| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
| United States Treasury Note/Bond | 8.74 mm | 9.43 mm principal | 12.45 | Debt | Long | USA |
| Brazil Notas do Tesouro Nacional Serie F | 5.12 mm | 24.87 mm principal | 7.29 | Debt | Long | Brazil |
| Treasury Corp of Victoria | 3.98 mm | 7.00 mm principal | 5.67 | Debt | Long | Australia |
| Mexican Bonos | 3.34 mm | 61.42 mm principal | 4.76 | Debt | Long | Mexico |
| United States Treasury Note/Bond | 2.67 mm | 2.78 mm principal | 3.81 | Debt | Long | USA |
| Republic of Poland Government Bond | 2.54 mm | 12.84 mm principal | 3.62 | Debt | Long | Poland |
| Peruvian Government International Bond | 2.34 mm | 8.57 mm principal | 3.33 | Debt | Long | Peru |
| New Zealand Government Bond | 2.30 mm | 3.71 mm principal | 3.28 | Debt | Long | New Zealand |
| United Kingdom Gilt | 1.97 mm | 1.46 mm principal | 2.80 | Debt | Long | UK |
| HDFC Bank Ltd | 1.91 mm | 160.00 mm principal | 2.73 | Debt | Long | India |
| Turkiye Government International Bond | 1.83 mm | 1.62 mm principal | 2.61 | Debt | Long | Turkey |
| Oman Government International Bond | 1.72 mm | 1.59 mm principal | 2.45 | Debt | Long | Oman |
| Qatar Government International Bond | 1.60 mm | 1.73 mm principal | 2.28 | Debt | Long | Qatar |
| Republic of South Africa Government Bond | 1.60 mm | 37.21 mm principal | 2.27 | Debt | Long | South Africa |
| Mexican Bonos | 1.49 mm | 28.83 mm principal | 2.13 | Debt | Long | Mexico |
| United States Treasury Note/Bond | 1.46 mm | 2.04 mm principal | 2.07 | Debt | Long | USA |
| Malaysia Government Bond | 1.43 mm | 6.50 mm principal | 2.03 | Debt | Long | Malaysia |
| Colombian TES | 1.41 mm | 6.03 bn principal | 2.01 | Debt | Long | Colombia |
| Petroleos Mexicanos | 1.25 mm | 22.16 mm principal | 1.78 | Debt | Long | Mexico |
| Angolan Government International Bond | 1.18 mm | 1.44 mm principal | 1.68 | Debt | Long | Angola |
| Mexican Bonos | 1.17 mm | 20.00 mm principal | 1.67 | Debt | Long | Mexico |
| Ecuador Government International Bond | 1.14 mm | 3.17 mm principal | 1.63 | Debt | Long | Ecuador |
| New Zealand Government Bond | 1.06 mm | 2.34 mm principal | 1.50 | Debt | Long | New Zealand |
| Brazil Notas do Tesouro Nacional Serie F | 1.05 mm | 5.08 mm principal | 1.50 | Debt | Long | Brazil |
| Argentine Republic Government International Bond | 1.02 mm | 2.95 mm principal | 1.45 | Debt | Long | Argentina |
| Huarong Finance II Co Ltd | 880.23 k | 888.00 k principal | 1.25 | Debt | Long | Virgin Islands (British) |
| CPPIB Capital Inc | 866.67 k | 1.25 mm principal | 1.23 | Debt | Long | Canada |
| Iraq International Bond | 852.77 k | 909.56 k principal | 1.21 | Debt | Long | Iraq |
| Ivory Coast Government International Bond | 811.62 k | 919.00 k principal | 1.16 | Debt | Long | Côte d'Ivoire |
| Egypt Government International Bond | 764.30 k | 1.22 mm principal | 1.09 | Debt | Long | Egypt |
| Saudi Government International Bond | 743.28 k | 745.00 k principal | 1.06 | Debt | Long | Saudi Arabia |
| Republic of Kenya Government International Bond | 726.63 k | 873.00 k principal | 1.03 | Debt | Long | Kenya |
| Hungary Government Bond | 709.46 k | 269.97 mm principal | 1.01 | Debt | Long | Hungary |
| KazMunayGas National Co JSC | 708.55 k | 806.00 k principal | 1.01 | Debt | Long | Kazakhstan |
| Uruguay Government International Bond | 680.52 k | 25.39 mm principal | 0.97 | Debt | Long | Uruguay |
