| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
| CITI TRI PARTY | 2.43 mm | 2.43 mm principal | 3.63 | Repurchase agreement | Long | USA |
| International Finance Corp | 1.30 mm | 27.98 mm principal | 1.94 | Debt | Long | N/A |
| Brazil Letras do Tesouro Nacional | 1.24 mm | 8.00 mm principal | 1.85 | Debt | Long | Brazil |
| Brazil Notas do Tesouro Nacional Serie F | 1.08 mm | 7.31 mm principal | 1.62 | Debt | Long | Brazil |
| Brazil Notas do Tesouro Nacional Serie F | 1.05 mm | 6.78 mm principal | 1.57 | Debt | Long | Brazil |
| Brazil Letras do Tesouro Nacional | 1.02 mm | 7.55 mm principal | 1.53 | Debt | Long | Brazil |
| Brazil Letras do Tesouro Nacional | 953.84 k | 6.60 mm principal | 1.42 | Debt | Long | Brazil |
| International Finance Corp | 921.65 k | 19.70 mm principal | 1.38 | Debt | Long | N/A |
| China Government Bond | 909.26 k | 6.27 mm principal | 1.36 | Debt | Long | China |
| Czech Republic Government Bond | 847.38 k | 23.52 mm principal | 1.27 | Debt | Long | Czechia |
| Mexican Bonos | 838.53 k | 20.00 mm principal | 1.25 | Debt | Long | Mexico |
| Indonesia Treasury Bond | 824.83 k | 13.00 bn principal | 1.23 | Debt | Long | Indonesia |
| Indonesia Treasury Bond | 796.50 k | 11.56 bn principal | 1.19 | Debt | Long | Indonesia |
| Republic of South Africa Government Bond | 754.35 k | 14.81 mm principal | 1.13 | Debt | Long | South Africa |
| International Bank for Reconstruction & Development | 741.95 k | 16.00 mm principal | 1.11 | Debt | Long | N/A |
| India Government Bond | 740.98 k | 60.00 mm principal | 1.11 | Debt | Long | India |
| Indonesia Treasury Bond | 720.86 k | 11.06 bn principal | 1.08 | Debt | Long | Indonesia |
| Republic of South Africa Government Bond | 675.75 k | 14.10 mm principal | 1.01 | Debt | Long | South Africa |
| Indonesia Treasury Bond | 673.26 k | 9.88 bn principal | 1.01 | Debt | Long | Indonesia |
| Peru Government Bond | 652.19 k | 2.38 mm principal | 0.97 | Debt | Long | Peru |
| Republic of Poland Government Bond | 636.40 k | 2.50 mm principal | 0.95 | Debt | Long | Poland |
| Indonesia Treasury Bond | 636.23 k | 9.70 bn principal | 0.95 | Debt | Long | Indonesia |
| Republic of South Africa Government Bond | 620.02 k | 13.62 mm principal | 0.93 | Debt | Long | South Africa |
| India Government Bond | 610.21 k | 50.00 mm principal | 0.91 | Debt | Long | India |
| Peru Government Bond | 608.38 k | 2.29 mm principal | 0.91 | Debt | Long | Peru |
| India Government Bond | 605.92 k | 50.00 mm principal | 0.90 | Debt | Long | India |
| India Government Bond | 605.31 k | 50.00 mm principal | 0.90 | Debt | Long | India |
| Mexican Bonos | 604.29 k | 15.53 mm principal | 0.90 | Debt | Long | Mexico |
| Republic of Poland Government Bond | 604.23 k | 2.56 mm principal | 0.90 | Debt | Long | Poland |
| Indonesia Treasury Bond | 592.80 k | 8.60 bn principal | 0.89 | Debt | Long | Indonesia |
| Republic of South Africa Government Bond | 586.77 k | 12.30 mm principal | 0.88 | Debt | Long | South Africa |
| India Government Bond | 584.91 k | 50.00 mm principal | 0.87 | Debt | Long | India |
| Indonesia Treasury Bond | 577.13 k | 9.30 bn principal | 0.86 | Debt | Long | Indonesia |
