SEI Funds > SEI INSTITUTIONAL INVESTMENTS TRUST
SIIT EMERGING MARKETS DEBT FUND
$1.76B
Avg Monthly Net Assets
$1.67B
Total Assets
$38.71M
Total Liabilities
$1.63B
Net Assets
SIIT EMERGING MARKETS DEBT FUND is a Mutual Fund in SEI INSTITUTIONAL INVESTMENTS TRUST
from SEI Funds,
based in Pennsylvania,
United States of America.
The fund has one share class
and monthly net assets of $1.76B.
On July 30th, 2024 it reported 1,813 holdings, the largest
being United States of America (1.9%), (1.3%) and United States of America (1.1%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A | C000018353 | SEDAX |
Holdings
From latest NPORT-P, filed July 30th, 2024 for period ending May 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 1D GBOIS 0 BPS CITIGROUP GLOBAL MARKETS INC. (CITIGROUP GLOBAL MARKETS INC.) | Derivative-interest rate | GB | $232K | – | 0.01 | |
| ABU DHABI CRUDE OIL PIPELINE LLC 144A 4.600000% 11/02/2047 (ABU DHABI CRUDE OIL PIPELINE L.L.C.) | Long | Debt | AE | $1M | – | 0.07 |
| ABU DHABI CRUDE OIL PIPELINE LLC 4.600000% 11/02/2047 (ABU DHABI CRUDE OIL PIPELINE L.L.C.) | Long | Debt | AE | $485K | – | 0.03 |
| ABU DHABI DEVELOPMENTAL HOLDING CO PJSC 144A 5.375000% 05/08/2029 (Abu Dhabi Developmental Holding Company PJSC) | Long | Debt | AE | $2M | – | 0.10 |
| ABU DHABI GOVERNMENT INTERNATIONAL BOND 144A 5.000000% 04/30/2034 (Emirate of Abu Dhabi) | Long | Debt | AE | $2M | – | 0.10 |
| ABU DHABI GOVERNMENT INTERNATIONAL BOND 144A 5.500000% 04/30/2054 (Emirate of Abu Dhabi) | Long | Debt | AE | $1M | – | 0.08 |
| ABU DHABI GOVERNMENT INTERNATIONAL BOND 144A 5.500000% 04/30/2054 (Emirate of Abu Dhabi) | Long | Debt | AE | $1M | – | 0.07 |
| ABU DHABI GOVERNMENT INTERNATIONAL BOND MTN 1.700000% 03/02/2031 (Emirate of Abu Dhabi) | Long | Debt | AE | $5M | – | 0.34 |
| ABU DHABI GOVERNMENT INTERNATIONAL BOND MTN 3.000000% 09/15/2051 (Emirate of Abu Dhabi) | Long | Debt | AE | $499K | – | 0.03 |
| ABU DHABI GOVT INT'L 3.125000% 09/30/2049 (Emirate of Abu Dhabi) | Long | Debt | AE | $996K | – | 0.06 |
| ACWA POWER MANAGEMENT AND INVESTMENTS ONE LTD 5.950000% 12/15/2039 | Long | Debt | SA | $3M | – | 0.20 |
| ADANI ELECTRICITY MUMBAI LTD 144A 3.949000% 02/12/2030 (ADANI ELECTRICITY MUMBAI LIMITED) | Long | Debt | IN | $525K | – | 0.03 |
| ADANI GREEN ENERGY UP LTD / PRAYATNA DEVELOPERS PV 6.700000% 03/12/2042 (ADANI GREEN ENERGY (UP) LIMITED) | Long | Debt | IN | $512K | – | 0.03 |
| ADANI RENEWABLE ENERGY RJ LTD/KODANGAL SOLAR PARKS 4.625000% 10/15/2039 (ADANI RENEWABLE ENERGY (RJ) LIMITED) | Long | Debt | IN | $754K | – | 0.05 |
| AEROPUERTO INTERNACIONAL DE TOCUMEN SA 144A 5.125000% 08/11/2061 (AEROPUERTO INTERNACIONAL DE TOCUMEN, S.A.) | Long | Debt | PA | $339K | – | 0.02 |
| AFRICA FINANCE CORP 144A 2.875000% 04/28/2028 (Africa Finance Corporation) | Long | Debt | XX | $2M | – | 0.12 |
| AFRICAN EXPORT-IMPORT BANK/THE 144A 3.798000% 05/17/2031 | Long | Debt | XX | $256K | – | 0.02 |
| AI CANDELARIA SPAIN SA 144A 5.750000% 06/15/2033 (AI CANDELARIA (SPAIN) SA) | Long | Debt | CO | $1M | – | 0.06 |
| AI CANDELARIA SPAIN SA 144A 7.500000% 12/15/2028 (AI CANDELARIA (SPAIN) SA) | Long | Debt | CO | $459K | – | 0.03 |
| ALFA DESARROLLO SPA 144A 4.550000% 09/27/2051 (Alfa Transmisora de Energia S.A.) | Long | Debt | CL | $262K | – | 0.02 |
| AMERICA MOVIL SAB DE CV 7.125000% 12/09/2024 (America Movil, S.A.B. de C.V.) | Long | Debt | MX | $1M | – | 0.08 |
| ANGLOGOLD ASHANTI HOLDINGS PLC 3.750000% 10/01/2030 | Long | Debt | AU | $281K | – | 0.02 |
| ANGOLAN GOVERNMENT INTERNATIONAL BOND 144A 8.750000% 04/14/2032 (Republica de Angola) | Long | Debt | AO | $462K | – | 0.03 |
| ANGOLAN GOVERNMENT INTERNATIONAL BOND MTN 8.000000% 11/26/2029 (Republica de Angola) | Long | Debt | AO | $188K | – | 0.01 |
| ANTOFAGASTA PLC 144A 6.250000% 05/02/2034 | Long | Debt | CL | $1M | – | 0.07 |
| ANTOFAGASTA PLC 144A 6.250000% 05/02/2034 | Long | Debt | CL | $262K | – | 0.02 |
| ARAB REPUBLIC OF EGYPT 7.625000% 05/29/2032 | Long | Debt | EG | $2M | – | 0.10 |
| ARAB REPUBLIC OF EGYPT 8.500000% 01/31/2047 | Long | Debt | EG | $4M | – | 0.24 |
| ARAB REPUBLIC OF EGYPT 8.500000% 01/31/2047 | Long | Debt | EG | $389K | – | 0.02 |
| ARAB REPUBLIC OF EGYPT 8.500000% 01/31/2047 | Long | Debt | EG | $328K | – | 0.02 |
| ARAB REPUBLIC OF EGYPT 8.700200% 03/01/2049 | Long | Debt | EG | $5M | – | 0.33 |
| ARAB REPUBLIC OF EGYPT 8.875000% 05/29/2050 | Long | Debt | EG | $4M | – | 0.22 |
| ARAB REPUBLIC OF EGYPT 8.875000% 05/29/2050 | Long | Debt | EG | $160K | – | 0.01 |
| ASIAN DEVELOPMENT BANK MTN 11.200000% 01/31/2025 | Long | Debt | XX | $652K | – | 0.04 |
| ASIAN DEVELOPMENT BANK MTN 12.750000% 03/03/2025 | Long | Debt | XX | $1M | – | 0.07 |
| ASIAN DEVELOPMENT BANK MTN 13.000000% 03/07/2025 | Long | Debt | XX | $750K | – | 0.05 |
| ASIAN DEVELOPMENT BANK MTN ZERO COUPON 04/20/2043 | Long | Debt | XX | $93K | – | 0.01 |
| ASIAN INFRASTRUCTURE INVESTMENT BANK/THE MTN ZERO COUPON 02/08/2038 | Long | Debt | XX | $320K | – | 0.02 |
| ATLANTICA TRANSMISION SUR SA 144A 6.875000% 04/30/2043 (Atlantica Transmision Sur S.A.) | Long | Debt | PE | $311K | – | 0.02 |
| BAHRAIN GOVERNMENT INTERNATIONAL BOND 144A 7.750000% 04/18/2035 (Kingdom of Bahrain) | Long | Debt | BH | $404K | – | 0.02 |
| BAHRAIN GOVERNMENT INTERNATIONAL BOND MTN 4.250000% 01/25/2028 (Kingdom of Bahrain) | Long | Debt | BH | $1M | – | 0.07 |
| BAHRAIN GOVERNMENT INTERNATIONAL BOND MTN 6.250000% 01/25/2051 (Kingdom of Bahrain) | Long | Debt | BH | $7M | – | 0.44 |
| BANCO DE CREDITO E INVERSIONES SA 144A 3.500000% 10/12/2027 | Long | Debt | CL | $413K | – | 0.03 |
| BANCO DEL ESTADO DE CHILE 144A 7.950000% MATURITY: PERPETUAL | Long | Debt | CL | $361K | – | 0.02 |
| BANCO NACIONAL DE PANAMA 144A 2.500000% 08/11/2030 | Long | Debt | PA | $246K | – | 0.02 |
| BANK GOSPODARSTWA KRAJOW 6.250000% 10/31/2028 (Bank Gospodarstwa Krajowego) | Long | Debt | PL | $206K | – | 0.01 |
| BANK GOSPODARSTWA KRAJOWEGO MTN 0.500000% 07/08/2031 | Long | Debt | PL | $119K | – | 0.01 |
| BANK GOSPODARSTWA KRAJOWEGO MTN 5.125000% 02/22/2033 | Long | Debt | PL | $877K | – | 0.05 |
| BANK GOSPODARSTWA KRAJOWEGO MTN 5.375000% 05/22/2033 | Long | Debt | PL | $564K | – | 0.03 |
| BANQUE OUEST AFRICAINE DE DEVELOPPEMENT 144A 4.700000% 10/22/2031 | Long | Debt | XX | $806K | – | 0.05 |
| BANQUE OUEST AFRICAINE DE DEVELOPPEMENT 144A 5.000000% 07/27/2027 | Long | Debt | XX | $1M | – | 0.07 |
| BANQUE OUEST AFRICAINE DE DEVELOPPEMENT 4.700000% 10/22/2031 | Long | Debt | XX | $371K | – | 0.02 |
| BAPCO ENERGIES BSC CLOSED 144A 8.375000% 11/07/2028 (BAPCO ENERGIES B.S.C CLOSED) | Long | Debt | BH | $637K | – | 0.04 |
| BAPCO ENERGIES BSC CLOSED 8.375000% 11/07/2028 (BAPCO ENERGIES B.S.C CLOSED) | Long | Debt | BH | $637K | – | 0.04 |
| BARBADOS GOVT OF 6.500000% 10/01/2029 | Long | Debt | BB | $1M | – | 0.07 |
| BENIN GOVERNMENT INTERNATIONAL BOND 144A 7.960000% 02/13/2038 (Republique du Benin) | Long | Debt | BJ | $870K | – | 0.05 |
| BENIN INTL GOV BOND 4.875000% 01/19/2032 (Republique du Benin) | Long | Debt | BJ | $143K | – | 0.01 |
| BENIN INTL GOV BOND 4.950000% 01/22/2035 (Republique du Benin) | Long | Debt | BJ | $987K | – | 0.06 |
| BENIN INTL GOV BOND 6.875000% 01/19/2052 (Republique du Benin) | Long | Debt | BJ | $436K | – | 0.03 |
| BENIN INTL GOV BOND 6.875000% 01/19/2052 (Republique du Benin) | Long | Debt | BJ | $100K | – | 0.01 |
| BIDVEST GROUP UK PLC/THE 144A 3.625000% 09/23/2026 (THE BIDVEST GROUP (UK) PLC) | Long | Debt | ZA | $488K | – | 0.03 |
| BIOCEANICO SOVEREIGN CERTIFICATE LTD ZERO COUPON 06/05/2034 (BIOCEANICO SOVEREIGN CERTIFICATE LIMITED) | Long | Debt | PY | $0.03 | – | 0.00 |
| BOLIVIA GOVERNMENT 4.500000% 03/20/2028 (Estado Plurinacional de Bolivia) | Long | Debt | BO | $619K | – | 0.04 |
| BOLIVIA GOVERNMENT 4.500000% 03/20/2028 (Estado Plurinacional de Bolivia) | Long | Debt | BO | $384K | – | 0.02 |
| Bonos de la Tesoreria de la Republica 2.000000% 03/01/2035 (Gobierno de Chile) | Long | Debt | CL | $147K | – | 0.01 |
| BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS 144 2.800000% 10/01/2033 (Gobierno de Chile) | Long | Debt | CL | $529K | – | 0.03 |
| BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS 144 4.700000% 09/01/2030 (Gobierno de Chile) | Long | Debt | CL | $1M | – | 0.08 |
| BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS 144 4.700000% 09/01/2030 (Gobierno de Chile) | Long | Debt | CL | $942K | – | 0.06 |
| BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS 144 5.000000% 10/01/2028 (Gobierno de Chile) | Long | Debt | CL | $1M | – | 0.09 |
| BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS 144 5.800000% 10/01/2034 (Gobierno de Chile) | Long | Debt | CL | $3M | – | 0.17 |
| BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS 144 6.000000% 04/01/2033 (Gobierno de Chile) | Long | Debt | CL | $1M | – | 0.07 |
| BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS 144 7.000000% 05/01/2034 (Gobierno de Chile) | Long | Debt | CL | $601K | – | 0.04 |
| BONOS DE TESORERIA 5.350000% 08/12/2040 (Republica del Peru) | Long | Debt | PE | $462K | – | 0.03 |
| BONOS DE TESORERIA 5.350000% 08/12/2040 (Republica del Peru) | Long | Debt | PE | $209K | – | 0.01 |
| BONOS DE TESORERIA 5.400000% 08/12/2034 (Republica del Peru) | Long | Debt | PE | $5M | – | 0.29 |
| BONOS DE TESORERIA 5.400000% 08/12/2034 (Republica del Peru) | Long | Debt | PE | $2M | – | 0.13 |
| BONOS DE TESORERIA 5.400000% 08/12/2034 (Republica del Peru) | Long | Debt | PE | $979K | – | 0.06 |
| BONOS DE TESORERIA 5.940000% 02/12/2029 (Republica del Peru) | Long | Debt | PE | $3M | – | 0.17 |
| BONOS DE TESORERIA 5.940000% 02/12/2029 (Republica del Peru) | Long | Debt | PE | $1M | – | 0.08 |
| BONOS DE TESORERIA 6.150000% 08/12/2032 (Republica del Peru) | Long | Debt | PE | $3M | – | 0.20 |
| BONOS DE TESORERIA 6.150000% 08/12/2032 (Republica del Peru) | Long | Debt | PE | $1M | – | 0.08 |
| BONOS DE TESORERIA 6.150000% 08/12/2032 (Republica del Peru) | Long | Debt | PE | $135K | – | 0.01 |
| BONOS DE TESORERIA 6.900000% 08/12/2037 (Republica del Peru) | Long | Debt | PE | $448K | – | 0.03 |
| BONOS DE TESORERIA 6.950000% 08/12/2031 (Republica del Peru) | Long | Debt | PE | $22K | – | 0.00 |
| BONOS TESORERIA GENL REP 3.40% 10/01/2039 (Gobierno de Chile) | Long | Debt | CL | $3M | – | 0.19 |
| BONOS TESORERIA PESOS 4.500000% 03/01/2026 (Gobierno de Chile) | Long | Debt | CL | $509K | – | 0.03 |
| BONOS TESORERIA PESOS 5.000000% 03/01/2035 (Gobierno de Chile) | Long | Debt | CL | $403K | – | 0.02 |
| BONOS TESORERIAGENL REP 1.90% 09/01/2030 (Gobierno de Chile) | Long | Debt | CL | $3M | – | 0.17 |
| BONOS TESORERIAGENL REP 1.90% 09/01/2030 (Gobierno de Chile) | Long | Debt | CL | $639K | – | 0.04 |
| BRASKEM NETHERLANDS FINANCE BV 8.500000% 01/12/2031 (Braskem Netherlands Finance B.V.) | Long | Debt | BR | $324K | – | 0.02 |
| BRAZIL MINAS SPE 5.333% 02/15/28 | Long | Debt | BR | $904K | – | 0.06 |
| BRAZIL MINAS SPE VIA STATE OF MINAS GERAIS 5.333000% 02/15/2028 | Long | Debt | BR | $114K | – | 0.01 |
| Brazil Notas do Tesouro Nacional Serie B 6.000000% 05/15/2035 (Republica Federativa do Brasil) | Long | Debt | BR | $315K | – | 0.02 |
| Brazil Notas do Tesouro Nacional Serie B 6.000000% 05/15/2045 (Republica Federativa do Brasil) | Long | Debt | BR | $350K | – | 0.02 |
| Brazil Notas do Tesouro Nacional Serie B 6.000000% 08/15/2050 (Republica Federativa do Brasil) | Long | Debt | BR | $725K | – | 0.04 |
| BRK - BARCLAYS BANK PLC PAY - 5.2675% (Barclays Capital Inc.) | Derivative-interest rate | CL | $7K | – | 0.00 | |
| BRK - BARCLAYS BANK PLC PAY -1D OVERNIGHT BRAZIL INTERBANK DEPOSIT (CETIP) (Barclays Capital Inc.) | Derivative-interest rate | BR | $-57K | – | -0.00 | |
| BRK - BNP PARIBAS PARIS PAY -1D OVERNIGHT BRAZIL INTERBANK DEPOSIT (CETIP) (BNP Paribas) | Derivative-interest rate | BR | $-10K | – | -0.00 | |
| BRK - CITIBANK NA PAY - 5.265% (Citibank, N.A.) | Derivative-interest rate | CL | $11K | – | 0.00 | |
| BRK - GOLDMAN SACHS & CO. LLC PAY - 28D MEXICAN INTERBANK RATE (TIIE) (GOLDMAN SACHS & CO. LLC) | Derivative-interest rate | MX | $-76K | – | -0.00 | |
| BRK - GOLDMAN SACHS & CO. LLC PAY - 28D MEXICAN INTERBANK RATE (TIIE) (GOLDMAN SACHS & CO. LLC) | Derivative-interest rate | MX | $-159K | – | -0.01 | |
| BRK - GOLDMAN SACHS INTERNATIONAL PAY - 28D MEXICAN INTERBANK RATE (TIIE) (Goldman Sachs International) | Derivative-interest rate | MX | $-12K | – | -0.00 | |
| BRK - GOLDMAN SACHS INTERNATIONAL REC -3M JOHANNESBURG INTERBANK AGREED RATE (JIBAR) (Goldman Sachs International) | Derivative-interest rate | ZA | $21K | – | 0.00 | |
| BRK - JPMORGAN CHASE BANK PAY - 6M BUDAPEST INTERBANK OFFER RATE (BUBOR) (JP MORGAN CHASE BANK N.A.) | Derivative-interest rate | HU | $2K | – | 0.00 | |
| BRK: BAML PAY : 4.705 (Bank of America) | Derivative-interest rate | PL | $169K | – | 0.01 | |
| BRK: BAML PAY : WIBR6M-WIBO (Bank of America) | Derivative-interest rate | PL | $-60K | – | -0.00 | |
| BRK: BAML PAY: 9.49% FIXED (Bank of America) | Derivative-interest rate | MX | $-63K | – | -0.00 | |
| BRK: BAML REC: 5.1207 % FIXED (Bank of America) | Derivative-interest rate | PL | $-24K | – | -0.00 | |
| BRK: BARCLAYS BANK PLC PAY - 28D MEXICAN INTERBANK RATE (TIIE) (Barclays Capital Inc.) | Derivative-interest rate | MX | $-42K | – | -0.00 | |
| BRK: BARCLAYS BANK PLC PAY - 28D MEXICAN INTERBANK RATE (TIIE) (Barclays Capital Inc.) | Derivative-interest rate | MX | $-135K | – | -0.01 | |
| BRK: BARCLAYS BANK PLC PAY - 6M PRAGUE INTERBANK OFFER RATE (PRIBOR) (Barclays Capital Inc.) | Derivative-interest rate | CZ | $-34K | – | -0.00 | |
| BRK: BNP PARIBAS PAY - 28D MEXICAN INTERBANK RATE (TIIE) (BNP Paribas) | Derivative-interest rate | MX | $-20K | – | -0.00 | |
| BRK: BNP PARIBAS PAY: 1D OVERNIGHT BRAZIL INTERBANK DEPOSIT (CETIP) (BNP Paribas) | Derivative-interest rate | BR | $-12K | – | -0.00 | |
| BRK: BNP PARIBAS PAY: 1D OVERNIGHT BRAZIL INTERBANK DEPOSIT (CETIP) (BNP Paribas) | Derivative-interest rate | BR | $-49K | – | -0.00 | |
| BRK: BNP PARIBAS PAY: 1D OVERNIGHT BRAZIL INTERBANK DEPOSIT (CETIP) (BNP Paribas) | Derivative-interest rate | BR | $-67K | – | -0.00 | |
| BRK: CITIGROUP PAY - 3.16850% (CITIGROUP GLOBAL MARKETS INC.) | Derivative-interest rate | XX | $-103K | – | -0.01 | |
| BRK: CITIGROUP PAY - FIXED 5.56 % (CITIGROUP GLOBAL MARKETS INC.) | Derivative-interest rate | CL | $-73K | – | -0.00 | |
| BRK: CITIGROUP PAY : CNY-CNREPOFIX=CFXS (CITIGROUP GLOBAL MARKETS INC.) | Derivative-interest rate | CN | $40K | – | 0.00 | |
| BRK: CITIGROUP PAY : CNY-CNREPOFIX=CFXS (CITIGROUP GLOBAL MARKETS INC.) | Derivative-interest rate | CN | $28K | – | 0.00 | |
| BRK: CITIGROUP PAY: 1D OVERNIGHT BRAZIL INTERBANK DEPOSIT (CETIP) (CITIGROUP GLOBAL MARKETS INC.) | Derivative-interest rate | BR | $-69K | – | -0.00 | |
| BRK: CITIGROUP PAY: 1D OVERNIGHT BRAZIL INTERBANK DEPOSIT (CETIP) (CITIGROUP GLOBAL MARKETS INC.) | Derivative-interest rate | BR | $-142K | – | -0.01 | |
| BRK: CITIGROUP PAY: 1D OVERNIGHT BRAZIL INTERBANK DEPOSIT (CETIP) (CITIGROUP GLOBAL MARKETS INC.) | Derivative-interest rate | BR | $-190K | – | -0.01 | |
| BRK: CITIGROUP PAY: 1D OVERNIGHT BRAZIL INTERBANK DEPOSIT (CETIP) (CITIGROUP GLOBAL MARKETS INC.) | Derivative-interest rate | BR | $-376K | – | -0.02 | |
| BRK: CITIGROUP PAY: CNREPOFIX (CITIGROUP GLOBAL MARKETS INC.) | Derivative-interest rate | CN | $14K | – | 0.00 | |
| BRK: CITIGROUP PAY: CNREPOFIX (CITIGROUP GLOBAL MARKETS INC.) | Derivative-interest rate | CN | $10K | – | 0.00 | |
| BRK: CITIGROUP PAY: CNREPOFIX (CITIGROUP GLOBAL MARKETS INC.) | Derivative-interest rate | CN | $4K | – | 0.00 | |
| BRK: CITIGROUP REC -1D THOR + 0 BPS (CITIGROUP GLOBAL MARKETS INC.) | Derivative-interest rate | TH | $43K | – | 0.00 | |
| BRK: CITIGROUP REC-JPOIS + 0 BPS (CITIGROUP GLOBAL MARKETS INC.) | Derivative-interest rate | JP | $23K | – | 0.00 | |
| BRK: GOLDMAN SACHS AND CO. LLC PAY: 4.99% FIXED (GOLDMAN SACHS & CO. LLC) | Derivative-interest rate | CL | $37K | – | 0.00 | |
| BRK: GOLDMAN SACHS PAY - SINACOFI CHILE INTERBANK RATE AVG(CLICP) (GOLDMAN SACHS & CO. LLC) | Derivative-interest rate | CL | $29K | – | 0.00 | |
| BRK: GOLDMAN SACHS PAY - 28D MEXICAN INTERBANK RATE (TIIE) (GOLDMAN SACHS & CO. LLC) | Derivative-interest rate | MX | $-44K | – | -0.00 | |
| BRK: GOLDMAN SACHS PAY - 6M PRAGUE INTERBANK OFFER RATE (PRIBOR) (GOLDMAN SACHS & CO. LLC) | Derivative-interest rate | CZ | $-52K | – | -0.00 | |
| BRK: GOLDMAN SACHS PAY - COLOMBIA OVERNIGHT INTERBANK REFERENCE RATE (GOLDMAN SACHS & CO. LLC) | Derivative-interest rate | CO | $-151K | – | -0.01 | |
| BRK: GOLDMAN SACHS PAY : 10.28% FIXED (GOLDMAN SACHS & CO. LLC) | Derivative-interest rate | CO | $-18K | – | -0.00 | |
| BRK: GOLDMAN SACHS PAY : 5.605 FIXED (GOLDMAN SACHS & CO. LLC) | Derivative-interest rate | PL | $-29K | – | -0.00 | |
| BRK: GOLDMAN SACHS PAY : 9.02% (GOLDMAN SACHS & CO. LLC) | Derivative-interest rate | CO | $-26K | – | -0.00 | |
| BRK: GOLDMAN SACHS PAY: 1-DAY-CLP - Sinacofi Chile Interbank Rate Avg (GOLDMAN SACHS & CO. LLC) | Derivative-interest rate | CL | $-116K | – | -0.01 | |
| BRK: GOLDMAN SACHS PAY: 10.0455% FIXED (GOLDMAN SACHS & CO. LLC) | Derivative-interest rate | MX | $28K | – | 0.00 | |
| BRK: GOLDMAN SACHS PAY: 1D OVERNIGHT BRAZIL INTERBANK DEPOSIT (CETIP) (GOLDMAN SACHS & CO. LLC) | Derivative-interest rate | BR | $198K | – | 0.01 | |
| BRK: GOLDMAN SACHS PAY: 1D OVERNIGHT BRAZIL INTERBANK DEPOSIT (CETIP) (GOLDMAN SACHS & CO. LLC) | Derivative-interest rate | BR | $146K | – | 0.01 | |
| BRK: GOLDMAN SACHS PAY: 1D OVERNIGHT BRAZIL INTERBANK DEPOSIT (CETIP) (GOLDMAN SACHS & CO. LLC) | Derivative-interest rate | BR | $37K | – | 0.00 | |
| BRK: GOLDMAN SACHS PAY: 1D OVERNIGHT BRAZIL INTERBANK DEPOSIT (CETIP) (GOLDMAN SACHS & CO. LLC) | Derivative-interest rate | BR | $-135K | – | -0.01 | |
| BRK: GOLDMAN SACHS PAY: 2.33 % (GOLDMAN SACHS & CO. LLC) | Derivative-interest rate | CL | $182K | – | 0.01 | |
| BRK: GOLDMAN SACHS PAY: 28 D MEXICAN INTERBANK RATE (TIIE) (GOLDMAN SACHS & CO. LLC) | Derivative-interest rate | MX | $-102K | – | -0.01 | |
| BRK: GOLDMAN SACHS PAY: 28 D MEXICAN INTERBANK RATE (TIIE) (GOLDMAN SACHS & CO. LLC) | Derivative-interest rate | MX | $-109K | – | -0.01 | |
| BRK: GOLDMAN SACHS PAY: 28D MXN-TIIE-BANXICO (GOLDMAN SACHS & CO. LLC) | Derivative-interest rate | MX | $-33K | – | -0.00 | |
| BRK: GOLDMAN SACHS PAY: 3M JIBAR (GOLDMAN SACHS & CO. LLC) | Derivative-interest rate | ZA | $-106K | – | -0.01 | |
| BRK: GOLDMAN SACHS PAY: 6.395 (GOLDMAN SACHS & CO. LLC) | Derivative-interest rate | CO | $6K | – | 0.00 | |
| BRK: GOLDMAN SACHS PAY: 7.14 (GOLDMAN SACHS & CO. LLC) | Derivative-interest rate | CO | $66K | – | 0.00 | |
| BRK: GOLDMAN SACHS PAY: 7.46% FIXED (GOLDMAN SACHS & CO. LLC) | Derivative-interest rate | CO | $147K | – | 0.01 | |
| BRK: GOLDMAN SACHS PAY: 7.51% FIXED (GOLDMAN SACHS & CO. LLC) | Derivative-interest rate | CL | $-42K | – | -0.00 | |
| BRK: GOLDMAN SACHS PAY: 7.64 (GOLDMAN SACHS & CO. LLC) | Derivative-interest rate | MX | $211K | – | 0.01 | |
| BRK: GOLDMAN SACHS PAY: 7.6774% FIXED (GOLDMAN SACHS & CO. LLC) | Derivative-interest rate | CO | $85K | – | 0.01 | |
| BRK: GOLDMAN SACHS PAY: MXN-TIIE-BANXICO (GOLDMAN SACHS & CO. LLC) | Derivative-interest rate | MX | $-76K | – | -0.00 | |
| BRK: GOLDMAN SACHS PAY: MXN-TIIE-BANXICO 28 (GOLDMAN SACHS & CO. LLC) | Derivative-interest rate | MX | $-218K | – | -0.01 | |
| BRK: GOLDMAN SACHS REC : IBRCOL (GOLDMAN SACHS & CO. LLC) | Derivative-interest rate | CO | $-18K | – | -0.00 | |
| BRK: GOLDMAN SACHS REC: 3M JIBAR (GOLDMAN SACHS & CO. LLC) | Derivative-interest rate | ZA | $134K | – | 0.01 | |
| BRK: J.P. MORGAN CHASE PAY - 6M BUDAPEST INTERBANK OFFER RATE (BUBOR) (JP MORGAN CHASE BANK N.A.) | Derivative-interest rate | HU | $-3K | – | -0.00 | |
| BRK: J.P. MORGAN CHASE PAY - 6M PRAGUE INTERBANK OFFER RATE (PRIBOR) (JP MORGAN CHASE BANK N.A.) | Derivative-interest rate | CZ | $-23K | – | -0.00 | |
| BRK: J.P. MORGAN CHASE PAY - 6M PRAGUE INTERBANK OFFER RATE (PRIBOR) (JP MORGAN CHASE BANK N.A.) | Derivative-interest rate | CZ | $-64K | – | -0.00 | |
| BRK: J.P. MORGAN CHASE PAY - 6M PRAGUE INTERBANK OFFER RATE (PRIBOR) (JP MORGAN CHASE BANK N.A.) | Derivative-interest rate | CZ | $-107K | – | -0.01 | |
| BRK: J.P. MORGAN CHASE PAY - 7D CHINA FIXING REPO RATES (CNRR007) (JP MORGAN CHASE BANK N.A.) | Derivative-interest rate | CN | $42K | – | 0.00 | |
| BRK: J.P. MORGAN CHASE PAY: 10.2905% FIXED (JP MORGAN CHASE BANK N.A.) | Derivative-interest rate | CO | $-13K | – | -0.00 | |
| BRK: J.P. MORGAN CHASE PAY: 1D OVERNIGHT BRAZIL INTERBANK DEPOSIT (CETIP) (JP MORGAN CHASE BANK N.A.) | Derivative-interest rate | BR | $14K | – | 0.00 | |
| BRK: J.P. MORGAN CHASE PAY: 1D OVERNIGHT BRAZIL INTERBANK DEPOSIT (CETIP) (JP MORGAN CHASE BANK N.A.) | Derivative-interest rate | BR | $-11K | – | -0.00 | |
| BRK: J.P. MORGAN CHASE PAY: 1D OVERNIGHT BRAZIL INTERBANK DEPOSIT (CETIP) (JP MORGAN CHASE BANK N.A.) | Derivative-interest rate | BR | $-67K | – | -0.00 | |
| BRK: J.P. MORGAN CHASE PAY: 28 D MEXICAN INTERBANK RATE (TIIE) (JP MORGAN CHASE BANK N.A.) | Derivative-interest rate | MX | $-211K | – | -0.01 | |
| BRK: J.P. MORGAN CHASE PAY: 6M BUBOR (JP MORGAN CHASE BANK N.A.) | Derivative-interest rate | HU | $-80K | – | -0.00 | |
| BRK: J.P. MORGAN CHASE PAY: 6M BUBOR (JP MORGAN CHASE BANK N.A.) | Derivative-interest rate | HU | $-90K | – | -0.01 | |
| BRK: J.P. MORGAN CHASE PAY: 6M BUBOR (JP MORGAN CHASE BANK N.A.) | Derivative-interest rate | HU | $-106K | – | -0.01 | |
| BRK: J.P. MORGAN CHASE PAY: 6M WIBOR (JP MORGAN CHASE BANK N.A.) | Derivative-interest rate | PL | $-12K | – | -0.00 | |
| BRK: J.P. MORGAN CHASE REC: 5.945 FIXED (JP MORGAN CHASE BANK N.A.) | Derivative-interest rate | HU | $-148K | – | -0.01 | |
| BRK: MORGAN STANLEY PAY - 6.12% (MORGAN STANLEY & CO. LLC) | Derivative-interest rate | CL | $-114K | – | -0.01 | |
| BRK: MORGAN STANLEY PAY - 9.77% (MORGAN STANLEY & CO. LLC) | Derivative-interest rate | MX | $-64K | – | -0.00 | |
| BRK: STATE STREET PAY: PRIBOR 6MONTH FLOATING (State Street) | Derivative-interest rate | CZ | $44K | – | 0.00 | |
| CBB INTERNATIONAL SUKUK PROGRAMME CO WLL 144A 3.875000% 05/18/2029 (CBB INTERNATIONAL SUKUK PROGRAMME COMPANY W.L.L) | Long | Debt | BH | $1M | – | 0.08 |
| CBB INTERNATIONAL SUKUK PROGRAMME CO WLL 144A 6.000000% 02/12/2031 (CBB INTERNATIONAL SUKUK PROGRAMME COMPANY W.L.L) | Long | Debt | BH | $718K | – | 0.04 |
