| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
| Brazil Notas do Tesouro Nacional Serie F | 799.41 k | 5.60 mm principal | 8.26 | Debt | Long | Brazil |
| Republic of South Africa Government Bond | 415.94 k | 8.70 mm principal | 4.30 | Debt | Long | South Africa |
| Mexican Bonos | 342.12 k | 8.03 mm principal | 3.54 | Debt | Long | Mexico |
| Republic of Poland Government Bond | 312.66 k | 1.63 mm principal | 3.23 | Debt | Long | Poland |
| Inter-American Development Bank | 311.61 k | 26.00 mm principal | 3.22 | Debt | Long | N/A |
| Republic of South Africa Government Bond | 305.45 k | 8.08 mm principal | 3.16 | Debt | Long | South Africa |
| Mexican Bonos | 269.10 k | 6.87 mm principal | 2.78 | Debt | Long | Mexico |
| Romania Government Bond | 240.49 k | 1.10 mm principal | 2.49 | Debt | Long | Romania |
| Malaysia Government Bond | 239.09 k | 1.14 mm principal | 2.47 | Debt | Long | Malaysia |
| Bogota Distrito Capital | 238.77 k | 1.09 bn principal | 2.47 | Debt | Long | Colombia |
| China Government Bond | 238.34 k | 1.64 mm principal | 2.46 | Debt | Long | China |
| Kreditanstalt fuer Wiederaufbau | 238.05 k | 1.00 mm principal | 2.46 | Debt | Long | Germany |
| Malaysia Government Bond | 234.59 k | 1.03 mm principal | 2.42 | Debt | Long | Malaysia |
| Mexican Bonos | 227.47 k | 5.78 mm principal | 2.35 | Debt | Long | Mexico |
| Indonesia Treasury Bond | 214.45 k | 3.28 bn principal | 2.22 | Debt | Long | Indonesia |
| Colombian TES | 210.79 k | 1.13 bn principal | 2.18 | Debt | Long | Colombia |
| Indonesia Treasury Bond | 202.09 k | 3.30 bn principal | 2.09 | Debt | Long | Indonesia |
| Malaysia Government Bond | 192.99 k | 785.00 k principal | 1.99 | Debt | Long | Malaysia |
| Czech Republic Government Bond | 192.96 k | 4.54 mm principal | 1.99 | Debt | Long | Czechia |
| Indonesia Treasury Bond | 189.77 k | 3.01 bn principal | 1.96 | Debt | Long | Indonesia |
| Malaysia Government Bond | 181.65 k | 801.00 k principal | 1.88 | Debt | Long | Malaysia |
| Thailand Government Bond | 171.33 k | 5.41 mm principal | 1.77 | Debt | Long | Thailand |
| Peru Government Bond | 169.52 k | 640.00 k principal | 1.75 | Debt | Long | Peru |
| Hungary Government Bond | 164.59 k | 70.40 mm principal | 1.70 | Debt | Long | Hungary |
| Czech Republic Government Bond | 164.45 k | 4.54 mm principal | 1.70 | Debt | Long | Czechia |
| Republic of South Africa Government Bond | 154.43 k | 3.37 mm principal | 1.60 | Debt | Long | South Africa |
| Turkiye Government Bond | 147.30 k | 5.10 mm principal | 1.52 | Debt | Long | Turkey |
| Indonesia Treasury Bond | 145.70 k | 2.14 bn principal | 1.51 | Debt | Long | Indonesia |
| China Government Bond | 145.10 k | 810.00 k principal | 1.50 | Debt | Long | China |
| Thailand Government Bond | 141.06 k | 4.38 mm principal | 1.46 | Debt | Long | Thailand |
| India Government Bond | 135.24 k | 11.20 mm principal | 1.40 | Debt | Long | India |
| India Government Bond | 133.22 k | 11.80 mm principal | 1.38 | Debt | Long | India |
| Republic of Poland Government Bond | 127.84 k | 480.00 k principal | 1.32 | Debt | Long | Poland |
| Brazil Notas do Tesouro Nacional Serie F | 127.70 k | 770.00 k principal | 1.32 | Debt | Long | Brazil |
| Indonesia Treasury Bond | 110.54 k | 1.61 bn principal | 1.14 | Debt | Long | Indonesia |
| Czech Republic Government Bond | 84.72 k | 2.10 mm principal | 0.88 | Debt | Long | Czechia |
| Thailand Government Bond | 81.91 k | 2.18 mm principal | 0.85 | Debt | Long | Thailand |
| Indonesia Treasury Bond | 81.61 k | 1.16 bn principal | 0.84 | Debt | Long | Indonesia |
| Thailand Government Bond | 74.82 k | 2.60 mm principal | 0.77 | Debt | Long | Thailand |
| Colombian TES | 69.82 k | 480.00 mm principal | 0.72 | Debt | Long | Colombia |
| Mexican Bonos | 66.87 k | 1.50 mm principal | 0.69 | Debt | Long | Mexico |
| China Government Bond | 66.33 k | 450.00 k principal | 0.69 | Debt | Long | China |
| Bonos de la Tesoreria de la Republica en pesos | 63.57 k | 65.00 mm principal | 0.66 | Debt | Long | Chile |
| Malaysia Government Bond | 54.33 k | 245.00 k principal | 0.56 | Debt | Long | Malaysia |
| Romania Government Bond | 50.55 k | 290.00 k principal | 0.52 | Debt | Long | Romania |
| Malaysia Government Bond | 35.17 k | 145.00 k principal | 0.36 | Debt | Long | Malaysia |
| National Bank of Kazakhstan Notes | 33.02 k | 17.10 mm principal | 0.34 | Debt | Long | Kazakhstan |
| Czech Republic Government Bond | 28.76 k | 740.00 k principal | 0.30 | Debt | Long | Czechia |
| Uruguay Government International Bond | 20.50 k | 950.00 k principal | 0.21 | Debt | Long | Uruguay |
| Malaysia Government Bond | 20.45 k | 90.00 k principal | 0.21 | Debt | Long | Malaysia |
| Peru Government Bond | 20.20 k | 90.00 k principal | 0.21 | Debt | Long | Peru |
| China Government Bond | 17.76 k | 120.00 k principal | 0.18 | Debt | Long | China |
| Bonos de la Tesoreria de la Republica en pesos | 15.15 k | 15.00 mm principal | 0.16 | Debt | Long | Chile |
| Peru Government Bond | 11.98 k | 49.00 k principal | 0.12 | Debt | Long | Peru |
|
USD/COP FORWARD
CITIGROUP GLOBAL MARKETS INC.
