
USD
2349489.600000
0.0575128
Long
DBT
NUSS
AM
N
2
2029-09-26
Fixed
3.95
N
N
N
N
N
N
ARMENIA GOVT
5299000H77JSW90G7935
REPUBLIC OF ARMENIA SR UNSECURED 144A 02/31 3.6
042207AD2
5300000.000000
PA
USD
5020690.000000
0.1229008
Long
DBT
NUSS
AM
N
2
2031-02-02
Fixed
3.6
N
N
N
N
N
N
ARMENIA GOVT
5299000H77JSW90G7935
REPUBLIC OF ARMENIA SR UNSECURED REGS 02/31 3.6
ACI1VFNP5
200000.000000
PA
USD
189460.000000
0.0046378
Long
DBT
NUSS
AM
N
2
2031-02-02
Fixed
3.6
N
N
N
N
N
N
ARMENIA GOVT
5299000H77JSW90G7935
REPUBLIC OF ARMENIA SR UNSECURED REGS 09/29 3.95
ACI1FPL32
400000.000000
PA
USD
391581.600000
0.0095855
Long
DBT
NUSS
AM
N
2
2029-09-26
Fixed
3.95
N
N
N
N
N
N
N/A
N/A
CHILEAN GOVT LA SP BOA
000000000
1.000000
NC
USD
20105.350000
0.0004922
N/A
DCR
US
N
2
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
CHILEAN GOVT
CHILE GOVT
Y
Single Leg Swap
2026-12-21
17359.350000
USD
0.000000
USD
3000000.000000
USD
2746.000000
N
N
N
N/A
N/A
CHILEAN GOVT LA SP BPS
000000000
1.000000
NC
USD
2010.540000
0.0000492
N/A
DCR
US
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
CHILEAN GOVT
CHILE GOVT
Y
Single Leg Swap
2026-12-21
1735.920000
USD
0.000000
USD
300000.000000
USD
274.620000
N
N
N
N/A
N/A
CHILEAN GOVT LA SP BRC
000000000
1.000000
NC
USD
67017.820000
0.0016405
N/A
DCR
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CHILEAN GOVT
CHILE GOVT
Y
Single Leg Swap
2026-12-21
107936.670000
USD
0.000000
USD
10000000.000000
USD
-40918.850000
N
N
N
N/A
N/A
CHILEAN GOVT LA SP GST
000000000
1.000000
NC
USD
50263.360000
0.0012304
N/A
DCR
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CHILEAN GOVT
CHILE GOVT
Y
Single Leg Swap
2026-12-21
79716.670000
USD
0.000000
USD
7500000.000000
USD
-29453.310000
N
N
N
N/A
N/A
CHILEAN GOVT LA SP JPM
000000000
1.000000
NC
USD
18094.810000
0.0004429
N/A
DCR
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
CHILEAN GOVT
CHILE GOVT
Y
Single Leg Swap
2026-12-21
14259.830000
USD
0.000000
USD
2700000.000000
USD
3834.980000
N
N
N
N/A
N/A
CHILEAN GOVT LA SP MYC
000000000
1.000000
NC
USD
45263.170000
0.0011080
N/A
DCR
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
CHILEAN GOVT
CHILE GOVT
Y
Single Leg Swap
2026-12-21
38163.970000
USD
0.000000
USD
6600000.000000
USD
7099.200000
N
N
N
N/A
N/A
BOUGHT HUF/SOLD USD
000000000
1.000000
NC
-3182.920000
-0.0000779
N/A
DFE
HU
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
56297.000000
USD
16504445.000000
HUF
2021-11-15
-3182.920000
N
N
N
N/A
N/A
BOUGHT HUF/SOLD USD
000000000
1.000000
NC
-3074.940000
-0.0000753
N/A
DFE
HU
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
54776.000000
USD
16065368.000000
HUF
2021-11-15
-3074.940000
N
N
N
N/A
N/A
BOUGHT HUF/SOLD USD
000000000
1.000000
NC
-2174.410000
-0.0000532
N/A
DFE
HU
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
48863.600000
USD
14508000.000000
HUF
2021-11-15
-2174.410000
N
N
N
N/A
N/A
BOUGHT MXN/SOLD USD
000000000
1.000000
NC
-3253.850000
-0.0000797
N/A
DFE
MX
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
258650.620000
USD
5290000.000000
MXN
2021-10-27
-3253.850000
N
N
N
N/A
N/A
BOUGHT PEN/SOLD USD
000000000
1.000000
NC
-658001.820000
-0.0161071
N/A
DFE
PE
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
12073581.930000
USD
47223401.000000
PEN
2021-10-27
-658001.820000
N
N
N
N/A
N/A
BOUGHT PEN/SOLD USD
000000000
1.000000
NC
-29290.320000
-0.0007170
N/A
DFE
PE
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1381655.590000
USD
5627206.900000
PEN
2022-02-07
-29290.320000
N
N
N
N/A
N/A
BOUGHT RUB/SOLD USD
000000000
1.000000
NC
42448.690000
0.0010391
N/A
DFE
RU
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
2250937.500000
USD
168187799.000000
RUB
2021-11-22
42448.690000
N
N
N
N/A
N/A
BOUGHT RUB/SOLD USD
000000000
1.000000
NC
7286.350000
0.0001784
N/A
DFE
RU
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1052342.120000
USD
78135350.000000
RUB
2021-12-20
7286.350000
N
N
N
N/A
N/A
BOUGHT TRY/SOLD USD
000000000
1.000000
NC
-2001.560000
-0.0000490
N/A
DFE
TR
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
36290.310000
USD
306000.000000
TRY
2021-10-08
-2001.560000
N
N
N
N/A
N/A
SOLD EGP/BOUGHT USD
000000000
1.000000
NC
-104803.350000
-0.0025655
N/A
DFE
EG
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
31988250.000000
EGP
1895600.000000
USD
2021-12-06
-104803.350000
N
N
N
N/A
N/A
SOLD EGP/BOUGHT USD
000000000
1.000000
NC
-105514.480000
-0.0025829
N/A
DFE
EG
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
33651481.500000
EGP
1998900.000000
USD
2021-12-06
-105514.480000
N
N
N
N/A
N/A
SOLD EUR/BOUGHT USD
000000000
1.000000
NC
45988.650000
0.0011257
N/A
DFE
N/A
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1980000.000000
EUR
2339521.470000
USD
2021-10-04
45988.650000
N
N
N
N/A
N/A
SOLD GBP/BOUGHT USD
000000000
1.000000
NC
41016.000000
0.0010040
N/A
DFE
GB
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1420000.000000
GBP
1954324.270000
USD
2021-10-04
41016.000000
N
N
N
N/A
N/A
SOLD PEN/BOUGHT USD
000000000
1.000000
NC
1320357.410000
0.0323208
N/A
DFE
PE
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
38299868.420000
PEN
10537864.470000
USD
2022-01-18
1320357.410000
N
N
N
N/A
N/A
SOLD PEN/BOUGHT USD
000000000
1.000000
NC
466829.620000
0.0114275
N/A
DFE
PE
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
16202247.270000
PEN
4384911.300000
USD
2021-10-12
466829.620000
N
N
N
N/A
N/A
SOLD PEN/BOUGHT USD
000000000
1.000000
NC
23948.340000
0.0005862
N/A
DFE
PE
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
6012285.250000
PEN
1454667.260000
USD
2022-05-31
23948.340000
N
N
N
N/A
N/A
SOLD PEN/BOUGHT USD
000000000
1.000000
NC
71853.390000
0.0017589
N/A
DFE
PE
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
30599677.080000
PEN
7460999.310000
USD
2021-11-30
71853.390000
N
N
N
N/A
N/A
SOLD PEN/BOUGHT USD
000000000
1.000000
NC
31912.050000
0.0007812
N/A
DFE
PE
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
10935225.000000
PEN
2654180.830000
USD
2022-03-10
31912.050000
N
N
N
N/A
N/A
SOLD ZAR/BOUGHT USD
000000000
1.000000
NC
335505.600000
0.0082128
N/A
DFE
ZA
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
103096125.340000
ZAR
7114793.000000
USD
2021-12-15
335505.600000
N
N
N
N/A
N/A
COLOMBIA LA SP CBK
000000000
1.000000
NC
USD
-186.150000
-0.0000046
N/A
DCR
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
COLOMBIAN GOVT
COLOMBIA (REP OF) GLBL UNSUBORDINATED
Y
Single Leg Swap
2024-06-21
0.000000
USD
-2035.650000
USD
200000.000000
USD
1849.500000
N
N
N
N/A
N/A
COLOMBIA LA SP GST
000000000
1.000000
NC
USD
2259.370000
0.0000553
N/A
DCR
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
COLOMBIAN GOVT
COLOMBIA (REP OF) GLBL UNSUBORDINATED
Y
Single Leg Swap
2023-12-21
0.000000
USD
-11981.630000
USD
800000.000000
USD
14241.000000
N
N
N
N/A
N/A
COLOMBIA LA SP MYC
000000000
1.000000
NC
USD
-37972.900000
-0.0009295
N/A
DCR
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
COLOMBIAN GOVT
COLOMBIA (REP OF) GLBL UNSUBORDINATED
Y
Single Leg Swap
2026-06-21
0.000000
USD
-30714.430000
USD
1500000.000000
USD
-7258.470000
N
N
N
N/A
N/A
BOUGHT RUB/SOLD USD
000000000
1.000000
NC
4720.350000
0.0001155
N/A
DFE
RU
N
2
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
253051.870000
USD
18903987.000000
RUB
2021-11-22
4720.350000
N
N
N
N/A
N/A
DUBAI GOVT EM BP HUS
000000000
1.000000
NC
USD
-7420.010000
-0.0001816
N/A
DCR
US
N
2
HSBC BANK USA, NATIONAL ASSOCIATION
1IE8VN30JCEQV1H4R804
DUBAI GOVT
DUBAI GOVT INT'L BONDS SR NT EMTN
Y
Single Leg Swap
2024-12-21
0.000000
USD
-1988.550000
USD
600000.000000
USD
-5431.460000
N
N
N
N/A
N/A
DUBAI GOVT EM BP JPM
000000000
1.000000
NC
USD
-25970.060000
-0.0006357
N/A
DCR
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
DUBAI GOVT
DUBAI GOVT INT'L BONDS SR NT EMTN
Y
Single Leg Swap
2024-12-21
0.000000
USD
-2978.900000
USD
2100000.000000
USD
-22991.160000
N
N
N
N/A
N/A
EGYPT EM SP DUB
000000000
1.000000
NC
USD
118201.720000
0.0028934
N/A
DCR
US
N
2
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
EGYPTIAN GOVT
EGYPT GOVT
Y
Single Leg Swap
2022-06-21
188692.830000
USD
0.000000
USD
5500000.000000
USD
-70491.110000
N
N
N
N/A
N/A
EGYPT EM SP FBF
000000000
1.000000
NC
USD
-12992.440000
-0.0003180
N/A
DCR
US
N
2
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
EGYPTIAN GOVT
ARAB REPUBLIC OF EGYPT REGS
Y
Single Leg Swap
2021-12-21
0.000000
USD
-503236.840000
USD
5900000.000000
USD
490244.400000
N
N
N
N/A
N/A
ESKOM HOLDINGS SOC LTD EM SP BRC
000000000
1.000000
NC
USD
-18034.170000
-0.0004415
N/A
DCR
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
ESKOM HOLDINGS SOC LTD
ESKOM HOLDINGS SOC LTD SR UNSEC REGS
Y
Single Leg Swap
2021-12-21
0.000000
USD
-136296.530000
USD
6300000.000000
USD
118262.360000
N
N
N
N/A
N/A
FIBRA UNO (TRUST F/1401) LA SNR SP CBK
000000000
1.000000
NC
USD
-9021.440000
-0.0002208
N/A
DCR
US
N
3
Citibank, National Association
E57ODZWZ7FF32TWEFA76
FIBRA UNO (TRUST F/1401)
TRUST F/1401 SR UNSEC
Y
Single Leg Swap
2022-06-21
0.000000
USD
-7555.850000
USD
1100000.000000
USD
-1465.590000
N
N
N
N/A
N/A
GENERAL ELECTRIC COMPANY SNR S* ICE
000000000
1.000000
NC
USD
19191.410000
0.0004698
N/A
DCR
US
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
GENERAL ELECTRIC COMPANY
GENERAL ELECTRIC CO SR UNSEC
Y
Single Leg Swap
2023-12-21
0.000000
USD
-89546.630000
USD
1300000.000000
USD
108738.040000
N
N
N
N/A
N/A
EURO-BOBL FUTURE DEC21 XEUR 20211208
000000000
-187.000000
NC
205329.660000
0.0050262
N/A
DIR
DE
N
1
Eurex
N/A
Short
N/A
GERMANY GOVT
2021-12-08
-29227380.610000
EUR
205329.660000
N
N
N
N/A
N/A
EURO-BUND FUTURE DEC21 XEUR 20211208
000000000
-605.000000
NC
1660622.820000
0.0406502
N/A
DIR
DE
N
1
Eurex
N/A
Short
N/A
GERMANY GOVT
2021-12-08
-119010143.670000
EUR
1660622.820000
N
N
N
N/A
N/A
EURO-BUXL 30Y BND DEC21 XEUR 20211208
000000000
-37.000000
NC
239111.780000
0.0058532
N/A
DIR
DE
N
1
Eurex
N/A
Short
N/A
GERMANY GOVT
2021-12-08
-8714938.200000
EUR
239111.780000
N
N
N
N/A
N/A
BOUGHT BRL/SOLD USD
000000000
1.000000
NC
-15248.230000
-0.0003733
N/A
DFE
BR
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
529410.650000
USD
2800000.000000
BRL
2021-10-04
-15248.230000
N
N
N
N/A
N/A
BOUGHT EGP/SOLD USD
000000000
1.000000
NC
245969.500000
0.0060211
N/A
DFE
EG
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
7296000.000000
USD
120602880.000000
EGP
2021-12-06
245969.500000
N
N
N
N/A
N/A
BOUGHT EGP/SOLD USD
000000000
1.000000
NC
1277.990000
0.0000313
N/A
DFE
EG
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
203955.000000
USD
3271438.200000
EGP
2021-11-23
1277.990000
N
N
N
N/A
N/A
BOUGHT EGP/SOLD USD
000000000
1.000000
NC
1770.410000
0.0000433
N/A
DFE
EG
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
6155669.600000
USD
97813590.000000
EGP
2021-11-09
1770.410000
N
N
N
N/A
N/A
BOUGHT KZT/SOLD USD
000000000
1.000000
NC
18074.300000
0.0004424
N/A
DFE
KZ
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
4601300.000000
USD
2038375900.000000
KZT
2022-03-15
18074.300000
N
N
N
N/A
N/A
BOUGHT RUB/SOLD USD
000000000
1.000000
NC
25967.310000
0.0006357
N/A
DFE
RU
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
778854.720000
USD
58731020.000000
RUB
2021-10-22
25967.310000
N
N
N
N/A
N/A
BOUGHT RUB/SOLD USD
000000000
1.000000
NC
24516.460000
0.0006001
N/A
DFE
RU
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
764041.230000
USD
57544147.000000
RUB
2021-10-22
24516.460000
N
N
N
N/A
N/A
BOUGHT RUB/SOLD USD
000000000
1.000000
NC
4907.700000
0.0001201
N/A
DFE
RU
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
290722.650000
USD
21680351.000000
RUB
2021-11-22
4907.700000
N
N
N
N/A
N/A
BOUGHT RUB/SOLD USD
000000000
1.000000
NC
12443.830000
0.0003046
N/A
DFE
RU
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
1057665.510000
USD
78908193.000000
RUB
2021-12-20
12443.830000
N
N
N
N/A
N/A
BOUGHT RUB/SOLD USD
000000000
1.000000
NC
10540.930000
0.0002580
N/A
DFE
RU
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
1498903.210000
USD
111304056.000000
RUB
2021-12-20
10540.930000
N
N
N
N/A
N/A
BOUGHT TRY/SOLD USD
000000000
1.000000
NC
-16222.210000
-0.0003971
N/A
DFE
TR
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
298048.000000
USD
2515072.560000
TRY
2021-10-08
-16222.210000
N
N
N
N/A
N/A
SOLD BRL/BOUGHT USD
000000000
1.000000
NC
14227.730000
0.0003483
N/A
DFE
BR
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
2800000.000000
BRL
489270.990000
USD
2022-10-04
14227.730000
N
N
N
N/A
N/A
SOLD RUB/BOUGHT USD
000000000
1.000000
NC
-17740.960000
-0.0004343
N/A
DFE
RU
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
553522154.280000
RUB
7567464.000000
USD
2021-10-22
-17740.960000
N
N
N
N/A
N/A
SOLD ZAR/BOUGHT USD
000000000
1.000000
NC
-205162.640000
-0.0050221
N/A
DFE
ZA
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
169221000.000000
ZAR
10821354.640000
USD
2022-02-18
-205162.640000
N
N
N
N/A
N/A
SOLD ZAR/BOUGHT USD
000000000
1.000000
NC
269560.930000
0.0065985
N/A
DFE
ZA
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
79343074.430000
ZAR
5486920.000000
USD
2021-12-15
269560.930000
N
N
N
N/A
N/A
BOUGHT COP/SOLD USD
000000000
1.000000
NC
162.120000
0.0000040
N/A
DFE
CO
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
16242.100000
USD
62661530.000000
COP
2021-11-19
162.120000
N
N
N
N/A
N/A
BOUGHT EGP/SOLD USD
000000000
1.000000
NC
10902.110000
0.0002669
N/A
DFE
EG
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
3378578.780000
USD
54200850.000000
EGP
2021-12-06
10902.110000
N
N
N
N/A
N/A
BOUGHT RUB/SOLD USD
000000000
1.000000
NC
13207.340000
0.0003233
N/A
DFE
RU
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
401065.540000
USD
30231117.000000
RUB
2021-10-22
13207.340000
N
N
N
N/A
N/A
BOUGHT RUB/SOLD USD
000000000
1.000000
NC
896.960000
0.0000220
N/A
DFE
RU
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
48439.210000
USD
3618118.000000
RUB
2021-11-22
896.960000
N
N
N
N/A
N/A
SOLD EUR/BOUGHT USD
000000000
1.000000
NC
30018.920000
0.0007348
N/A
DFE
N/A
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
1945000.000000
EUR
2283009.490000
USD
2021-10-04
30018.920000
N
N
N
N/A
N/A
SOLD ZAR/BOUGHT USD
000000000
1.000000
NC
345604.960000
0.0084600
N/A
DFE
ZA
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
103941642.660000
ZAR
7180491.000000
USD
2021-12-15
345604.960000
N
N
N
N/A
N/A
INDONESIA AS SP BOA
000000000
1.000000
NC
USD
29751.280000
0.0007283
N/A
DCR
US
N
2
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
INDONESIA GOVT
REPUBLIC OF INDONESIA
Y
Single Leg Swap
2026-12-21
24815.500000
USD
0.000000
USD
3100000.000000
USD
4935.780000
N
N
N
N/A
N/A
INDONESIA AS SP BPS
000000000
1.000000
NC
USD
633.480000
0.0000155
N/A
DCR
US
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
INDONESIA GOVT
INDONESIA (REP OF)
Y
Single Leg Swap
2021-12-21
0.000000
USD
-9254.130000
USD
300000.000000
USD
9887.610000
N
N
N
N/A
N/A
INDONESIA AS SP BPS
000000000
1.000000
NC
USD
495214.950000
0.0121223
N/A
DCR
US
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
INDONESIA GOVT
REPUBLIC OF INDONESIA
Y
Single Leg Swap
2026-12-21
517773.670000
USD
0.000000
USD
51600000.000000
USD
-22558.720000
N
N
N
N/A
N/A
INDONESIA AS SP CBK
000000000
1.000000
NC
USD
47985.950000
0.0011746
N/A
DCR
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
INDONESIA GOVT
INDONESIA GOVT
Y
Single Leg Swap
2026-12-21
61526.560000
USD
0.000000
USD
5000000.000000
USD
-13540.610000
N
N
N
N/A
N/A
INDONESIA AS SP GST
000000000
1.000000
NC
USD
154514.740000
0.0037823
N/A
DCR
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
INDONESIA GOVT
REPUBLIC OF INDONESIA
Y
Single Leg Swap
2026-12-21
166122.480000
USD
0.000000
USD
16100000.000000
USD
-11607.740000
N
N
N
N/A
N/A
INDONESIA AS SP GST
000000000
1.000000
NC
USD
23992.970000
0.0005873
N/A
DCR
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
INDONESIA GOVT
REPUBLIC OF INDONESIA
Y
Single Leg Swap
2026-12-21
23779.150000
USD
0.000000
USD
2500000.000000
USD
213.820000
N
N
N
N/A
N/A
INDONESIA AS SP MYC
000000000
1.000000
NC
USD
95971.890000
0.0023493
N/A
DCR
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
INDONESIA GOVT
INDONESIA GOVT
Y
Single Leg Swap
2026-12-21
127428.560000
USD
0.000000
USD
10000000.000000
USD
-31456.670000
N
N
N
N/A
N/A
ISRAEL GOVT EM SP JPM
000000000
1.000000
NC
USD
74512.960000
0.0018240
N/A
DCR
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
ISRAEL GOVT
ISRAEL GOVT GLBL SR UNSEC
Y
Single Leg Swap
2024-06-21
82797.520000
USD
0.000000
USD
3500000.000000
USD
-8284.560000
N
N
N
N/A
N/A
CDX ITRAXX EXJP IG36 5Y ICE
000000000
1.000000
NC
USD
162540.030000
0.0039788
N/A
DCR
US
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
N/A
ITRAXX ASIA EX-JAPAN IG SERIES 36
Y
Single Leg Swap
2026-12-22
110664.960000
USD
0.000000
USD
20000000.000000
USD
51875.070000
N
N
N
N/A
N/A
BOUGHT BRL/SOLD USD
000000000
1.000000
NC
975.340000
0.0000239
N/A
DFE
BR
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
513187.080000
USD
2800000.000000
BRL
2021-10-04
975.340000
N
N
N
N/A
N/A
BOUGHT BRL/SOLD USD
000000000
1.000000
NC
-17230.820000
-0.0004218
N/A
DFE
BR
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
384489.690000
USD
2000000.000000
BRL
2021-10-04
-17230.820000
N
N
N
N/A
N/A
BOUGHT BRL/SOLD USD
000000000
1.000000
NC
-5002.730000
-0.0001225
N/A
DFE
BR
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
262083.940000
USD
1400000.000000
BRL
2021-10-04
-5002.730000
N
N
N
N/A
N/A
BOUGHT EGP/SOLD USD
000000000
1.000000
NC
100177.870000
0.0024522
N/A
DFE
EG
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
16829955.000000
USD
269868328.430000
EGP
2021-11-23
100177.870000
N
N
N
N/A
N/A
SOLD BRL/BOUGHT USD
000000000
1.000000
NC
-44534.070000
-0.0010901
N/A
DFE
BR
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
8000000.000000
BRL
1424501.420000
USD
2021-10-04
-44534.070000
N
N
N
N/A
N/A
SOLD BRL/BOUGHT USD
000000000
1.000000
NC
-78014.060000
-0.0019097
N/A
DFE
BR
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
13400000.000000
BRL
2382620.380000
USD
2021-10-04
-78014.060000
N
N
N
N/A
N/A
SOLD BRL/BOUGHT USD
000000000
1.000000
NC
-33336.600000
-0.0008160
N/A
DFE
BR
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
5400000.000000
BRL
958262.350000
USD
2021-10-04
-33336.600000
N
N
N
N/A
N/A
SOLD BRL/BOUGHT USD
000000000
1.000000
NC
-49601.860000
-0.0012142
N/A
DFE
BR
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
7300000.000000
BRL
1290893.020000
USD
2021-10-04
-49601.860000
N
N
N
N/A
N/A
SOLD BRL/BOUGHT USD
000000000
1.000000
NC
-42581.190000
-0.0010423
N/A
DFE
BR
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
7400000.000000
BRL
1294498.380000
USD
2022-01-04
-42581.190000
N
N
N
N/A
N/A
SOLD BRL/BOUGHT USD
000000000
1.000000
NC
-53075.760000
-0.0012992
N/A
DFE
BR
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
6800000.000000
BRL
1195604.400000
USD
2021-10-04
-53075.760000
N
N
N
N/A
N/A
SOLD BRL/BOUGHT USD
000000000
1.000000
NC
-54964.720000
-0.0013455
N/A
DFE
BR
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
6800000.000000
BRL
1193715.440000
USD
2021-10-04
-54964.720000
N
N
N
N/A
N/A
SOLD BRL/BOUGHT USD
000000000
1.000000
NC
-18501.440000
-0.0004529
N/A
DFE
BR
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
3000000.000000
BRL
532386.870000
USD
2021-10-04
-18501.440000
N
N
N
N/A
N/A
SOLD BRL/BOUGHT USD
000000000
1.000000
NC
-459.050000
-0.0000112
N/A
DFE
BR
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
2900000.000000
BRL
513201.670000
USD
2022-04-04
-459.050000
N
N
N
N/A
N/A
SOLD BRL/BOUGHT USD
000000000
1.000000
NC
17998.270000
0.0004406
N/A
DFE
BR
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
2100000.000000
BRL
382151.700000
USD
2022-07-05
17998.270000
N
N
N
N/A
N/A
SOLD BRL/BOUGHT USD
000000000
1.000000
NC
4401.050000
0.0001077
N/A
DFE
BR
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1500000.000000
BRL
258888.510000
USD
2022-10-04
4401.050000
N
N
N
N/A
N/A
SOLD UAH/BOUGHT USD
000000000
1.000000
NC
-3920.190000
-0.0000960
N/A
DFE
UA
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
10345200.000000
UAH
370000.000000
USD
2022-03-03
-3920.190000
N
N
N
N/A
N/A
MEXICO LA SP GST
000000000
1.000000
NC
USD
1424.330000
0.0000349
N/A
DCR
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
MEXICO GOVT
MEXICO GOVT (UMS)
Y
Single Leg Swap
2024-12-21
0.000000
USD
-832.340000
USD
100000.000000
USD
2256.670000
N
N
N
N/A
N/A
MEXICO LA SP HUS
000000000
1.000000
NC
USD
4005.380000
0.0000980
N/A
DCR
US
N
2
HSBC BANK USA, NATIONAL ASSOCIATION
1IE8VN30JCEQV1H4R804
MEXICO GOVT
MEXICO GOVT (UMS)
Y
Single Leg Swap
2023-12-21
0.000000
USD
-4695.430000
USD
300000.000000
USD
8700.810000
N
N
N
N/A
N/A
MEXICO LA SP MYC
000000000
1.000000
NC
USD
1424.330000
0.0000349
N/A
DCR
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MEXICO GOVT
MEXICO GOVT (UMS)
Y
Single Leg Swap
2024-12-21
0.000000
USD
-881.000000
USD
100000.000000
USD
2305.330000
N
N
N
N/A
N/A
MEXICO LA SP MYC
000000000
1.000000
NC
USD
-241.360000
-0.0000059
N/A
DCR
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MEXICO GOVT
MEXICO GOVT (UMS)
Y
Single Leg Swap
2026-12-21
919.700000
USD
0.000000
USD
500000.000000
USD
-1161.060000
N
N
N
N/A
N/A
MONTENEGRO EM SP BOA
000000000
1.000000
NC
-61605.630000
-0.0015080
N/A
DCR
ME
N
3
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
MONTENEGRO GOVT
MONTENEGRO GOVT
Y
Single Leg Swap
2023-06-21
0.000000
EUR
-77386.210000
EUR
1000000.000000
EUR
15780.580000
N
N
N
N/A
N/A
BOUGHT BRL/SOLD USD
000000000
1.000000
NC
-54285.060000
-0.0013288
N/A
DFE
BR
N
2
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
1658473.300000
USD
8736008.100000
BRL
2021-10-04
-54285.060000
N
N
N
N/A
N/A
BOUGHT BRL/SOLD USD
000000000
1.000000
NC
-2183.640000
-0.0000535
N/A
DFE
BR
N
2
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
202756.960000
USD
1097280.100000
BRL
2021-11-03
-2183.640000
N
N
N
N/A
N/A
BOUGHT BRL/SOLD USD
000000000
1.000000
NC
-3197.260000
-0.0000783
N/A
DFE
BR
N
2
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
533789.390000
USD
2902720.000000
BRL
2021-11-03
-3197.260000
N
N
N
N/A
N/A
BOUGHT HUF/SOLD USD
000000000
1.000000
NC
-2684.690000
-0.0000657
N/A
DFE
HU
N
2
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
56402.000000
USD
16691890.000000
HUF
2021-11-15
-2684.690000
N
N
N
N/A
N/A
SOLD BRL/BOUGHT USD
000000000
1.000000
NC
2197.450000
0.0000538
N/A
DFE
BR
N
2
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
1097280.100000
BRL
203690.380000
USD
2021-10-04
2197.450000
N
N
N
N/A
N/A
SOLD BRL/BOUGHT USD
000000000
1.000000
NC
3224.930000
0.0000789
N/A
DFE
BR
N
2
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
2902720.000000
BRL
536249.770000
USD
2021-10-04
3224.930000
N
N
N
N/A
N/A
SOLD UAH/BOUGHT USD
000000000
1.000000
NC
-12119.860000
-0.0002967
N/A
DFE
UA
N
2
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
20808800.000000
UAH
740000.000000
USD
2022-03-03
-12119.860000
N
N
N
N/A
N/A
SOLD ZAR/BOUGHT USD
000000000
1.000000
NC
160906.300000
0.0039388
N/A
DFE
ZA
N
2
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
54868000.000000
ZAR
3736130.120000
USD
2022-02-18
160906.300000
N
N
N
N/A
N/A
NIGERIA EM SP BRC
000000000
1.000000
NC
USD
31239.890000
0.0007647
N/A
DCR
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
NIGERIA GOVT
REPUBLIC OF NIGERIA
Y
Single Leg Swap
2021-12-21
182616.950000
USD
0.000000
USD
3400000.000000
USD
-151377.060000
N
N
N
N/A
N/A
NIGERIA EM SP JPM
000000000
1.000000
NC
USD
-134577.890000
-0.0032943
N/A
DCR
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
NIGERIA GOVT
REPUBLIC OF NIGERIA
Y
Single Leg Swap
2023-06-21
0.000000
USD
-132985.380000
USD
5600000.000000
USD
-1592.510000
N
N
N
N/A
N/A
NIGERIA EM SP JPM
000000000
1.000000
NC
USD
-28384.970000
-0.0006948
N/A
DCR
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
NIGERIA GOVT
REPUBLIC OF NIGERIA
Y
Single Leg Swap
2022-06-21
0.000000
USD
-50644.240000
USD
7200000.000000
USD
22259.270000
N
N
N
N/A
N/A
NIGERIA EM SP JPM
000000000
1.000000
NC
USD
-10644.360000
-0.0002606
N/A
DCR
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
NIGERIA GOVT
REPUBLIC OF NIGERIA
Y
Single Leg Swap
2022-06-21
0.000000
USD
-17306.970000
USD
2700000.000000
USD
6662.610000
N
N
N
N/A
N/A
PANAMA LA SP BRC
000000000
1.000000
NC
USD
5685.310000
0.0001392
N/A
DCR
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
PANAMA GOVT
PANAMA (REP OF) SR UNSECURED
Y
Single Leg Swap
2021-12-21
0.000000
USD
-34192.260000
USD
2900000.000000
USD
39877.570000
N
N
N
N/A
N/A
PANAMA LA SP GST
000000000
1.000000
NC
USD
43505.870000
0.0010650
N/A
DCR
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
PANAMA GOVT
PANAMA (REP OF) SR UNSECURED
Y
Single Leg Swap
2022-06-21
96376.480000
USD
0.000000
USD
7800000.000000
USD
-52870.610000
N
N
N
N/A
N/A
PANAMA LA SP JPM
000000000
1.000000
NC
USD
4509.040000
0.0001104
N/A
DCR
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PANAMA GOVT
PANAMA (REP OF) SR UNSECURED
Y
Single Leg Swap
2021-12-21
0.000000
USD
-28151.940000
USD
2300000.000000
USD
32660.980000
N
N
N
N/A
N/A
PANAMA LA SP MYC
000000000
1.000000
NC
USD
15059.730000
0.0003686
N/A
DCR
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PANAMA GOVT
PANAMA (REP OF) SR UNSECURED
Y
Single Leg Swap
2022-06-21
0.000000
USD
-20734.920000
USD
2700000.000000
USD
35794.650000
N
N
N
N/A
N/A
PERU LA SP BOA
000000000
1.000000
NC
USD
2403.810000
0.0000588
N/A
DCR
US
N
2
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
PERU GOVT
PERU (REP OF) GLBL SR UNSECURED
Y
Single Leg Swap
2026-06-21
11519.010000
USD
0.000000
USD
1300000.000000
USD
-9115.200000
N
N
N
N/A
N/A
PERU LA SP BPS
000000000
1.000000
NC
USD
22558.900000
0.0005522
N/A
DCR
US
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
PERU GOVT
PERU (REP OF) GLBL SR UNSECURED
Y
Single Leg Swap
2026-06-21
53056.070000
USD
0.000000
USD
12200000.000000
USD
-30497.170000
N
N
N
N/A
N/A
PERU LA SP BRC
000000000
1.000000
NC
USD
12943.630000
0.0003168
N/A
DCR
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
PERU GOVT
PERU (REP OF) GLBL SR UNSECURED
Y
Single Leg Swap
2026-06-21
52228.710000
USD
0.000000
USD
7000000.000000
USD
-39285.080000
N
N
N
N/A
N/A
PERU LA SP GST
000000000
1.000000
NC
USD
28475.980000
0.0006971
N/A
DCR
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
PERU GOVT
PERU (REP OF) GLBL SR UNSECURED
Y
Single Leg Swap
2026-06-21
94406.860000
USD
0.000000
USD
15400000.000000
USD
-65930.880000
N
N
N
N/A
N/A
PERU LA SP MYC
000000000
1.000000
NC
USD
24038.180000
0.0005884
N/A
DCR
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PERU GOVT
PERU (REP OF) GLBL SR UNSECURED
Y
Single Leg Swap
2026-06-21
23331.240000
USD
0.000000
USD
13000000.000000
USD
706.940000
N
N
N
N/A
N/A
PERU LA SP MYI
000000000
1.000000
NC
USD
2218.910000
0.0000543
N/A
DCR
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PERU GOVT
PERU (REP OF) GLBL SR UNSECURED
Y
Single Leg Swap
2026-06-21
10011.120000
USD
0.000000
USD
1200000.000000
USD
-7792.210000
N
N
N
N/A
N/A
QNB FINANCE LTD SNR EM SP BRC
000000000
1.000000
NC
USD
16420.690000
0.0004020
N/A
DCR
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
QNB FINANCE LTD
QNB FINANCE LTD SR UNSEC
Y
Single Leg Swap
2023-06-21
15541.350000
USD
0.000000
USD
2000000.000000
USD
879.340000
N
N
N
N/A
N/A
RUSSIA EM SP BOA
000000000
1.000000
NC
USD
90644.030000
0.0022189
N/A
DCR
US
N
2
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
RUSSIAN GOVT
RUSSIAN FEDERATION SR UNSEC REGS
Y
Single Leg Swap
2026-12-21
98346.000000
USD
0.000000
USD
15000000.000000
USD
-7701.970000
N
N
N
N/A
N/A
RUSSIA EM SP MYC
000000000
1.000000
NC
USD
18912.630000
0.0004630
N/A
DCR
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
RUSSIAN GOVT
RUSSIAN FEDERATION SR UNSEC REGS
Y
Single Leg Swap
2021-12-21
70409.020000
USD
0.000000
USD
9400000.000000
USD
-51496.390000
N
N
N
N/A
N/A
RUSSIA EM SP MYC
000000000
1.000000
NC
USD
5633.550000
0.0001379
N/A
DCR
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
RUSSIAN GOVT
RUSSIAN FEDERATION SR UNSEC REGS
Y
Single Leg Swap
2021-12-21
19217.140000
USD
0.000000
USD
2800000.000000
USD
-13583.590000
N
N
N
N/A
N/A
SAUDI ARABIA GOVT EM SP BRC
000000000
1.000000
NC
USD
225189.650000
0.0055124
N/A
DCR
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
SAUDI ARABIA GOVT
SAUDI INTERNATIONAL BOND
Y
Single Leg Swap
2024-06-21
120804.500000
USD
0.000000
USD
11200000.000000
USD
104385.150000
N
N
N
N/A
N/A
SAUDI ARABIA GOVT EM SP BRC
000000000
1.000000
NC
USD
88023.410000
0.0021547
N/A
DCR
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
SAUDI ARABIA GOVT
SAUDI INTERNATIONAL BOND
Y
Single Leg Swap
2024-12-21
41517.570000
USD
0.000000
USD
3876000.000000
USD
46505.840000
N
N
N
N/A
N/A
SAUDI ARABIA GOVT EM SP GST
000000000
1.000000
NC
USD
301593.280000
0.0073827
N/A
DCR
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
SAUDI ARABIA GOVT
SAUDI INTERNATIONAL BOND
Y
Single Leg Swap
2024-06-21
112926.000000
USD
0.000000
USD
15000000.000000
USD
188667.280000
N
N
N
N/A
N/A
SAUDI ARABIA GOVT EM SP GST
000000000
1.000000
NC
USD
52777.710000
0.0012919
N/A
DCR
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
SAUDI ARABIA GOVT
SAUDI INTERNATIONAL BOND
Y
Single Leg Swap
2024-12-21
24605.170000
USD
0.000000
USD
2324000.000000
USD
28172.540000
N
N
N
N/A
N/A
SAUDI ARABIA GOVT EM SP GST
000000000
1.000000
NC
USD
7152.610000
0.0001751
N/A
DCR
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
SAUDI ARABIA GOVT
SAUDI INTERNATIONAL BOND
Y
Single Leg Swap
2026-12-21
6916.000000
USD
0.000000
USD
300000.000000
USD
236.610000
N
N
N
N/A
N/A
SAUDI ARABIA GOVT EM SP HUS
000000000
1.000000
NC
USD
544878.520000
0.0133380
N/A
DCR
US
N
2
HSBC BANK USA, NATIONAL ASSOCIATION
1IE8VN30JCEQV1H4R804
SAUDI ARABIA GOVT
SAUDI INTERNATIONAL BOND
Y
Single Leg Swap
2024-06-21
284427.130000
USD
0.000000
USD
27100000.000000
USD
260451.390000
N
N
N
N/A
N/A
SAUDI ARABIA GOVT EM SP JPM
000000000
1.000000
NC
USD
971130.360000
0.0237722
N/A
DCR
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
SAUDI ARABIA GOVT
SAUDI INTERNATIONAL BOND
Y
Single Leg Swap
2024-06-21
510223.460000
USD
0.000000
USD
48300000.000000
USD
460906.900000
N
N
N
N/A
N/A
SAUDI ARABIA GOVT EM SP MYC
000000000
1.000000
NC
USD
223179.030000
0.0054632
N/A
DCR
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
SAUDI ARABIA GOVT
SAUDI INTERNATIONAL BOND
Y
Single Leg Swap
2024-06-21
60472.950000
USD
0.000000
USD
11100000.000000
USD
162706.080000
N
N
N
N/A
N/A
BOUGHT HUF/SOLD USD
000000000
1.000000
NC
-3381.050000
-0.0000828
N/A
DFE
HU
N
2
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
60727.000000
USD
17819438.000000
HUF
2021-11-15
-3381.050000
N
N
N
N/A
N/A
SOUTH AFRICA EM SP BOA
000000000
1.000000
NC
USD
15879.640000
0.0003887
N/A
DCR
US
N
2
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
SOUTH AFRICA GOVT
REPUBLIC OF SOUTH AFRICA
Y
Single Leg Swap
2022-06-21
0.000000
USD
-97002.080000
USD
4100000.000000
USD
112881.720000
N
N
N
N/A
N/A
SOUTH AFRICA EM SP BRC
000000000
1.000000
NC
USD
4757.790000
0.0001165
N/A
DCR
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
SOUTH AFRICA GOVT
REPUBLIC OF SOUTH AFRICA SR UNSECURED
Y
Single Leg Swap
2021-12-21
0.000000
USD
-213762.300000
USD
3000000.000000
USD
218520.090000
N
N
N
N/A
N/A
SOUTH AFRICA EM SP DUB
000000000
1.000000
NC
USD
11101.500000
0.0002718
N/A
DCR
US
N
2
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
SOUTH AFRICA GOVT
REPUBLIC OF SOUTH AFRICA
Y
Single Leg Swap
2021-12-21
0.000000
USD
-39709.900000
USD
7000000.000000
USD
50811.400000
N
N
N
N/A
N/A
SOUTH AFRICA EM SP DUB
000000000
1.000000
NC
USD
20839.700000
0.0005101
N/A
DCR
US
N
2
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
SOUTH AFRICA GOVT
REPUBLIC OF SOUTH AFRICA
Y
Single Leg Swap
2022-12-21
0.000000
USD
-35138.520000
USD
4800000.000000
USD
55978.220000
N
N
N
N/A
N/A
SOUTH AFRICA EM SP GST
000000000
1.000000
NC
USD
-381404.970000
-0.0093364
N/A
DCR
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
SOUTH AFRICA GOVT
REPUBLIC OF SOUTH AFRICA
Y
Single Leg Swap
2026-12-21
0.000000
USD
-355871.440000
USD
7100000.000000
USD
-25533.530000
N
N
N
N/A
N/A
SOUTH AFRICA EM SP JPM
000000000
1.000000
NC
USD
-6284.880000
-0.0001538
N/A
DCR
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
SOUTH AFRICA GOVT
REPUBLIC OF SOUTH AFRICA
Y
Single Leg Swap
2023-12-21
0.000000
USD
-83747.960000
USD
5200000.000000
USD
77463.080000
N
N
N
N/A
N/A
SOUTH AFRICA EM SP NGF
000000000
1.000000
NC
USD
317.180000
0.0000078
N/A
DCR
US
N
2
NOMURA GLOBAL FINANCIAL PRODUCTS INC.