| India Government Bond | 571.43 k | 50.00 mm principal | 0.85 | Debt | Long | India |
| Republic of Poland Government Bond | 569.93 k | 2.59 mm principal | 0.85 | Debt | Long | Poland |
| Thailand Government Bond | 569.14 k | 20.00 mm principal | 0.85 | Debt | Long | Thailand |
| India Government Bond | 566.59 k | 50.00 mm principal | 0.85 | Debt | Long | India |
| Malaysia Government Investment Issue | 565.30 k | 2.40 mm principal | 0.84 | Debt | Long | Malaysia |
| China Government Bond | 560.05 k | 4.00 mm principal | 0.84 | Debt | Long | China |
| Republic of South Africa Government Bond | 557.62 k | 10.80 mm principal | 0.83 | Debt | Long | South Africa |
| Republic of South Africa Government Bond | 557.01 k | 10.46 mm principal | 0.83 | Debt | Long | South Africa |
| China Government Bond | 535.55 k | 3.65 mm principal | 0.80 | Debt | Long | China |
| Republic of Poland Government Bond | 530.80 k | 2.00 mm principal | 0.79 | Debt | Long | Poland |
| Colombian TES | 513.08 k | 2.73 bn principal | 0.77 | Debt | Long | Colombia |
| Republic of South Africa Government Bond | 507.61 k | 10.27 mm principal | 0.76 | Debt | Long | South Africa |
| Republic of Poland Government Bond | 503.09 k | 2.17 mm principal | 0.75 | Debt | Long | Poland |
| Brazil Notas do Tesouro Nacional Serie F | 490.07 k | 3.50 mm principal | 0.73 | Debt | Long | Brazil |
| International Bank for Reconstruction & Development | 486.81 k | 8.68 mm principal | 0.73 | Debt | Long | N/A |
| India Government Bond | 483.16 k | 40.00 mm principal | 0.72 | Debt | Long | India |
| Mexican Bonos | 480.11 k | 12.40 mm principal | 0.72 | Debt | Long | Mexico |
| European Investment Bank | 479.42 k | 9.85 mm principal | 0.72 | Debt | Long | N/A |
| Malaysia Government Bond | 478.77 k | 2.00 mm principal | 0.71 | Debt | Long | Malaysia |
| Brazil Letras do Tesouro Nacional | 475.98 k | 4.00 mm principal | 0.71 | Debt | Long | Brazil |
| Mexican Bonos | 467.43 k | 12.20 mm principal | 0.70 | Debt | Long | Mexico |
| Thailand Government Bond | 466.02 k | 15.97 mm principal | 0.70 | Debt | Long | Thailand |
| International Finance Corp | 463.21 k | 10.00 mm principal | 0.69 | Debt | Long | N/A |
| Hungary Government Bond | 460.19 k | 170.00 mm principal | 0.69 | Debt | Long | Hungary |
| International Bank for Reconstruction & Development | 453.90 k | 10.00 mm principal | 0.68 | Debt | Long | N/A |
| Hungary Government Bond | 448.12 k | 190.26 mm principal | 0.67 | Debt | Long | Hungary |
| China Government Bond | 447.29 k | 3.22 mm principal | 0.67 | Debt | Long | China |
| Thailand Government Bond | 446.33 k | 13.95 mm principal | 0.67 | Debt | Long | Thailand |
| Indonesia Treasury Bond | 437.87 k | 6.73 bn principal | 0.65 | Debt | Long | Indonesia |
| Thailand Government Bond | 434.21 k | 15.25 mm principal | 0.65 | Debt | Long | Thailand |
| Peru Government Bond | 426.82 k | 1.51 mm principal | 0.64 | Debt | Long | Peru |
| India Government Bond | 421.85 k | 35.00 mm principal | 0.63 | Debt | Long | India |
| Romania Government Bond | 413.75 k | 1.89 mm principal | 0.62 | Debt | Long | Romania |
| Hungary Government Bond | 410.45 k | 167.30 mm principal | 0.61 | Debt | Long | Hungary |
| European Investment Bank | 408.96 k | 7.32 mm principal | 0.61 | Debt | Long | N/A |
