| TITULOS DE TESORERIA 7.750000% 09/18/2030 |
5,851,300,000 |
5,851,300,000 |
0 |
3.35% |
-$12.99K |
| SOUTH AFRICA REPUBLIC OF 8.25% 03/31/2032 |
16,473,828 |
16,473,828 |
0 |
2.68% |
$102.23K |
| Presidencia da Republica |
5,594,000 |
5,594,000 |
0 |
2.65% |
$33.90K |
| REPUBLIC OF POLAND GOVERNMENT BOND PLN 1.25% 10-25-30 |
3,350,000 |
3,350,000 |
0 |
2.11% |
$53.33K |
| MEXICO UNITED MEXICAN STATES 7.75% 11/23/2034 |
13,167,200 |
13,167,200 |
0 |
1.82% |
$41.49K |
| SOUTH AFRICA REPUBLIC OF 8.5% 01/31/2037 |
11,352,381 |
11,352,381 |
0 |
1.81% |
$91.31K |
| MEXICAN BONOS MXN 7.75% 05-29-31 |
11,929,300 |
11,929,300 |
0 |
1.70% |
$38.50K |
| SOUTH AFRICA REPUBLIC OF 7% 02/28/2031 |
10,845,000 |
10,845,000 |
0 |
1.69% |
$60.67K |
| Republic of India |
59,300,000 |
59,300,000 |
0 |
1.64% |
-$34.04K |
| PERU REPUBLIC OF 6.15% 08/12/2032 |
1,963,000 |
1,963,000 |
0 |
1.62% |
$16.23K |
| Urad Vlady Ceske Republiky |
13,290,000 |
13,290,000 |
0 |
1.61% |
$24.54K |
| People's Republic of China |
3,710,000 |
3,710,000 |
0 |
1.40% |
$12.83K |
| Republic of Indonesia, The Government of, The |
7,837,000,000 |
7,837,000,000 |
0 |
1.23% |
-$8.75K |
| Titulos de Tesoreria |
2,702,400,000 |
2,702,400,000 |
0 |
1.21% |
-$1.65K |
| Indonesia Treasury Bonds |
6,870,000,000 |
6,870,000,000 |
0 |
1.18% |
-$10.98K |
| Presidencia da Republica |
2,500,000 |
2,500,000 |
0 |
1.14% |
$16.36K |
| HUNGARY GOVT |
156,900,000 |
156,900,000 |
0 |
1.10% |
$26.29K |
| India Government Bond |
37,560,000 |
37,560,000 |
0 |
1.09% |
-$17.42K |
| TITULOS DE TESORERIA 7.000000% 06/30/2032 |
2,067,000,000 |
2,067,000,000 |
0 |
1.08% |
-$4.73K |
| Urzad Rady Ministrow |
1,366,000 |
1,366,000 |
0 |
1.04% |
$20.52K |
| HUNGARY REPUBLIC OF 2% 05/23/2029 |
142,890,000 |
142,890,000 |
0 |
1.00% |
$23.85K |
| THAILAND GVT THB BOND 2.0% 12-17-31 |
11,505,000 |
11,505,000 |
0 |
0.96% |
$10.90K |
| SOUTH AFRICA REPUBLIC OF 8.875% 02/28/2035 |
5,689,016 |
5,689,016 |
0 |
0.95% |
$42.25K |
| The Philippines, Government of |
20,790,000 |
20,790,000 |
0 |
0.93% |
-$819 |
| PERU REPUBLIC OF 5.35% 08/12/2040 |
1,340,000 |
1,340,000 |
0 |
0.91% |
$3.97K |
| MALAYSIA GOVT OF 4.065% 06/15/2050 |
1,361,000 |
1,361,000 |
0 |
0.89% |
$21.46K |
| Republic of India |
31,250,000 |
31,250,000 |
0 |
0.89% |
-$16.07K |
| MEXICO UNITED MEXICAN STATES 8.5% 02/28/2030 |
6,000,000 |
6,000,000 |
0 |
0.89% |
$19.82K |
| South Africa, Parliament of |
4,599,374 |
4,599,374 |
0 |
0.75% |