| CBB INTL SUKUK PROG WLL 3.875000% 05/18/2029 (CBB INTERNATIONAL SUKUK PROGRAMME COMPANY W.L.L) | Long | Debt | BH | $697K | – | 0.04 |
| CEMEX SAB DE CV 144A 5.125000% MATURITY: PERPETUAL (CEMEX, S.A.B. de C.V.) | Long | Debt | MX | $266K | – | 0.02 |
| CEMEX SAB DE CV 144A 9.125000% MATURITY: PERPETUAL (CEMEX, S.A.B. de C.V.) | Long | Debt | MX | $832K | – | 0.05 |
| CEMEX SAB DE CV 9.125000% MATURITY: PERPETUAL (CEMEX, S.A.B. de C.V.) | Long | Debt | MX | $387K | – | 0.02 |
| CENCOSUD SA 144A 4.375000% 07/17/2027 (Cencosud S.A.) | Long | Debt | CL | $413K | – | 0.03 |
| CENTRAIS ELETRICAS BRASILEIRAS SA 144A 4.625000% 02/04/2030 (Centrais Eletricas Brasileiras S.A.) | Long | Debt | BR | $208K | – | 0.01 |
| CHILE ELECTRICITY LUX MPC SARL 144A 6.010000% 01/20/2033 (Chile Electricity Lux MPC S.a r.l.) | Long | Debt | CL | $1M | – | 0.07 |
| CHINA GOVERNMENT BOND 2.520000% 08/25/2033 (People's Republic of China) | Long | Debt | CN | $280K | – | 0.02 |
| CHINA GOVERNMENT BOND 2.600000% 09/01/2032 (People's Republic of China) | Long | Debt | CN | $239K | – | 0.01 |
| CHINA GOVERNMENT BOND 2.600000% 09/15/2030 (People's Republic of China) | Long | Debt | CN | $423K | – | 0.03 |
| CHINA GOVERNMENT BOND 2.620000% 06/25/2030 (People's Republic of China) | Long | Debt | CN | $2M | – | 0.10 |
| CHINA GOVERNMENT BOND 2.620000% 09/25/2029 (People's Republic of China) | Long | Debt | CN | $564K | – | 0.03 |
| CHINA GOVERNMENT BOND 2.640000% 01/15/2028 (People's Republic of China) | Long | Debt | CN | $4M | – | 0.23 |
| CHINA GOVERNMENT BOND 2.670000% 05/25/2033 (People's Republic of China) | Long | Debt | CN | $2M | – | 0.11 |
| CHINA GOVERNMENT BOND 2.800000% 03/24/2029 (People's Republic of China) | Long | Debt | CN | $669K | – | 0.04 |
| CHINA GOVERNMENT BOND 2.800000% 03/25/2030 (People's Republic of China) | Long | Debt | CN | $3M | – | 0.19 |
| CHINA GOVERNMENT BOND 2.800000% 03/25/2030 (People's Republic of China) | Long | Debt | CN | $556K | – | 0.03 |
| CHINA GOVERNMENT BOND 2.880000% 02/25/2033 (People's Republic of China) | Long | Debt | CN | $8M | – | 0.47 |
| CHINA GOVERNMENT BOND 2.890000% 11/18/2031 (People's Republic of China) | Long | Debt | CN | $432K | – | 0.03 |
| CHINA GOVERNMENT BOND 3.000000% 10/15/2053 (People's Republic of China) | Long | Debt | CN | $616K | – | 0.04 |
| CHINA GOVERNMENT BOND 3.120000% 10/25/2052 (People's Republic of China) | Long | Debt | CN | $1M | – | 0.08 |
| CHINA GOVERNMENT BOND 3.120000% 10/25/2052 (People's Republic of China) | Long | Debt | CN | $76K | – | 0.00 |
| CHINA GOVERNMENT BOND 3.190000% 04/15/2053 (People's Republic of China) | Long | Debt | CN | $838K | – | 0.05 |
| CHINA GOVERNMENT BOND 3.270000% 11/19/2030 (People's Republic of China) | Long | Debt | CN | $1M | – | 0.08 |
| CHINA GOVERNMENT BOND 3.530000% 10/18/2051 (People's Republic of China) | Long | Debt | CN | $2M | – | 0.10 |
| CHINA GOVERNMENT BOND 3.720000% 04/12/2051 (People's Republic of China) | Long | Debt | CN | $400K | – | 0.02 |
| CHINA GOVERNMENT INTERNATIONAL BOND 144A 1.250000% 10/26/2026 (People's Republic of China) | Long | Debt | CN | $775K | – | 0.05 |
| CHINA GOVT INTL BOND 0.550000% 10/21/2025 (People's Republic of China) | Long | Debt | CN | $402K | – | 0.02 |
| CHINA GOVT INTL BOND 1.250000% 10/26/2026 (People's Republic of China) | Long | Debt | CN | $184K | – | 0.01 |
| CHINA GOVT INTL BOND 1.950000% 12/03/2024 (People's Republic of China) | Long | Debt | CN | $4M | – | 0.26 |
| CITIGROUP GLOBAL MARKETS INC FIXED 11.4 (CITIGROUP GLOBAL MARKETS INC.) | Derivative-interest rate | BR | $-65K | – | -0.00 | |
| COLOMBIA REP OF COLO 9.85 9.85 06/28/2027 (Republica de Colombia) | Long | Debt | CO | $246K | – | 0.02 |
| COMISION FEDERAL DE ELECTRICIDAD 144A 3.348000% 02/09/2031 | Long | Debt | MX | $504K | – | 0.03 |
| COMISION FEDERAL DE ELECTRICIDAD 144A 4.688000% 05/15/2029 | Long | Debt | MX | $663K | – | 0.04 |
| COMISION FEDERAL DE ELECTRICIDAD 144A 4.750000% 02/23/2027 | Long | Debt | MX | $6K | – | 0.00 |
| COMISION FEDERAL DE ELECTRICIDAD 144A 6.264000% 02/15/2052 | Long | Debt | MX | $349K | – | 0.02 |
| COMISION FEDERAL DE ELECTRICIDAD 3.875000% 07/26/2033 | Long | Debt | MX | $649K | – | 0.04 |
| COMISION FEDERAL DE ELECTRICIDAD 7.350000% 11/25/2025 | Long | Debt | MX | $3M | – | 0.18 |
| COMMONWEALTH OF BAHAMAS 6.000000% 11/21/2028 (The Commonwealth of The Bahamas) | Long | Debt | BS | $1M | – | 0.07 |
| COMMONWEALTH OF BAHAMAS 8.950000% 10/15/2032 (The Commonwealth of The Bahamas) | Long | Debt | BS | $1M | – | 0.07 |
| COMMONWEALTH OF BAHAMAS 8.950000% 10/15/2032 (The Commonwealth of The Bahamas) | Long | Debt | BS | $399K | – | 0.02 |
| COMMONWEALTH OF BAHAMAS 9.000000% 06/16/2029 (The Commonwealth of The Bahamas) | Long | Debt | BS | $1M | – | 0.09 |
| CORP NACIONAL DEL COBRE DE CHILE 144A 3.700000% 01/30/2050 (Corporacion Nacional del Cobre de Chile) | Long | Debt | CL | $315K | – | 0.02 |
| CORP NACIONAL DEL COBRE DE CHILE 144A 3.750000% 01/15/2031 (Corporacion Nacional del Cobre de Chile) | Long | Debt | CL | $207K | – | 0.01 |
| CORP NACIONAL DEL COBRE DE CHILE 144A 5.125000% 02/02/2033 (Corporacion Nacional del Cobre de Chile) | Long | Debt | CL | $379K | – | 0.02 |
| CORP NACIONAL DEL COBRE DE CHILE 144A 5.950000% 01/08/2034 (Corporacion Nacional del Cobre de Chile) | Long | Debt | CL | $515K | – | 0.03 |
| CORP NACIONAL DEL COBRE DE CHILE 144A 6.300000% 09/08/2053 (Corporacion Nacional del Cobre de Chile) | Long | Debt | CL | $291K | – | 0.02 |
| CORP NACIONAL DEL COBRE DE CHILE 144A 6.440000% 01/26/2036 (Corporacion Nacional del Cobre de Chile) | Long | Debt | CL | $2M | – | 0.11 |
| CORP NACIONAL DEL COBRE DE CHILE 144A 6.440000% 01/26/2036 (Corporacion Nacional del Cobre de Chile) | Long | Debt | CL | $590K | – | 0.04 |
| CORP NACIONAL DEL COBRE DE CHILE 5.950000% 01/08/2034 (Corporacion Nacional del Cobre de Chile) | Long | Debt | CL | $2M | – | 0.11 |
| COSTA RICA GOVERNMENT 6.550000% 04/03/2034 (Republica de Costa Rica) | Long | Debt | CR | $1M | – | 0.08 |
| COSTA RICA GOVERNMENT 6.550000% 04/03/2034 (Republica de Costa Rica) | Long | Debt | CR | $721K | – | 0.04 |
| COSTA RICA GOVERNMENT 6.550000% 04/03/2034 (Republica de Costa Rica) | Long | Debt | CR | $658K | – | 0.04 |
| COSTA RICA GOVERNMENT 7.000000% 04/04/2044 (Republica de Costa Rica) | Long | Debt | CR | $425K | – | 0.03 |
| COSTA RICA GOVERNMENT 7.158000% 03/12/2045 (Republica de Costa Rica) | Long | Debt | CR | $1M | – | 0.08 |
| COSTA RICA GOVERNMENT INTERNATIONAL BOND 144A 10.580000% 09/26/2029 (Republica de Costa Rica) | Long | Debt | CR | $269K | – | 0.02 |
| COSTA RICA GOVERNMENT INTERNATIONAL BOND 144A 6.550000% 04/03/2034 (Republica de Costa Rica) | Long | Debt | CR | $2M | – | 0.09 |
| COSTA RICA GOVERNMENT INTERNATIONAL BOND 144A 7.300000% 11/13/2054 (Republica de Costa Rica) | Long | Debt | CR | $2M | – | 0.11 |
| COSTA RICA GOVERNMENT INTERNATIONAL BOND 144A 7.300000% 11/13/2054 (Republica de Costa Rica) | Long | Debt | CR | $1M | – | 0.07 |
| Credit Default Swap (GOLDMAN SACHS & CO. LLC) | Derivative-credit | US | $464K | – | 0.03 | |
| Credit Default Swap (MORGAN STANLEY & CO. LLC) | Derivative-credit | US | $404K | – | 0.02 | |
| Credit Default Swap (MORGAN STANLEY & CO. LLC) | Derivative-credit | US | $17K | – | 0.00 | |
| Credit Default Swap (MORGAN STANLEY & CO. LLC) | Derivative-credit | US | $15K | – | 0.00 | |
| Credit Default Swap (MORGAN STANLEY & CO. LLC) | Derivative-credit | US | $5K | – | 0.00 | |
| Credit Default Swap (MORGAN STANLEY & CO. LLC) | Derivative-credit | US | $-19K | – | -0.00 | |
| Credit Default Swap (MORGAN STANLEY & CO. LLC) | Derivative-credit | US | $-22K | – | -0.00 | |
| CSN RESOURCES SA 144A 4.625000% 06/10/2031 (CSN Resources S.A.) | Long | Debt | BR | $637K | – | 0.04 |
| CSN RESOURCES SA 144A 8.875000% 12/05/2030 (CSN Resources S.A.) | Long | Debt | BR | $583K | – | 0.04 |
| CT TRUST 144A 5.125000% 02/03/2032 | Long | Debt | GT | $295K | – | 0.02 |
| CZECH REPUBLIC 0.050000% 11/29/2029 (Ceska republika) | Long | Debt | CZ | $552K | – | 0.03 |
| CZECH REPUBLIC 0.250000% 02/10/2027 (Ceska republika) | Long | Debt | CZ | $1M | – | 0.07 |
| CZECH REPUBLIC 0.950000% 05/15/2030 (Ceska republika) | Long | Debt | CZ | $2M | – | 0.11 |
| CZECH REPUBLIC 1.000000% 06/26/2026 (Ceska republika) | Long | Debt | CZ | $3M | – | 0.20 |
| CZECH REPUBLIC 1.200000% 03/13/2031 (Ceska republika) | Long | Debt | CZ | $680K | – | 0.04 |
| CZECH REPUBLIC 1.500000% 04/24/2040 (Ceska republika) | Long | Debt | CZ | $256K | – | 0.02 |
| CZECH REPUBLIC 1.750000% 06/23/2032 (Ceska republika) | Long | Debt | CZ | $1M | – | 0.09 |
| CZECH REPUBLIC 1.950000% 07/30/2037 (Ceska republika) | Long | Debt | CZ | $258K | – | 0.02 |
| CZECH REPUBLIC 2.000000% 10/13/2033 (Ceska republika) | Long | Debt | CZ | $5M | – | 0.28 |
| CZECH REPUBLIC 2.000000% 10/13/2033 (Ceska republika) | Long | Debt | CZ | $782K | – | 0.05 |
| CZECH REPUBLIC 2.500000% 08/25/2028 (Ceska republika) | Long | Debt | CZ | $8M | – | 0.46 |
| CZECH REPUBLIC 2.750000% 07/23/2029 (Ceska republika) | Long | Debt | CZ | $1M | – | 0.07 |
| CZECH REPUBLIC 3.000000% 03/03/2033 (Ceska republika) | Long | Debt | CZ | $4M | – | 0.26 |
| CZECH REPUBLIC 3.500000% 05/30/2035 (Ceska republika) | Long | Debt | CZ | $685K | – | 0.04 |
| CZECH REPUBLIC 4.200000% 12/04/2036 (Ceska republika) | Long | Debt | CZ | $535K | – | 0.03 |
| CZECH REPUBLIC 4.500000% 11/11/2032 (Ceska republika) | Long | Debt | CZ | $2M | – | 0.10 |
| CZECH REPUBLIC 4.900000% 04/14/2034 (Ceska republika) | Long | Debt | CZ | $6M | – | 0.38 |
| CZECH REPUBLIC 5.000000% 09/30/2030 (Ceska republika) | Long | Debt | CZ | $777K | – | 0.05 |
| CZECH REPUBLIC 5.000000% 09/30/2030 (Ceska republika) | Long | Debt | CZ | $201K | – | 0.01 |
| CZECH REPUBLIC 5.500000% 12/12/2028 (Ceska republika) | Long | Debt | CZ | $1M | – | 0.07 |
| CZECH REPUBLIC 5.500000% 12/12/2028 (Ceska republika) | Long | Debt | CZ | $698K | – | 0.04 |
| CZECH REPUBLIC 5.750000% 03/29/2029 (Ceska republika) | Long | Debt | CZ | $3M | – | 0.18 |
| CZECH REPUBLIC 6.000000% 02/26/2026 (Ceska republika) | Long | Debt | CZ | $2M | – | 0.09 |
| CZECH REPUBLIC 6.000000% 02/26/2026 (Ceska republika) | Long | Debt | CZ | $839K | – | 0.05 |
| CZECH REPUBLIC 6.200000% 06/16/2031 (Ceska republika) | Long | Debt | CZ | $896K | – | 0.05 |
| DEVELOPMENT BANK OF KAZAKHSTAN JSC 144A 5.500000% 04/15/2027 (Joint Stock Company Development Bank of Kazakhstan) | Long | Debt | KZ | $546K | – | 0.03 |
| DEVT BANK OF MONGOLIA 11.000000% 03/07/2026 (DEVELOPMENT BANK OF MONGOLIA) | Long | Debt | MN | $1M | – | 0.07 |
| DOMINICAN REPUBLIC 11.250000% 09/15/2035 (Gobierno de la Republica Dominicana) | Long | Debt | DO | $837K | – | 0.05 |
| DOMINICAN REPUBLIC 4.875000% 09/23/2032 (Gobierno de la Republica Dominicana) | Long | Debt | DO | $644K | – | 0.04 |
| DOMINICAN REPUBLIC 5.300000% 01/21/2041 (Gobierno de la Republica Dominicana) | Long | Debt | DO | $3M | – | 0.18 |
| DOMINICAN REPUBLIC 5.875000% 01/30/2060 (Gobierno de la Republica Dominicana) | Long | Debt | DO | $3M | – | 0.18 |
| DOMINICAN REPUBLIC 5.875000% 01/30/2060 (Gobierno de la Republica Dominicana) | Long | Debt | DO | $541K | – | 0.03 |
| DOMINICAN REPUBLIC 6.000000% 02/22/2033 (Gobierno de la Republica Dominicana) | Long | Debt | DO | $872K | – | 0.05 |
| DOMINICAN REPUBLIC 6.850000% 01/27/2045 (Gobierno de la Republica Dominicana) | Long | Debt | DO | $4M | – | 0.26 |
| DOMINICAN REPUBLIC 6.850000% 01/27/2045 (Gobierno de la Republica Dominicana) | Long | Debt | DO | $1M | – | 0.09 |
| DOMINICAN REPUBLIC 7.050000% 02/03/2031 (Gobierno de la Republica Dominicana) | Long | Debt | DO | $7M | – | 0.44 |
| DOMINICAN REPUBLIC 7.050000% 02/03/2031 (Gobierno de la Republica Dominicana) | Long | Debt | DO | $477K | – | 0.03 |
| DOMINICAN REPUBLIC 9.750000% 06/05/2026 (Gobierno de la Republica Dominicana) | Long | Debt | DO | $420K | – | 0.03 |
| DOMINICAN REPUBLIC CENTRAL BANK NOTES 144A 13.000000% 12/05/2025 (Banco Central de la Republica Dominicana) | Long | Debt | DO | $6M | – | 0.39 |
| DOMINICAN REPUBLIC INTERNATIONAL BOND 144A 13.625000% 02/03/2033 (Gobierno de la Republica Dominicana) | Long | Debt | US | $180K | – | 0.01 |
| ECOPETROL SA 5.875000% 11/02/2051 (ECOPETROL S.A.) | Long | Debt | CO | $1M | – | 0.06 |
| ECOPETROL SA 5.875000% 11/02/2051 (ECOPETROL S.A.) | Long | Debt | CO | $349K | – | 0.02 |
| ECOPETROL SA 6.875000% 04/29/2030 (ECOPETROL S.A.) | Long | Debt | CO | $656K | – | 0.04 |
| ECOPETROL SA 8.875000% 01/13/2033 (ECOPETROL S.A.) | Long | Debt | CO | $536K | – | 0.03 |
| ECUADOR GOVERNMENT INTERNATIONAL BOND 144A 2.500000% 07/31/2040 (Republica del Ecuador) | Long | Debt | EC | $521K | – | 0.03 |
| ECUADOR GOVERNMENT INTERNATIONAL BOND 144A 3.500000% 07/31/2035 (Republica del Ecuador) | Long | Debt | EC | $935K | – | 0.06 |
| ECUADOR GOVERNMENT INTERNATIONAL BOND 144A 6.000000% 07/31/2030 (Republica del Ecuador) | Long | Debt | EC | $3M | – | 0.19 |
| ECUADOR GOVERNMENT INTERNATIONAL BOND 144A ZERO COUPON 07/31/2030 (Republica del Ecuador) | Long | Debt | EC | $400K | – | 0.02 |
| ECUADOR GOVERNMENT INTERNATIONAL BOND 144A ZERO COUPON 07/31/2030 (Republica del Ecuador) | Long | Debt | EC | $80K | – | 0.00 |
| EDO SUKUK LTD 144A 5.875000% 09/21/2033 (EDO Sukuk Limited) | Long | Debt | OM | $1M | – | 0.07 |
| EGYPT GOVERNMENT BOND 14.664000% 10/06/2030 (Arab Republic of Egypt) | Long | Debt | EG | $99K | – | 0.01 |
| EGYPT GOVERNMENT INTERNATIONAL BOND 144A 8.700200% 03/01/2049 (Arab Republic of Egypt) | Long | Debt | EG | $201K | – | 0.01 |
| EGYPT GOVERNMENT INTERNATIONAL BOND MTN 5.625000% 04/16/2030 (Arab Republic of Egypt) | Long | Debt | EG | $966K | – | 0.06 |
| EGYPT GOVERNMENT INTERNATIONAL BOND MTN 6.375000% 04/11/2031 (Arab Republic of Egypt) | Long | Debt | EG | $2M | – | 0.13 |
| EGYPT GOVERNMENT INTERNATIONAL BOND MTN 7.300000% 09/30/2033 (Arab Republic of Egypt) | Long | Debt | EG | $4M | – | 0.22 |
| EGYPT TASKEEK CO 10.875000% 02/28/2026 (The Egyptian Financial Company for Sovereign Taskeek (S.A.E.)) | Long | Debt | EG | $2M | – | 0.10 |
| EGYPT TREASURY BILL ZERO COUPON 03/04/2025 (Arab Republic of Egypt) | Long | Debt | EG | $3M | – | 0.17 |
| EGYPT TREASURY BILL ZERO COUPON 03/18/2025 (Arab Republic of Egypt) | Long | Debt | EG | $3M | – | 0.17 |
| EGYPT TREASURY BILL ZERO COUPON 03/18/2025 (Arab Republic of Egypt) | Long | Debt | EG | $2M | – | 0.12 |
| EGYPT TREASURY BILL ZERO COUPON 06/04/2024 (Arab Republic of Egypt) | Long | Debt | EG | $882K | – | 0.05 |
| EGYPT TREASURY BILL ZERO COUPON 06/18/2024 (Arab Republic of Egypt) | Long | Debt | EG | $2M | – | 0.12 |
| EGYPT TREASURY BILL ZERO COUPON 09/10/2024 (Arab Republic of Egypt) | Long | Debt | EG | $377K | – | 0.02 |
| EGYPT TREASURY BILL ZERO COUPON 12/10/2024 (Arab Republic of Egypt) | Long | Debt | EG | $535K | – | 0.03 |
| EGYPT TREASURY BILL ZERO COUPON 12/17/2024 (Arab Republic of Egypt) | Long | Debt | EG | $4M | – | 0.24 |
| EGYPT TREASURY BILL ZERO COUPON 12/31/2024 (Arab Republic of Egypt) | Long | Debt | EG | $168K | – | 0.01 |
| EL SALVADOR GOVERNMENT INTERNATIONAL BOND 144A 0.250000% 04/17/2030 (Republica de El Salvador) | Long | Debt | SV | $13K | – | 0.00 |
| EL SALVADOR GOVERNMENT INTERNATIONAL BOND 144A 9.250000% 04/17/2030 (Republica de El Salvador) | Long | Debt | SV | $373K | – | 0.02 |
| EL SALVADOR GOVERNMENT INTERNATIONAL BOND 144A 9.250000% 04/17/2030 (Republica de El Salvador) | Long | Debt | SV | $297K | – | 0.02 |
| EMIRATE OF DUBAI GOVERNMENT INTERNATIONAL BONDS MT 3.900000% 09/09/2050 | Long | Debt | AE | $485K | – | 0.03 |
| EMPRESA DE LOS FERROCARRILES DEL ESTADO 3.068000% 08/18/2050 | Long | Debt | CL | $179K | – | 0.01 |
| EMPRESA DE LOS FERROCARRILES DEL ESTADO 3.830000% 09/14/2061 | Long | Debt | CL | $323K | – | 0.02 |
| EMPRESA DE TRANSMISION ELECTRICA SA 144A 5.125000% 05/02/2049 (EMPRESA DE TRANSMISION ELECTRICA, S.A.) | Long | Debt | PA | $624K | – | 0.04 |
| EMPRESA NACIONAL DEL PETROLEO 144A 3.450000% 09/16/2031 | Long | Debt | CL | $427K | – | 0.03 |
| EMPRESA NACIONAL DEL PETROLEO 144A 6.150000% 05/10/2033 | Long | Debt | CL | $218K | – | 0.01 |
| EMPRESA NACIONAL DEL PETROLEO 4.500000% 09/14/2047 | Long | Debt | CL | $259K | – | 0.02 |
| EMPRESA NACIONAL DEL PETROLEO 6.150000% 05/10/2033 | Long | Debt | CL | $3M | – | 0.16 |
| EMPRESAS PUBLICAS DE MEDELLIN ESP 144A 7.625000% 09/10/2024 (Empresas Publicas de Medellin E.S.P.) | Long | Debt | CO | $565K | – | 0.03 |
| EMPRESAS PUBLICAS DE MEDELLIN ESP 144A 8.375000% 11/08/2027 (Empresas Publicas de Medellin E.S.P.) | Long | Debt | CO | $827K | – | 0.05 |
| Empresas Publicas de Medellin ESP 7.625000% 09/10/2024 (Empresas Publicas de Medellin E.S.P.) | Long | Debt | CO | $464K | – | 0.03 |
| ESKOM HOLDINGS SOC LTD 4.314000% 07/23/2027 (ESKOM HOLDINGS SOC LIMITED) | Long | Debt | ZA | $1M | – | 0.07 |
| ESKOM HOLDINGS SOC LTD MTN 7.500000% 09/15/2033 (ESKOM HOLDINGS SOC LIMITED) | Long | Debt | ZA | $2M | – | 0.12 |
| ESKOM HOLDINGS SOC LTD MTN 8.450000% 08/10/2028 (ESKOM HOLDINGS SOC LIMITED) | Long | Debt | ZA | $2M | – | 0.11 |
| ETHIOPIA INTERNATIONAL BOND 144A 6.625000% 12/11/2024 (Federal Democratic Republic of Ethiopia) | Long | Debt | ET | $382K | – | 0.02 |
| EURO-BOBL FUTURE JUN24 FINANCIAL COMMODITY FUTURE. (Bundesrepublik Deutschland) | Derivative-interest rate | DE | $-6M | – | -0.36 | |
| EURO-BOBL FUTURE SEP24 FINANCIAL COMMODITY FUTURE. (Bundesrepublik Deutschland) | Derivative-interest rate | DE | $4M | – | 0.25 | |
| EURO-BUND FUTURE JUN24 FINANCIAL COMMODITY FUTURE. (Bundesrepublik Deutschland) | Derivative-interest rate | DE | $-22M | – | -1.35 | |
| EURO-BUXL 30Y BND JUN24 FINANCIAL COMMODITY FUTURE. (Bundesrepublik Deutschland) | Derivative-interest rate | DE | $-4M | – | -0.24 | |
| EURO-SCHATZ FUT JUN24 FINANCIAL COMMODITY FUTURE. (Bundesrepublik Deutschland) | Derivative-interest rate | DE | $-456K | – | -0.03 | |
| EXPORT-IMPORT BANK OF INDIA MTN 2.250000% 01/13/2031 | Long | Debt | IN | $1M | – | 0.06 |
| EXPORT-IMPORT BANK OF INDIA MTN 3.250000% 01/15/2030 | Long | Debt | IN | $487K | – | 0.03 |
| EXPORT-IMPORT BK INDIA 5.500000% 01/18/2033 (EXPORT-IMPORT BANK OF INDIA) | Long | Debt | IN | $876K | – | 0.05 |
| FED REPUBLIC OF BRAZIL 4.750000% 01/14/2050 (Republica Federativa do Brasil) | Long | Debt | BR | $2M | – | 0.10 |
| FED REPUBLIC OF BRAZIL 4.750000% 01/14/2050 (Republica Federativa do Brasil) | Long | Debt | BR | $1M | – | 0.07 |
| FED REPUBLIC OF BRAZIL 5.000000% 01/27/2045 (Republica Federativa do Brasil) | Long | Debt | BR | $154K | – | 0.01 |
| FED REPUBLIC OF BRAZIL 5.625000% 02/21/2047 (Republica Federativa do Brasil) | Long | Debt | BR | $1M | – | 0.07 |
| FED REPUBLIC OF BRAZIL 6.000000% 10/20/2033 (Republica Federativa do Brasil) | Long | Debt | BR | $1M | – | 0.07 |
| FED REPUBLIC OF BRAZIL 6.125000% 03/15/2034 (Republica Federativa do Brasil) | Long | Debt | BR | $3M | – | 0.19 |
| FED REPUBLIC OF BRAZIL 6.250000% 03/18/2031 (Republica Federativa do Brasil) | Long | Debt | BR | $226K | – | 0.01 |
| FED REPUBLIC OF BRAZIL 7.125000% 05/13/2054 (Republica Federativa do Brasil) | Long | Debt | BR | $3M | – | 0.17 |
| FEDERAL REP OF ETHIOPIA 6.625000% 12/11/2024 (Federal Democratic Republic of Ethiopia) | Long | Debt | ET | $1M | – | 0.07 |
| FEDERAL REP OF ETHIOPIA 6.625000% 12/11/2024 (Federal Democratic Republic of Ethiopia) | Long | Debt | ET | $303K | – | 0.02 |
| FINANCE DEPARTMENT GOVERNMENT OF SHARJAH MTN 4.000000% 07/28/2050 (Emirate of Sharjah) | Long | Debt | AE | $1M | – | 0.09 |
| FINANCE DEPARTMENT GOVERNMENT OF SHARJAH MTN 4.000000% 07/28/2050 (Emirate of Sharjah) | Long | Debt | AE | $1M | – | 0.07 |
| FINANCIERA DE DESARROLLO TERRITORIAL SA FINDETER 1 7.875000% 08/12/2024 (Financiera de Desarrollo Territorial S.A.) | Long | Debt | CO | $359K | – | 0.02 |
| FINDETER 7.875000% 08/12/2024 (Financiera de Desarrollo Territorial S.A.) | Long | Debt | CO | $279K | – | 0.02 |
| FX Forward Contract: ARS/USD SETTLE 2024-06-18 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | AR | $-154K | – | -0.01 | |
| FX Forward Contract: BRL/USD SETTLE 2024-06-03 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | BR | $1K | – | 0.00 | |
| FX Forward Contract: BRL/USD SETTLE 2024-06-03 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | BR | $-12K | – | -0.00 | |
| FX Forward Contract: BRL/USD SETTLE 2024-06-03 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | BR | $-13K | – | -0.00 | |
| FX Forward Contract: BRL/USD SETTLE 2024-06-03 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | BR | $-21K | – | -0.00 | |
| FX Forward Contract: BRL/USD SETTLE 2024-06-03 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | BR | $-26K | – | -0.00 | |
| FX Forward Contract: BRL/USD SETTLE 2024-06-03 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | BR | $-244K | – | -0.01 | |
| FX Forward Contract: BRL/USD SETTLE 2024-06-03 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | BR | $-1M | – | -0.08 | |
| FX Forward Contract: BRL/USD SETTLE 2024-06-04 (GOLDMAN SACHS & CO) | Derivative-foreign exchange | BR | $19K | – | 0.00 | |
| FX Forward Contract: BRL/USD SETTLE 2024-06-04 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | BR | $-5K | – | -0.00 | |
| FX Forward Contract: BRL/USD SETTLE 2024-06-04 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | BR | $-6K | – | -0.00 | |
| FX Forward Contract: BRL/USD SETTLE 2024-06-04 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | BR | $-6K | – | -0.00 | |
| FX Forward Contract: BRL/USD SETTLE 2024-06-04 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | BR | $-13K | – | -0.00 | |
| FX Forward Contract: BRL/USD SETTLE 2024-06-04 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | BR | $-25K | – | -0.00 | |
| FX Forward Contract: BRL/USD SETTLE 2024-06-04 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | BR | $-31K | – | -0.00 | |
| FX Forward Contract: BRL/USD SETTLE 2024-06-04 (GOLDMAN SACHS & CO) | Derivative-foreign exchange | BR | $-75K | – | -0.00 | |
| FX Forward Contract: BRL/USD SETTLE 2024-06-04 (GOLDMAN SACHS & CO) | Derivative-foreign exchange | BR | $-174K | – | -0.01 | |
| FX Forward Contract: BRL/USD SETTLE 2024-06-04 (GOLDMAN SACHS & CO) | Derivative-foreign exchange | BR | $-176K | – | -0.01 | |
| FX Forward Contract: BRL/USD SETTLE 2024-06-04 (GOLDMAN SACHS & CO) | Derivative-foreign exchange | BR | $-278K | – | -0.02 | |