|
9.17 k | 1.00 contracts | 0.09 | DFE | N/A | USA |
|
USD/BRL FORWARD
JPMorgan Chase Bank, National Association
|
6.10 k | 1.00 contracts | 0.06 | DFE | N/A | USA |
|
USD/ZAR FORWARD
JPMorgan Chase Bank, National Association
|
4.95 k | 1.00 contracts | 0.05 | DFE | N/A | USA |
|
TRY/USD FORWARD
JPMorgan Chase Bank, National Association
|
4.87 k | 1.00 contracts | 0.05 | DFE | N/A | USA |
|
MXN/USD FORWARD
JPMorgan Chase Bank, National Association
|
4.22 k | 1.00 contracts | 0.04 | DFE | N/A | USA |
|
USD/MXN FORWARD
JPMorgan Chase Bank, National Association
|
3.58 k | 1.00 contracts | 0.04 | DFE | N/A | USA |
|
USD/RUB FORWARD
GOLDMAN SACHS & CO. LLC
|
2.71 k | 1.00 contracts | 0.03 | DFE | N/A | USA |
|
USD/COP FORWARD
CITIGROUP GLOBAL MARKETS INC.
|
2.45 k | 1.00 contracts | 0.03 | DFE | N/A | USA |
|
USD/RON FORWARD
JPMorgan Chase Bank, National Association
|
2.09 k | 1.00 contracts | 0.02 | DFE | N/A | USA |
|
ZAR/USD FORWARD
JPMorgan Chase Bank, National Association
|
1.15 k | 1.00 contracts | 0.01 | DFE | N/A | USA |
|
CZK/USD FORWARD
JPMorgan Chase Bank, National Association
|
646.87 | 1.00 contracts | 0.01 | DFE | N/A | USA |
|
USD/CNH FORWARD
JPMorgan Chase Bank, National Association
|
425.28 | 1.00 contracts | 0.00 | DFE | N/A | USA |
|
USD/HUF FORWARD
GOLDMAN SACHS & CO. LLC
|
27.78 | 1.00 contracts | 0.00 | DFE | N/A | USA |
|
USD/CZK FORWARD
JPMorgan Chase Bank, National Association
|
-48.09 | 1.00 contracts | -0.00 | DFE | N/A | USA |
|
USD/MYR FORWARD
GOLDMAN SACHS & CO. LLC
|
-53.84 | 1.00 contracts | -0.00 | DFE | N/A | USA |
|
USD/THB FORWARD
GOLDMAN SACHS & CO. LLC
|
-73.51 | 1.00 contracts | -0.00 | DFE | N/A | USA |
|
INR/USD FORWARD
JPMorgan Chase Bank, National Association
|
-101.70 | 1.00 contracts | -0.00 | DFE | N/A | USA |
|
BRL/USD FORWARD
JPMorgan Chase Bank, National Association
|
-179.29 | 1.00 contracts | -0.00 | DFE | N/A | USA |
|
PLN/USD FORWARD
JPMorgan Chase Bank, National Association
|
-350.17 | 1.00 contracts | -0.00 | DFE | N/A | USA |
|
USD/TRY FORWARD
JPMorgan Chase Bank, National Association
|
-433.39 | 1.00 contracts | -0.00 | DFE | N/A | USA |
|
IDR/USD FORWARD
JPMorgan Chase Bank, National Association
|
-532.35 | 1.00 contracts | -0.01 | DFE | N/A | USA |
|
HUF/USD FORWARD
GOLDMAN SACHS & CO. LLC
|
-636.45 | 1.00 contracts | -0.01 | DFE | N/A | USA |
|
RON/USD FORWARD
JPMorgan Chase Bank, National Association
|
-827.87 | 1.00 contracts | -0.01 | DFE | N/A | USA |
|
MYR/USD FORWARD
GOLDMAN SACHS & CO. LLC
|
-2.22 k | 1.00 contracts | -0.02 | DFE | N/A | USA |
|
RUB/USD FORWARD
GOLDMAN SACHS & CO. LLC
|
-2.23 k | 1.00 contracts | -0.02 | DFE | N/A | USA |
|
COP/USD FORWARD
CITIGROUP GLOBAL MARKETS INC.
|
-2.38 k | 1.00 contracts | -0.02 | DFE | N/A | USA |
|
THB/USD FORWARD
GOLDMAN SACHS & CO. LLC
|
-4.67 k | 1.00 contracts | -0.05 | DFE | N/A | USA |
|
CLP/USD FORWARD
JPMorgan Chase Bank, National Association
|
-5.18 k | 1.00 contracts | -0.05 | DFE | N/A | USA |
|
CNH/USD FORWARD
JPMorgan Chase Bank, National Association
|
-7.47 k | 1.00 contracts | -0.08 | DFE | N/A | USA |