0Z3VO5H2G7GRS05BHJ91
SOUTH AFRICA GOVT
REPUBLIC OF SOUTH AFRICA SR UNSECURED
Y
Single Leg Swap
2021-12-21
0.000000
USD
-12918.030000
USD
200000.000000
USD
13235.210000
N
N
N
N/A
N/A
BOUGHT RUB/SOLD USD
000000000
1.000000
NC
61872.050000
0.0015146
N/A
DFE
RU
N
2
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
1982824.480000
USD
149209525.000000
RUB
2021-10-22
61872.050000
N
N
N
N/A
N/A
BOUGHT RUB/SOLD USD
000000000
1.000000
NC
78.240000
0.0000019
N/A
DFE
RU
N
2
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
4373.130000
USD
324834.000000
RUB
2021-10-22
78.240000
N
N
N
N/A
N/A
SOLD EUR/BOUGHT USD
000000000
1.000000
NC
4106652.400000
0.1005262
N/A
DFE
N/A
N
2
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
179776000.000000
EUR
212350165.350000
USD
2021-10-04
4106652.400000
N
N
N
N/A
N/A
SOLD JPY/BOUGHT USD
000000000
1.000000
NC
20000.860000
0.0004896
N/A
DFE
JP
N
2
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
167000000.000000
JPY
1520517.500000
USD
2021-10-04
20000.860000
N
N
N
N/A
N/A
SOLD ZAR/BOUGHT USD
000000000
1.000000
NC
434000.230000
0.0106238
N/A
DFE
ZA
N
2
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
106537153.350000
ZAR
7441573.000000
USD
2021-12-13
434000.230000
N
N
N
N/A
N/A
BOUGHT BRL/SOLD USD
000000000
1.000000
NC
-18955.060000
-0.0004640
N/A
DFE
BR
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
884656.410000
USD
4736008.100000
BRL
2021-11-03
-18955.060000
N
N
N
N/A
N/A
SOLD BRL/BOUGHT USD
000000000
1.000000
NC
19136.500000
0.0004684
N/A
DFE
BR
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
4736008.100000
BRL
888807.000000
USD
2021-10-04
19136.500000
N
N
N
AZERBAIJAN GOVT
N/A
REPUBLIC OF AZERBAIJAN SR UNSECURED REGS 03/24 4.75
ACI080JY2
1800000.000000
PA
USD
1930226.400000
0.0472497
Long
DBT
NUSS
AZ
N
2
2024-03-18
Fixed
4.75
N
N
N
N
N
N
AZERBAIJAN GOVT
N/A
REPUBLIC OF AZERBAIJAN SR UNSECURED REGS 03/24 4.75
Y6S3DCCM3
1600000.000000
PA
USD
1715756.800000
0.0419998
Long
DBT
NUSS
AZ
N
2
2024-03-18
Fixed
4.75
N
N
N
N
N
N
AZERBAIJAN GOVT
N/A
REPUBLIC OF AZERBAIJAN SR UNSECURED REGS 09/32 3.5
Y7177RAD7
3700000.000000
PA
USD
3781836.600000
0.0925751
Long
DBT
NUSS
AZ
N
2
2032-09-01
Fixed
3.5
N
N
N
N
N
N
B3 SA - BRASIL BOLSA BALCAO (AKA: BM&FBOVESPA SA)
4GTK5S46E6H318LMDS44
B3 SA BRASIL BOLSA BALCA SR UNSECURED 144A 09/31 4.125
11778EAA4
9800000.000000
PA
USD
9613800.000000
0.2353349
Long
DBT
CORP
BR
N
2
2031-09-20
Fixed
4.125
N
N
N
N
N
N
BAHAMAS GOVT
549300W13SXC7EKNJC20
COMMONWEALTH OF BAHAMAS SR UNSECURED 144A 11/28 6
056732AJ9
4750000.000000
PA
USD
4102860.000000
0.1004333
Long
DBT
NUSS
BS
N
2
2028-11-21
Fixed
6
N
N
N
N
N
N
BAHAMAS GOVT
549300W13SXC7EKNJC20
COMMONWEALTH OF BAHAMAS SR UNSECURED REGS 11/28 6
P06518AG2
1800000.000000
PA
USD
1554768.000000
0.0380590
Long
DBT
NUSS
BS
N
2
2028-11-21
Fixed
6
N
N
N
N
N
N
BAHRAIN GOVT
N/A
KINGDOM OF BAHRAIN SR UNSECURED 144A 01/28 4.25
05675M2F0
3500000.000000
PA
USD
3460446.500000
0.0847078
Long
DBT
NUSS
BH
N
2
2028-01-25
Fixed
4.25
N
N
N
N
N
N
BAHRAIN GOVT
N/A
KINGDOM OF BAHRAIN SR UNSECURED REGS 01/28 4.25
ACI1V9FP8
3000000.000000
PA
USD
2966097.000000
0.0726067
Long
DBT
NUSS
BH
N
2
2028-01-25
Fixed
4.25
N
N
N
N
N
N
BAHRAIN GOVT
N/A
KINGDOM OF BAHRAIN SR UNSECURED REGS 01/33 5.25
ACI1V9H76
5000000.000000
PA
USD
4764150.000000
0.1166210
Long
DBT
NUSS
BH
N
2
2033-01-25
Fixed
5.25
N
N
N
N
N
N
BAHRAIN GOVT
N/A
KINGDOM OF BAHRAIN SR UNSECURED REGS 07/22 6.125
B835J5II8
8722000.000000
PA
USD
9015504.020000
0.2206893
Long
DBT
NUSS
BH
N
2
2022-07-05
Fixed
6.125
N
N
N
N
N
N
BAHRAIN GOVT
N/A
KINGDOM OF BAHRAIN SR UNSECURED REGS 09/31 5.625
ACI1FSYY4
8900000.000000
PA
USD
8844268.200000
0.2164976
Long
DBT
NUSS
BH
N
2
2031-09-30
Fixed
5.625
N
N
N
N
N
N
N/A
N/A
IRS EUR -0.25000 03/16/22-5Y LCH
000000000
1.000000
NC
55548.550000
0.0013598
N/A
DIR
N/A
N
2
London Clearing house
N/A
N/A
Euribor 6 Month ACT/360
Y
2027-03-16
7056.670000
EUR
0.000000
EUR
7000000.000000
EUR
48491.880000
N
N
N
N/A
N/A
IRS EUR 0.25000 03/16/22-10Y LCH
000000000
1.000000
NC
-14854.450000
-0.0003636
N/A
DIR
N/A
N
2
London Clearing house
N/A
N/A
Euribor 6 Month ACT/360
Y
2032-03-16
0.000000
EUR
-105589.560000
EUR
5500000.000000
EUR
90735.110000
N
N
N
N/A
N/A
IRS MXN 5.47000 04/24/20-5Y CME
000000000
1.000000
NC
201073.000000
0.0049220
N/A
DIR
MX
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
MEXICO INTERBANK TIIE 28 DAY
N/A
N/A
Y
2025-04-21
0.000000
MXN
0.000000
MXN
94100000.000000
MXN
201073.000000
N
N
N
N/A
N/A
IRS MXN 5.52000 04/30/20-5Y* CME
000000000
1.000000
NC
178725.380000
0.0043750
N/A
DIR
MX
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
MEXICO INTERBANK TIIE 28 DAY
N/A
N/A
Y
2025-04-24
0.000000
MXN
0.000000
MXN
86400000.000000
MXN
178725.380000
N
N
N
N/A
N/A
IRS MXN 5.61500 04/29/20-5Y* CME
000000000
1.000000
NC
709284.290000
0.0173625
N/A
DIR
MX
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
MEXICO INTERBANK TIIE 28 DAY
N/A
N/A
Y
2025-04-23
0.000000
MXN
0.000000
MXN
370700000.000000
MXN
709284.290000
N
N
N
N/A
N/A
IRS MXN 6.08000 03/04/20-5Y* CME
000000000
1.000000
NC
-394543.580000
-0.0096580
N/A
DIR
MX
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
MEXICO INTERBANK TIIE 28 DAY
N/A
N/A
Y
2025-02-26
0.000000
MXN
0.000000
MXN
363100000.000000
MXN
-394543.580000
N
N
N
N/A
N/A
IRS MXN 6.10000 03/06/20-5Y* CME
000000000
1.000000
NC
-205861.950000
-0.0050393
N/A
DIR
MX
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
MEXICO INTERBANK TIIE 28 DAY
N/A
N/A
Y
2025-02-28
0.000000
MXN
0.000000
MXN
193600000.000000
MXN
-205861.950000
N
N
N
BANC OF AMERICA FUNDING CORP 2005-H
N/A
BANC OF AMERICA FUNDING CORPOR BAFC 2005 H 5A1
05946XJ38
120442.020000
PA
USD
112347.300000
0.0027501
Long
ABS-MBS
CORP
US
N
2
2035-11-20
Floating
2.42604
N
N
N
N
N
N
N/A
N/A
IRS USD 0.50000 06/16/21-5Y CME
000000000
1.000000
NC
USD
-1624766.140000
-0.0397724
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2026-06-16
0.000000
USD
-1710571.250000
USD
70700000.000000
USD
85805.110000
N
N
N
N/A
N/A
IRS USD 0.80000 01/15/21-30Y CME
000000000
1.000000
NC
USD
5343928.050000
0.1308133
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2051-01-17
1361969.250000
USD
0.000000
USD
21500000.000000
USD
3981958.800000
N
N
N
N/A
N/A
IRS USD 1.25000 12/15/21-5Y CME
000000000
1.000000
NC
USD
23922.240000
0.0005856
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2026-12-15
16278.730000
USD
0.000000
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4800000.000000
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7643.510000
N
N
N
N/A
N/A
IRS USD 1.50000 06/21/17-10Y CME
000000000
1.000000
NC
USD
490059.350000
0.0119961
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2027-06-21
0.000000
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-2778491.190000
USD
22300000.000000
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3268550.540000
N
N
N
N/A
N/A
IRS USD 1.50000 12/15/21-7Y CME
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1.000000
NC
USD
14775.600000
0.0003617
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
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2028-12-15
12744.090000
USD
0.000000
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2000000.000000
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2031.510000
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N
N
N/A
N/A
IRS USD 1.75000 12/15/21-10Y LCH
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1.000000
NC
USD
55350.240000
0.0013549
N/A
DIR
US
N
2
London Clearing house
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N/A
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2031-12-15
52001.500000
USD
0.000000
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N
N
BANC OF AMERICA FUNDING CORP 2007-3
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BANC OF AMERICA FUNDING CORPOR BAFC 2007 3 TA6
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125820.720000
PA
USD
128944.520000
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Long
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CORP
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N
2
2037-04-25
Variable
5.888
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N
N
N
N
N
N/A
N/A
IRS USD 2.25000 12/20/17-5Y CME
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USD
2658796.460000
0.0650843
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2022-12-20
0.000000
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-2539240.970000
USD
85030000.000000
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5198037.430000
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N
N
N/A
N/A
IRS USD 2.25000 12/21/16-30Y CME
000000000
1.000000
NC
USD
-72184.710000
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N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
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2046-12-21
136380.160000
USD
0.000000
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800000.000000
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N
N
N/A
N/A
IRS USD 2.50000 06/15/16-30Y CME
000000000
1.000000
NC
USD
-71011.630000
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N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2046-06-15
59751.000000
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0.000000
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500000.000000
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N
N
N
N/A
N/A
ZCS BRL 5.8625 03/02/21-01/02/23 CME
000000000
1.000000
NC
-1539352.510000
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N/A
DIR
BR
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Brazil Cetip DI Interbank Deposit Rate
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2023-01-03
0.000000
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-233275.480000
BRL
340600000.000000
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N
N
N
N/A
N/A
ZCS BRL 6.635 05/12/21-01/02/23 CME
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1.000000
NC
-414054.370000
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N/A
DIR
BR
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Brazil Cetip DI Interbank Deposit Rate
Y
2023-01-03
0.000000
BRL
0.000000
BRL
116700000.000000
BRL
-414054.370000
N
N
N
N/A
N/A
ZCS BRL 9.153 08/24/21-01/02/24 CME
000000000
1.000000
NC
-176288.440000
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N/A
DIR
BR
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Brazil Cetip DI Interbank Deposit Rate
Y
2024-01-02
0.000000
BRL
0.000000
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99000000.000000
BRL
-176288.440000
N
N
N
N/A
N/A
ZCS BRL 9.2 08/24/21-01/02/24 CME
000000000
1.000000
NC
-32542.480000
-0.0007966
N/A
DIR
BR
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Brazil Cetip DI Interbank Deposit Rate
Y
2024-01-02
0.000000
BRL
0.000000
BRL
20000000.000000
BRL
-32542.480000
N
N
N
N/A
N/A
TUNISIA EM SP JPM
000000000
1.000000
NC
USD
-100190.240000
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N/A
DCR
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
TUNISIA GOVT
TUNISIA (BANQUE CENT DE) SR UNSEC
Y
Single Leg Swap
2022-06-21
0.000000
USD
-134485.800000
USD
1900000.000000
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34295.560000
N
N
N
N/A
N/A
TURKEY EM SP BOA
000000000
1.000000
NC
USD
-191484.430000
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N/A
DCR
US
N
2
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
TURKEY GOVT
TURKEY (REP OF) SR UNSUB
Y
Single Leg Swap
2022-06-21
0.000000
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-409379.400000
USD
15000000.000000
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217894.970000
N
N
N
N/A
N/A
TURKEY EM SP MYC
000000000
1.000000
NC
USD
-5106.250000
-0.0001250
N/A
DCR
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TURKEY GOVT
TURKEY (REP OF) SR UNSUB
Y
Single Leg Swap
2022-06-21
0.000000
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-16059.050000
USD
400000.000000
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10952.800000
N
N
N
N/A
N/A
BOUGHT RUB/SOLD USD
000000000
1.000000
NC
26352.890000
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N/A
DFE
RU
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
809347.940000
USD
60984367.000000
RUB
2021-10-22
26352.890000
N
N
N
N/A
N/A
BOUGHT RUB/SOLD USD
000000000
1.000000
NC
13289.770000
0.0003253
N/A
DFE
RU
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
404747.570000
USD
30505824.000000
RUB
2021-10-22
13289.770000
N
N
N
N/A
N/A
BOUGHT RUB/SOLD USD
000000000
1.000000
NC
23606.590000
0.0005779
N/A
DFE
RU
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
1127835.850000
USD
84442198.000000
RUB
2021-11-22
23606.590000
N
N
N
N/A
N/A
SOLD RUB/BOUGHT USD
000000000
1.000000
NC
-12394.260000
-0.0003034
N/A
DFE
RU
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
595097243.560000
RUB
8142536.000000
USD
2021-10-22
-12394.260000
N
N
N
N/A
N/A
SOLD ZAR/BOUGHT USD
000000000
1.000000
NC
364553.900000
0.0089239
N/A
DFE
ZA
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
117517965.270000
ZAR
8094399.000000
USD
2021-12-13
364553.900000
N
N
N
N/A
N/A
SOLD ZAR/BOUGHT USD
000000000
1.000000
NC
87034.240000
0.0021305
N/A
DFE
ZA
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
22624000.000000
ZAR
1574719.620000
USD
2021-12-15
87034.240000
N
N
N
BANCO BTG PACTUAL SA/CAYMAN ISLANDS BRANCH
ZXLTQRYIK6IJH3R0IK66
BANCO BTG PACTUAL/CAYMAN SR UNSECURED 144A 01/25 4.5
05971AAE1
2200000.000000
PA
USD
2263272.000000
0.0554023
Long
DBT
CORP
BR
N
2
2025-01-10
Fixed
4.5
N
N
N
N
N
N
BANCO BTG PACTUAL SA/CAYMAN ISLANDS BRANCH
ZXLTQRYIK6IJH3R0IK66
BANCO BTG PACTUAL/CAYMAN SR UNSECURED REGS 01/25 4.5
05971BAE9
1000000.000000
PA
USD
1028760.000000
0.0251829
Long
DBT
CORP
BR
N
2
2025-01-10
Fixed
4.5
N
N
N
N
N
N
BANCO BTG PACTUAL SA/CAYMAN ISLANDS BRANCH
ZXLTQRYIK6IJH3R0IK66
BANCO BTG PACTUAL/CAYMAN SR UNSECURED REGS 01/26 2.75
05971BAG4
1000000.000000
PA
USD
972500.000000
0.0238057
Long
DBT
CORP
BR
N
2
2026-01-11
Fixed
2.75
N
N
N
N
N
N
BANCO DE CREDITO DEL PERU
549300EQYQ8SCQZ4BY14
BANCO DE CREDITO DEL PER SR UNSECURED 144A 09/24 4.65
05971U2B2
14500000.000000
PA
3449207.880000
0.0844327
Long
DBT
CORP
PE
N
2
2024-09-17
Fixed
4.65
N
N
N
N
N
N
N/A
N/A
US 10YR NOTE (CBT)DEC21 XCBT 20211221
000000000
1483.000000
NC
USD
-2421192.030000
-0.0592680
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
N/A
UNITED STATES GOVT
2021-12-21
195350491.450000
USD
-2421192.030000
N
N
N
N/A
N/A
US 10YR ULTRA FUT DEC21 XCBT 20211221
000000000
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NC
USD
174933.980000
0.0042822
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
N/A
UNITED STATES GOVT
2021-12-21
-8144937.470000
USD
174933.980000
N
N
N
N/A
N/A
US 2YR NOTE (CBT) DEC21 XCBT 20211231
000000000
-153.000000
NC
USD
14823.870000
0.0003629
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
N/A
UNITED STATES GOVT
2021-12-31
-33671355.350000
USD
14823.870000
N
N
N
N/A
N/A
US 5YR NOTE (CBT) DEC21 XCBT 20211231
000000000
1956.000000
NC
USD
-1256556.490000
-0.0307591
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
N/A
UNITED STATES GOVT
2021-12-31
240183047.360000
USD
-1256556.490000
N
N
N
N/A
N/A
US ULTRA BOND CBT DEC21 XCBT 20211221
000000000
227.000000
NC
USD
-643484.880000
-0.0157518
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
N/A
UNITED STATES GOVT
2021-12-21
43495328.130000
USD
-643484.880000
N
N
N
BANCO DEL ESTADO DE CHILE
5493004R4EJC0W0XVQ72
BANCO DEL ESTADO CHILE SR UNSECURED 144A 01/25 2.704
05965MAG8
1600000.000000
PA
USD
1660400.000000
0.0406447
Long
DBT
CORP
CL
N
2
2025-01-09
Fixed
2.704
N
N
N
N
N
N
BANCO DO BRASIL /CAYMAN BRANCH
QE0Q0253K88YAGNPE356
BANCO DO BRASIL (CAYMAN) COMPANY GUAR 10/22 3.875
05958AAJ7
2258000.000000
PA
USD
2316166.080000
0.0566971
Long
DBT
CORP
BR
N
2
2022-10-10
Fixed
3.875
N
N
N
N
N
N
BANCO DO BRASIL /CAYMAN BRANCH
QE0Q0253K88YAGNPE356
BANCO DO BRASIL (CAYMAN) SR UNSECURED 144A 09/26 3.25
059578AF1
15200000.000000
PA
USD
15211400.000000
0.3723578
Long
DBT
CORP
BR
N
2
2026-09-30
Fixed
3.25
N
N
N
N
N
N
BANCO GENERAL SA
549300B5C08LGDFB7205
BANCO GENERAL SA JR SUBORDINA 144A 12/99 VAR
059597AF1
9500000.000000
PA
USD
9618845.000000
0.2354584
Long
DBT
CORP
PA
N
2
2031-05-07
Floating
5.25
N
N
N
N
N
N
BANCO MERCANTIL DEL NORTE SA/ GRAND CAYMAN BRANCH
549300QTVYRPFHS0J362
BANCO MERCANTIL DE NORTE JR SUBORDINA 144A VAR
05971PAB4
1100000.000000
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USD
1228040.000000
0.0300610
Long
DBT
CORP
MX
N
2
2029-06-27
Floating
7.5
N
N
N
N
N
N
BANCO MERCANTIL DEL NORTE SA/ GRAND CAYMAN BRANCH
549300QTVYRPFHS0J362
BANCO MERCANTIL DE NORTE JR SUBORDINA REGS 12/99 VAR
P14008AE9
500000.000000
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USD
558312.500000
0.0136669
Long
DBT
CORP
MX
N
2
2028-01-10
Floating
7.625
N
N
N
N
N
N
BANCO MERCANTIL DEL NORTE SA/ GRAND CAYMAN BRANCH
549300QTVYRPFHS0J362
BANCO MERCANTIL DE NORTE JR SUBORDINA REGS VAR
P1400MAB4
4440000.000000
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USD
4956816.000000
0.1213372
Long
DBT
CORP
MX
N
2
2029-06-27
Floating
7.5
N
N
N
N
N
N
BANCO MERCANTIL DEL NORTE SA/ GRAND CAYMAN BRANCH
549300QTVYRPFHS0J362
BANCO MERCANTIL DE NORTE JR SUBORDINA REGS VAR
P1400MAC2
700000.000000
PA
USD
827743.000000
0.0202622
Long
DBT
CORP
MX
N
2
2030-10-14
Floating
8.375
N
N
N
N
N
N
BANCO NACIONAL DE DESENVOLVIMENTO ECONOMICO E SOCIAL (BNDES)
254900DCL95WTK6VYD35
BANCO NAC DE DESEN ECONO SR UNSECURED REGS 09/23 5.75
P14486AJ6
200000.000000
PA
USD
219317.000000
0.0053686
Long
DBT
CORP
BR
N
2
2023-09-26
Fixed
5.75
N
N
N
N
N
N
BANCO NACIONAL DE PANAMA
529900H2Q7WMDKKIW109
BANCO NACIONAL DE PANAMA SR UNSECURED 144A 08/30 2.5
059626AC5
1800000.000000
PA
USD
1728450.000000
0.0423105
Long
DBT
CORP
PA
N
2
2030-08-11
Fixed
2.5
N
N
N
N
N
N
BANCO SANTANDER CHILE SA
3YJP8HORPAEXJ80D6368
BANCO SANTANDER CHILE SR UNSECURED 144A 01/25 2.7
05970FAC5
2350000.000000
PA
USD
2447055.000000
0.0599011
Long
DBT
CORP
CL
N
2
2025-01-10
Fixed
2.7
N
N
N
N
N
N
BANCO VOTORANTIM SA
X2EUTZGMHS8RBQFIUS93
BANCO VOTORANTIM SR UNSECURED 144A 09/22 4
05967CAD5
2600000.000000
PA
USD
2663726.000000
0.0652050
Long
DBT
CORP
BR
N
2
2022-09-24
Fixed
4
N
N
N
N
N
N
BANCO VOTORANTIM SA
X2EUTZGMHS8RBQFIUS93
BANCO VOTORANTIM SR UNSECURED REGS 09/24 4.5
ACI1FN1H8
800000.000000
PA
USD
839012.000000
0.0205381
Long
DBT
CORP
BR
N
2
2024-09-24
Fixed
4.5
N
N
N
N
N
N
BANGKOK BANK PCL/HONG KONG BRANCH
549300CCL2BKJGMYXV60
BANGKOK BANK PCL SUBORDINATED 144A 09/36 VAR
059895AV4
10200000.000000
PA
USD
10114724.840000
0.2475969
Long
DBT
CORP
TH
N
2
2036-09-23
Floating
3.466
N
N
N
N
N
N
BANK MANDIRI PERSERO TBK PT
549300RSKQN4Z5ZSGH94
BANK MANDIRI PT SR UNSECURED REGS 04/26 2
ACI1X2SC6
2000000.000000
PA
USD
2007457.100000
0.0491403
Long
DBT
CORP
ID
N
2
2026-04-19
Fixed
2
N
N
N
N
N
N
BANK OF INDUSTRY LIMITED
5493006N5JD4B34R6G14
BANK OF INDUSTRY LIMITED 3 YEAR TERM LOAN
938YZBII3
12700000.000000
PA
USD
12776200.000000
0.3127468
Long
LON
CORP
NG
N
2
2023-12-14
Floating
6.116
N
N
N
N
N
N
BBVA BANCOMER SA/TAXAS BRANCH
549300WIWQK5Q9MCUN92
BBVA BANCOMER SA TEXAS SUBORDINATED REGS 09/22 6.75
P16259AH9
950000.000000
PA
USD
1000274.000000
0.0244856
Long
DBT
CORP
MX
N
2
2022-09-30
Fixed
6.75
N
N
N
N
N
N
BCAP LLC TRUST 2012-RR3
N/A
BCAP LLC TRUST BCAP 2012 RR3 2A8 144A
05539BAQ7
2457007.490000
PA
USD
2475340.210000
0.0605935
Long
ABS-MBS
CORP
US
N
2
2037-05-26
Variable
2.6257
N
N
N
N
N
N
BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10
N/A
BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 10 13A1
07384M4E9
7152.870000
PA
USD
7368.140000
0.0001804
Long
ABS-MBS
CORP
US
N
2
2035-01-25
Floating
2.76658
N
N
N
N
N
N
BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-12
N/A
BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 12 23A1
07387AGE9
47882.700000
PA
USD
47808.260000
0.0011703
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
3.10476
Y
N
N
N
N
N
BELARUS GOVT
635400CVCOWYLHF4ZB08
REPUBLIC OF BELARUS SR UNSECURED 144A 02/31 6.378
07737JAD5
1000000.000000
PA
USD
883400.000000
0.0216246
Long
DBT
NUSS
BY
N
2
2031-02-24
Fixed
6.378
N
N
N
N
N
N
BELARUS GOVT
635400CVCOWYLHF4ZB08
REPUBLIC OF BELARUS SR UNSECURED REGS 02/26 5.875
ACI1N5SL0
600000.000000
PA
USD
564522.000000
0.0138189
Long
DBT
NUSS
BY
N
2
2026-02-24
Fixed
5.875
N
N
N
N
N
N
BELARUS GOVT
635400CVCOWYLHF4ZB08
REPUBLIC OF BELARUS SR UNSECURED REGS 02/30 6.2
BF2J28II5
700000.000000
PA
USD
618457.000000
0.0151391
Long
DBT
NUSS
BY
N
2
2030-02-28
Fixed
6.2
N
N
N
N
N
N
BELARUS GOVT
635400CVCOWYLHF4ZB08
REPUBLIC OF BELARUS SR UNSECURED REGS 06/27 7.625
X7344WAK9
400000.000000
PA
USD
396608.000000
0.0097085
Long
DBT
NUSS
BY
N
2
2027-06-29
Fixed
7.625
N
N
N
N
N
N
BIOCEANICO SOVEREIGN CERTIFICATE LTD
N/A
BIOCEANICO SOVEREIGN SR SECURED 144A 06/34 0.00000
09076AAA5
4906952.180000
PA
USD
3715396.980000
0.0909487
Long
DBT
CORP
KY
N
2
2034-06-05
None
0
N
N
N
N
N
N
BIOCEANICO SOVEREIGN CERTIFICATE LTD
N/A
BIOCEANICO SOVEREIGN SR SECURED REGS 06/34 0.00000
G11176AA5
2040514.770000
PA
USD
1545016.570000
0.0378202
Long
DBT
CORP
KY
N
2
2034-06-05
None
0
N
N
N
N
N
N
BOC AVIATION (USA) CORPORATION
254900QKLTY6MF4Y3P65
BOC AVIATION USA CORP COMPANY GUAR REGS 04/24 1.625
66980Q2A4
4900000.000000
PA
USD
4938854.550000
0.1208975
Long
DBT
CORP
US
N
2
2024-04-29
Fixed
1.625
N
N
N
N
N
N
BOC AVIATION LIMITED (AKA: BOC AVIATION PTE LTD)
254900H06V5RMEB3KE72
BOC AVIATION LTD SR UNSECURED 144A 09/22 2.75
09681LAD2
200000.000000
PA
USD
203165.350000
0.0049733
Long
DBT
CORP
SG
N
2
2022-09-18
Fixed
2.75
N
N
N
N
N
N
BOC AVIATION LIMITED (AKA: BOC AVIATION PTE LTD)
254900H06V5RMEB3KE72
BOC AVIATION LTD SR UNSECURED 144A 10/24 3.5
09681LAJ9
400000.000000
PA
USD
425621.760000
0.0104187
Long
DBT
CORP
SG
N
2
2024-10-10
Fixed
3.5
N
N
N
N
N
N
BRAZIL GOVT
254900ZFY40OYEADAP90
BRAZIL LETRAS DO TESOURO NACIO 10/22 0
ACI1PX4Z2
22700000.000000
PA
3825378.990000
0.0936409
Long
DBT
NUSS
BR
N
2
2022-10-01
None
0
N
N
N
N
N
N
BRAZIL GOVT
254900ZFY40OYEADAP90
FED REPUBLIC OF BRAZIL SR UNSECURED 01/28 4.625
105756BZ2
200000.000000
PA
USD
210677.000000
0.0051571
Long
DBT
NUSS
BR
N
2
2028-01-13
Fixed
4.625
N
N
N
N
N
N
BRAZIL GOVT
254900ZFY40OYEADAP90
FED REPUBLIC OF BRAZIL SR UNSECURED 01/41 5.625
105756BR0
2000000.000000
PA
USD
2027420.000000
0.0496289
Long
DBT
NUSS
BR
N
2
2041-01-07
Fixed
5.625
N
N
N
N
N
N
BRAZIL GOVT
254900ZFY40OYEADAP90
FED REPUBLIC OF BRAZIL SR UNSECURED 01/45 5
105756BW9
1875000.000000
PA
USD
1754475.000000
0.0429476
Long
DBT
NUSS
BR
N
2
2045-01-27
Fixed
5
N
N
N
N
N
N
BRAZIL GOVT
254900ZFY40OYEADAP90
FED REPUBLIC OF BRAZIL SR UNSECURED 01/50 4.75
105756CB4
24474000.000000
PA
USD
21727282.980000
0.5318592
Long
DBT
NUSS
BR
N
2
2050-01-14
Fixed
4.75
N
N
N
N
N
N
BRAZIL GOVT
254900ZFY40OYEADAP90
FED REPUBLIC OF BRAZIL SR UNSECURED 06/25 2.875
105756CD0
2400000.000000
PA
USD
2455320.000000
0.0601034
Long
DBT
NUSS
BR
N
2
2025-06-06
Fixed
2.875
N
N
N
N
N
N
BRAZIL GOVT
254900ZFY40OYEADAP90
LETRA TESOURO NACIONAL BILLS 01/22 0.00000
ACI0ZYM57
18200000.000000
PA
3285246.730000
0.0804191
Long
DBT
NUSS
BR
N
2
2022-01-01
None
0
N
N
N
N
N
N
BRAZIL GOVT
254900ZFY40OYEADAP90
LETRA TESOURO NACIONAL BILLS 04/22 0.00000
ACI1J5VH0
5700000.000000
PA
1007289.570000
0.0246573
Long
DBT
NUSS
BR
N
2
2022-04-01
None
0
N
N
N
N
N
N
BRAZIL GOVT
254900ZFY40OYEADAP90
LETRA TESOURO NACIONAL BILLS 07/22 0.00000
ACI1497W2
25600000.000000
PA
4422254.210000
0.1082517
Long
DBT
NUSS
BR
N
2
2022-07-01
None
0
N
N
N
N
N
N
BRAZIL MINAS SPE VIA STATE OF MINAS GERAIS
N/A
STATE OF MINAS GERAIS GOVT GUARANT 144A 02/28 5.333
105860AA8
10080000.000000
PA
USD
10829347.200000
0.2650901
Long
DBT
NUSS
KY
N
2
2028-02-15
Fixed
5.333
N
N
N
N
N
N
BRAZIL MINAS SPE VIA STATE OF MINAS GERAIS
N/A
STATE OF MINAS GERAIS GOVT GUARANT REGS 02/28 5.333
G13201AA9
10920000.000000
PA
USD
11731792.800000
0.2871809
Long
DBT
NUSS
KY
N
2
2028-02-15
Fixed
5.333
N
N
N
N
N
N
BRF SA (AKA: BRF-BRASIL FOODS SA)
254900MTXR9LUVQFU480
BRF SA SR UNSECURED 144A 09/50 5.75
10552TAH0
6900000.000000
PA
USD
6626001.000000
0.1621970
Long
DBT
CORP
BR
N
2
2050-09-21
Fixed
5.75
N
N
N
N
N
N
BRF SA (AKA: BRF-BRASIL FOODS SA)
254900MTXR9LUVQFU480
BRF SA SR UNSECURED REGS 09/50 5.75
P1905CAJ9
400000.000000
PA
USD
384116.000000
0.0094027
Long
DBT
CORP
BR
N
2
2050-09-21
Fixed
5.75
N
N
N
N
N
N
CAMEROON GOVT
54930021BO6NHYGBBV24
REPUBLIC OF CAMEROON SR UNSECURED 144A 07/32 5.95
ACI1YYY53
4700000.000000
PA
5347123.600000
0.1308915
Long
DBT
NUSS
CM
N
2
2032-07-07
Fixed
5.95
N
N
N
N
N
N
CELULOSA ARAUCO Y CONSTITUCION SA
549300QEKV8G0AMNQD28
CELULOSA ARAUCO CONSTITU SR UNSECURED 08/24 4.5
151191AZ6
200000.000000
PA
USD
216496.000000
0.0052996
Long
DBT
CORP
CL
N
2
2024-08-01
Fixed
4.5
N
N
N
N
N
N
CENTRAIS ELETRICAS BRASILEIRAS SA (ELETROBRAS)
254900I8KYDELP4B4Z08
CENTRAIS ELETRICAS BRASI SR UNSECURED 144A 02/30 4.625
15236FAB6
1500000.000000
PA
USD
1492125.000000
0.0365255
Long
DBT
CORP
BR
N
2
2030-02-04
Fixed
4.625
N
N
N
N
N
N
CENTRAIS ELETRICAS BRASILEIRAS SA (ELETROBRAS)
254900I8KYDELP4B4Z08
CENTRAIS ELETRICAS BRASI SR UNSECURED REGS 02/30 4.625
P22835AB1
300000.000000
PA
USD
298425.000000
0.0073051
Long
DBT
CORP
BR
N
2
2030-02-04
Fixed
4.625
N
N
N
N
N
N
CHALCO HONG KONG INVESTMENT COMPANY LIMITED
549300F6W7ZYN8BF2K08
CHALCO HK INVESTMENT COMPANY GUAR REGS 07/26 2.1
ACI1ZDWC5
200000.000000
PA
USD
198231.130000
0.0048525
Long
DBT
CORP
VG
N
2
2026-07-28
Fixed
2.1
N
N
N
N
N
N
CHILEAN GOVT
549300FLZTJM5YJF8D34
REPUBLIC OF CHILE SR UNSECURED 02/28 3.24
168863CF3
200000.000000
PA
USD
212999.000000
0.0052140
Long
DBT
NUSS
CL
N
2
2028-02-06
Fixed
3.24
N
N
N
N
N
N
CHILEAN GOVT
549300FLZTJM5YJF8D34
REPUBLIC OF CHILE SR UNSECURED 04/53 3.5
ACI1WVNX2
1000000.000000
PA
USD
1005000.000000
0.0246013
Long
DBT
NUSS
CL
N
2
2053-04-15
Fixed
3.5
N
N
N
N
N
N
CHILEAN GOVT
549300FLZTJM5YJF8D34
REPUBLIC OF CHILE SR UNSECURED 05/41 3.1
168863DS4
23000000.000000
PA
USD
22241460.000000
0.5444456
Long
DBT
NUSS
CL
N
2
2041-05-07
Fixed
3.1
N
N
N
N
N
N
CHILEAN GOVT
549300FLZTJM5YJF8D34
REPUBLIC OF CHILE SR UNSECURED 06/47 3.86
168863CE6
2000000.000000
PA
USD
2152220.000000
0.0526839
Long
DBT
NUSS
CL
N
2
2047-06-21
Fixed
3.86
N
N
N
N
N
N
CHILEAN GOVT
549300FLZTJM5YJF8D34
REPUBLIC OF CHILE SR UNSECURED 09/71 3.25
168863DU9
10800000.000000
PA
USD
9777888.000000
0.2393516
Long
DBT
NUSS
CL
N
2
2071-09-21
Fixed
3.25
N
N
N
N
N
N
CHILEAN GOVT
549300FLZTJM5YJF8D34
REPUBLIC OF CHILE SR UNSECURED 10/42 3.625
168863BP2
4000000.000000
PA
USD
4186860.000000
0.1024896
Long
DBT
NUSS
CL
N
2
2042-10-30
Fixed
3.625
N
N
N
N
N
N
CIA DE MINAS BUENAVENTURA SA
529900WQB1ZU9KB6EL71
CIA DE MINAS BUENAVENTUR COMPANY GUAR 144A 07/26 5.5
204448AA2
1700000.000000
PA
USD
1682881.000000
0.0411950
Long
DBT
CORP
PE
N
2
2026-07-23
Fixed
5.5
N
N
N
N
N
N
CITIGROUP MTGE LOAN TR INC 2006-AR7
N/A
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AR7 1A3A
172987AD1
47067.130000
PA
USD
47021.600000
0.0011510
Long
ABS-MBS
CORP
US
N
2
2046-07-25
Floating
2.51832
Y
N
N
N
N
N
CITIGROUP MTGE LOAN TRUST INC 2005-6
N/A
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 6 A3
17307GXR4
77675.080000
PA
USD
79884.530000
0.0019555
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Floating
1.86
N
N
N
N
N
N
CITIMORTGAGE ALTERNATIVE LOAN TRUST 2006-A5
N/A
CITIMORTGAGE ALTERNATIVE LOAN CMALT 2006 A5 1A5
18974BAE9
630836.380000
PA
USD
522156.390000
0.0127818
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Floating
0.736
N
N
N
N
N
N
CLP POWER HONG KONG FINANCING LIMITED
254900SBJOP9O3YV1271
CLP POWER HK FINANCING COMPANY GUAR REGS 06/30 2.125
ACI1N9T07
5300000.000000
PA
USD
5240617.260000
0.1282843
Long
DBT
CORP
VG
N
2
2030-06-30
Fixed
2.125
N
N
N
N
N
N
COLOMBIAN GOVT
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA SR UNSECURED 01/26 4.5
195325CX1
4400000.000000
PA
USD
4726326.000000
0.1156951
Long
DBT
NUSS
CO
N
2
2026-01-28
Fixed
4.5
N
N
N
N
N
N
COLOMBIAN GOVT
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA SR UNSECURED 01/41 6.125
195325BM6
6200000.000000
PA
USD
6829021.000000
0.1671667
Long
DBT
NUSS
CO
N
2
2041-01-18
Fixed
6.125
N
N
N
N
N
N
COLOMBIAN GOVT
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA SR UNSECURED 02/24 4
195325BQ7
500000.000000
PA
USD
523282.500000
0.0128094
Long
DBT
NUSS
CO
N
2
2024-02-26
Fixed
4
N
N
N
N
N
N
COLOMBIAN GOVT
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA SR UNSECURED 02/42 4.125
195325EA9
1600000.000000
PA
USD
1442432.000000
0.0353091
Long
DBT
NUSS
CO
N
2
2042-02-22
Fixed
4.125
N
N
N
N
N
N
COLOMBIAN GOVT
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA SR UNSECURED 02/44 5.625
195325BR5
2300000.000000
PA
USD
2405547.000000
0.0588851
Long
DBT
NUSS
CO
N
2
2044-02-26
Fixed
5.625
N
N
N
N
N
N
COLOMBIAN GOVT
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA SR UNSECURED 02/61 3.875
195325DX0
5200000.000000
PA
USD
4206384.000000
0.1029675
Long
DBT
NUSS
CO
N
2
2061-02-15
Fixed
3.875
N
N
N
N
N
N
COLOMBIAN GOVT
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA SR UNSECURED 03/23 2.625
P3772NHK1
1800000.000000
PA
USD
1829250.000000
0.0447780
Long
DBT
NUSS
CO
N
2
2023-03-15
Fixed
2.625
N
N
N
N
N
N
COLOMBIAN GOVT
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA SR UNSECURED 04/31 3.125
195325DS1
1000000.000000
PA
USD
937780.000000
0.0229558
Long
DBT
NUSS
CO
N
2
2031-04-15
Fixed
3.125
N
N
N
N
N
N
COLOMBIAN GOVT
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA SR UNSECURED 04/32 3.25
195325DZ5
900000.000000
PA
USD
841518.000000
0.0205994
Long
DBT
NUSS
CO
N
2
2032-04-22
Fixed
3.25
N
N
N
N
N
N
COLOMBIAN GOVT
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA SR UNSECURED 05/49 5.2
195325DQ5
1200000.000000
PA
USD
1198368.000000
0.0293347
Long
DBT
NUSS
CO
N
2
2049-05-15
Fixed
5.2
N
N
N
N
N
N
COLOMBIAN GOVT
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA SR UNSECURED 05/51 4.125
195325DT9
27100000.000000
PA
USD
23349902.000000
0.5715790
Long
DBT
NUSS
CO
N
2
2051-05-15
Fixed
4.125
N
N
N
N
N
N
COLOMBIAN GOVT
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA SR UNSECURED 06/45 5
195325CU7
9300000.000000
PA
USD
9099027.000000
0.2227338
Long
DBT
NUSS
CO
N
2
2045-06-15
Fixed
5
N
N
N
N
N
N
COLOMBIAN GOVT
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA SR UNSECURED 09/37 7.375
195325BK0
5325000.000000
PA
USD
6568174.500000
0.1607814
Long
DBT
NUSS
CO
N
2
2037-09-18
Fixed
7.375
N
N
N
N
N
N
CONSTELLATION OIL SERVICES HOLDING SA