| Peru Government Bond | 401.65 k | 1.78 mm principal | 0.60 | Debt | Long | Peru |
| Peru Government Bond | 400.42 k | 1.50 mm principal | 0.60 | Debt | Long | Peru |
| Thailand Government Bond | 398.48 k | 12.52 mm principal | 0.60 | Debt | Long | Thailand |
| Brazil Letras do Tesouro Nacional | 390.40 k | 3.50 mm principal | 0.58 | Debt | Long | Brazil |
| Bonos de la Tesoreria de la Republica en pesos | 382.32 k | 380.00 mm principal | 0.57 | Debt | Long | Chile |
| Colombian TES | 378.81 k | 2.04 bn principal | 0.57 | Debt | Long | Colombia |
| Colombian TES | 367.55 k | 1.78 bn principal | 0.55 | Debt | Long | Colombia |
| India Government Bond | 366.30 k | 30.00 mm principal | 0.55 | Debt | Long | India |
| China Government Bond | 360.87 k | 2.00 mm principal | 0.54 | Debt | Long | China |
| Indonesia Treasury Bond | 359.28 k | 5.38 bn principal | 0.54 | Debt | Long | Indonesia |
| Thailand Government Bond | 353.86 k | 12.25 mm principal | 0.53 | Debt | Long | Thailand |
| China Government Bond | 350.73 k | 2.50 mm principal | 0.52 | Debt | Long | China |
| Colombian TES | 335.72 k | 1.50 bn principal | 0.50 | Debt | Long | Colombia |
| Brazil Notas do Tesouro Nacional Serie F | 332.70 k | 2.32 mm principal | 0.50 | Debt | Long | Brazil |
| Hungary Government Bond | 327.52 k | 150.00 mm principal | 0.49 | Debt | Long | Hungary |
| Indonesia Treasury Bond | 314.37 k | 5.08 bn principal | 0.47 | Debt | Long | Indonesia |
| Colombian TES | 305.13 k | 1.71 bn principal | 0.46 | Debt | Long | Colombia |
| Indonesia Treasury Bond | 304.47 k | 4.49 bn principal | 0.45 | Debt | Long | Indonesia |
| Thailand Government Bond | 301.97 k | 11.13 mm principal | 0.45 | Debt | Long | Thailand |
| Czech Republic Government Bond | 300.60 k | 8.55 mm principal | 0.45 | Debt | Long | Czechia |
| Mexican Bonos | 300.02 k | 7.00 mm principal | 0.45 | Debt | Long | Mexico |
| Thailand Government Bond | 298.00 k | 10.00 mm principal | 0.45 | Debt | Long | Thailand |
| Thailand Government Bond | 297.88 k | 10.24 mm principal | 0.44 | Debt | Long | Thailand |
| Thailand Government Bond | 295.66 k | 10.00 mm principal | 0.44 | Debt | Long | Thailand |
| Bonos de la Tesoreria de la Republica en pesos | 295.47 k | 300.00 mm principal | 0.44 | Debt | Long | Chile |
| Perusahaan Penerbit SBSN Indonesia | 293.82 k | 4.80 bn principal | 0.44 | Debt | Long | Indonesia |
| Thailand Government Bond | 293.56 k | 10.00 mm principal | 0.44 | Debt | Long | Thailand |
| Mexican Bonos | 289.08 k | 5.91 mm principal | 0.43 | Debt | Long | Mexico |
| Thailand Government Bond | 286.26 k | 9.00 mm principal | 0.43 | Debt | Long | Thailand |
| Republic of South Africa Government Bond | 284.58 k | 7.02 mm principal | 0.42 | Debt | Long | South Africa |
| Bonos de la Tesoreria de la Republica en pesos | 269.31 k | 275.00 mm principal | 0.40 | Debt | Long | Chile |
| Brazil Letras do Tesouro Nacional | 260.82 k | 3.00 mm principal | 0.39 | Debt | Long | Brazil |
| Thailand Government Bond | 259.29 k | 8.00 mm principal | 0.39 | Debt | Long | Thailand |
| Colombian TES | 256.41 k | 1.75 bn principal | 0.38 | Debt | Long | Colombia |