| FX Forward Contract: BRL/USD SETTLE 2024-06-04 (GOLDMAN SACHS & CO) | Derivative-foreign exchange | BR | $-305K | – | -0.02 | |
| FX Forward Contract: BRL/USD SETTLE 2024-06-04 (GOLDMAN SACHS & CO) | Derivative-foreign exchange | BR | $-1M | – | -0.07 | |
| FX Forward Contract: BRL/USD SETTLE 2024-06-10 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | BR | $-2K | – | -0.00 | |
| FX Forward Contract: BRL/USD SETTLE 2024-06-10 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | BR | $-4K | – | -0.00 | |
| FX Forward Contract: BRL/USD SETTLE 2024-06-10 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | BR | $-14K | – | -0.00 | |
| FX Forward Contract: BRL/USD SETTLE 2024-06-10 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | BR | $-15K | – | -0.00 | |
| FX Forward Contract: BRL/USD SETTLE 2024-06-10 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | BR | $-20K | – | -0.00 | |
| FX Forward Contract: BRL/USD SETTLE 2024-06-10 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | BR | $-20K | – | -0.00 | |
| FX Forward Contract: BRL/USD SETTLE 2024-06-10 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | BR | $-24K | – | -0.00 | |
| FX Forward Contract: BRL/USD SETTLE 2024-08-19 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | BR | $-94K | – | -0.01 | |
| FX Forward Contract: BRL/USD SETTLE 2024-09-04 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | BR | $-408K | – | -0.03 | |
| FX Forward Contract: BRL/USD SETTLE 2024-09-04 (GOLDMAN SACHS & CO) | Derivative-foreign exchange | BR | $-831K | – | -0.05 | |
| FX Forward Contract: BRL/USD SETTLE 2024-09-05 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | BR | $-84K | – | -0.01 | |
| FX Forward Contract: CLP/USD SETTLE 2024-06-10 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | CL | $3K | – | 0.00 | |
| FX Forward Contract: CLP/USD SETTLE 2024-06-21 (MERRILL LYNCH) | Derivative-foreign exchange | CL | $108K | – | 0.01 | |
| FX Forward Contract: CLP/USD SETTLE 2024-06-21 (MERRILL LYNCH) | Derivative-foreign exchange | CL | $55K | – | 0.00 | |
| FX Forward Contract: CLP/USD SETTLE 2024-06-21 (MERRILL LYNCH) | Derivative-foreign exchange | CL | $-32K | – | -0.00 | |
| FX Forward Contract: CNY/USD SETTLE 2024-06-03 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | CN | $-98K | – | -0.01 | |
| FX Forward Contract: CNY/USD SETTLE 2024-06-11 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | CN | $5K | – | 0.00 | |
| FX Forward Contract: CNY/USD SETTLE 2024-06-11 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | CN | $2K | – | 0.00 | |
| FX Forward Contract: CNY/USD SETTLE 2024-06-11 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | CN | $283.57 | – | 0.00 | |
| FX Forward Contract: CNY/USD SETTLE 2024-06-11 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | CN | $137.67 | – | 0.00 | |
| FX Forward Contract: CNY/USD SETTLE 2024-06-11 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | CN | $-288.6 | – | -0.00 | |
| FX Forward Contract: CNY/USD SETTLE 2024-06-20 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | CN | $19K | – | 0.00 | |
| FX Forward Contract: CNY/USD SETTLE 2024-06-20 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | CN | $10K | – | 0.00 | |
| FX Forward Contract: CNY/USD SETTLE 2024-06-20 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | CN | $8K | – | 0.00 | |
| FX Forward Contract: CNY/USD SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | CN | $8K | – | 0.00 | |
| FX Forward Contract: CNY/USD SETTLE 2024-06-20 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | CN | $7K | – | 0.00 | |
| FX Forward Contract: CNY/USD SETTLE 2024-06-20 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | CN | $5K | – | 0.00 | |
| FX Forward Contract: CNY/USD SETTLE 2024-06-20 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | CN | $2K | – | 0.00 | |
| FX Forward Contract: CNY/USD SETTLE 2024-06-20 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | CN | $-1K | – | -0.00 | |
| FX Forward Contract: CNY/USD SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | CN | $-7K | – | -0.00 | |
| FX Forward Contract: CNY/USD SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | CN | $-8K | – | -0.00 | |
| FX Forward Contract: CNY/USD SETTLE 2024-06-20 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | CN | $-12K | – | -0.00 | |
| FX Forward Contract: CNY/USD SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | CN | $-15K | – | -0.00 | |
| FX Forward Contract: CNY/USD SETTLE 2024-07-19 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | CN | $22K | – | 0.00 | |
| FX Forward Contract: CNY/USD SETTLE 2024-07-19 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | CN | $15K | – | 0.00 | |
| FX Forward Contract: CNY/USD SETTLE 2024-09-03 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | CN | $88K | – | 0.01 | |
| FX Forward Contract: CNY/USD SETTLE 2024-09-19 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | CN | $387.19 | – | 0.00 | |
| FX Forward Contract: COP/USD SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | CO | $-121K | – | -0.01 | |
| FX Forward Contract: COP/USD SETTLE 2024-06-27 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | CO | $-30K | – | -0.00 | |
| FX Forward Contract: CZK/EUR SETTLE 2024-06-20 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | CZ | $18K | – | 0.00 | |
| FX Forward Contract: CZK/EUR SETTLE 2024-06-20 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | CZ | $15K | – | 0.00 | |
| FX Forward Contract: CZK/EUR SETTLE 2024-06-20 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | CZ | $15K | – | 0.00 | |
| FX Forward Contract: CZK/EUR SETTLE 2024-06-20 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | CZ | $13K | – | 0.00 | |
| FX Forward Contract: CZK/EUR SETTLE 2024-06-20 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | CZ | $11K | – | 0.00 | |
| FX Forward Contract: CZK/EUR SETTLE 2024-06-20 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | CZ | $9K | – | 0.00 | |
| FX Forward Contract: CZK/EUR SETTLE 2024-06-20 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | CZ | $8K | – | 0.00 | |
| FX Forward Contract: CZK/EUR SETTLE 2024-06-20 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | CZ | $6K | – | 0.00 | |
| FX Forward Contract: CZK/EUR SETTLE 2024-06-20 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | CZ | $167.75 | – | 0.00 | |
| FX Forward Contract: CZK/USD SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | CZ | $112K | – | 0.01 | |
| FX Forward Contract: CZK/USD SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | CZ | $12K | – | 0.00 | |
| FX Forward Contract: EGP/USD SETTLE 2025-01-22 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | EG | $-47K | – | -0.00 | |
| FX Forward Contract: EUR/CZK SETTLE 2024-06-20 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | XX | $-28K | – | -0.00 | |
| FX Forward Contract: EUR/CZK SETTLE 2024-06-20 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | XX | $-46K | – | -0.00 | |
| FX Forward Contract: EUR/CZK SETTLE 2024-06-20 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | XX | $-60K | – | -0.00 | |
| FX Forward Contract: EUR/HUF SETTLE 2024-07-08 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | XX | $6K | – | 0.00 | |
| FX Forward Contract: EUR/HUF SETTLE 2024-07-08 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | XX | $234.79 | – | 0.00 | |
| FX Forward Contract: EUR/HUF SETTLE 2024-07-08 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | XX | $-648.66 | – | -0.00 | |
| FX Forward Contract: EUR/PLN SETTLE 2024-06-20 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | XX | $887.69 | – | 0.00 | |
| FX Forward Contract: EUR/PLN SETTLE 2024-06-20 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | XX | $-3K | – | -0.00 | |
| FX Forward Contract: EUR/PLN SETTLE 2024-06-20 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | XX | $-5K | – | -0.00 | |
| FX Forward Contract: EUR/PLN SETTLE 2024-06-20 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | XX | $-6K | – | -0.00 | |
| FX Forward Contract: EUR/PLN SETTLE 2024-06-20 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | XX | $-6K | – | -0.00 | |
| FX Forward Contract: EUR/PLN SETTLE 2024-06-20 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | XX | $-8K | – | -0.00 | |
| FX Forward Contract: EUR/PLN SETTLE 2024-06-20 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | XX | $-9K | – | -0.00 | |
| FX Forward Contract: EUR/PLN SETTLE 2024-06-20 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | XX | $-12K | – | -0.00 | |
| FX Forward Contract: EUR/PLN SETTLE 2024-06-20 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | XX | $-13K | – | -0.00 | |
| FX Forward Contract: EUR/RON SETTLE 2024-07-18 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | XX | $-1K | – | -0.00 | |
| FX Forward Contract: EUR/RON SETTLE 2024-07-18 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | XX | $-2K | – | -0.00 | |
| FX Forward Contract: EUR/RON SETTLE 2024-07-18 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | XX | $-5K | – | -0.00 | |
| FX Forward Contract: EUR/USD SETTLE 2024-06-03 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | XX | $108K | – | 0.01 | |
| FX Forward Contract: EUR/USD SETTLE 2024-06-05 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | XX | $7K | – | 0.00 | |
| FX Forward Contract: EUR/USD SETTLE 2024-06-05 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | XX | $5K | – | 0.00 | |
| FX Forward Contract: EUR/USD SETTLE 2024-06-05 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | XX | $4K | – | 0.00 | |
| FX Forward Contract: EUR/USD SETTLE 2024-06-05 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | XX | $4K | – | 0.00 | |
| FX Forward Contract: EUR/USD SETTLE 2024-06-05 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | XX | $-13K | – | -0.00 | |
| FX Forward Contract: EUR/USD SETTLE 2024-06-20 (GOLDMAN SACHS & CO) | Derivative-foreign exchange | XX | $55K | – | 0.00 | |
| FX Forward Contract: EUR/USD SETTLE 2024-06-20 (GOLDMAN SACHS & CO) | Derivative-foreign exchange | XX | $48K | – | 0.00 | |
| FX Forward Contract: EUR/USD SETTLE 2024-06-20 (GOLDMAN SACHS & CO) | Derivative-foreign exchange | XX | $25K | – | 0.00 | |
| FX Forward Contract: EUR/USD SETTLE 2024-06-20 (GOLDMAN SACHS & CO) | Derivative-foreign exchange | XX | $20K | – | 0.00 | |
| FX Forward Contract: EUR/USD SETTLE 2024-06-20 (GOLDMAN SACHS & CO) | Derivative-foreign exchange | XX | $14K | – | 0.00 | |
| FX Forward Contract: EUR/USD SETTLE 2024-06-20 (GOLDMAN SACHS & CO) | Derivative-foreign exchange | XX | $11K | – | 0.00 | |
| FX Forward Contract: EUR/USD SETTLE 2024-06-20 (GOLDMAN SACHS & CO) | Derivative-foreign exchange | XX | $871.63 | – | 0.00 | |
| FX Forward Contract: EUR/USD SETTLE 2024-06-20 (GOLDMAN SACHS & CO) | Derivative-foreign exchange | XX | $-7K | – | -0.00 | |
| FX Forward Contract: GBP/USD SETTLE 2024-07-16 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | GB | $11K | – | 0.00 | |
| FX Forward Contract: GHS/USD SETTLE 2024-06-20 (STANDARD BANK) | Derivative-foreign exchange | GH | $-27K | – | -0.00 | |
| FX Forward Contract: GHS/USD SETTLE 2024-06-20 (STANDARD BANK) | Derivative-foreign exchange | GH | $-58K | – | -0.00 | |
| FX Forward Contract: GHS/USD SETTLE 2024-06-20 (STANDARD BANK) | Derivative-foreign exchange | GH | $-64K | – | -0.00 | |
| FX Forward Contract: GHS/USD SETTLE 2024-06-20 (STANDARD BANK) | Derivative-foreign exchange | GH | $-148K | – | -0.01 | |
| FX Forward Contract: HUF/EUR SETTLE 2024-07-08 (BNP PARIBAS) | Derivative-foreign exchange | HU | $-17K | – | -0.00 | |
| FX Forward Contract: HUF/EUR SETTLE 2024-07-08 (BNP PARIBAS) | Derivative-foreign exchange | HU | $-20K | – | -0.00 | |
| FX Forward Contract: HUF/USD SETTLE 2024-06-10 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | HU | $80K | – | 0.00 | |
| FX Forward Contract: HUF/USD SETTLE 2024-06-10 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | HU | $5K | – | 0.00 | |
| FX Forward Contract: HUF/USD SETTLE 2024-06-10 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | HU | $3K | – | 0.00 | |
| FX Forward Contract: HUF/USD SETTLE 2024-06-10 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | HU | $2K | – | 0.00 | |
| FX Forward Contract: HUF/USD SETTLE 2024-06-10 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | HU | $2K | – | 0.00 | |
| FX Forward Contract: HUF/USD SETTLE 2024-06-10 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | HU | $1K | – | 0.00 | |
| FX Forward Contract: HUF/USD SETTLE 2024-06-20 (GOLDMAN, SACHS & CO.) | Derivative-foreign exchange | HU | $13K | – | 0.00 | |
| FX Forward Contract: HUF/USD SETTLE 2024-06-20 (GOLDMAN, SACHS & CO.) | Derivative-foreign exchange | HU | $-1K | – | -0.00 | |
| FX Forward Contract: HUF/USD SETTLE 2024-07-15 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | HU | $7K | – | 0.00 | |
| FX Forward Contract: HUF/USD SETTLE 2024-07-15 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | HU | $6K | – | 0.00 | |
| FX Forward Contract: HUF/USD SETTLE 2024-07-15 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | HU | $2K | – | 0.00 | |
| FX Forward Contract: HUF/USD SETTLE 2024-08-21 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | HU | $6K | – | 0.00 | |
| FX Forward Contract: HUF/USD SETTLE 2024-09-09 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | HU | $13K | – | 0.00 | |
| FX Forward Contract: IDR/USD SETTLE 2024-06-05 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | ID | $-123K | – | -0.01 | |
| FX Forward Contract: IDR/USD SETTLE 2024-06-06 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | ID | $90.24 | – | 0.00 | |
| FX Forward Contract: IDR/USD SETTLE 2024-06-06 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | ID | $-55.51 | – | -0.00 | |
| FX Forward Contract: IDR/USD SETTLE 2024-06-06 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | ID | $-23K | – | -0.00 | |
| FX Forward Contract: IDR/USD SETTLE 2024-06-06 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | ID | $-36K | – | -0.00 | |
| FX Forward Contract: IDR/USD SETTLE 2024-06-20 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | ID | $1K | – | 0.00 | |
| FX Forward Contract: IDR/USD SETTLE 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | ID | $637.74 | – | 0.00 | |
| FX Forward Contract: IDR/USD SETTLE 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | ID | $-2K | – | -0.00 | |
| FX Forward Contract: IDR/USD SETTLE 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | ID | $-3K | – | -0.00 | |
| FX Forward Contract: IDR/USD SETTLE 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | ID | $-6K | – | -0.00 | |
| FX Forward Contract: IDR/USD SETTLE 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | ID | $-6K | – | -0.00 | |
| FX Forward Contract: IDR/USD SETTLE 2024-06-20 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | ID | $-19K | – | -0.00 | |
| FX Forward Contract: IDR/USD SETTLE 2024-06-20 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | ID | $-34K | – | -0.00 | |
| FX Forward Contract: IDR/USD SETTLE 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | ID | $-38K | – | -0.00 | |
| FX Forward Contract: IDR/USD SETTLE 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | ID | $-49K | – | -0.00 | |
| FX Forward Contract: IDR/USD SETTLE 2024-06-20 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | ID | $-67K | – | -0.00 | |
| FX Forward Contract: IDR/USD SETTLE 2024-06-20 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | ID | $-89K | – | -0.01 | |
| FX Forward Contract: IDR/USD SETTLE 2024-06-20 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | ID | $-138K | – | -0.01 | |
| FX Forward Contract: IDR/USD SETTLE 2024-06-20 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | ID | $-156K | – | -0.01 | |
| FX Forward Contract: IDR/USD SETTLE 2024-06-20 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | ID | $-292K | – | -0.02 | |
| FX Forward Contract: IDR/USD SETTLE 2024-06-21 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | ID | $-4K | – | -0.00 | |
| FX Forward Contract: IDR/USD SETTLE 2024-06-21 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | ID | $-5K | – | -0.00 | |
| FX Forward Contract: IDR/USD SETTLE 2024-06-21 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | ID | $-6K | – | -0.00 | |
| FX Forward Contract: INR/USD SETTLE 2024-06-03 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | IN | $2K | – | 0.00 | |
| FX Forward Contract: INR/USD SETTLE 2024-06-03 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | IN | $-1K | – | -0.00 | |
| FX Forward Contract: INR/USD SETTLE 2024-06-07 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | IN | $655.34 | – | 0.00 | |
| FX Forward Contract: INR/USD SETTLE 2024-06-07 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | IN | $376.21 | – | 0.00 | |
| FX Forward Contract: INR/USD SETTLE 2024-06-12 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | IN | $483.22 | – | 0.00 | |
| FX Forward Contract: INR/USD SETTLE 2024-06-20 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | IN | $-14K | – | -0.00 | |
| FX Forward Contract: INR/USD SETTLE 2024-06-20 (GOLDMAN SACHS & CO) | Derivative-foreign exchange | IN | $-21K | – | -0.00 | |
| FX Forward Contract: INR/USD SETTLE 2024-06-20 (GOLDMAN SACHS & CO) | Derivative-foreign exchange | IN | $-26K | – | -0.00 | |
| FX Forward Contract: INR/USD SETTLE 2024-06-26 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | IN | $-2K | – | -0.00 | |
| FX Forward Contract: INR/USD SETTLE 2024-07-12 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | IN | $-1K | – | -0.00 | |
| FX Forward Contract: INR/USD SETTLE 2024-07-25 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | IN | $679.84 | – | 0.00 | |
| FX Forward Contract: INR/USD SETTLE 2024-07-30 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | IN | $-6K | – | -0.00 | |
| FX Forward Contract: INR/USD SETTLE 2024-08-08 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | IN | $4K | – | 0.00 | |
| FX Forward Contract: KES/USD SETTLE 2024-08-02 (MERRILL LYNCH) | Derivative-foreign exchange | KE | $919K | – | 0.06 | |
| FX Forward Contract: KES/USD SETTLE 2024-08-02 (MERRILL LYNCH) | Derivative-foreign exchange | KE | $718K | – | 0.04 | |
| FX Forward Contract: KES/USD SETTLE 2024-08-02 (MERRILL LYNCH) | Derivative-foreign exchange | KE | $533K | – | 0.03 | |
| FX Forward Contract: KRW/USD SETTLE 2024-06-10 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | KR | $-95.02 | – | -0.00 | |
| FX Forward Contract: KRW/USD SETTLE 2024-06-10 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | KR | $-1K | – | -0.00 | |
| FX Forward Contract: KRW/USD SETTLE 2024-06-10 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | KR | $-2K | – | -0.00 | |
| FX Forward Contract: KRW/USD SETTLE 2024-06-10 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | KR | $-2K | – | -0.00 | |
| FX Forward Contract: KRW/USD SETTLE 2024-06-10 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | KR | $-10K | – | -0.00 | |
| FX Forward Contract: KRW/USD SETTLE 2024-06-10 (GOLDMAN SACHS & CO) | Derivative-foreign exchange | KR | $-22K | – | -0.00 | |
| FX Forward Contract: KRW/USD SETTLE 2024-06-10 (GOLDMAN SACHS & CO) | Derivative-foreign exchange | KR | $-24K | – | -0.00 | |
| FX Forward Contract: KRW/USD SETTLE 2024-06-10 (GOLDMAN SACHS & CO) | Derivative-foreign exchange | KR | $-51K | – | -0.00 | |
| FX Forward Contract: KRW/USD SETTLE 2024-06-20 (GOLDMAN SACHS & CO) | Derivative-foreign exchange | KR | $-7K | – | -0.00 | |
| FX Forward Contract: KRW/USD SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | KR | $-11K | – | -0.00 | |
| FX Forward Contract: KRW/USD SETTLE 2024-06-20 (GOLDMAN SACHS & CO) | Derivative-foreign exchange | KR | $-67K | – | -0.00 | |
| FX Forward Contract: KRW/USD SETTLE 2024-06-20 (GOLDMAN SACHS & CO) | Derivative-foreign exchange | KR | $-78K | – | -0.00 | |
| FX Forward Contract: KRW/USD SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | KR | $-316K | – | -0.02 | |
| FX Forward Contract: KRW/USD SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | KR | $-565K | – | -0.03 | |
| FX Forward Contract: KRW/USD SETTLE 2024-08-19 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | KR | $-4K | – | -0.00 | |
| FX Forward Contract: KRW/USD SETTLE 2024-08-19 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | KR | $-175K | – | -0.01 | |
| FX Forward Contract: MXN/USD SETTLE 2024-06-20 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | MX | $13K | – | 0.00 | |
| FX Forward Contract: MXN/USD SETTLE 2024-06-20 (GOLDMAN SACHS & CO) | Derivative-foreign exchange | MX | $5K | – | 0.00 | |
| FX Forward Contract: MXN/USD SETTLE 2024-06-20 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | MX | $-633.48 | – | -0.00 | |
| FX Forward Contract: MXN/USD SETTLE 2024-06-20 (GOLDMAN SACHS & CO) | Derivative-foreign exchange | MX | $-2K | – | -0.00 | |
| FX Forward Contract: MXN/USD SETTLE 2024-06-20 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | MX | $-2K | – | -0.00 | |
| FX Forward Contract: MXN/USD SETTLE 2024-06-20 (GOLDMAN SACHS & CO) | Derivative-foreign exchange | MX | $-2K | – | -0.00 | |
| FX Forward Contract: MXN/USD SETTLE 2024-06-20 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | MX | $-7K | – | -0.00 | |
| FX Forward Contract: MXN/USD SETTLE 2024-06-20 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | MX | $-8K | – | -0.00 | |
| FX Forward Contract: MXN/USD SETTLE 2024-06-20 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | MX | $-11K | – | -0.00 | |
| FX Forward Contract: MXN/USD SETTLE 2024-06-20 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | MX | $-12K | – | -0.00 | |
| FX Forward Contract: MXN/USD SETTLE 2024-06-20 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | MX | $-16K | – | -0.00 | |
| FX Forward Contract: MXN/USD SETTLE 2024-06-20 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | MX | $-18K | – | -0.00 | |
| FX Forward Contract: MXN/USD SETTLE 2024-06-20 (GOLDMAN SACHS & CO) | Derivative-foreign exchange | MX | $-25K | – | -0.00 | |
| FX Forward Contract: MXN/USD SETTLE 2024-06-20 (GOLDMAN SACHS & CO) | Derivative-foreign exchange | MX | $-33K | – | -0.00 | |
| FX Forward Contract: MXN/USD SETTLE 2024-06-20 (GOLDMAN SACHS & CO) | Derivative-foreign exchange | MX | $-50K | – | -0.00 | |
| FX Forward Contract: MYR/USD SETTLE 2024-06-20 (STANDARD BANK) | Derivative-foreign exchange | MY | $53K | – | 0.00 | |