5493005YJTU769NW5I10
CONSTELLATION OIL SA SECURED 144A 11/24 10
21038MAC7
824010.000000
PA
USD
37080.450000
0.0009077
Long
DBT
CORP
LU
N
2
2024-11-09
Fixed
10
N
N
Y
N
N
N
CONSTELLATION OIL SERVICES HOLDING SA
5493005YJTU769NW5I10
CONSTELLATION OIL SA SR SECURED 144A 11/24 10
21038MAA1
5641665.000000
PA
USD
1751172.820000
0.0428667
Long
DBT
CORP
LU
N
2
2024-11-09
Fixed
10
N
N
Y
N
N
N
CONTEMPORARY RUIDING DEVELOPMENT LIMITED
549300MSU00BINFBY870
CONTEMPRY RUIDNG DEVELOP COMPANY GUAR REGS 09/25 1.875
ACI1RC171
500000.000000
PA
USD
502882.560000
0.0123100
Long
DBT
CORP
VG
N
2
2025-09-17
Fixed
1.875
N
N
N
N
N
N
CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO)
549300UVMBCBCIPSUI70
CODELCO INC SR UNSECURED 144A 01/30 3.15
21987BBB3
2000000.000000
PA
USD
2067285.700000
0.0506048
Long
DBT
CORP
CL
N
2
2030-01-14
Fixed
3.15
N
N
N
N
N
N
CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO)
549300UVMBCBCIPSUI70
CODELCO INC SR UNSECURED 144A 01/50 3.7
21987BBA5
2000000.000000
PA
USD
2033857.180000
0.0497865
Long
DBT
CORP
CL
N
2
2050-01-30
Fixed
3.7
N
N
N
N
N
N
CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO)
549300UVMBCBCIPSUI70
CODELCO INC SR UNSECURED 144A 11/44 4.875
21987BAU2
220000.000000
PA
USD
263388.820000
0.0064475
Long
DBT
CORP
CL
N
2
2044-11-04
Fixed
4.875
N
N
N
N
N
N
CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO)
549300UVMBCBCIPSUI70
CODELCO INC SR UNSECURED REGS 01/30 3.15
P3143NBH6
200000.000000
PA
USD
206728.570000
0.0050605
Long
DBT
CORP
CL
N
2
2030-01-14
Fixed
3.15
N
N
N
N
N
N
CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO)
549300UVMBCBCIPSUI70
CODELCO INC SR UNSECURED REGS 02/49 4.375
P3143NBB9
453000.000000
PA
USD
513229.980000
0.0125633
Long
DBT
CORP
CL
N
2
2049-02-05
Fixed
4.375
N
N
N
N
N
N
CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO)
549300UVMBCBCIPSUI70
CODELCO INC SR UNSECURED REGS 07/42 4.25
P3143NAQ7
8600000.000000
PA
USD
9570547.580000
0.2342761
Long
DBT
CORP
CL
N
2
2042-07-17
Fixed
4.25
N
N
N
N
N
N
CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO)
549300UVMBCBCIPSUI70
CODELCO INC SR UNSECURED REGS 08/27 3.625
P3143NAY0
900000.000000
PA
USD
965964.880000
0.0236457
Long
DBT
CORP
CL
N
2
2027-08-01
Fixed
3.625
N
N
N
N
N
N
CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO)
549300UVMBCBCIPSUI70
CODELCO INC SR UNSECURED REGS 08/47 4.5
P3143NAZ7
700000.000000
PA
USD
803793.470000
0.0196759
Long
DBT
CORP
CL
N
2
2047-08-01
Fixed
4.5
N
N
N
N
N
N
CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO)
549300UVMBCBCIPSUI70
CODELCO INC SR UNSECURED REGS 11/44 4.875
P3143NAU8
4400000.000000
PA
USD
5267776.490000
0.1289492
Long
DBT
CORP
CL
N
2
2044-11-04
Fixed
4.875
N
N
N
N
N
N
COSTA RICA GOVT
549300S1EK2VN6XVJP58
COSTA RICA GOVERNMENT SR UNSECURED 144A 02/31 6.125
221597CP0
1000000.000000
PA
USD
1028760.000000
0.0251829
Long
DBT
NUSS
CR
N
2
2031-02-19
Fixed
6.125
N
N
N
N
N
N
COSTA RICA GOVT
549300S1EK2VN6XVJP58
COSTA RICA GOVERNMENT SR UNSECURED 144A 03/45 7.158
221597BV8
200000.000000
PA
USD
200750.000000
0.0049141
Long
DBT
NUSS
CR
N
2
2045-03-12
Fixed
7.158
N
N
N
N
N
N
COSTA RICA GOVT
549300S1EK2VN6XVJP58
COSTA RICA GOVERNMENT SR UNSECURED REGS 01/23 4.25
P3699PGB7
5600000.000000
PA
USD
5729640.000000
0.1402551
Long
DBT
NUSS
CR
N
2
2023-01-26
Fixed
4.25
N
N
N
N
N
N
COSTA RICA GOVT
549300S1EK2VN6XVJP58
COSTA RICA GOVERNMENT SR UNSECURED REGS 02/31 6.125
P3699PGK7
1000000.000000
PA
USD
1028760.000000
0.0251829
Long
DBT
NUSS
CR
N
2
2031-02-19
Fixed
6.125
N
N
N
N
N
N
COSTA RICA GOVT
549300S1EK2VN6XVJP58
COSTA RICA GOVERNMENT SR UNSECURED REGS 04/43 5.625
P3699PGF8
8500000.000000
PA
USD
7586335.000000
0.1857048
Long
DBT
NUSS
CR
N
2
2043-04-30
Fixed
5.625
N
N
N
N
N
N
COUNTRY GARDEN HOLDINGS COMPANY LIMITED
549300MGHLPT1EFHGF84
COUNTRY GARDEN HLDGS SR SECURED REGS 07/26 2.7
ACI1TXND6
4500000.000000
PA
USD
4201507.130000
0.1028481
Long
DBT
CORP
KY
N
2
2026-07-12
Fixed
2.7
N
N
N
N
N
N
COUNTRY GARDEN HOLDINGS COMPANY LIMITED
549300MGHLPT1EFHGF84
COUNTRY GARDEN HLDGS SR SECURED REGS 10/25 3.125
ACI1S6K23
2900000.000000
PA
USD
2755000.000000
0.0674393
Long
DBT
CORP
KY
N
2
2025-10-22
Fixed
3.125
N
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2005-56
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 56 5A1
12668AHE8
107115.710000
PA
USD
97155.250000
0.0023782
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Floating
0.726
N
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2006-12CB
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 12CB A10
12668BXF5
529594.390000
PA
USD
261188.430000
0.0063936
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Floating
0.436
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2006-30T1
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 30T1 1A3
02146VAC6
72203.110000
PA
USD
65716.510000
0.0016087
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Fixed
6.25
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2006-OC11
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OC11 2A2A
23244JAC0
61.040000
PA
USD
755.910000
0.0000185
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
0.426
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2007-2CB
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 2CB 1A13
02149HAN0
99943.870000
PA
USD
76809.670000
0.0018802
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
5.75
Y
N
N
N
N
N
COUNTRYWIDE ASSET-BACKED CERT 2005-7
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2005 7 MV5
1266732L5
2400000.000000
PA
USD
2396965.200000
0.0586750
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Floating
1.211
N
N
N
N
N
N
COUNTRYWIDE ASSET-BACKED CERT 2006-14
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 14 2A3
23243LAD4
3735390.950000
PA
USD
3675909.710000
0.0899821
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
0.326
N
N
N
N
N
N
COUNTRYWIDE HOME LOANS 2006-HYB2
N/A
COUNTRYWIDE HOME LOANS CWHL 2006 HYB2 3A1
126694D54
12587.100000
PA
USD
11485.870000
0.0002812
Long
ABS-MBS
CORP
US
N
2
2036-04-20
Floating
2.74441
Y
N
N
N
N
N
COUNTRYWIDE HOME LOANS 2007-HY4
N/A
COUNTRYWIDE HOME LOANS CWHL 2007 HY4 1A1
17025RAA3
27070.250000
PA
USD
26207.330000
0.0006415
Long
ABS-MBS
CORP
US
N
2
2047-09-25
Floating
2.92174
Y
N
N
N
N
N
COUNTRYWIDE HOME LOANS 2007-HYB1
N/A
COUNTRYWIDE HOME LOANS CWHL 2007 HYB1 3A1
22239EAG1
52183.090000
PA
USD
49899.660000
0.0012215
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
2.98328
Y
N
N
N
N
N
COUNTRYWIDE HOME LOANS 2007-HYB2
N/A
COUNTRYWIDE HOME LOANS CWHL 2007 HYB2 3A1
125438AB7
57306.230000
PA
USD
55327.340000
0.0013544
Long
ABS-MBS
CORP
US
N
2
2047-02-25
Floating
2.84402
Y
N
N
N
N
N
CREDIT BASED ASSET SRVC & SEC 2007-CB1
N/A
CREDIT BASED ASSET SERVICING A CBASS 2007 CB1 AF2
1248MGAK0
7665294.070000
PA
USD
3441929.370000
0.0842545
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Variable
5.721
Y
N
N
N
N
N
HIPOTECARIA SU CASITA SA
N/A
HIPOTECARIA SU CASITA SA COMMON STOCK
ACI012L97
93349.000000
NS
45.220000
0.0000011
Long
EC
CORP
MX
N
3
N
N
N
CREDIT SUISSE MORTGAGE CAP CERT 2007-6
N/A
CREDIT SUISSE MORTGAGE TRUST CSMC 2007 6 A1
12639PAA6
634155.750000
PA
USD
538481.560000
0.0131814
Long
ABS-MBS
CORP
US
N
2
2037-10-25
Variable
6.4205
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2015-12R
N/A
CREDIT SUISSE MORTGAGE TRUST CSMC 2015 12R 2A2 144A
12651DAG3
700000.010000
PA
USD
670133.950000
0.0164041
Long
ABS-MBS
CORP
US
N
2
2037-11-30
Floating
0.58438
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-RPL9
N/A
CREDIT SUISSE MORTGAGE TRUST CSMC 2019 RPL9 A1 144A
12654WAC7
344017.530000
PA
USD
346733.340000
0.0084876
Long
ABS-MBS
CORP
US
N
2
2059-10-27
Fixed
2.96128
N
N
N
N
N
N
CSAB MORTGAGE BACKED TR 2006-2
N/A
CSAB MORTGAGE BACKED TRUST CSAB 2006 2 A6A
12627HAK6
176663.530000
PA
USD
83349.610000
0.0020403
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Variable
6.22
Y
N
N
N
N
N
CSAB MTGE BACKED PASS-THRU CERTS 2006-1
N/A
CSAB MORTGAGE BACKED TRUST CSAB 2006 1 A6A
22943HAG1
263837.500000
PA
USD
96507.590000
0.0023624
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Variable
6.672
Y
N
N
N
N
N
CSN INOVA VENTURES
222100R8R68DM7VM3661
CSN ISLANDS XI CORP COMPANY GUAR 144A 01/28 6.75
12642KAB0
8800000.000000
PA
USD
9397960.000000
0.2300514
Long
DBT
CORP
KY
N
2
2028-01-28
Fixed
6.75
N
N
N
N
N
N
CSN INOVA VENTURES
222100R8R68DM7VM3661
CSN ISLANDS XI CORP COMPANY GUAR REGS 01/28 6.75
G2583XAB7
3400000.000000
PA
USD
3631030.000000
0.0888835
Long
DBT
CORP
KY
N
2
2028-01-28
Fixed
6.75
N
N
N
N
N
N
CSN RESOURCES SA
222100ZEX458NMOXZP08
CSN RESOURCES SA COMPANY GUAR REGS 04/26 7.625
L21779AD2
5600000.000000
PA
USD
5944120.000000
0.1455053
Long
DBT
CORP
LU
N
2
2026-04-17
Fixed
7.625
N
N
N
N
N
N
DAE FUNDING LLC
635400SZTPQL3Y1P2C76
DAE FUNDING LLC COMPANY GUAR 144A 02/24 1.625
23371DAH7
3300000.000000
PA
USD
3283500.000000
0.0803763
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
1.625
N
N
N
N
N
N
DAE FUNDING LLC
635400SZTPQL3Y1P2C76
DAE FUNDING LLC COMPANY GUAR 144A 03/25 2.625
23371DAF1
1800000.000000
PA
USD
1837062.000000
0.0449692
Long
DBT
CORP
US
N
2
2025-03-20
Fixed
2.625
N
N
N
N
N
N
DAE FUNDING LLC
635400SZTPQL3Y1P2C76
DAE FUNDING LLC COMPANY GUAR 144A 03/28 3.375
23371DAG9
2000000.000000
PA
USD
2067310.000000
0.0506054
Long
DBT
CORP
US
N
2
2028-03-20
Fixed
3.375
N
N
N
N
N
N
DAE SUKUK (DIFC) LTD
635400AMGMPG1J5EQD94
DAE SUKUK DIFC LTD SR UNSECURED 144A 02/26 3.75
23302JAA3
7000000.000000
PA
USD
7400645.000000
0.1811594
Long
DBT
CORP
AE
N
2
2026-02-15
Fixed
3.75
N
N
N
N
N
N
DAE SUKUK (DIFC) LTD
635400AMGMPG1J5EQD94
DAE SUKUK DIFC LTD SR UNSECURED REGS 02/26 3.75
ACI1T0CV0
1100000.000000
PA
USD
1162958.500000
0.0284679
Long
DBT
CORP
AE
N
2
2026-02-15
Fixed
3.75
N
N
N
N
N
N
DELEK DRILLIN (LEVIATHAN BOND LTD)
254900D9T8VKYVQNZ220
LEVIATHAN BOND LTD SR SECURED 144A REGS 06/25 6.1
ACI1PZBL0
6800000.000000
PA
USD
7391185.200000
0.1809278
Long
DBT
CORP
IL
N
2
2025-06-30
Fixed
6.125
N
N
N
N
N
N
DELEK DRILLIN (LEVIATHAN BOND LTD)
254900D9T8VKYVQNZ220
LEVIATHAN BOND LTD SR SECURED 144A REGS 06/27 6.5
ACI1PZ1S6
4600000.000000
PA
USD
5067383.000000
0.1240438
Long
DBT
CORP
IL
N
2
2027-06-30
Fixed
6.5
N
N
N
N
N
N
DEUTSCHE ALT-A SEC INC MTGE LO 2005-6
N/A
DEUTSCHE ALT A SECURITIES INC DBALT 2005 6 2A3
251510KH5
121075.020000
PA
USD
119685.530000
0.0029298
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Fixed
5.5
Y
N
N
N
N
N
DEUTSCHE ALT-A SECURITIES INC 2005-AR2
N/A
DEUTSCHE ALT A SECURITIES INC DBALT 2005 AR2 7A1
251510GZ0
14459.180000
PA
USD
14392.840000
0.0003523
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Floating
2.54359
N
N
N
N
N
N
DEUTSCHE ALT-A SECURITIES, INC. 2006-AB4
N/A
DEUTSCHE ALT A SECURITIES INC DBALT 2006 AB4 A6A1
251513BC0
75833.590000
PA
USD
76493.360000
0.0018725
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Variable
6.369
Y
N
N
N
N
N
DEUTSCHE ALT-A SECURITIES, INC. 2006-AB4
N/A
DEUTSCHE ALT A SECURITIES INC DBALT 2006 AB4 A6A2
251513BD8
75833.580000
PA
USD
76492.380000
0.0018724
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Variable
6.386
Y
N
N
N
N
N
DEUTSCHE BANK AG/NEW YORK BRANCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK NY SR UNSECURED 02/23 3.95
251526BR9
5600000.000000
PA
USD
5853565.930000
0.1432886
Long
DBT
CORP
DE
N
2
2023-02-27
Fixed
3.95
N
N
N
N
N
N
DEUTSCHE BANK AG/NEW YORK BRANCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK NY SR UNSECURED 05/24 3.7
251526BY4
3500000.000000
PA
USD
3728816.530000
0.0912772
Long
DBT
CORP
DE
N
2
2024-05-30
Fixed
3.7
N
N
N
N
N
N
DEUTSCHE BANK AG/NEW YORK BRANCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK NY SR UNSECURED 11/22 VAR
251526BM0
2200000.000000
PA
USD
2221212.530000
0.0543728
Long
DBT
CORP
DE
N
2
2022-11-16
Floating
1.31475
N
N
N
N
N
N
DEVELOPMENT BANK OF KAZAKHSTAN JSC
213800LCDPGJ1BI7KX98
DEVELOPMENT BANK OF KAZA SR UNSECURED REGS 12/22 4.125
Y2033QAK8
500000.000000
PA
USD
518416.500000
0.0126902
Long
DBT
CORP
KZ
N
2
2022-12-10
Fixed
4.125
N
N
N
N
N
N
DOMINICAN REPUBLIC GOVT
N/A
DOMINICAN REPUBLIC SR UNSECURED 144A 01/27 5.95
25714PDT2
7400000.000000
PA
USD
8343574.000000
0.2042412
Long
DBT
NUSS
DO
N
2
2027-01-25
Fixed
5.95
N
N
N
N
N
N
DOMINICAN REPUBLIC GOVT
N/A
DOMINICAN REPUBLIC SR UNSECURED 144A 01/41 5.3
25714PEG9
8800000.000000
PA
USD
8725288.000000
0.2135851
Long
DBT
NUSS
DO
N
2
2041-01-21
Fixed
5.3
N
N
N
N
N
N
DOMINICAN REPUBLIC GOVT
N/A
DOMINICAN REPUBLIC SR UNSECURED 144A 01/60 5.875
25714PEE4
6950000.000000
PA
USD
6818019.500000
0.1668974
Long
DBT
NUSS
DO
N
2
2060-01-30
Fixed
5.875
N
N
N
N
N
N
DOMINICAN REPUBLIC GOVT
N/A
DOMINICAN REPUBLIC SR UNSECURED 144A 02/48 6.5
25714PDW5
1300000.000000
PA
USD
1392313.000000
0.0340822
Long
DBT
NUSS
DO
N
2
2048-02-15
Fixed
6.5
N
N
N
N
N
N
DOMINICAN REPUBLIC GOVT
N/A
DOMINICAN REPUBLIC SR UNSECURED 144A 06/49 6.4
25714PEB0
1950000.000000
PA
USD
2068969.500000
0.0506460
Long
DBT
NUSS
DO
N
2
2049-06-05
Fixed
6.4
N
N
N
N
N
N
DOMINICAN REPUBLIC GOVT
N/A
DOMINICAN REPUBLIC SR UNSECURED 144A 07/28 6
25714PDZ8
2400000.000000
PA
USD
2718024.000000
0.0665341
Long
DBT
NUSS
DO
N
2
2028-07-19
Fixed
6
N
N
N
N
N
N
DOMINICAN REPUBLIC GOVT
N/A
DOMINICAN REPUBLIC SR UNSECURED 144A 09/32 4.875
25714PEF1
5000000.000000
PA
USD
5112550.000000
0.1251494
Long
DBT
NUSS
DO
N
2
2032-09-23
Fixed
4.875
N
N
N
N
N
N
DOMINICAN REPUBLIC GOVT
N/A
DOMINICAN REPUBLIC SR UNSECURED REGS 01/25 5.5
P3579EBD8
7800000.000000
PA
USD
8541078.000000
0.2090759
Long
DBT
NUSS
DO
N
2
2025-01-27
Fixed
5.5
N
N
N
N
N
N
DOMINICAN REPUBLIC GOVT
N/A
DOMINICAN REPUBLIC SR UNSECURED REGS 01/26 6.875
P3579EBK2
3100000.000000
PA
USD
3588281.000000
0.0878370
Long
DBT
NUSS
DO
N
2
2026-01-29
Fixed
6.875
N
N
N
N
N
N
DOMINICAN REPUBLIC GOVT
N/A
DOMINICAN REPUBLIC SR UNSECURED REGS 01/27 5.95
P3579EBV8
4300000.000000
PA
USD
4848293.000000
0.1186807
Long
DBT
NUSS
DO
N
2
2027-01-25
Fixed
5.95
N
N
N
N
N
N
DOMINICAN REPUBLIC GOVT
N/A
DOMINICAN REPUBLIC SR UNSECURED REGS 01/45 6.85
P3579EBE6
300000.000000
PA
USD
335628.000000
0.0082158
Long
DBT
NUSS
DO
N
2
2045-01-27
Fixed
6.85
N
N
N
N
N
N
DOMINICAN REPUBLIC GOVT
N/A
DOMINICAN REPUBLIC SR UNSECURED REGS 01/60 5.875
P3579ECG0
11300000.000000
PA
USD
11085413.000000
0.2713583
Long
DBT
NUSS
DO
N
2
2060-01-30
Fixed
5.875
N
N
N
N
N
N
DOMINICAN REPUBLIC GOVT
N/A
DOMINICAN REPUBLIC SR UNSECURED REGS 02/48 6.5
P3579EBY2
406000.000000
PA
USD
434830.060000
0.0106441
Long
DBT
NUSS
DO
N
2
2048-02-15
Fixed
6.5
N
N
N
N
N
N
DOMINICAN REPUBLIC GOVT
N/A
DOMINICAN REPUBLIC SR UNSECURED REGS 06/49 6.4
P3579ECE5
2650000.000000
PA
USD
2811676.500000
0.0688266
Long
DBT
NUSS
DO
N
2
2049-06-05
Fixed
6.4
N
N
N
N
N
N
DOMINICAN REPUBLIC GOVT
N/A
DOMINICAN REPUBLIC SR UNSECURED REGS 07/28 6
P3579ECB1
11300000.000000
PA
USD
12797363.000000
0.3132649
Long
DBT
NUSS
DO
N
2
2028-07-19
Fixed
6
N
N
N
N
N
N
DOMINICAN REPUBLIC GOVT
N/A
DOMINICAN REPUBLIC SR UNSECURED REGS 09/32 4.875
P3579ECH8
7000000.000000
PA
USD
7157570.000000
0.1752092
Long
DBT
NUSS
DO
N
2
2032-09-23
Fixed
4.875
N
N
N
N
N
N
DP WORLD PLC (AKA: DP WORLD LTD)
549300M3U2DNF4QVSS04
DP WORLD PLC SR UNSECURED REGS 07/37 6.85
M2851HAA2
4300000.000000
PA
USD
5762000.000000
0.1410472
Long
DBT
CORP
AE
N
2
2037-07-02
Fixed
6.85
N
N
N
N
N
N
DP WORLD PLC (AKA: DP WORLD LTD)
549300M3U2DNF4QVSS04
DP WORLD PLC SR UNSECURED REGS 09/48 5.625
ACI1549W0
2550000.000000
PA
USD
3155625.000000
0.0772461
Long
DBT
CORP
AE
N
2
2048-09-25
Fixed
5.625
N
N
N
N
N
N
DP WORLD PLC (AKA: DP WORLD LTD)
549300M3U2DNF4QVSS04
DP WORLD PLC SR UNSECURED REGS 09/49 4.7
ACI1FSW34
500000.000000
PA
USD
549657.500000
0.0134550
Long
DBT
CORP
AE
N
2
2049-09-30
Fixed
4.7
N
N
N
N
N
N
DUBAI DOF SUKUK LIMITED
549300FL2U4Z16IJI576
DUBAI DOF SUKUK LTD GOVT GUARANT REGS 09/30 2.763
ACI1R22T4
200000.000000
PA
USD
203296.200000
0.0049765
Long
DBT
NUSS
KY
N
2
2030-09-09
Fixed
2.763
N
N
N
N
N
N
EASY TACTIC LIMITED
549300WYFMC41MKE6E16
EASY TACTIC LTD SR SECURED REGS 08/23 11.75
BL5BGKII4
2700000.000000
PA
USD
1910801.530000
0.0467742
Long
DBT
CORP
VG
N
2
2023-08-02
Fixed
11.75
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
ECOPETROL SA SR UNSECURED 05/45 5.875
279158AJ8
3400000.000000
PA
USD
3439185.000000
0.0841873
Long
DBT
CORP
CO
N
2
2045-05-28
Fixed
5.875
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
ECOPETROL SA SR UNSECURED 09/23 5.875
279158AC3
3000000.000000
PA
USD
3234750.000000
0.0791830
Long
DBT
CORP
CO
N
2
2023-09-18
Fixed
5.875
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
ECOPETROL SA SR UNSECURED 09/43 7.375
279158AE9
6200000.000000
PA
USD
7279327.000000
0.1781896
Long
DBT
CORP
CO
N
2
2043-09-18
Fixed
7.375
N
N
N
N
N
N
ECUADOR GOVT
5299003Y2U5XK0A35H71
REPUBLIC OF ECUADOR SR UNSECURED 144A 07/30 0.0000
ACI1Q6MV9
1749103.000000
PA
USD
918279.080000
0.0224784
Long
DBT
NUSS
EC
N
2
2030-07-31
None
0
N
N
N
N
N
N
ECUADOR GOVT
5299003Y2U5XK0A35H71
REPUBLIC OF ECUADOR SR UNSECURED 144A 07/30 VAR
ACI1Q6J27
7774150.000000
PA
USD
6540003.690000
0.1600918
Long
DBT
NUSS
EC
N
2
2030-07-31
Variable
5
N
N
N
N
N
N
ECUADOR GOVT
5299003Y2U5XK0A35H71
REPUBLIC OF ECUADOR SR UNSECURED 144A 07/35 VAR
ACI1Q6JH4
22813555.000000
PA
USD
15285081.850000
0.3741614
Long
DBT
NUSS
EC
N
2
2035-07-31
Variable
1
N
N
N
N
N
N
ECUADOR GOVT
5299003Y2U5XK0A35H71
REPUBLIC OF ECUADOR SR UNSECURED 144A 07/40 VAR
ACI1Q6LS7
11415450.000000
PA
USD
6661428.770000
0.1630642
Long
DBT
NUSS
EC
N
2
2040-07-31
Variable
0.5
N
N
N
N
N
N
ECUADOR GOVT
5299003Y2U5XK0A35H71
REPUBLIC OF ECUADOR SR UNSECURED REGS 07/30 0.0000
ACI1Q6QQ6
1200000.000000
PA
USD
630000.000000
0.0154217
Long
DBT
NUSS
EC
N
2
2030-07-31
None
0
N
N
N
N
N
N
ECUADOR GOVT
5299003Y2U5XK0A35H71
REPUBLIC OF ECUADOR SR UNSECURED REGS 07/30 VAR
ACI1Q6J43
11800000.000000
PA
USD
9926750.000000
0.2429955
Long
DBT
NUSS
EC
N
2
2030-07-31
Variable
5
N
N
N
N
N
N
ECUADOR GOVT
5299003Y2U5XK0A35H71
REPUBLIC OF ECUADOR SR UNSECURED REGS 07/35 VAR
ACI1Q6JR2
14100000.000000
PA
USD
9235500.000000
0.2260745
Long
DBT
NUSS
EC
N
2
2035-07-31
Variable
1
N
N
N
N
N
N
ECUADOR GOVT
5299003Y2U5XK0A35H71
REPUBLIC OF ECUADOR SR UNSECURED REGS 07/40 VAR
ACI1Q6M72
2150000.000000
PA
USD
1254621.750000
0.0307117
Long
DBT
NUSS
EC
N
2
2040-07-31
Variable
0.5
N
N
N
N
N
N
EGYPTIAN GOVT
529900GFIVH4086NMH82
ARAB REPUBLIC OF EGYPT SR UNSECURED 144A 01/22 6.125
038461AK5
5500000.000000
PA
USD
5548466.000000
0.1358201
Long
DBT
NUSS
EG
N
2
2022-01-31
Fixed
6.125
N
N
N
N
N
N
EGYPTIAN GOVT
529900GFIVH4086NMH82
ARAB REPUBLIC OF EGYPT SR UNSECURED 144A 01/32 7.0529
03846JX21
3000000.000000
PA
USD
2915040.000000
0.0713569
Long
DBT
NUSS
EG
N
2
2032-01-15
Fixed
7.0529
N
N
N
N
N
N
EGYPTIAN GOVT
529900GFIVH4086NMH82
ARAB REPUBLIC OF EGYPT SR UNSECURED 144A 01/47 8.5
038461AM1
5300000.000000
PA
USD
5134269.000000
0.1256811
Long
DBT
NUSS
EG
N
2
2047-01-31
Fixed
8.5
N
N
N
N
N
N
EGYPTIAN GOVT
529900GFIVH4086NMH82
ARAB REPUBLIC OF EGYPT SR UNSECURED 144A 02/23 5.577
03846JW30
2800000.000000
PA
USD
2887094.000000
0.0706728
Long
DBT
NUSS
EG
N
2
2023-02-21
Fixed
5.577
N
N
N
N
N
N
EGYPTIAN GOVT
529900GFIVH4086NMH82
ARAB REPUBLIC OF EGYPT SR UNSECURED 144A 02/48 7.903
03846JW55
1100000.000000
PA
USD
1007875.000000
0.0246716
Long
DBT
NUSS
EG
N
2
2048-02-21
Fixed
7.903
N
N
N
N
N
N
EGYPTIAN GOVT
529900GFIVH4086NMH82
ARAB REPUBLIC OF EGYPT SR UNSECURED 144A 02/61 7.5
03846JAC4
7000000.000000
PA
USD
6162590.000000
0.1508532
Long
DBT
NUSS
EG
N
2
2061-02-16
Fixed
7.5
N
N
N
N
N
N
EGYPTIAN GOVT
529900GFIVH4086NMH82
ARAB REPUBLIC OF EGYPT SR UNSECURED 144A 03/29 7.6003
03846JW71
1200000.000000
PA
USD
1246872.000000
0.0305220
Long
DBT
NUSS
EG
N
2
2029-03-01
Fixed
7.6003
N
N
N
N
N
N
EGYPTIAN GOVT
529900GFIVH4086NMH82
ARAB REPUBLIC OF EGYPT SR UNSECURED 144A 04/25 4.75
ACI1B3W41
3100000.000000
PA
3665801.340000
0.0897346
Long
DBT
NUSS
EG
N
2
2025-04-11
Fixed
4.75
N
N
N
N
N
N
EGYPTIAN GOVT
529900GFIVH4086NMH82
ARAB REPUBLIC OF EGYPT SR UNSECURED 144A 04/31 6.375
ACI1B3T03
900000.000000
PA
1024697.290000
0.0250834
Long
DBT
NUSS
EG
N
2
2031-04-11
Fixed
6.375
N
N
N
N
N
N
EGYPTIAN GOVT
529900GFIVH4086NMH82
ARAB REPUBLIC OF EGYPT SR UNSECURED 144A 05/32 7.625
03846JX54
800000.000000
PA
USD
799860.800000
0.0195797
Long
DBT
NUSS
EG
N
2
2032-05-29
Fixed
7.625
N
N
N
N
N
N
EGYPTIAN GOVT
529900GFIVH4086NMH82
ARAB REPUBLIC OF EGYPT SR UNSECURED 144A 05/50 8.875
03846JX62
400000.000000
PA
USD
397344.400000
0.0097265
Long
DBT
NUSS
EG
N
2
2050-05-29
Fixed
8.875
N
N
N
N
N
N
EGYPTIAN GOVT
529900GFIVH4086NMH82
ARAB REPUBLIC OF EGYPT SR UNSECURED 144A 09/33 7.3
03846JAE0
10650000.000000
PA
USD
10368307.500000
0.2538044
Long
DBT
NUSS
EG
N
2
2033-09-30
Fixed
7.3
N
N
N
N
N
N
EGYPTIAN GOVT
529900GFIVH4086NMH82
ARAB REPUBLIC OF EGYPT SR UNSECURED 144A 09/51 8.75
03846JAF7
8050000.000000
PA
USD
7876039.500000
0.1927965
Long
DBT
NUSS
EG
N
2
2051-09-30
Fixed
8.75
N
N
N
N
N
N
EGYPTIAN GOVT
529900GFIVH4086NMH82
ARAB REPUBLIC OF EGYPT SR UNSECURED REGS 01/22 6.125
ACI0S45Y7
800000.000000
PA
USD
807049.600000
0.0197557
Long
DBT
NUSS
EG
N
2
2022-01-31
Fixed
6.125
N
N
N
N
N
N
EGYPTIAN GOVT
529900GFIVH4086NMH82
ARAB REPUBLIC OF EGYPT SR UNSECURED REGS 01/22 6.125
M1487WBQ7
71800000.000000
PA
USD
72432701.600000
1.7730701
Long
DBT
NUSS
EG
N
2
2022-01-31
Fixed
6.125
N
N
N
N
N
N
EGYPTIAN GOVT
529900GFIVH4086NMH82
ARAB REPUBLIC OF EGYPT SR UNSECURED REGS 01/32 7.0529
ACI1GWJN5
9900000.000000
PA
USD
9619632.000000
0.2354776
Long
DBT
NUSS
EG
N
2
2032-01-15
Fixed
7.0529
N
N
N
N
N
N
EGYPTIAN GOVT
529900GFIVH4086NMH82
ARAB REPUBLIC OF EGYPT SR UNSECURED REGS 02/31 5.875
ACI1VRKW7
1900000.000000
PA
USD
1751395.300000
0.0428722
Long
DBT
NUSS
EG
N
2
2031-02-16
Fixed
5.875
N
N
N
N
N
N
EGYPTIAN GOVT
529900GFIVH4086NMH82
ARAB REPUBLIC OF EGYPT SR UNSECURED REGS 02/48 7.903
ACI10VJZ7
3200000.000000
PA
USD
2932000.000000
0.0717720
Long
DBT
NUSS
EG
N
2
2048-02-21
Fixed
7.903
N
N
N
N
N
N
EGYPTIAN GOVT
529900GFIVH4086NMH82
ARAB REPUBLIC OF EGYPT SR UNSECURED REGS 02/61 7.5
ACI1VRPP7
5000000.000000
PA
USD
4401850.000000
0.1077523
Long
DBT
NUSS
EG
N
2
2061-02-16
Fixed
7.5
N
N
N
N
N
N
EGYPTIAN GOVT
529900GFIVH4086NMH82
ARAB REPUBLIC OF EGYPT SR UNSECURED REGS 03/29 7.6003
M1487WCY9
1200000.000000
PA
USD
1246872.000000
0.0305220
Long
DBT
NUSS
EG
N
2
2029-03-01
Fixed
7.6003
N
N
N
N
N
N
EGYPTIAN GOVT
529900GFIVH4086NMH82
ARAB REPUBLIC OF EGYPT SR UNSECURED REGS 03/49 8.7002
M1487WCX1
1100000.000000
PA
USD
1071381.300000
0.0262262
Long
DBT
NUSS
EG
N
2
2049-03-01
Fixed
8.7002
N
N
N
N
N
N
EGYPTIAN GOVT
529900GFIVH4086NMH82
ARAB REPUBLIC OF EGYPT SR UNSECURED REGS 04/25 4.75
ACI1B3V83
2000000.000000
PA
2365033.120000
0.0578933
Long
DBT
NUSS
EG
N
2
2025-04-11
Fixed
4.75
N
N
N
N
N
N
EGYPTIAN GOVT
529900GFIVH4086NMH82
ARAB REPUBLIC OF EGYPT SR UNSECURED REGS 04/26 4.75
ACI120PP8
7600000.000000
PA
8871061.060000
0.2171535
Long
DBT
NUSS
EG
N
2
2026-04-16
Fixed
4.75
N
N
N
N
N
N
EGYPTIAN GOVT
529900GFIVH4086NMH82
ARAB REPUBLIC OF EGYPT SR UNSECURED REGS 04/31 6.375
ACI1B3V91
4900000.000000
PA
5578907.490000
0.1365653
Long
DBT
NUSS
EG
N
2
2031-04-11
Fixed
6.375
N
N
N
N
N
N
EGYPTIAN GOVT
529900GFIVH4086NMH82
ARAB REPUBLIC OF EGYPT SR UNSECURED REGS 05/32 7.625
ACI1MLSB8
5400000.000000
PA
USD
5399060.400000
0.1321629
Long
DBT
NUSS
EG
N
2
2032-05-29
Fixed
7.625
N
N
N
N
N
N
EGYPTIAN GOVT
529900GFIVH4086NMH82
ARAB REPUBLIC OF EGYPT SR UNSECURED REGS 05/50 8.875
ACI1MLRZ6
400000.000000
PA
USD
397344.400000
0.0097265
Long
DBT
NUSS
EG
N
2
2050-05-29
Fixed
8.875
N
N
N
N
N
N
EGYPTIAN GOVT
529900GFIVH4086NMH82
EGYPT GOVERNMENT BOND BONDS 10/23 14.313
ACI1S4G56
17000000.000000
PA
1096484.860000
0.0268407
Long
DBT
NUSS
EG
N
2
2023-10-13
Fixed
14.313
N
N
N
N
N
N
EGYPTIAN GOVT
529900GFIVH4086NMH82
EGYPT TREASURY BILL BILLS 10/21 0.00000
ACI1SV1M5
6000000.000000
PA
378681.300000
0.0092697
Long
DBT
NUSS
EG
N
2
2021-10-26
None
0
N
N
N
N
N
N
EL SALVADOR GOVT
529900AKDMUSFSDOM949
REPUBLIC OF EL SALVADOR SR UNSECURED 144A 01/50 7.1246
283875BZ4
4100000.000000
PA
USD
2839291.000000
0.0695026
Long
DBT
NUSS
SV
N
2
2050-01-20
Fixed
7.1246
N
N
N
N
N
N
EL SALVADOR GOVT
529900AKDMUSFSDOM949
REPUBLIC OF EL SALVADOR SR UNSECURED 144A 07/52 9.5
283875CB6
1000000.000000
PA
USD
783760.000000
0.0191856
Long
DBT
NUSS
SV
N
2
2052-07-15
Fixed
9.5
N
N
N
N
N
N
EL SALVADOR GOVT
529900AKDMUSFSDOM949
REPUBLIC OF EL SALVADOR SR UNSECURED REGS 01/23 7.75
P01012AJ5
500000.000000
PA
USD
423130.000000
0.0103577
Long
DBT
NUSS
SV
N
2
2023-01-24
Fixed
7.75
N
N
N
N
N
N
EL SALVADOR GOVT
529900AKDMUSFSDOM949
REPUBLIC OF EL SALVADOR SR UNSECURED REGS 01/27 6.375
P01012AT3
2000000.000000
PA
USD
1500020.000000
0.0367188
Long
DBT
NUSS
SV
N
2
2027-01-18
Fixed
6.375
N
N
N
N
N
N
EL SALVADOR GOVT
529900AKDMUSFSDOM949
REPUBLIC OF EL SALVADOR SR UNSECURED REGS 01/50 7.1246
P01012CA2
1100000.000000
PA
USD
761761.000000
0.0186470
Long
DBT
NUSS
SV
N
2
2050-01-20
Fixed
7.1246
N
N
N
N
N
N
EL SALVADOR GOVT
529900AKDMUSFSDOM949
REPUBLIC OF EL SALVADOR SR UNSECURED REGS 04/32 8.25
735177II0
1410000.000000
PA
USD
1057782.000000
0.0258933
Long
DBT
NUSS
SV
N
2
2032-04-10
Fixed
8.25
N
N
N
N
N
N
EL SALVADOR GOVT
529900AKDMUSFSDOM949
REPUBLIC OF EL SALVADOR SR UNSECURED REGS 06/35 7.65
P01012AN6
1200000.000000
PA
USD
870000.000000
0.0212966
Long
DBT
NUSS
SV
N
2
2035-06-15
Fixed
7.65
N
N
N
N
N
N
EL SALVADOR GOVT
529900AKDMUSFSDOM949
REPUBLIC OF EL SALVADOR SR UNSECURED REGS 09/34 7.625
P01012AM8
3070000.000000
PA
USD
2236495.000000
0.0547469
Long
DBT
NUSS
SV
N
2
2034-09-21
Fixed
7.625
N
N
N
N
N
N
EMBOTELLADORA ANDINA SA
254900NNPKP1J9XTSA53
EMBOTELLADORA ANDINA SA SR UNSECURED 144A 01/50 3.95
29081PAF2
1650000.000000
PA
USD
1746112.500000
0.0427428
Long
DBT
CORP
CL
N
2
2050-01-21
Fixed
3.95
N
N
N
N
N
N
EMPRESA DE LOS FERROCARRILES DEL ESTADO
8755006LY8XNRFOGWN86
EMPRESA DE LOS FERROCARR SR UNSECURED 144A 08/50 3.068
292487AA3
600000.000000
PA
USD
530910.000000
0.0129961
Long
DBT
CORP
CL
N
2
2050-08-18
Fixed
3.068
N
N
N
N
N
N
EMPRESA DE LOS FERROCARRILES DEL ESTADO
8755006LY8XNRFOGWN86
EMPRESA DE LOS FERROCARR SR UNSECURED 144A 09/61 3.83
292487AB1
6700000.000000
PA
USD
6581477.000000
0.1611071
Long
DBT
CORP
CL
N
2
2061-09-14
Fixed
3.83
N
N
N
N
N
N
EMPRESA DE TRANSPORTE DE PASAJEROS METRO SA (AKA: METRO SANTIAGO SA)
959800T4M5QUPYMSCH69
EMPRESA DE TRANSPORTE ME SR UNSECURED 144A 05/30 3.65
29246QAD7
1100000.000000
PA
USD
1193795.410000
0.0292228
Long
DBT
CORP
CL
N
2
2030-05-07
Fixed
3.65
N
N
N
N
N
N
EMPRESA DE TRANSPORTE DE PASAJEROS METRO SA (AKA: METRO SANTIAGO SA)
959800T4M5QUPYMSCH69
EMPRESA DE TRANSPORTE ME SR UNSECURED REGS 05/50 4.7
P37466AS1
400000.000000
PA
USD
470500.000000
0.0115173
Long
DBT
CORP
CL
N
2
2050-05-07
Fixed
4.7
N
N
N
N
N
N
ENA NORTE TRUST
N/A
ENA NORTE TRUST PASS THRU CE 144A 04/28 4.95
29248DAA0
1017532.950000
PA
USD
1039369.210000
0.0254426
Long
DBT
CORP
PA
N
2
2028-04-25
Fixed
4.95
N
N
N
N
N
N
ENAP (EMPRESA NACIONAL DE PETROLEO)
549300YP3P0JZBLIV197
EMPRESA NACIONAL DEL PET SR UNSECURED 144A 09/31 3.45
29245JAM4
7100000.000000
PA
USD
6985512.500000
0.1709974
Long
DBT
CORP
CL
N
2
2031-09-16
Fixed
3.45
N
N
N
N
N
N
ENAP (EMPRESA NACIONAL DE PETROLEO)
549300YP3P0JZBLIV197
EMPRESA NACIONAL DEL PET SR UNSECURED REGS 10/24 4.375
P37110AJ5
200000.000000
PA
USD
215869.150000
0.0052842
Long
DBT
CORP
CL
N
2
2024-10-30
Fixed
4.375
N
N
N
N
N
N
ESKOM HOLDINGS SOC LTD
3789001900ED06F65111
ESKOM HOLDINGS SOC LTD GOVT GUARANT 144A 08/28 6.35
29646AAC0
3100000.000000
PA
USD
3322425.000000
0.0813292
Long
DBT
CORP
ZA
N
2
2028-08-10
Fixed
6.35
N
N
N
N
N
N
ESKOM HOLDINGS SOC LTD
3789001900ED06F65111
ESKOM HOLDINGS SOC LTD GOVT GUARANT REGS 07/27 4.314
ACI1ZBT66
800000.000000
PA
USD
786200.000000
0.0192453
Long
DBT
CORP
ZA
N
2
2027-07-23
Fixed
4.314
N
N
N
N
N
N
ESKOM HOLDINGS SOC LTD
3789001900ED06F65111
ESKOM HOLDINGS SOC LTD GOVT GUARANT REGS 08/28 6.35
ACI14B7L1
13600000.000000
PA
USD
14575800.000000
0.3567990
Long
DBT
CORP
ZA
N
2
2028-08-10
Fixed
6.35
N
N
N
N
N
N
ESKOM HOLDINGS SOC LTD
3789001900ED06F65111
ESKOM HOLDINGS SOC LTD SR UNSECURED 144A 08/23 6.75
29646AAA4
9600000.000000
PA
USD
9932361.600000
0.2431329
Long
DBT
CORP
ZA
N
2
2023-08-06
Fixed
6.75
N
N
N
N
N
N
ETHIOPIA GOVT
N/A
FEDERAL REP OF ETHIOPIA SR UNSECURED REGS 12/24 6.625
V6745WAA0
1800000.000000
PA
USD
1566820.800000
0.0383540
Long
DBT
NUSS
ET
N
2
2024-12-11
Fixed
6.625
N
N
N
N
N
N
EXPORT CREDIT BANK OF TURKEY (TURK EXIMBANK)
789000JVRVYLAXGDWR11
TURK IHRACAT KR BK SR UNSECURED 144A 01/24 8.25
90015LAF4
3500000.000000
PA
USD
3768912.000000
0.0922587
Long
DBT
CORP
TR
N
2
2024-01-24
Fixed
8.25
N
N
N
N
N
N
EXPORT CREDIT BANK OF TURKEY (TURK EXIMBANK)
789000JVRVYLAXGDWR11
TURK IHRACAT KR BK SR UNSECURED 144A 09/22 4.25
90015LAC1
3000000.000000
PA
USD
3044439.000000
0.0745244
Long
DBT
CORP
TR
N
2
2022-09-18
Fixed
4.25
N
N
N
N
N
N
EXPORT CREDIT BANK OF TURKEY (TURK EXIMBANK)
789000JVRVYLAXGDWR11
TURK IHRACAT KR BK SR UNSECURED 144A 10/23 5.375
90015LAB3
2800000.000000
PA
USD
2870266.000000
0.0702608
Long
DBT
CORP
TR
N
2
2023-10-24
Fixed
5.375
N
N
N
N
N
N
EXPORT CREDIT BANK OF TURKEY (TURK EXIMBANK)
789000JVRVYLAXGDWR11
TURK IHRACAT KR BK SR UNSECURED REGS 01/24 8.25
ACI17PBZ1
1200000.000000
PA
USD
1292198.400000
0.0316315
Long
DBT
CORP
TR
N
2
2024-01-24
Fixed
8.25
N
N
N
N
N
N
EXPORT CREDIT BANK OF TURKEY (TURK EXIMBANK)
789000JVRVYLAXGDWR11
TURK IHRACAT KR BK SR UNSECURED REGS 09/22 4.25
ACI0XNJC2
600000.000000
PA
USD
608887.800000
0.0149049
Long
DBT
CORP
TR
N
2
2022-09-18
Fixed
4.25
N
N
N
N
N
N
EXPORT CREDIT BANK OF TURKEY (TURK EXIMBANK)
789000JVRVYLAXGDWR11
TURK IHRACAT KR BK SR UNSECURED REGS 10/23 5.375
M8931VAA2
6900000.000000
PA
USD
7073155.500000
0.1731428
Long
DBT
CORP
TR
N
2
2023-10-24
Fixed
5.375
N
N
N
N
N
N
EXPORT-IMPORT BANK OF INDIA
335800OFZ8YEIVN1QI11
EXPORT IMPORT BK INDIA SR UNSECURED REGS 03/24 3.875
Y23874ZJ5
1200000.000000
PA
USD
1275015.440000
0.0312109
Long
DBT
CORP
IN
N
2
2024-03-12
Fixed
3.875
N
N
N
N
N
N
EXPORT-IMPORT BANK OF INDIA
335800OFZ8YEIVN1QI11
EXPORT IMPORT BK INDIA SR UNSECURED REGS 08/26 3.375
30216KAA0
9800000.000000
PA
USD
10416712.730000
0.2549893
Long
DBT
CORP
IN
N
2
2026-08-05
Fixed
3.375
N
N
N
N
N
N
FIBRA UNO (TRUST F/1401)
N/A
TRUST F/1401 SR UNSECURED REGS 01/44 6.95
P9406GAB4
200000.000000
PA
USD
248227.000000
0.0060763
Long
DBT
CORP
MX
N
2
2044-01-30
Fixed
6.95
N
N
N
N
N
N
FIBRA UNO (TRUST F/1401)
N/A
TRUST FIBRAUNO SR UNSECURED 144A 01/50 6.39
898339AB2
3400000.000000
PA
USD
4031159.000000
0.0986782
Long
DBT
CORP
MX
N
2
2050-01-15
Fixed
6.39
N
N
N
N
N
N
PIMCO FUNDS
LWVQWTQCFH3YG7CVH718