| Hungary Government Bond | 676.57 k | 243.43 mm principal | 0.96 | Debt | Long | Hungary |
| Heritage Petroleum Co Ltd | 665.50 k | 632.00 k principal | 0.95 | Debt | Long | Trinidad and Tobago |
| Petrobras Global Finance BV | 645.63 k | 765.00 k principal | 0.92 | Debt | Long | Netherlands |
| Egypt Government International Bond | 562.21 k | 928.00 k principal | 0.80 | Debt | Long | Egypt |
| Eskom Holdings SOC Ltd | 530.89 k | 530.00 k principal | 0.76 | Debt | Long | South Africa |
| Eskom Holdings SOC Ltd | 516.62 k | 43.65 mm principal | 0.74 | Debt | Long | South Africa |
| Nigeria Government International Bond | 504.65 k | 634.00 k principal | 0.72 | Debt | Long | Nigeria |
| Puma International Financing SA | 494.86 k | 520.00 k principal | 0.70 | Debt | Long | Luxembourg |
| Empresas Publicas de Medellin ESP | 491.10 k | 600.00 k principal | 0.70 | Debt | Long | Colombia |
| International Airport Finance SA | 478.41 k | 465.77 k principal | 0.68 | Debt | Long | Spain |
| Access Bank PLC | 474.79 k | 526.00 k principal | 0.68 | Debt | Long | Nigeria |
| Bahrain Government International Bond | 472.79 k | 500.00 k principal | 0.67 | Debt | Long | Bahrain |
| BOI Finance BV | 472.18 k | 464.00 k principal | 0.67 | Debt | Long | Netherlands |
| Dominican Republic International Bond | 466.58 k | 25.05 mm principal | 0.66 | Debt | Long | Dominican Republic |
| AES Espana BV | 447.63 k | 491.00 k principal | 0.64 | Debt | Long | Netherlands |
| HTA Group Ltd/Mauritius | 445.97 k | 452.00 k principal | 0.64 | Debt | Long | Mauritius |
| MHP Lux SA | 440.56 k | 567.00 k principal | 0.63 | Debt | Long | Luxembourg |
| Itau Unibanco Holding SA/Cayman Island | 440.37 k | 500.00 k principal | 0.63 | Debt | Long | Brazil |
| Banco do Brasil SA/Cayman | 430.42 k | 440.00 k principal | 0.61 | Debt | Long | Brazil |
| Rwanda International Government Bond | 427.67 k | 532.00 k principal | 0.61 | Debt | Long | Rwanda |
| Bahrain Government International Bond | 423.81 k | 510.00 k principal | 0.60 | Debt | Long | Bahrain |
| Oryx Funding Ltd | 402.09 k | 400.00 k principal | 0.57 | Debt | Long | Cayman Islands |
| Empresa Nacional del Petroleo | 394.95 k | 468.00 k principal | 0.56 | Debt | Long | Chile |
| SEPLAT Energy PLC | 368.80 k | 400.00 k principal | 0.53 | Debt | Long | Nigeria |
| WE Soda Investments Holding PLC | 364.25 k | 352.00 k principal | 0.52 | Debt | Long | UK |
| BBVA Bancomer SA/Texas | 362.72 k | 400.00 k principal | 0.52 | Debt | Long | Mexico |
| Morocco Government International Bond | 359.12 k | 400.00 k principal | 0.51 | Debt | Long | Morocco |
| Guara Norte Sarl | 353.26 k | 387.31 k principal | 0.50 | Debt | Long | Luxembourg |
| Dominican Republic International Bond | 351.82 k | 359.00 k principal | 0.50 | Debt | Long | Dominican Republic |
| Sagicor Financial Co Ltd | 323.88 k | 337.00 k principal | 0.46 | Debt | Long | Bermuda |
| Petroleos del Peru SA | 322.06 k | 522.00 k principal | 0.46 | Debt | Long | Peru |
| Sixsigma Networks Mexico SA de CV | 320.33 k | 350.00 k principal | 0.46 | Debt | Long | Mexico |
| Georgian Railway JSC | 318.44 k | 345.00 k principal | 0.45 | Debt | Long | Georgia |
| Minerva Luxembourg SA | 308.18 k | 291.00 k principal | 0.44 | Debt | Long | Luxembourg |
| Bank Leumi Le-Israel BM | 307.20 k | 312.00 k principal | 0.44 | Debt | Long | Israel |
| Kernel Holding SA | 306.53 k | 467.00 k principal | 0.44 | Debt | Long | Luxembourg |
| Teva Pharmaceutical Finance Netherlands III BV | 302.85 k | 300.00 k principal | 0.43 | Debt | Long | Netherlands |