| FX Forward Contract: MYR/USD SETTLE 2024-06-20 (STANDARD BANK) | Derivative-foreign exchange | MY | $50K | – | 0.00 | |
| FX Forward Contract: MYR/USD SETTLE 2024-06-20 (STANDARD BANK) | Derivative-foreign exchange | MY | $17K | – | 0.00 | |
| FX Forward Contract: MYR/USD SETTLE 2024-06-20 (MIDLAND WALWYN CAPITAL INC.) | Derivative-foreign exchange | MY | $9K | – | 0.00 | |
| FX Forward Contract: MYR/USD SETTLE 2024-06-20 (STANDARD BANK) | Derivative-foreign exchange | MY | $9K | – | 0.00 | |
| FX Forward Contract: MYR/USD SETTLE 2024-06-20 (MIDLAND WALWYN CAPITAL INC.) | Derivative-foreign exchange | MY | $8K | – | 0.00 | |
| FX Forward Contract: MYR/USD SETTLE 2024-06-20 (MIDLAND WALWYN CAPITAL INC.) | Derivative-foreign exchange | MY | $6K | – | 0.00 | |
| FX Forward Contract: MYR/USD SETTLE 2024-06-20 (STANDARD BANK) | Derivative-foreign exchange | MY | $5K | – | 0.00 | |
| FX Forward Contract: MYR/USD SETTLE 2024-06-20 (MIDLAND WALWYN CAPITAL INC.) | Derivative-foreign exchange | MY | $5K | – | 0.00 | |
| FX Forward Contract: MYR/USD SETTLE 2024-06-20 (STANDARD BANK) | Derivative-foreign exchange | MY | $3K | – | 0.00 | |
| FX Forward Contract: MYR/USD SETTLE 2024-06-20 (STANDARD BANK) | Derivative-foreign exchange | MY | $3K | – | 0.00 | |
| FX Forward Contract: MYR/USD SETTLE 2024-06-20 (MIDLAND WALWYN CAPITAL INC.) | Derivative-foreign exchange | MY | $1K | – | 0.00 | |
| FX Forward Contract: MYR/USD SETTLE 2024-06-20 (MIDLAND WALWYN CAPITAL INC.) | Derivative-foreign exchange | MY | $931.51 | – | 0.00 | |
| FX Forward Contract: MYR/USD SETTLE 2024-06-20 (MIDLAND WALWYN CAPITAL INC.) | Derivative-foreign exchange | MY | $-5K | – | -0.00 | |
| FX Forward Contract: MYR/USD SETTLE 2024-06-20 (MIDLAND WALWYN CAPITAL INC.) | Derivative-foreign exchange | MY | $-5K | – | -0.00 | |
| FX Forward Contract: MYR/USD SETTLE 2024-06-20 (MIDLAND WALWYN CAPITAL INC.) | Derivative-foreign exchange | MY | $-7K | – | -0.00 | |
| FX Forward Contract: MYR/USD SETTLE 2024-06-20 (STANDARD BANK) | Derivative-foreign exchange | MY | $-9K | – | -0.00 | |
| FX Forward Contract: MYR/USD SETTLE 2024-06-20 (STANDARD BANK) | Derivative-foreign exchange | MY | $-42K | – | -0.00 | |
| FX Forward Contract: NGN/USD SETTLE 2024-07-26 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | NG | $-126K | – | -0.01 | |
| FX Forward Contract: NGN/USD SETTLE 2024-07-26 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | NG | $-126K | – | -0.01 | |
| FX Forward Contract: NGN/USD SETTLE 2024-11-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | NG | $46K | – | 0.00 | |
| FX Forward Contract: NGN/USD SETTLE 2024-11-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | NG | $34K | – | 0.00 | |
| FX Forward Contract: NGN/USD SETTLE 2024-11-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | NG | $26K | – | 0.00 | |
| FX Forward Contract: NGN/USD SETTLE 2024-11-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | NG | $-47K | – | -0.00 | |
| FX Forward Contract: NGN/USD SETTLE 2025-02-10 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | NG | $-4K | – | -0.00 | |
| FX Forward Contract: NGN/USD SETTLE 2025-02-10 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | NG | $-33K | – | -0.00 | |
| FX Forward Contract: NGN/USD SETTLE 2025-02-13 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | NG | $55K | – | 0.00 | |
| FX Forward Contract: NGN/USD SETTLE 2025-02-13 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | NG | $53K | – | 0.00 | |
| FX Forward Contract: NGN/USD SETTLE 2025-02-13 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | NG | $30K | – | 0.00 | |
| FX Forward Contract: NGN/USD SETTLE 2025-02-13 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | NG | $-45K | – | -0.00 | |
| FX Forward Contract: NGN/USD SETTLE 2025-05-20 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | NG | $5K | – | 0.00 | |
| FX Forward Contract: NGN/USD SETTLE 2025-05-20 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | NG | $-1K | – | -0.00 | |
| FX Forward Contract: PEN/USD SETTLE 2024-06-20 (MERRILL LYNCH) | Derivative-foreign exchange | PE | $2K | – | 0.00 | |
| FX Forward Contract: PEN/USD SETTLE 2024-06-20 (MERRILL LYNCH) | Derivative-foreign exchange | PE | $-7K | – | -0.00 | |
| FX Forward Contract: PHP/USD SETTLE 2024-06-03 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | PH | $-9K | – | -0.00 | |
| FX Forward Contract: PHP/USD SETTLE 2024-06-03 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | PH | $-39K | – | -0.00 | |
| FX Forward Contract: PHP/USD SETTLE 2024-06-20 (STANDARD BANK) | Derivative-foreign exchange | PH | $-183K | – | -0.01 | |
| FX Forward Contract: PHP/USD SETTLE 2024-06-20 (STANDARD BANK) | Derivative-foreign exchange | PH | $-212K | – | -0.01 | |
| FX Forward Contract: PHP/USD SETTLE 2024-06-20 (STANDARD BANK) | Derivative-foreign exchange | PH | $-456K | – | -0.03 | |
| FX Forward Contract: PHP/USD SETTLE 2024-07-15 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | PH | $-112K | – | -0.01 | |
| FX Forward Contract: PHP/USD SETTLE 2024-08-05 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | PH | $-707.04 | – | -0.00 | |
| FX Forward Contract: PHP/USD SETTLE 2024-08-05 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | PH | $-2K | – | -0.00 | |
| FX Forward Contract: PHP/USD SETTLE 2024-08-05 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | PH | $-28K | – | -0.00 | |
| FX Forward Contract: PHP/USD SETTLE 2024-08-19 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | PH | $-32K | – | -0.00 | |
| FX Forward Contract: PHP/USD SETTLE 2024-09-03 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | PH | $-5K | – | -0.00 | |
| FX Forward Contract: PKR/USD SETTLE 2025-03-19 (MERRILL LYNCH) | Derivative-foreign exchange | PK | $312K | – | 0.02 | |
| FX Forward Contract: PKR/USD SETTLE 2025-05-07 (MERRILL LYNCH) | Derivative-foreign exchange | PK | $151K | – | 0.01 | |
| FX Forward Contract: PLN/EUR SETTLE 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | PA | $51K | – | 0.00 | |
| FX Forward Contract: PLN/EUR SETTLE 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | PA | $41K | – | 0.00 | |
| FX Forward Contract: PLN/EUR SETTLE 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | PA | $30K | – | 0.00 | |
| FX Forward Contract: PLN/EUR SETTLE 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | PA | $18K | – | 0.00 | |
| FX Forward Contract: PLN/EUR SETTLE 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | PA | $12K | – | 0.00 | |
| FX Forward Contract: PLN/EUR SETTLE 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | PA | $5K | – | 0.00 | |
| FX Forward Contract: PLN/USD SETTLE 2024-06-20 (GOLDMAN SACHS & CO) | Derivative-foreign exchange | PA | $215K | – | 0.01 | |
| FX Forward Contract: PLN/USD SETTLE 2024-06-20 (GOLDMAN SACHS & CO) | Derivative-foreign exchange | PA | $212K | – | 0.01 | |
| FX Forward Contract: PLN/USD SETTLE 2024-06-20 (GOLDMAN SACHS & CO) | Derivative-foreign exchange | PA | $89K | – | 0.01 | |
| FX Forward Contract: PLN/USD SETTLE 2024-06-20 (GOLDMAN SACHS & CO) | Derivative-foreign exchange | PA | $56K | – | 0.00 | |
| FX Forward Contract: PLN/USD SETTLE 2024-06-20 (GOLDMAN SACHS & CO) | Derivative-foreign exchange | PA | $54K | – | 0.00 | |
| FX Forward Contract: PLN/USD SETTLE 2024-06-20 (GOLDMAN SACHS & CO) | Derivative-foreign exchange | PA | $25K | – | 0.00 | |
| FX Forward Contract: PLN/USD SETTLE 2024-06-20 (GOLDMAN SACHS & CO) | Derivative-foreign exchange | PA | $9K | – | 0.00 | |
| FX Forward Contract: PLN/USD SETTLE 2024-06-20 (GOLDMAN SACHS & CO) | Derivative-foreign exchange | PA | $8K | – | 0.00 | |
| FX Forward Contract: PLN/USD SETTLE 2024-06-20 (GOLDMAN SACHS & CO) | Derivative-foreign exchange | PA | $7K | – | 0.00 | |
| FX Forward Contract: PLN/USD SETTLE 2024-06-20 (GOLDMAN SACHS & CO) | Derivative-foreign exchange | PA | $4K | – | 0.00 | |
| FX Forward Contract: PLN/USD SETTLE 2024-06-20 (GOLDMAN SACHS & CO) | Derivative-foreign exchange | PA | $-3K | – | -0.00 | |
| FX Forward Contract: PLN/USD SETTLE 2024-07-15 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | PA | $1K | – | 0.00 | |
| FX Forward Contract: PLN/USD SETTLE 2024-08-12 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | PA | $155K | – | 0.01 | |
| FX Forward Contract: RON/EUR SETTLE 2024-07-18 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | RO | $6K | – | 0.00 | |
| FX Forward Contract: RON/USD SETTLE 2024-06-20 (BARCLAYS CAPITAL INC.) | Derivative-foreign exchange | RO | $2K | – | 0.00 | |
| FX Forward Contract: RON/USD SETTLE 2024-06-20 (BARCLAYS CAPITAL INC.) | Derivative-foreign exchange | RO | $-94K | – | -0.01 | |
| FX Forward Contract: RON/USD SETTLE 2024-08-12 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | RO | $42K | – | 0.00 | |
| FX Forward Contract: SGD/USD SETTLE 2024-06-20 (GOLDMAN SACHS & CO) | Derivative-foreign exchange | SG | $-98K | – | -0.01 | |
| FX Forward Contract: SGD/USD SETTLE 2024-06-20 (GOLDMAN SACHS & CO) | Derivative-foreign exchange | SG | $-104K | – | -0.01 | |
| FX Forward Contract: THB/USD SETTLE 2024-06-10 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | TH | $786.41 | – | 0.00 | |
| FX Forward Contract: THB/USD SETTLE 2024-06-10 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | TH | $369.8 | – | 0.00 | |
| FX Forward Contract: THB/USD SETTLE 2024-06-10 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | TH | $-2K | – | -0.00 | |
| FX Forward Contract: THB/USD SETTLE 2024-06-10 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | TH | $-28K | – | -0.00 | |
| FX Forward Contract: THB/USD SETTLE 2024-06-10 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | TH | $-132K | – | -0.01 | |
| FX Forward Contract: THB/USD SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | TH | $17K | – | 0.00 | |
| FX Forward Contract: THB/USD SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | TH | $10K | – | 0.00 | |
| FX Forward Contract: THB/USD SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | TH | $6K | – | 0.00 | |
| FX Forward Contract: THB/USD SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | TH | $3K | – | 0.00 | |
| FX Forward Contract: THB/USD SETTLE 2024-06-20 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | TH | $862.64 | – | 0.00 | |
| FX Forward Contract: THB/USD SETTLE 2024-06-20 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | TH | $-172.71 | – | -0.00 | |
| FX Forward Contract: THB/USD SETTLE 2024-06-20 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | TH | $-363.16 | – | -0.00 | |
| FX Forward Contract: THB/USD SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | TH | $-618.27 | – | -0.00 | |
| FX Forward Contract: THB/USD SETTLE 2024-06-20 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | TH | $-2K | – | -0.00 | |
| FX Forward Contract: THB/USD SETTLE 2024-06-20 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | TH | $-6K | – | -0.00 | |
| FX Forward Contract: THB/USD SETTLE 2024-06-20 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | TH | $-20K | – | -0.00 | |
| FX Forward Contract: THB/USD SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | TH | $-21K | – | -0.00 | |
| FX Forward Contract: THB/USD SETTLE 2024-06-20 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | TH | $-59K | – | -0.00 | |
| FX Forward Contract: THB/USD SETTLE 2024-06-20 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | TH | $-63K | – | -0.00 | |
| FX Forward Contract: THB/USD SETTLE 2024-06-20 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | TH | $-76K | – | -0.00 | |
| FX Forward Contract: THB/USD SETTLE 2024-06-20 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | TH | $-81K | – | -0.00 | |
| FX Forward Contract: THB/USD SETTLE 2024-06-20 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | TH | $-81K | – | -0.00 | |
| FX Forward Contract: THB/USD SETTLE 2024-06-25 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | TH | $-898.56 | – | -0.00 | |
| FX Forward Contract: THB/USD SETTLE 2024-07-11 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | TH | $-4K | – | -0.00 | |
| FX Forward Contract: THB/USD SETTLE 2024-07-18 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | TH | $-19K | – | -0.00 | |
| FX Forward Contract: THB/USD SETTLE 2024-09-09 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | TH | $40K | – | 0.00 | |
| FX Forward Contract: THB/USD SETTLE 2024-09-18 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | TH | $-5K | – | -0.00 | |
| FX Forward Contract: THB/USD SETTLE 2024-09-18 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | TH | $-5K | – | -0.00 | |
| FX Forward Contract: THB/USD SETTLE 2024-09-18 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | TH | $-6K | – | -0.00 | |
| FX Forward Contract: TRY/USD SETTLE 2024-06-20 (BARCLAYS CAPITAL INC.) | Derivative-foreign exchange | TR | $27K | – | 0.00 | |
| FX Forward Contract: TRY/USD SETTLE 2024-06-20 (BARCLAYS CAPITAL INC.) | Derivative-foreign exchange | TR | $27K | – | 0.00 | |
| FX Forward Contract: TRY/USD SETTLE 2024-06-20 (BARCLAYS CAPITAL INC.) | Derivative-foreign exchange | TR | $27K | – | 0.00 | |
| FX Forward Contract: TRY/USD SETTLE 2024-06-20 (BARCLAYS CAPITAL INC.) | Derivative-foreign exchange | TR | $27K | – | 0.00 | |
| FX Forward Contract: TRY/USD SETTLE 2024-06-20 (BARCLAYS CAPITAL INC.) | Derivative-foreign exchange | TR | $27K | – | 0.00 | |
| FX Forward Contract: TRY/USD SETTLE 2024-06-20 (BARCLAYS CAPITAL INC.) | Derivative-foreign exchange | TR | $27K | – | 0.00 | |
| FX Forward Contract: TRY/USD SETTLE 2024-06-20 (BARCLAYS CAPITAL INC.) | Derivative-foreign exchange | TR | $27K | – | 0.00 | |
| FX Forward Contract: TRY/USD SETTLE 2024-06-20 (BARCLAYS CAPITAL INC.) | Derivative-foreign exchange | TR | $27K | – | 0.00 | |
| FX Forward Contract: TRY/USD SETTLE 2024-06-20 (BARCLAYS CAPITAL INC.) | Derivative-foreign exchange | TR | $27K | – | 0.00 | |
| FX Forward Contract: TRY/USD SETTLE 2024-06-20 (BARCLAYS CAPITAL INC.) | Derivative-foreign exchange | TR | $27K | – | 0.00 | |
| FX Forward Contract: TRY/USD SETTLE 2024-06-20 (BARCLAYS CAPITAL INC.) | Derivative-foreign exchange | TR | $27K | – | 0.00 | |
| FX Forward Contract: TRY/USD SETTLE 2024-06-20 (BARCLAYS CAPITAL INC.) | Derivative-foreign exchange | TR | $27K | – | 0.00 | |
| FX Forward Contract: TRY/USD SETTLE 2024-06-20 (BARCLAYS CAPITAL INC.) | Derivative-foreign exchange | TR | $27K | – | 0.00 | |
| FX Forward Contract: TRY/USD SETTLE 2024-06-20 (BARCLAYS CAPITAL INC.) | Derivative-foreign exchange | TR | $17K | – | 0.00 | |
| FX Forward Contract: TRY/USD SETTLE 2024-07-16 (BARCLAYS CAPITAL INC.) | Derivative-foreign exchange | TR | $131K | – | 0.01 | |
| FX Forward Contract: TRY/USD SETTLE 2024-08-02 (BARCLAYS CAPITAL INC.) | Derivative-foreign exchange | TR | $27K | – | 0.00 | |
| FX Forward Contract: TRY/USD SETTLE 2024-09-18 (BARCLAYS CAPITAL INC.) | Derivative-foreign exchange | TR | $29K | – | 0.00 | |
| FX Forward Contract: TRY/USD SETTLE 2024-09-18 (BARCLAYS CAPITAL INC.) | Derivative-foreign exchange | TR | $29K | – | 0.00 | |
| FX Forward Contract: TRY/USD SETTLE 2024-09-18 (BARCLAYS CAPITAL INC.) | Derivative-foreign exchange | TR | $29K | – | 0.00 | |
| FX Forward Contract: TRY/USD SETTLE 2024-09-18 (BARCLAYS CAPITAL INC.) | Derivative-foreign exchange | TR | $29K | – | 0.00 | |
| FX Forward Contract: TRY/USD SETTLE 2024-09-18 (BARCLAYS CAPITAL INC.) | Derivative-foreign exchange | TR | $29K | – | 0.00 | |
| FX Forward Contract: TRY/USD SETTLE 2024-09-18 (BARCLAYS CAPITAL INC.) | Derivative-foreign exchange | TR | $29K | – | 0.00 | |
| FX Forward Contract: TRY/USD SETTLE 2024-09-18 (BARCLAYS CAPITAL INC.) | Derivative-foreign exchange | TR | $28K | – | 0.00 | |
| FX Forward Contract: TRY/USD SETTLE 2024-09-18 (BARCLAYS CAPITAL INC.) | Derivative-foreign exchange | TR | $28K | – | 0.00 | |
| FX Forward Contract: TRY/USD SETTLE 2024-09-18 (BARCLAYS CAPITAL INC.) | Derivative-foreign exchange | TR | $28K | – | 0.00 | |
| FX Forward Contract: TRY/USD SETTLE 2024-09-18 (BARCLAYS CAPITAL INC.) | Derivative-foreign exchange | TR | $28K | – | 0.00 | |
| FX Forward Contract: TRY/USD SETTLE 2024-09-18 (BARCLAYS CAPITAL INC.) | Derivative-foreign exchange | TR | $28K | – | 0.00 | |
| FX Forward Contract: TRY/USD SETTLE 2024-09-18 (BARCLAYS CAPITAL INC.) | Derivative-foreign exchange | TR | $28K | – | 0.00 | |
| FX Forward Contract: TRY/USD SETTLE 2024-09-18 (BARCLAYS CAPITAL INC.) | Derivative-foreign exchange | TR | $13K | – | 0.00 | |
| FX Forward Contract: TRY/USD SETTLE 2024-09-18 (BARCLAYS CAPITAL INC.) | Derivative-foreign exchange | TR | $12K | – | 0.00 | |
| FX Forward Contract: TRY/USD SETTLE 2024-12-18 (BARCLAYS CAPITAL INC.) | Derivative-foreign exchange | TR | $69K | – | 0.00 | |
| FX Forward Contract: TRY/USD SETTLE 2024-12-18 (BARCLAYS CAPITAL INC.) | Derivative-foreign exchange | TR | $34K | – | 0.00 | |
| FX Forward Contract: TRY/USD SETTLE 2024-12-18 (BARCLAYS CAPITAL INC.) | Derivative-foreign exchange | TR | $33K | – | 0.00 | |
| FX Forward Contract: TRY/USD SETTLE 2024-12-18 (BARCLAYS CAPITAL INC.) | Derivative-foreign exchange | TR | $10K | – | 0.00 | |
| FX Forward Contract: TRY/USD SETTLE 2025-01-09 (GOLDMAN SACHS & CO) | Derivative-foreign exchange | TR | $71K | – | 0.00 | |
| FX Forward Contract: TRY/USD SETTLE 2025-03-19 (BARCLAYS CAPITAL INC.) | Derivative-foreign exchange | TR | $35K | – | 0.00 | |
| FX Forward Contract: TRY/USD SETTLE 2025-03-19 (BARCLAYS CAPITAL INC.) | Derivative-foreign exchange | TR | $35K | – | 0.00 | |
| FX Forward Contract: TRY/USD SETTLE 2025-03-19 (BARCLAYS CAPITAL INC.) | Derivative-foreign exchange | TR | $35K | – | 0.00 | |
| FX Forward Contract: TRY/USD SETTLE 2025-03-19 (BARCLAYS CAPITAL INC.) | Derivative-foreign exchange | TR | $35K | – | 0.00 | |
| FX Forward Contract: TRY/USD SETTLE 2025-03-19 (BARCLAYS CAPITAL INC.) | Derivative-foreign exchange | TR | $35K | – | 0.00 | |
| FX Forward Contract: TRY/USD SETTLE 2025-03-19 (BARCLAYS CAPITAL INC.) | Derivative-foreign exchange | TR | $35K | – | 0.00 | |
| FX Forward Contract: TRY/USD SETTLE 2025-03-19 (BARCLAYS CAPITAL INC.) | Derivative-foreign exchange | TR | $35K | – | 0.00 | |
| FX Forward Contract: TRY/USD SETTLE 2025-03-19 (BARCLAYS CAPITAL INC.) | Derivative-foreign exchange | TR | $35K | – | 0.00 | |
| FX Forward Contract: TRY/USD SETTLE 2025-03-19 (BARCLAYS CAPITAL INC.) | Derivative-foreign exchange | TR | $33K | – | 0.00 | |
| FX Forward Contract: TRY/USD SETTLE 2025-03-19 (BARCLAYS CAPITAL INC.) | Derivative-foreign exchange | TR | $33K | – | 0.00 | |
| FX Forward Contract: TRY/USD SETTLE 2025-03-19 (BARCLAYS CAPITAL INC.) | Derivative-foreign exchange | TR | $33K | – | 0.00 | |
| FX Forward Contract: TRY/USD SETTLE 2025-03-19 (BARCLAYS CAPITAL INC.) | Derivative-foreign exchange | TR | $33K | – | 0.00 | |
| FX Forward Contract: TRY/USD SETTLE 2025-03-19 (BARCLAYS CAPITAL INC.) | Derivative-foreign exchange | TR | $33K | – | 0.00 | |
| FX Forward Contract: TRY/USD SETTLE 2025-03-19 (BARCLAYS CAPITAL INC.) | Derivative-foreign exchange | TR | $33K | – | 0.00 | |
| FX Forward Contract: TRY/USD SETTLE 2025-03-19 (BARCLAYS CAPITAL INC.) | Derivative-foreign exchange | TR | $33K | – | 0.00 | |
| FX Forward Contract: TRY/USD SETTLE 2025-03-19 (BARCLAYS CAPITAL INC.) | Derivative-foreign exchange | TR | $33K | – | 0.00 | |
| FX Forward Contract: TRY/USD SETTLE 2025-03-19 (BARCLAYS CAPITAL INC.) | Derivative-foreign exchange | TR | $33K | – | 0.00 | |
| FX Forward Contract: TRY/USD SETTLE 2025-03-19 (BARCLAYS CAPITAL INC.) | Derivative-foreign exchange | TR | $33K | – | 0.00 | |
| FX Forward Contract: TRY/USD SETTLE 2025-03-19 (BARCLAYS CAPITAL INC.) | Derivative-foreign exchange | TR | $33K | – | 0.00 | |
| FX Forward Contract: TRY/USD SETTLE 2025-03-19 (BARCLAYS CAPITAL INC.) | Derivative-foreign exchange | TR | $33K | – | 0.00 | |
| FX Forward Contract: TRY/USD SETTLE 2025-03-19 (BARCLAYS CAPITAL INC.) | Derivative-foreign exchange | TR | $16K | – | 0.00 | |
| FX Forward Contract: TRY/USD SETTLE 2025-03-19 (BARCLAYS CAPITAL INC.) | Derivative-foreign exchange | TR | $6K | – | 0.00 | |
| FX Forward Contract: TRY/USD SETTLE 2025-03-24 (GOLDMAN SACHS & CO) | Derivative-foreign exchange | TR | $76K | – | 0.00 | |
| FX Forward Contract: TRY/USD SETTLE 2025-03-24 (GOLDMAN SACHS & CO) | Derivative-foreign exchange | TR | $70K | – | 0.00 | |
| FX Forward Contract: TRY/USD SETTLE 2025-05-07 (BARCLAYS CAPITAL INC.) | Derivative-foreign exchange | TR | $47K | – | 0.00 | |
| FX Forward Contract: TRY/USD SETTLE 2025-05-07 (BARCLAYS CAPITAL INC.) | Derivative-foreign exchange | TR | $46K | – | 0.00 | |
| FX Forward Contract: TRY/USD SETTLE 2025-05-27 (GOLDMAN SACHS & CO) | Derivative-foreign exchange | TR | $44K | – | 0.00 | |
| FX Forward Contract: TRY/USD SETTLE 2025-06-18 (BARCLAYS CAPITAL INC.) | Derivative-foreign exchange | TR | $79K | – | 0.00 | |
| FX Forward Contract: TWD/USD SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | TW | $-30K | – | -0.00 | |
| FX Forward Contract: TWD/USD SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | TW | $-110K | – | -0.01 | |
| FX Forward Contract: TWD/USD SETTLE 2024-06-25 (BNP PARIBAS) | Derivative-foreign exchange | TW | $-9K | – | -0.00 | |
| FX Forward Contract: TWD/USD SETTLE 2024-06-25 (BNP PARIBAS) | Derivative-foreign exchange | TW | $-9K | – | -0.00 | |
| FX Forward Contract: USD/BRL SETTLE 2024-06-03 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $422K | – | 0.03 | |
| FX Forward Contract: USD/BRL SETTLE 2024-06-03 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $279K | – | 0.02 | |
| FX Forward Contract: USD/BRL SETTLE 2024-06-03 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $68K | – | 0.00 | |
| FX Forward Contract: USD/BRL SETTLE 2024-06-03 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $8K | – | 0.00 | |
| FX Forward Contract: USD/BRL SETTLE 2024-06-03 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $7K | – | 0.00 | |
| FX Forward Contract: USD/BRL SETTLE 2024-06-03 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| FX Forward Contract: USD/BRL SETTLE 2024-06-03 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $993.07 | – | 0.00 | |
| FX Forward Contract: USD/BRL SETTLE 2024-06-04 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $850K | – | 0.05 | |
| FX Forward Contract: USD/BRL SETTLE 2024-06-04 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $172K | – | 0.01 | |