PIMCO PRV SHORT TERM FLT III MUTUAL FUND
000000000
39688677.030000
PA
USD
391409732.840000
9.5812647
Long
STIV
RF
US
N
1
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC SR UNSECURED 10/22 3.55
34540XAB9
2100000.000000
PA
USD
2143113.000000
0.0524610
Long
DBT
CORP
US
N
2
2022-10-07
Fixed
3.55
N
N
N
N
N
N
FRESNILLO PLC
549300JXWH1UV5J0XV81
FRESNILLO PLC SR UNSECURED 144A 10/50 4.25
358070AB6
7000000.000000
PA
USD
7266490.000000
0.1778754
Long
DBT
CORP
GB
N
2
2050-10-02
Fixed
4.25
N
N
N
N
N
N
FRESNILLO PLC
549300JXWH1UV5J0XV81
FRESNILLO PLC SR UNSECURED REGS 10/50 4.25
G371E72B2
400000.000000
PA
USD
415228.000000
0.0101643
Long
DBT
CORP
GB
N
2
2050-10-02
Fixed
4.25
N
N
N
N
N
N
FUTURE LAND (NEW METRO GLOBAL LIMITED)
549300HJRNTCANEH0D47
NEW METRO GLOBAL LTD COMPANY GUAR REGS 05/26 4.5
ACI1VFS96
3200000.000000
PA
USD
2940139.040000
0.0719713
Long
DBT
CORP
VG
N
2
2026-05-02
Fixed
4.5
N
N
N
N
N
N
GABON GOVT
N/A
REPUBLIC OF GABON BONDS REGS 12/24 6.375
ACI07DBY3
693106.000000
PA
USD
739547.570000
0.0181033
Long
DBT
NUSS
GA
N
2
2024-12-12
Fixed
6.375
N
N
N
N
N
N
GARANTI DIVERSIFIED PAYMENT RIGHTS FINANCE CO 16-A
N/A
GARANTI DIVERSIFIED PAYMENT RI GARAT 2016 A A REGS
ACI1BZZJ4
258333.340000
PA
USD
258478.610000
0.0063273
Long
ABS-O
CORP
KY
N
3
2021-10-09
Floating
3.29588
N
N
N
N
N
N
GAZPROM OAO VIA GPN CAPITAL SA
54930038HWNV6ZAAFY05
GAZPROM NEFT (GPN CAPITA SR UNSECURED REGS 09/22 4.375
ACI02FKT4
4520000.000000
PA
USD
4666176.800000
0.1142227
Long
DBT
CORP
LU
N
2
2022-09-19
Fixed
4.375
N
N
N
N
N
N
GAZPROM OAO VIA GPN CAPITAL SA
54930038HWNV6ZAAFY05
GAZPROM NEFT (GPN CAPITA SR UNSECURED REGS 11/23 6
ACI079GD3
8500000.000000
PA
USD
9351402.500000
0.2289117
Long
DBT
CORP
LU
N
2
2023-11-27
Fixed
6
N
N
N
N
N
N
GAZPROM PJSC VIA GAZ CAPITAL SA
213800568PRHV2JR9650
GAZPROM (GAZ CAPITAL SA) SR UNSECURED 144A 02/26 5.15
ACI184XB6
3700000.000000
PA
USD
4130909.400000
0.1011200
Long
DBT
CORP
LU
N
2
2026-02-11
Fixed
5.15
N
N
N
N
N
N
GAZPROM PJSC VIA GAZ CAPITAL SA
213800568PRHV2JR9650
GAZPROM (GAZ CAPITAL SA) SR UNSECURED REGS 02/26 5.15
ACI184R72
1950000.000000
PA
USD
2177100.900000
0.0532930
Long
DBT
CORP
LU
N
2
2026-02-11
Fixed
5.15
N
N
N
N
N
N
GAZPROM PJSC VIA GAZ CAPITAL SA
213800568PRHV2JR9650
GAZPROM (GAZ CAPITAL SA) SR UNSECURED REGS 03/22 6.51
B1TK18II5
5713000.000000
PA
USD
5852968.500000
0.1432740
Long
DBT
CORP
LU
N
2
2022-03-07
Fixed
6.51
N
N
N
N
N
N
GAZPROM PJSC VIA GAZ CAPITAL SA
213800568PRHV2JR9650
GAZPROM (GAZ CAPITAL SA) SR UNSECURED REGS 07/22 4.95
L4191BBH5
2300000.000000
PA
USD
2374039.300000
0.0581138
Long
DBT
CORP
LU
N
2
2022-07-19
Fixed
4.95
N
N
N
N
N
N
GC TREASURY CENTER COMPANY LIMITED
549300LUFQBC2EQNAR40
GC TREASURY CENTRE CO 03/51 4.3
36830BAC9
2400000.000000
PA
USD
2645862.430000
0.0647677
Long
DBT
CORP
TH
N
2
2051-03-18
Fixed
4.3
N
N
N
N
N
N
GC TREASURY CENTER COMPANY LIMITED
549300LUFQBC2EQNAR40
GC TREASURY CENTRE CO COMPANY GUAR 144A 03/31 2.98
36830BAB1
1500000.000000
PA
USD
1523354.930000
0.0372900
Long
DBT
CORP
TH
N
2
2031-03-18
Fixed
2.98
N
N
N
N
N
N
GEELY AUTOMOBILE HOLDINGS LIMITED
549300YS3T1KVQ2SNI84
GEELY AUTOMOBILE SR UNSECURED REGS 12/99 VAR
ACI1H5557
200000.000000
PA
USD
207485.510000
0.0050790
Long
DBT
CORP
KY
N
2
2024-12-09
Floating
4
N
N
N
N
N
N
GENERAL ELECTRIC COMPANY
3C7474T6CDKPR9K6YT90
GENERAL ELECTRIC CO SR UNSECURED 05/24 3.45
36962G7K4
100000.000000
PA
USD
106398.670000
0.0026045
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.45
N
N
N
N
N
N
GHANA GOVT
213800PP4399SNNXZ126
REPUBLIC OF GHANA BANK GUARANT REGS 10/30 10.75
BYX3WLII3
395000.000000
PA
USD
478167.250000
0.0117050
Long
DBT
NUSS
GH
N
2
2030-10-14
Fixed
10.75
N
N
N
N
N
N
GHANA GOVT
213800PP4399SNNXZ126
REPUBLIC OF GHANA SR UNSECURED 144A 02/27 6.375
37443GAG6
900000.000000
PA
USD
849487.500000
0.0207945
Long
DBT
NUSS
GH
N
2
2027-02-11
Fixed
6.375
N
N
N
N
N
N
GHANA GOVT
213800PP4399SNNXZ126
REPUBLIC OF GHANA SR UNSECURED 144A 03/27 7.875
37443GAA9
3300000.000000
PA
USD
3233505.000000
0.0791525
Long
DBT
NUSS
GH
N
2
2027-03-26
Fixed
7.875
N
N
N
N
N
N
GHANA GOVT
213800PP4399SNNXZ126
REPUBLIC OF GHANA SR UNSECURED 144A 03/32 8.125
37443GAB7
6000000.000000
PA
USD
5698680.000000
0.1394972
Long
DBT
NUSS
GH
N
2
2032-03-26
Fixed
8.125
N
N
N
N
N
N
GHANA GOVT
213800PP4399SNNXZ126
REPUBLIC OF GHANA SR UNSECURED 144A 03/51 8.95
37443GAC5
1000000.000000
PA
USD
914015.000000
0.0223740
Long
DBT
NUSS
GH
N
2
2051-03-26
Fixed
8.95
N
N
N
N
N
N
GHANA GOVT
213800PP4399SNNXZ126
REPUBLIC OF GHANA SR UNSECURED 144A 03/61 8.75
37443GAJ0
8400000.000000
PA
USD
7533750.000000
0.1844176
Long
DBT
NUSS
GH
N
2
2061-03-11
Fixed
8.75
N
N
N
N
N
N
GHANA GOVT
213800PP4399SNNXZ126
REPUBLIC OF GHANA SR UNSECURED 144A 04/25 0.0000
37443GAK7
1200000.000000
PA
USD
929820.000000
0.0227609
Long
DBT
NUSS
GH
N
2
2025-04-07
None
0
N
N
N
N
N
N
GHANA GOVT
213800PP4399SNNXZ126
REPUBLIC OF GHANA SR UNSECURED 144A 04/29 7.75
37443GAL5
4100000.000000
PA
USD
3919846.000000
0.0959534
Long
DBT
NUSS
GH
N
2
2029-04-07
Fixed
7.75
N
N
N
N
N
N
GHANA GOVT
213800PP4399SNNXZ126
REPUBLIC OF GHANA SR UNSECURED 144A 04/34 8.625
37443GAM3
3600000.000000
PA
USD
3434328.000000
0.0840684
Long
DBT
NUSS
GH
N
2
2034-04-07
Fixed
8.625
N
N
N
N
N
N
GHANA GOVT
213800PP4399SNNXZ126
REPUBLIC OF GHANA SR UNSECURED REGS 01/26 8.125
ACI09DDF0
200000.000000
PA
USD
202785.400000
0.0049640
Long
DBT
NUSS
GH
N
2
2026-01-18
Fixed
8.125
N
N
N
N
N
N
GHANA GOVT
213800PP4399SNNXZ126
REPUBLIC OF GHANA SR UNSECURED REGS 02/27 6.375
ACI1JX307
1600000.000000
PA
USD
1510200.000000
0.0369680
Long
DBT
NUSS
GH
N
2
2027-02-11
Fixed
6.375
N
N
N
N
N
N
GHANA GOVT
213800PP4399SNNXZ126
REPUBLIC OF GHANA SR UNSECURED REGS 03/32 8.125
ACI19RTR4
7100000.000000
PA
USD
6743438.000000
0.1650717
Long
DBT
NUSS
GH
N
2
2032-03-26
Fixed
8.125
N
N
N
N
N
N
GHANA GOVT
213800PP4399SNNXZ126
REPUBLIC OF GHANA SR UNSECURED REGS 03/51 8.95
ACI19RW25
200000.000000
PA
USD
182803.000000
0.0044748
Long
DBT
NUSS
GH
N
2
2051-03-26
Fixed
8.95
N
N
N
N
N
N
GHANA GOVT
213800PP4399SNNXZ126
REPUBLIC OF GHANA SR UNSECURED REGS 03/61 8.75
ACI1JX5F2
11400000.000000
PA
USD
10224375.000000
0.2502811
Long
DBT
NUSS
GH
N
2
2061-03-11
Fixed
8.75
N
N
N
N
N
N
GHANA GOVT
213800PP4399SNNXZ126
REPUBLIC OF GHANA SR UNSECURED REGS 04/34 8.625
ACI1WTR62
2600000.000000
PA
USD
2480348.000000
0.0607161
Long
DBT
NUSS
GH
N
2
2034-04-07
Fixed
8.625
N
N
N
N
N
N
GHANA GOVT
213800PP4399SNNXZ126
REPUBLIC OF GHANA SR UNSECURED REGS 05/29 7.625
ACI12PMS0
1950000.000000
PA
USD
1857706.500000
0.0454745
Long
DBT
NUSS
GH
N
2
2029-05-16
Fixed
7.625
N
N
N
N
N
N
GLOBO COMUNICACAO E PARTICIPACOES S/A
52990054HEKS017PVR75
GLOBO COMMUNICACOES PART SR UNSECURED 144A 01/30 4.875
37959DAB0
500000.000000
PA
USD
496172.500000
0.0121457
Long
DBT
CORP
BR
N
2
2030-01-22
Fixed
4.875
N
N
N
N
N
N
GNL QUINTERO SA
549300JJJIQXE6E1QY27
GNL QUINTERO SA SR UNSECURED REGS 07/29 4.634
P4909LAA8
6023680.000000
PA
USD
6528223.440000
0.1598035
Long
DBT
CORP
CL
N
2
2029-07-31
Fixed
4.634
N
N
N
N
N
N
GOBIERNO DE LA PROVINCIA DE LA RIOJA
549300UYM8ADK1GCIC92
PROVINCIA DE LA RIOJA SR UNSECURED 144A 02/28 VAR
504216AA0
1593441.000000
PA
USD
1075588.610000
0.0263292
Long
DBT
NUSS
AR
N
2
2028-02-24
Variable
3.5
N
N
N
N
N
N
GOBIERNO DE LA PROVINCIA DE LA RIOJA
549300UYM8ADK1GCIC92
PROVINCIA DE LA RIOJA SR UNSECURED REGS 02/25 9.75
P6S52BAA0
3452455.000000
PA
USD
2330441.650000
0.0570466
Long
DBT
NUSS
AR
N
2
2025-02-24
Variable
3.5
N
N
N
N
N
N
GOLD FIELDS OROGEN HOLDING (BVI) LIMITED
213800CLGJ2E9KGU2F20
GOLD FIELDS OROGEN HOLD COMPANY GUAR 144A 05/24 5.125
38060AAB0
200000.000000
PA
USD
215783.000000
0.0052821
Long
DBT
CORP
VG
N
2
2024-05-15
Fixed
5.125
N
N
N
N
N
N
GROWTHPOINT PROPERTIES INTERNATIONAL (PTY) LTD
378900C761245FC57265
GROWTHPOINT PROPERTIES L COMPANY GUAR 144A 05/23 5.872
40009VAA6
3700000.000000
PA
USD
3919872.500000
0.0959540
Long
DBT
CORP
ZA
N
2
2023-05-02
Fixed
5.872
N
N
N
N
N
N
GSAA HOME EQUITY TRUST 2006-18
N/A
GSAA HOME EQUITY TRUST GSAA 2006 18 AF5A
3622ELAF3
1180635.000000
PA
USD
643661.070000
0.0157561
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Variable
6.50207
Y
N
N
N
N
N
GSMPS MORTGAGE LOAN TRUST 2006-RP1
N/A
GSMPS MORTGAGE LOAN TRUST GSMPS 2006 RP1 1AF2 144A
3623413V9
162593.890000
PA
USD
137101.560000
0.0033561
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
0.436
Y
N
N
N
N
N
GUARA NORTE SARL
549300U2I4L03BBA3485
GUARA NORTE SARL SR SECURED REGS 06/34 5.198
L4R02QAA8
9331755.000000
PA
USD
9393064.630000
0.2299315
Long
DBT
CORP
LU
N
2
2034-06-15
Fixed
5.198
N
N
N
N
N
N
GUATEMALA GOVT
529900QKDFFU9UWW5315
REPUBLIC OF GUATEMALA SR UNSECURED 144A 02/28 4.875
401494AF6
300000.000000
PA
USD
324753.000000
0.0079496
Long
DBT
NUSS
GT
N
2
2028-02-13
Fixed
4.875
N
N
N
N
N
N
GUATEMALA GOVT
529900QKDFFU9UWW5315
REPUBLIC OF GUATEMALA SR UNSECURED 144A 04/32 5.375
401494AS8
500000.000000
PA
USD
569375.000000
0.0139377
Long
DBT
NUSS
GT
N
2
2032-04-24
Fixed
5.375
N
N
N
N
N
N
GUATEMALA GOVT
529900QKDFFU9UWW5315
REPUBLIC OF GUATEMALA SR UNSECURED 144A 06/27 4.375
401494AP4
500000.000000
PA
USD
535755.000000
0.0131147
Long
DBT
NUSS
GT
N
2
2027-06-05
Fixed
4.375
N
N
N
N
N
N
GUATEMALA GOVT
529900QKDFFU9UWW5315
REPUBLIC OF GUATEMALA SR UNSECURED 144A 06/30 4.9
401494AQ2
3000000.000000
PA
USD
3265710.000000
0.0799409
Long
DBT
NUSS
GT
N
2
2030-06-01
Fixed
4.9
N
N
N
N
N
N
GUATEMALA GOVT
529900QKDFFU9UWW5315
REPUBLIC OF GUATEMALA SR UNSECURED 144A 06/50 6.125
401494AR0
5200000.000000
PA
USD
6006052.000000
0.1470213
Long
DBT
NUSS
GT
N
2
2050-06-01
Fixed
6.125
N
N
N
N
N
N
GUATEMALA GOVT
529900QKDFFU9UWW5315
REPUBLIC OF GUATEMALA SR UNSECURED REGS 02/28 4.875
P5015VAE6
5200000.000000
PA
USD
5629052.000000
0.1377928
Long
DBT
NUSS
GT
N
2
2028-02-13
Fixed
4.875
N
N
N
N
N
N
GUATEMALA GOVT
529900QKDFFU9UWW5315
REPUBLIC OF GUATEMALA SR UNSECURED REGS 04/32 5.375
P5015VAK2
500000.000000
PA
USD
569375.000000
0.0139377
Long
DBT
NUSS
GT
N
2
2032-04-24
Fixed
5.375
N
N
N
N
N
N
GUATEMALA GOVT
529900QKDFFU9UWW5315
REPUBLIC OF GUATEMALA SR UNSECURED REGS 05/26 4.5
P5015VAF3
2000000.000000
PA
USD
2147520.000000
0.0525688
Long
DBT
NUSS
GT
N
2
2026-05-03
Fixed
4.5
N
N
N
N
N
N
GUATEMALA GOVT
529900QKDFFU9UWW5315
REPUBLIC OF GUATEMALA SR UNSECURED REGS 06/22 5.75
P5015VAD8
17970000.000000
PA
USD
18459862.200000
0.4518764
Long
DBT
NUSS
GT
N
2
2022-06-06
Fixed
5.75
N
N
N
N
N
N
GUATEMALA GOVT
529900QKDFFU9UWW5315
REPUBLIC OF GUATEMALA SR UNSECURED REGS 06/27 4.375
P5015VAG1
5900000.000000
PA
USD
6321909.000000
0.1547531
Long
DBT
NUSS
GT
N
2
2027-06-05
Fixed
4.375
N
N
N
N
N
N
GUATEMALA GOVT
529900QKDFFU9UWW5315
REPUBLIC OF GUATEMALA SR UNSECURED REGS 06/30 4.9
P5015VAH9
1600000.000000
PA
USD
1741712.000000
0.0426351
Long
DBT
NUSS
GT
N
2
2030-06-01
Fixed
4.9
N
N
N
N
N
N
GUATEMALA GOVT
529900QKDFFU9UWW5315
REPUBLIC OF GUATEMALA SR UNSECURED REGS 06/50 6.125
P5015VAJ5
6700000.000000
PA
USD
7738567.000000
0.1894313
Long
DBT
NUSS
GT
N
2
2050-06-01
Fixed
6.125
N
N
N
N
N
N
HARBORVIEW MORTGAGE LOAN TR 2006-6
N/A
HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 6 5A1A
41161UAJ1
7956.440000
PA
USD
7979.710000
0.0001953
Long
ABS-MBS
CORP
US
N
2
2036-08-19
Floating
2.56208
Y
N
N
N
N
N
HAZINE MUSTESARLIGI VARLIK KIRALAMA ANONIM SIRKETI
6354003QFJP7RDXEOZ20
HAZINE MUSTESARL 06/26 5.125
ACI1YMFQ4
3000000.000000
PA
USD
2970225.000000
0.0727077
Long
DBT
CORP
TR
N
2
2026-06-22
Fixed
5.125
N
N
N
N
N
N
HAZINE MUSTESARLIGI VARLIK KIRALAMA ANONIM SIRKETI
6354003QFJP7RDXEOZ20
HAZINE MUSTESARL SR UNSECURED 144A 06/26 5.125
421790AG1
19400000.000000
PA
USD
19207455.000000
0.4701766
Long
DBT
CORP
TR
N
2
2026-06-22
Fixed
5.125
N
N
N
N
N
N
HAZINE MUSTESARLIGI VARLIK KIRALAMA ANONIM SIRKETI
6354003QFJP7RDXEOZ20
HAZINE MUSTESARLIGI VARL SR UNSECURED 144A 04/23 5.004
421790AE6
1200000.000000
PA
USD
1225248.000000
0.0299927
Long
DBT
CORP
TR
N
2
2023-04-06
Fixed
5.004
N
N
N
N
N
N
HOME EQUITY PASS-THRU CERTS 2002-3
N/A
HOME EQUITY ASSET TRUST HEAT 2002 3 M1
22541NHH5
97546.600000
PA
USD
98459.190000
0.0024102
Long
ABS-MBS
CORP
US
N
2
2033-02-25
Floating
1.436
N
N
N
N
N
N
HONG KONG AIRPORT AUTHORITY
254900748HGC4RBR4O84
AIRPORT AUTHORITY HK SR UNSECURED 144A 02/51 2.625
00946AAB0
4300000.000000
PA
USD
4226975.250000
0.1034715
Long
DBT
NUSS
HK
N
2
2051-02-04
Fixed
2.625
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC JR SUBORDINA 12/99 VAR
404280BL2
200000.000000
PA
USD
219750.000000
0.0053792
Long
DBT
CORP
GB
N
2
2027-05-22
Floating
6
N
N
N
N
Y
HSBC HOLDINGS PLC
HSBC HOLDINGS PLC
GBP
XXXX
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC SR UNSECURED 03/25 VAR
404280BZ1
1000000.000000
PA
USD
1066961.690000
0.0261180
Long
DBT
CORP
GB
N
2
2025-03-11
Floating
3.803
N
N
N
N
N
N
HUARONG FINANCE 2017 CO LTD
5493006V07LYI3HE6G83
HUARONG FINANCE 2017 CO COMPANY GUAR REGS VAR
G463PSAB0
1600000.000000
PA
USD
1544000.000000
0.0377954
Long
DBT
CORP
VG
N
2
2022-01-24
Floating
4.5
N
N
N
N
N
N
HUARONG FINANCE 2019 CO LTD
549300M6T6OW4AGYHK10
HUARONG FINANCE 2019 COMPANY GUAR REGS 02/23 2.5
ACI1K6VK9
2200000.000000
PA
USD
2095500.000000
0.0512955
Long
DBT
CORP
VG
N
2
2023-02-24
Fixed
2.5
N
N
N
N
N
N
HUARONG FINANCE 2019 CO LTD
549300M6T6OW4AGYHK10
HUARONG FINANCE 2019 COMPANY GUAR REGS 02/25 VAR
ACI1K72Z6
6300000.000000
PA
USD
5481000.000000
0.1341686
Long
DBT
CORP
VG
N
2
2025-02-24
Floating
1.37838
N
N
N
N
N
N
HUARONG FINANCE 2019 CO LTD
549300M6T6OW4AGYHK10
HUARONG FINANCE 2019 COMPANY GUAR REGS 02/30 3.375
ACI1K6N02
1700000.000000
PA
USD
1440750.000000
0.0352679
Long
DBT
CORP
VG
N
2
2030-02-24
Fixed
3.375
N
N
N
N
N
N
HUARONG FINANCE 2019 CO LTD
549300M6T6OW4AGYHK10
HUARONG FINANCE 2019 COMPANY GUAR REGS 05/24 3.75
ACI1C6Z08
200000.000000
PA
USD
190750.000000
0.0046693
Long
DBT
CORP
VG
N
2
2024-05-29
Fixed
3.75
N
N
N
N
N
N
HUARONG FINANCE 2019 CO LTD
549300M6T6OW4AGYHK10
HUARONG FINANCE 2019 COMPANY GUAR REGS 05/29 4.5
ACI1C6PX7
5200000.000000
PA
USD
4797000.000000
0.1174251
Long
DBT
CORP
VG
N
2
2029-05-29
Fixed
4.5
N
N
N
N
N
N
HUARONG FINANCE 2019 CO LTD
549300M6T6OW4AGYHK10
HUARONG FINANCE 2019 COMPANY GUAR REGS 11/24 3.25
ACI1GS0T1
1000000.000000
PA
USD
945000.000000
0.0231325
Long
DBT
CORP
VG
N
2
2024-11-13
Fixed
3.25
N
N
N
N
N
N
HUARONG FINANCE II CO LTD
549300BHVD63HE2GHX17
HUARONG FINANCE II COMPANY GUAR REGS 01/25 5.5
G463PCAC3
400000.000000
PA
USD
397000.000000
0.0097181
Long
DBT
CORP
VG
N
2
2025-01-16
Fixed
5.5
N
N
N
N
N
N
HUARONG FINANCE II CO LTD
549300BHVD63HE2GHX17
HUARONG FINANCE II COMPANY GUAR REGS 11/25 5
G463PCAF6
3000000.000000
PA
USD
2932500.000000
0.0717843
Long
DBT
CORP
VG
N
2
2025-11-19
Fixed
5
N
N
N
N
N
N
HUNGARY GOVT
5299003F3UFKGCCMAP43
HUNGARY SR UNSECURED 03/41 7.625
445545AF3
1600000.000000
PA
USD
2671264.000000
0.0653895
Long
DBT
NUSS
HU
N
2
2041-03-29
Fixed
7.625
N
N
N
N
N
N
HUNGARY GOVT
5299003F3UFKGCCMAP43
HUNGARY SR UNSECURED 144A 09/31 2.125
445545AM8
11300000.000000
PA
USD
11144625.000000
0.2728077
Long
DBT
NUSS
HU
N
2
2031-09-22
Fixed
2.125
N
N
N
N
N
N
HUNGARY GOVT
5299003F3UFKGCCMAP43
HUNGARY SR UNSECURED 144A 09/51 3.125
445545AN6
9700000.000000
PA
USD
9571504.100000
0.2342995
Long
DBT
NUSS
HU
N
2
2051-09-21
Fixed
3.125
N
N
N
N
N
N
ICD FUNDING LIMITED
635400ND71SBRGJJVF09
ICD FUNDING LTD COMPANY GUAR REGS 04/26 3.223
ACI1SC7G4
800000.000000
PA
USD
810580.000000
0.0198421
Long
DBT
CORP
KY
N
2
2026-04-28
Fixed
3.223
N
N
N
N
N
N
ICD SUKUK COMPANY LIMITED
6354009B91BDFKBMT283
ICD SUKUK CO LTD SR UNSECURED REGS 02/27 5
ACI0S4VV4
2400000.000000
PA
USD
2637420.000000
0.0645610
Long
DBT
CORP
KY
N
2
2027-02-01
Fixed
5
N
N
N
N
N
N
IMPAC CMB TR 2004-10
N/A
IMPAC CMB TRUST IMM 2004 10 1A1
45254NLJ4
122502.210000
PA
USD
121394.030000
0.0029716
Long
ABS-MBS
CORP
US
N
2
2035-03-25
Floating
0.726
N
N
N
N
N
N
INDIAN RAILWAY FINANCE CORPORATION LIMITED (IRFC)
335800F2JHSOGXQEBY56
INDIAN RAILWAY FINANCE SR UNSECURED 144A 02/30 3.249
45434L2A1
1700000.000000
PA
USD
1716419.030000
0.0420160
Long
DBT
CORP
IN
N
2
2030-02-13
Fixed
3.249
N
N
N
N
N
N
INDIAN RAILWAY FINANCE CORPORATION LIMITED (IRFC)
335800F2JHSOGXQEBY56
INDIAN RAILWAY FINANCE SR UNSECURED 144A 02/50 3.95
45434L2B9
1100000.000000
PA
USD
1048322.480000
0.0256617
Long
DBT
CORP
IN
N
2
2050-02-13
Fixed
3.95
N
N
N
N
N
N
INDONESIA ASAHAN ALUMINIUM (PERSERO) PT
2549008P48EB9SN2OI80
INDONESIA ASAHAN ALUMINI SR UNSECURED 144A 05/30 5.45
74445PAF9
6500000.000000
PA
USD
7483125.000000
0.1831784
Long
DBT
CORP
ID
N
2
2030-05-15
Fixed
5.45
N
N
N
N
N
N
INDONESIA ASAHAN ALUMINIUM (PERSERO) PT
2549008P48EB9SN2OI80
INDONESIA ASAHAN ALUMINI SR UNSECURED REGS 05/25 4.75
Y7140WAE8
4100000.000000
PA
USD
4464080.000000
0.1092756
Long
DBT
CORP
ID
N
2
2025-05-15
Fixed
4.75
N
N
N
N
N
N
INDONESIA ASAHAN ALUMINIUM (PERSERO) PT
2549008P48EB9SN2OI80
INDONESIA ASAHAN ALUMINI SR UNSECURED REGS 05/30 5.45
Y7140WAF5
6400000.000000
PA
USD
7368000.000000
0.1803603
Long
DBT
CORP
ID
N
2
2030-05-15
Fixed
5.45
N
N
N
N
N
N
INDONESIA GOVT
529900FWX0GRR7WG5W79
PERUSAHAAN PENERBIT SBSN SR UNSECURED 144A 02/29 4.45
71567PAM2
6400000.000000
PA
USD
7376000.000000
0.1805561
Long
DBT
NUSS
ID
N
2
2029-02-20
Fixed
4.45
N
N
N
N
N
N
INDONESIA GOVT
529900FWX0GRR7WG5W79
PERUSAHAAN PENERBIT SBSN SR UNSECURED 144A 03/28 4.4
71567PAK6
1700000.000000
PA
USD
1938357.000000
0.0474488
Long
DBT
NUSS
ID
N
2
2028-03-01
Fixed
4.4
N
N
N
N
N
N
INDONESIA GOVT
529900FWX0GRR7WG5W79
PERUSAHAAN PENERBIT SBSN SR UNSECURED 144A 06/30 2.8
71567PAP5
2300000.000000
PA
USD
2375325.000000
0.0581453
Long
DBT
NUSS
ID
N
2
2030-06-23
Fixed
2.8
N
N
N
N
N
N
INDONESIA GOVT
529900FWX0GRR7WG5W79
PERUSAHAAN PENERBIT SBSN SR UNSECURED 144A 06/50 3.8
71567PAQ3
300000.000000
PA
USD
305835.000000
0.0074865
Long
DBT
NUSS
ID
N
2
2050-06-23
Fixed
3.8
N
N
N
N
N
N
INDONESIA GOVT
529900FWX0GRR7WG5W79
PERUSAHAAN PENERBIT SBSN SR UNSECURED REGS 03/28 4.4
71567RAK2
200000.000000
PA
USD
228042.000000
0.0055822
Long
DBT
NUSS
ID
N
2
2028-03-01
Fixed
4.4
N
N
N
N
N
N
INDONESIA GOVT
529900FWX0GRR7WG5W79
PERUSAHAAN PENERBIT SBSN SR UNSECURED REGS 06/50 3.8
71567RAQ9
7900000.000000
PA
USD
8053655.000000
0.1971443
Long
DBT
NUSS
ID
N
2
2050-06-23
Fixed
3.8
N
N
N
N
N
N
INDONESIA GOVT
529900FWX0GRR7WG5W79
REPUBLIC OF INDONESIA SR UNSECURED 01/48 4.35
455780CE4
1800000.000000
PA
USD
2008907.350000
0.0491758
Long
DBT
NUSS
ID
N
2
2048-01-11
Fixed
4.35
N
N
N
N
N
N
INDONESIA GOVT
529900FWX0GRR7WG5W79
REPUBLIC OF INDONESIA SR UNSECURED 03/33 1.1
ACI1TXS33
5400000.000000
PA
6073918.340000
0.1486826
Long
DBT
NUSS
ID
N
2
2033-03-12
Fixed
1.1
N
N
N
N
N
N
INDONESIA GOVT
529900FWX0GRR7WG5W79
REPUBLIC OF INDONESIA SR UNSECURED 144A 01/44 6.75
455780BR6
14600000.000000
PA
USD
21205948.120000
0.5190975
Long
DBT
NUSS
ID
N
2
2044-01-15
Fixed
6.75
N
N
N
N
N
N
INDONESIA GOVT
529900FWX0GRR7WG5W79
REPUBLIC OF INDONESIA SR UNSECURED 144A 01/47 5.25
455780BY1
2000000.000000
PA
USD
2498776.820000
0.0611672
Long
DBT
NUSS
ID
N
2
2047-01-08
Fixed
5.25
N
N
N
N
N
N
INDONESIA GOVT
529900FWX0GRR7WG5W79
REPUBLIC OF INDONESIA SR UNSECURED 144A 04/43 4.625
455780BM7
400000.000000
PA
USD
454857.970000
0.0111344
Long
DBT
NUSS
ID
N
2
2043-04-15
Fixed
4.625
N
N
N
N
N
N
INDONESIA GOVT
529900FWX0GRR7WG5W79
REPUBLIC OF INDONESIA SR UNSECURED 144A 06/23 2.625
ACI0MZGW6
1700000.000000
PA
2053732.380000
0.0502730
Long
DBT
NUSS
ID
N
2
2023-06-14
Fixed
2.625
N
N
N
N
N
N
INDONESIA GOVT
529900FWX0GRR7WG5W79
REPUBLIC OF INDONESIA SR UNSECURED REGS 01/38 7.75
Y20721AL3
6225000.000000
PA
USD
9274403.960000
0.2270269
Long
DBT
NUSS
ID
N
2
2038-01-17
Fixed
7.75
N
N
N
N
N
N
INDONESIA GOVT
529900FWX0GRR7WG5W79
REPUBLIC OF INDONESIA SR UNSECURED REGS 01/42 5.25
Y20721BB4
5700000.000000
PA
USD
6945980.500000
0.1700297
Long
DBT
NUSS
ID
N
2
2042-01-17
Fixed
5.25
N
N
N
N
N
N
INDONESIA GOVT
529900FWX0GRR7WG5W79
REPUBLIC OF INDONESIA SR UNSECURED REGS 01/45 5.125
Y20721BM0
5000000.000000
PA
USD
6064394.650000
0.1484495
Long
DBT
NUSS
ID
N
2
2045-01-15
Fixed
5.125
N
N
N
N
N
N
INDONESIA GOVT
529900FWX0GRR7WG5W79
REPUBLIC OF INDONESIA SR UNSECURED REGS 02/37 6.625
Y20721AJ8
5840000.000000
PA
USD
7975819.460000
0.1952390
Long
DBT
NUSS
ID
N
2
2037-02-17
Fixed
6.625
N
N
N
N
N
N
INDONESIA GOVT
529900FWX0GRR7WG5W79
REPUBLIC OF INDONESIA SR UNSECURED REGS 07/47 4.75
Y20721BU2
900000.000000
PA
USD
1058439.880000
0.0259094
Long
DBT
NUSS
ID
N
2
2047-07-18
Fixed
4.75
N
N
N
N
N
N
INDONESIA GOVT
529900FWX0GRR7WG5W79
REPUBLIC OF INDONESIA SR UNSECURED REGS 10/35 8.5
Y20721AE9
1290000.000000
PA
USD
2018749.900000
0.0494167
Long
DBT
NUSS
ID
N
2
2035-10-12
Fixed
8.5
N
N
N
N
N
N
INDUSTRIAL & COMMERCIAL BANK OF CHINA LTD/ NEW YORK BRANCH
5493002ERZU2K9PZDL40
IND + COMM BK CHINA/NY SR UNSECURED 11/27 3.538
45580KAK4
1500000.000000
PA
USD
1652739.600000
0.0404572
Long
DBT
CORP
CN
N
2
2027-11-08
Fixed
3.538
N
N
N
N
N
N
INDUSTRIAS PENOLES SAB DE CV
549300WA2HB7776CB324
INDUSTRIAS PENOLES SAB D SR UNSECURED REGS 08/50 4.75
P55409AC3
1100000.000000
PA
USD
1218250.000000
0.0298214
Long
DBT
CORP
MX
N
2
2050-08-06
Fixed
4.75
N
N
N
N
N
N
INDYMAC INDA MORTGAGE LOAN TR 2007-AR7
N/A
INDYMAC INDA MORTGAGE LOAN TRU INDA 2007 AR7 1A1
45670NAA1
757108.080000
PA
USD
740089.580000
0.0181166
Long
ABS-MBS
CORP
US
N
2
2037-11-25
Floating
2.786
N
N
N
N
N
N
INDYMAC INDA MTGE LOAN TRUST 2006-AR1
N/A
INDYMAC INDA MORTGAGE LOAN TRU INDA 2006 AR1 A3
45662BAD1
132334.800000
PA
USD
125474.720000
0.0030715
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
2.8858
N
N
N
N
N
N
INDYMAC INDX MORTGAGE LOAN TR 2006-AR41
N/A
INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR41 A3
45668NAC1
525081.650000
PA
USD
534277.770000
0.0130785
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
0.266
Y
N
N
N
N
N
INDYMAC INDX MORTGAGE LOAN TR 2007-AR7
N/A
INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR7 1A1
45670CAA5
118431.350000
PA
USD
60770.550000
0.0014876
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Floating
0.386
Y
N
N
N
N
N
INDYMAC INDX MTGE LOAN TRUST 2005-AR19
N/A
INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR19 A1
45660LXA2
84646.370000
PA
USD
80667.530000
0.0019746
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Floating
2.7563
N
N
N
N
N
N
INDYMAC INDX MTGE LOAN TRUST 2006-AR9
N/A
INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR9 3A3
45661EGK4
88345.350000
PA
USD
88681.430000
0.0021708
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Floating
2.9483
N
N
N
N
N
N
INRETAIL CONSUMER
N/A
INRETAIL CONSUMER SR SECURED 144A 03/28 3.25
45790TAB1
5000000.000000
PA
USD
5018750.000000
0.1228533
Long
DBT
CORP
PE
N
2
2028-03-22
Fixed
3.25
N
N
N
N
N
N
INTERCEMENT FINANCIAL OPERATIONS BV
213800IVMAMWIHPCZJ07
INTERCEMENT FIN OP BV COMPANY GUAR REGS 07/24 5.75
N20137AD2
500000.000000
PA
USD
473380.000000
0.0115878
Long
DBT
CORP
NL
N
2
2024-07-17
Fixed
5.75
N
N
N
N
N
N
URBI DESARROLLOS URBANOS SA DE CV (AKA: URBIMM)
N/A
URBI DESARROLLOS URBANOS SAB COMMON STOCK
B0126X906
4673.000000
NS
2236.720000
0.0000548
Long
EC
CORP
MX
N
1
N
N
N
INTEROCEANICA V FINANCE LIMITED
N/A
INTEROCEANICA FINANCE V SR SECURED 144A 05/30 0.00000
46062JAC0
5780087.070000
PA
USD
5039062.570000
0.1233505
Long
DBT
CORP
KY
N
2
2030-05-15
None
0
N
N
N
N
N
N
ISRAEL ELECTRIC CORPORATION LTD
254900JW7GE35YNJGJ55
ISRAEL ELECTRIC CORP LTD SR SECURED 144A REGS 08/28 4.2
ACI10P0K3
5600000.000000
PA
USD
6290900.000000
0.1539941
Long
DBT
CORP
IL
N
2
2028-08-14
Fixed
4.25
N
N
N
N
N
N
ISRAEL GOVERNMENT AID BOND
213800T8ZHTFZIBYPE21
AID ISRAEL US GOVT GUAR 04/24 5.5
46513EJX1
100000.000000
PA
USD
112792.170000
0.0027610
Long
DBT
NUSS
IL
N
2
2024-04-26
Fixed
5.5
N
N
N
N
N
N
ISRAEL GOVT
213800T8ZHTFZIBYPE21
STATE OF ISRAEL SR UNSECURED REGS 05/60 3.8
ACI1M29S4
1700000.000000
PA
USD
1890230.000000
0.0462707
Long
DBT
NUSS
IL
N
2
2060-05-13
Fixed
3.8
N
N
N
N
N
N
IVORY COAST GOVT (AKA: COTE D'IVOIRE)
254900ICW11T82O6H590
IVORY COAST SR UNSECURED 144A 01/32 4.875
ACI1T3TK0
4800000.000000
PA
5433572.180000
0.1330077
Long
DBT
NUSS
CI
N
2
2032-01-30
Fixed
4.875
N
N
N
N
N
N
IVORY COAST GOVT (AKA: COTE D'IVOIRE)
254900ICW11T82O6H590
IVORY COAST SR UNSECURED 144A 03/30 5.25
ACI11JWH8
4000000.000000
PA
4819551.090000
0.1179771
Long
DBT
NUSS
CI
N
2
2030-03-22
Fixed
5.25
N
N
N
N
N
N
IVORY COAST GOVT (AKA: COTE D'IVOIRE)
254900ICW11T82O6H590
IVORY COAST SR UNSECURED 144A 03/48 6.625
ACI11JRN1
2600000.000000
PA
3038667.570000
0.0743831
Long
DBT
NUSS
CI
N
2
2048-03-22
Fixed
6.625
N
N
N
N
N
N
IVORY COAST GOVT (AKA: COTE D'IVOIRE)
254900ICW11T82O6H590
IVORY COAST SR UNSECURED REGS 03/30 5.25
BD35RTII6
9350000.000000
PA
11265700.680000
0.2757715
Long
DBT
NUSS
CI
N
2
2030-03-22
Fixed
5.25
N
N
N
N
N
N
IVORY COAST GOVT (AKA: COTE D'IVOIRE)
254900ICW11T82O6H590
IVORY COAST SR UNSECURED REGS 03/48 6.625
ACI11JW62
3400000.000000
PA
3973642.210000
0.0972702
Long
DBT
NUSS
CI
N
2
2048-03-22
Fixed
6.625
N
N
N
N
N
N
IVORY COAST GOVT (AKA: COTE D'IVOIRE)
254900ICW11T82O6H590
IVORY COAST SR UNSECURED REGS 10/31 5.875
ACI1G4C46
800000.000000
PA
969527.750000
0.0237329
Long
DBT
NUSS
CI
N
2
2031-10-17
Fixed
5.875
N
N
N
N
N
N
IVORY COAST GOVT (AKA: COTE D'IVOIRE)
254900ICW11T82O6H590
IVORY COAST SR UNSECURED REGS 10/40 6.875
ACI1G4C53
3900000.000000
PA
4840380.770000
0.1184870
Long
DBT
NUSS
CI
N
2
2040-10-17
Fixed
6.875
N
N
N
N
N
N
IVORY COAST GOVT (AKA: COTE D'IVOIRE)
254900ICW11T82O6H590
IVORY COAST SR UNSECURED REGS 12/32 VAR
V25125BD2
25356759.900000
PA
USD
25451847.750000
0.6230323
Long
DBT
NUSS
CI
N
2
2032-12-31
Variable
5.75
N
N
N
N
N
N
IVORY COAST GOVT (AKA: COTE D'IVOIRE)
254900ICW11T82O6H590
REPUBLIC OF COTE DIVOIRE THE 2020 EUR TERM LOAN
942FVMII8
5900000.000000
PA
6774857.000000
0.1658408
Long
LON
NUSS
CI
N
3
2021-12-23
Floating
3.75
N
N
N
N
N
N
IVORY COAST GOVT (AKA: COTE D'IVOIRE)
254900ICW11T82O6H590
REPUBLIC OF COTE DIVOIRE THE 2021 EUR TERM LOAN A
937JLBII2
2100000.000000
PA
2456860.150000
0.0601411
Long
LON
NUSS
CI
N
3
2027-03-19
Floating
5
N
N
N
N
N
N
JORDAN GOVT
5493000JZ4MYPVMBVN50
KINGDOM OF JORDAN SR UNSECURED 144A 01/26 6.125
418097AG6
1900000.000000
PA
USD
2055268.000000
0.0503106
Long
DBT
NUSS
JO
N
2
2026-01-29
Fixed
6.125
N
N
N
N
N
N
JORDAN GOVT
5493000JZ4MYPVMBVN50
KINGDOM OF JORDAN SR UNSECURED 144A 07/30 5.85
418097AL5
2800000.000000
PA
USD
2912630.000000
0.0712979
Long
DBT
NUSS
JO
N
2
2030-07-07
Fixed
5.85
N
N
N
N
N
N
JORDAN GOVT
5493000JZ4MYPVMBVN50
KINGDOM OF JORDAN SR UNSECURED 144A 10/47 7.375
418097AJ0
300000.000000
PA
USD
311964.000000
0.0076365
Long
DBT
NUSS
JO
N
2
2047-10-10
Fixed
7.375
N
N
N
N
N
N
JORDAN GOVT
5493000JZ4MYPVMBVN50
KINGDOM OF JORDAN SR UNSECURED REGS 01/26 6.125
M5269UAG9
15700000.000000
PA
USD
16983004.000000
0.4157246
Long
DBT
NUSS
JO
N
2
2026-01-29
Fixed
6.125
N
N
N
N
N
N
JORDAN GOVT
5493000JZ4MYPVMBVN50
KINGDOM OF JORDAN SR UNSECURED REGS 01/27 5.75
ACI0QJTS3
2900000.000000
PA
USD
3108133.000000
0.0760836
Long
DBT
NUSS
JO
N
2
2027-01-31
Fixed
5.75
N
N
N
N
N
N
JORDAN GOVT
5493000JZ4MYPVMBVN50
KINGDOM OF JORDAN SR UNSECURED REGS 01/27 5.75
M5269UAH7
400000.000000
PA
USD
428708.000000
0.0104943
Long
DBT
NUSS
JO
N
2
2027-01-31
Fixed
5.75
N
N
N
N
N
N
JORDAN GOVT
5493000JZ4MYPVMBVN50
KINGDOM OF JORDAN SR UNSECURED REGS 07/30 5.85
ACI1NM4Q8
400000.000000
PA
USD
416090.000000
0.0101854
Long
DBT
NUSS
JO
N
2
2030-07-07
Fixed
5.85
N
N
N
N
N
N
JORDAN GOVT
5493000JZ4MYPVMBVN50
KINGDOM OF JORDAN SR UNSECURED REGS 10/47 7.375
M5269UAJ3
3600000.000000
PA
USD
3743568.000000
0.0916383
Long
DBT
NUSS
JO
N
2
2047-10-10
Fixed
7.375
N
N
N
N
N
N
JP MORGAN MORTGAGE TRUST 2005-A8
N/A
JP MORGAN MORTGAGE TRUST JPMMT 2005 A8 1A1
466247YH0
42160.990000
PA
USD
39386.740000
0.0009641
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Floating
2.90564
Y
N
N
N
N
N
JP MORGAN MORTGAGE TRUST-2005-A2
N/A
JP MORGAN MORTGAGE TRUST JPMMT 2005 A2 7CB1
466247NZ2
3760.090000
PA
USD
3820.770000
0.0000935
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Floating
2.69553
N
N
N
N
N
N
JP MORGAN MTGE TRUST 2005-A5
N/A
JP MORGAN MORTGAGE TRUST JPMMT 2005 A5 3A3
466247SL8
49534.730000
PA
USD
51471.530000
0.0012600
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Floating
2.62579
N
N
N
N
N
N
JP MORGAN RESECURITIZATION TRUST SERIES 2016-1
N/A
JP MORGAN REREMIC JPMRR 2016 1 A1 144A
46647AAA7
210651.010000
PA
USD
211269.480000
0.0051716
Long
ABS-MBS
CORP
US
N
2
2056-03-25
Fixed
2.5
N
N
N
N
N
N
JSW STEEL LIMITED
335800EK6HZSC4CVAJ09
JSW STEEL LTD SR UNSECURED 144A 04/32 5.05
46635UAD1
10000000.000000
PA
USD
9965553.700000
0.2439454
Long
DBT
CORP
IN
N
2
2032-04-05
Fixed
5.05
N
N
N
N
N
N
KAISA GROUP HOLDINGS LTD
254900N8L3L7NRJT0120
KAISA GROUP HOLDINGS LTD COMPANY GUAR REGS 01/23 11.5
ACI1C63B9
200000.000000
PA
USD
168742.870000
0.0041306
Long
DBT
CORP
KY
N
2
2023-01-30
Fixed
11.5
N
N
N
N
N
N
KAISA GROUP HOLDINGS LTD
254900N8L3L7NRJT0120
KAISA GROUP HOLDINGS LTD SR SECURED REGS 04/22 11.25
ACI1B1DY0
5000000.000000
PA
USD
4500000.000000
0.1101549
Long
DBT
CORP
KY
N
2
2022-04-09
Fixed
11.25
N
N
N
N
N
N
KAISA GROUP HOLDINGS LTD
254900N8L3L7NRJT0120
KAISA GROUP HOLDINGS LTD SR SECURED REGS 06/24 9.375
BYW5T4II1
3400000.000000
PA
USD
2593137.190000
0.0634770
Long
DBT
CORP
KY
N
2
2024-06-30
Fixed
9.375
N
N
N
N
N
N
KAISA GROUP HOLDINGS LTD
254900N8L3L7NRJT0120
KAISA GROUP HOLDINGS LTD SR SECURED REGS 09/23 9.75
ACI1NWXF8
1700000.000000
PA
USD
1345039.510000
0.0329250
Long
DBT
CORP
KY
N
2
2023-09-28
Fixed
9.75
N
N
N
N
N
N
KAISA GROUP HOLDINGS LTD
254900N8L3L7NRJT0120
KAISA GROUP HOLDINGS LTD SR SECURED REGS 11/23 11.95
BK5281II7
1700000.000000
PA
USD
1402402.730000
0.0343292
Long
DBT
CORP
KY
N
2
2023-11-12
Fixed
11.95
N
N
N
N
N
N
KAZAKHSTAN GOVT
5493007OEK8EF02UO833
REPUBLIC OF KAZAKHSTAN SR UNSECURED 144A 07/45 6.5
486661AH4
500000.000000
PA
USD
724310.000000
0.0177303
Long
DBT
NUSS
KZ
N
2
2045-07-21
Fixed
6.5
N
N
N
N
N
N
KAZAKHSTAN GOVT
5493007OEK8EF02UO833
REPUBLIC OF KAZAKHSTAN SR UNSECURED 144A 10/44 4.875
486661AF8
2900000.000000
PA
USD
3564015.900000
0.0872431
Long
DBT
NUSS
KZ
N
2
2044-10-14
Fixed
4.875
N
N
N
N
N
N
KAZAKHSTAN GOVT
5493007OEK8EF02UO833
REPUBLIC OF KAZAKHSTAN SR UNSECURED 144A 11/28 2.375
ACI166SK9
2100000.000000
PA
2712086.570000
0.0663888
Long
DBT
NUSS
KZ
N
2
2028-11-09
Fixed
2.375
N
N
N
N
N
N
KAZAKHSTAN GOVT
5493007OEK8EF02UO833
REPUBLIC OF KAZAKHSTAN SR UNSECURED REGS 07/45 6.5
Y7276LDF2
1100000.000000
PA
USD
1593482.000000
0.0390066
Long
DBT
NUSS
KZ
N
2
2045-07-21
Fixed
6.5
N
N
N
N
N
N
KAZAKHSTAN GOVT
5493007OEK8EF02UO833
REPUBLIC OF KAZAKHSTAN SR UNSECURED REGS 10/44 4.875
Y7276LDD7
200000.000000
PA
USD
245794.200000
0.0060168
Long
DBT
NUSS
KZ
N
2
2044-10-14
Fixed
4.875
N
N
N
N
N
N
KAZAKHSTAN TEMIR ZHOLY FINANCE BV
N/A