| Republic of Poland Government Bond | 254.19 k | 1.05 mm principal | 0.38 | Debt | Long | Poland |
| Colombian TES | 244.01 k | 1.27 bn principal | 0.36 | Debt | Long | Colombia |
| Mexican Bonos | 240.16 k | 5.61 mm principal | 0.36 | Debt | Long | Mexico |
| Republic of South Africa Government Bond | 238.64 k | 5.22 mm principal | 0.36 | Debt | Long | South Africa |
| Malaysia Government Investment Issue | 237.80 k | 1.00 mm principal | 0.36 | Debt | Long | Malaysia |
| Thailand Government Bond | 237.18 k | 7.50 mm principal | 0.35 | Debt | Long | Thailand |
| Republic of Poland Government Bond | 237.13 k | 1.21 mm principal | 0.35 | Debt | Long | Poland |
| Peru Government Bond | 236.50 k | 965.00 k principal | 0.35 | Debt | Long | Peru |
| Hungary Government Bond | 234.20 k | 100.00 mm principal | 0.35 | Debt | Long | Hungary |
| Malaysia Government Investment Issue | 231.10 k | 1.00 mm principal | 0.35 | Debt | Long | Malaysia |
| Colombian TES | 227.17 k | 884.50 mm principal | 0.34 | Debt | Long | Colombia |
| Peru Government Bond | 225.00 k | 800.00 k principal | 0.34 | Debt | Long | Peru |
| China Government Bond | 221.89 k | 1.50 mm principal | 0.33 | Debt | Long | China |
| Malaysia Government Bond | 221.52 k | 1.05 mm principal | 0.33 | Debt | Long | Malaysia |
| Malaysia Government Investment Issue | 218.20 k | 980.00 k principal | 0.33 | Debt | Long | Malaysia |
| Indonesia Treasury Bond | 215.62 k | 3.30 bn principal | 0.32 | Debt | Long | Indonesia |
| Perusahaan Penerbit SBSN Indonesia | 214.08 k | 3.50 bn principal | 0.32 | Debt | Long | Indonesia |
| Malaysia Government Bond | 210.34 k | 900.00 k principal | 0.31 | Debt | Long | Malaysia |
| Colombian TES | 207.96 k | 1.02 bn principal | 0.31 | Debt | Long | Colombia |
| Brazil Notas do Tesouro Nacional Serie F | 205.44 k | 1.50 mm principal | 0.31 | Debt | Long | Brazil |
| Malaysia Government Bond | 205.28 k | 900.00 k principal | 0.31 | Debt | Long | Malaysia |
| Romania Government Bond | 204.34 k | 1.03 mm principal | 0.31 | Debt | Long | Romania |
| Indonesia Treasury Bond | 201.97 k | 3.20 bn principal | 0.30 | Debt | Long | Indonesia |
| Hungary Government Bond | 201.77 k | 75.00 mm principal | 0.30 | Debt | Long | Hungary |
| Indonesia Treasury Bond | 197.26 k | 2.80 bn principal | 0.29 | Debt | Long | Indonesia |
| Bonos de la Tesoreria de la Republica en pesos | 191.63 k | 170.00 mm principal | 0.29 | Debt | Long | Chile |
| Hungary Government Bond | 182.99 k | 95.36 mm principal | 0.27 | Debt | Long | Hungary |
| Colombian TES | 174.96 k | 862.20 mm principal | 0.26 | Debt | Long | Colombia |
| Malaysia Government Bond | 170.16 k | 675.00 k principal | 0.25 | Debt | Long | Malaysia |
| Hungary Government Bond | 169.76 k | 77.87 mm principal | 0.25 | Debt | Long | Hungary |
| Thailand Government Bond | 162.99 k | 5.48 mm principal | 0.24 | Debt | Long | Thailand |
| Thailand Government Bond | 160.84 k | 5.00 mm principal | 0.24 | Debt | Long | Thailand |
| Malaysia Government Bond | 153.17 k | 650.00 k principal | 0.23 | Debt | Long | Malaysia |
| Republic of South Africa Government Bond | 151.18 k | 4.01 mm principal | 0.23 | Debt | Long | South Africa |
| Perusahaan Penerbit SBSN Indonesia | 148.71 k | 2.35 bn principal | 0.22 | Debt | Long | Indonesia |