| FX Forward Contract: USD/BRL SETTLE 2024-06-04 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $86K | – | 0.01 | |
| FX Forward Contract: USD/BRL SETTLE 2024-06-04 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $82K | – | 0.01 | |
| FX Forward Contract: USD/BRL SETTLE 2024-06-04 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $72K | – | 0.00 | |
| FX Forward Contract: USD/BRL SETTLE 2024-06-04 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $27K | – | 0.00 | |
| FX Forward Contract: USD/BRL SETTLE 2024-06-04 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $27K | – | 0.00 | |
| FX Forward Contract: USD/BRL SETTLE 2024-06-04 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $8K | – | 0.00 | |
| FX Forward Contract: USD/BRL SETTLE 2024-06-10 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | US | $698K | – | 0.04 | |
| FX Forward Contract: USD/BRL SETTLE 2024-06-10 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | US | $70K | – | 0.00 | |
| FX Forward Contract: USD/BRL SETTLE 2024-06-10 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | US | $27K | – | 0.00 | |
| FX Forward Contract: USD/BRL SETTLE 2024-06-10 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | US | $16K | – | 0.00 | |
| FX Forward Contract: USD/BRL SETTLE 2024-06-10 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | US | $16K | – | 0.00 | |
| FX Forward Contract: USD/BRL SETTLE 2024-06-10 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | US | $9K | – | 0.00 | |
| FX Forward Contract: USD/BRL SETTLE 2024-06-10 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | US | $6K | – | 0.00 | |
| FX Forward Contract: USD/BRL SETTLE 2024-06-10 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | US | $6K | – | 0.00 | |
| FX Forward Contract: USD/BRL SETTLE 2024-08-19 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | US | $19K | – | 0.00 | |
| FX Forward Contract: USD/CLP SETTLE 2024-06-05 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $18K | – | 0.00 | |
| FX Forward Contract: USD/CLP SETTLE 2024-06-10 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | US | $-78K | – | -0.00 | |
| FX Forward Contract: USD/CLP SETTLE 2024-06-21 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| FX Forward Contract: USD/CLP SETTLE 2024-06-21 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $-154K | – | -0.01 | |
| FX Forward Contract: USD/CLP SETTLE 2024-08-19 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| FX Forward Contract: USD/CLP SETTLE 2024-09-09 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| FX Forward Contract: USD/CNY SETTLE 2024-06-03 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | US | $-7K | – | -0.00 | |
| FX Forward Contract: USD/CNY SETTLE 2024-06-11 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | US | $36K | – | 0.00 | |
| FX Forward Contract: USD/CNY SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $21K | – | 0.00 | |
| FX Forward Contract: USD/CNY SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $21K | – | 0.00 | |
| FX Forward Contract: USD/CNY SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| FX Forward Contract: USD/CNY SETTLE 2024-06-20 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| FX Forward Contract: USD/CNY SETTLE 2024-06-20 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| FX Forward Contract: USD/CNY SETTLE 2024-06-20 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| FX Forward Contract: USD/CNY SETTLE 2024-06-20 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $584.63 | – | 0.00 | |
| FX Forward Contract: USD/CNY SETTLE 2024-06-20 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $-917.29 | – | -0.00 | |
| FX Forward Contract: USD/CNY SETTLE 2024-06-20 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| FX Forward Contract: USD/CNY SETTLE 2024-06-20 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| FX Forward Contract: USD/CNY SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $-10K | – | -0.00 | |
| FX Forward Contract: USD/CNY SETTLE 2024-06-20 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $-20K | – | -0.00 | |
| FX Forward Contract: USD/CNY SETTLE 2024-07-19 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $-36K | – | -0.00 | |
| FX Forward Contract: USD/COP SETTLE 2024-06-13 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | US | $-61K | – | -0.00 | |
| FX Forward Contract: USD/COP SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $-25K | – | -0.00 | |
| FX Forward Contract: USD/COP SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $-331K | – | -0.02 | |
| FX Forward Contract: USD/COP SETTLE 2024-06-21 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $-22K | – | -0.00 | |
| FX Forward Contract: USD/COP SETTLE 2024-08-02 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $-18K | – | -0.00 | |
| FX Forward Contract: USD/COP SETTLE 2024-08-02 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $-103K | – | -0.01 | |
| FX Forward Contract: USD/COP SETTLE 2024-08-23 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $590.5 | – | 0.00 | |
| FX Forward Contract: USD/CZK SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $-8K | – | -0.00 | |
| FX Forward Contract: USD/CZK SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $-12K | – | -0.00 | |
| FX Forward Contract: USD/CZK SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $-15K | – | -0.00 | |
| FX Forward Contract: USD/CZK SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $-37K | – | -0.00 | |
| FX Forward Contract: USD/CZK SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $-46K | – | -0.00 | |
| FX Forward Contract: USD/CZK SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $-54K | – | -0.00 | |
| FX Forward Contract: USD/CZK SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $-161K | – | -0.01 | |
| FX Forward Contract: USD/CZK SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $-268K | – | -0.02 | |
| FX Forward Contract: USD/CZK SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $-272K | – | -0.02 | |
| FX Forward Contract: USD/EGP SETTLE 2024-06-05 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $-930.88 | – | -0.00 | |
| FX Forward Contract: USD/EGP SETTLE 2025-01-22 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| FX Forward Contract: USD/EGP SETTLE 2025-01-22 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $-61K | – | -0.00 | |
| FX Forward Contract: USD/EUR SETTLE 2024-06-03 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $-15K | – | -0.00 | |
| FX Forward Contract: USD/EUR SETTLE 2024-06-04 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $-564K | – | -0.03 | |
| FX Forward Contract: USD/EUR SETTLE 2024-06-05 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| FX Forward Contract: USD/EUR SETTLE 2024-06-05 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $18.03 | – | 0.00 | |
| FX Forward Contract: USD/EUR SETTLE 2024-06-05 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $-711.48 | – | -0.00 | |
| FX Forward Contract: USD/EUR SETTLE 2024-06-05 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| FX Forward Contract: USD/EUR SETTLE 2024-06-05 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| FX Forward Contract: USD/EUR SETTLE 2024-06-05 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| FX Forward Contract: USD/EUR SETTLE 2024-06-05 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $-6K | – | -0.00 | |
| FX Forward Contract: USD/EUR SETTLE 2024-06-05 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $-6K | – | -0.00 | |
| FX Forward Contract: USD/EUR SETTLE 2024-06-05 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $-6K | – | -0.00 | |
| FX Forward Contract: USD/EUR SETTLE 2024-06-05 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $-36K | – | -0.00 | |
| FX Forward Contract: USD/EUR SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $113K | – | 0.01 | |
| FX Forward Contract: USD/EUR SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $-368K | – | -0.02 | |
| FX Forward Contract: USD/EUR SETTLE 2024-06-21 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $526.62 | – | 0.00 | |
| FX Forward Contract: USD/EUR SETTLE 2024-06-24 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $-20K | – | -0.00 | |
| FX Forward Contract: USD/EUR SETTLE 2024-07-03 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $14K | – | 0.00 | |
| FX Forward Contract: USD/GBP SETTLE 2024-07-16 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $-179K | – | -0.01 | |
| FX Forward Contract: USD/HKD SETTLE 2024-07-10 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| FX Forward Contract: USD/HUF SETTLE 2024-06-10 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| FX Forward Contract: USD/HUF SETTLE 2024-06-10 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| FX Forward Contract: USD/HUF SETTLE 2024-06-10 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| FX Forward Contract: USD/HUF SETTLE 2024-06-10 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | US | $-13K | – | -0.00 | |
| FX Forward Contract: USD/HUF SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| FX Forward Contract: USD/HUF SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| FX Forward Contract: USD/HUF SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $-103K | – | -0.01 | |
| FX Forward Contract: USD/HUF SETTLE 2024-07-15 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | US | $-0.09 | – | -0.00 | |
| FX Forward Contract: USD/HUF SETTLE 2024-07-15 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | US | $-836.77 | – | -0.00 | |
| FX Forward Contract: USD/HUF SETTLE 2024-07-15 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| FX Forward Contract: USD/HUF SETTLE 2024-07-15 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | US | $-6K | – | -0.00 | |
| FX Forward Contract: USD/IDR SETTLE 2024-06-05 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | US | $12K | – | 0.00 | |
| FX Forward Contract: USD/IDR SETTLE 2024-06-06 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| FX Forward Contract: USD/IDR SETTLE 2024-06-06 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| FX Forward Contract: USD/IDR SETTLE 2024-06-06 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | US | $-830.79 | – | -0.00 | |
| FX Forward Contract: USD/IDR SETTLE 2024-06-20 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $120K | – | 0.01 | |
| FX Forward Contract: USD/IDR SETTLE 2024-06-20 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $114K | – | 0.01 | |
| FX Forward Contract: USD/IDR SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $56K | – | 0.00 | |
| FX Forward Contract: USD/IDR SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $30K | – | 0.00 | |
| FX Forward Contract: USD/IDR SETTLE 2024-06-20 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $24K | – | 0.00 | |
| FX Forward Contract: USD/IDR SETTLE 2024-06-20 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $19K | – | 0.00 | |
| FX Forward Contract: USD/IDR SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $10K | – | 0.00 | |
| FX Forward Contract: USD/IDR SETTLE 2024-06-20 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $6K | – | 0.00 | |
| FX Forward Contract: USD/IDR SETTLE 2024-06-20 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| FX Forward Contract: USD/IDR SETTLE 2024-06-20 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| FX Forward Contract: USD/IDR SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $400.05 | – | 0.00 | |
| FX Forward Contract: USD/IDR SETTLE 2024-06-20 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $385.37 | – | 0.00 | |
| FX Forward Contract: USD/IDR SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| FX Forward Contract: USD/IDR SETTLE 2024-07-05 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | US | $113K | – | 0.01 | |
| FX Forward Contract: USD/IDR SETTLE 2024-07-09 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | US | $21K | – | 0.00 | |
| FX Forward Contract: USD/INR SETTLE 2024-06-03 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $8K | – | 0.00 | |
| FX Forward Contract: USD/INR SETTLE 2024-06-03 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| FX Forward Contract: USD/INR SETTLE 2024-06-07 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| FX Forward Contract: USD/INR SETTLE 2024-06-20 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $18K | – | 0.00 | |
| FX Forward Contract: USD/INR SETTLE 2024-06-20 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| FX Forward Contract: USD/INR SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| FX Forward Contract: USD/INR SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| FX Forward Contract: USD/INR SETTLE 2024-06-20 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| FX Forward Contract: USD/INR SETTLE 2024-06-20 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $-869.12 | – | -0.00 | |
| FX Forward Contract: USD/INR SETTLE 2024-06-20 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| FX Forward Contract: USD/INR SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| FX Forward Contract: USD/INR SETTLE 2024-06-26 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $-404.13 | – | -0.00 | |
| FX Forward Contract: USD/INR SETTLE 2024-07-12 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| FX Forward Contract: USD/JPY SETTLE 2024-07-24 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $15K | – | 0.00 | |
| FX Forward Contract: USD/KES SETTLE 2024-08-02 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $-29K | – | -0.00 | |
| FX Forward Contract: USD/KES SETTLE 2024-08-02 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $-143K | – | -0.01 | |
| FX Forward Contract: USD/KES SETTLE 2024-08-02 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $-281K | – | -0.02 | |
| FX Forward Contract: USD/KES SETTLE 2024-08-02 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $-312K | – | -0.02 | |
| FX Forward Contract: USD/KRW SETTLE 2024-06-10 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | US | $32K | – | 0.00 | |
| FX Forward Contract: USD/KRW SETTLE 2024-06-10 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $24K | – | 0.00 | |
| FX Forward Contract: USD/KRW SETTLE 2024-06-10 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | US | $8K | – | 0.00 | |
| FX Forward Contract: USD/KRW SETTLE 2024-06-10 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | US | $6K | – | 0.00 | |
| FX Forward Contract: USD/KRW SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $61K | – | 0.00 | |
| FX Forward Contract: USD/KRW SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $53K | – | 0.00 | |
| FX Forward Contract: USD/KRW SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $24K | – | 0.00 | |
| FX Forward Contract: USD/KRW SETTLE 2024-06-20 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $21K | – | 0.00 | |
| FX Forward Contract: USD/KRW SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $10K | – | 0.00 | |
| FX Forward Contract: USD/KRW SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $8K | – | 0.00 | |
| FX Forward Contract: USD/KRW SETTLE 2024-06-20 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $-15K | – | -0.00 | |
| FX Forward Contract: USD/KRW SETTLE 2024-09-09 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| FX Forward Contract: USD/MXN SETTLE 2024-06-03 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $397.43 | – | 0.00 | |
| FX Forward Contract: USD/MXN SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $80K | – | 0.00 | |
| FX Forward Contract: USD/MXN SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $24K | – | 0.00 | |
| FX Forward Contract: USD/MXN SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $22K | – | 0.00 | |
| FX Forward Contract: USD/MXN SETTLE 2024-06-20 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $20K | – | 0.00 | |
| FX Forward Contract: USD/MXN SETTLE 2024-06-20 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $14K | – | 0.00 | |
| FX Forward Contract: USD/MXN SETTLE 2024-06-20 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $13K | – | 0.00 | |
| FX Forward Contract: USD/MXN SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $7K | – | 0.00 | |
| FX Forward Contract: USD/MXN SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| FX Forward Contract: USD/MXN SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| FX Forward Contract: USD/MXN SETTLE 2024-06-20 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| FX Forward Contract: USD/MXN SETTLE 2024-06-20 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| FX Forward Contract: USD/MXN SETTLE 2024-06-20 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $-11K | – | -0.00 | |
| FX Forward Contract: USD/MXN SETTLE 2024-08-12 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | US | $38K | – | 0.00 | |
| FX Forward Contract: USD/MXN SETTLE 2024-08-12 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | US | $29K | – | 0.00 | |
| FX Forward Contract: USD/MYR SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $36K | – | 0.00 | |
| FX Forward Contract: USD/MYR SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $31K | – | 0.00 | |
| FX Forward Contract: USD/MYR SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $17K | – | 0.00 | |
| FX Forward Contract: USD/MYR SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $8K | – | 0.00 | |
| FX Forward Contract: USD/MYR SETTLE 2024-06-20 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| FX Forward Contract: USD/MYR SETTLE 2024-06-20 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $-20.67 | – | -0.00 | |
| FX Forward Contract: USD/MYR SETTLE 2024-06-20 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $-443.15 | – | -0.00 | |
| FX Forward Contract: USD/MYR SETTLE 2024-06-20 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $-761.18 | – | -0.00 | |
| FX Forward Contract: USD/MYR SETTLE 2024-06-20 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $-779.86 | – | -0.00 | |
| FX Forward Contract: USD/MYR SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| FX Forward Contract: USD/NGN SETTLE 2024-07-26 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $300K | – | 0.02 | |
| FX Forward Contract: USD/NGN SETTLE 2024-11-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| FX Forward Contract: USD/NGN SETTLE 2024-11-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $-12K | – | -0.00 | |
| FX Forward Contract: USD/NGN SETTLE 2024-11-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $-19K | – | -0.00 | |
| FX Forward Contract: USD/NGN SETTLE 2025-02-10 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $54K | – | 0.00 | |
| FX Forward Contract: USD/NGN SETTLE 2025-02-13 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $-70K | – | -0.00 | |
| FX Forward Contract: USD/NGN SETTLE 2025-03-27 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| FX Forward Contract: USD/PEN SETTLE 2024-06-17 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | US | $13K | – | 0.00 | |
| FX Forward Contract: USD/PEN SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $236K | – | 0.01 | |
| FX Forward Contract: USD/PEN SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $131K | – | 0.01 | |
| FX Forward Contract: USD/PEN SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $16K | – | 0.00 | |
| FX Forward Contract: USD/PEN SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $15K | – | 0.00 | |
| FX Forward Contract: USD/PEN SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| FX Forward Contract: USD/PEN SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $-6K | – | -0.00 | |
| FX Forward Contract: USD/PEN SETTLE 2024-07-12 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $28K | – | 0.00 | |
| FX Forward Contract: USD/PEN SETTLE 2024-07-12 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| FX Forward Contract: USD/PHP SETTLE 2024-06-03 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| FX Forward Contract: USD/PHP SETTLE 2024-06-03 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| FX Forward Contract: USD/PHP SETTLE 2024-06-03 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| FX Forward Contract: USD/PHP SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $132K | – | 0.01 | |
| FX Forward Contract: USD/PHP SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $122K | – | 0.01 | |
| FX Forward Contract: USD/PHP SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $118K | – | 0.01 | |
| FX Forward Contract: USD/PHP SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $116K | – | 0.01 | |
| FX Forward Contract: USD/PHP SETTLE 2024-06-20 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $96K | – | 0.01 | |
| FX Forward Contract: USD/PHP SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $29K | – | 0.00 | |
| FX Forward Contract: USD/PHP SETTLE 2024-06-20 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $10K | – | 0.00 | |
| FX Forward Contract: USD/PLN SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $21K | – | 0.00 | |
| FX Forward Contract: USD/PLN SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| FX Forward Contract: USD/PLN SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $-16K | – | -0.00 | |
| FX Forward Contract: USD/PLN SETTLE 2024-07-15 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | US | $-12K | – | -0.00 | |
| FX Forward Contract: USD/RON SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| FX Forward Contract: USD/RON SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $-14K | – | -0.00 | |
| FX Forward Contract: USD/RON SETTLE 2024-08-12 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | US | $-26K | – | -0.00 | |
| FX Forward Contract: USD/SGD SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $13K | – | 0.00 | |
| FX Forward Contract: USD/SGD SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $6K | – | 0.00 | |
| FX Forward Contract: USD/THB SETTLE 2024-06-10 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| FX Forward Contract: USD/THB SETTLE 2024-06-10 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| FX Forward Contract: USD/THB SETTLE 2024-06-10 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | US | $-6K | – | -0.00 | |
| FX Forward Contract: USD/THB SETTLE 2024-06-10 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | US | $-29K | – | -0.00 | |