KAZAKHSTAN TEMIR ZHOLY COMPANY GUAR REGS 07/42 6.95
N4826LAD4
2600000.000000
PA
USD
3578588.000000
0.0875998
Long
DBT
CORP
NL
N
2
2042-07-10
Fixed
6.95
N
N
N
N
N
N
KAZMUNAYGAS NATIONAL COMPANY JSC
2138001H1M69RFJCSH88
KAZMUNAYGAS NATIONAL CO SR UNSECURED 144A 04/25 4.75
48667QAR6
2400000.000000
PA
USD
2652840.000000
0.0649385
Long
DBT
CORP
KZ
N
2
2025-04-24
Fixed
4.75
N
N
N
N
N
N
KAZMUNAYGAS NATIONAL COMPANY JSC
2138001H1M69RFJCSH88
KAZMUNAYGAS NATIONAL CO SR UNSECURED 144A 04/27 4.75
48667QAN5
1500000.000000
PA
USD
1680360.000000
0.0411333
Long
DBT
CORP
KZ
N
2
2027-04-19
Fixed
4.75
N
N
N
N
N
N
KAZMUNAYGAS NATIONAL COMPANY JSC
2138001H1M69RFJCSH88
KAZMUNAYGAS NATIONAL CO SR UNSECURED 144A 04/47 5.75
48667QAP0
5000000.000000
PA
USD
6020450.000000
0.1473738
Long
DBT
CORP
KZ
N
2
2047-04-19
Fixed
5.75
N
N
N
N
N
N
KAZMUNAYGAS NATIONAL COMPANY JSC
2138001H1M69RFJCSH88
KAZMUNAYGAS NATIONAL CO SR UNSECURED REGS 04/27 4.75
ACI0TLZ82
2700000.000000
PA
USD
3024648.000000
0.0740399
Long
DBT
CORP
KZ
N
2
2027-04-19
Fixed
4.75
N
N
N
N
N
N
KAZMUNAYGAS NATIONAL COMPANY JSC
2138001H1M69RFJCSH88
KAZMUNAYGAS NATIONAL CO SR UNSECURED REGS 04/30 5.375
ACI125QN1
385000.000000
PA
USD
455231.700000
0.0111436
Long
DBT
CORP
KZ
N
2
2030-04-24
Fixed
5.375
N
N
N
N
N
N
KAZMUNAYGAS NATIONAL COMPANY JSC
2138001H1M69RFJCSH88
KAZMUNAYGAS NATIONAL CO SR UNSECURED REGS 04/47 5.75
Y4596HAD9
4300000.000000
PA
USD
5177587.000000
0.1267414
Long
DBT
CORP
KZ
N
2
2047-04-19
Fixed
5.75
N
N
N
N
N
N
KB KOOKMIN CARD CO LTD
988400VU1GFPPZ59F863
KB KOOKMIN CARD CO LTD SR UNSECURED REGS 05/26 1.5
ACI1XN7K5
600000.000000
PA
USD
595808.400000
0.0145847
Long
DBT
CORP
KR
N
2
2026-05-13
Fixed
1.5
N
N
N
N
N
N
KENYA GOVT
549300VVURQQYU45PR87
REPUBLIC OF KENYA SR UNSECURED 144A 01/34 6.3
491798AL8
6900000.000000
PA
USD
6827515.500000
0.1671298
Long
DBT
NUSS
KE
N
2
2034-01-23
Fixed
6.3
N
N
N
N
N
N
KENYA GOVT
549300VVURQQYU45PR87
REPUBLIC OF KENYA SR UNSECURED REGS 05/32 8
BKDSPGII9
10400000.000000
PA
USD
11523148.000000
0.2820735
Long
DBT
NUSS
KE
N
2
2032-05-22
Fixed
8
N
N
N
N
N
N
KUWAIT GOVT
549300FSC1YD0D9XX589
KUWAIT INTL BOND SR UNSECURED REGS 03/27 3.5
M6417JAA6
1200000.000000
PA
USD
1330069.200000
0.0325586
Long
DBT
NUSS
KW
N
2
2027-03-20
Fixed
3.5
N
N
N
N
N
N
KUWAIT PROJECTS COMPANY SPC LIMITED
254900BQTJEWBK1TAN59
KUWAIT PROJECTS CO SPC L COMPANY GUAR REGS 03/23 5
ACI0L6R33
700000.000000
PA
USD
701283.800000
0.0171666
Long
DBT
CORP
AE
N
2
2023-03-15
Fixed
5
N
N
N
N
N
N
LEHMAN XS TRUST 2006-14N
N/A
LEHMAN XS TRUST LXS 2006 14N 1A1A
52522CAA1
2110292.080000
PA
USD
2161619.450000
0.0529140
Long
ABS-MBS
CORP
US
N
2
2046-09-25
Floating
0.466
N
N
N
N
N
N
LEHMAN XS TRUST 2007-15N
N/A
LEHMAN XS TRUST LXS 2007 15N 2A1
52524VAG4
4627076.560000
PA
USD
4551239.240000
0.1114092
Long
ABS-MBS
CORP
US
N
2
2037-08-25
Floating
0.336
N
N
N
N
N
N
LENOVO GROUP LIMITED
254900VUZRGD5U73RE46
LENOVO GROUP LTD SR UNSECURED 144A 11/30 3.421
526250AB1
2300000.000000
PA
USD
2398815.640000
0.0587203
Long
DBT
CORP
HK
N
2
2030-11-02
Fixed
3.421
N
N
N
N
N
N
LENOVO GROUP LIMITED
254900VUZRGD5U73RE46
LENOVO GROUP LTD SR UNSECURED REGS 04/25 5.875
ACI1LWQL5
2800000.000000
PA
USD
3156227.030000
0.0772608
Long
DBT
CORP
HK
N
2
2025-04-24
Fixed
5.875
N
N
N
N
N
N
LENOVO GROUP LIMITED
254900VUZRGD5U73RE46
LENOVO GROUP LTD SR UNSECURED REGS 11/30 3.421
Y5257YAJ6
200000.000000
PA
USD
208592.660000
0.0051061
Long
DBT
CORP
HK
N
2
2030-11-02
Fixed
3.421
N
N
N
N
N
N
LG CHEM LTD
988400IES4EIG7O06940
LG CHEM LTD SR UNSECURED 144A 07/26 1.375
501955AC2
11200000.000000
PA
USD
11080400.460000
0.2712356
Long
DBT
CORP
KR
N
2
2026-07-07
Fixed
1.375
N
N
N
N
N
N
LIMA METRO LINE 2 FINANCE LIMITED
5493009BVQNQT1UKQ352
LIMA METRO LINE 2 FIN LT SR SECURED 144A 04/36 4.35
532522AB5
197619.260000
PA
USD
211620.580000
0.0051802
Long
DBT
CORP
KY
N
2
2036-04-05
Fixed
4.35
N
N
N
N
N
N
LIMA METRO LINE 2 FINANCE LIMITED
5493009BVQNQT1UKQ352
LIMA METRO LINE 2 FIN LT SR SECURED 144A 07/34 5.875
532522AA7
963104.490000
PA
USD
1128498.420000
0.0276244
Long
DBT
CORP
KY
N
2
2034-07-05
Fixed
5.875
N
N
N
N
N
N
LIMA METRO LINE 2 FINANCE LIMITED
5493009BVQNQT1UKQ352
LIMA METRO LINE 2 FIN LT SR SECURED REGS 04/36 4.35
G54897AB2
4051194.830000
PA
USD
4338221.980000
0.1061947
Long
DBT
CORP
KY
N
2
2036-04-05
Fixed
4.35
N
N
N
N
N
N
LUMINENT MORTGAGE TRUST 2006-7
N/A
LUMINENT MORTGAGE TRUST LUM 2006 7 1A1
55028BAA5
35313.810000
PA
USD
33646.750000
0.0008236
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
0.446
Y
N
N
N
N
N
1MDB GLOBAL INVESTMENTS LIMITED
N/A
1MDB GLOBAL INVESTMENTS SR UNSECURED REGS 03/23 4.4
Y6426NAA3
7100000.000000
PA
USD
7130654.250000
0.1745503
Long
DBT
NUSS
VG
N
2
2023-03-09
Fixed
4.4
N
N
N
N
N
N
MASTR ALT LN TR 2006-2
N/A
MASTR ALTERNATIVE LOANS TRUST MALT 2006 2 2A1
5764342H6
131639.860000
PA
USD
9984.730000
0.0002444
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Floating
0.486
Y
N
N
N
N
N
MASTR ASSET BACKED SEC TR 2004-OPT2
N/A
MASTR ASSET BACKED SECURITIES MABS 2004 OPT2 A2
57643LEV4
209663.460000
PA
USD
206308.170000
0.0050502
Long
ABS-MBS
CORP
US
N
2
2034-09-25
Floating
0.786
N
N
N
N
N
N
MEDCO BELL PTE LTD
2549003PNDCWIWGKC768
MEDCO BELL PTE LTD SR SECURED 144A 01/27 6.375
58406LAA9
2900000.000000
PA
USD
2929058.000000
0.0717000
Long
DBT
CORP
SG
N
2
2027-01-30
Fixed
6.375
N
N
N
N
N
N
METINVEST BV
635400TMCKVEU87EJ582
METINVEST BV COMPANY GUAR 144A 04/23 7.75
591555AD9
200000.000000
PA
USD
211914.800000
0.0051874
Long
DBT
CORP
NL
N
2
2023-04-23
Fixed
7.75
N
N
N
N
N
N
METINVEST BV
635400TMCKVEU87EJ582
METINVEST BV COMPANY GUAR REGS 04/26 8.5
BF4JDJII7
3300000.000000
PA
USD
3690126.000000
0.0903301
Long
DBT
CORP
NL
N
2
2026-04-23
Fixed
8.5
N
N
N
N
N
N
MEXICO GOVT
254900EGTWEU67VP6075
UNITED MEXICAN STATES SR UNSECURED 01/28 3.75
91087BAE0
275000.000000
PA
USD
299550.630000
0.0073327
Long
DBT
NUSS
MX
N
2
2028-01-11
Fixed
3.75
N
N
N
N
N
N
MEXICO GOVT
254900EGTWEU67VP6075
UNITED MEXICAN STATES SR UNSECURED 04/29 4.5
91087BAF7
2300000.000000
PA
USD
2587074.500000
0.0633286
Long
DBT
NUSS
MX
N
2
2029-04-22
Fixed
4.5
N
N
N
N
N
N
MEXICO GOVT
254900EGTWEU67VP6075
UNITED MEXICAN STATES SR UNSECURED 04/32 4.75
91087BAK6
1000000.000000
PA
USD
1127270.000000
0.0275943
Long
DBT
NUSS
MX
N
2
2032-04-27
Fixed
4.75
N
N
N
N
N
N
MEXICO GOVT
254900EGTWEU67VP6075
UNITED MEXICAN STATES SR UNSECURED 04/51 5
91087BAL4
4800000.000000
PA
USD
5280672.000000
0.1292648
Long
DBT
NUSS
MX
N
2
2051-04-27
Fixed
5
N
N
N
N
N
N
MEXICO GOVT
254900EGTWEU67VP6075
UNITED MEXICAN STATES SR UNSECURED 04/71 3.75
ACI1TX124
7300000.000000
PA
USD
6325377.000000
0.1548380
Long
DBT
NUSS
MX
N
2
2071-04-19
Fixed
3.75
N
N
N
N
N
N
MEXICO GOVT
254900EGTWEU67VP6075
UNITED MEXICAN STATES SR UNSECURED 05/31 2.659
91087BAM2
1100000.000000
PA
USD
1063953.000000
0.0260444
Long
DBT
NUSS
MX
N
2
2031-05-24
Fixed
2.659
N
N
N
N
N
N
MEXICO GOVT
254900EGTWEU67VP6075
UNITED MEXICAN STATES SR UNSECURED 05/61 3.771
91087BAN0
15000000.000000
PA
USD
13347525.000000
0.3267322
Long
DBT
NUSS
MX
N
2
2061-05-24
Fixed
3.771
N
N
N
N
N
N
MEXICO GOVT
254900EGTWEU67VP6075
UNITED MEXICAN STATES SR UNSECURED 08/41 4.28
91087BAQ3
3000000.000000
PA
USD
3068400.000000
0.0751109
Long
DBT
NUSS
MX
N
2
2041-08-14
Fixed
4.28
N
N
N
N
N
N
MEXICO GOVT
254900EGTWEU67VP6075
UNITED MEXICAN STATES SR UNSECURED 10/99 5.75
91086QAZ1
42150000.000000
PA
USD
48106638.000000
1.1775957
Long
DBT
NUSS
MX
N
2
2099-10-12
Fixed
5.75
N
N
N
N
N
N
MEXICO GOVT
254900EGTWEU67VP6075
UNITED MEXICAN STATES SR UNSECURED 12/99 4
ACI0C9D73
4000000.000000
PA
5051392.510000
0.1236523
Long
DBT
NUSS
MX
N
2
2099-12-31
Fixed
4
N
N
N
N
N
N
MGM CHINA HOLDINGS LIMITED
529900VZFN87OS7WJM66
MGM CHINA HOLDINGS LTD SR UNSECURED 144A 02/27 4.75
55300RAG6
3000000.000000
PA
USD
2955000.000000
0.0723350
Long
DBT
CORP
KY
N
2
2027-02-01
Fixed
4.75
N
N
N
N
N
N
AAMES MORTGAGE INVESTMENT TRUST 2006-1
N/A
AAMES MORTGAGE INVESTMENT TRUS AMIT 2006 1 M1
00252GAE9
829867.380000
PA
USD
824603.860000
0.0201854
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Floating
0.566
N
N
N
N
N
N
MINERA MEXICO SA DE CV
N/A
MINERA MEXICO SA DE CV SR UNSECURED 144A 01/50 4.5
60284MAB8
4700000.000000
PA
USD
5211125.000000
0.1275624
Long
DBT
CORP
MX
N
2
2050-01-26
Fixed
4.5
N
N
N
N
N
N
MINERA MEXICO SA DE CV
N/A
MINERA MEXICO SA DE CV SR UNSECURED REGS 01/50 4.5
P6777MAB8
1300000.000000
PA
USD
1441375.000000
0.0352832
Long
DBT
CORP
MX
N
2
2050-01-26
Fixed
4.5
N
N
N
N
N
N
MONGOLIA GOVT
N/A
MONGOLIA INTL BOND SR UNSECURED 144A 05/23 5.625
60937LAB1
754000.000000
PA
USD
793243.160000
0.0194177
Long
DBT
NUSS
MN
N
2
2023-05-01
Fixed
5.625
N
N
N
N
N
N
MONGOLIA GOVT
N/A
MONGOLIA INTL BOND SR UNSECURED 144A 07/27 3.5
60937LAF2
7600000.000000
PA
USD
7395980.510000
0.1810452
Long
DBT
NUSS
MN
N
2
2027-07-07
Fixed
3.5
N
N
N
N
N
N
MONGOLIA GOVT
N/A
MONGOLIA INTL BOND SR UNSECURED 144A 07/31 4.45
60937LAE5
4000000.000000
PA
USD
3887813.200000
0.0951692
Long
DBT
NUSS
MN
N
2
2031-07-07
Fixed
4.45
N
N
N
N
N
N
MONGOLIA GOVT
N/A
MONGOLIA INTL BOND SR UNSECURED REGS 03/24 8.75
Y6142NAA6
300000.000000
PA
USD
340892.800000
0.0083447
Long
DBT
NUSS
MN
N
2
2024-03-09
Fixed
8.75
N
N
N
N
N
N
MONGOLIA GOVT
N/A
MONGOLIA INTL BOND SR UNSECURED REGS 07/27 3.5
Y6142NAF5
2300000.000000
PA
USD
2238257.260000
0.0547900
Long
DBT
NUSS
MN
N
2
2027-07-07
Fixed
3.5
N
N
N
N
N
N
MONGOLIA GOVT
N/A
MONGOLIA INTL BOND SR UNSECURED REGS 07/31 4.45
Y6142NAE8
1600000.000000
PA
USD
1555125.280000
0.0380677
Long
DBT
NUSS
MN
N
2
2031-07-07
Fixed
4.45
N
N
N
N
N
N
MORGAN STANLEY ABS CAPITAL I 2004-NC3
N/A
MORGAN STANLEY CAPITAL INC MSAC 2004 NC3 M1
61744CBW5
3143657.030000
PA
USD
3134569.350000
0.0767307
Long
ABS-MBS
CORP
US
N
2
2034-03-25
Floating
0.881
N
N
N
N
N
N
MORGAN STANLEY ABS CAPITAL I 2005-NC1
N/A
MORGAN STANLEY CAPITAL INC MSAC 2005 NC1 M3
61744CMM5
23160.630000
PA
USD
22867.850000
0.0005598
Long
ABS-MBS
CORP
US
N
2
2035-01-25
Floating
0.851
N
N
N
N
N
N
ABSA GROUP LTD
2138006IPPRD4N6XLT30
ABSA GROUP LTD JR SUBORDINA REGS 12/99 VAR
ACI1XXZ06
500000.000000
PA
USD
520730.000000
0.0127469
Long
DBT
CORP
ZA
N
2
2026-05-27
Floating
6.375
N
N
N
N
N
N
ABU DHABI CRUDE OIL PIPELINE LLC
549300DONDFW2383FV66
ABU DHABI CRUDE OIL SR SECURED REGS 11/29 3.65
M0R52WAA1
2700000.000000
PA
USD
3011782.500000
0.0737250
Long
DBT
CORP
AE
N
2
2029-11-02
Fixed
3.65
N
N
N
N
N
N
ABU DHABI GOVT
213800FER4348CINTA77
ABU DHABI GOVT INT L SR UNSECURED 144A 03/31 1.7
29135LAM2
2400000.000000
PA
USD
2320716.000000
0.0568085
Long
DBT
NUSS
AE
N
2
2031-03-02
Fixed
1.7
N
N
N
N
N
N
ABU DHABI GOVT
213800FER4348CINTA77
ABU DHABI GOVT INT L SR UNSECURED 144A 04/50 3.875
29135LAJ9
15900000.000000
PA
USD
18206724.300000
0.4456799
Long
DBT
NUSS
AE
N
2
2050-04-16
Fixed
3.875
N
N
N
N
N
N
MORGAN STANLEY MTGE LN TR 2007-10XS
N/A
MORGAN STANLEY MORTGAGE LOAN T MSM 2007 10XS A1
61751MAA2
68686.980000
PA
USD
53071.610000
0.0012991
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Fixed
6
Y
N
N
N
N
N
MORGAN STANLEY MTGE LN TR 2007-7AX
N/A
MORGAN STANLEY MORTGAGE LOAN T MSM 2007 7AX 2A3
61754HAD4
266596.290000
PA
USD
113294.010000
0.0027733
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Floating
0.806
N
N
N
N
N
N
MOROCCO GOVT
529900F3MBW9XY5K1X07
KINGDOM OF MOROCCO SR UNSECURED 144A 12/50 4
617726AM6
5000000.000000
PA
USD
4574340.000000
0.1119746
Long
DBT
NUSS
MA
N
2
2050-12-15
Fixed
4
N
N
N
N
N
N
MOROCCO GOVT
529900F3MBW9XY5K1X07
KINGDOM OF MOROCCO SR UNSECURED REGS 12/22 4.25
V5311VAA8
19900000.000000
PA
USD
20612400.100000
0.5045681
Long
DBT
NUSS
MA
N
2
2022-12-11
Fixed
4.25
N
N
N
N
N
N
ABU DHABI GOVT
213800FER4348CINTA77
ABU DHABI GOVT INT L SR UNSECURED 144A 09/70 2.7
29135LAN0
5400000.000000
PA
USD
4846246.200000
0.1186306
Long
DBT
NUSS
AE
N
2
2070-09-02
Fixed
2.7
N
N
N
N
N
N
MOROCCO GOVT
529900F3MBW9XY5K1X07
KINGDOM OF MOROCCO SR UNSECURED REGS 12/27 2.375
ACI1TDSL7
13643000.000000
PA
USD
13386784.460000
0.3276932
Long
DBT
NUSS
MA
N
2
2027-12-15
Fixed
2.375
N
N
N
N
N
N
MOROCCO GOVT
529900F3MBW9XY5K1X07
KINGDOM OF MOROCCO SR UNSECURED REGS 12/50 4
ACI1TDR95
6200000.000000
PA
USD
5672181.600000
0.1388485
Long
DBT
NUSS
MA
N
2
2050-12-15
Fixed
4
N
N
N
N
N
N
ABU DHABI GOVT
213800FER4348CINTA77
ABU DHABI GOVT INT L SR UNSECURED 144A 10/47 4.125
29135LAB6
3400000.000000
PA
USD
4026875.000000
0.0985733
Long
DBT
NUSS
AE
N
2
2047-10-11
Fixed
4.125
N
N
N
N
N
N
ABU DHABI GOVT
213800FER4348CINTA77
ABU DHABI GOVT INT L SR UNSECURED REGS 04/50 3.875
ACI1LP9H8
1900000.000000
PA
USD
2175646.300000
0.0532573
Long
DBT
NUSS
AE
N
2
2050-04-16
Fixed
3.875
N
N
N
N
N
N
ABU DHABI GOVT
213800FER4348CINTA77
ABU DHABI GOVT INT L SR UNSECURED REGS 05/26 3.125
ACI0M6MJ2
2000000.000000
PA
USD
2165140.000000
0.0530002
Long
DBT
NUSS
AE
N
2
2026-05-03
Fixed
3.125
N
N
N
N
N
N
ABU DHABI GOVT
213800FER4348CINTA77
ABU DHABI GOVT INT L SR UNSECURED REGS 09/49 3.125
ACI1FS336
16400000.000000
PA
USD
16505288.000000
0.4040307
Long
DBT
NUSS
AE
N
2
2049-09-30
Fixed
3.125
N
N
N
N
N
N
ABU DHABI GOVT
213800FER4348CINTA77
ABU DHABI GOVT INT L SR UNSECURED REGS 09/70 2.7
ACI1QR9G1
3400000.000000
PA
USD
3051340.200000
0.0746933
Long
DBT
NUSS
AE
N
2
2070-09-02
Fixed
2.7
N
N
N
N
N
N
ABU DHABI GOVT
213800FER4348CINTA77
ABU DHABI GOVT INT L SR UNSECURED REGS 10/47 4.125
M0153CAD6
3600000.000000
PA
USD
4263750.000000
0.1043717
Long
DBT
NUSS
AE
N
2
2047-10-11
Fixed
4.125
N
N
N
N
N
N
MUTHOOT FINANCE LIMITED
335800HAMJMBFL4RRF02
MUTHOOT FINANCE LTD SR SECURED 144A 09/23 4.4
62828L2B8
2800000.000000
PA
USD
2856560.000000
0.0699253
Long
DBT
CORP
IN
N
2
2023-09-02
Fixed
4.4
N
N
N
N
N
N
NAKILAT INC
2549006RMTDJWLLWF072
NAKILAT INC SECURED REGS 12/33 6.267
Y62014AB4
350970.000000
PA
USD
438394.870000
0.0107314
Long
DBT
CORP
MH
N
2
2033-12-31
Fixed
6.267
N
N
N
N
N
N
NAMIBIA GOVT
549300T6Y4CWK77SML15
REPUBLIC OF NAMIBIA SR UNSECURED REGS 10/25 5.25
ACI0HMY27
2300000.000000
PA
USD
2466267.000000
0.0603714
Long
DBT
NUSS
NA
N
2
2025-10-29
Fixed
5.25
N
N
N
N
N
N
NAMIBIA GOVT
549300T6Y4CWK77SML15
REPUBLIC OF NAMIBIA SR UNSECURED REGS 11/21 5.5
V7179TAB8
5000000.000000
PA
USD
5017510.000000
0.1228229
Long
DBT
NUSS
NA
N
2
2021-11-03
Fixed
5.5
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NATWEST GROUP PLC SR UNSECURED 03/25 VAR
780097BK6
300000.000000
PA
USD
323815.360000
0.0079266
Long
DBT
CORP
GB
N
2
2025-03-22
Floating
4.269
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NATWEST GROUP PLC SR UNSECURED 04/26 4.8
780097BA8
300000.000000
PA
USD
341195.420000
0.0083521
Long
DBT
CORP
GB
N
2
2026-04-05
Fixed
4.8
N
N
N
N
N
N
NBK SPC LIMITED
549300P1ANDK86KWB419
NBK SPC LTD COMPANY GUAR 144A 09/27 VAR
62877PAB0
9700000.000000
PA
USD
9593300.000000
0.2348331
Long
DBT
CORP
AE
N
2
2027-09-15
Floating
1.625
N
N
N
N
N
N
NE PROPERTY BV
7245006AG9J70KOIJH36
NE PROPERTY BV COMPANY GUAR REGS 10/26 1.875
ACI1FZB15
200000.000000
PA
242084.760000
0.0059260
Long
DBT
CORP
NL
N
2
2026-10-09
Fixed
1.875
N
N
N
N
N
N
NIGERIA GOVT
549300GSBZD84TNEQ285
REPUBLIC OF NIGERIA 09/28 6.125
65412JAR4
6100000.000000
PA
USD
6131903.000000
0.1501020
Long
DBT
NUSS
NG
N
2
2028-09-28
Fixed
6.125
N
N
N
N
N
N
NIGERIA GOVT
549300GSBZD84TNEQ285
REPUBLIC OF NIGERIA SR UNSECURED 06/22 5.625
65412AEK4
7444000.000000
PA
USD
7638697.820000
0.1869866
Long
DBT
NUSS
NG
N
2
2022-06-27
Fixed
5.625
N
N
N
N
N
N
NIGERIA GOVT
549300GSBZD84TNEQ285
REPUBLIC OF NIGERIA SR UNSECURED 144A 02/30 7.143
65412JAD5
5700000.000000
PA
USD
5826750.900000
0.1426322
Long
DBT
NUSS
NG
N
2
2030-02-23
Fixed
7.143
N
N
N
N
N
N
NIGERIA GOVT
549300GSBZD84TNEQ285
REPUBLIC OF NIGERIA SR UNSECURED 144A 02/32 7.875
65412JAA1
7600000.000000
PA
USD
7921822.000000
0.1939172
Long
DBT
NUSS
NG
N
2
2032-02-16
Fixed
7.875
N
N
N
N
N
N
NIGERIA GOVT
549300GSBZD84TNEQ285
REPUBLIC OF NIGERIA SR UNSECURED 144A 09/33 7.375
65412JAS2
10900000.000000
PA
USD
11009436.000000
0.2694985
Long
DBT
NUSS
NG
N
2
2033-09-28
Fixed
7.375
N
N
N
N
N
N
NIGERIA GOVT
549300GSBZD84TNEQ285
REPUBLIC OF NIGERIA SR UNSECURED 144A 09/51 8.25
65412JAT0
6400000.000000
PA
USD
6458912.000000
0.1581068
Long
DBT
NUSS
NG
N
2
2051-09-28
Fixed
8.25
N
N
N
N
N
N
NIGERIA GOVT
549300GSBZD84TNEQ285
REPUBLIC OF NIGERIA SR UNSECURED 144A 11/27 6.5
65412JAC7
3600000.000000
PA
USD
3741768.000000
0.0915942
Long
DBT
NUSS
NG
N
2
2027-11-28
Fixed
6.5
N
N
N
N
N
N
NIGERIA GOVT
549300GSBZD84TNEQ285
REPUBLIC OF NIGERIA SR UNSECURED REGS 01/31 8.747
BGT0PTII4
7500000.000000
PA
USD
8246647.500000
0.2018685
Long
DBT
NUSS
NG
N
2
2031-01-21
Fixed
8.747
N
N
N
N
N
N
NIGERIA GOVT
549300GSBZD84TNEQ285
REPUBLIC OF NIGERIA SR UNSECURED REGS 02/30 7.143
ACI10XG45
7400000.000000
PA
USD
7564553.800000
0.1851717
Long
DBT
NUSS
NG
N
2
2030-02-23
Fixed
7.143
N
N
N
N
N
N
NIGERIA GOVT
549300GSBZD84TNEQ285
REPUBLIC OF NIGERIA SR UNSECURED REGS 02/38 7.696
V342A3BY9
7500000.000000
PA
USD
7438162.500000
0.1820777
Long
DBT
NUSS
NG
N
2
2038-02-23
Fixed
7.696
N
N
N
N
N
N
NIGERIA GOVT
549300GSBZD84TNEQ285
REPUBLIC OF NIGERIA SR UNSECURED REGS 07/23 6.375
ACI06CWN7
1000000.000000
PA
USD
1057520.000000
0.0258869
Long
DBT
NUSS
NG
N
2
2023-07-12
Fixed
6.375
N
N
N
N
N
N
NIGERIA GOVT
549300GSBZD84TNEQ285
REPUBLIC OF NIGERIA SR UNSECURED REGS 07/23 6.375
V342A3BS2
11600000.000000
PA
USD
12267232.000000
0.3002879
Long
DBT
NUSS
NG
N
2
2023-07-12
Fixed
6.375
N
N
N
N
N
N
NIGERIA GOVT
549300GSBZD84TNEQ285
REPUBLIC OF NIGERIA SR UNSECURED REGS 11/25 7.625
BGT0PWII7
1800000.000000
PA
USD
1995739.200000
0.0488534
Long
DBT
NUSS
NG
N
2
2025-11-21
Fixed
7.625
N
N
N
N
N
N
NIGERIA GOVT
549300GSBZD84TNEQ285
REPUBLIC OF NIGERIA SR UNSECURED REGS 11/25 7.625
V342A3CA0
2500000.000000
PA
USD
2771860.000000
0.0678520
Long
DBT
NUSS
NG
N
2
2025-11-21
Fixed
7.625
N
N
N
N
N
N
NIGERIA GOVT
549300GSBZD84TNEQ285
REPUBLIC OF NIGERIA SR UNSECURED REGS 11/27 6.5
ACI0Z1HG1
7800000.000000
PA
USD
8107164.000000
0.1984541
Long
DBT
NUSS
NG
N
2
2027-11-28
Fixed
6.5
N
N
N
N
N
N
NIGERIA GOVT
549300GSBZD84TNEQ285
REPUBLIC OF NIGERIA SR UNSECURED REGS 11/27 6.5
V342A3BX1
4400000.000000
PA
USD
4573272.000000
0.1119485
Long
DBT
NUSS
NG
N
2
2027-11-28
Fixed
6.5
N
N
N
N
N
N
ADANI ELECTRICITY MUMBAI LIMITED
335800AIC1B5EBFVUC38
ADANI ELECTRICITY MUMBAI SR SECURED 144A 02/30 3.949
00654GAA1
3300000.000000
PA
USD
3303661.610000
0.0808699
Long
DBT
CORP
IN
N
2
2030-02-12
Fixed
3.949
N
N
N
N
N
N
ADANI TRANSMISSIONS LIMITED
549300PLH866JQ6LXE52
ADANI TRANSMISSION LTD SR SECURED 144A 05/36 4.25
00652XAB4
1496000.000000
PA
USD
1533917.980000
0.0375486
Long
DBT
CORP
IN
N
2
2036-05-21
Fixed
4.25
N
N
N
N
N
N
NOMURA HOME EQUITY LOAN INC 2006-HE3
N/A
NOMURA HOME EQUITY LOAN INC NHELI 2006 HE3 1A1
65536QAA6
522795.800000
PA
USD
502629.060000
0.0123038
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Floating
0.236
N
N
N
N
N
N
OCP SA (AKA: GROUPE OFFICE CHERIFIEN DES PHOSPHATES SA)
213800D26TAPVTCVWG40
OFFICE CHERIFIEN DES PHO SR UNSECURED 144A 06/31 3.75
67091TAD7
5550000.000000
PA
USD
5546986.350000
0.1357839
Long
DBT
CORP
MA
N
2
2031-06-23
Fixed
3.75
N
N
N
N
N
N
OCP SA (AKA: GROUPE OFFICE CHERIFIEN DES PHOSPHATES SA)
213800D26TAPVTCVWG40
OFFICE CHERIFIEN DES PHO SR UNSECURED 144A 06/51 5.125
67091TAE5
6600000.000000
PA
USD
6554625.000000
0.1604498
Long
DBT
CORP
MA
N
2
2051-06-23
Fixed
5.125
N
N
N
N
N
N
ODEBRECHT DRILLING NORBE VIII/IX LTD
549300YNW6BY570L6488
ODEBRECHT DRILL VIII/IX SR SECURED 144A 12/26 7.35
675757AC2
14971.000000
PA
USD
8346.480000
0.0002043
Long
DBT
CORP
KY
N
2
2026-12-01
Fixed
7.35
N
N
Y
N
N
N
ODEBRECHT DRILLING NORBE VIII/IX LTD
549300YNW6BY570L6488
ODEBRECHT DRILL VIII/IX SR SECURED REGS 12/26 7.35
G67106AC1
9684315.000000
PA
USD
5399102.460000
0.1321639
Long
DBT
CORP
KY
N
2
2026-12-01
Fixed
7.35
N
N
Y
N
N
N
ODEBRECHT OFFSHORE DRILLING FINANCE LIMITED
549300L7LF2PIRAWID66
ODBRCHT OFFSHRE DRLL FIN SR SECURED REGS 12/22 6.72
G6711KAC9
1299060.340000
PA
USD
1286069.740000
0.0314815
Long
DBT
CORP
KY
N
2
2022-12-01
Fixed
6.72
N
N
N
N
N
N
ODEBRECHT OIL & GAS FINANCE LIMITED
N/A
ODEBRECHT OIL + FINANCE COMPANY GUAR 144A 12/99 0.0000
67576JAB7
8083909.000000
PA
USD
70653.360000
0.0017295
Long
DBT
CORP
KY
N
2
2021-11-08
None
0
N
N
N
N
N
N
ODEBRECHT OIL & GAS FINANCE LIMITED
N/A
ODEBRECHT OIL + FINANCE COMPANY GUAR REGS 12/99 0.0000
000000000
1719250.000000
PA
USD
15026.250000
0.0003678
Long
DBT
CORP
KY
N
2
2021-11-05
None
0
N
N
N
N
N
N
ADJUSTABLE RATE MORTAGE TRUST 2005-8
N/A
ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 8 3A21
007036QH2
85366.550000
PA
USD
75254.260000
0.0018421
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Floating
2.64362
Y
N
N
N
N
N
OMAN GOVT
549300SZ20F0QTKNQC75
OMAN GOV INTERNTL BOND SR UNSECURED 144A 01/31 6.25
68205LAS2
4000000.000000
PA
USD
4287616.000000
0.1049560
Long
DBT
NUSS
OM
N
2
2031-01-25
Fixed
6.25
N
N
N
N
N
N
OMAN GOVT
549300SZ20F0QTKNQC75
OMAN GOV INTERNTL BOND SR UNSECURED 144A 01/51 7
68205LAT0
5600000.000000
PA
USD
5699002.400000
0.1395051
Long
DBT
NUSS
OM
N
2
2051-01-25
Fixed
7
N
N
N
N
N
N
OMAN GOVT
549300SZ20F0QTKNQC75
OMAN GOV INTERNTL BOND SR UNSECURED 144A 02/25 4.875
68205LAA1
10000000.000000
PA
USD
10415930.000000
0.2549701
Long
DBT
NUSS
OM
N
2
2025-02-01
Fixed
4.875
N
N
N
N
N
N
OMAN GOVT
549300SZ20F0QTKNQC75
OMAN GOV INTERNTL BOND SR UNSECURED 144A 10/27 6.75
68205LAD5
2300000.000000
PA
USD
2561809.000000
0.0627102
Long
DBT
NUSS
OM
N
2
2027-10-28
Fixed
6.75
N
N
N
N
N
N
OMAN GOVT
549300SZ20F0QTKNQC75
OMAN GOV INTERNTL BOND SR UNSECURED REGS 01/23 4.125
ACI0ZXQN6
3300000.000000
PA
USD
3374415.000000
0.0826018
Long
DBT
NUSS
OM
N
2
2023-01-17
Fixed
4.125
N
N
N
N
N
N
OMAN GOVT
549300SZ20F0QTKNQC75
OMAN GOV INTERNTL BOND SR UNSECURED REGS 01/28 5.625
M75242BJ1
2260000.000000
PA
USD
2357293.000000
0.0577038
Long
DBT
NUSS
OM
N
2
2028-01-17
Fixed
5.625
N
N
N
N
N
N
OMAN GOVT
549300SZ20F0QTKNQC75
OMAN GOV INTERNTL BOND SR UNSECURED REGS 01/31 6.25
ACI1V4KS7
1500000.000000
PA
USD
1607856.000000
0.0393585
Long
DBT
NUSS
OM
N
2
2031-01-25
Fixed
6.25
N
N
N
N
N
N
OMAN GOVT
549300SZ20F0QTKNQC75
OMAN GOV INTERNTL BOND SR UNSECURED REGS 01/48 6.75
M75242BH5
1400000.000000
PA
USD
1389827.600000
0.0340214
Long
DBT
NUSS
OM
N
2
2048-01-17
Fixed
6.75
N
N
N
N
N
N
OMAN GOVT
549300SZ20F0QTKNQC75
OMAN GOV INTERNTL BOND SR UNSECURED REGS 02/25 4.875
ACI1DKK85
200000.000000
PA
USD
208318.600000
0.0050994
Long
DBT
NUSS
OM
N
2
2025-02-01
Fixed
4.875
N
N
N
N
N
N
OMAN GOVT
549300SZ20F0QTKNQC75
OMAN GOV INTERNTL BOND SR UNSECURED REGS 03/22 3.875
ACI0STQN3
4500000.000000
PA
USD
4538286.000000
0.1110921
Long
DBT
NUSS
OM
N
2
2022-03-08
Fixed
3.875
N
N
N
N
N
N
OMAN GOVT
549300SZ20F0QTKNQC75
OMAN GOV INTERNTL BOND SR UNSECURED REGS 03/47 6.5
M75242BA0
4400000.000000
PA
USD
4279202.400000
0.1047500
Long
DBT
NUSS
OM
N
2
2047-03-08
Fixed
6.5
N
N
N
N
N
N
OMAN GOVT
549300SZ20F0QTKNQC75
OMAN GOV INTERNTL BOND SR UNSECURED REGS 08/29 6
ACI1DKJ46
31100000.000000
PA
USD
32789756.300000
0.8026559
Long
DBT
NUSS
OM
N
2
2029-08-01
Fixed
6
N
N
N
N
N
N
OMAN GOVT
549300SZ20F0QTKNQC75
OMAN GOV INTERNTL BOND SR UNSECURED REGS 10/32 7.375
ACI1SC725
2300000.000000
PA
USD
2625558.100000
0.0642707
Long
DBT
NUSS
OM
N
2
2032-10-28
Fixed
7.375
N
N
N
N
N
N
OMAN SOVEREIGN SUKUK COMPANY
549300KM6RUZQLK8LU36
OMAN SOVEREIGN SUKUK SR UNSECURED 144A 06/30 4.875
68204LAB0
11000000.000000
PA
USD
11593791.000000
0.2838028
Long
DBT
NUSS
OM
N
2
2030-06-15
Fixed
4.875
N
N
N
N
N
N
OPTION ONE MORTGAGE LOAN TRUST 2007-3
N/A
OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 3 1A1
68402BAA4
686515.980000
PA
USD
559556.250000
0.0136973
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Floating
0.306
N
N
N
N
N
N
OPTION ONE MORTGAGE LOAN TRUST 2007-5
N/A
OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 5 1A1
68403HAA0
272315.620000
PA
USD
209689.560000
0.0051330
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
0.306
N
N
N
N
N
N
PAKISTAN GOVT
529900LOP29R5WKHOD86
ISLAMIC REP OF PAKISTAN SR UNSECURED 144A 04/51 8.875
695847AU7
7000000.000000
PA
USD
7064750.000000
0.1729370
Long
DBT
NUSS
PK
N
2
2051-04-08
Fixed
8.875
N
N
N
N
N
N
PAKISTAN GOVT
529900LOP29R5WKHOD86
ISLAMIC REP OF PAKISTAN SR UNSECURED 144A 12/27 6.875
740840AC7
2500000.000000
PA
USD
2520412.500000
0.0616968
Long
DBT
NUSS
PK
N
2
2027-12-05
Fixed
6.875
N
N
N
N
N
N
PAKISTAN GOVT
529900LOP29R5WKHOD86
ISLAMIC REP OF PAKISTAN SR UNSECURED REGS 04/51 8.875
ACI1WVNY0
2300000.000000
PA
USD
2321275.000000
0.0568222
Long
DBT
NUSS
PK
N
2
2051-04-08
Fixed
8.875
N
N
N
N
N
N
PAKISTAN GOVT
529900LOP29R5WKHOD86
THIRD PKSTAN INTL SUKUK SR UNSECURED REGS 10/21 5.5
ACI0Q7X54
5000000.000000
PA
USD
5001550.000000
0.1224322
Long
DBT
NUSS
PK
N
2
2021-10-13
Fixed
5.5
N
N
N
N
N
N
PANAMA GOVT
549300SHS4T08CL0LP14
REPUBLIC OF PANAMA SR UNSECURED 01/23 9.375
698299AS3
900000.000000
PA
USD
1004850.000000
0.0245976
Long
DBT
NUSS
PA
N
2
2023-01-16
Fixed
9.375
N
N
N
N
N
N
PANAMA GOVT
549300SHS4T08CL0LP14
REPUBLIC OF PANAMA SR UNSECURED 01/36 6.7
698299AW4
8600000.000000
PA
USD
11467111.000000
0.2807018
Long
DBT
NUSS
PA
N
2
2036-01-26
Fixed
6.7
N
N
N
N
N
N
PANAMA GOVT
549300SHS4T08CL0LP14
REPUBLIC OF PANAMA SR UNSECURED 04/29 9.375
698299AK0
518000.000000
PA
USD
754715.640000
0.0184746
Long
DBT
NUSS
PA
N
2
2029-04-01
Fixed
9.375
N
N
N
N
N
N
PANAMA GOVT
549300SHS4T08CL0LP14
REPUBLIC OF PANAMA SR UNSECURED 04/34 8.125
698299AT1
2860000.000000
PA
USD
4147028.600000
0.1015145
Long
DBT
NUSS
PA
N
2
2034-04-28
Fixed
8.125
N
N
N
N
N
N
PANAMA GOVT
549300SHS4T08CL0LP14
REPUBLIC OF PANAMA SR UNSECURED 04/50 4.5
698299BH6
1000000.000000
PA
USD
1092210.000000
0.0267361
Long
DBT
NUSS
PA
N
2
2050-04-16
Fixed
4.5
N
N
N
N
N
N
PANAMA GOVT
549300SHS4T08CL0LP14
REPUBLIC OF PANAMA SR UNSECURED 04/53 4.3
698299BB9
13800000.000000
PA
USD
14649804.000000
0.3586105
Long
DBT
NUSS
PA
N
2
2053-04-29
Fixed
4.3
N
N
N
N
N
N
PANAMA GOVT
549300SHS4T08CL0LP14
REPUBLIC OF PANAMA SR UNSECURED 04/56 4.5
698299BM5
4500000.000000
PA
USD
4912650.000000
0.1202561
Long
DBT
NUSS
PA
N
2
2056-04-01
Fixed
4.5
N
N
N
N
N
N
PANAMA GOVT
549300SHS4T08CL0LP14
REPUBLIC OF PANAMA SR UNSECURED 05/47 4.5
698299BG8
6200000.000000
PA
USD
6785683.000000
0.1661058
Long
DBT
NUSS
PA
N
2
2047-05-15
Fixed
4.5
N
N
N
N
N
N
PANAMA GOVT
549300SHS4T08CL0LP14
REPUBLIC OF PANAMA SR UNSUB 09/32 2.252
698299BN3
3000000.000000
PA
USD
2829960.000000
0.0692742
Long
DBT
NUSS
PA
N
2
2032-09-29
Fixed
2.252
N
N
N
N
N
N
PARAGUAY GOVT
529900UXKJTJPCU0HK83
REPUBLIC OF PARAGUAY SR UNSECURED 144A 01/33 2.739
699149AK6
800000.000000
PA
USD
771000.000000
0.0188732
Long
DBT
NUSS
PY
N
2
2033-01-29
Fixed
2.739
N
N
N
N
N
N
PARAGUAY GOVT
529900UXKJTJPCU0HK83
REPUBLIC OF PARAGUAY SR UNSECURED 144A 04/31 4.95
699149AJ9
1500000.000000
PA
USD
1697625.000000
0.0415559
Long
DBT
NUSS
PY
N
2
2031-04-28
Fixed
4.95
N
N
N
N
N
N
PARAGUAY GOVT
529900UXKJTJPCU0HK83
REPUBLIC OF PARAGUAY SR UNSECURED 144A 08/44 6.1
699149AB6
5300000.000000
PA
USD
6479303.000000
0.1586060
Long
DBT
NUSS
PY
N
2
2044-08-11
Fixed
6.1
N
N
N
N
N
N
PARAGUAY GOVT
529900UXKJTJPCU0HK83
REPUBLIC OF PARAGUAY SR UNSECURED REGS 03/48 5.6
P75744AF2
200000.000000
PA
USD
232502.000000
0.0056914
Long
DBT
NUSS
PY
N
2
2048-03-13
Fixed
5.6
N
N
N
N
N
N
PARAGUAY GOVT
529900UXKJTJPCU0HK83
REPUBLIC OF PARAGUAY SR UNSECURED REGS 03/50 5.4
P75744AG0
3700000.000000
PA
USD
4264287.000000
0.1043849
Long
DBT
NUSS
PY
N
2
2050-03-30
Fixed
5.4
N
N
N
N
N
N
PARAGUAY GOVT
529900UXKJTJPCU0HK83
REPUBLIC OF PARAGUAY SR UNSECURED REGS 04/31 4.95
P75744AJ4
2500000.000000
PA
USD
2829375.000000
0.0692599
Long
DBT
NUSS
PY
N
2
2031-04-28
Fixed
4.95
N
N
N
N
N
N
PARAGUAY GOVT
529900UXKJTJPCU0HK83
REPUBLIC OF PARAGUAY SR UNSECURED REGS 08/44 6.1
P75744AB1
300000.000000
PA
USD
366753.000000
0.0089777
Long
DBT
NUSS
PY
N
2
2044-08-11
Fixed
6.1
N
N
N
N
N
N
AEROPUERTO INTERNACIONAL DE TOCUMEN SA
254900FO1PHX49ZIGB14
AEROPUERTO INTL TOCUMEN SR SECURED 144A 08/61 5.125
00787CAE2
4500000.000000
PA
USD
4727992.500000
0.1157359
Long
DBT
CORP
PA
N
2
2061-08-11
Fixed
5.125
N
N
N
N
N
N
PARK PLACE SEC INC 2005-WHQ4
N/A
PARK PLACE SECURITIES INC PPSI 2005 WHQ4 M3
70069FMU8
1600000.000000
PA
USD
1568495.200000
0.0383950
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Floating
0.866
Y
N
N
N
N
N
PELABUHAN INDONESIA II PT (AKA: PELINDO II)
N/A
PT PELABUHAN INDO II SR UNSECURED REGS 05/25 4.25
Y7133MAC3
7100000.000000
PA
USD
7730125.000000
0.1892247
Long
DBT
CORP
ID
N
2
2025-05-05
Fixed
4.25
N
N
N
N
N
N
PELABUHAN INDONESIA II PT (AKA: PELINDO II)
N/A
PT PELABUHAN INDO II SR UNSECURED REGS 05/45 5.375
Y7133MAB5
2000000.000000
PA
USD
2367120.000000
0.0579444
Long
DBT
CORP
ID
N
2
2045-05-05
Fixed
5.375
N
N
N
N
N
N
PELABUHAN INDONESIA III PT (AKA: PELINDO III)
254900Y6SH3NRN1A8R64
PELABUHAN INDONESIA III SR UNSECURED REGS 05/23 4.5
Y7140DAB6
3500000.000000
PA
USD
3684397.500000
0.0901899
Long
DBT
CORP
ID
N
2
2023-05-02
Fixed
4.5
N
N
N
N
N
N
PELABUHAN INDONESIA III PT (AKA: PELINDO III)
254900Y6SH3NRN1A8R64
PELABUHAN INDONESIA III SR UNSECURED REGS 10/24 4.875
Y7140DAA8
800000.000000
PA
USD
879716.000000
0.0215344
Long
DBT
CORP
ID
N
2
2024-10-01
Fixed
4.875
N
N
N
N
N
N
PENTA CLO 2 BV 2015-2A
N/A
PENTA CLO S.A. PENTA 2015 2A AR 144A
ACI0W8H61
110472.950000
PA
128050.280000
0.0031345
Long
ABS-CBDO
CORP
NL
N
2
2028-08-04
Floating
0.79
N
N
N
N
N
N
PERU GOVT
254900STKLK2DBJJZ530
BONOS DE TESORERIA SR UNSECURED 08/40 5.35
ACI1H2BH1
16200000.000000
PA
3115478.050000
0.0762634
Long
DBT
NUSS
PE
N
2
2040-08-12
Fixed
5.35
N
N
N
N
N
N
PERU GOVT
254900STKLK2DBJJZ530
REPUBLIC OF PERU SR UNSECURED 01/26 2.392
715638DE9
3700000.000000
PA
USD
3782584.000000
0.0925933
Long
DBT
NUSS
PE
N
2
2026-01-23
Fixed
2.392
N
N
N
N
N
N
PERU GOVT
254900STKLK2DBJJZ530
REPUBLIC OF PERU SR UNSECURED 01/31 2.783
715638DF6
2200000.000000
PA
USD
2182620.000000
0.0534281
Long
DBT
NUSS
PE
N
2
2031-01-23
Fixed
2.783
N
N
N
N
N
N
PERU GOVT
254900STKLK2DBJJZ530
REPUBLIC OF PERU SR UNSECURED 03/37 6.55
715638AU6
1200000.000000
PA
USD
1622838.000000
0.0397252
Long
DBT
NUSS
PE
N
2
2037-03-14
Fixed
6.55
N
N
N
N
N
N
PERU GOVT
254900STKLK2DBJJZ530
REPUBLIC OF PERU SR UNSECURED 03/51 3.55
715638DT6
4000000.000000
PA
USD
3987160.000000
0.0976011
Long
DBT
NUSS
PE
N
2
2051-03-10
Fixed
3.55
N
N
N
N
N
N
PERU GOVT
254900STKLK2DBJJZ530
REPUBLIC OF PERU SR UNSECURED 06/30 2.844
715638DA7
1400000.000000
PA
USD
1416324.000000
0.0346700
Long
DBT
NUSS
PE
N
2
2030-06-20
Fixed
2.844
N
N
N
N
N
N
PERU GOVT
254900STKLK2DBJJZ530
REPUBLIC OF PERU SR UNSECURED 07/21 3.23
715638DR0
2100000.000000
PA
USD
1749237.000000
0.0428193
Long
DBT
NUSS
PE
N
2
2121-07-28
Fixed
3.23
N
N
N
N
N
N
PERU GOVT
254900STKLK2DBJJZ530
REPUBLIC OF PERU SR UNSECURED 12/60 2.78