$42.25K |
| INDONESIA TREASURY BOND IDR 7.0% 09-15-30 |
4,516,000,000 |
4,516,000,000 |
0 |
0.72% |
-$6.25K |
| Czech Republic Government Bond |
6,050,000 |
6,050,000 |
0 |
0.66% |
$12.18K |
| THAILAND GOVT |
7,249,000 |
7,249,000 |
0 |
0.66% |
$7.20K |
| Peru Government Bond |
800,000 |
800,000 |
0 |
0.64% |
$1.48K |
| People's Republic of China |
1,640,000 |
1,640,000 |
0 |
0.63% |
$5.77K |
| Republic of Indonesia |
4,054,000,000 |
4,054,000,000 |
0 |
0.62% |
-$5.51K |
| INDONESIA TREASURY BOND IDR 9.0% 03-15-29 |
3,640,000,000 |
3,640,000,000 |
0 |
0.61% |
-$4.17K |
| South Africa, Parliament of |
3,914,355 |
3,914,355 |
0 |
0.61% |
$36.63K |
| MALAYSIA GOVT OF 4.762% 04/07/2037 |
842,000 |
842,000 |
0 |
0.60% |
$13.40K |
| TURKIYE GOVERNMENT BOND TRY 31.08% 11-08-28 |
10,070,000 |
10,070,000 |
0 |
0.59% |
$6.24K |
| INTER-AMERICAN DEVELOPMENT BANK 7.35% 10-06-30 |
21,000,000 |
21,000,000 |
0 |
0.59% |
-$12.80K |
| INDIA GOVERNMENT BOND |
20,000,000 |
20,000,000 |
0 |
0.57% |
-$10.41K |
| MALAYSIA GOVT OF 4.696% 10/15/2042 |
800,000 |
800,000 |
0 |
0.57% |
$12.77K |
| Corp Andina de Fomento |
20,300,000 |
20,300,000 |
0 |
0.57% |
-$10.85K |
| MALAYSIA INVEST |
790,000 |
790,000 |
0 |
0.55% |
$10.96K |
| SOUTH AFRICA REPUBLIC OF 6.25% 03/31/2036 |
3,850,000 |
3,850,000 |
0 |
0.53% |
$26.49K |
| THAILAND KINGDOM OF 3.3% 06/17/2038 |
5,750,000 |
5,750,000 |
0 |
0.52% |
-$1.13K |
| US TREASURY N/B |
200,000 |
200,000 |
0 |
0.51% |
$8 |
| THAILAND KINGDOM OF 2.875% 06/17/2046 |
6,220,000 |
6,220,000 |
0 |
0.51% |
-$8.32K |
| Republic of Guatemala |
200,000 |
200,000 |
0 |
0.51% |
-$88 |
| CZECH REPUBLIC GOVERNMENT BOND CZK REG S 0.95% 05-15-30 |
4,480,000 |
4,480,000 |
0 |
0.50% |
$9.07K |
| MEXICO UNITED MEXICAN STATES 7.5% 05/26/2033 |
3,500,000 |
3,500,000 |
0 |
0.48% |
$10.83K |
| MEXICO UNITED MEXICAN STATES 8.5% 11/18/2038 |
3,316,900 |
3,316,900 |
0 |
0.46% |
$11.59K |
| MALAYSIA GOVT OF 3.757% 05/22/2040 |
682,000 |
682,000 |
0 |
0.44% |
$9.37K |
| Republic of Indonesia, The Government of, The |
2,796,000,000 |
2,796,000,000 |
0 |
0.44% |
-$4.64K |
| Urzad Rady Ministrow |
710,000 |
710,000 |
0 |
0.43% |
$10.54K |
| CHILE REPUBLIC OF 6% 01/01/2043 |
135,000,000 |
135,000,000 |
0 |
0.43% |
$17.27K |
| Republic of Indonesia |
2,629,000,000 |
2,629,000,000 |
0 |
0.42% |
-$2.96K |
| Republic of Indonesia, The Government of, The |
2,405,000,000 |
2,405,000,000 |
0 |
0.41% |
-$4.58K |
| TITULOS DE TESORERIA 7.000000% 03/26/2031 |