| Energian Israel Finance Ltd | 298.17 k | 311.00 k principal | 0.42 | Debt | Long | Israel |
| Dominican Republic International Bond | 294.93 k | 340.00 k principal | 0.42 | Debt | Long | Dominican Republic |
| Ghana Government International Bond | 290.32 k | 662.00 k principal | 0.41 | Debt | Long | Ghana |
| Sasol Financing USA LLC | 286.12 k | 300.00 k principal | 0.41 | Debt | Long | USA |
| National Bank of Uzbekistan | 278.48 k | 300.00 k principal | 0.40 | Debt | Long | Uzbekistan |
| First Quantum Minerals Ltd | 278.29 k | 291.00 k principal | 0.40 | Debt | Long | Canada |
| EDO Sukuk Ltd | 258.11 k | 250.00 k principal | 0.37 | Debt | Long | Cayman Islands |
| Ukraine Railways Via Rail Capital Markets PLC | 252.11 k | 460.00 k principal | 0.36 | Debt | Long | UK |
| FM First Quantum Minerals Ltd | 241.89 k | 285.00 k principal | 0.34 | Debt | Long | Canada |
| IHS Netherlands Holdco BV | 241.37 k | 270.00 k principal | 0.34 | Debt | Long | Netherlands |
| Cemex SAB de CV | 239.91 k | 225.00 k principal | 0.34 | Debt | Long | Mexico |
| EC Ecopetrol S.A. | 237.11 k | 218.00 k principal | 0.34 | Debt | Long | Colombia |
| Indonesia Treasury Bond | 236.74 k | 3.26 bn principal | 0.34 | Debt | Long | Indonesia |
| Liquid Telecommunications Financing Plc | 234.49 k | 400.00 k principal | 0.33 | Debt | Long | UK |
| Republic of Uzbekistan International Bond | 219.19 k | 260.00 k principal | 0.31 | Debt | Long | Uzbekistan |
| Argentine Republic Government International Bond | 216.29 k | 543.20 k principal | 0.31 | Debt | Long | Argentina |
| Transnet SOC Ltd | 201.97 k | 200.00 k principal | 0.29 | Debt | Long | South Africa |
| Georgia Government International Bond | 187.93 k | 200.00 k principal | 0.27 | Debt | Long | Georgia |
| BRFS BRF S.A. | 170.58 k | 228.00 k principal | 0.24 | Debt | Long | Brazil |
| Ukraine Government International Bond | 158.62 k | 572.00 k principal | 0.23 | Debt | Long | Ukraine |
| Argentine Republic Government International Bond | 155.71 k | 385.88 k principal | 0.22 | Debt | Long | Argentina |
| Argentine Republic Government International Bond | 154.34 k | 383.93 k principal | 0.22 | Debt | Long | Argentina |
| Braskem Idesa SAPI | 138.96 k | 237.00 k principal | 0.20 | Debt | Long | Mexico |
| NPC Ukrenergo | 127.38 k | 453.00 k principal | 0.18 | Debt | Long | Ukraine |
|
JPY/USD FORWARD
Citibank, National Association
|
127.36 k | 1.00 contracts | 0.18 | DFE | N/A | USA |
| OAS FINANCE LTD | 11.63 k | 1.55 mm principal | 0.02 | Debt | Long | Virgin Islands (British) |
|
CAD/USD FORWARD
BARCLAYS PLC
|
10.78 k | 1.00 contracts | 0.02 | DFE | N/A | USA |
| Sovcombank Via SovCom Capital DAC | 9.54 k | 500.00 k principal | 0.01 | Debt | Long | Ireland |
| OAS Investments GmbH | 3.45 k | 460.00 k principal | 0.00 | Debt | Long | Austria |
|
GBP/USD FORWARD
Citibank, National Association
|
-14.65 k | 1.00 contracts | -0.02 | DFE | N/A | USA |
|
USD/GBP FORWARD
BARCLAYS PLC
|
-17.58 k | 1.00 contracts | -0.03 | DFE | N/A | USA |
|
USD/BRL FORWARD
CITIGROUP GLOBAL MARKETS INC.
|
-33.72 k | 1.00 contracts | -0.05 | DFE | N/A | USA |
|
NZD/USD FORWARD
DEUTSCHE BANK AKTIENGESELLSCHAFT
|
-56.35 k | 1.00 contracts | -0.08 | DFE | N/A | USA |
|
USD/ZAR FORWARD
DEUTSCHE BANK AKTIENGESELLSCHAFT
|
-69.43 k | 1.00 contracts | -0.10 | DFE | N/A | USA |
|
USD/AUD FORWARD
GOLDMAN SACHS & CO. LLC
|
-260.71 k | 1.00 contracts | -0.37 | DFE | N/A | USA |