715638DQ2
900000.000000
PA
USD
762066.000000
0.0186545
Long
DBT
NUSS
PE
N
2
2060-12-01
Fixed
2.78
N
N
N
N
N
N
PERU GOVT
254900STKLK2DBJJZ530
REPUBLIC OF PERU SR UNSECURED 144A 08/28 6.35
715638BV3
14700000.000000
PA
3671533.440000
0.0898750
Long
DBT
NUSS
PE
N
2
2028-08-12
Fixed
6.35
N
N
N
N
N
N
PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA
254900OYVDRYS9J51J61
PERUSAHAAN LISTRIK NEGAR SR UNSECURED 144A 02/50 4.375
71568PAM1
3000000.000000
PA
USD
3021855.000000
0.0739716
Long
DBT
CORP
ID
N
2
2050-02-05
Fixed
4.375
N
N
N
N
N
N
PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA
254900OYVDRYS9J51J61
PERUSAHAAN LISTRIK NEGAR SR UNSECURED 144A 05/27 4.125
71568PAC3
1200000.000000
PA
USD
1302000.000000
0.0318715
Long
DBT
CORP
ID
N
2
2027-05-15
Fixed
4.125
N
N
N
N
N
N
PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA
254900OYVDRYS9J51J61
PERUSAHAAN LISTRIK NEGAR SR UNSECURED 144A 06/50 4
71568PAP4
6800000.000000
PA
USD
6528000.000000
0.1597980
Long
DBT
CORP
ID
N
2
2050-06-30
Fixed
4
N
N
N
N
N
N
AIA GROUP LIMITED
ZP5ILWVSYE4LJGMMVD57
AIA GROUP LTD SUBORDINATED 144A 09/40 3.2
00131LAK1
400000.000000
PA
USD
404483.800000
0.0099013
Long
DBT
CORP
HK
N
2
2040-09-16
Fixed
3.2
N
N
N
N
N
N
PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA
254900OYVDRYS9J51J61
PERUSAHAAN LISTRIK NEGAR SR UNSECURED 144A 10/42 5.25
71568PAB5
2100000.000000
PA
USD
2352693.000000
0.0575912
Long
DBT
CORP
ID
N
2
2042-10-24
Fixed
5.25
N
N
N
N
N
N
PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA
254900OYVDRYS9J51J61
PERUSAHAAN LISTRIK NEGAR SR UNSECURED REGS 01/29 5.375
71568QAG2
4300000.000000
PA
USD
4984775.000000
0.1220216
Long
DBT
CORP
ID
N
2
2029-01-25
Fixed
5.375
N
N
N
N
N
N
PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA
254900OYVDRYS9J51J61
PERUSAHAAN LISTRIK NEGAR SR UNSECURED REGS 01/49 6.25
71568QAH0
300000.000000
PA
USD
379987.500000
0.0093017
Long
DBT
CORP
ID
N
2
2049-01-25
Fixed
6.25
N
N
N
N
N
N
PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA
254900OYVDRYS9J51J61
PERUSAHAAN LISTRIK NEGAR SR UNSECURED REGS 05/27 4.125
71568QAC1
300000.000000
PA
USD
325500.000000
0.0079679
Long
DBT
CORP
ID
N
2
2027-05-15
Fixed
4.125
N
N
N
N
N
N
PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA
254900OYVDRYS9J51J61
PERUSAHAAN LISTRIK NEGAR SR UNSECURED REGS 05/28 5.45
71568QAE7
250000.000000
PA
USD
290937.500000
0.0071218
Long
DBT
CORP
ID
N
2
2028-05-21
Fixed
5.45
N
N
N
N
N
N
PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA
254900OYVDRYS9J51J61
PERUSAHAAN LISTRIK NEGAR SR UNSECURED REGS 05/47 5.25
71568QAD9
4800000.000000
PA
USD
5346000.000000
0.1308640
Long
DBT
CORP
ID
N
2
2047-05-15
Fixed
5.25
N
N
N
N
N
N
PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA
254900OYVDRYS9J51J61
PERUSAHAAN LISTRIK NEGAR SR UNSECURED REGS 06/50 4
71568QAP2
2100000.000000
PA
USD
2016000.000000
0.0493494
Long
DBT
CORP
ID
N
2
2050-06-30
Fixed
4
N
N
N
N
N
N
PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA
254900OYVDRYS9J51J61
PERUSAHAAN LISTRIK NEGAR SR UNSECURED REGS 10/42 5.25
71568QAB3
12000000.000000
PA
USD
13443960.000000
0.3290928
Long
DBT
CORP
ID
N
2
2042-10-24
Fixed
5.25
N
N
N
N
N
N
PETROAMAZONAS EP
N/A
PETROAMAZONAS EP GOVT GUARANT REGS 12/21 4.625
ACI0Z9WH5
469341.810000
PA
USD
468285.790000
0.0114631
Long
DBT
CORP
EC
N
2
2021-12-06
Fixed
4.625
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE BV
549300FNENFFSMO3GT38
PETROBRAS GLOBAL FINANCE COMPANY GUAR 01/30 5.093
71647NBE8
875000.000000
PA
USD
926213.750000
0.0226727
Long
DBT
CORP
NL
N
2
2030-01-15
Fixed
5.093
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE BV
549300FNENFFSMO3GT38
PETROBRAS GLOBAL FINANCE COMPANY GUAR 01/31 5.6
71647NBH1
350000.000000
PA
USD
380362.500000
0.0093108
Long
DBT
CORP
NL
N
2
2031-01-03
Fixed
5.6
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE BV
549300FNENFFSMO3GT38
PETROBRAS GLOBAL FINANCE COMPANY GUAR 03/44 7.25
71647NAK5
1900000.000000
PA
USD
2196818.000000
0.0537756
Long
DBT
CORP
NL
N
2
2044-03-17
Fixed
7.25
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE BV
549300FNENFFSMO3GT38
PETROBRAS GLOBAL FINANCE COMPANY GUAR 12/99 6.85
71647NAN9
2300000.000000
PA
USD
2375888.500000
0.0581590
Long
DBT
CORP
NL
N
2
2099-12-31
Fixed
6.85
N
N
N
N
N
N
PETROLEOS DE VENEZUELA SA (PDVSA)
549300YWR8TN1OFD4P06
PETROLEOS DE VENEZUELA S COMPANY GUAR REGS 04/27 5.375
B1VX67II1
38809000.000000
PA
USD
2328540.000000
0.0570000
Long
DBT
CORP
VE
N
2
2027-04-12
Fixed
5.375
Y
Y
N
N
N
N
PETROLEOS DE VENEZUELA SA (PDVSA)
549300YWR8TN1OFD4P06
PETROLEOS DE VENEZUELA S COMPANY GUAR REGS 04/27 5.375
P7807HAC9
13090000.000000
PA
USD
785400.000000
0.0192257
Long
DBT
CORP
VE
N
2
2027-04-12
Fixed
5.375
Y
Y
N
N
N
N
PETROLEOS DE VENEZUELA SA (PDVSA)
549300YWR8TN1OFD4P06
PETROLEOS DE VENEZUELA S COMPANY GUAR REGS 04/37 5.5
B1VXHCII8
19263000.000000
PA
USD
1126885.500000
0.0275849
Long
DBT
CORP
VE
N
2
2037-04-12
Fixed
5.5
Y
Y
N
N
N
N
PETROLEOS DE VENEZUELA SA (PDVSA)
549300YWR8TN1OFD4P06
PETROLEOS DE VENEZUELA S COMPANY GUAR REGS 05/24 6
P7807HAT2
2800000.000000
PA
USD
168000.000000
0.0041124
Long
DBT
CORP
VE
N
2
2024-05-16
Fixed
6
Y
Y
N
N
N
N
PETROLEOS DEL PERU SA - PETROPERU SA
549300ZMGDLC9JT2OR80
PETROLEOS DEL PERU SA SR UNSECURED 144A 06/32 4.75
716564AA7
4000000.000000
PA
USD
4125000.000000
0.1009753
Long
DBT
CORP
PE
N
2
2032-06-19
Fixed
4.75
N
N
N
N
N
N
PETROLEOS DEL PERU SA - PETROPERU SA
549300ZMGDLC9JT2OR80
PETROLEOS DEL PERU SA SR UNSECURED 144A 06/47 5.625
716564AB5
1700000.000000
PA
USD
1701003.000000
0.0416386
Long
DBT
CORP
PE
N
2
2047-06-19
Fixed
5.625
N
N
N
N
N
N
PETROLEOS DEL PERU SA - PETROPERU SA
549300ZMGDLC9JT2OR80
PETROLEOS DEL PERU SA SR UNSECURED REGS 06/47 5.625
P7808BAB3
12700000.000000
PA
USD
12707493.000000
0.3110650
Long
DBT
CORP
PE
N
2
2047-06-19
Fixed
5.625
N
N
N
N
N
N
PETROLEOS MEXICANOS (PEMEX)
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS COMPANY GUAR 01/22 4.875
71654QBB7
200000.000000
PA
USD
202410.000000
0.0049548
Long
DBT
CORP
MX
N
2
2022-01-24
Fixed
4.875
N
N
N
N
N
N
PETROLEOS MEXICANOS (PEMEX)
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS COMPANY GUAR 01/27 6.49
71654QDB5
11762000.000000
PA
USD
12444784.100000
0.3046341
Long
DBT
CORP
MX
N
2
2027-01-23
Fixed
6.49
N
N
N
N
N
N
PETROLEOS MEXICANOS (PEMEX)
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS COMPANY GUAR 01/30 6.84
71654QDC3
5058000.000000
PA
USD
5231084.760000
0.1280510
Long
DBT
CORP
MX
N
2
2030-01-23
Fixed
6.84
N
N
N
N
N
N
PETROLEOS MEXICANOS (PEMEX)
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS COMPANY GUAR 01/31 5.95
71654QDE9
12100000.000000
PA
USD
11745772.500000
0.2875231
Long
DBT
CORP
MX
N
2
2031-01-28
Fixed
5.95
N
N
N
N
N
N
PETROLEOS MEXICANOS (PEMEX)
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS COMPANY GUAR 01/45 6.375
71654QBR2
12500000.000000
PA
USD
10647562.500000
0.2606402
Long
DBT
CORP
MX
N
2
2045-01-23
Fixed
6.375
N
N
N
N
N
N
PETROLEOS MEXICANOS (PEMEX)
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS COMPANY GUAR 01/50 7.69
71654QDD1
20633000.000000
PA
USD
19565551.750000
0.4789424
Long
DBT
CORP
MX
N
2
2050-01-23
Fixed
7.69
N
N
N
N
N
N
PETROLEOS MEXICANOS (PEMEX)
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS COMPANY GUAR 01/60 6.95
71654QDF6
63220000.000000
PA
USD
55334253.300000
1.3545195
Long
DBT
CORP
MX
N
2
2060-01-28
Fixed
6.95
N
N
N
N
N
N
PETROLEOS MEXICANOS (PEMEX)
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS COMPANY GUAR 02/28 5.35
71654QCK6
10900000.000000
PA
USD
10760262.000000
0.2633990
Long
DBT
CORP
MX
N
2
2028-02-12
Fixed
5.35
N
N
N
N
N
N
PETROLEOS MEXICANOS (PEMEX)
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS COMPANY GUAR 02/48 6.35
71654QCL4
23238000.000000
PA
USD
19670967.000000
0.4815229
Long
DBT
CORP
MX
N
2
2048-02-12
Fixed
6.35
N
N
N
N
N
N
PETROLEOS MEXICANOS (PEMEX)
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS COMPANY GUAR 03/27 6.5
71654QCG5
2100000.000000
PA
USD
2220750.000000
0.0543614
Long
DBT
CORP
MX
N
2
2027-03-13
Fixed
6.5
N
N
N
N
N
N
PETROLEOS MEXICANOS (PEMEX)
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS COMPANY GUAR 06/35 6.625
706451BG5
1225000.000000
PA
USD
1164099.130000
0.0284958
Long
DBT
CORP
MX
N
2
2035-06-15
Fixed
6.625
N
N
N
N
N
N
PETROLEOS MEXICANOS (PEMEX)
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS COMPANY GUAR 06/41 6.5
71654QAZ5
13000000.000000
PA
USD
11525995.000000
0.2821432
Long
DBT
CORP
MX
N
2
2041-06-02
Fixed
6.5
N
N
N
N
N
N
PETROLEOS MEXICANOS (PEMEX)
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS COMPANY GUAR 09/47 6.75
71654QCC4
15590000.000000
PA
USD
13620983.000000
0.3334262
Long
DBT
CORP
MX
N
2
2047-09-21
Fixed
6.75
N
N
N
N
N
N
PETROLEOS MEXICANOS (PEMEX)
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS COMPANY GUAR REGS 02/24 3.75
ACI0SJDJ8
500000.000000
PA
599059.770000
0.0146643
Long
DBT
CORP
MX
N
2
2024-02-21
Fixed
3.75
N
N
N
N
N
N
PETRONAS CAPITAL LIMITED
549300G7YFX3540OYR85
PETRONAS CAPITAL LIMITED 04/61 3.404
71675CAE8
9100000.000000
PA
USD
9189695.420000
0.2249533
Long
DBT
CORP
MY
N
2
2061-04-28
Fixed
3.404
N
N
N
N
N
N
PETRONAS CAPITAL LIMITED
549300G7YFX3540OYR85
PETRONAS CAPITAL LTD COMPANY GUAR 144A 04/50 4.55
716743AR0
6500000.000000
PA
USD
7986816.830000
0.1955082
Long
DBT
CORP
MY
N
2
2050-04-21
Fixed
4.55
N
N
N
N
N
N
PETRONAS CAPITAL LIMITED
549300G7YFX3540OYR85
PETRONAS CAPITAL LTD COMPANY GUAR 144A 04/60 4.8
716743AS8
4800000.000000
PA
USD
6266811.790000
0.1534044
Long
DBT
CORP
MY
N
2
2060-04-21
Fixed
4.8
N
N
N
N
N
N
PETRONAS CAPITAL LIMITED
549300G7YFX3540OYR85
PETRONAS CAPITAL LTD COMPANY GUAR REGS 04/50 4.55
Y68856AV8
200000.000000
PA
USD
245748.210000
0.0060156
Long
DBT
CORP
MY
N
2
2050-04-21
Fixed
4.55
N
N
N
N
N
N
PETRONAS CAPITAL LIMITED
549300G7YFX3540OYR85
PETRONAS CAPITAL LTD COMPANY GUAR REGS 04/61 3.404
Y6886MAC4
4500000.000000
PA
USD
4544354.880000
0.1112406
Long
DBT
CORP
MY
N
2
2061-04-28
Fixed
3.404
N
N
N
N
N
N
PETRORIO LUXEMBOURG SARL
222100466T5WZDU1B498
PETRORIO LUXEMBOURG SARL SR SECURED 144A 06/26 6.125
71677WAA0
4300000.000000
PA
USD
4336550.000000
0.1061538
Long
DBT
CORP
LU
N
2
2026-06-09
Fixed
6.125
N
N
N
N
N
N
PHILIPPINES GOVT
529900RAHBALMYIJ3T08
REPUBLIC OF PHILIPPINES SR UNSECURED 02/42 3.7
718286CB1
3000000.000000
PA
USD
3185535.810000
0.0779783
Long
DBT
NUSS
PH
N
2
2042-02-02
Fixed
3.7
N
N
N
N
N
N
PHILIPPINES GOVT
529900RAHBALMYIJ3T08
REPUBLIC OF PHILIPPINES SR UNSECURED 03/41 3.7
718286CA3
8300000.000000
PA
USD
8806051.830000
0.2155621
Long
DBT
NUSS
PH
N
2
2041-03-01
Fixed
3.7
N
N
N
N
N
N
PHILIPPINES GOVT
529900RAHBALMYIJ3T08
REPUBLIC OF PHILIPPINES SR UNSECURED 05/45 2.95
718286CH8
5000000.000000
PA
USD
4774230.400000
0.1168677
Long
DBT
NUSS
PH
N
2
2045-05-05
Fixed
2.95
N
N
N
N
N
N
PHILIPPINES GOVT
529900RAHBALMYIJ3T08
REPUBLIC OF PHILIPPINES SR UNSECURED 12/45 2.65
718286CL9
4900000.000000
PA
USD
4492556.870000
0.1099727
Long
DBT
NUSS
PH
N
2
2045-12-10
Fixed
2.65
N
N
N
N
N
N
PLA ADMINISTRADORA INDUSTRIAL S DE RL DE CV/CIBANCO SA IBM
N/A
CIBANCO SA/PLA ADMIN SR UNSECURED 144A 07/29 4.962
17162LAB7
2500000.000000
PA
USD
2746900.000000
0.0672410
Long
DBT
CORP
MX
N
2
2029-07-18
Fixed
4.962
N
N
N
N
N
N
PLA ADMINISTRADORA INDUSTRIAL S DE RL DE CV/CIBANCO SA IBM
N/A
CIBANCO SA/PLA ADMIN SR UNSECURED REGS 07/29 4.962
P26054AB5
200000.000000
PA
USD
219752.000000
0.0053793
Long
DBT
CORP
MX
N
2
2029-07-18
Fixed
4.962
N
N
N
N
N
N
PLDT INC (AKA: PHILIPPINE LONG DISTANCE TELEPHONE CO)
254900ADE8GQHM5P2648
PLDT INC SR UNSECURED REGS 06/50 3.45
ACI1N4S90
5800000.000000
PA
USD
5897922.100000
0.1443744
Long
DBT
CORP
PH
N
2
2050-06-23
Fixed
3.45
N
N
N
N
N
N
POINSETTIA FINANCE LIMITED
549300P2JTF5JKW10Z65
POINSETTIA FINANCE LTD SR SECURED REGS 06/31 6.625
G7150PAA8
6509250.000000
PA
USD
6435357.710000
0.1575302
Long
DBT
CORP
KY
N
2
2031-06-17
Fixed
6.625
N
N
N
N
N
N
POWERLONG REAL ESTATE HOLDINGS LIMITED
549300R3K12EPXCGDP22
POWERLONG REAL ESTATE COMPANY GUAR REGS 04/25 5.95
ACI1SCR07
200000.000000
PA
USD
192474.660000
0.0047116
Long
DBT
CORP
KY
N
2
2025-04-30
Fixed
5.95
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
PROSUS NV SR UNSECURED 144A 01/30 3.68
74365PAA6
1300000.000000
PA
USD
1349547.410000
0.0330354
Long
DBT
CORP
NL
N
2
2030-01-21
Fixed
3.68
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
PROSUS NV SR UNSECURED 144A 08/28 1.539
ACI1PPN70
1500000.000000
PA
1762897.940000
0.0431537
Long
DBT
CORP
NL
N
2
2028-08-03
Fixed
1.539
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
PROSUS NV SR UNSECURED 144A 08/32 2.031
ACI1PPLN7
800000.000000
PA
925393.690000
0.0226526
Long
DBT
CORP
NL
N
2
2032-08-03
Fixed
2.031
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
PROSUS NV SR UNSECURED 144A 08/50 4.027
74365PAD0
900000.000000
PA
USD
844910.530000
0.0206824
Long
DBT
CORP
NL
N
2
2050-08-03
Fixed
4.027
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
PROSUS NV SR UNSECURED REGS 01/30 3.68
N7163RAA1
1200000.000000
PA
USD
1245736.070000
0.0304942
Long
DBT
CORP
NL
N
2
2030-01-21
Fixed
3.68
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
PROSUS NV SR UNSECURED REGS 07/31 3.061
N7163RAR4
2000000.000000
PA
USD
1954775.800000
0.0478507
Long
DBT
CORP
NL
N
2
2031-07-13
Fixed
3.061
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
PROSUS NV SR UNSECURED REGS 08/28 1.539
ACI1PPB32
100000.000000
PA
117526.530000
0.0028769
Long
DBT
CORP
NL
N
2
2028-08-03
Fixed
1.539
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
PROSUS NV SR UNSECURED REGS 08/50 4.027
N7163RAD5
600000.000000
PA
USD
563273.690000
0.0137883
Long
DBT
CORP
NL
N
2
2050-08-03
Fixed
4.027
N
N
N
N
N
N
PROVINCE OF BUENOS AIRES ARGENTINA
549300L6AYROPOTQ4L07
PROVINCIA DE BUENOS AIRE SR UNSECURED 144A 09/37 VAR
ACI208T77
3872180.000000
PA
USD
1738763.710000
0.0425630
Long
DBT
NUSS
AR
N
2
2037-09-01
Variable
3.9
N
N
N
N
N
N
PROVINCIA DE CORDOBA
5299006CLM2Z97AATT29
PROVINCIA DE CORDOBA SR UNSECURED 144A 12/25 VAR
74408DAC8
254472.000000
PA
USD
194900.100000
0.0047709
Long
DBT
NUSS
AR
N
2
2025-12-10
Fixed
5
N
N
N
N
N
N
PROVINCIA DE ENTRE RIOS ARGENTINA
529900YISSWARKQRS409
PROVINCIA DE ENTRE RIOS SR UNSECURED REGS 08/28 VAR
P37341AA5
2538264.000000
PA
USD
1802192.820000
0.0441156
Long
DBT
MUN
AR
N
2
2028-08-08
Fixed
5
Y
Y
N
N
N
N
PROVINCIA DE NEUQUEN ARGENTINA
549300X5HUL4FRDNBN35
PROVINCE OF NEUQUEN SR UNSECURED 144A 04/30 VAR
64131GAA0
1383952.000000
PA
USD
864983.840000
0.0211738
Long
DBT
NUSS
AR
N
2
2030-04-27
Variable
2.5
N
N
N
N
N
N
PT PERTAMINA (PERSERO)
254900NDAKGNZ2IBBL45
PERTAMINA PERSERO PT SR UNSECURED 144A 05/42 6
69369EAD1
6530000.000000
PA
USD
8089905.080000
0.1980317
Long
DBT
CORP
ID
N
2
2042-05-03
Fixed
6
N
N
N
N
N
N
PT PERTAMINA (PERSERO)
254900NDAKGNZ2IBBL45
PERTAMINA PERSERO PT SR UNSECURED 144A 05/44 6.45
69370PAA9
200000.000000
PA
USD
261590.040000
0.0064034
Long
DBT
CORP
ID
N
2
2044-05-30
Fixed
6.45
N
N
N
N
N
N
PT PERTAMINA (PERSERO)
254900NDAKGNZ2IBBL45
PT PERTAMINA (PERSERO) SR UNSECURED REGS 02/26 1.4
69370RAK3
1900000.000000
PA
USD
1865919.240000
0.0456756
Long
DBT
CORP
ID
N
2
2026-02-09
Fixed
1.4
N
N
N
N
N
N
PT PERTAMINA (PERSERO)
254900NDAKGNZ2IBBL45
PT PERTAMINA (PERSERO) SR UNSECURED REGS 05/42 6
Y7138AAD2
12328000.000000
PA
USD
15272947.900000
0.3738644
Long
DBT
CORP
ID
N
2
2042-05-03
Fixed
6
N
N
N
N
N
N
PT PERTAMINA (PERSERO)
254900NDAKGNZ2IBBL45
PT PERTAMINA (PERSERO) SR UNSECURED REGS 05/43 5.625
Y7138AAF7
1000000.000000
PA
USD
1189220.430000
0.0291108
Long
DBT
CORP
ID
N
2
2043-05-20
Fixed
5.625
N
N
N
N
N
N
PT PERTAMINA (PERSERO)
254900NDAKGNZ2IBBL45
PT PERTAMINA (PERSERO) SR UNSECURED REGS 05/44 6.45
69370RAA5
10500000.000000
PA
USD
13733477.100000
0.3361799
Long
DBT
CORP
ID
N
2
2044-05-30
Fixed
6.45
N
N
N
N
N
N
PT PERTAMINA (PERSERO)
254900NDAKGNZ2IBBL45
PT PERTAMINA (PERSERO) SR UNSECURED REGS 07/49 4.7
69370RAE7
3000000.000000
PA
USD
3252295.500000
0.0796125
Long
DBT
CORP
ID
N
2
2049-07-30
Fixed
4.7
N
N
N
N
N
N
PT PERTAMINA (PERSERO)
254900NDAKGNZ2IBBL45
PT PERTAMINA (PERSERO) SR UNSECURED REGS 11/48 6.5
69370RAC1
700000.000000
PA
USD
931000.000000
0.0227898
Long
DBT
CORP
ID
N
2
2048-11-07
Fixed
6.5
N
N
N
N
N
N
PTTEP TREASURY CENTER COMPANY LIMITED
2549006WFOUPZX6TZG08
PTTEP TREASURY CENTER CO COMPANY GUAR REGS 06/27 2.587
Y7150MAG2
400000.000000
PA
USD
414615.250000
0.0101493
Long
DBT
CORP
TH
N
2
2027-06-10
Fixed
2.587
N
N
N
N
N
N
QATAR GOVT
52990074F6OJOAXK4P65
STATE OF QATAR SR UNSECURED 144A 03/49 4.817
74727PBB6
1730000.000000
PA
USD
2229335.090000
0.0545716
Long
DBT
NUSS
QA
N
2
2049-03-14
Fixed
4.817
N
N
N
N
N
N
QATAR GOVT
52990074F6OJOAXK4P65
STATE OF QATAR SR UNSECURED 144A 04/30 3.75
74727PBD2
8200000.000000
PA
USD
9248706.200000
0.2263978
Long
DBT
NUSS
QA
N
2
2030-04-16
Fixed
3.75
N
N
N
N
N
N
QATAR GOVT
52990074F6OJOAXK4P65
STATE OF QATAR SR UNSECURED REGS 03/49 4.817
ACI19CPD2
14150000.000000
PA
USD
18234156.950000
0.4463514
Long
DBT
NUSS
QA
N
2
2049-03-14
Fixed
4.817
N
N
N
N
N
N
QATAR GOVT
52990074F6OJOAXK4P65
STATE OF QATAR SR UNSECURED REGS 04/30 3.75
ACI1LN900
1300000.000000
PA
USD
1466258.300000
0.0358923
Long
DBT
NUSS
QA
N
2
2030-04-16
Fixed
3.75
N
N
N
N
N
N
QATAR GOVT
52990074F6OJOAXK4P65
STATE OF QATAR SR UNSECURED REGS 04/48 5.103
M8489SAG2
8100000.000000
PA
USD
10765580.400000
0.2635292
Long
DBT
NUSS
QA
N
2
2048-04-23
Fixed
5.103
N
N
N
N
N
N
QATAR GOVT
52990074F6OJOAXK4P65
STATE OF QATAR SR UNSECURED REGS 04/50 4.4
ACI1LN9V2
4800000.000000
PA
USD
5868432.000000
0.1436525
Long
DBT
NUSS
QA
N
2
2050-04-16
Fixed
4.4
N
N
N
N
N
N
QATAR GOVT
52990074F6OJOAXK4P65
STATE OF QATAR SR UNSECURED REGS 06/46 4.625
M8489SAC1
17100000.000000
PA
USD
21448359.000000
0.5250314
Long
DBT
NUSS
QA
N
2
2046-06-02
Fixed
4.625
N
N
N
N
N
N
QATAR PETROLEUM
254900QTESJKJ3P87J26
QATAR PETROLEUM SR UNSECURED 144A 07/31 2.25
74730DAC7
5300000.000000
PA
USD
5256381.000000
0.1286702
Long
DBT
CORP
QA
N
2
2031-07-12
Fixed
2.25
N
N
N
N
N
N
QATAR PETROLEUM
254900QTESJKJ3P87J26
QATAR PETROLEUM SR UNSECURED 144A 07/41 3.125
74730DAE3
5100000.000000
PA
USD
5107293.000000
0.1250207
Long
DBT
CORP
QA
N
2
2041-07-12
Fixed
3.125
N
N
N
N
N
N
QATAR PETROLEUM
254900QTESJKJ3P87J26
QATAR PETROLEUM SR UNSECURED 144A 07/51 3.3
74730DAD5
10400000.000000
PA
USD
10525008.000000
0.2576402
Long
DBT
CORP
QA
N
2
2051-07-12
Fixed
3.3
N
N
N
N
N
N
QATAR PETROLEUM
254900QTESJKJ3P87J26
QATAR PETROLEUM SR UNSECURED REGS 07/41 3.125
ACI1YZ0M0
500000.000000
PA
USD
500715.000000
0.0122569
Long
DBT
CORP
QA
N
2
2041-07-12
Fixed
3.125
N
N
N
N
N
N
QATAR PETROLEUM
254900QTESJKJ3P87J26
QATAR PETROLEUM SR UNSECURED REGS 07/51 3.3
ACI1YZ032
600000.000000
PA
USD
607212.000000
0.0148639
Long
DBT
CORP
QA
N
2
2051-07-12
Fixed
3.3
N
N
N
N
N
N
QNB FINANSBANK AS (AKA FINANSBANK AS)
789000Q21SW842S9IJ58
QNB FINANSBANK AS/TURKEY SR UNSECURED REGS 05/22 4.875
ACI0V5L97
200000.000000
PA
USD
203452.000000
0.0049803
Long
DBT
CORP
TR
N
2
2022-05-19
Fixed
4.875
N
N
N
N
N
N
RAAC SERIES 2007-RP2
N/A
RAAC SERIES RAAC 2007 RP2 A 144A
74919WAA2
366202.350000
PA
USD
362879.830000
0.0088829
Long
ABS-MBS
CORP
US
N
2
2046-02-25
Floating
0.786
N
N
N
N
N
N
RAIL CAPITAL MARKETS PLC
213800IW9C7PR3HKI783
UKRAINE RAIL (RAIL CAPL) SR UNSECURED REGS 07/24 8.25
ACI1D1W43
4000000.000000
PA
USD
4182400.000000
0.1023804
Long
DBT
CORP
GB
N
2
2024-07-09
Fixed
8.25
N
N
N
N
N
N
RENEW POWER PRIVATE LIMITED
335800BITJZHVZ1CN475
RENEW POWER LTD SR SECURED REGS 09/22 6.45
Y7278TAF6
4000000.000000
PA
USD
4110000.000000
0.1006081
Long
DBT
CORP
IN
N
2
2022-09-27
Fixed
6.45
N
N
N
N
N
N
RENEW POWER PRIVATE LIMITED
335800BITJZHVZ1CN475
RENEW POWER PVT LTD SR SECURED REGS 03/27 5.875
Y7279WAA9
1000000.000000
PA
USD
1052838.790000
0.0257723
Long
DBT
CORP
IN
N
2
2027-03-05
Fixed
5.875
N
N
N
N
N
N
RENEW WIND ENERGY AP2 / RENEW POWER PVT LTD OTHER 9 SUBSIDIARIES
N/A
10 RENEW POWER SUBSIDIAR SR SECURED REGS 07/28 4.5
Y7280PAA1
2800000.000000
PA
USD
2862507.450000
0.0700709
Long
DBT
CORP
IN
N
2
2028-07-14
Fixed
4.5
N
N
N
N
N
N
REPUBLIC OF ANGOLA VIA AVENIR II BV
724500CRIYMKEWLTHZ15
REP OF ANGOLA(AVENIR II) SECURED REGS 07/23 VAR
ACI0MN5F2
7676000.010000
PA
USD
7637620.010000
0.1869602
Long
DBT
NUSS
NL
N
2
2023-07-01
Floating
7.66088
N
N
N
N
N
N
REPUBLIC OF ANGOLA VIA AVENIR II BV
724500CRIYMKEWLTHZ15
REP OF ANGOLA(AVENIR II) SR SECURED REGS 12/23 VAR
ACI19CJT4
11010000.000000
PA
USD
11010000.000000
0.2695123
Long
DBT
NUSS
NL
N
2
2023-12-07
Floating
4.66475
N
N
N
N
N
N
RESIDENTIAL ACCREDIT LOANS 2006-QS13
N/A
RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS13 1A7
75115DAG0
1117295.840000
PA
USD
1069457.370000
0.0261791
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Fixed
6
N
N
N
N
N
N
RESIDENTIAL ACCREDIT LOANS INC 2007-QS9
N/A
RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS9 A33
75116FBH1
344579.220000
PA
USD
340949.350000
0.0083461
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Fixed
6.5
Y
N
N
N
N
N
RIO OIL FINANCE TRUST SERIES 2014-1
549300V5D1W52HY8NO65
RIO OIL FINANCE TRUST SR SECURED 144A 07/24 9.25
76716XAA0
3015975.020000
PA
USD
3311887.410000
0.0810712
Long
DBT
CORP
US
N
2
2024-07-06
Variable
9.25
N
N
N
N
N
N
RIO OIL FINANCE TRUST SERIES 2014-3
N/A
RIO OIL FINANCE TRUST SR SECURED 144A 01/27 9.75
76716XAB8
5151981.320000
PA
USD
6070425.030000
0.1485971
Long
DBT
CORP
US
N
2
2027-01-06
Variable
9.75
N
N
N
N
N
N
RIO OIL FINANCE TRUST SERIES 2014-3
N/A
RIO OIL FINANCE TRUST SR SECURED REGS 01/27 9.75
U76673AB5
537844.210000
PA
USD
633725.700000
0.0155129
Long
DBT
CORP
US
N
2
2027-01-06
Variable
9.75
N
N
N
N
N
N
RIO OIL FINANCE TRUST SERIES 2018-1
N/A
RIO OIL FINANCE TRUST SR SECURED 144A 04/28 8.2
76716XAC6
5002670.000000
PA
USD
5785562.840000
0.1416240
Long
DBT
CORP
US
N
2
2028-04-06
Fixed
8.2
N
N
N
N
N
N
ROMANIA GOVT
315700IASY927EDWBK92
ROMANIA SR UNSECURED 144A 02/51 4
77586RAJ9
1200000.000000
PA
USD
1200600.000000
0.0293893
Long
DBT
NUSS
RO
N
2
2051-02-14
Fixed
4
N
N
N
N
N
N
ROMANIA GOVT
315700IASY927EDWBK92
ROMANIA SR UNSECURED 144A 04/34 3.5
ACI19YWX2
400000.000000
PA
509607.240000
0.0124746
Long
DBT
NUSS
RO
N
2
2034-04-03
Fixed
3.5
N
N
N
N
N
N
ROMANIA GOVT
315700IASY927EDWBK92
ROMANIA SR UNSECURED REGS 01/50 3.375
ACI1J86R0
5300000.000000
PA
6055065.070000
0.1482211
Long
DBT
NUSS
RO
N
2
2050-01-28
Fixed
3.375
N
N
N
N
N
N
ROMANIA GOVT
315700IASY927EDWBK92
ROMANIA SR UNSECURED REGS 02/51 4
ACI1NVRZ3
6100000.000000
PA
USD
6103050.000000
0.1493957
Long
DBT
NUSS
RO
N
2
2051-02-14
Fixed
4
N
N
N
N
N
N
ROMANIA GOVT
315700IASY927EDWBK92
ROMANIA SR UNSECURED REGS 04/27 2.375
ACI0TL6V3
500000.000000
PA
630538.510000
0.0154349
Long
DBT
NUSS
RO
N
2
2027-04-19
Fixed
2.375
N
N
N
N
N
N
ROMANIA GOVT
315700IASY927EDWBK92
ROMANIA SR UNSECURED REGS 04/49 4.625
ACI19YR67
1400000.000000
PA
1901859.500000
0.0465554
Long
DBT
NUSS
RO
N
2
2049-04-03
Fixed
4.625
N
N
N
N
N
N
ROMANIA GOVT
315700IASY927EDWBK92
ROMANIA SR UNSECURED REGS 12/26 2
ACI19YQD3
4500000.000000
PA
5581035.840000
0.1366174
Long
DBT
NUSS
RO
N
2
2026-12-08
Fixed
2
N
N
N
N
N
N
ROMANIA GOVT
315700IASY927EDWBK92
ROMANIA UNSECURED 144A 04/42 2.875
ACI1Z3VF1
3300000.000000
PA
3577923.040000
0.0875835
Long
DBT
NUSS
RO
N
2
2042-04-13
Fixed
2.875
N
N
N
N
N
N
ROMANIA GOVT
315700IASY927EDWBK92
ROMANIA UNSECURED 144A 05/28 2.875
ACI0MMQ38
100000.000000
PA
128854.840000
0.0031542
Long
DBT
NUSS
RO
N
2
2028-05-26
Fixed
2.875
N
N
N
N
N
N
ROMANIA GOVT
315700IASY927EDWBK92
ROMANIA UNSECURED 144A 07/30 1.75
ACI1Z3TC1
4700000.000000
PA
5330018.330000
0.1304728
Long
DBT
NUSS
RO
N
2
2030-07-13
Fixed
1.75
N
N
N
N
N
N
ROMANIA GOVT
315700IASY927EDWBK92
ROMANIA UNSECURED 144A 07/31 2.124
ACI1D6781
8450000.000000
PA
9786481.820000
0.2395619
Long
DBT
NUSS
RO
N
2
2031-07-16
Fixed
2.124
N
N
N
N
N
N
ROMANIA GOVT
315700IASY927EDWBK92
ROMANIA UNSECURED REGS 04/41 2.75
ACI1X0DF9
1000000.000000
PA
1077837.750000
0.0263842
Long
DBT
NUSS
RO
N
2
2041-04-14
Fixed
2.75
N
N
N
N
N
N
ROMANIA GOVT
315700IASY927EDWBK92
ROMANIA UNSECURED REGS 04/42 2.875
ACI1Z3V87
3700000.000000
PA
4011610.690000
0.0981997
Long
DBT
NUSS
RO
N
2
2042-04-13
Fixed
2.875
N
N
N
N
N
N
ROMANIA GOVT
315700IASY927EDWBK92
ROMANIA UNSECURED REGS 07/30 1.75
ACI1Z3P01
22700000.000000
PA
25742854.460000
0.6301558
Long
DBT
NUSS
RO
N
2
2030-07-13
Fixed
1.75
N
N
N
N
N
N
ROMANIA GOVT
315700IASY927EDWBK92
ROMANIA UNSECURED REGS 07/31 2.124
ACI1D66B5
2800000.000000
PA
3242857.880000
0.0793815
Long
DBT
NUSS
RO
N
2
2031-07-16
Fixed
2.124
N
N
N
N
N
N
ROMANIA GOVT
315700IASY927EDWBK92
ROMANIA UNSECURED REGS 12/29 1.375
ACI1T3QX5
-20000000.000000
PA
-22792255.740000
-0.5579285
Short
DBT
NUSS
RO
N
2
2029-12-02
Fixed
1.375
N
N
N
N
N
N
ROMANIA GOVT
315700IASY927EDWBK92
ROMANIA UNSECURED REGS 12/40 2.625
ACI1T3QH0
750000.000000
PA
811229.850000
0.0198580
Long
DBT
NUSS
RO
N
2
2040-12-02
Fixed
2.625
N
N
N
N
N
N
RONSHINE CHINA HOLDINGS LIMITED
549300GNBBT32SFSEC47
RONSHINE CHINA SR SECURED REGS 03/22 10.5
ACI1960F7
4900000.000000
PA
USD
4060875.000000
0.0994056
Long
DBT
CORP
KY
N
2
2022-03-01
Fixed
10.5
N
N
N
N
N
N
RONSHINE CHINA HOLDINGS LIMITED
549300GNBBT32SFSEC47
RONSHINE CHINA SR SECURED REGS 10/22 8.75
ACI1BG302
6500000.000000
PA
USD
4834375.000000
0.1183400
Long
DBT
CORP
KY
N
2
2022-10-25
Fixed
8.75
N
N
N
N
N
N
RUMO LUXEMBOURG SA RL
222100HOIQFT7YOSPB46
RUMO LUXEMBOURG SARL COMPANY GUAR REGS 01/28 5.25
L79090AC7
1000000.000000
PA
USD
1051250.000000
0.0257334
Long
DBT
CORP
LU
N
2
2028-01-10
Fixed
5.25
N
N
N
N
N
N
RUSSIAN GOVT
5493004EHVGF71PDBU58
RUSSIAN FEDERATION SR UNSECURED 144A 04/42 5.625
78307ADE0
600000.000000
PA
USD
778742.400000
0.0190627
Long
DBT
NUSS
RU
N
2
2042-04-04
Fixed
5.625
N
N
N
N
N
N
RUSSIAN GOVT
5493004EHVGF71PDBU58
RUSSIAN FEDERATION SR UNSECURED REGS 03/29 4.375
X5424XBY3
1600000.000000
PA
USD
1814860.800000
0.0444257
Long
DBT
NUSS
RU
N
2
2029-03-21
Fixed
4.375
N
N
N
N
N
N
RUSSIAN GOVT
5493004EHVGF71PDBU58
RUSSIAN FEDERATION SR UNSECURED REGS 03/35 5.1
ACI19TDN6
4000000.000000
PA
USD
4796440.000000
0.1174114
Long
DBT
NUSS
RU
N
2
2035-03-28
Fixed
5.1
N
N
N
N
N
N
RUSSIAN GOVT
5493004EHVGF71PDBU58
RUSSIAN FEDERATION SR UNSECURED REGS 03/35 5.1
X5424XCG1
12600000.000000
PA
USD
15108786.000000
0.3698459
Long
DBT
NUSS
RU
N
2
2035-03-28
Fixed
5.1
N
N
N
N
N
N
RUSSIAN GOVT
5493004EHVGF71PDBU58
RUSSIAN FEDERATION SR UNSECURED REGS 04/42 5.625
ACI01TM06
3600000.000000
PA
USD
4672454.400000
0.1143764
Long
DBT
NUSS
RU
N
2
2042-04-04
Fixed
5.625
N
N
N
N
N
N
RUSSIAN GOVT
5493004EHVGF71PDBU58
RUSSIAN FEDERATION SR UNSECURED REGS 04/42 5.625
X74344DS2
1600000.000000
PA
USD
2076646.400000
0.0508339
Long
DBT
NUSS
RU
N
2
2042-04-04
Fixed
5.625
N
N
N
N
N
N
RUSSIAN GOVT
5493004EHVGF71PDBU58
RUSSIAN FEDERATION SR UNSECURED REGS 05/26 4.75
X5424XBD9
7600000.000000
PA
USD
8565656.000000
0.2096775
Long
DBT
NUSS
RU
N
2
2026-05-27
Fixed
4.75
N
N
N
N
N
N
RUSSIAN GOVT
5493004EHVGF71PDBU58
RUSSIAN FEDERATION SR UNSECURED REGS 06/28 12.75
548574II5
1525000.000000
PA
USD
2525183.450000
0.0618136
Long
DBT
NUSS
RU
N
2
2028-06-24
Fixed
12.75
N
N
N
N
N
N
RUSSIAN GOVT
5493004EHVGF71PDBU58
RUSSIAN FEDERATION SR UNSECURED REGS 06/47 5.25
X5424XBQ0
3200000.000000
PA
USD
4061926.400000
0.0994313
Long
DBT
NUSS
RU
N
2
2047-06-23
Fixed
5.25
N
N
N
N
N
N
RUSSIAN GOVT
5493004EHVGF71PDBU58
RUSSIAN FEDERATION SR UNSECURED REGS 11/27 1.125
ACI1SXKR9
1300000.000000
PA
1503873.330000
0.0368131
Long
DBT
NUSS
RU
N
2
2027-11-20
Fixed
1.125
N
N
N
N
N
N
RUSSIAN GOVT
5493004EHVGF71PDBU58
RUSSIAN FEDERATION SR UNSECURED REGS 11/32 1.85
ACI1SXKY4
4600000.000000
PA
5323430.180000
0.1303115
Long
DBT
NUSS
RU
N
2
2032-11-20
Fixed
1.85
N
N
N
N
N
N
RUTAS 2 AND 7 FINANCE LTD
N/A
RUTAS 2 AND 7 FINANCE SR SECURED 144A 09/36 0.00000
78319MAA1
3700000.000000
PA
USD
2757554.500000
0.0675018
Long
DBT
CORP
KY
N
2
2036-09-30
None
0
N
N
N
N
N
N
RUTAS 2 AND 7 FINANCE LTD
N/A
RUTAS 2 AND 7 FINANCE SR SECURED REGS 09/36 0.00000
G77265AA7
500000.000000
PA
USD
372642.500000
0.0091219
Long
DBT
CORP
KY
N
2
2036-09-30
None
0
N
N
N
N
N
N
RUWAIS POWER COMPANY PJSC
635400CH1S8AGGXHLZ09
RUWAIS POWER CO PJSC SR SECURED 144A 08/36 6
78348BAA0
620000.000000
PA
USD
832350.000000
0.0203750
Long
DBT
CORP
AE
N
2
2036-08-31
Fixed
6
N
N
N
N
N
N
RWANDA GOVT
213800DQC28OBRZDYJ87
REPUBLIC OF RWANDA 08/31 5.5
78347YAL7
2600000.000000
PA
USD
2714114.000000
0.0664384
Long
DBT
NUSS
RW
N
2
2031-08-09
Fixed
5.5
N
N
N
N
N
N
RZD CAPITAL PUBLIC LIMITED COMPANY
635400VKMH1VQDFMW392
RUSSIAN RAIL(RZD CAP) SR UNSECURED REGS 03/31 7.487
B3SXQ5II3
1000000.000000
PA
1795326.540000
0.0439475
Long
DBT
CORP
IE
N
2
2031-03-25
Fixed
7.487
N
N
N
N
N
N
SA GLOBAL SUKUK LIMITED
5493007DFAVKU7UOGR47
SA GLOBAL SUKUK LTD SR UNSECURED 144A 06/26 1.602
78397PAB7
5300000.000000
PA
USD
5273526.500000
0.1290899
Long
DBT
CORP
KY
N
2
2026-06-17
Fixed
1.602
N
N
N
N
N
N
SA GLOBAL SUKUK LIMITED
5493007DFAVKU7UOGR47
SA GLOBAL SUKUK LTD SR UNSECURED 144A 06/31 2.694
78397PAD3
8300000.000000
PA
USD
8386461.100000
0.2052910
Long
DBT
CORP
KY
N
2
2031-06-17
Fixed
2.694
N
N
N
N
N
N
SA GLOBAL SUKUK LIMITED
5493007DFAVKU7UOGR47
SA GLOBAL SUKUK LTD SR UNSECURED REGS 06/26 1.602
ACI1YJLN1
300000.000000
PA
USD
298501.500000
0.0073070
Long
DBT
CORP
KY
N
2
2026-06-17
Fixed
1.602
N
N
N
N
N
N
SAMBA FUNDING LIMITED
549300PT73WJRNMAKE44
SAMBA FUNDING LTD COMPANY GUAR REGS 01/27 2.9
ACI1J8VH4
500000.000000
PA
USD
522898.500000
0.0128000
Long
DBT
CORP
KY
N
2
2027-01-29
Fixed
2.9
N
N
N
N
N
N
SAMBA FUNDING LIMITED
549300PT73WJRNMAKE44
SAMBA FUNDING LTD COMPANY GUAR REGS 10/24 2.75
ACI1FTJ94
300000.000000
PA
USD
312307.500000
0.0076449
Long
DBT
CORP
KY
N
2
2024-10-02
Fixed
2.75
N
N
N
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
SANDS CHINA LTD SR UNSECURED 08/28 5.4
80007RAE5
5500000.000000
PA
USD
6080965.000000
0.1488551
Long
DBT
CORP
KY
N
2
2028-08-08
Fixed
5.4
N
N
N
N
N
N
ALT-2 STRUCTURED TRUST
N/A
CASTLELAKE LP FIRST LIEN TERM LOAN
937CJTII1
6849135.570000
PA
USD
6896523.920000
0.1688191
Long
LON
CORP
US
N
3
2031-05-13
Fixed
2.95
N
N
N
N
N
N
SAPPI PAPIER HOLDING GMBH
549300XBCUMUR5CI0181
SAPPI PAPIER HOLDNG GMBH COMPANY GUAR 144A 04/26 3.125
ACI19LQQ2
1500000.000000
PA
1774087.600000
0.0434276
Long
DBT
CORP
AT
N
2
2026-04-15
Fixed
3.125
N
N
N
N
N
N
SAPPI PAPIER HOLDING GMBH
549300XBCUMUR5CI0181
SAPPI PAPIER HOLDNG GMBH COMPANY GUAR REGS 04/26 3.125
ACI19LJ72
100000.000000
PA
118272.510000
0.0028952
Long
DBT
CORP
AT
N
2
2026-04-15
Fixed
3.125
N
N
N
N
N
N
SASOL FINANCING INTERNATIONAL LIMITED
N/A
SASOL FINANCING INT COMPANY GUAR 11/22 4.5
803865AA2
4903000.000000
PA
USD
5022750.870000
0.1229512
Long
DBT
CORP