| China Government Bond | 141.02 k | 1.00 mm principal | 0.21 | Debt | Long | China |
| Hungary Government Bond | 139.88 k | 85.00 mm principal | 0.21 | Debt | Long | Hungary |
| Turkiye Government Bond | 139.03 k | 6.42 mm principal | 0.21 | Debt | Long | Turkey |
| Turkiye Government Bond | 138.88 k | 7.11 mm principal | 0.21 | Debt | Long | Turkey |
| Romania Government Bond | 135.98 k | 690.00 k principal | 0.20 | Debt | Long | Romania |
| Romania Government Bond | 131.09 k | 755.00 k principal | 0.20 | Debt | Long | Romania |
| Romania Government Bond | 130.52 k | 800.00 k principal | 0.19 | Debt | Long | Romania |
| Czech Republic Government Bond | 127.51 k | 2.80 mm principal | 0.19 | Debt | Long | Czechia |
| Turkiye Government Bond | 124.15 k | 4.66 mm principal | 0.19 | Debt | Long | Turkey |
| Malaysia Government Investment Issue | 115.69 k | 500.00 k principal | 0.17 | Debt | Long | Malaysia |
| Thailand Government Bond | 112.98 k | 3.75 mm principal | 0.17 | Debt | Long | Thailand |
| Malaysia Government Bond | 111.39 k | 500.00 k principal | 0.17 | Debt | Long | Malaysia |
| Malaysia Government Bond | 109.65 k | 500.00 k principal | 0.16 | Debt | Long | Malaysia |
| Bonos de la Tesoreria de la Republica en pesos | 104.44 k | 100.00 mm principal | 0.16 | Debt | Long | Chile |
| Indonesia Treasury Bond | 103.00 k | 1.39 bn principal | 0.15 | Debt | Long | Indonesia |
| Romania Government Bond | 97.88 k | 560.00 k principal | 0.15 | Debt | Long | Romania |
| Colombian TES | 93.48 k | 597.70 mm principal | 0.14 | Debt | Long | Colombia |
| Malaysia Government Bond | 93.25 k | 400.00 k principal | 0.14 | Debt | Long | Malaysia |
| Indonesia Treasury Bond | 89.42 k | 1.30 bn principal | 0.13 | Debt | Long | Indonesia |
| Indonesia Treasury Bond | 86.69 k | 1.40 bn principal | 0.13 | Debt | Long | Indonesia |
| Romania Government Bond | 84.77 k | 450.00 k principal | 0.13 | Debt | Long | Romania |
|
CURRENCY CONTRACT - USD
HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED -THE-
|
81.75 k | 1.00 contracts | 0.12 | DFE | N/A | USA |
| Malaysia Government Bond | 80.86 k | 332.00 k principal | 0.12 | Debt | Long | Malaysia |
| Czech Republic Government Bond | 65.83 k | 1.69 mm principal | 0.10 | Debt | Long | Czechia |
| Hungary Government Bond | 60.15 k | 27.18 mm principal | 0.09 | Debt | Long | Hungary |
|
CURRENCY CONTRACT - TRY
HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED -THE-
|
58.20 k | 1.00 contracts | 0.09 | DFE | N/A | USA |
| Bonos de la Tesoreria de la Republica en pesos | 56.68 k | 50.00 mm principal | 0.08 | Debt | Long | Chile |
|
CURRENCY CONTRACT - USD
STANDARD CHARTERED BANK
|
50.65 k | 1.00 contracts | 0.08 | DFE | N/A | USA |
| Inter-American Development Bank | 43.54 k | 890.00 k principal | 0.07 | Debt | Long | N/A |
| Turkiye Government Bond | 37.70 k | 2.31 mm principal | 0.06 | Debt | Long | Turkey |
|
CURRENCY CONTRACT - USD
Citibank, National Association
|
20.22 k | 1.00 contracts | 0.03 | DFE | N/A | USA |
|
CURRENCY CONTRACT - USD
HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED -THE-
|
16.98 k | 1.00 contracts | 0.03 | DFE | N/A | USA |
|
CURRENCY CONTRACT - MYR
RBC DOMINION SECURITIES INC.