| FX Forward Contract: USD/THB SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $185K | – | 0.01 | |
| FX Forward Contract: USD/THB SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $144K | – | 0.01 | |
| FX Forward Contract: USD/THB SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $91K | – | 0.01 | |
| FX Forward Contract: USD/THB SETTLE 2024-06-20 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $66K | – | 0.00 | |
| FX Forward Contract: USD/THB SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $62K | – | 0.00 | |
| FX Forward Contract: USD/THB SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $60K | – | 0.00 | |
| FX Forward Contract: USD/THB SETTLE 2024-06-20 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $45K | – | 0.00 | |
| FX Forward Contract: USD/THB SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $37K | – | 0.00 | |
| FX Forward Contract: USD/THB SETTLE 2024-06-20 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $9K | – | 0.00 | |
| FX Forward Contract: USD/THB SETTLE 2024-06-20 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| FX Forward Contract: USD/THB SETTLE 2024-06-25 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $28K | – | 0.00 | |
| FX Forward Contract: USD/THB SETTLE 2024-07-11 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $10K | – | 0.00 | |
| FX Forward Contract: USD/THB SETTLE 2024-07-18 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $16K | – | 0.00 | |
| FX Forward Contract: USD/THB SETTLE 2024-07-19 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| FX Forward Contract: USD/THB SETTLE 2024-09-04 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| FX Forward Contract: USD/THB SETTLE 2024-09-04 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| FX Forward Contract: USD/THB SETTLE 2024-09-18 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $403.29 | – | 0.00 | |
| FX Forward Contract: USD/TRY SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $-47K | – | -0.00 | |
| FX Forward Contract: USD/TRY SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $-51K | – | -0.00 | |
| FX Forward Contract: USD/TRY SETTLE 2025-01-09 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $-73K | – | -0.00 | |
| FX Forward Contract: USD/TWD SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $320K | – | 0.02 | |
| FX Forward Contract: USD/TWD SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $314K | – | 0.02 | |
| FX Forward Contract: USD/TWD SETTLE 2024-06-25 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $30K | – | 0.00 | |
| FX Forward Contract: USD/TWD SETTLE 2024-06-25 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $29K | – | 0.00 | |
| FX Forward Contract: USD/UGX SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $-32K | – | -0.00 | |
| FX Forward Contract: USD/UGX SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $-39K | – | -0.00 | |
| FX Forward Contract: USD/UGX SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $-43K | – | -0.00 | |
| FX Forward Contract: USD/UGX SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $-58K | – | -0.00 | |
| FX Forward Contract: USD/UGX SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $-86K | – | -0.01 | |
| FX Forward Contract: USD/ZAR SETTLE 2024-06-20 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $33K | – | 0.00 | |
| FX Forward Contract: USD/ZAR SETTLE 2024-06-20 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $28K | – | 0.00 | |
| FX Forward Contract: USD/ZAR SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $10K | – | 0.00 | |
| FX Forward Contract: USD/ZAR SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $9K | – | 0.00 | |
| FX Forward Contract: USD/ZAR SETTLE 2024-06-20 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $9K | – | 0.00 | |
| FX Forward Contract: USD/ZAR SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $7K | – | 0.00 | |
| FX Forward Contract: USD/ZAR SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| FX Forward Contract: USD/ZAR SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| FX Forward Contract: USD/ZAR SETTLE 2024-06-20 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| FX Forward Contract: USD/ZAR SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| FX Forward Contract: USD/ZAR SETTLE 2024-06-20 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| FX Forward Contract: USD/ZAR SETTLE 2024-06-20 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| FX Forward Contract: USD/ZAR SETTLE 2024-06-20 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $409.26 | – | 0.00 | |
| FX Forward Contract: USD/ZAR SETTLE 2024-06-20 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| FX Forward Contract: USD/ZAR SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| FX Forward Contract: USD/ZAR SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| FX Forward Contract: USD/ZAR SETTLE 2024-06-20 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $-7K | – | -0.00 | |
| FX Forward Contract: USD/ZAR SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $-7K | – | -0.00 | |
| FX Forward Contract: USD/ZAR SETTLE 2024-06-20 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $-7K | – | -0.00 | |
| FX Forward Contract: USD/ZAR SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $-9K | – | -0.00 | |
| FX Forward Contract: USD/ZAR SETTLE 2024-06-20 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $-13K | – | -0.00 | |
| FX Forward Contract: USD/ZAR SETTLE 2024-06-28 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | US | $-40K | – | -0.00 | |
| FX Forward Contract: USD/ZAR SETTLE 2024-07-15 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | US | $176K | – | 0.01 | |
| FX Forward Contract: USD/ZAR SETTLE 2024-07-15 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| FX Forward Contract: USD/ZAR SETTLE 2024-07-15 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | US | $715.5 | – | 0.00 | |
| FX Forward Contract: USD/ZMW SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| FX Forward Contract: USD/ZMW SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $-12K | – | -0.00 | |
| FX Forward Contract: USD/ZMW SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $-16K | – | -0.00 | |
| FX Forward Contract: ZAR/USD SETTLE 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | ZA | $56K | – | 0.00 | |
| FX Forward Contract: ZAR/USD SETTLE 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | ZA | $17K | – | 0.00 | |
| FX Forward Contract: ZAR/USD SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | ZA | $7K | – | 0.00 | |
| FX Forward Contract: ZAR/USD SETTLE 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | ZA | $580.79 | – | 0.00 | |
| FX Forward Contract: ZAR/USD SETTLE 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | ZA | $60.36 | – | 0.00 | |
| FX Forward Contract: ZAR/USD SETTLE 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | ZA | $-12K | – | -0.00 | |
| FX Forward Contract: ZAR/USD SETTLE 2024-06-20 (BNP PARIBAS) | Derivative-foreign exchange | ZA | $-12K | – | -0.00 | |
| FX Forward Contract: ZAR/USD SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | ZA | $-12K | – | -0.00 | |
| FX Forward Contract: ZAR/USD SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | ZA | $-13K | – | -0.00 | |
| FX Forward Contract: ZAR/USD SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | ZA | $-18K | – | -0.00 | |
| FX Forward Contract: ZAR/USD SETTLE 2024-06-20 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | ZA | $-30K | – | -0.00 | |
| FX Forward Contract: ZAR/USD SETTLE 2024-06-28 (BANK OF AMERICA) | Derivative-foreign exchange | ZA | $9K | – | 0.00 | |
| FX Forward Contract: ZAR/USD SETTLE 2024-06-28 (BANK OF AMERICA) | Derivative-foreign exchange | ZA | $8K | – | 0.00 | |
| FX Forward Contract: ZAR/USD SETTLE 2024-06-28 (BANK OF AMERICA) | Derivative-foreign exchange | ZA | $492.52 | – | 0.00 | |
| FX Forward Contract: ZAR/USD SETTLE 2024-07-15 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | ZA | $182.38 | – | 0.00 | |
| FX Forward Contract: ZAR/USD SETTLE 2024-07-15 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | ZA | $-1K | – | -0.00 | |
| FX Forward Contract: ZAR/USD SETTLE 2024-07-15 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | ZA | $-3K | – | -0.00 | |
| FX Forward Contract: ZAR/USD SETTLE 2024-08-12 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | ZA | $-7K | – | -0.00 | |
| FX Forward Contract: ZAR/USD SETTLE 2024-08-12 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | ZA | $-173K | – | -0.01 | |
| GABON GOVERNMENT INTERNATIONAL BOND 144A 7.000000% 11/24/2031 (Republique Gabonaise) | Long | Debt | GA | $232K | – | 0.01 |
| GACI FIRST INVESTMENT CO 4.875000% 02/14/2035 (GACI First Investment Company) | Long | Debt | SA | $823K | – | 0.05 |
| GALAXY PIPELINE ASSETS BIDCO LTD 144A 2.625000% 03/31/2036 (GALAXY PIPELINE ASSETS BIDCO LIMITED) | Long | Debt | AE | $663K | – | 0.04 |
| GHANA GOVERNMENT BOND 10.000000% 02/02/2038 (Republic of Ghana) | Long | Debt | GH | $17K | – | 0.00 |
| GHANA GOVERNMENT BOND 8.350000% 02/16/2027 (Republic of Ghana) | Long | Debt | GH | $388K | – | 0.02 |
| GHANA GOVERNMENT BOND 8.350000% 02/16/2027 (Republic of Ghana) | Long | Debt | GH | $61K | – | 0.00 |
| GHANA GOVERNMENT BOND 8.500000% 02/15/2028 (Republic of Ghana) | Long | Debt | GH | $148K | – | 0.01 |
| GHANA GOVERNMENT BOND 8.500000% 02/15/2028 (Republic of Ghana) | Long | Debt | GH | $54K | – | 0.00 |
| GHANA GOVERNMENT BOND 8.650000% 02/13/2029 (Republic of Ghana) | Long | Debt | GH | $682K | – | 0.04 |
| GHANA GOVERNMENT BOND 8.650000% 02/13/2029 (Republic of Ghana) | Long | Debt | GH | $45K | – | 0.00 |
| GHANA GOVERNMENT BOND 8.800000% 02/12/2030 (Republic of Ghana) | Long | Debt | GH | $427K | – | 0.03 |
| GHANA GOVERNMENT BOND 8.800000% 02/12/2030 (Republic of Ghana) | Long | Debt | GH | $42K | – | 0.00 |
| GHANA GOVERNMENT BOND 8.950000% 02/11/2031 (Republic of Ghana) | Long | Debt | GH | $274K | – | 0.02 |
| GHANA GOVERNMENT BOND 8.950000% 02/11/2031 (Republic of Ghana) | Long | Debt | GH | $39K | – | 0.00 |
| GHANA GOVERNMENT BOND 9.100000% 02/10/2032 (Republic of Ghana) | Long | Debt | GH | $49K | – | 0.00 |
| GHANA GOVERNMENT BOND 9.100000% 02/10/2032 (Republic of Ghana) | Long | Debt | GH | $37K | – | 0.00 |
| GHANA GOVERNMENT BOND 9.250000% 02/08/2033 (Republic of Ghana) | Long | Debt | GH | $47K | – | 0.00 |
| GHANA GOVERNMENT BOND 9.250000% 02/08/2033 (Republic of Ghana) | Long | Debt | GH | $35K | – | 0.00 |
| GHANA GOVERNMENT BOND 9.400000% 02/07/2034 (Republic of Ghana) | Long | Debt | GH | $18K | – | 0.00 |
| GHANA GOVERNMENT BOND 9.550000% 02/06/2035 (Republic of Ghana) | Long | Debt | GH | $18K | – | 0.00 |
| GHANA GOVERNMENT BOND 9.700000% 02/05/2036 (Republic of Ghana) | Long | Debt | GH | $17K | – | 0.00 |
| GHANA GOVERNMENT BOND 9.850000% 02/03/2037 (Republic of Ghana) | Long | Debt | GH | $17K | – | 0.00 |
| GHANA GOVERNMENT INTERNATIONAL BOND 144A 10.750000% 10/14/2030 (Republic of Ghana) | Long | Debt | GH | $663K | – | 0.04 |
| GOVERNMENT OF JAMAICA 9.625000% 11/03/2030 (Jamaica) | Long | Debt | JM | $4M | – | 0.25 |
| GOVERNMENT OF UKRAINE 15.840000% 02/26/2025 (Ukraine) | Long | Debt | UA | $2M | – | 0.11 |
| GOVT OF BERMUDA 2.375000% 08/20/2030 (Government of Bermuda) | Long | Debt | BM | $255K | – | 0.02 |
| GOVT OF BERMUDA 4.750000% 02/15/2029 (Government of Bermuda) | Long | Debt | BM | $1M | – | 0.07 |
| GOVT OF BERMUDA 5.000000% 07/15/2032 (Government of Bermuda) | Long | Debt | BM | $566K | – | 0.03 |
| GREENKO POWER II LTD 4.300000% 12/13/2028 (Greenko Power II Limited) | Long | Debt | IN | $578K | – | 0.04 |
| GRUPO AVAL LTD 144A 4.375000% 02/04/2030 (GRUPO AVAL LIMITED) | Long | Debt | CO | $905K | – | 0.06 |
| GUATEMALA GOVERNMENT BOND 144A 6.600000% 06/13/2036 (Republica de Guatemala) | Long | Debt | GT | $2M | – | 0.13 |
| HAZINE MUSTESARLIGI VARLIK KIRALAMA AS 144A 8.509100% 01/14/2029 (HAZINE MUSTESARLIGI VARLIK KIRALAMA ANONIM SIRKETI) | Long | Debt | TR | $6M | – | 0.34 |
| HAZINE MUSTESARLIGI VARLIK KIRALAMA AS 144A 8.509100% 01/14/2029 (HAZINE MUSTESARLIGI VARLIK KIRALAMA ANONIM SIRKETI) | Long | Debt | TR | $550K | – | 0.03 |
| HONDURAS GOVERNMENT 5.625000% 06/24/2030 (Republica de Honduras) | Long | Debt | HN | $638K | – | 0.04 |
| HONDURAS GOVERNMENT 5.625000% 06/24/2030 (Republica de Honduras) | Long | Debt | HN | $470K | – | 0.03 |
| HONDURAS GOVERNMENT 5.625000% 06/24/2030 (Republica de Honduras) | Long | Debt | HN | $356K | – | 0.02 |
| HONDURAS GOVERNMENT 6.250000% 01/19/2027 (Republica de Honduras) | Long | Debt | HN | $457K | – | 0.03 |
| HUNGARY 3.125000% 09/21/2051 (Magyarorszag) | Long | Debt | HU | $2M | – | 0.15 |
| HUNGARY 3.125000% 09/21/2051 (Magyarorszag) | Long | Debt | HU | $2M | – | 0.14 |
| HUNGARY 6.125000% 05/22/2028 (Magyarorszag) | Long | Debt | HU | $3M | – | 0.17 |
| HUNGARY GOVERNMENT BOND 2.000000% 05/23/2029 (Magyarorszag) | Long | Debt | HU | $2M | – | 0.15 |
| HUNGARY GOVERNMENT BOND 2.250000% 04/20/2033 (Magyarorszag) | Long | Debt | HU | $942K | – | 0.06 |
| HUNGARY GOVERNMENT BOND 2.250000% 04/20/2033 (Magyarorszag) | Long | Debt | HU | $482K | – | 0.03 |
| HUNGARY GOVERNMENT BOND 3.000000% 04/25/2041 (Magyarorszag) | Long | Debt | HU | $694K | – | 0.04 |
| HUNGARY GOVERNMENT BOND 3.000000% 08/21/2030 (Magyarorszag) | Long | Debt | HU | $709K | – | 0.04 |
| HUNGARY GOVERNMENT BOND 3.000000% 08/21/2030 (Magyarorszag) | Long | Debt | HU | $643K | – | 0.04 |
| HUNGARY GOVERNMENT BOND 3.000000% 10/27/2027 (Magyarorszag) | Long | Debt | HU | $1M | – | 0.08 |
| HUNGARY GOVERNMENT BOND 3.000000% 10/27/2038 (Magyarorszag) | Long | Debt | HU | $2M | – | 0.12 |
| HUNGARY GOVERNMENT BOND 3.250000% 10/22/2031 (Magyarorszag) | Long | Debt | HU | $863K | – | 0.05 |
| HUNGARY GOVERNMENT BOND 4.500000% 03/23/2028 (Magyarorszag) | Long | Debt | HU | $3M | – | 0.19 |
| HUNGARY GOVERNMENT BOND 4.500000% 03/23/2028 (Magyarorszag) | Long | Debt | HU | $2M | – | 0.12 |
| HUNGARY GOVERNMENT BOND 4.500000% 05/27/2032 (Magyarorszag) | Long | Debt | HU | $83K | – | 0.01 |
| HUNGARY GOVERNMENT BOND 4.750000% 11/24/2032 (Magyarorszag) | Long | Debt | HU | $3M | – | 0.19 |
| HUNGARY GOVERNMENT BOND 4.750000% 11/24/2032 (Magyarorszag) | Long | Debt | HU | $2M | – | 0.15 |
| HUNGARY GOVERNMENT BOND 4.750000% 11/24/2032 (Magyarorszag) | Long | Debt | HU | $2M | – | 0.10 |
| HUNGARY GOVERNMENT BOND 5.500000% 06/24/2025 (Magyarorszag) | Long | Debt | HU | $1M | – | 0.08 |
| HUNGARY GOVERNMENT BOND 6.750000% 10/22/2028 (Magyarorszag) | Long | Debt | HU | $8M | – | 0.47 |
| HUNGARY GOVERNMENT BOND 6.750000% 10/22/2028 (Magyarorszag) | Long | Debt | HU | $2M | – | 0.13 |
| HUNGARY GOVERNMENT BOND 6.750000% 10/22/2028 (Magyarorszag) | Long | Debt | HU | $2M | – | 0.10 |
| HUNGARY GOVERNMENT BOND 7.000000% 10/24/2035 (Magyarorszag) | Long | Debt | HU | $267K | – | 0.02 |
| HUNGARY GOVERNMENT BOND 9.500000% 10/21/2026 (Magyarorszag) | Long | Debt | HU | $2M | – | 0.14 |
| HUNGARY GOVERNMENT BOND 9.500000% 10/21/2026 (Magyarorszag) | Long | Debt | HU | $329K | – | 0.02 |
| HUNGARY GOVERNMENT INTERNATIONAL BOND 144A 2.125000% 09/22/2031 (Magyarorszag) | Long | Debt | HU | $1M | – | 0.09 |
| HUNGARY GOVERNMENT INTERNATIONAL BOND 144A 3.125000% 09/21/2051 (Magyarorszag) | Long | Debt | HU | $362K | – | 0.02 |
| HUNGARY GOVERNMENT INTERNATIONAL BOND 144A 5.500000% 03/26/2036 (Magyarorszag) | Long | Debt | HU | $2M | – | 0.13 |
| HUNGARY GOVERNMENT INTERNATIONAL BOND 144A 5.500000% 03/26/2036 (Magyarorszag) | Long | Debt | HU | $2M | – | 0.10 |
| HUNGARY GOVERNMENT INTERNATIONAL BOND 144A 6.125000% 05/22/2028 (Magyarorszag) | Long | Debt | HU | $1M | – | 0.08 |
| INDIA GOVERNMENT BOND 7.180000% 08/14/2033 (Republic of India) | Long | Debt | IN | $3M | – | 0.17 |
| INDONESIA ASAHAN ALUMINIUM PT / MINERAL INDUSTRI I 5.800000% 05/15/2050 (PT Indonesia Asahan Aluminium (Persero)) | Long | Debt | ID | $2M | – | 0.09 |
| INDONESIA GOVERNMENT 5.125000% 04/15/2027 (Pemerintah Republik Indonesia) | Long | Debt | ID | $2M | – | 0.11 |
| INDONESIA GOVERNMENT 6.375000% 04/15/2032 (Pemerintah Republik Indonesia) | Long | Debt | ID | $748K | – | 0.05 |
| INDONESIA GOVERNMENT 6.375000% 04/15/2032 (Pemerintah Republik Indonesia) | Long | Debt | ID | $387K | – | 0.02 |
| INDONESIA GOVERNMENT 6.375000% 07/15/2037 (Pemerintah Republik Indonesia) | Long | Debt | ID | $129K | – | 0.01 |
| INDONESIA GOVERNMENT 6.375000% 08/15/2028 (Pemerintah Republik Indonesia) | Long | Debt | ID | $3M | – | 0.19 |
| INDONESIA GOVERNMENT 6.375000% 08/15/2028 (Pemerintah Republik Indonesia) | Long | Debt | ID | $1M | – | 0.08 |
| INDONESIA GOVERNMENT 6.375000% 08/15/2028 (Pemerintah Republik Indonesia) | Long | Debt | ID | $545K | – | 0.03 |
| INDONESIA GOVERNMENT 6.500000% 02/15/2031 (Pemerintah Republik Indonesia) | Long | Debt | ID | $2M | – | 0.11 |
| INDONESIA GOVERNMENT 6.500000% 02/15/2031 (Pemerintah Republik Indonesia) | Long | Debt | ID | $611K | – | 0.04 |
| INDONESIA GOVERNMENT 6.500000% 06/15/2025 (Pemerintah Republik Indonesia) | Long | Debt | ID | $868K | – | 0.05 |
| INDONESIA GOVERNMENT 6.625000% 02/15/2034 (Pemerintah Republik Indonesia) | Long | Debt | ID | $4M | – | 0.24 |
| INDONESIA GOVERNMENT 6.625000% 02/15/2034 (Pemerintah Republik Indonesia) | Long | Debt | ID | $2M | – | 0.14 |
| INDONESIA GOVERNMENT 6.875000% 04/15/2029 (Pemerintah Republik Indonesia) | Long | Debt | ID | $3M | – | 0.17 |
| INDONESIA GOVERNMENT 6.875000% 04/15/2029 (Pemerintah Republik Indonesia) | Long | Debt | ID | $2M | – | 0.09 |
| INDONESIA GOVERNMENT 6.875000% 04/15/2029 (Pemerintah Republik Indonesia) | Long | Debt | ID | $676K | – | 0.04 |
| INDONESIA GOVERNMENT 6.875000% 08/15/2051 (Pemerintah Republik Indonesia) | Long | Debt | ID | $762K | – | 0.05 |
| INDONESIA GOVERNMENT 7.000000% 02/15/2033 (Pemerintah Republik Indonesia) | Long | Debt | ID | $4M | – | 0.24 |
| INDONESIA GOVERNMENT 7.000000% 02/15/2033 (Pemerintah Republik Indonesia) | Long | Debt | ID | $2M | – | 0.10 |
| INDONESIA GOVERNMENT 7.000000% 09/15/2030 (Pemerintah Republik Indonesia) | Long | Debt | ID | $3M | – | 0.18 |
| INDONESIA GOVERNMENT 7.000000% 09/15/2030 (Pemerintah Republik Indonesia) | Long | Debt | ID | $730K | – | 0.04 |
| INDONESIA GOVERNMENT 7.000000% 09/15/2030 (Pemerintah Republik Indonesia) | Long | Debt | ID | $185K | – | 0.01 |
| INDONESIA GOVERNMENT 7.125000% 06/15/2038 (Pemerintah Republik Indonesia) | Long | Debt | ID | $3M | – | 0.21 |
| INDONESIA GOVERNMENT 7.125000% 06/15/2038 (Pemerintah Republik Indonesia) | Long | Debt | ID | $3M | – | 0.19 |
| INDONESIA GOVERNMENT 7.125000% 06/15/2038 (Pemerintah Republik Indonesia) | Long | Debt | ID | $3M | – | 0.16 |
| INDONESIA GOVERNMENT 7.125000% 06/15/2042 (Pemerintah Republik Indonesia) | Long | Debt | ID | $1M | – | 0.07 |
| INDONESIA GOVERNMENT 7.125000% 06/15/2042 (Pemerintah Republik Indonesia) | Long | Debt | ID | $424K | – | 0.03 |
| INDONESIA GOVERNMENT 7.125000% 06/15/2043 (Pemerintah Republik Indonesia) | Long | Debt | ID | $1M | – | 0.08 |
| INDONESIA GOVERNMENT 7.125000% 06/15/2043 (Pemerintah Republik Indonesia) | Long | Debt | ID | $355K | – | 0.02 |
| INDONESIA GOVERNMENT 7.500000% 04/15/2040 (Pemerintah Republik Indonesia) | Long | Debt | ID | $2M | – | 0.10 |
| INDONESIA GOVERNMENT 7.500000% 06/15/2035 (Pemerintah Republik Indonesia) | Long | Debt | ID | $2M | – | 0.12 |
| INDONESIA GOVERNMENT 7.500000% 06/15/2035 (Pemerintah Republik Indonesia) | Long | Debt | ID | $320K | – | 0.02 |
| INDONESIA GOVERNMENT 7.500000% 08/15/2032 (Pemerintah Republik Indonesia) | Long | Debt | ID | $2M | – | 0.11 |
| INDONESIA GOVERNMENT 8.250000% 05/15/2029 (Pemerintah Republik Indonesia) | Long | Debt | ID | $1M | – | 0.08 |
| INDONESIA GOVERNMENT 8.250000% 05/15/2036 (Pemerintah Republik Indonesia) | Long | Debt | ID | $5M | – | 0.30 |
| INDONESIA GOVERNMENT 8.250000% 05/15/2036 (Pemerintah Republik Indonesia) | Long | Debt | ID | $2M | – | 0.11 |
| INDONESIA GOVERNMENT 8.375000% 03/15/2034 (Pemerintah Republik Indonesia) | Long | Debt | ID | $1M | – | 0.07 |
| INDONESIA GOVERNMENT 8.375000% 03/15/2034 (Pemerintah Republik Indonesia) | Long | Debt | ID | $272K | – | 0.02 |
| INDONESIA GOVERNMENT 8.375000% 04/15/2039 (Pemerintah Republik Indonesia) | Long | Debt | ID | $3M | – | 0.17 |
| INDONESIA GOVERNMENT 8.375000% 04/15/2039 (Pemerintah Republik Indonesia) | Long | Debt | ID | $2M | – | 0.12 |
| INDONESIA GOVERNMENT 8.375000% 04/15/2039 (Pemerintah Republik Indonesia) | Long | Debt | ID | $193K | – | 0.01 |
| INDONESIA GOVERNMENT 8.750000% 05/15/2031 (Pemerintah Republik Indonesia) | Long | Debt | ID | $1M | – | 0.07 |
| INDONESIA GOVERNMENT 9.000000% 03/15/2029 (Pemerintah Republik Indonesia) | Long | Debt | ID | $2M | – | 0.14 |
| INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMEN 6.500000% 04/17/2030 (International Bank for Reconstruction and Development) | Long | Debt | XX | $1M | – | 0.09 |
| INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMEN 6.750000% 07/13/2029 (International Bank for Reconstruction and Development) | Long | Debt | XX | $3M | – | 0.19 |
| INTERNATIONAL FINANCE CORP MTN ZERO COUPON 08/16/2028 (INTERNATIONAL FINANCE CORPORATION) | Long | Debt | XX | $3M | – | 0.21 |
| INTERNATIONAL FINANCE CORP MTN ZERO COUPON 08/16/2028 (INTERNATIONAL FINANCE CORPORATION) | Long | Debt | XX | $644K | – | 0.04 |
| ISLAMIC REP OF PAKISTAN 8.250000% 09/30/2025 (Islamic Republic of Pakistan) | Long | Debt | PK | $277K | – | 0.02 |
| ISRAEL ELECTRIC CORP LTD 8.100000% 12/15/2096 (THE ISRAEL ELECTRIC CORP. LTD.) | Long | Debt | IL | $2M | – | 0.14 |
| ISTANBUL METROPOLITAN MU 10.500000% 12/06/2028 (Istanbul Buyuksehir Belediyesi) | Long | Debt | TR | $341K | – | 0.02 |
| ISTANBUL METROPOLITAN MUNICIPALITY 144A 10.500000% 12/06/2028 (Istanbul Buyuksehir Belediyesi) | Long | Debt | TR | $965K | – | 0.06 |
| IVORY COAST 4.875000% 01/30/2032 (Republique de Cote d'Ivoire) | Long | Debt | CI | $478K | – | 0.03 |
| IVORY COAST 5.250000% 03/22/2030 (Republique de Cote d'Ivoire) | Long | Debt | CI | $1M | – | 0.07 |
| IVORY COAST 6.625000% 03/22/2048 (Republique de Cote d'Ivoire) | Long | Debt | CI | $2M | – | 0.12 |
| IVORY COAST 6.625000% 03/22/2048 (Republique de Cote d'Ivoire) | Long | Debt | CI | $463K | – | 0.03 |
| IVORY COAST 6.875000% 10/17/2040 (Republique de Cote d'Ivoire) | Long | Debt | CI | $3M | – | 0.18 |
| IVORY COAST 6.875000% 10/17/2040 (Republique de Cote d'Ivoire) | Long | Debt | CI | $2M | – | 0.12 |