IM
N
2
2022-11-14
Fixed
4.5
N
N
N
N
N
N
SASOL FINANCING LIMITED
378900A5BC68CC18C276
SASOL LTD REVOLVER
937HWVII0
11654999.270000
PA
USD
11185627.740000
0.2738114
Long
LON
CORP
ZA
N
3
2022-11-23
Floating
0.617
N
N
N
N
N
N
SASOL FINANCING USA LLC
549300XRB1PFMESFEL85
SASOL FINANCING USA LLC COMPANY GUAR 09/28 6.5
80386WAB1
1150000.000000
PA
USD
1270462.500000
0.0310995
Long
DBT
CORP
US
N
2
2028-09-27
Fixed
6.5
N
N
N
N
N
N
SAUDI ARABIA GOVT
635400FMICXSM3SI3H65
KSA SUKUK LTD SR UNSECURED 144A 01/29 4.303
48266XAC9
500000.000000
PA
USD
574032.000000
0.0140516
Long
DBT
NUSS
KY
N
2
2029-01-19
Fixed
4.303
N
N
N
N
N
N
SAUDI ARABIA GOVT
635400FMICXSM3SI3H65
SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/55 3.75
80413TAR0
8300000.000000
PA
USD
8683875.000000
0.2125714
Long
DBT
NUSS
SA
N
2
2055-01-21
Fixed
3.75
N
N
N
N
N
N
SAUDI ARABIA GOVT
635400FMICXSM3SI3H65
SAUDI INTERNATIONAL BOND SR UNSECURED 144A 02/33 2.25
80413TAV1
9500000.000000
PA
USD
9255422.500000
0.2265622
Long
DBT
NUSS
SA
N
2
2033-02-02
Fixed
2.25
N
N
N
N
N
N
SAUDI ARABIA GOVT
635400FMICXSM3SI3H65
SAUDI INTERNATIONAL BOND SR UNSECURED 144A 02/61 3.45
80413TAW9
8500000.000000
PA
USD
8363192.500000
0.2047214
Long
DBT
NUSS
SA
N
2
2061-02-02
Fixed
3.45
N
N
N
N
N
N
SAUDI ARABIA GOVT
635400FMICXSM3SI3H65
SAUDI INTERNATIONAL BOND SR UNSECURED REGS 01/55 3.75
ACI1J8HW7
6900000.000000
PA
USD
7219125.000000
0.1767160
Long
DBT
NUSS
SA
N
2
2055-01-21
Fixed
3.75
N
N
N
N
N
N
SAUDI ARABIA GOVT
635400FMICXSM3SI3H65
SAUDI INTERNATIONAL BOND SR UNSECURED REGS 02/33 2.25
ACI1VFQ49
7500000.000000
PA
USD
7306912.500000
0.1788649
Long
DBT
NUSS
SA
N
2
2033-02-02
Fixed
2.25
N
N
N
N
N
N
SAUDI ARABIA GOVT
635400FMICXSM3SI3H65
SAUDI INTERNATIONAL BOND SR UNSECURED REGS 02/61 3.45
ACI1VFQ56
500000.000000
PA
USD
491952.500000
0.0120424
Long
DBT
NUSS
SA
N
2
2061-02-02
Fixed
3.45
N
N
N
N
N
N
SAUDI ARABIA GOVT
635400FMICXSM3SI3H65
SAUDI INTERNATIONAL BOND SR UNSECURED REGS 03/23 2.875
ACI0Y0CZ7
200000.000000
PA
USD
206530.800000
0.0050556
Long
DBT
NUSS
SA
N
2
2023-03-04
Fixed
2.875
N
N
N
N
N
N
SAUDI ARABIA GOVT
635400FMICXSM3SI3H65
SAUDI INTERNATIONAL BOND SR UNSECURED REGS 03/28 3.625
M6320UAG4
13400000.000000
PA
USD
14738124.000000
0.3607725
Long
DBT
NUSS
SA
N
2
2028-03-04
Fixed
3.625
N
N
N
N
N
N
SAUDI ARABIA GOVT
635400FMICXSM3SI3H65
SAUDI INTERNATIONAL BOND SR UNSECURED REGS 04/25 4
M6320UAH2
400000.000000
PA
USD
438238.000000
0.0107276
Long
DBT
NUSS
SA
N
2
2025-04-17
Fixed
4
N
N
N
N
N
N
SAUDI ARABIA GOVT
635400FMICXSM3SI3H65
SAUDI INTERNATIONAL BOND SR UNSECURED REGS 04/49 5
ACI121KG1
200000.000000
PA
USD
249573.000000
0.0061093
Long
DBT
NUSS
SA
N
2
2049-04-17
Fixed
5
N
N
N
N
N
N
SAUDI ARABIA GOVT
635400FMICXSM3SI3H65
SAUDI INTERNATIONAL BOND SR UNSECURED REGS 10/46 4.5
M6320UAC3
37000000.000000
PA
USD
42787429.000000
1.0473875
Long
DBT
NUSS
SA
N
2
2046-10-26
Fixed
4.5
N
N
N
N
N
N
SAUDI ARABIA GOVT
635400FMICXSM3SI3H65
SAUDI INTERNATIONAL BOND SR UNSECURED REGS 10/47 4.625
M6320UAF6
1400000.000000
PA
USD
1649085.200000
0.0403677
Long
DBT
NUSS
SA
N
2
2047-10-04
Fixed
4.625
N
N
N
N
N
N
SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)
5586006WD91QHB7J4X50
SAUDI ARABIAN OIL CO SR UNSECURED 144A 11/70 3.5
80414L2M6
21000000.000000
PA
USD
19799325.000000
0.4846649
Long
DBT
CORP
SA
N
2
2070-11-24
Fixed
3.5
N
N
N
N
N
N
SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)
5586006WD91QHB7J4X50
SAUDI ARABIAN OIL CO SR UNSECURED REGS 04/24 2.875
ACI1B8GJ5
300000.000000
PA
USD
313014.000000
0.0076622
Long
DBT
CORP
SA
N
2
2024-04-16
Fixed
2.875
N
N
N
N
N
N
SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)
5586006WD91QHB7J4X50
SAUDI ARABIAN OIL CO SR UNSECURED REGS 11/70 3.5
ACI1SY495
7800000.000000
PA
USD
7354035.000000
0.1800184
Long
DBT
CORP
SA
N
2
2070-11-24
Fixed
3.5
N
N
N
N
N
N
SAXON ASSET SECURITIES TRUST 2007-3
N/A
SAXON ASSET SECURITIES TRUST SAST 2007 3 1A
80557BAA2
434879.850000
PA
USD
429847.160000
0.0105222
Long
ABS-MBS
CORP
US
N
2
2037-09-25
Floating
0.396
N
N
N
N
N
N
SBERBANK OF RUSSIA VIA SB CAPITAL SA
222100YFG9QVABDS2B03
SBERBANK (SB CAP SA) SR UNSECURED REGS 02/22 6.125
L8084MAB6
800000.000000
PA
USD
815411.200000
0.0199603
Long
DBT
CORP
LU
N
2
2022-02-07
Fixed
6.125
N
N
N
N
N
N
SBERBANK OF RUSSIA VIA SB CAPITAL SA
222100YFG9QVABDS2B03
SBERBANK (SB CAP SA) SUBORDINATED REGS 05/23 5.25
ACI060JC2
400000.000000
PA
USD
421981.600000
0.0103296
Long
DBT
CORP
LU
N
2
2023-05-23
Fixed
5.25
N
N
N
N
N
N
SBERBANK OF RUSSIA VIA SB CAPITAL SA
222100YFG9QVABDS2B03
SBERBANK (SB CAP SA) SUBORDINATED REGS 10/22 5.125
ACI02M251
3300000.000000
PA
USD
3427416.300000
0.0838992
Long
DBT
CORP
LU
N
2
2022-10-29
Fixed
5.125
N
N
N
N
N
N
SCF CAPITAL DESIGNATED ACTIVITY COMPANY
213800L15FRHHBOWMF92
SCF CAPITAL LTD COMPANY GUAR 144A 06/23 5.375
78403LAB8
4000000.000000
PA
USD
4265100.000000
0.1044048
Long
DBT
CORP
IE
N
2
2023-06-16
Fixed
5.375
N
N
N
N
N
N
SEAZEN GROUP LTD (AKA: FUTURE LAND DEVELOPMENT HOLDINGS LIMITED)
5493006M8GRAQRCSCD67
SEAZEN GROUP LTD SR SECURED REGS 07/25 4.45
ACI1TYCZ7
300000.000000
PA
USD
276524.690000
0.0067690
Long
DBT
CORP
KY
N
2
2025-07-13
Fixed
4.45
N
N
N
N
N
N
SENEGAL GOVT
549300NP14ZLQGWIUZ97
REPUBLIC OF SENEGAL 06/37 5.375
ACI1YDQM1
4500000.000000
PA
5157914.480000
0.1262599
Long
DBT
NUSS
SN
N
2
2037-06-08
Fixed
5.375
N
N
N
N
N
N
SENEGAL GOVT
549300NP14ZLQGWIUZ97
REPUBLIC OF SENEGAL SR UNSECURED 144A 03/28 4.75
ACI11B6X9
1500000.000000
PA
1812123.750000
0.0443587
Long
DBT
NUSS
SN
N
2
2028-03-13
Fixed
4.75
N
N
N
N
N
N
SENEGAL GOVT
549300NP14ZLQGWIUZ97
REPUBLIC OF SENEGAL SR UNSECURED 144A 03/48 6.75
81720TAD7
1600000.000000
PA
USD
1621224.000000
0.0396857
Long
DBT
NUSS
SN
N
2
2048-03-13
Fixed
6.75
N
N
N
N
N
N
SENEGAL GOVT
549300NP14ZLQGWIUZ97
REPUBLIC OF SENEGAL SR UNSECURED REGS 03/28 4.75
ACI11B6Y7
1300000.000000
PA
1570507.250000
0.0384442
Long
DBT
NUSS
SN
N
2
2028-03-13
Fixed
4.75
N
N
N
N
N
N
SENEGAL GOVT
549300NP14ZLQGWIUZ97
REPUBLIC OF SENEGAL UNSECURED 144A 05/33 6.25
81720TAC9
2300000.000000
PA
USD
2403727.700000
0.0588405
Long
DBT
NUSS
SN
N
2
2033-05-23
Fixed
6.25
N
N
N
N
N
N
SEQUOIA MORTGAGE TRUST 2007-1
N/A
SEQUOIA MORTGAGE TRUST SEMT 2007 1 1A1
81744HAA1
33530.990000
PA
USD
25794.240000
0.0006314
Long
ABS-MBS
CORP
US
N
2
2047-01-20
Floating
1.93605
Y
N
N
N
N
N
SERBIA GOVT
254900W94OCY91V32O78
REPUBLIC OF SERBIA SR UNSECURED 144A 03/33 1.65
ACI1W3XG0
2400000.000000
PA
2647812.750000
0.0648154
Long
DBT
NUSS
RS
N
2
2033-03-03
Fixed
1.65
N
N
N
N
N
N
SERBIA GOVT
254900W94OCY91V32O78
REPUBLIC OF SERBIA SR UNSECURED 144A 05/27 3.125
ACI1MBV00
1000000.000000
PA
1275329.350000
0.0312186
Long
DBT
NUSS
RS
N
2
2027-05-15
Fixed
3.125
N
N
N
N
N
N
SERBIA GOVT
254900W94OCY91V32O78
REPUBLIC OF SERBIA SR UNSECURED 144A 06/29 1.5
ACI1CRTD1
4800000.000000
PA
5500333.160000
0.1346419
Long
DBT
NUSS
RS
N
2
2029-06-26
Fixed
1.5
N
N
N
N
N
N
SERBIA GOVT
254900W94OCY91V32O78
REPUBLIC OF SERBIA SR UNSECURED REGS 03/33 1.65
ACI1W3TJ9
400000.000000
PA
441302.120000
0.0108026
Long
DBT
NUSS
RS
N
2
2033-03-03
Fixed
1.65
N
N
N
N
N
N
SERBIA GOVT
254900W94OCY91V32O78
REPUBLIC OF SERBIA SR UNSECURED REGS 05/27 3.125
ACI1MBVD2
800000.000000
PA
1020263.480000
0.0249749
Long
DBT
NUSS
RS
N
2
2027-05-15
Fixed
3.125
N
N
N
N
N
N
SERBIA GOVT
254900W94OCY91V32O78
REPUBLIC OF SERBIA SR UNSECURED REGS 06/29 1.5
ACI1CRTF6
1300000.000000
PA
1489673.570000
0.0364655
Long
DBT
NUSS
RS
N
2
2029-06-26
Fixed
1.5
N
N
N
N
N
N
SHARJAH GOVT
N/A
FIN DEPT GOVT SHARJAH SR UNSECURED REGS 03/33 3.625
ACI1W8BZ1
2800000.000000
PA
USD
2767984.800000
0.0677571
Long
DBT
NUSS
AE
N
2
2033-03-10
Fixed
3.625
N
N
N
N
N
N
SHARJAH GOVT
N/A
FIN DEPT GOVT SHARJAH SR UNSECURED REGS 03/51 4.375
ACI1W8HT9
4550000.000000
PA
USD
4300000.250000
0.1052591
Long
DBT
NUSS
AE
N
2
2051-03-10
Fixed
4.375
N
N
N
N
N
N
SHARJAH GOVT
N/A
FIN DEPT GOVT SHARJAH SR UNSECURED REGS 07/50 4
ACI1P3VB1
2000000.000000
PA
USD
1788100.000000
0.0437707
Long
DBT
NUSS
AE
N
2
2050-07-28
Fixed
4
N
N
N
N
N
N
SHINHAN FINANCIAL GROUP CO LTD
988400EB8A6G49E5KO54
SHINHAN FINANCIAL GROUP JR SUBORDINA REGS 12/99 VAR
Y7749XAY7
2000000.000000
PA
USD
1987580.000000
0.0486537
Long
DBT
CORP
KR
N
2
2026-05-12
Floating
2.875
N
N
N
N
N
N
SHRIRAM TRANSPORT FINANCE COMPANY LIMITED
335800TM2YO24B76XL26
SHRIRAM TRANSPORT FIN SR SECURED 144A 07/23 5.1
825547AC6
5400000.000000
PA
USD
5504895.000000
0.1347536
Long
DBT
CORP
IN
N
2
2023-07-16
Fixed
5.1
N
N
N
N
N
N
SHRIRAM TRANSPORT FINANCE COMPANY LIMITED
335800TM2YO24B76XL26
SHRIRAM TRANSPORT FIN SR SECURED REGS 02/22 5.7
ACI18NGT4
200000.000000
PA
USD
201864.260000
0.0049414
Long
DBT
CORP
IN
N
2
2022-02-27
Fixed
5.7
N
N
N
N
N
N
SINOPEC GROUP OVERSEAS DEVELOPMENT (2012) LIMITED
N/A
SINOPEC GRP OVERSEA 2012 COMPANY GUAR REGS 05/42 4.875
G8189YAC8
6060000.000000
PA
USD
7527269.500000
0.1842590
Long
DBT
CORP
VG
N
2
2042-05-17
Fixed
4.875
N
N
N
N
N
N
SINOPEC GROUP OVERSEAS DEVELOPMENT (2013) LIMITED
529900F9XKMFEV9DNO17
SINOPEC GRP OVERSEA 2013 COMPANY GUAR REGS 10/23 4.375
G8200QAB2
2000000.000000
PA
USD
2138800.060000
0.0523554
Long
DBT
CORP
VG
N
2
2023-10-17
Fixed
4.375
N
N
N
N
N
N
SINOPEC GROUP OVERSEAS DEVELOPMENT 2017 LTD
5493001IPW8ZGQ181Z16
SINOPEC GRP OVERSEAS DEV COMPANY GUAR REGS 09/27 3.25
G8201NAH5
1200000.000000
PA
USD
1295500.960000
0.0317124
Long
DBT
CORP
VG
N
2
2027-09-13
Fixed
3.25
N
N
N
N
N
N
SINOPEC GROUP OVERSEAS DEVELOPMENT 2018 LTD
549300C6OZZ8LTVR8209
SINOPEC GRP DEV 2018 COMPANY GUAR 144A 05/25 2.15
82939GAN8
6600000.000000
PA
USD
6761027.660000
0.1655023
Long
DBT
CORP
VG
N
2
2025-05-13
Fixed
2.15
N
N
N
N
N
N
SINOPEC GROUP OVERSEAS DEVELOPMENT 2018 LTD
549300C6OZZ8LTVR8209
SINOPEC GRP DEV 2018 COMPANY GUAR 144A 05/30 2.7
82939GAP3
5500000.000000
PA
USD
5640535.510000
0.1380739
Long
DBT
CORP
VG
N
2
2030-05-13
Fixed
2.7
N
N
N
N
N
N
SINOPEC GROUP OVERSEAS DEVELOPMENT 2018 LTD
549300C6OZZ8LTVR8209
SINOPEC GRP DEV 2018 COMPANY GUAR 144A 08/49 3.68
82939GAJ7
2700000.000000
PA
USD
2918896.590000
0.0714513
Long
DBT
CORP
VG
N
2
2049-08-08
Fixed
3.68
N
N
N
N
N
N
SINOPEC GROUP OVERSEAS DEVELOPMENT 2018 LTD
549300C6OZZ8LTVR8209
SINOPEC GRP DEV 2018 COMPANY GUAR REGS 05/25 2.15
G82016AN9
6100000.000000
PA
USD
6248828.590000
0.1529642
Long
DBT
CORP
VG
N
2
2025-05-13
Fixed
2.15
N
N
N
N
N
N
SINOPEC GROUP OVERSEAS DEVELOPMENT 2018 LTD
549300C6OZZ8LTVR8209
SINOPEC GRP DEV 2018 COMPANY GUAR REGS 05/30 2.7
G82016AP4
1700000.000000
PA
USD
1743438.250000
0.0426774
Long
DBT
CORP
VG
N
2
2030-05-13
Fixed
2.7
N
N
N
N
N
N
SINOPEC GROUP OVERSEAS DEVELOPMENT 2018 LTD
549300C6OZZ8LTVR8209
SINOPEC GRP DEV 2018 COMPANY GUAR REGS 08/49 3.68
G82016AJ8
3100000.000000
PA
USD
3351325.710000
0.0820366
Long
DBT
CORP
VG
N
2
2049-08-08
Fixed
3.68
N
N
N
N
N
N
SINOPEC GROUP OVERSEAS DEVELOPMENT 2018 LTD
549300C6OZZ8LTVR8209
SINOPEC GRP DEV 2018 COMPANY GUAR REGS 09/25 4.125
G82016AB5
2300000.000000
PA
USD
2533940.130000
0.0620280
Long
DBT
CORP
VG
N
2
2025-09-12
Fixed
4.125
N
N
N
N
N
N
SOCAR TURKEY ENERJI ANONIM SIRKETI
789000J4L7UFTRMDR776
SOCAR TURKEY ENERJI AS EUR TERM LOAN
941WJKII0
14100000.000000
PA
16291901.860000
0.3988072
Long
LON
CORP
TR
N
3
2026-08-11
Floating
2.9
N
N
N
N
N
N
SOCIEDAD QUIMICA Y MINERA DE CHILE SA
TJ88LXZZW5PWIN93ZC81
SOCIEDAD QUIMICA Y MINER SR UNSECURED REGS 05/29 4.25
P8718AAL0
1200000.000000
PA
USD
1353048.000000
0.0331211
Long
DBT
CORP
CL
N
2
2029-05-07
Fixed
4.25
N
N
N
N
N
N
SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT5
N/A
SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT5 1A1
83613FAA9
871042.760000
PA
USD
799447.140000
0.0195696
Long
ABS-MBS
CORP
US
N
2
2037-10-25
Floating
0.986
N
N
N
N
N
N
SOUNDVIEW HOME EQUITY LOAN TRUST 2006-2
N/A
SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 2 M2
83611MNJ3
1000559.830000
PA
USD
1000003.820000
0.0244790
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Floating
0.611
N
N
N
N
N
N
SOUTH AFRICA GOVT
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA SR UNSECURED 04/26 4.875
836205AT1
8500000.000000
PA
USD
9106560.000000
0.2229182
Long
DBT
NUSS
ZA
N
2
2026-04-14
Fixed
4.875
N
N
N
N
N
N
SOUTH AFRICA GOVT
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA SR UNSECURED 05/22 5.875
836205AL8
15400000.000000
PA
USD
15916331.200000
0.3896137
Long
DBT
NUSS
ZA
N
2
2022-05-30
Fixed
5.875
N
N
N
N
N
N
SOUTH AFRICA GOVT
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA SR UNSECURED 07/44 5.375
836205AS3
200000.000000
PA
USD
189282.000000
0.0046334
Long
DBT
NUSS
ZA
N
2
2044-07-24
Fixed
5.375
N
N
N
N
N
N
SOUTH AFRICA GOVT
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA SR UNSECURED 09/27 4.85
836205AW4
900000.000000
PA
USD
945000.000000
0.0231325
Long
DBT
NUSS
ZA
N
2
2027-09-27
Fixed
4.85
N
N
N
N
N
N
SOUTH AFRICA GOVT
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA SR UNSECURED 09/29 4.85
836205BA1
21100000.000000
PA
USD
21741165.700000
0.5321990
Long
DBT
NUSS
ZA
N
2
2029-09-30
Fixed
4.85
N
N
N
N
N
N
SOUTH AFRICA GOVT
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA SR UNSECURED 09/47 5.65
836205AX2
2400000.000000
PA
USD
2288496.000000
0.0560198
Long
DBT
NUSS
ZA
N
2
2047-09-27
Fixed
5.65
N
N
N
N
N
N
SOUTH AFRICA GOVT
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA SR UNSECURED 09/49 5.75
836205BB9
22700000.000000
PA
USD
21683494.000000
0.5307872
Long
DBT
NUSS
ZA
N
2
2049-09-30
Fixed
5.75
N
N
N
N
N
N
SOUTH AFRICA GOVT
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA SR UNSECURED 10/28 4.3
836205AU8
200000.000000
PA
USD
201531.000000
0.0049332
Long
DBT
NUSS
ZA
N
2
2028-10-12
Fixed
4.3
N
N
N
N
N
N
SOUTH AFRICA GOVT
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA SR UNSECURED 12/26 10.5
614878II9
598800000.000000
PA
44647426.670000
1.0929182
Long
DBT
NUSS
ZA
N
2
2026-12-21
Fixed
10.5
N
N
N
N
N
N
SOUTH AFRICA GOVT
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA SR UNSECURED 12/26 10.5
S69124FF7
131300000.000000
PA
9789925.050000
0.2396462
Long
DBT
NUSS
ZA
N
2
2026-12-21
Fixed
10.5
N
N
N
N
N
N
SOUTHERN GAS CORRIDOR CJSC
213800DG58KG59XY6318
SOUTHERN GAS CORRIDOR GOVT GUARANT 144A 03/26 6.875
84302LAA0
11200000.000000
PA
USD
13224736.000000
0.3237265
Long
DBT
CORP
AZ
N
2
2026-03-24
Fixed
6.875
N
N
N
N
N
N
SOUTHERN GAS CORRIDOR CJSC
213800DG58KG59XY6318
SOUTHERN GAS CORRIDOR GOVT GUARANT REGS 03/26 6.875
Y8T6JPAA4
11400000.000000
PA
USD
13460892.000000
0.3295073
Long
DBT
CORP
AZ
N
2
2026-03-24
Fixed
6.875
N
N
N
N
N
N
SPIC MTN COMPANY LTD
5493000TADYPO7HIT002
SPIC MTN CO LTD COMPANY GUAR REGS 07/25 1.625
ACI1PH1J6
1300000.000000
PA
USD
1294948.370000
0.0316989
Long
DBT
CORP
VG
N
2
2025-07-27
Fixed
1.625
N
N
N
N
N
N
SRI LANKA GOVT
254900HXCCIOHM74FA02
REPUBLIC OF SRI LANKA SR UNSECURED 144A 01/22 5.75
85227SAS5
1500000.000000
PA
USD
1350000.000000
0.0330465
Long
DBT
NUSS
LK
N
2
2022-01-18
Fixed
5.75
N
N
N
N
N
N
SRI LANKA GOVT
254900HXCCIOHM74FA02
REPUBLIC OF SRI LANKA SR UNSECURED 144A 03/29 7.85
85227SAZ9
2600000.000000
PA
USD
1600508.000000
0.0391786
Long
DBT
NUSS
LK
N
2
2029-03-14
Fixed
7.85
N
N
N
N
N
N
SRI LANKA GOVT
254900HXCCIOHM74FA02
REPUBLIC OF SRI LANKA SR UNSECURED 144A 07/26 6.825
85227SAR7
500000.000000
PA
USD
315625.000000
0.0077261
Long
DBT
NUSS
LK
N
2
2026-07-18
Fixed
6.825
N
N
N
N
N
N
SRI LANKA GOVT
254900HXCCIOHM74FA02
REPUBLIC OF SRI LANKA SR UNSECURED REGS 01/22 5.75
Y8137FAG3
6333000.000000
PA
USD
5699700.000000
0.1395222
Long
DBT
NUSS
LK
N
2
2022-01-18
Fixed
5.75
N
N
N
N
N
N
SRI LANKA GOVT
254900HXCCIOHM74FA02
REPUBLIC OF SRI LANKA SR UNSECURED REGS 03/30 7.55
Y8137FAR9
16700000.000000
PA
USD
10238436.000000
0.2506253
Long
DBT
NUSS
LK
N
2
2030-03-28
Fixed
7.55
N
N
N
N
N
N
SRI LANKA GOVT
254900HXCCIOHM74FA02
REPUBLIC OF SRI LANKA SR UNSECURED REGS 04/23 5.75
Y8137FAK4
8100000.000000
PA
USD
5378724.000000
0.1316650
Long
DBT
NUSS
LK
N
2
2023-04-18
Fixed
5.75
N
N
N
N
N
N
SRI LANKA GOVT
254900HXCCIOHM74FA02
REPUBLIC OF SRI LANKA SR UNSECURED REGS 05/27 6.2
Y8137FAH1
900000.000000
PA
USD
554022.000000
0.0135618
Long
DBT
NUSS
LK
N
2
2027-05-11
Fixed
6.2
N
N
N
N
N
N
SRI LANKA GOVT
254900HXCCIOHM74FA02
REPUBLIC OF SRI LANKA SR UNSECURED REGS 06/25 6.125
Y8137FAC2
6600000.000000
PA
USD
4185258.000000
0.1024504
Long
DBT
NUSS
LK
N
2
2025-06-03
Fixed
6.125
N
N
N
N
N
N
SRI LANKA GOVT
254900HXCCIOHM74FA02
REPUBLIC OF SRI LANKA SR UNSECURED REGS 07/22 5.875
Y2029SAH7
4700000.000000
PA
USD
3454500.000000
0.0845622
Long
DBT
NUSS
LK
N
2
2022-07-25
Fixed
5.875
N
N
N
N
N
N
SRI LANKA GOVT
254900HXCCIOHM74FA02
REPUBLIC OF SRI LANKA SR UNSECURED REGS 11/25 6.85
Y8137FAE8
5000000.000000
PA
USD
3154700.000000
0.0772235
Long
DBT
NUSS
LK
N
2
2025-11-03
Fixed
6.85
N
N
N
N
N
N
STATE OIL COMPANY OF THE AZERBAIJAN REPUBLIC
2549002HARR1VE257O76
STATE OIL CO OF THE AZER SR UNSECURED REGS 03/23 4.75
Y8158KAB7
600000.000000
PA
USD
625839.600000
0.0153198
Long
DBT
MUN
AZ
N
2
2023-03-13
Fixed
4.75
N
N
N
N
N
N
STATE SAVINGS BANK OF UKRAINE VIA SSB #1 PLC
213800X3YF17XQS13O34
ST SAVINGS BK (SSB 1) SR UNSECURED REGS 03/23 VAR
ACI0G41Y4
120000.000000
PA
USD
125848.800000
0.0030806
Long
DBT
CORP
GB
N
2
2023-03-10
Variable
9.375
N
N
N
N
N
N
STATE SAVINGS BANK OF UKRAINE VIA SSB #1 PLC
213800X3YF17XQS13O34
ST SAVINGS BK (SSB 1) SR UNSECURED REGS 03/23 VAR
G8841YAE4
1290000.000000
PA
USD
1352874.600000
0.0331168
Long
DBT
CORP
GB
N
2
2023-03-10
Variable
9.375
N
N
N
N
N
N
STRUCTURED ADJ RATE MTGE LOAN 2005-21
N/A
STRUCTURED ADJUSTABLE RATE MOR SARM 2005 21 3A1
863579B49
39444.200000
PA
USD
37511.860000
0.0009182
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Floating
2.88718
Y
N
N
N
N
N
STRUCTURED ADJ RATE MTGE LOAN 2006-4
N/A
STRUCTURED ADJUSTABLE RATE MOR SARM 2006 4 7A3
86360BAP3
22810.460000
PA
USD
19773.340000
0.0004840
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Floating
2.86931
Y
N
N
N
N
N
STRUCTURED ADJ RATE MTGE LOAN 2006-8
N/A
STRUCTURED ADJUSTABLE RATE MOR SARM 2006 8 1A2
86361JAB6
171459.690000
PA
USD
150030.730000
0.0036726
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Floating
3.0853
Y
N
N
N
N
N
STRUCTURED ADJUSTABLE RT MTGE LN 2007-9
N/A
STRUCTURED ADJUSTABLE RATE MOR SARM 2007 9 1A1
86364JAA5
81548.930000
PA
USD
84318.850000
0.0020640
Long
ABS-MBS
CORP
US
N
2
2037-10-25
Floating
1.65475
Y
N
N
N
N
N
STUDIO CITY FINANCE LIMITED
254900D6R731QAUIG324
STUDIO CITY FINANCE LTD COMPANY GUAR 144A 01/29 5
86389QAG7
6600000.000000
PA
USD
6095199.000000
0.1492035
Long
DBT
CORP
VG
N
2
2029-01-15
Fixed
5
N
N
N
N
N
N
SUNAC CHINA HOLDINGS LIMITED
549300OLARYHDXP3WK18
SUNAC CHINA HOLDINGS LTD SR SECURED REGS 01/26 6.5
ACI1VB947
4800000.000000
PA
USD
3876174.140000
0.0948843
Long
DBT
CORP
KY
N
2
2026-01-26
Fixed
6.5
N
N
N
N
N
N
SUNAC CHINA HOLDINGS LIMITED
549300OLARYHDXP3WK18
SUNAC CHINA HOLDINGS LTD SR SECURED REGS 02/24 7.5
ACI1GJDN0
1000000.000000
PA
USD
826957.890000
0.0202430
Long
DBT
CORP
KY
N
2
2024-02-01
Fixed
7.5
N
N
N
N
N
N
SUNAC CHINA HOLDINGS LIMITED
549300OLARYHDXP3WK18
SUNAC CHINA HOLDINGS LTD SR SECURED REGS 04/24 5.95
ACI1VBBV4
2900000.000000
PA
USD
2292450.000000
0.0561166
Long
DBT
CORP
KY
N
2
2024-04-26
Fixed
5.95
N
N
N
N
N
N
SUNAC CHINA HOLDINGS LIMITED
549300OLARYHDXP3WK18
SUNAC CHINA HOLDINGS LTD SR SECURED REGS 06/22 7.25
ACI1CL2N1
1400000.000000
PA
USD
1287999.300000
0.0315288
Long
DBT
CORP
KY
N
2
2022-06-14
Fixed
7.25
N
N
N
N
N
N
SUNAC CHINA HOLDINGS LIMITED
549300OLARYHDXP3WK18
SUNAC CHINA HOLDINGS LTD SR SECURED REGS 10/23 7.95
ACI1B73Y8
300000.000000
PA
USD
252200.050000
0.0061736
Long
DBT
CORP
KY
N
2
2023-10-11
Fixed
7.95
N
N
N
N
N
N
SUNTRUST ADJR MRTG LN TR 2007-4
N/A
SUNTRUST ADJUSTABLE RATE MORTG STARM 2007 4 3A1
78473WAF0
501022.550000
PA
USD
471489.430000
0.0115415
Long
ABS-MBS
CORP
US
N
2
2037-10-25
Floating
2.69754
Y
N
N
N
N
N
SUZANO AUSTRIA GMBH
254900287ZNSGVP1R341
SUZANO AUSTRIA G COMPANY GUAR 01/32 3.125
86964WAK8
2000000.000000
PA
USD
1934000.000000
0.0473421
Long
DBT
CORP
AT
N
2
2032-01-15
Fixed
3.125
N
N
N
N
N
N
TANZANIA GOVT
N/A
TANZANIA EUR TERM LOAN
938RLZII0
13000000.000000
PA
15133841.540000
0.3704592
Long
LON
NUSS
TZ
N
3
2028-04-26
Floating
4.856
N
N
N
N
N
N
TANZANIA GOVT
N/A
THE MINISTRY OF FIN + PLANNING TERM LOAN
930ZJQII3
1828571.440000
PA
USD
1828428.790000
0.0447579
Long
LON
NUSS
TZ
N
3
2022-06-23
Floating
5.3637
N
N
N
N
N
N
TBW MTGE BACKED PASS THRU CERT 2006-4
N/A
TBW MORTGAGE BACKED PASS THROU TBW 2006 4 A6
872224AG5
567811.300000
PA
USD
36534.570000
0.0008943
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Variable
6.47
Y
N
N
N
N
N
TENGIZCHEVROIL FINANCE COMPANY INTERNATIONAL LTD
5493001VEV2XTJIBZH31
TENGIZCHEVROIL FIN CO IN SR SECURED 144A 08/30 3.25
88034QAC1
5800000.000000
PA
USD
5891988.000000
0.1442292
Long
DBT
CORP
BM
N
2
2030-08-15
Fixed
3.25
N
N
N
N
N
N
TENGIZCHEVROIL FINANCE COMPANY INTERNATIONAL LTD
5493001VEV2XTJIBZH31
TENGIZCHEVROIL FIN CO IN SR SECURED REGS 08/26 4
G87602AA9
500000.000000
PA
USD
538278.000000
0.0131764
Long
DBT
CORP
BM
N
2
2026-08-15
Fixed
4
N
N
N
N
N
N
TENGIZCHEVROIL FINANCE COMPANY INTERNATIONAL LTD
5493001VEV2XTJIBZH31
TENGIZCHEVROIL FIN CO IN SR SECURED REGS 08/30 3.25
ACI1P5K28
800000.000000
PA
USD
812688.000000
0.0198937
Long
DBT
CORP
BM
N
2
2030-08-15
Fixed
3.25
N
N
N
N
N
N
THAIOIL TREASURY CENTER CO LTD
549300NH03B9E8VGJR89
THAIOIL TRSRY CENTER COMPANY GUAR REGS 10/49 3.5
88323AAE2
1000000.000000
PA
USD
878799.140000
0.0215120
Long
DBT
CORP
TH
N
2
2049-10-17
Fixed
3.5
N
N
N
N
N
N
THE AFRICAN EXPORT-IMPORT BANK
21380068LJCDYA42GJ76
AFRICAN EXPORT IMPORT BA SR UNSECURED 144A 05/26 2.634
00831TAB7
8000000.000000
PA
USD
8174340.000000
0.2000985
Long
DBT
CORP
N/A
N
2
2026-05-17
Fixed
2.634
N
N
N
N
N
N
THIRD PAKISTAN INTERNATIONAL SUKUK COMPANY LIMITED
529900OMZDJ2H3CXKF72
THIRD PKSTAN INTL SUKUK SR UNSECURED REGS 12/22 5.625
ACI0Z78N3
1500000.000000
PA
USD
1537065.000000
0.0376256
Long
DBT
NUSS
PK
N
2
2022-12-05
Fixed
5.625
N
N
N
N
N
N
TRANSJAMAICAN HIGHWAY LIMITED
254900AWJ3QIGYQ04W45
TRANSJAMAICAN HIGHWAY SR SECURED 144A 10/36 5.75
893727AA5
1632979.330000
PA
USD
1637584.330000
0.0400862
Long
DBT
CORP
JM
N
2
2036-10-10
Fixed
5.75
N
N
N
N
N
N
TRANSJAMAICAN HIGHWAY LIMITED
254900AWJ3QIGYQ04W45
TRANSJAMAICAN HIGHWAY SR SECURED REGS 10/36 5.75
P92649AA3
296905.340000
PA
USD
297742.610000
0.0072884
Long
DBT
CORP
JM
N
2
2036-10-10
Fixed
5.75
N
N
N
N
N
N
TRANSNET SOC LTD
378900B07CD6F01EA796
TRANSNET SOC LTD SR UNSECURED REGS 07/22 4
S87247AA0
15400000.000000
PA
USD
15598352.000000
0.3818299
Long
DBT
CORP
ZA
N
2
2022-07-26
Fixed
4
N
N
N
N
N
N
TRINIDAD PETROLEUM HOLDINGS LIMITED
5493004LGJQF7TV6GH26
TRINIDAD PETROLEUM HOLDI SR UNSECURED 144A 05/22 6
71657YAA0
383333.330000
PA
USD
386695.160000
0.0094659
Long
DBT
CORP
TT
N
2
2022-05-08
Fixed
6
N
N
N
N
N
N
TRINIDAD PETROLEUM HOLDINGS LIMITED
5493004LGJQF7TV6GH26
TRINIDAD PETROLEUM HOLDI SR UNSECURED REGS 05/22 6
P78954AA5
40833.330000
PA
USD
41191.440000
0.0010083
Long
DBT
CORP
TT
N
2
2022-05-08
Fixed
6
N
N
N
N
N
N
TUNISIA GOVT
N/A
BNQ CEN TUNISIA INT BOND SR UNSECURED 08/27 3.28
B23SV4II0
200000000.000000
PA
1418753.170000
0.0347295
Long
DBT
NUSS
TN
N
2
2027-08-09
Fixed
3.28
N
N
N
N
N
N
TURKEY GOVT
5493000PCHOG3B6S3Q85
REPUBLIC OF TURKEY SR UNSECURED 01/31 5.95
900123DA5
3600000.000000
PA
USD
3412670.400000
0.0835383
Long
DBT
NUSS
TR
N
2
2031-01-15
Fixed
5.95
N
N
N
N
N
N
TURKEY GOVT
5493000PCHOG3B6S3Q85
REPUBLIC OF TURKEY SR UNSECURED 01/41 6
900123BJ8
20580000.000000
PA
USD
17880027.480000
0.4376827
Long
DBT
NUSS
TR
N
2
2041-01-14
Fixed
6
N
N
N
N
N
N
TURKEY GOVT
5493000PCHOG3B6S3Q85
REPUBLIC OF TURKEY SR UNSECURED 02/28 5.125
900123CP3
7400000.000000
PA
USD
7036290.000000
0.1722404
Long
DBT
NUSS
TR
N
2
2028-02-17
Fixed
5.125
N
N
N
N
N
N
TURKEY GOVT
5493000PCHOG3B6S3Q85
REPUBLIC OF TURKEY SR UNSECURED 03/22 5.125
900123BY5
500000.000000
PA
USD
507654.000000
0.0124268
Long
DBT
NUSS
TR
N
2
2022-03-25
Fixed
5.125
N
N
N
N
N
N
TURKEY GOVT
5493000PCHOG3B6S3Q85
REPUBLIC OF TURKEY SR UNSECURED 03/23 3.25
900123CA6
2000000.000000
PA
USD
1994050.000000
0.0488121
Long
DBT
NUSS
TR
N
2
2023-03-23
Fixed
3.25
N
N
N
N
N
N
TURKEY GOVT
5493000PCHOG3B6S3Q85
REPUBLIC OF TURKEY SR UNSECURED 03/25 4.25
900123CX6
1800000.000000
PA
USD
1747827.000000
0.0427848
Long
DBT
NUSS
TR
N
2
2025-03-13
Fixed
4.25
N
N
N
N
N
N
TURKEY GOVT
5493000PCHOG3B6S3Q85
REPUBLIC OF TURKEY SR UNSECURED 03/27 6
900123CL2
8400000.000000
PA
USD
8396010.000000
0.2055248
Long
DBT
NUSS
TR
N
2
2027-03-25
Fixed
6
N
N
N
N
N
N
TURKEY GOVT
5493000PCHOG3B6S3Q85
REPUBLIC OF TURKEY SR UNSECURED 03/30 5.25
900123CY4
4100000.000000
PA
USD
3792516.400000
0.0928365
Long
DBT
NUSS
TR
N
2
2030-03-13
Fixed
5.25
N
N
N
N
N
N
TURKEY GOVT
5493000PCHOG3B6S3Q85
REPUBLIC OF TURKEY SR UNSECURED 03/36 6.875
900123AY6
4800000.000000
PA
USD
4673980.800000
0.1144137
Long
DBT
NUSS
TR
N
2
2036-03-17
Fixed
6.875
N
N
N
N
N
N
TURKEY GOVT
5493000PCHOG3B6S3Q85
REPUBLIC OF TURKEY SR UNSECURED 03/38 7.25
900123BB5
1000000.000000
PA
USD
1004556.000000
0.0245904
Long
DBT
NUSS
TR
N
2
2038-03-05
Fixed
7.25
N
N
N
N
N
N
TURKEY GOVT
5493000PCHOG3B6S3Q85
REPUBLIC OF TURKEY SR UNSECURED 04/43 4.875
900123CB4
13900000.000000
PA
USD
10848255.000000
0.2655529
Long
DBT
NUSS
TR
N
2
2043-04-16
Fixed
4.875
N
N
N
N
N
N
TURKEY GOVT
5493000PCHOG3B6S3Q85
REPUBLIC OF TURKEY SR UNSECURED 05/47 5.75
900123CM0
51700000.000000
PA
USD
42997028.800000
1.0525183
Long
DBT
NUSS
TR
N
2
2047-05-11
Fixed
5.75
N
N
N
N
N
N
TURKEY GOVT
5493000PCHOG3B6S3Q85
REPUBLIC OF TURKEY SR UNSECURED 06/31 5.875
900123DC1
5400000.000000
PA
USD
5080557.600000
0.1243663
Long
DBT
NUSS
TR
N
2
2031-06-26
Fixed
5.875
N
N
N
N
N
N
TURKEY GOVT
5493000PCHOG3B6S3Q85
REPUBLIC OF TURKEY SR UNSECURED 10/25 6.375
900123CZ1
5400000.000000
PA
USD
5555952.000000
0.1360034
Long
DBT
NUSS
TR
N
2
2025-10-14
Fixed
6.375
N
N
N
N
N
N
TURKEY GOVT
5493000PCHOG3B6S3Q85
REPUBLIC OF TURKEY SR UNSECURED 10/28 6.125
900123CQ1
5300000.000000
PA
USD
5247106.000000
0.1284432
Long
DBT
NUSS
TR
N
2
2028-10-24
Fixed
6.125
N
N
N
N
N
N
TURKISH AIRLINES 2015-1 CLASS A PASS THROUGH TRUST
N/A
TURKISH AIRLN 15 1 A PTT PASS THRU CE 144A 09/28 4.2
10010YAA0
1765862.090000
PA
USD
1663101.100000
0.0407108
Long
DBT
CORP
TR
N
2
2028-09-15
Fixed
4.2
N
N
N
N
N
N
TURKIYE IS BANKASI (ISBANK)
789000FIRX9MDN0KTM91
TURKIYE IS BANKASI A.S SR UNSECURED 144A 04/24 6.125
90016BAE8
1400000.000000
PA
USD
1445369.800000
0.0353810
Long
DBT
CORP
TR
N
2
2024-04-25
Fixed
6.125
N
N
N
N
N
N
UKRAINE GOVT
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT SR UNSECURED 144A 01/30 4.375
ACI1J9SD5
2600000.000000
PA
2798541.850000
0.0685051
Long
DBT
NUSS
UA
N
2
2030-01-27
Fixed
4.375
N
N
N
N
N
N
UKRAINE GOVT
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT SR UNSECURED 144A 05/29 6.876
90372UAR5
5200000.000000
PA
USD
5284942.000000
0.1293694
Long
DBT
NUSS
UA
N
2
2029-05-21
Fixed
6.876
N
N
N
N
N
N
UKRAINE GOVT
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT SR UNSECURED 144A 09/32 7.375
903724BM3
400000.000000
PA
USD
410512.000000
0.0100489
Long
DBT
NUSS
UA
N
2
2032-09-25
Fixed
7.375
N
N
N
N
N
N
UKRAINE GOVT
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT SR UNSECURED REGS 01/30 4.375
BL1G49II5
6000000.000000
PA
6458173.490000
0.1580887
Long
DBT
NUSS
UA
N
2
2030-01-27
Fixed
4.375
N
N
N
N
N
N
UKRAINE GOVT
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT SR UNSECURED REGS 03/33 7.253
ACI1NNZR0
5400000.000000
PA
USD
5485168.800000
0.1342707
Long
DBT
NUSS
UA
N
2
2033-03-15
Fixed
7.253
N
N
N
N
N
N
UKRAINE GOVT
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT SR UNSECURED REGS 05/29 6.876
ACI1XDGZ4
600000.000000
PA
USD
609801.000000
0.0149272
Long
DBT
NUSS
UA
N
2
2029-05-21
Fixed
6.876
N
N
N
N
N
N
UKRAINE GOVT
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT SR UNSECURED REGS 05/40 VAR
ACI0HHXV5
20200000.000000
PA
USD
22104092.400000
0.5410830
Long
DBT
NUSS
UA
N
2
2040-05-31
Variable
1.258
N
N
N
N
N
N
UKRAINE GOVT
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT SR UNSECURED REGS 09/22 7.75
ACI0HJH07
25800000.000000
PA
USD
26908006.800000
0.6586774
Long
DBT
NUSS
UA
N
2
2022-09-01
Fixed
7.75
N
N
N
N
N
N
UKRAINE GOVT
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT SR UNSECURED REGS 09/23 7.75
ACI0HJ591
3800000.000000
PA
USD
4070750.000000
0.0996473
Long
DBT
NUSS
UA
N
2
2023-09-01
Fixed
7.75
N
N
N
N
N
N
UKRAINE GOVT
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT SR UNSECURED REGS 09/23 7.75
X5S005UH2
18400000.000000
PA
USD
19711000.000000
0.4825028
Long
DBT
NUSS
UA
N
2
2023-09-01
Fixed
7.75
N
N
N
N
N
N
UKRAINE GOVT
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT SR UNSECURED REGS 09/24 7.75
ACI0HJ666
6000000.000000
PA
USD
6517650.000000
0.1595447
Long
DBT
NUSS
UA
N
2
2024-09-01
Fixed
7.75
N
N
N
N
N
N
UKRAINE GOVT
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT SR UNSECURED REGS 09/25 7.75
X5S005UK5
9550000.000000
PA
USD
10396464.250000
0.2544936
Long
DBT
NUSS
UA
N
2
2025-09-01
Fixed
7.75
N
N
N
N
N
N
UKRAINE GOVT
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT SR UNSECURED REGS 09/26 7.75
X5S005UL3
800000.000000
PA
USD
869804.000000
0.0212918
Long
DBT
NUSS
UA
N
2
2026-09-01
Fixed
7.75
N
N
N
N
N
N
UKRAINE GOVT
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT SR UNSECURED REGS 09/32 7.375
BF226GII0
1200000.000000
PA
USD
1231536.000000
0.0301466
Long
DBT
NUSS
UA
N
2
2032-09-25
Fixed
7.375
N
N
N
N
N
N
UKRAINE GOVT
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT UNSECURED 144A 05/22 17
90372UAK0
53417000.000000
PA
2078362.930000
0.0508760
Long
DBT
NUSS
UA
N
2
2022-05-11
Fixed
17
N
N
N
N
N
N
UKREXIMBANK VIA BIZ FINANCE PLC
254900R5STMV7BZYC307
UKREXIMBANK(BIZ FIN PLC) SR UNSECURED REGS 01/25 9.75
G11451AE4
1400000.000000
PA
USD
1514912.000000
0.0370833
Long
DBT
CORP
GB
N
2
2025-01-22
Fixed
9.75
N
N
N
N
N
N
UMBS PASS THRU POOLS
N/A
FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE
01F0226C4
6300000.000000
PA
USD
6468574.140000
0.1583433
Long
ABS-MBS
USGSE
US
N
2
2051-12-13
Fixed
2.5
N
N
N
N
N
N
AMERIQUEST MORTGAGE SEC INC 2004-R10
N/A
AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R10 M1
03072SVR3
192650.600000
PA
USD
192963.720000
0.0047235
Long
ABS-MBS
CORP
US
N
2
2034-11-25
Floating
1.136
N
N
N
N
N
N
UMBS PASS THRU POOLS
N/A
FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE
01F0326B5
7900000.000000
PA
USD
8365352.190000
0.2047743
Long
ABS-MBS
USGSE
US
N
2
2051-11-10
Fixed
3.5
N
N
N
N
N
N
UNIGEL LUXEMBOURG SA
N/A
UNIGEL LUXEMBOURG SA COMPANY GUAR 144A 10/26 8.75
904752AB8
4500000.000000
PA
USD
4842945.000000
0.1185498
Long
DBT
CORP
LU
N
2
2026-10-01
Fixed
8.75