|
9.75 k | 1.00 contracts | 0.01 | DFE | N/A | USA |
|
CURRENCY CONTRACT - TRY
Citibank, National Association
|
6.29 k | 1.00 contracts | 0.01 | DFE | N/A | USA |
| Turkiye Government Bond | 3.79 k | 215.00 k principal | 0.01 | Debt | Long | Turkey |
| Egypt Government Bond | 3.54 k | 200.00 k principal | 0.01 | Debt | Long | Egypt |
|
CURRENCY CONTRACT - USD
STANDARD CHARTERED BANK
|
3.29 k | 1.00 contracts | 0.00 | DFE | N/A | USA |
|
CURRENCY CONTRACT - TRY
HSBC BANK PLC
|
1.92 k | 1.00 contracts | 0.00 | DFE | N/A | USA |
|
CURRENCY CONTRACT - USD
CITIGROUP INC.
|
1.41 k | 1.00 contracts | 0.00 | DFE | N/A | USA |
|
CURRENCY CONTRACT - USD
HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED -THE-
|
1.18 k | 1.00 contracts | 0.00 | DFE | N/A | USA |
|
CURRENCY CONTRACT - USD
CITIGROUP INC.
|
929.72 | 1.00 contracts | 0.00 | DFE | N/A | USA |
|
CURRENCY CONTRACT - USD
JPMorgan Chase Bank, National Association
|
274.42 | 1.00 contracts | 0.00 | DFE | N/A | USA |
|
CURRENCY CONTRACT - MYR
RBC DOMINION SECURITIES INC.
|
198.31 | 1.00 contracts | 0.00 | DFE | N/A | USA |
|
CURRENCY CONTRACT - USD
MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED
|
91.53 | 1.00 contracts | 0.00 | DFE | N/A | USA |
|
CURRENCY CONTRACT - USD
RBC DOMINION SECURITIES INC.
|
-238.95 | 1.00 contracts | -0.00 | DFE | N/A | USA |
|
CURRENCY CONTRACT - INR
JPMorgan Chase Bank, National Association
|
-242.09 | 1.00 contracts | -0.00 | DFE | N/A | USA |
|
CURRENCY CONTRACT - USD
CITIGROUP INC.
|
-304.75 | 1.00 contracts | -0.00 | DFE | N/A | USA |
|
CURRENCY CONTRACT - USD
HSBC BANK PLC
|
-2.14 k | 1.00 contracts | -0.00 | DFE | N/A | USA |
|
CURRENCY CONTRACT - MXN
Citibank, National Association
|
-11.57 k | 1.00 contracts | -0.02 | DFE | N/A | USA |
|
CURRENCY CONTRACT - INR
STANDARD CHARTERED BANK
|
-23.38 k | 1.00 contracts | -0.03 | DFE | N/A | USA |
|
CURRENCY CONTRACT - MYR
MORGAN STANLEY & CO. LLC
|
-24.55 k | 1.00 contracts | -0.04 | DFE | N/A | USA |
|
CURRENCY CONTRACT - CLP
Citibank, National Association
|
-27.47 k | 1.00 contracts | -0.04 | DFE | N/A | USA |
|
CURRENCY CONTRACT - CNY
MORGAN STANLEY & CO. LLC
|
-57.60 k | 1.00 contracts | -0.09 | DFE | N/A | USA |