759,800,000 |
759,800,000 |
0 |
0.41% |
-$420 |
| ROMANIA REPUBLIC OF 4.25% 04/28/2036 |
830,000 |
830,000 |
0 |
0.41% |
$8.28K |
| MALAYSIA GOVERNMENT INVESTMENT ISSUE SUKUK MYR 4.291% 08-14-43 |
590,000 |
590,000 |
0 |
0.40% |
$9.43K |
| China Government Bond |
1,040,000 |
1,040,000 |
0 |
0.39% |
$3.34K |
| Republic of Peru |
470,000 |
470,000 |
0 |
0.39% |
$3.09K |
| Sandor-Palota |
52,770,000 |
52,770,000 |
0 |
0.38% |
$8.86K |
| INDONESIA TREASURY BOND IDR 6.375% 08-15-28 |
2,401,000,000 |
2,401,000,000 |
0 |
0.38% |
-$2.21K |
| TURKIYE GOVERNMENT BOND TRY 26.2% 10-05-33 |
6,620,000 |
6,620,000 |
0 |
0.37% |
$1.60K |
| Dominican Republic International Bonds |
8,000,000 |
8,000,000 |
0 |
0.36% |
$5.06K |
| Czech Republic Government Bond |
2,950,000 |
2,950,000 |
0 |
0.36% |
$5.54K |
| CHINA GOVERNMENT BOND BONDS 09/54 2.19 |
1,000,000 |
1,000,000 |
0 |
0.36% |
-$1.95K |
| ROMANIA GOVT |
540,000 |
540,000 |
0 |
0.34% |
$6.92K |
| ROMANIA REPUBLIC OF 7.2% 10/30/2033 |
545,000 |
545,000 |
0 |
0.34% |
$5.80K |
| THAILAND GOVT |
3,885,000 |
3,885,000 |
0 |
0.32% |
$3.57K |
| THAILAND KINGDOM OF 3.45% 06/17/2043 |
3,523,000 |
3,523,000 |
0 |
0.31% |
-$4.60K |
| MALAYSIA GOVT |
450,000 |
450,000 |
0 |
0.31% |
$7.02K |
| Urad Vlady Ceske Republiky |
2,860,000 |
2,860,000 |
0 |
0.31% |
$5.33K |
| Urzad Rady Ministrow |
390,000 |
390,000 |
0 |
0.30% |
$6.38K |
| MEXICO UNITED MEXICAN STATES 10% 11/20/2036 |
1,817,700 |
1,817,700 |
0 |
0.29% |
$6.62K |
| MALAYSIA INVEST |
430,000 |
430,000 |
0 |
0.28% |
$6.44K |
| Presidencia de la Republica de Chile |
95,000,000 |
95,000,000 |
0 |
0.28% |
$9.59K |
| Presidencia da Republica |
600,000 |
600,000 |
0 |
0.26% |
$3.85K |
| MALAYSIA GOVT |
390,000 |
390,000 |
0 |
0.26% |
$6.15K |
| ROMANIA REPUBLIC OF 6.7% 02/25/2032 |
405,000 |
405,000 |
0 |
0.24% |
$4.72K |
| MALAYSIA GOVT OF 3.828% 07/05/2034 |
365,000 |
365,000 |
0 |
0.24% |
$5.53K |
| Ministerio De Hacienda Y Credito Publico |
461,900,000 |
461,900,000 |
0 |
0.23% |
-$1.03K |
| USD/SGD FORWARD |
1 |
1 |
0 |
0.23% |
$77.82K |
| Sandor-Palota |
33,070,000 |
33,070,000 |
0 |
0.23% |
$4.73K |
| CHINA GOVT BOND |
550,000 |
550,000 |
0 |
0.22% |
$1.84K |
| Republic of Indonesia |
1,354,000,000 |
1,354,000,000 |
0 |
0.22% |
-$2.43K |
| Presidencia de la Republica de Chile |
75,000,000 |
75,000,000 |
0 |
0.22% |
$7.32K |
| THAILAND KINGDOM OF 1.6% 06/17/2035 |
2,700,000 |
2,700,000 |
0 |
0.21% |
$616 |