| IVORY COAST GOVERNMENT INTERNATIONAL BOND 144A 8.250000% 01/30/2037 (Republique de Cote d'Ivoire) | Long | Debt | CI | $2M | – | 0.12 |
| Ivory Coast Government International Bond 6.625000% 03/22/2048 (Republique de Cote d'Ivoire) | Long | Debt | CI | $757K | – | 0.05 |
| JIBAR 3/20/2039 CITIGROUP GLOBAL MARKETS INC. (CITIGROUP GLOBAL MARKETS INC.) | Derivative-interest rate | ZA | $-104K | – | -0.01 | |
| JORDAN GOVERNMENT INTERNATIONAL BOND 144A 7.500000% 01/13/2029 (The Hashemite Kingdom of Jordan) | Long | Debt | JO | $2M | – | 0.12 |
| JPMORGAN CHASE BANK NA MTN 8.375000% 04/19/2039 (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Long | Debt | US | $101K | – | 0.01 |
| JPMORGAN CHASE BANK NA MTN VARIABLE RATE 09/18/2030 (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Long | Debt | US | $5M | – | 0.30 |
| KALLPA GENERACION SA 144A 4.125000% 08/16/2027 (Kallpa Generacion S.A.) | Long | Debt | PE | $262K | – | 0.02 |
| KAZMUNAYGAS NATIONAL CO JSC 144A 5.750000% 04/19/2047 (Joint Stock Company National Company KazMunayGas) | Long | Debt | KZ | $2M | – | 0.11 |
| KAZMUNAYGAS NATIONAL CO JSC 144A 5.750000% 04/19/2047 (Joint Stock Company National Company KazMunayGas) | Long | Debt | KZ | $926K | – | 0.06 |
| KAZMUNAYGAS NATIONAL CO JSC 144A 6.375000% 10/24/2048 (Joint Stock Company National Company KazMunayGas) | Long | Debt | KZ | $788K | – | 0.05 |
| KAZMUNAYGAS NATIONAL CO JSC 144A 6.375000% 10/24/2048 (Joint Stock Company National Company KazMunayGas) | Long | Debt | KZ | $510K | – | 0.03 |
| KAZMUNAYGAS NATIONAL CO JSC 6.375000% 10/24/2048 (Joint Stock Company National Company KazMunayGas) | Long | Debt | KZ | $732K | – | 0.04 |
| KAZMUNAYGAS NATIONAL CO JSC 6.375000% 10/24/2048 (Joint Stock Company National Company KazMunayGas) | Long | Debt | KZ | $320K | – | 0.02 |
| KAZMUNAYGAS NATIONAL CO JSC MTN 5.375000% 04/24/2030 (Joint Stock Company National Company KazMunayGas) | Long | Debt | KZ | $791K | – | 0.05 |
| KENYA INFRASTUCTURE BOND 18.460700% 08/09/2032 (Republic of Kenya) | Long | Debt | KE | $587K | – | 0.04 |
| KHAZANAH GLOBAL SUKUK BHD MTN 4.687000% 06/01/2028 (KHAZANAH GLOBAL SUKUK BERHAD) | Long | Debt | MY | $1M | – | 0.07 |
| KINGDOM OF BAHRAIN 5.450000% 09/16/2032 | Long | Debt | BH | $2M | – | 0.14 |
| KINGDOM OF BAHRAIN 7.000000% 01/26/2026 | Long | Debt | BH | $223K | – | 0.01 |
| KINGDOM OF BAHRAIN 7.750000% 04/18/2035 | Long | Debt | BH | $545K | – | 0.03 |
| KINGDOM OF JORDAN 7.375000% 10/10/2047 (The Hashemite Kingdom of Jordan) | Long | Debt | JO | $4M | – | 0.23 |
| KINGDOM OF JORDAN 7.375000% 10/10/2047 (The Hashemite Kingdom of Jordan) | Long | Debt | JO | $184K | – | 0.01 |
| KINGDOM OF JORDAN 7.500000% 01/13/2029 (The Hashemite Kingdom of Jordan) | Long | Debt | JO | $668K | – | 0.04 |
| KINGDOM OF MOROCCO 3.000000% 12/15/2032 (Royaume du Maroc) | Long | Debt | MA | $163K | – | 0.01 |
| KINGDOM OF MOROCCO 6.500000% 09/08/2033 (Royaume du Maroc) | Long | Debt | MA | $542K | – | 0.03 |
| KOREA 3YR BND FUT JUN24 FINANCIAL COMMODITY FUTURE. | Derivative-interest rate | KR | $21M | – | 1.26 | |
| LATVIA GOVERNMENT INTERNATIONAL BOND MTN 5.125000% 07/30/2034 (Latvijas Republika) | Long | Debt | LV | $3M | – | 0.16 |
| LATVIA GOVERNMENT INTERNATIONAL BOND MTN 5.125000% 07/30/2034 (Latvijas Republika) | Long | Debt | LV | $934K | – | 0.06 |
| LEBANESE REPUBLIC 6.1% 10/04/2022 (Republic of Lebanon) | Long | Debt | LB | $178K | – | 0.01 |
| LEBANESE REPUBLIC 8.250000% 05/17/2034 (Republic of Lebanon) | Long | Debt | LB | $757K | – | 0.05 |
| LEBANON GOVERNMENT INTERNATIONAL BOND MTN 5.800000% 04/14/2020 (Republic of Lebanon) | Long | Debt | LB | $427K | – | 0.03 |
| LEBANON GOVERNMENT INTERNATIONAL BOND MTN 6.100000% 10/04/2022 (Republic of Lebanon) | Long | Debt | LB | $151K | – | 0.01 |
| LEBANON GOVERNMENT INTERNATIONAL BOND MTN 6.150000% 06/19/2020 (Republic of Lebanon) | Long | Debt | LB | $275K | – | 0.02 |
| LEBANON GOVERNMENT INTERNATIONAL BOND MTN 6.250000% 05/27/2022 (Republic of Lebanon) | Long | Debt | LB | $28K | – | 0.00 |
| LEBANON GOVERNMENT INTERNATIONAL BOND MTN 6.375000% 03/09/2020 (Republic of Lebanon) | Long | Debt | LB | $244K | – | 0.01 |
| LEBANON GOVERNMENT INTERNATIONAL BOND MTN 6.400000% 05/26/2023 (Republic of Lebanon) | Long | Debt | LB | $183K | – | 0.01 |
| LEBANON GOVERNMENT INTERNATIONAL BOND MTN 6.600000% 11/27/2026 (Republic of Lebanon) | Long | Debt | LB | $112K | – | 0.01 |
| LEBANON GOVERNMENT INTERNATIONAL BOND MTN 6.600000% 11/27/2026 (Republic of Lebanon) | Long | Debt | LB | $12K | – | 0.00 |
| LEBANON GOVERNMENT INTERNATIONAL BOND MTN 6.650000% 02/26/2030 (Republic of Lebanon) | Long | Debt | LB | $143K | – | 0.01 |
| LEBANON GOVERNMENT INTERNATIONAL BOND MTN 6.650000% 11/03/2028 (Republic of Lebanon) | Long | Debt | LB | $241K | – | 0.01 |
| LEBANON GOVERNMENT INTERNATIONAL BOND MTN 6.850000% 05/25/2029 (Republic of Lebanon) | Long | Debt | LB | $36K | – | 0.00 |
| LEBANON GOVERNMENT INTERNATIONAL BOND MTN 7.000000% 03/20/2028 (Republic of Lebanon) | Long | Debt | LB | $181K | – | 0.01 |
| LEBANON GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 04/12/2021 (Republic of Lebanon) | Long | Debt | LB | $450K | – | 0.03 |
| LEVIATHAN BOND LTD 144A 6.750000% 06/30/2030 | Long | Debt | IL | $336K | – | 0.02 |
| MAGYAR EXPORT-IMPORT BAN 6.000000% 05/16/2029 (Magyar Export-Import Bank Zartkoruen Mukodo Reszvenytarsasag) | Long | Debt | HU | $459K | – | 0.03 |
| MALAYSIA GOVERNMENT 2.632000% 04/15/2031 (Kerajaan Malaysia) | Long | Debt | MY | $4M | – | 0.24 |
| MALAYSIA GOVERNMENT 2.632000% 04/15/2031 (Kerajaan Malaysia) | Long | Debt | MY | $2M | – | 0.10 |
| MALAYSIA GOVERNMENT 3.478000% 06/14/2024 (Kerajaan Malaysia) | Long | Debt | MY | $2M | – | 0.15 |
| MALAYSIA GOVERNMENT 3.502000% 05/31/2027 (Kerajaan Malaysia) | Long | Debt | MY | $2M | – | 0.15 |
| MALAYSIA GOVERNMENT 3.519000% 04/20/2028 (Kerajaan Malaysia) | Long | Debt | MY | $1M | – | 0.08 |
| MALAYSIA GOVERNMENT 3.519000% 04/20/2028 (Kerajaan Malaysia) | Long | Debt | MY | $663K | – | 0.04 |
| MALAYSIA GOVERNMENT 3.582000% 07/15/2032 (Kerajaan Malaysia) | Long | Debt | MY | $2M | – | 0.13 |
| MALAYSIA GOVERNMENT 3.582000% 07/15/2032 (Kerajaan Malaysia) | Long | Debt | MY | $1M | – | 0.07 |
| MALAYSIA GOVERNMENT 3.733000% 06/15/2028 (Kerajaan Malaysia) | Long | Debt | MY | $2M | – | 0.15 |
| MALAYSIA GOVERNMENT 3.733000% 06/15/2028 (Kerajaan Malaysia) | Long | Debt | MY | $1M | – | 0.09 |
| MALAYSIA GOVERNMENT 3.733000% 06/15/2028 (Kerajaan Malaysia) | Long | Debt | MY | $1M | – | 0.07 |
| MALAYSIA GOVERNMENT 3.757000% 05/22/2040 (Kerajaan Malaysia) | Long | Debt | MY | $4M | – | 0.26 |
| MALAYSIA GOVERNMENT 3.828000% 07/05/2034 (Kerajaan Malaysia) | Long | Debt | MY | $9M | – | 0.55 |
| MALAYSIA GOVERNMENT 3.828000% 07/05/2034 (Kerajaan Malaysia) | Long | Debt | MY | $1M | – | 0.08 |
| MALAYSIA GOVERNMENT 3.882000% 03/14/2025 (Kerajaan Malaysia) | Long | Debt | MY | $2M | – | 0.11 |
| MALAYSIA GOVERNMENT 3.885000% 08/15/2029 (Kerajaan Malaysia) | Long | Debt | MY | $3M | – | 0.19 |
| MALAYSIA GOVERNMENT 3.885000% 08/15/2029 (Kerajaan Malaysia) | Long | Debt | MY | $353K | – | 0.02 |
| MALAYSIA GOVERNMENT 3.899000% 11/16/2027 (Kerajaan Malaysia) | Long | Debt | MY | $3M | – | 0.19 |
| MALAYSIA GOVERNMENT 3.900000% 11/30/2026 (Kerajaan Malaysia) | Long | Debt | MY | $1M | – | 0.08 |
| MALAYSIA GOVERNMENT 3.906000% 07/15/2026 (Kerajaan Malaysia) | Long | Debt | MY | $1M | – | 0.08 |
| MALAYSIA GOVERNMENT 3.955000% 09/15/2025 (Kerajaan Malaysia) | Long | Debt | MY | $5M | – | 0.33 |
| MALAYSIA GOVERNMENT 4.054000% 04/18/2039 (Kerajaan Malaysia) | Long | Debt | MY | $256K | – | 0.02 |
| MALAYSIA GOVERNMENT 4.065000% 06/15/2050 (Kerajaan Malaysia) | Long | Debt | MY | $2M | – | 0.13 |
| MALAYSIA GOVERNMENT 4.065000% 06/15/2050 (Kerajaan Malaysia) | Long | Debt | MY | $1M | – | 0.06 |
| MALAYSIA GOVERNMENT 4.254000% 05/31/2035 (Kerajaan Malaysia) | Long | Debt | MY | $1M | – | 0.07 |
| MALAYSIA GOVERNMENT 4.254000% 05/31/2035 (Kerajaan Malaysia) | Long | Debt | MY | $700K | – | 0.04 |
| MALAYSIA GOVERNMENT 4.457000% 03/31/2053 (Kerajaan Malaysia) | Long | Debt | MY | $1M | – | 0.08 |
| MALAYSIA GOVERNMENT 4.498000% 04/15/2030 (Kerajaan Malaysia) | Long | Debt | MY | $1M | – | 0.09 |
| MALAYSIA GOVERNMENT 4.498000% 04/15/2030 (Kerajaan Malaysia) | Long | Debt | MY | $1M | – | 0.08 |
| MALAYSIA GOVERNMENT 4.504000% 04/30/2029 (Kerajaan Malaysia) | Long | Debt | MY | $286K | – | 0.02 |
| MALAYSIA GOVERNMENT 4.642000% 11/07/2033 (Kerajaan Malaysia) | Long | Debt | MY | $1M | – | 0.08 |
| MALAYSIA GOVERNMENT 4.642000% 11/07/2033 (Kerajaan Malaysia) | Long | Debt | MY | $453K | – | 0.03 |
| MALAYSIA GOVERNMENT 4.696000% 10/15/2042 (Kerajaan Malaysia) | Long | Debt | MY | $5M | – | 0.30 |
| MALAYSIA GOVERNMENT 4.696000% 10/15/2042 (Kerajaan Malaysia) | Long | Debt | MY | $1M | – | 0.06 |
| MALAYSIA GOVERNMENT 4.762000% 04/07/2037 (Kerajaan Malaysia) | Long | Debt | MY | $751K | – | 0.05 |
| MALAYSIA GOVERNMENT 4.893000% 06/08/2038 (Kerajaan Malaysia) | Long | Debt | MY | $4M | – | 0.26 |
| MALAYSIA GOVERNMENT 4.893000% 06/08/2038 (Kerajaan Malaysia) | Long | Debt | MY | $3M | – | 0.16 |
| MALAYSIA GOVERNMENT 4.935000% 09/30/2043 (Kerajaan Malaysia) | Long | Debt | MY | $281K | – | 0.02 |
| MALAYSIA GOVERNMENT 5.248000% 09/15/2028 (Kerajaan Malaysia) | Long | Debt | MY | $503K | – | 0.03 |
| MALAYSIA INVESTMNT ISSUE 4.070000% 09/30/2026 (Kerajaan Malaysia) | Long | Debt | MY | $3M | – | 0.18 |
| MALAYSIA INVESTMNT ISSUE 4.119000% 11/30/2034 (Kerajaan Malaysia) | Long | Debt | MY | $1M | – | 0.07 |
| MALAYSIA INVESTMNT ISSUE 4.369000% 10/31/2028 (Kerajaan Malaysia) | Long | Debt | MY | $436K | – | 0.03 |
| MC BRAZIL DOWNSTREAM TRADING SARL 144A 7.250000% 06/30/2031 (MC Brazil Downstream Trading S.a r.l.) | Long | Debt | BR | $1M | – | 0.07 |
| MC BRAZIL DOWNSTREAM TRADING SARL 7.250000% 06/30/2031 (MC Brazil Downstream Trading S.a r.l.) | Long | Debt | BR | $359K | – | 0.02 |
| MDGH GMTN RSC LTD 144A 5.875000% 05/01/2034 (MDGH GMTN (RSC) LTD) | Long | Debt | AE | $849K | – | 0.05 |
| MDGH GMTN RSC LTD MTN 4.375000% 11/22/2033 (MDGH GMTN (RSC) LTD) | Long | Debt | AE | $297K | – | 0.02 |
| MEDCO BELL PTE LTD 144A 6.375000% 01/30/2027 (MEDCO BELL PTE. LTD.) | Long | Debt | ID | $612K | – | 0.04 |
| MEITUAN 3.050000% 10/28/2030 | Long | Debt | CN | $205K | – | 0.01 |
| MEX BONOS DESARR FIX RT 10.000000% 12/05/2024 (Estados Unidos Mexicanos) | Long | Debt | MX | $86K | – | 0.01 |
| MEX BONOS DESARR FIX RT 5.500000% 03/04/2027 (Estados Unidos Mexicanos) | Long | Debt | MX | $2M | – | 0.12 |
| MEX BONOS DESARR FIX RT 5.750000% 03/05/2026 (Estados Unidos Mexicanos) | Long | Debt | MX | $4M | – | 0.25 |
| MEX BONOS DESARR FIX RT 7.000000% 09/03/2026 (Estados Unidos Mexicanos) | Long | Debt | MX | $583K | – | 0.04 |
| MEX BONOS DESARR FIX RT 7.500000% 05/26/2033 (Estados Unidos Mexicanos) | Long | Debt | MX | $2M | – | 0.11 |
| MEX BONOS DESARR FIX RT 7.500000% 05/26/2033 (Estados Unidos Mexicanos) | Long | Debt | MX | $739K | – | 0.05 |
| MEX BONOS DESARR FIX RT 7.500000% 05/26/2033 (Estados Unidos Mexicanos) | Long | Debt | MX | $486K | – | 0.03 |
| MEX BONOS DESARR FIX RT 7.500000% 06/03/2027 (Estados Unidos Mexicanos) | Long | Debt | MX | $10M | – | 0.64 |
| MEX BONOS DESARR FIX RT 7.500000% 06/03/2027 (Estados Unidos Mexicanos) | Long | Debt | MX | $2M | – | 0.14 |
| MEX BONOS DESARR FIX RT 7.750000% 05/29/2031 (Estados Unidos Mexicanos) | Long | Debt | MX | $7M | – | 0.45 |
| MEX BONOS DESARR FIX RT 7.750000% 05/29/2031 (Estados Unidos Mexicanos) | Long | Debt | MX | $5M | – | 0.28 |
| MEX BONOS DESARR FIX RT 7.750000% 05/29/2031 (Estados Unidos Mexicanos) | Long | Debt | MX | $4M | – | 0.25 |
| MEX BONOS DESARR FIX RT 7.750000% 11/13/2042 (Estados Unidos Mexicanos) | Long | Debt | MX | $3M | – | 0.19 |
| MEX BONOS DESARR FIX RT 7.750000% 11/13/2042 (Estados Unidos Mexicanos) | Long | Debt | MX | $1M | – | 0.09 |
| MEX BONOS DESARR FIX RT 7.750000% 11/13/2042 (Estados Unidos Mexicanos) | Long | Debt | MX | $415K | – | 0.03 |
| MEX BONOS DESARR FIX RT 8.000000% 05/24/2035 (Estados Unidos Mexicanos) | Long | Debt | MX | $843K | – | 0.05 |
| MEX BONOS DESARR FIX RT 8.000000% 07/31/2053 (Estados Unidos Mexicanos) | Long | Debt | MX | $3M | – | 0.16 |
| MEX BONOS DESARR FIX RT 8.000000% 11/07/2047 (Estados Unidos Mexicanos) | Long | Debt | MX | $5M | – | 0.31 |
| MEX BONOS DESARR FIX RT 8.500000% 05/31/2029 (Estados Unidos Mexicanos) | Long | Debt | MX | $8M | – | 0.51 |
| MEX BONOS DESARR FIX RT 8.500000% 05/31/2029 (Estados Unidos Mexicanos) | Long | Debt | MX | $4M | – | 0.24 |
| MEX BONOS DESARR FIX RT 8.500000% 11/18/2038 (Estados Unidos Mexicanos) | Long | Debt | MX | $7M | – | 0.40 |
| MEX BONOS DESARR FIX RT 8.500000% 11/18/2038 (Estados Unidos Mexicanos) | Long | Debt | MX | $5M | – | 0.28 |
| MEX BONOS DESARR FIX RT 8.500000% 11/18/2038 (Estados Unidos Mexicanos) | Long | Debt | MX | $308K | – | 0.02 |
| Mexican Bonos 5.750000% 03/05/2026 (Estados Unidos Mexicanos) | Long | Debt | MX | $1M | – | 0.07 |
| MEXICO CITY AIRPORT TRUST 144A 5.500000% 07/31/2047 | Long | Debt | MX | $541K | – | 0.03 |
| MEXICO GOVERNMENT INTERNATIONAL BOND MTN 5.625000% 03/19/2114 (Estados Unidos Mexicanos) | Long | Debt | MX | $8M | – | 0.46 |
| MEXICO GOVERNMENT INTERNATIONAL BOND MTN 5.750000% 10/12/2110 (Estados Unidos Mexicanos) | Long | Debt | MX | $2M | – | 0.14 |
| MINEJESA CAPITAL BV 144A 5.625000% 08/10/2037 (Minejesa Capital B.V.) | Long | Debt | ID | $1M | – | 0.08 |
| MINEJESA CAPITAL BV 5.625000% 08/10/2037 (Minejesa Capital B.V.) | Long | Debt | ID | $712K | – | 0.04 |
| MINERA MEXICO SA DE CV 144A 4.500000% 01/26/2050 (Minera Mexico, S.A. de C.V.) | Long | Debt | MX | $508K | – | 0.03 |
| MONG DUONG FINANCE HOLDINGS BV 144A 5.125000% 05/07/2029 (Mong Duong Finance Holdings B.V.) | Long | Debt | VN | $1M | – | 0.08 |
| MONGOLIA GOVERNMENT INTERNATIONAL BOND 144A 7.875000% 06/05/2029 (Government of Mongolia) | Long | Debt | MN | $520K | – | 0.03 |
| MONGOLIA GOVERNMENT INTERNATIONAL BOND 144A 8.650000% 01/19/2028 (Government of Mongolia) | Long | Debt | MN | $1M | – | 0.09 |
| MONGOLIA INTL BOND 3.500000% 07/07/2027 (Government of Mongolia) | Long | Debt | MN | $422K | – | 0.03 |
| MONGOLIA INTL BOND 7.875000% 06/05/2029 (Government of Mongolia) | Long | Debt | MN | $459K | – | 0.03 |
| MONGOLIA INTL BOND 8.650000% 01/19/2028 (Government of Mongolia) | Long | Debt | MN | $384K | – | 0.02 |
| MONTENEGRO GOVERNMENT INTERNATIONAL BOND 144A 7.250000% 03/12/2031 (Republika Crna Gora) | Long | Debt | ME | $502K | – | 0.03 |
| MONTENEGRO GOVERNMENT INTERNATIONAL BOND 144A 7.250000% 03/12/2031 (Republika Crna Gora) | Long | Debt | ME | $286K | – | 0.02 |
| MOROCCO GOVERNMENT INTERNATIONAL BOND 144A 5.950000% 03/08/2028 (Royaume du Maroc) | Long | Debt | MA | $818K | – | 0.05 |
| MOROCCO GOVERNMENT INTERNATIONAL BOND 144A 6.500000% 09/08/2033 (Royaume du Maroc) | Long | Debt | MA | $1M | – | 0.08 |
| MOZAMBIQUE INTERNATIONAL BOND 144A 9.000000% 09/15/2031 (Republica de Mocambique) | Long | Debt | MZ | $1M | – | 0.08 |
| MV24 CAPITAL BV 144A 6.748000% 06/01/2034 (MV24 CAPITAL B.V) | Long | Debt | BR | $487K | – | 0.03 |
| MV24 CAPITAL BV 6.748000% 06/01/2034 (MV24 CAPITAL B.V) | Long | Debt | BR | $2M | – | 0.11 |
| NAK NAFTOGAZ UKRAINE VIA KONDOR FINANCE PLC VARIABLE RATE 07/19/2026 (KONDOR FINANCE PLC) | Long | Debt | UA | $455K | – | 0.03 |
| NBK SPC LTD 144A 5.500000% 06/06/2030 (NBK SPC LIMITED) | Long | Debt | KW | $924K | – | 0.06 |
| NBK TIER 1 FINANCING 2 LTD 144A 4.500000% MATURITY: PERPETUAL (NBK Tier 1 Financing (2) Limited) | Long | Debt | KW | $669K | – | 0.04 |
| NEON CAPITAL LTD/KY MTN VARIABLE RATE 01/06/2028 (NEON CAPITAL LIMITED) | Long | Debt | KY | $1M | – | 0.08 |
| NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 7.375000% 09/28/2033 (Federal Republic of Nigeria) | Long | Debt | NG | $5M | – | 0.33 |
| NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 (Federal Republic of Nigeria) | Long | Debt | NG | $1M | – | 0.07 |
| NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 (Federal Republic of Nigeria) | Long | Debt | NG | $1M | – | 0.06 |
| NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.375000% 03/24/2029 (Federal Republic of Nigeria) | Long | Debt | NG | $361K | – | 0.02 |
| NIGERIA OMO BILL ZERO COUPON 05/20/2025 | Long | Debt | NG | $3M | – | 0.20 |
| NIGERIA T-BILL ZERO COUPON 03/06/2025 (Federal Republic of Nigeria) | Long | Debt | NG | $248K | – | 0.02 |
| NIGERIA T-BILL ZERO COUPON 03/27/2025 (Federal Republic of Nigeria) | Long | Debt | NG | $1M | – | 0.09 |
| NORTH MACEDONIA 1.625000% 03/10/2028 (Republic of North Macedonia) | Long | Debt | MK | $2M | – | 0.12 |
| NOTA DO TESOURO NACIONAL 10.000000% 01/01/2025 (Republica Federativa do Brasil) | Long | Debt | BR | $2M | – | 0.11 |
| NOTA DO TESOURO NACIONAL 10.000000% 01/01/2027 (Republica Federativa do Brasil) | Long | Debt | BR | $11M | – | 0.66 |
| NOTA DO TESOURO NACIONAL 10.000000% 01/01/2029 (Republica Federativa do Brasil) | Long | Debt | BR | $12M | – | 0.73 |
| NOTA DO TESOURO NACIONAL 10.000000% 01/01/2029 (Republica Federativa do Brasil) | Long | Debt | BR | $2M | – | 0.11 |
| NOTA DO TESOURO NACIONAL 10.000000% 01/01/2029 (Republica Federativa do Brasil) | Long | Debt | BR | $1M | – | 0.08 |
| NOTA DO TESOURO NACIONAL 10.000000% 01/01/2031 (Republica Federativa do Brasil) | Long | Debt | BR | $4M | – | 0.25 |
| NOTA DO TESOURO NACIONAL 10.000000% 01/01/2033 (Republica Federativa do Brasil) | Long | Debt | BR | $7M | – | 0.46 |
| NOTA DO TESOURO NACIONAL 10.000000% 01/01/2033 (Republica Federativa do Brasil) | Long | Debt | BR | $2M | – | 0.15 |
| NOTA DO TESOURO NACIONAL 10.000000% 01/01/2033 (Republica Federativa do Brasil) | Long | Debt | BR | $173K | – | 0.01 |
| NPC UKRENERGO 144A 6.875000% 11/09/2026 (PRIVATE JOINT STOCK COMPANY NATIONAL POWER COMPANY UKRENERGO) | Long | Debt | UA | $397K | – | 0.02 |
| NWD MTN LTD 4.125000% 07/18/2029 (NWD (MTN) LIMITED) | Long | Debt | HK | $357K | – | 0.02 |
| OCP SA 144A 5.125000% 06/23/2051 | Long | Debt | MA | $2M | – | 0.10 |
| OCP SA 144A 7.500000% 05/02/2054 | Long | Debt | MA | $2M | – | 0.14 |
| OMAN GOV INTERNTL BOND 6.500000% 03/08/2047 (Sultanate of Oman) | Long | Debt | OM | $394K | – | 0.02 |
| OMAN GOV INTERNTL BOND 6.750000% 01/17/2048 (Sultanate of Oman) | Long | Debt | OM | $5M | – | 0.30 |
| OMAN GOV INTERNTL BOND 6.750000% 01/17/2048 (Sultanate of Oman) | Long | Debt | OM | $3M | – | 0.16 |
| OMAN GOV INTERNTL BOND 6.750000% 10/28/2027 (Sultanate of Oman) | Long | Debt | OM | $7M | – | 0.46 |
| OMAN GOV INTERNTL BOND 7.000000% 01/25/2051 (Sultanate of Oman) | Long | Debt | OM | $659K | – | 0.04 |
| OMAN GOVERNMENT INTERNATIONAL BOND 144A 6.500000% 03/08/2047 (Sultanate of Oman) | Long | Debt | OM | $879K | – | 0.05 |
| OMAN GOVERNMENT INTERNATIONAL BOND 144A 6.750000% 10/28/2027 (Sultanate of Oman) | Long | Debt | OM | $2M | – | 0.10 |
| PA AUTOPISTA RIO MAGDALENA 6.050000% 06/15/2036 (Autopista Rio Magdalena, S.A.S.) | Long | Debt | CO | $690K | – | 0.04 |
| PAKISTAN GLOBAL SUKUK 7.950000% 01/31/2029 (THE PAKISTAN GLOBAL SUKUK PROGRAMME COMPANY LIMITED) | Long | Debt | PK | $412K | – | 0.03 |
| PAKISTAN GOVERNMENT INTERNATIONAL BOND MTN 7.375000% 04/08/2031 (Islamic Republic of Pakistan) | Long | Debt | PK | $188K | – | 0.01 |
| PAKISTAN GOVERNMENT INTERNATIONAL BOND MTN 8.875000% 04/08/2051 (Islamic Republic of Pakistan) | Long | Debt | PK | $2M | – | 0.12 |
| PAKISTAN GOVERNMENT INTERNATIONAL BOND MTN 8.875000% 04/08/2051 (Islamic Republic of Pakistan) | Long | Debt | PK | $1M | – | 0.07 |
| PANAMA BONOS DEL 3.362000% 06/30/2031 (Gobierno de la Republica de Panama) | Long | Debt | PA | $3M | – | 0.16 |
| PARAGUAY GOVERNMENT INTERNATIONAL BOND 144A 5.850000% 08/21/2033 (Republica Del Paraguay) | Long | Debt | PY | $2M | – | 0.11 |
| PARAGUAY GOVERNMENT INTERNATIONAL BOND 144A 7.900000% 02/09/2031 (Republica Del Paraguay) | Long | Debt | PY | $3M | – | 0.19 |
| PERU BONO SOBERANO 6.9% 08/12/2037 (Republica del Peru) | Long | Debt | PE | $732K | – | 0.04 |
| PERU BONO SOBERANO 6.9% 08/12/2037 (Republica del Peru) | Long | Debt | PE | $297K | – | 0.02 |
| PERU GOVERNMENT BOND 144A 7.300000% 08/12/2033 (Republica del Peru) | Long | Debt | PE | $2M | – | 0.14 |
| PERU GOVERNMENT BOND 144A 7.300000% 08/12/2033 (Republica del Peru) | Long | Debt | PE | $267K | – | 0.02 |
| PERU GOVERNMENT BOND 144A 7.300000% 08/12/2033 (Republica del Peru) | Long | Debt | PE | $30K | – | 0.00 |
| PERUSAHAAN PERSEROAN PERSERO PT PERUSAHAAN LISTRIK 1.875000% 11/05/2031 (PT Perusahaan Listrik Negara (Persero)) | Long | Debt | ID | $1M | – | 0.06 |
| PERUSAHAAN PERSEROAN PERSERO PT PERUSAHAAN LISTRIK 1.875000% 11/05/2031 (PT Perusahaan Listrik Negara (Persero)) | Long | Debt | ID | $313K | – | 0.02 |
| PERUSAHAAN PERSEROAN PERSERO PT PERUSAHAAN LISTRIK 4.375000% 02/05/2050 (PT Perusahaan Listrik Negara (Persero)) | Long | Debt | ID | $270K | – | 0.02 |
| PERUSAHAAN PERSEROAN PERSERO PT PERUSAHAAN LISTRIK 5.250000% 05/15/2047 (PT Perusahaan Listrik Negara (Persero)) | Long | Debt | ID | $622K | – | 0.04 |
| PERUSAHAAN PERSEROAN PERSERO PT PERUSAHAAN LISTRIK 5.250000% 10/24/2042 (PT Perusahaan Listrik Negara (Persero)) | Long | Debt | ID | $985K | – | 0.06 |
| PERUSAHAAN PERSEROAN PERSERO PT PERUSAHAAN LISTRIK 6.150000% 05/21/2048 (PT Perusahaan Listrik Negara (Persero)) | Long | Debt | ID | $754K | – | 0.05 |
| PERUSAHAAN PERSEROAN PERSERO PT PERUSAHAAN LISTRIK 6.150000% 05/21/2048 (PT Perusahaan Listrik Negara (Persero)) | Long | Debt | ID | $652K | – | 0.04 |
| PERUVIAN GOVERNMENT INTERNATIONAL BOND 144A 6.950000% 08/12/2031 (Republica del Peru) | Long | Debt | PE | $998K | – | 0.06 |
| PETROLEOS DE VEN 5.375% 04/12/2027 (Petroleos de Venezuela, S.A.) | Long | Debt | VE | $777K | – | 0.05 |
| PETROLEOS DE VEN 5.375% 04/12/2027 (Petroleos de Venezuela, S.A.) | Long | Debt | VE | $152K | – | 0.01 |
| PETROLEOS DE VENEZUELA 6.0% 05/16/2024 (Petroleos de Venezuela, S.A.) | Long | Debt | VE | $177K | – | 0.01 |
| PETROLEOS DE VENEZUELA S 5.50% 04/12/2037 (Petroleos de Venezuela, S.A.) | Long | Debt | VE | $190K | – | 0.01 |
| PETROLEOS DE VENEZUELA S 6.00% 05/16/2024 (Petroleos de Venezuela, S.A.) | Long | Debt | VE | $511K | – | 0.03 |
| Petroleos de Venezuela SA 6.000000% 05/16/2024 (Petroleos de Venezuela, S.A.) | Long | Debt | VE | $657K | – | 0.04 |