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 02/22 0.00000
912796L80
3119000.000000
PA
USD
3118488.180000
0.0763370
Long
DBT
UST
US
N
2
2022-02-17
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 03/22 0.00000
912796F38
1076000.000000
PA
USD
1075778.970000
0.0263338
Long
DBT
UST
US
N
2
2022-03-24
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
US TREASURY N/B 02/24 2.375
9128286G0
-5340000.000000
PA
USD
-5595944.540000
-0.1369824
Short
DBT
UST
US
N
2
2024-02-29
Fixed
2.375
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
US TREASURY N/B 02/29 2.625
9128286B1
-10100000.000000
PA
USD
-11014720.740000
-0.2696278
Short
DBT
UST
US
N
2
2029-02-15
Fixed
2.625
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
US TREASURY N/B 05/41 2.25
912810SY5
-6000000.000000
PA
USD
-6240937.500000
-0.1527710
Short
DBT
UST
US
N
2
2041-05-15
Fixed
2.25
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
US TREASURY N/B 11/48 3.375
912810SE9
-8238000.000000
PA
USD
-10497657.700000
-0.2569707
Short
DBT
UST
US
N
2
2048-11-15
Fixed
3.375
N
N
N
N
N
N
ANGLOGOLD ASHANTI HOLDINGS PLC
213800745ZIXC4L6A131
ANGLOGOLD HOLDINGS PLC COMPANY GUAR 04/40 6.5
03512TAB7
1300000.000000
PA
USD
1620541.000000
0.0396690
Long
DBT
CORP
IM
N
2
2040-04-15
Fixed
6.5
N
N
N
N
N
N
ANGLOGOLD ASHANTI HOLDINGS PLC
213800745ZIXC4L6A131
ANGLOGOLD HOLDINGS PLC COMPANY GUAR 10/30 3.75
03512TAE1
2000000.000000
PA
USD
2053730.000000
0.0502730
Long
DBT
CORP
IM
N
2
2030-10-01
Fixed
3.75
N
N
N
N
N
N
ANGOLA GOVT
549300QHR2R3J8JSGK83
REPUBLIC OF ANGOLA SR UNSECURED 144A 11/25 9.5
035198AA8
3100000.000000
PA
USD
3421687.000000
0.0837590
Long
DBT
NUSS
AO
N
2
2025-11-12
Fixed
9.5
N
N
N
N
N
N
ANGOLA GOVT
549300QHR2R3J8JSGK83
REPUBLIC OF ANGOLA SR UNSECURED 144A 11/49 9.125
035198AE0
1700000.000000
PA
USD
1733014.000000
0.0424222
Long
DBT
NUSS
AO
N
2
2049-11-26
Fixed
9.125
N
N
N
N
N
N
URUGUAY GOVT
549300RDR012H2V82H43
REPUBLICA ORIENT URUGUAY SR UNSECURED 01/31 4.375
917288BK7
1952910.000000
PA
USD
2262895.400000
0.0553931
Long
DBT
NUSS
UY
N
2
2031-01-23
Fixed
4.375
N
N
N
N
N
N
URUGUAY GOVT
549300RDR012H2V82H43
REPUBLICA ORIENT URUGUAY SR UNSECURED 01/33 7.875
917288BA9
5550000.000000
PA
USD
8205897.000000
0.2008710
Long
DBT
NUSS
UY
N
2
2033-01-15
Fixed
7.875
N
N
N
N
N
N
ANGOLA GOVT
549300QHR2R3J8JSGK83
REPUBLIC OF ANGOLA SR UNSECURED REGS 05/28 8.25
V21735AC5
6000000.000000
PA
USD
6233712.000000
0.1525942
Long
DBT
NUSS
AO
N
2
2028-05-09
Fixed
8.25
N
N
N
N
N
N
ANGOLA GOVT
549300QHR2R3J8JSGK83
REPUBLIC OF ANGOLA SR UNSECURED REGS 11/25 9.5
BZ97T1II6
11800000.000000
PA
USD
13024486.000000
0.3188246
Long
DBT
NUSS
AO
N
2
2025-11-12
Fixed
9.5
N
N
N
N
N
N
ANGOLA GOVT
549300QHR2R3J8JSGK83
REPUBLIC OF ANGOLA SR UNSECURED REGS 11/29 8
ACI1H0020
6300000.000000
PA
USD
6468361.200000
0.1583381
Long
DBT
NUSS
AO
N
2
2029-11-26
Fixed
8
N
N
N
N
N
N
ANGOLA GOVT
549300QHR2R3J8JSGK83
REPUBLIC OF ANGOLA SR UNSECURED REGS 11/49 9.125
ACI1H0293
6500000.000000
PA
USD
6626230.000000
0.1622026
Long
DBT
NUSS
AO
N
2
2049-11-26
Fixed
9.125
N
N
N
N
N
N
VALE OVERSEAS LTD
254900BA3U6G5DNV5V04
VALE OVERSEAS LIMITED COMPANY GUAR 08/26 6.25
91911TAP8
2600000.000000
PA
USD
3075761.000000
0.0752911
Long
DBT
CORP
KY
N
2
2026-08-10
Fixed
6.25
N
N
N
N
N
N
VALE OVERSEAS LTD
254900BA3U6G5DNV5V04
VALE OVERSEAS LIMITED COMPANY GUAR 11/36 6.875
91911TAH6
680000.000000
PA
USD
906950.000000
0.0222011
Long
DBT
CORP
KY
N
2
2036-11-21
Fixed
6.875
N
N
N
N
N
N
VALE OVERSEAS LTD
254900BA3U6G5DNV5V04
VALE OVERSEAS LIMITED COMPANY GUAR 11/39 6.875
91911TAK9
2250000.000000
PA
USD
3047062.500000
0.0745886
Long
DBT
CORP
KY
N
2
2039-11-10
Fixed
6.875
N
N
N
N
N
N
VALE SA
254900SMTWBX7RU2SR20
VALE SA SUBORDINATED 12/49 VAR
B011X9II2
86100000.000000
PA
8980619.170000
0.2198353
Long
DBT
CORP
BR
N
3
2049-12-29
Variable
2.76247
N
N
N
N
N
N
VENEZUELAN GOVT
529900XM8PJTJK5OJI77
REPUBLIC OF VENEZUELA SR UNSECURED 09/27 9.25
922646AS3
7540000.000000
PA
USD
818090.000000
0.0200259
Long
DBT
NUSS
VE
N
2
2027-09-15
Fixed
9.25
Y
Y
N
N
N
N
VENEZUELAN GOVT
529900XM8PJTJK5OJI77
REPUBLIC OF VENEZUELA SR UNSECURED REGS 03/38 7
P97475AJ9
19240000.000000
PA
USD
2087540.000000
0.0511006
Long
DBT
NUSS
VE
N
2
2038-03-31
Fixed
7
Y
Y
N
N
N
N
VENEZUELAN GOVT
529900XM8PJTJK5OJI77
REPUBLIC OF VENEZUELA SR UNSECURED REGS 04/25 7.65
B07CTCII0
10109000.000000
PA
USD
1086717.500000
0.0266016
Long
DBT
NUSS
VE
N
2
2025-04-21
Fixed
7.65
Y
Y
N
N
N
N
VENEZUELAN GOVT
529900XM8PJTJK5OJI77
REPUBLIC OF VENEZUELA SR UNSECURED REGS 05/23 9
P17625AA5
2521000.000000
PA
USD
274789.000000
0.0067265
Long
DBT
NUSS
VE
N
2
2023-05-07
Fixed
9
Y
Y
N
N
N
N
VENEZUELAN GOVT
529900XM8PJTJK5OJI77
REPUBLIC OF VENEZUELA SR UNSECURED REGS 05/28 9.25
P17625AB3
3027000.000000
PA
USD
329943.000000
0.0080766
Long
DBT
NUSS
VE
N
2
2028-05-07
Fixed
9.25
Y
Y
N
N
N
N
VENEZUELAN GOVT
529900XM8PJTJK5OJI77
REPUBLIC OF VENEZUELA SR UNSECURED REGS 08/31 11.95
P17625AD9
6580000.000000
PA
USD
720510.000000
0.0176373
Long
DBT
NUSS
VE
N
2
2031-08-05
Fixed
11.95
Y
Y
N
N
N
N
VENEZUELAN GOVT
529900XM8PJTJK5OJI77
REPUBLIC OF VENEZUELA SR UNSECURED REGS 10/24 8.25
P97475AP5
21739000.000000
PA
USD
2358681.500000
0.0577378
Long
DBT
NUSS
VE
N
2
2024-10-13
Fixed
8.25
Y
Y
N
N
N
N
VIETNAM GOVT
5493008AE7RS4XK4BZ08
SOCIALIST REP OF VIETNAM SECURED 03/28 5.5
583140II1
1429999.990000
PA
USD
1448718.230000
0.0354630
Long
DBT
NUSS
VN
N
2
2028-03-12
Variable
5.5
N
N
N
N
N
N
VNESHECONOMBANK VIA VEB FINANCE PLC
635400KYY8E2NCZXJ191
VNESHECONOMBANK(VEB FIN) SR UNSECURED 144A 07/22 6.025
91822CAA6
4000000.000000
PA
USD
4151672.000000
0.1016282
Long
DBT
CORP
IE
N
2
2022-07-05
Fixed
6.025
N
N
N
N
N
N
VNESHECONOMBANK VIA VEB FINANCE PLC
635400KYY8E2NCZXJ191
VNESHECONOMBANK(VEB FIN) SR UNSECURED REGS 07/22 6.025
ACI025RQ5
3000000.000000
PA
USD
3113754.000000
0.0762212
Long
DBT
CORP
IE
N
2
2022-07-05
Fixed
6.025
N
N
N
N
N
N
VNESHECONOMBANK VIA VEB FINANCE PLC
635400KYY8E2NCZXJ191
VNESHECONOMBANK(VEB FIN) SR UNSECURED REGS 11/25 6.8
982MWFII8
4000000.000000
PA
USD
4706176.000000
0.1152018
Long
DBT
CORP
IE
N
2
2025-11-22
Fixed
6.8
N
N
N
N
N
N
ANTOFAGASTA PLC
213800MY6QVH4FVLD628
ANTOFAGASTA PLC SR UNSECURED 144A 10/30 2.375
03718NAA4
1200000.000000
PA
USD
1159512.000000
0.0283835
Long
DBT
CORP
GB
N
2
2030-10-14
Fixed
2.375
N
N
N
N
N
N
WAMU MTGE P/T CERT 2007-HY2
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY2 1A1
92926UAA9
162721.600000
PA
USD
164228.370000
0.0040201
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
2.99281
Y
N
N
N
N
N
WAMU MTGE P/T CERT 2007-HY5
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY5 2A1
92990GAC7
113015.420000
PA
USD
102012.930000
0.0024972
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
3.28886
Y
N
N
N
N
N
WAMU MTGE P/T CERTIFICATES 2007-HY4
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY4 1A1
933636AA0
57055.670000
PA
USD
57346.850000
0.0014038
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Floating
2.7069
Y
N
N
N
N
N
WASHINGTON MUTUAL 2004-RP1
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2004 RP1 1F 144A
92922FYJ1
88379.590000
PA
USD
79188.580000
0.0019384
Long
ABS-MBS
CORP
US
N
2
2034-05-25
Floating
0.456
N
N
N
N
N
N
WASHINGTON MUTUAL 2006-AR18
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR18 1A1
933637AA8
87144.670000
PA
USD
87846.130000
0.0021504
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
2.58418
Y
N
N
N
N
N
WASHINGTON MUTUAL 2006-AR2
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR2 1A1
92925CDQ2
1095176.910000
PA
USD
1109781.090000
0.0271662
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Floating
2.90691
N
N
N
N
N
N
WELLS FARGO MTGE BK SEC TR 2006-AR15
N/A
WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR15 A1
94985AAA7
286658.070000
PA
USD
284602.360000
0.0069667
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Floating
2.70694
Y
N
N
N
N
N
XIAOMI BEST TIME INTERNATIONAL LIMITED
254900IGJCVEY8WNJT74
XIAOMI BEST TIME INTL COMPANY GUAR REGS 07/51 4.1
Y77108AF8
1000000.000000
PA
USD
1019192.930000
0.0249487
Long
DBT
CORP
HK
N
2
2051-07-14
Fixed
4.1
N
N
N
N
N
N
YANGO JUSTICE INTERNATIONAL LIMITED
3003007ELD2HAYCXPT77
YANGO JUSTICE INTL COMPANY GUAR REGS 04/24 7.5
ACI1NX2H6
5800000.000000
PA
USD
4545741.760000
0.1112746
Long
DBT
CORP
HK
N
2
2024-04-15
Fixed
7.5
N
N
N
N
N
N
YAPI VE KREDI BANKASI ANONIM SIRKETI
B85ZYWEZ5IZCZ2WNIO12
YAPI VE KREDI BANKASI AS SR UNSECURED REGS 06/24 5.85
BF0WLZII7
1800000.000000
PA
USD
1845225.000000
0.0451690
Long
DBT
CORP
TR
N
2
2024-06-21
Fixed
5.85
N
N
N
N
N
N
ZAMBIA GOVT
213800DMLAZ6LGMMD849
REPUBLIC OF ZAMBIA SR UNSECURED REGS 04/24 8.5
V7179UAE9
3100000.000000
PA
USD
2434395.900000
0.0595912
Long
DBT
NUSS
ZM
N
2
2024-04-14
Fixed
8.5
Y
Y
N
N
N
N
ZAMBIA GOVT
213800DMLAZ6LGMMD849
REPUBLIC OF ZAMBIA SR UNSECURED REGS 07/27 8.97
V7179UAF6
2700000.000000
PA
USD
2095726.500000
0.0513010
Long
DBT
NUSS
ZM
N
2
2027-07-30
Fixed
8.97
Y
Y
N
N
N
N
ZAMBIA GOVT
213800DMLAZ6LGMMD849
REPUBLIC OF ZAMBIA UNSECURED REGS 09/22 5.375
V7179UAD1
2350000.000000
PA
USD
1770576.950000
0.0433417
Long
DBT
NUSS
ZM
N
2
2022-09-20
Fixed
5.375
Y
Y
N
N
N
N
ZAMBIA GOVT
213800DMLAZ6LGMMD849
ZAMBIA GOVERNMENT BOND BONDS 01/31 13
ACI1XR3Z7
57800000.000000
PA
2118423.830000
0.0518566
Long
DBT
NUSS
ZM
N
2
2031-01-25
Fixed
13
N
N
N
N
N
N
ZAMBIA GOVT
213800DMLAZ6LGMMD849
ZAMBIA GOVERNMENT BOND BONDS 03/28 12
ACI1ZDWL5
20000000.000000
PA
802943.520000
0.0196551
Long
DBT
NUSS
ZM
N
2
2028-03-22
Fixed
12
N
N
N
N
N
N
ZAMBIA GOVT
213800DMLAZ6LGMMD849
ZAMBIA GOVERNMENT BOND BONDS 08/26 12
ACI1ZF9Y8
26000000.000000
PA
1130327.410000
0.0276691
Long
DBT
NUSS
ZM
N
2
2026-08-26
Fixed
12
N
N
N
N
N
N
ZAMBIA GOVT
213800DMLAZ6LGMMD849
ZAMBIA GOVERNMENT BOND BONDS 08/26 13
ACI0TS549
28300000.000000
PA
1280004.270000
0.0313330
Long
DBT
NUSS
ZM
N
2
2026-08-29
Fixed
13
N
N
N
N
N
N
ZAMBIA GOVT
213800DMLAZ6LGMMD849
ZAMBIA GOVERNMENT BOND BONDS 12/26 13
ACI0TCN28
35900000.000000
PA
1571968.620000
0.0384800
Long
DBT
NUSS
ZM
N
2
2026-12-05
Fixed
13
N
N
N
N
N
N
ZAMBIA GOVT
213800DMLAZ6LGMMD849
ZAMBIA TREASURY BILLS BILLS 08/22 0.00000
ACI2071N4
1755000.000000
PA
88378.390000
0.0021634
Long
DBT
NUSS
ZM
N
2
2022-08-29
None
0
N
N
N
N
N
N
ZHONGAN ONLINE P&C INSURANCE CO LTD
5299006845ISFI2WAI41
ZHONGAN ONLINE P+C INSUR SR UNSECURED REGS 07/25 3.125
ACI1NXYV0
200000.000000
PA
USD
197823.460000
0.0048425
Long
DBT
CORP
CN
N
2
2025-07-16
Fixed
3.125
N
N
N
N
N
N
N/A
N/A
FIXED INC CLEARING CORP.REPO
000000000
37109000.000000
PA
USD
37109000.000000
0.9083861
Long
RA
US
N
2
Repurchase
N
0.0000001
2021-10-01
32840700.000000
USD
37851278.830000
USD
UST
N
N
N
N/A
N/A
PARIBAS REVERSE REPO EUR ZCP
000000000
9997644.000000
PA
11580770.000000
0.2834841
Long
RA
LU
N
2
Repurchase
N
-1.0000000
2023-07-20
10000000.000000
EUR
9838243.000000
EUR
N
N
N
N/A
N/A
REPO PARIBAS DE REPO PARIBAS DE
000000000
10199864.410000
PA
11815011.990000
0.2892180
Long
RA
DE
N
2
Repurchase
N
-0.7500000
2023-07-19
10000000.000000
EUR
9838243.000000
EUR
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-1078869.000000
PA
USD
-1077695.840000
-0.0263808
Short
RA
US
N
2
Reverse repurchase
N
-0.3500000
2023-06-11
1100000.000000
USD
990000.000000
USD
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-2112298.000000
PA
USD
-2111435.480000
-0.0516855
Short
RA
US
N
2
Reverse repurchase
N
-0.1500000
2023-06-25
2500000.000000
USD
1837500.000000
USD
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-1840958.000000
PA
USD
-1838196.560000
-0.0449970
Short
RA
US
N
2
Reverse repurchase
N
-0.7500000
2023-07-21
2000000.000000
USD
1800000.000000
USD
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-934458.000000
PA
USD
-933173.120000
-0.0228430
Short
RA
US
N
2
Reverse repurchase
N
-0.7500000
2023-07-27
1000000.000000
USD
900000.000000
USD
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-1869902.000000
PA
USD
-1868982.630000
-0.0457506
Short
RA
US
N
2
Reverse repurchase
N
-0.3000000
2023-08-03
2200000.000000
USD
1617000.000000
USD
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-1056223.670000
PA
USD
-1055343.480000
-0.0258336
Short
RA
US
N
2
Reverse repurchase
N
-1.2500000
2023-09-07
1200000.000000
USD
1080000.000000
USD
N
N
N
N/A
N/A
REVERSE REPO BARCLAYS REVERSE REPO
000000000
-1877672.000000
PA
USD
-1877241.700000
-0.0459527
Short
RA
US
N
2
Reverse repurchase
N
-0.7500000
2023-09-20
1900000.000000
USD
1751395.300000
USD
N
N
N
N/A
N/A
REVERSE REPO FIRST BOSTON REVERSE REPO
000000000
-1819953.000000
PA
USD
-1819801.540000
-0.0445467
Short
RA
US
N
2
Reverse repurchase
N
-1.0000000
2023-09-28
1600000.000000
USD
1814860.800000
USD
N
N
N
N/A
N/A
REVERSE REPO JPM CHASE
000000000
-8379300.000000
PA
USD
-8384246.110000
-0.2052368
Short
RA
US
N
2
Reverse repurchase
N
0.2500000
2021-10-13
9300000.000000
USD
9099027.000000
USD
N
N
N
N/A
N/A
REVERSE REPO JPM CHASE
000000000
-12101625.000000
PA
USD
-12109625.520000
-0.2964298
Short
RA
US
N
2
Reverse repurchase
N
0.2800000
2021-10-13
10000000.000000
USD
12886330.000000
USD
N
N
N
N/A
N/A
REVERSE REPO NOMURA
000000000
-4058056.420000
PA
USD
-4057430.800000
-0.0993213
Short
RA
US
N
2
Reverse repurchase
N
-0.1500000
2023-08-25
4000000.000000
USD
3987160.000000
USD
N
N
N
N/A
N/A
REVERSE REPO NOMURA
000000000
-6467905.920000
PA
USD
-6467411.840000
-0.1583149
Short
RA
US
N
2
Reverse repurchase
N
-0.2500000
2023-09-20
6700000.000000
USD
6581477.000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO NOMURA
000000000
-320100.000000
PA
USD
-320068.880000
-0.0078349
Short
RA
US
N
2
Reverse repurchase
N
-0.5000000
2023-09-24
500000.000000
USD
337505.000000
USD
AMBS
N
N
N
N/A
N/A
REVERSE REPO PARIBAS
000000000
-595267.000000
PA
USD
-594790.790000
-0.0145598
Short
RA
US
N
2
Reverse repurchase
N
-0.4000000
2023-07-21
500000.000000
USD
588272.000000
USD
N
N
N
N/A
N/A
DEUTSCHE BANK REPO REPO
000000000
10791780.000000
PA
USD
10791780.000000
0.2641705
Long
RA
US
N
2
Repurchase
N
0.0200000
2021-10-05
8238000.000000
USD
10497657.700000
USD
UST
N
N
N
N/A
N/A
J P MORGAN TERM REPO
000000000
6397500.000000
PA
USD
6397500.000000
0.1566035
Long
RA
US
N
2
Repurchase
N
0.0200000
2021-10-05
6000000.000000
USD
6240937.500000
USD
UST
N
N
N
N/A
N/A
PARIBAS REPO
000000000
5613675.000000
PA
USD
5613675.000000
0.1374164
Long
RA
US
N
2
Repurchase
N
0.0200000
2021-10-05
5340000.000000
USD
5595944.540000
USD
UST
N
N
N
N/A
N/A
PARIBAS REPO
000000000
11160500.000000
PA
USD
11160500.000000
0.2731963
Long
RA
US
N
2
Repurchase
N
0.0200000
2021-10-05
10100000.000000
USD
11014720.740000
USD
UST
N
N
N
ARGENT SECURITIES INC 2006-M1
N/A
ARGENT SECURITIES INC. ARSI 2006 M1 A1
04012MAM1
767770.690000
PA
USD
730147.240000
0.0178732
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Floating
0.386
N
N
N
N
N
N
N/A
N/A
ARGENTINA LA SP BRC
000000000
1.000000
NC
USD
-701959.780000
-0.0171832
N/A
DCR
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
ARGENTINA GOVT
REPUBLIC OF ARGENTINA
Y
Single Leg Swap
2023-12-21
0.000000
USD
-480250.000000
USD
3400000.000000
USD
-221709.780000
N
N
N
N/A
N/A
ARGENTINA LA SP GST
000000000
1.000000
NC
USD
-309688.130000
-0.0075808
N/A
DCR
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
ARGENTINA GOVT
REPUBLIC OF ARGENTINA
Y
Single Leg Swap
2023-12-21
0.000000
USD
-311250.330000
USD
1500000.000000
USD
1562.200000
N
N
N
N/A
N/A
ARGENTINA LA SP MYC
000000000
1.000000
NC
USD
-392271.630000
-0.0096024
N/A
DCR
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
ARGENTINA GOVT
REPUBLIC OF ARGENTINA
Y
Single Leg Swap
2023-12-21
0.000000
USD
-377149.580000
USD
1900000.000000
USD
-15122.050000
N
N
N
N/A
N/A
BOUGHT BRL/SOLD USD
000000000
1.000000
NC
-5441.210000
-0.0001332
N/A
DFE
BR
N
2
Banco Santander, S.A.
N/A
170707.700000
USD
900000.000000
BRL
2021-10-04
-5441.210000
N
N
N
N/A
N/A
BOUGHT BRL/SOLD USD
000000000
1.000000
NC
-10258.870000
-0.0002511
N/A
DFE
BR
N
2
Banco Santander, S.A.
N/A
322428.910000
USD
1700000.000000
BRL
2021-10-04
-10258.870000
N
N
N
N/A
N/A
BOUGHT BRL/SOLD USD
000000000
1.000000
NC
-18940.100000
-0.0004636
N/A
DFE
BR
N
2
Banco Santander, S.A.
N/A
404561.920000
USD
2100000.000000
BRL
2021-10-04
-18940.100000
N
N
N
N/A
N/A
BOUGHT BRL/SOLD USD
000000000
1.000000
NC
-39089.100000
-0.0009569
N/A
DFE
BR
N
2
Banco Santander, S.A.
N/A
865421.560000
USD
4500000.000000
BRL
2021-10-04
-39089.100000
N
N
N
N/A
N/A
BOUGHT BRL/SOLD USD
000000000
1.000000
NC
-14085.340000
-0.0003448
N/A
DFE
BR
N
2
Banco Santander, S.A.
N/A
307892.440000
USD
1600000.000000
BRL
2021-10-04
-14085.340000
N
N
N
N/A
N/A
BOUGHT BRL/SOLD USD
000000000
1.000000
NC
-24247.630000
-0.0005936
N/A
DFE
BR
N
2
Banco Santander, S.A.
N/A
905668.920000
USD
4800000.000000
BRL
2021-10-04
-24247.630000
N
N
N
N/A
N/A
BOUGHT BRL/SOLD USD
000000000
1.000000
NC
-14541.630000
-0.0003560
N/A
DFE
BR
N
2
Banco Santander, S.A.
N/A
712333.490000
USD
3800000.000000
BRL
2021-10-04
-14541.630000
N
N
N
N/A
N/A
BOUGHT BRL/SOLD USD
000000000
1.000000
NC
-10650.950000
-0.0002607
N/A
DFE
BR
N
2
Banco Santander, S.A.
N/A
396272.770000
USD
2100000.000000
BRL
2021-10-04
-10650.950000
N
N
N
N/A
N/A
BOUGHT BRL/SOLD USD
000000000
1.000000
NC
-22935.050000
-0.0005614
N/A
DFE
BR
N
2
Banco Santander, S.A.
N/A
775815.740000
USD
4100000.000000
BRL
2021-10-04
-22935.050000
N
N
N
N/A
N/A
BOUGHT BRL/SOLD USD
000000000
1.000000
NC
-36458.030000
-0.0008925
N/A
DFE
BR
N
2
Banco Santander, S.A.
N/A
1174960.530000
USD
6200000.000000
BRL
2021-10-04
-36458.030000
N
N
N
N/A
N/A
BOUGHT BRL/SOLD USD
000000000
1.000000
NC
-4620.070000
-0.0001131
N/A
DFE
BR
N
2
Banco Santander, S.A.
N/A
151523.620000
USD
800000.000000
BRL
2021-10-04
-4620.070000
N
N
N
N/A
N/A
BOUGHT BRL/SOLD USD
000000000
1.000000
NC
-4343.770000
-0.0001063
N/A
DFE
BR
N
2
Banco Santander, S.A.
N/A
151247.320000
USD
800000.000000
BRL
2021-10-04
-4343.770000
N
N
N
N/A
N/A
BOUGHT BRL/SOLD USD
000000000
1.000000
NC
-7422.690000
-0.0001817
N/A
DFE
BR
N
2
Banco Santander, S.A.
N/A
319592.730000
USD
1700000.000000
BRL
2021-10-04
-7422.690000
N
N
N
N/A
N/A
BOUGHT BRL/SOLD USD
000000000
1.000000
NC
-5668.710000
-0.0001388
N/A
DFE
BR
N
2
Banco Santander, S.A.
N/A
226024.030000
USD
1200000.000000
BRL
2021-10-04
-5668.710000
N
N
N
N/A
N/A
SOLD BRL/BOUGHT USD
000000000
1.000000
NC
-74295.140000
-0.0018187
N/A
DFE
BR
N
2
Banco Santander, S.A.
N/A
10800000.000000
BRL
1877118.280000
USD
2022-01-04
-74295.140000
N
N
N
N/A
N/A
SOLD BRL/BOUGHT USD
000000000
1.000000
NC
6131.000000
0.0001501
N/A
DFE
BR
N
2
Banco Santander, S.A.
N/A
1000000.000000
BRL
179537.400000
USD
2022-07-05
6131.000000
N
N
N
N/A
N/A
SOLD BRL/BOUGHT USD
000000000
1.000000
NC
11061.350000
0.0002708
N/A
DFE
BR
N
2
Banco Santander, S.A.
N/A
1800000.000000
BRL
323192.860000
USD
2022-07-05
11061.350000
N
N
N
N/A
N/A
SOLD BRL/BOUGHT USD
000000000
1.000000
NC
19526.710000
0.0004780
N/A
DFE
BR
N
2
Banco Santander, S.A.
N/A
2200000.000000
BRL
401020.780000
USD
2022-07-05
19526.710000
N
N
N
N/A
N/A
SOLD BRL/BOUGHT USD
000000000
1.000000
NC
40622.590000
0.0009944
N/A
DFE
BR
N
2
Banco Santander, S.A.
N/A
4800000.000000
BRL
872973.290000
USD
2022-07-05
40622.590000
N
N
N
N/A
N/A
SOLD BRL/BOUGHT USD
000000000
1.000000
NC
14441.720000
0.0003535
N/A
DFE
BR
N
2
Banco Santander, S.A.
N/A
1700000.000000
BRL
309232.590000
USD
2022-07-05
14441.720000
N
N
N
N/A
N/A
SOLD BRL/BOUGHT USD
000000000
1.000000
NC
25229.030000
0.0006176
N/A
DFE
BR
N
2
Banco Santander, S.A.
N/A
5100000.000000
BRL
909601.650000
USD
2022-07-05
25229.030000
N
N
N
N/A
N/A
SOLD BRL/BOUGHT USD
000000000
1.000000
NC
15001.240000
0.0003672
N/A
DFE
BR
N
2
Banco Santander, S.A.
N/A
4000000.000000
BRL
708626.820000
USD
2022-07-05
15001.240000
N
N
N
N/A
N/A
SOLD BRL/BOUGHT USD
000000000
1.000000
NC
9702.430000
0.0002375
N/A
DFE
BR
N
2
Banco Santander, S.A.
N/A
2300000.000000
BRL
399916.540000
USD
2022-10-04
9702.430000
N
N
N
N/A
N/A
SOLD BRL/BOUGHT USD
000000000
1.000000
NC
21336.920000
0.0005223
N/A
DFE
BR
N
2
Banco Santander, S.A.
N/A
4500000.000000
BRL
784799.310000
USD
2022-10-04
21336.920000
N
N
N
N/A
N/A
SOLD BRL/BOUGHT USD
000000000
1.000000
NC
36248.260000
0.0008873
N/A
DFE
BR
N
2
Banco Santander, S.A.
N/A
6700000.000000
BRL
1172958.920000
USD
2022-10-04
36248.260000
N
N
N
N/A
N/A
SOLD BRL/BOUGHT USD
000000000
1.000000
NC
4647.430000
0.0001138
N/A
DFE
BR
N
2
Banco Santander, S.A.
N/A
900000.000000
BRL
157339.910000
USD
2022-10-04
4647.430000
N
N
N
N/A
N/A
SOLD BRL/BOUGHT USD
000000000
1.000000
NC
4237.280000
0.0001037
N/A
DFE
BR
N
2
Banco Santander, S.A.
N/A
900000.000000
BRL
156929.760000
USD
2022-10-04
4237.280000
N
N
N
N/A
N/A
SOLD BRL/BOUGHT USD
000000000
1.000000
NC
6584.270000
0.0001612
N/A
DFE
BR
N
2
Banco Santander, S.A.
N/A
1800000.000000
BRL
311969.220000
USD
2022-10-04
6584.270000
N
N
N
N/A
N/A
SOLD BRL/BOUGHT USD
000000000
1.000000
NC
5336.690000
0.0001306
N/A
DFE
BR
N
2
Banco Santander, S.A.
N/A
1300000.000000
BRL
225892.490000
USD
2022-10-04
5336.690000
N
N
N
N/A
N/A
BOUGHT KZT/SOLD USD
000000000
1.000000
NC
29111.330000
0.0007126
N/A
DFE
KZ
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
4699705.000000
USD
2086669020.000000
KZT
2022-03-15
29111.330000
N
N
N
N/A
N/A
BOUGHT PEN/SOLD USD
000000000
1.000000
NC
-22632.720000
-0.0005540
N/A
DFE
PE
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
3940714.400000
USD
16202247.270000
PEN
2021-10-12
-22632.720000
N
N
N
N/A
N/A
BOUGHT RUB/SOLD USD
000000000
1.000000
NC
5767.110000
0.0001412
N/A
DFE
RU
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
271306.720000
USD
20319490.000000
RUB
2021-11-22
5767.110000
N
N
N
N/A
N/A
BOUGHT RUB/SOLD USD
000000000
1.000000
NC
12483.350000
0.0003056
N/A
DFE
RU
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
661479.780000
USD
49425769.000000
RUB
2021-11-22
12483.350000
N
N
N
N/A
N/A
BOUGHT RUB/SOLD USD
000000000
1.000000
NC
9122.880000
0.0002233
N/A
DFE
RU
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
792763.030000
USD
59129816.000000
RUB
2021-12-20
9122.880000
N
N
N
N/A
N/A
BOUGHT RUB/SOLD USD
000000000
1.000000
NC
9164.960000
0.0002243
N/A
DFE
RU
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
796419.550000
USD
59402545.000000
RUB
2021-12-20
9164.960000
N
N
N
N/A
N/A
SOLD CNH/BOUGHT USD
000000000
1.000000
NC
-116.760000
-0.0000029
N/A
DFE
CN
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
213348.410000
CNY
32932.000000
USD
2021-10-22
-116.760000
N
N
N
N/A
N/A
SOLD CNH/BOUGHT USD
000000000
1.000000
NC
-195.330000
-0.0000048
N/A
DFE
CN
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
436958.000000
CNY
67491.700000
USD
2021-10-22
-195.330000
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA SR UNSECURED 01/38 VAR
040114HU7
8793088.000000
PA
USD
3411718.140000
0.0835150
Long
DBT
NUSS
AR
N
2
2038-01-09
Variable
2
N
N
N
N
N
N
N/A
N/A
SOLD PEN/BOUGHT USD
000000000
1.000000
NC
45309.630000
0.0011091
N/A
DFE
PE
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
16202247.270000
PEN
3851533.810000
USD
2022-09-27
45309.630000
N
N
N
N/A
N/A
SOLD ZAR/BOUGHT USD
000000000
1.000000
NC
17122.520000
0.0004191
N/A
DFE
ZA
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
4380138.090000
ZAR
305147.070000
USD
2021-12-15
17122.520000
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA SR UNSECURED 07/29 1
040114HX1
5843985.000000
PA
USD
2249934.230000
0.0550758
Long
DBT
NUSS
AR
N
2
2029-07-09
Fixed
1
N
N
N
N
N
N
N/A
N/A
BOUGHT RUB/SOLD USD
000000000
1.000000
NC
4978.630000
0.0001219
N/A
DFE
RU
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
276289.480000
USD
20627082.000000
RUB
2021-11-22
4978.630000
N
N
N
N/A
N/A
BOUGHT BRL/SOLD USD
000000000
1.000000
NC
-934.950000
-0.0000229
N/A
DFE
BR
N
2
BNP Paribas S.A.
N/A
496734.430000
USD
2700000.000000
BRL
2021-10-04
-934.950000
N
N
N
N/A
N/A
BOUGHT BRL/SOLD USD
000000000
1.000000
NC
59.170000
0.0000014
N/A
DFE
BR
N
2
BNP Paribas S.A.
N/A
495740.310000
USD
2700000.000000
BRL
2021-10-04
59.170000
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA SR UNSECURED 07/30 VAR
040114HS2
31626077.000000
PA
USD
11606770.260000
0.2841205
Long
DBT
NUSS
AR
N
2
2030-07-09
Variable
0.5
N
N
N
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA SR UNSECURED 07/35 VAR
040114HT0
83311597.000000
PA
USD
27367859.610000
0.6699340
Long
DBT
NUSS
AR
N
2
2035-07-09
Variable
1.125
N
N
N
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA SR UNSECURED 07/35 VAR
BMFXTZII6
1000000.000000
PA
374697.580000
0.0091722
Long
DBT
NUSS
AR
N
2
2035-07-09
Variable
0.75
N
N
N
N
N
N
N/A
N/A
SOLD BRL/BOUGHT USD
000000000
1.000000
NC
584.850000
0.0000143
N/A
DFE
BR
N
2
BNP Paribas S.A.
N/A
2800000.000000
BRL
496533.130000
USD
2022-04-04
584.850000
N
N
N
N/A
N/A
SOLD BRL/BOUGHT USD
000000000
1.000000
NC
2629.750000
0.0000644
N/A
DFE
BR
N
2
BNP Paribas S.A.
N/A
2900000.000000
BRL
505508.300000
USD
2022-07-05
2629.750000
N
N
N
N/A
N/A
SOLD CNH/BOUGHT USD
000000000
1.000000
NC
-106.950000
-0.0000026
N/A
DFE
CN
N
2
BNP Paribas S.A.
N/A
192543.390000
CNY
29719.000000
USD
2021-10-22
-106.950000
N
N
N
N/A
N/A
SOLD EUR/BOUGHT USD
000000000
1.000000
NC
44384.330000
0.0010865
N/A
DFE
N/A
N
2
BNP Paribas S.A.
N/A
1844000.000000
EUR
2180381.560000
USD
2021-10-04
44384.330000
N
N
N
N/A
N/A
SOLD EUR/BOUGHT USD
000000000
1.000000
NC
64986.890000
0.0015908
N/A
DFE
N/A
N
2
BNP Paribas S.A.
N/A
4540000.000000
EUR
5323895.470000
USD
2021-10-04
64986.890000
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA SR UNSECURED 07/41 VAR
040114HV5
85425950.000000
PA
USD
31351323.650000
0.7674447
Long
DBT
NUSS
AR
N
2
2041-07-09
Variable
2.5
N
N
N
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA SR UNSECURED 07/41 VAR
ACI1MRTM0
1000000.000000
PA
398606.270000
0.0097574
Long
DBT
NUSS
AR
N
2
2041-07-09
Variable
1.5
N
N
N
N
N
N
N/A
N/A
SOLD MXN/BOUGHT USD
000000000
1.000000
NC
13242.040000
0.0003242
N/A
DFE
MX
N
2
BNP Paribas S.A.
N/A
9884000.000000
MXN
489626.880000
USD
2021-11-08
13242.040000
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA SR UNSECURED 07/46 VAR
040114HW3
1333924.000000
PA
USD
446197.580000
0.0109224
Long
DBT
NUSS
AR
N
2
2046-07-09
Variable
1.125
N
N
N
N
N
N
N/A
N/A
SOLD ZAR/BOUGHT USD
000000000
1.000000
NC
350264.520000
0.0085741
N/A
DFE
ZA
N
2
BNP Paribas S.A.
N/A
89329861.910000
ZAR
6226012.910000
USD
2021-12-13
350264.520000
N
N
N
N/A
N/A
BRAZIL LA SP BOA
000000000
1.000000
NC
USD
17921.650000
0.0004387
N/A
DCR
US
N
2
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BRAZIL GOVT
BRAZIL BD GLBL
Y
Single Leg Swap
2022-06-21
0.000000
USD
-29202.500000
USD
7500000.000000
USD
47124.150000
N
N
N
N/A
N/A
BRAZIL LA SP BOA
000000000
1.000000
NC
USD
-48278.880000
-0.0011818
N/A
DCR
US
N
2
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BRAZIL GOVT
BRAZIL BD GLBL
Y
Single Leg Swap
2026-06-21
0.000000
USD
-58116.990000
USD
1200000.000000
USD
9838.110000
N
N
N
N/A
N/A
BRAZIL LA SP BOA
000000000
1.000000
NC
USD
-118189.070000
-0.0028931
N/A
DCR
US
N
2
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BRAZIL GOVT
BRAZIL BD GLBL
Y
Single Leg Swap
2031-06-21
0.000000
USD
-120964.900000
USD
800000.000000
USD
2775.830000
N
N
N
N/A
N/A
BRAZIL LA SP BPS
000000000
1.000000
NC
USD
4540.160000
0.0001111
N/A
DCR
US
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BRAZIL GOVT
BRAZIL BD GLBL
Y
Single Leg Swap
2022-06-21
0.000000
USD
-4300.420000
USD
1900000.000000
USD
8840.580000
N
N
N
N/A
N/A
BRAZIL LA SP BPS
000000000
1.000000
NC
USD
-100581.010000
-0.0024621
N/A
DCR
US
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BRAZIL GOVT
BRAZIL BD GLBL
Y
Single Leg Swap
2026-06-21
0.000000
USD
-124653.810000
USD
2500000.000000
USD
24072.800000
N
N
N
N/A
N/A
BRAZIL LA SP BRC
000000000
1.000000
NC
USD
1194.780000
0.0000292
N/A
DCR
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BRAZIL GOVT
BRAZIL BD GLBL
Y
Single Leg Swap
2022-06-21
0.000000
USD
-32441.770000
USD
500000.000000
USD
33636.550000
N
N
N
N/A
N/A
BRAZIL LA SP BRC
000000000
1.000000
NC
USD
-124353.900000
-0.0030440
N/A
DCR
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BRAZIL GOVT
BRAZIL BD GLBL
Y
Single Leg Swap
2030-12-21
0.000000
USD
-124637.470000
USD
900000.000000
USD
283.570000
N
N
N
N/A
N/A
BRAZIL LA SP CBK
000000000
1.000000
NC
USD
5495.980000
0.0001345
N/A
DCR
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
BRAZIL GOVT
BRAZIL BD GLBL
Y
Single Leg Swap
2022-06-21
0.000000
USD
-6005.250000
USD
2300000.000000
USD
11501.230000
N
N
N
N/A
N/A
BRAZIL LA SP CBK
000000000
1.000000
NC
USD
-253728.010000
-0.0062110
N/A
DCR
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
BRAZIL GOVT
BRAZIL BD GLBL
Y
Single Leg Swap
2026-12-21
0.000000
USD
-237026.610000
USD
5000000.000000
USD
-16701.400000
N
N
N
N/A
N/A
BRAZIL LA SP GST
000000000
1.000000
NC
USD
5257.020000
0.0001287
N/A
DCR
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
BRAZIL GOVT
BRAZIL BD GLBL
Y
Single Leg Swap
2022-06-21
0.000000
USD
-7642.480000
USD
2200000.000000
USD
12899.500000
N
N
N
N/A
N/A
BRAZIL LA SP GST
000000000
1.000000
NC
USD
-112650.730000
-0.0027576
N/A
DCR
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
BRAZIL GOVT
BRAZIL BD GLBL
Y
Single Leg Swap
2026-06-21
0.000000
USD
-150187.800000
USD
2800000.000000
USD
37537.070000
N
N
N
N/A
N/A
BRAZIL LA SP GST
000000000
1.000000
NC
USD
-132962.690000
-0.0032548
N/A
DCR
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
BRAZIL GOVT
BRAZIL BD GLBL
Y
Single Leg Swap
2031-06-21
0.000000
USD
-136411.290000
USD
900000.000000
USD
3448.600000
N
N
N
N/A
N/A
BRAZIL LA SP MYC
000000000
1.000000
NC
USD
5734.930000
0.0001404
N/A
DCR
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
BRAZIL GOVT
BRAZIL BD GLBL
Y
Single Leg Swap
2022-06-21
0.000000
USD
-10415.410000
USD
2400000.000000
USD
16150.340000
N
N
N
N/A
N/A
BRAZIL LA SP MYC
000000000
1.000000
NC
USD
-248707.810000
-0.0060881
N/A
DCR
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
BRAZIL GOVT
BRAZIL BD GLBL
Y
Single Leg Swap
2030-12-21
0.000000
USD
-251195.620000
USD
1800000.000000
USD
2487.810000
N
N
N
N/A
N/A
CDX EM35 ICE
000000000
1.000000
NC
USD
-9594.650000
-0.0002349
N/A
DCR
US
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
N/A
CDX.EM.35
Y
Single Leg Swap
2026-06-21
0.000000
USD
-9210.000000
USD
300000.000000
USD
-384.650000
N
N
N
N/A
N/A
CDX EM36 ICE
000000000
1.000000
NC
USD
-1341903.950000
-0.0328483
N/A
DCR
US
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
N/A
CDX.EM.36
Y
Single Leg Swap
2026-12-22
0.000000
USD
-1178490.000000
USD
34000000.000000
USD
-163413.950000
N
N
N
2021-11-05
PIMCO Funds
/s/ Jason Nagler
Jason Nagler
Assistant Treasurer