| PERU REPUBLIC OF 6.9% 08/12/2037 |
260,000 |
260,000 |
0 |
0.21% |
$709 |
| Peruvian Government International Bond |
245,000 |
245,000 |
0 |
0.20% |
$2.56K |
| ROMANIA GOVT |
300,000 |
300,000 |
0 |
0.18% |
$3.31K |
| Republic of Indonesia |
1,031,000,000 |
1,031,000,000 |
0 |
0.18% |
-$1.49K |
| Republic of Indonesia, The Government of, The |
1,099,000,000 |
1,099,000,000 |
0 |
0.18% |
-$1.56K |
| ROMANIA REPUBLIC OF 3.65% 09/24/2031 |
345,000 |
345,000 |
0 |
0.18% |
$4.05K |
| CHINA GOVT BOND CNY 3.86% 07-22-49 |
380,000 |
380,000 |
0 |
0.18% |
-$852 |
| PERU REPUBLIC OF 6.95% 08/12/2031 |
190,000 |
190,000 |
0 |
0.16% |
$1.24K |
| THAILAND KINGDOM OF 2% 06/17/2042 |
2,080,000 |
2,080,000 |
0 |
0.16% |
-$1.04K |
| Serbia Treasury Bonds |
6,240,000 |
6,240,000 |
0 |
0.16% |
$1.10K |
| CHINA PEOPLES REPUBLIC OF 3.81% 09/14/2050 |
330,000 |
330,000 |
0 |
0.15% |
-$130 |
| Sandor-Palota |
24,760,000 |
24,760,000 |
0 |
0.15% |
$3.83K |
| Hungary Government Bond |
29,330,000 |
29,330,000 |
0 |
0.15% |
$3.53K |
| Uruguay Government International Bond |
1,870,000 |
1,870,000 |
0 |
0.13% |
$1.93K |
| The Philippines, Government of |
2,800,000 |
2,800,000 |
0 |
0.12% |
$90 |
| TESORERIA PESOS |
50,000,000 |
50,000,000 |
0 |
0.12% |
$4.46K |
| South Africa, Parliament of |
660,000 |
660,000 |
0 |
0.12% |
$6.01K |
| HUNGARY REPUBLIC OF 3% 10/27/2038 |
21,890,000 |
21,890,000 |
0 |
0.12% |
$3.18K |
| CHINA GOVT BOND |
260,000 |
260,000 |
0 |
0.11% |
-$443 |
| TURKIYE GOVERNMENT BOND TRY 17.8% 07-13-33 |
2,600,000 |
2,600,000 |
0 |
0.11% |
$1.09K |
| TITULOS DE TESORERIA 7.250000% 10/26/2050 |
210,000,000 |
210,000,000 |
0 |
0.09% |
$59 |
| URUGUAY GOVERNMENT INTERNATION SR UNSECURED 10/35 8 |
1,300,000 |
1,300,000 |
0 |
0.09% |
$2.37K |
| ZAR/USD FORWARD |
6 |
6 |
0 |
0.08% |
$22.33K |
| THAILAND GOVT |
1,063,000 |
1,063,000 |
0 |
0.07% |
-$1.57K |
| Long: IS38KZ4 IRS R03.97PNF3F 12/05/35 MSNYUS33XXX FIXED / Short: IS38KZ4 IRS PNF3FR03.97 12/05/35 MSNYUS33XXX FLOAT |
1 |
1 |
0 |
0.06% |
$2.62K |
| MALAYSIA GOVT OF 4.642% 11/07/2033 |
71,000 |
71,000 |
0 |
0.05% |
$1.12K |
| Turkiye Government Bond |
1,400,000 |
1,400,000 |
0 |
0.05% |
$293 |
| REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95 |
48,000 |
48,000 |
0 |
0.04% |
$315 |
| PERU REPUBLIC OF 6.85% 08/12/2035 144A REGS |
14,000 |
14,000 |
0 |
0.01% |
$85 |
| USD/CAD FORWARD |
1 |
1 |
0 |
0.01% |
$1.78K |
| Peruvian Government International Bond |
7,000 |
7,000 |
0 |
0.01% |
$19 |