| Petroleos de Venezuela SA 6.000000% 05/16/2024 (Petroleos de Venezuela, S.A.) | Long | Debt | VE | $44K | – | 0.00 |
| Petroleos de Venezuela SA 6.000000% 05/16/2024 (Petroleos de Venezuela, S.A.) | Long | Debt | VE | $2K | – | 0.00 |
| Petroleos de Venezuela SA 6.000000% 11/15/2026 (Petroleos de Venezuela, S.A.) | Long | Debt | VE | $1M | – | 0.08 |
| Petroleos de Venezuela SA 6.000000% 11/15/2026 (Petroleos de Venezuela, S.A.) | Long | Debt | VE | $760K | – | 0.05 |
| Petroleos de Venezuela SA 6.000000% 11/15/2026 (Petroleos de Venezuela, S.A.) | Long | Debt | VE | $754K | – | 0.05 |
| Petroleos de Venezuela SA 9.750000% 05/17/2035 (Petroleos de Venezuela, S.A.) | Long | Debt | VE | $519K | – | 0.03 |
| PETROLEOS DEL PERU SA 144A 4.750000% 06/19/2032 (Petroleos del Peru - Petroperu S.A.) | Long | Debt | PE | $652K | – | 0.04 |
| PETROLEOS DEL PERU SA 144A 5.625000% 06/19/2047 (Petroleos del Peru - Petroperu S.A.) | Long | Debt | PE | $646K | – | 0.04 |
| PETROLEOS DEL PERU SA 144A 5.625000% 06/19/2047 (Petroleos del Peru - Petroperu S.A.) | Long | Debt | PE | $219K | – | 0.01 |
| PETROLEOS DEL PERU SA 5.625000% 06/19/2047 (Petroleos del Peru - Petroperu S.A.) | Long | Debt | PE | $5M | – | 0.28 |
| PETROLEOS DEL PERU SA 5.625000% 06/19/2047 (Petroleos del Peru - Petroperu S.A.) | Long | Debt | PE | $2M | – | 0.12 |
| PETROLEOS DEL PERU SA 5.625000% 06/19/2047 (Petroleos del Peru - Petroperu S.A.) | Long | Debt | PE | $592K | – | 0.04 |
| PETROLEOS MEXICANOS 5.950000% 01/28/2031 | Long | Debt | MX | $466K | – | 0.03 |
| PETROLEOS MEXICANOS 6.375000% 01/23/2045 | Long | Debt | MX | $774K | – | 0.05 |
| PETROLEOS MEXICANOS 6.625000% 06/15/2035 | Long | Debt | MX | $2M | – | 0.15 |
| PETROLEOS MEXICANOS 7.690000% 01/23/2050 | Long | Debt | MX | $7M | – | 0.45 |
| PETROLEOS MEXICANOS 7.690000% 01/23/2050 | Long | Debt | MX | $1M | – | 0.08 |
| PETROLEOS MEXICANOS MTN 6.750000% 09/21/2047 | Long | Debt | MX | $7M | – | 0.40 |
| PETRONAS CAPITAL LTD MTN 2.480000% 01/28/2032 (PETRONAS Capital Limited) | Long | Debt | MY | $3M | – | 0.16 |
| PETRONAS CAPITAL LTD MTN 3.404000% 04/28/2061 (PETRONAS Capital Limited) | Long | Debt | MY | $1M | – | 0.09 |
| PETRONAS CAPITAL LTD MTN 3.500000% 04/21/2030 (PETRONAS Capital Limited) | Long | Debt | MY | $1M | – | 0.08 |
| PHILIPPINE GOVERNMENT 6.250000% 01/25/2034 (Republic of the Philippines) | Long | Debt | PH | $1M | – | 0.07 |
| PHILIPPINE GOVERNMENT 6.625000% 08/17/2033 (Republic of the Philippines) | Long | Debt | PH | $541K | – | 0.03 |
| PHILIPPINE GOVERNMENT 6.750000% 09/15/2032 (Republic of the Philippines) | Long | Debt | PH | $685K | – | 0.04 |
| PNG GOVT INTL BOND 8.375000% 10/04/2028 (Independent State of Papua New Guinea) | Long | Debt | PG | $426K | – | 0.03 |
| PNG GOVT INTL BOND 8.375000% 10/04/2028 (Independent State of Papua New Guinea) | Long | Debt | PG | $379K | – | 0.02 |
| POINSETTIA FINANCE LTD 6.625000% 06/17/2031 (Poinsettia Finance Limited S.a r.l.) | Long | Debt | MX | $4M | – | 0.27 |
| POLAND GOVERNMENT BOND 1.250000% 10/25/2030 (Rzeczpospolita Polska) | Long | Debt | PL | $2M | – | 0.09 |
| POLAND GOVERNMENT BOND 1.750000% 04/25/2032 (Rzeczpospolita Polska) | Long | Debt | PL | $4M | – | 0.22 |
| POLAND GOVERNMENT BOND 1.750000% 04/25/2032 (Rzeczpospolita Polska) | Long | Debt | PL | $2M | – | 0.12 |
| POLAND GOVERNMENT BOND 2.500000% 07/25/2026 (Rzeczpospolita Polska) | Long | Debt | PL | $2M | – | 0.13 |
| POLAND GOVERNMENT BOND 2.500000% 07/25/2027 (Rzeczpospolita Polska) | Long | Debt | PL | $1M | – | 0.07 |
| POLAND GOVERNMENT BOND 2.500000% 07/25/2027 (Rzeczpospolita Polska) | Long | Debt | PL | $1M | – | 0.07 |
| POLAND GOVERNMENT BOND 2.750000% 10/25/2029 (Rzeczpospolita Polska) | Long | Debt | PL | $2M | – | 0.10 |
| POLAND GOVERNMENT BOND 3.250000% 07/25/2025 (Rzeczpospolita Polska) | Long | Debt | PL | $1M | – | 0.07 |
| POLAND GOVERNMENT BOND 3.750000% 05/25/2027 (Rzeczpospolita Polska) | Long | Debt | PL | $4M | – | 0.27 |
| POLAND GOVERNMENT BOND 6.000000% 10/25/2033 (Rzeczpospolita Polska) | Long | Debt | PL | $1M | – | 0.09 |
| POLAND GOVERNMENT BOND 6.000000% 10/25/2033 (Rzeczpospolita Polska) | Long | Debt | PL | $1M | – | 0.08 |
| POLAND GOVERNMENT BOND 7.500000% 07/25/2028 (Rzeczpospolita Polska) | Long | Debt | PL | $5M | – | 0.32 |
| POLAND GOVERNMENT BOND 7.500000% 07/25/2028 (Rzeczpospolita Polska) | Long | Debt | PL | $2M | – | 0.14 |
| POWER FINANCE CORP LTD MTN 3.950000% 04/23/2030 (POWER FINANCE CORPORATION LIMITED) | Long | Debt | IN | $443K | – | 0.03 |
| PROVINCIA DE BUENOS AIRES/GOVERNMENT BONDS MTN 4.000000% 09/01/2037 | Long | Debt | AR | $313K | – | 0.02 |
| PROVINCIA DE BUENOS AIRES/GOVERNMENT BONDS MTN 6.375000% 09/01/2037 | Long | Debt | AR | $3M | – | 0.17 |
| PROVINCIA DE CORDOBA 144A 6.875000% 12/10/2025 | Long | Debt | AR | $450K | – | 0.03 |
| QATAR GOVERNMENT INTERNATIONAL BOND MTN 4.625000% 05/29/2029 (The State of Qatar) | Long | Debt | QA | $2M | – | 0.11 |
| QATAR GOVERNMENT INTERNATIONAL BOND MTN 4.750000% 05/29/2034 (The State of Qatar) | Long | Debt | QA | $3M | – | 0.21 |
| QATARENERGY 144A 3.125000% 07/12/2041 (Qatar Energy) | Long | Debt | QA | $341K | – | 0.02 |
| QATARENERGY 144A 3.300000% 07/12/2051 (Qatar Energy) | Long | Debt | QA | $262K | – | 0.02 |
| QAZAQGAZ NC JSC 144A 4.375000% 09/26/2027 (Joint Stock Company National Company QazaqGaz) | Long | Debt | KZ | $501K | – | 0.03 |
| QAZAQGAZ NC JSC 4.375000% 09/26/2027 (Joint Stock Company National Company QazaqGaz) | Long | Debt | KZ | $595K | – | 0.04 |
| REP OF ANGOLA(AVENIR IS) 6.927000% 02/19/2027 (AVENIR ISSUER II (IRELAND) DESIGNATED ACTIVITY COMPANY) | Long | Debt | AO | $3M | – | 0.16 |
| REPUBLIC OF ALBANIA 3.500000% 11/23/2031 (Republika e Shqiperise) | Long | Debt | AL | $1M | – | 0.07 |
| REPUBLIC OF ANGOLA 8.250000% 05/09/2028 (Republica de Angola) | Long | Debt | AO | $354K | – | 0.02 |
| REPUBLIC OF ANGOLA 8.750000% 04/14/2032 (Republica de Angola) | Long | Debt | AO | $3M | – | 0.17 |
| REPUBLIC OF ANGOLA 8.750000% 04/14/2032 (Republica de Angola) | Long | Debt | AO | $2M | – | 0.11 |
| REPUBLIC OF ANGOLA 9.375000% 05/08/2048 (Republica de Angola) | Long | Debt | AO | $2M | – | 0.14 |
| REPUBLIC OF ANGOLA 9.375000% 05/08/2048 (Republica de Angola) | Long | Debt | AO | $963K | – | 0.06 |
| REPUBLIC OF ARGENTINA 0.125000% 07/09/2030 (Republica Argentina) | Long | Debt | AR | $447K | – | 0.03 |
| REPUBLIC OF ARGENTINA 0.500000% 07/09/2029 (Republica Argentina) | Long | Debt | AR | $8K | – | 0.00 |
| REPUBLIC OF ARGENTINA 0.750000% 07/09/2030 (Republica Argentina) | Long | Debt | AR | $3M | – | 0.20 |
| REPUBLIC OF ARGENTINA 0.750000% 07/09/2030 (Republica Argentina) | Long | Debt | AR | $2M | – | 0.11 |
| REPUBLIC OF ARGENTINA 1.000000% 07/09/2029 (Republica Argentina) | Long | Debt | AR | $820K | – | 0.05 |
| REPUBLIC OF ARGENTINA 2.500000% 07/09/2035 (Republica Argentina) | Long | Debt | AR | $2M | – | 0.10 |
| REPUBLIC OF ARGENTINA 3.500000% 07/09/2041 (Republica Argentina) | Long | Debt | AR | $4M | – | 0.27 |
| REPUBLIC OF ARGENTINA 3.625000% 07/09/2035 (Republica Argentina) | Long | Debt | AR | $3M | – | 0.20 |
| REPUBLIC OF ARGENTINA 3.625000% 07/09/2035 (Republica Argentina) | Long | Debt | AR | $614K | – | 0.04 |
| REPUBLIC OF ARGENTINA 3.625000% 07/09/2035 (Republica Argentina) | Long | Debt | AR | $596K | – | 0.04 |
| REPUBLIC OF ARGENTINA 3.625000% 07/09/2046 (Republica Argentina) | Long | Debt | AR | $2M | – | 0.11 |
| REPUBLIC OF ARGENTINA 3.625000% 07/09/2046 (Republica Argentina) | Long | Debt | AR | $454K | – | 0.03 |
| REPUBLIC OF ARGENTINA 4.250000% 01/09/2038 (Republica Argentina) | Long | Debt | AR | $3M | – | 0.19 |
| REPUBLIC OF ARMENIA 3.600000% 02/02/2031 | Long | Debt | AM | $848K | – | 0.05 |
| REPUBLIC OF ARMENIA 3.600000% 02/02/2031 | Long | Debt | AM | $730K | – | 0.04 |
| REPUBLIC OF ARMENIA 3.950000% 09/26/2029 | Long | Debt | AM | $216K | – | 0.01 |
| REPUBLIC OF AZERBAIJAN 3.500000% 09/01/2032 (Azarbayjan Respublikasi) | Long | Debt | AZ | $629K | – | 0.04 |
| REPUBLIC OF AZERBAIJAN 5.125000% 09/01/2029 (Azarbayjan Respublikasi) | Long | Debt | AZ | $818K | – | 0.05 |
| REPUBLIC OF AZERBAIJAN 5.125000% 09/01/2029 (Azarbayjan Respublikasi) | Long | Debt | AZ | $290K | – | 0.02 |
| REPUBLIC OF CAMEROON 5.950000% 07/07/2032 (Republique du Cameroun) | Long | Debt | CM | $880K | – | 0.05 |
| REPUBLIC OF CAMEROON 5.950000% 07/07/2032 (Republique du Cameroun) | Long | Debt | CM | $852K | – | 0.05 |
| REPUBLIC OF CHILE 3.100000% 05/07/2041 (Gobierno de Chile) | Long | Debt | CL | $721K | – | 0.04 |
| REPUBLIC OF CHILE 3.250000% 09/21/2071 (Gobierno de Chile) | Long | Debt | CL | $349K | – | 0.02 |
| REPUBLIC OF CHILE 4.000000% 01/31/2052 (Gobierno de Chile) | Long | Debt | CL | $478K | – | 0.03 |
| REPUBLIC OF CHILE 4.850000% 01/22/2029 (Gobierno de Chile) | Long | Debt | CL | $4M | – | 0.23 |
| REPUBLIC OF CHILE 4.950000% 01/05/2036 (Gobierno de Chile) | Long | Debt | CL | $1M | – | 0.07 |
| REPUBLIC OF COLOMBIA 3.000000% 01/30/2030 (Republica de Colombia) | Long | Debt | CO | $540K | – | 0.03 |
| REPUBLIC OF COLOMBIA 4.125000% 02/22/2042 (Republica de Colombia) | Long | Debt | CO | $1M | – | 0.09 |
| REPUBLIC OF COLOMBIA 4.125000% 05/15/2051 (Republica de Colombia) | Long | Debt | CO | $431K | – | 0.03 |
| REPUBLIC OF COLOMBIA 5.000000% 06/15/2045 (Republica de Colombia) | Long | Debt | CO | $5M | – | 0.31 |
| REPUBLIC OF COLOMBIA 5.200000% 05/15/2049 (Republica de Colombia) | Long | Debt | CO | $140K | – | 0.01 |
| REPUBLIC OF COLOMBIA 5.625000% 02/26/2044 (Republica de Colombia) | Long | Debt | CO | $4M | – | 0.24 |
| REPUBLIC OF COLOMBIA 6.125000% 01/18/2041 (Republica de Colombia) | Long | Debt | CO | $3M | – | 0.20 |
| REPUBLIC OF COLOMBIA 7.500000% 02/02/2034 (Republica de Colombia) | Long | Debt | CO | $2M | – | 0.14 |
| REPUBLIC OF COLOMBIA 8.000000% 04/20/2033 (Republica de Colombia) | Long | Debt | CO | $3M | – | 0.21 |
| REPUBLIC OF COLOMBIA 8.000000% 04/20/2033 (Republica de Colombia) | Long | Debt | CO | $788K | – | 0.05 |
| REPUBLIC OF COLOMBIA 8.000000% 11/14/2035 (Republica de Colombia) | Long | Debt | CO | $2M | – | 0.11 |
| REPUBLIC OF COLOMBIA 8.000000% 11/14/2035 (Republica de Colombia) | Long | Debt | CO | $531K | – | 0.03 |
| REPUBLIC OF COLOMBIA 8.750000% 11/14/2053 (Republica de Colombia) | Long | Debt | CO | $3M | – | 0.15 |
| REPUBLIC OF COLOMBIA 8.750000% 11/14/2053 (Republica de Colombia) | Long | Debt | CO | $405K | – | 0.02 |
| REPUBLIC OF COLOMBIA 9.850000% 06/28/2027 (Republica de Colombia) | Long | Debt | CO | $2M | – | 0.12 |
| REPUBLIC OF COSTA RICA 7% 04/04/2044 (Republica de Costa Rica) | Long | Debt | CR | $253K | – | 0.02 |
| REPUBLIC OF ECUADOR 2.500000% 07/31/2040 (Republica del Ecuador) | Long | Debt | EC | $925K | – | 0.06 |
| REPUBLIC OF ECUADOR 2.500000% 07/31/2040 (Republica del Ecuador) | Long | Debt | EC | $83K | – | 0.01 |
| REPUBLIC OF ECUADOR 3.500000% 07/31/2035 (Republica del Ecuador) | Long | Debt | EC | $3M | – | 0.21 |
| REPUBLIC OF ECUADOR 3.500000% 07/31/2035 (Republica del Ecuador) | Long | Debt | EC | $2M | – | 0.13 |
| REPUBLIC OF ECUADOR 3.500000% 07/31/2035 (Republica del Ecuador) | Long | Debt | EC | $2M | – | 0.13 |
| REPUBLIC OF ECUADOR 6.000000% 07/31/2030 (Republica del Ecuador) | Long | Debt | EC | $907K | – | 0.06 |
| REPUBLIC OF ECUADOR 6.000000% 07/31/2030 (Republica del Ecuador) | Long | Debt | EC | $472K | – | 0.03 |
| REPUBLIC OF ECUADOR 6.000000% 07/31/2030 (Republica del Ecuador) | Long | Debt | EC | $431K | – | 0.03 |
| REPUBLIC OF ECUADOR ZERO COUPON 07/31/2030 (Republica del Ecuador) | Long | Debt | EC | $145K | – | 0.01 |
| REPUBLIC OF ECUADOR ZERO COUPON 07/31/2030 (Republica del Ecuador) | Long | Debt | EC | $89K | – | 0.01 |
| REPUBLIC OF EL SALVADOR 7.124600% 01/20/2050 (Republica de El Salvador) | Long | Debt | SV | $1M | – | 0.08 |
| REPUBLIC OF EL SALVADOR 7.650000% 06/15/2035 (Republica de El Salvador) | Long | Debt | SV | $400K | – | 0.02 |
| REPUBLIC OF EL SALVADOR 8.250000% 04/10/2032 (Republica de El Salvador) | Long | Debt | SV | $511K | – | 0.03 |
| REPUBLIC OF EL SALVADOR 8.250000% 04/10/2032 (Republica de El Salvador) | Long | Debt | SV | $269K | – | 0.02 |
| REPUBLIC OF EL SALVADOR 9.500000% 07/15/2052 (Republica de El Salvador) | Long | Debt | SV | $4M | – | 0.22 |
| REPUBLIC OF EL SALVADOR 9.500000% 07/15/2052 (Republica de El Salvador) | Long | Debt | SV | $1M | – | 0.07 |
| REPUBLIC OF EL SALVADOR 9.500000% 07/15/2052 (Republica de El Salvador) | Long | Debt | SV | $849K | – | 0.05 |
| REPUBLIC OF GABON 6.950000% 06/16/2025 (Republique Gabonaise) | Long | Debt | GA | $237K | – | 0.01 |
| REPUBLIC OF GABON 7.000000% 11/24/2031 (Republique Gabonaise) | Long | Debt | GA | $2M | – | 0.10 |
| REPUBLIC OF GABON 7.000000% 11/24/2031 (Republique Gabonaise) | Long | Debt | GA | $185K | – | 0.01 |
| REPUBLIC OF GHANA 10.750000% 10/14/2030 | Long | Debt | GH | $3M | – | 0.16 |
| REPUBLIC OF GHANA 10.750000% 10/14/2030 | Long | Debt | GH | $2M | – | 0.12 |
| REPUBLIC OF GHANA 10.750000% 10/14/2030 | Long | Debt | GH | $136K | – | 0.01 |
| REPUBLIC OF GHANA 7.625000% 05/16/2029 | Long | Debt | GH | $650K | – | 0.04 |
| REPUBLIC OF GHANA 7.750000% 04/07/2029 | Long | Debt | GH | $672K | – | 0.04 |
| REPUBLIC OF GHANA 7.875000% 02/11/2035 | Long | Debt | GH | $740K | – | 0.05 |
| REPUBLIC OF GHANA 7.875000% 02/11/2035 | Long | Debt | GH | $207K | – | 0.01 |
| REPUBLIC OF GHANA 8.625000% 04/07/2034 | Long | Debt | GH | $2M | – | 0.12 |
| REPUBLIC OF GHANA 8.625000% 04/07/2034 | Long | Debt | GH | $515K | – | 0.03 |
| REPUBLIC OF GHANA 8.625000% 04/07/2034 | Long | Debt | GH | $236K | – | 0.01 |
| REPUBLIC OF GHANA 8.627000% 06/16/2049 | Long | Debt | GH | $453K | – | 0.03 |
| REPUBLIC OF GHANA 8.750000% 03/11/2061 | Long | Debt | GH | $533K | – | 0.03 |
| REPUBLIC OF GHANA 8.875000% 05/07/2042 | Long | Debt | GH | $209K | – | 0.01 |
| REPUBLIC OF GHANA 8.950000% 03/26/2051 | Long | Debt | GH | $2M | – | 0.09 |
| REPUBLIC OF GHANA VARIABLE RATE 02/11/2027 | Long | Debt | GH | $346K | – | 0.02 |
| REPUBLIC OF GHANA VARIABLE RATE 02/11/2027 | Long | Debt | GH | $205K | – | 0.01 |
| REPUBLIC OF GUATEMALA 3.700000% 10/07/2033 (Republica de Guatemala) | Long | Debt | GT | $688K | – | 0.04 |
| REPUBLIC OF GUATEMALA 4.875000% 02/13/2028 (Republica de Guatemala) | Long | Debt | GT | $673K | – | 0.04 |
| REPUBLIC OF GUATEMALA 5.375000% 04/24/2032 (Republica de Guatemala) | Long | Debt | GT | $526K | – | 0.03 |
| REPUBLIC OF GUATEMALA 6.125000% 06/01/2050 (Republica de Guatemala) | Long | Debt | GT | $3M | – | 0.18 |
| REPUBLIC OF GUATEMALA 6.600000% 06/13/2036 (Republica de Guatemala) | Long | Debt | GT | $2M | – | 0.11 |
| REPUBLIC OF GUATEMALA 7.050000% 10/04/2032 (Republica de Guatemala) | Long | Debt | GT | $481K | – | 0.03 |
| REPUBLIC OF INDONESIA 1.100000% 03/12/2033 (Pemerintah Republik Indonesia) | Long | Debt | ID | $592K | – | 0.04 |
| REPUBLIC OF INDONESIA 1.300000% 03/23/2034 (Pemerintah Republik Indonesia) | Long | Debt | ID | $281K | – | 0.02 |
| REPUBLIC OF INDONESIA 1.400000% 10/30/2031 (Pemerintah Republik Indonesia) | Long | Debt | ID | $1M | – | 0.08 |
| REPUBLIC OF INDONESIA 2.850000% 02/14/2030 (Pemerintah Republik Indonesia) | Long | Debt | ID | $3M | – | 0.17 |
| REPUBLIC OF INDONESIA 3.550000% 03/31/2032 (Pemerintah Republik Indonesia) | Long | Debt | ID | $3M | – | 0.20 |
| REPUBLIC OF INDONESIA 4.400000% 03/10/2029 (Pemerintah Republik Indonesia) | Long | Debt | ID | $602K | – | 0.04 |
| REPUBLIC OF INDONESIA 4.550000% 01/11/2028 (Pemerintah Republik Indonesia) | Long | Debt | ID | $2M | – | 0.13 |
| REPUBLIC OF INDONESIA 4.650000% 09/20/2032 (Pemerintah Republik Indonesia) | Long | Debt | ID | $2M | – | 0.12 |
| REPUBLIC OF INDONESIA 4.700000% 02/10/2034 (Pemerintah Republik Indonesia) | Long | Debt | ID | $591K | – | 0.04 |
| REPUBLIC OF INDONESIA 4.850000% 01/11/2033 (Pemerintah Republik Indonesia) | Long | Debt | ID | $3M | – | 0.16 |
| REPUBLIC OF INDONESIA 5.650000% 01/11/2053 (Pemerintah Republik Indonesia) | Long | Debt | ID | $3M | – | 0.18 |
| REPUBLIC OF IRAQ 5.800000% 01/15/2028 | Long | Debt | IQ | $1M | – | 0.08 |
| REPUBLIC OF IRAQ 5.800000% 01/15/2028 | Long | Debt | IQ | $416K | – | 0.03 |
| REPUBLIC OF KAZAKHSTAN 4.875000% 10/14/2044 | Long | Debt | KZ | $1M | – | 0.07 |
| REPUBLIC OF KENYA 8.250000% 02/28/2048 | Long | Debt | KE | $3M | – | 0.20 |
| REPUBLIC OF KENYA GOVERNMENT INTERNATIONAL BOND 14 9.750000% 02/16/2031 | Long | Debt | KE | $2M | – | 0.15 |
| REPUBLIC OF MOZAMBIQUE 9.000000% 09/15/2031 (Republica de Mocambique) | Long | Debt | MZ | $328K | – | 0.02 |
| REPUBLIC OF NIGERIA 7.696000% 02/23/2038 (Federal Republic of Nigeria) | Long | Debt | NG | $1M | – | 0.08 |
| REPUBLIC OF NIGERIA 7.875000% 02/16/2032 (Federal Republic of Nigeria) | Long | Debt | NG | $1M | – | 0.08 |
| REPUBLIC OF NIGERIA 8.747000% 01/21/2031 (Federal Republic of Nigeria) | Long | Debt | NG | $1M | – | 0.09 |
| REPUBLIC OF NIGERIA 9.248000% 01/21/2049 (Federal Republic of Nigeria) | Long | Debt | NG | $521K | – | 0.03 |
| REPUBLIC OF PANAMA 2.252000% 09/29/2032 (Gobierno de la Republica de Panama) | Long | Debt | PA | $2M | – | 0.11 |
| REPUBLIC OF PANAMA 4.500000% 01/19/2063 (Gobierno de la Republica de Panama) | Long | Debt | PA | $1M | – | 0.07 |
| REPUBLIC OF PANAMA 4.500000% 04/01/2056 (Gobierno de la Republica de Panama) | Long | Debt | PA | $1M | – | 0.08 |
| REPUBLIC OF PANAMA 4.500000% 04/16/2050 (Gobierno de la Republica de Panama) | Long | Debt | PA | $4M | – | 0.22 |
| REPUBLIC OF PANAMA 4.500000% 04/16/2050 (Gobierno de la Republica de Panama) | Long | Debt | PA | $672K | – | 0.04 |
| REPUBLIC OF PANAMA 4.500000% 04/16/2050 (Gobierno de la Republica de Panama) | Long | Debt | PA | $132K | – | 0.01 |
| REPUBLIC OF PANAMA 6.400000% 02/14/2035 (Gobierno de la Republica de Panama) | Long | Debt | PA | $1M | – | 0.08 |
| REPUBLIC OF PANAMA 6.400000% 02/14/2035 (Gobierno de la Republica de Panama) | Long | Debt | PA | $628K | – | 0.04 |
| REPUBLIC OF PANAMA 6.400000% 02/14/2035 (Gobierno de la Republica de Panama) | Long | Debt | PA | $547K | – | 0.03 |
| REPUBLIC OF PANAMA 6.700000% 01/26/2036 (Gobierno de la Republica de Panama) | Long | Debt | PA | $848K | – | 0.05 |
| REPUBLIC OF PANAMA 6.853000% 03/28/2054 (Gobierno de la Republica de Panama) | Long | Debt | PA | $696K | – | 0.04 |
| REPUBLIC OF PANAMA 6.875000% 01/31/2036 (Gobierno de la Republica de Panama) | Long | Debt | PA | $330K | – | 0.02 |
| REPUBLIC OF PANAMA 7.500000% 03/01/2031 (Gobierno de la Republica de Panama) | Long | Debt | PA | $396K | – | 0.02 |
| REPUBLIC OF PANAMA 8.000000% 03/01/2038 (Gobierno de la Republica de Panama) | Long | Debt | PA | $2M | – | 0.10 |
| REPUBLIC OF PANAMA 8.000000% 03/01/2038 (Gobierno de la Republica de Panama) | Long | Debt | PA | $1M | – | 0.07 |
| REPUBLIC OF PANAMA 8.000000% 03/01/2038 (Gobierno de la Republica de Panama) | Long | Debt | PA | $212K | – | 0.01 |
| REPUBLIC OF PANAMA 8.125000% 04/28/2034 (Gobierno de la Republica de Panama) | Long | Debt | PA | $743K | – | 0.05 |
| REPUBLIC OF PANAMA 9.375000% 04/01/2029 (Gobierno de la Republica de Panama) | Long | Debt | PA | $305K | – | 0.02 |
| REPUBLIC OF PARAGUAY 4.950000% 04/28/2031 (Republica Del Paraguay) | Long | Debt | PY | $538K | – | 0.03 |
| REPUBLIC OF PARAGUAY 5.400000% 03/30/2050 (Republica Del Paraguay) | Long | Debt | PY | $810K | – | 0.05 |
| REPUBLIC OF PARAGUAY 5.600000% 03/13/2048 (Republica Del Paraguay) | Long | Debt | PY | $324K | – | 0.02 |
| REPUBLIC OF PARAGUAY 7.900000% 02/09/2031 (Republica Del Paraguay) | Long | Debt | PY | $2M | – | 0.15 |
| REPUBLIC OF PERU 1.250000% 03/11/2033 (Republica del Peru) | Long | Debt | PE | $970K | – | 0.06 |
| REPUBLIC OF PERU 1.950000% 11/17/2036 (Republica del Peru) | Long | Debt | PE | $2M | – | 0.11 |
| REPUBLIC OF PERU 2.783000% 01/23/2031 (Republica del Peru) | Long | Debt | PE | $5M | – | 0.29 |
| REPUBLIC OF PERU 3.230000% 07/28/2121 (Republica del Peru) | Long | Debt | PE | $319K | – | 0.02 |
| REPUBLIC OF PERU 3.600000% 01/15/2072 (Republica del Peru) | Long | Debt | PE | $1M | – | 0.07 |
| REPUBLIC OF PERU 5.400000% 08/12/2034 (Republica del Peru) | Long | Debt | PE | $408K | – | 0.03 |
| REPUBLIC OF PERU 5.940000% 02/12/2029 (Republica del Peru) | Long | Debt | PE | $4M | – | 0.23 |
| REPUBLIC OF PERU 6.350000% 08/12/2028 (Republica del Peru) | Long | Debt | PE | $4M | – | 0.23 |
| REPUBLIC OF PERU 6.850000% 02/12/2042 (Republica del Peru) | Long | Debt | PE | $225K | – | 0.01 |
| REPUBLIC OF PERU 6.900000% 08/12/2037 (Republica del Peru) | Long | Debt | PE | $2M | – | 0.13 |
| REPUBLIC OF PERU 6.950000% 08/12/2031 (Republica del Peru) | Long | Debt | PE | $4M | – | 0.26 |
| REPUBLIC OF PERU 8.2% 08/12/2026 (Republica del Peru) | Long | Debt | PE | $5K | – | 0.00 |
| REPUBLIC OF PHILIPPINES 1.648000% 06/10/2031 (Republic of the Philippines) | Long | Debt | PH | $642K | – | 0.04 |
| REPUBLIC OF PHILIPPINES 1.750000% 04/28/2041 (Republic of the Philippines) | Long | Debt | PH | $297K | – | 0.02 |
| REPUBLIC OF PHILIPPINES 1.950000% 01/06/2032 (Republic of the Philippines) | Long | Debt | PH | $4M | – | 0.27 |
| REPUBLIC OF PHILIPPINES 2.650000% 12/10/2045 (Republic of the Philippines) | Long | Debt | PH | $1M | – | 0.06 |
| REPUBLIC OF PHILIPPINES 2.950000% 05/05/2045 (Republic of the Philippines) | Long | Debt | PH | $807K | – | 0.05 |
| REPUBLIC OF PHILIPPINES 5.170000% 10/13/2027 (Republic of the Philippines) | Long | Debt | PH | $4M | – | 0.22 |
| REPUBLIC OF PHILIPPINES 5.500000% 01/17/2048 (Republic of the Philippines) | Long | Debt | PH | $983K | – | 0.06 |
| REPUBLIC OF PHILIPPINES 5.600000% 05/14/2049 (Republic of the Philippines) | Long | Debt | PH | $2M | – | 0.14 |
| REPUBLIC OF POLAND 3.625000% 01/11/2034 (Rzeczpospolita Polska) | Long | Debt | PL | $403K | – | 0.02 |
| REPUBLIC OF POLAND 4.125000% 01/11/2044 (Rzeczpospolita Polska) | Long | Debt | PL | $352K | – | 0.02 |
| REPUBLIC OF POLAND 4.625000% 03/18/2029 (Rzeczpospolita Polska) | Long | Debt | PL | $1M | – | 0.09 |
| REPUBLIC OF POLAND 4.875000% 10/04/2033 (Rzeczpospolita Polska) | Long | Debt | PL | $1M | – | 0.08 |
| REPUBLIC OF POLAND 5.125000% 09/18/2034 (Rzeczpospolita Polska) | Long | Debt | PL | $6M | – | 0.39 |
| REPUBLIC OF POLAND 5.125000% 09/18/2034 (Rzeczpospolita Polska) | Long | Debt | PL | $2M | – | 0.10 |
| REPUBLIC OF POLAND 5.125000% 09/18/2034 (Rzeczpospolita Polska) | Long | Debt | PL | $699K | – | 0.04 |
| REPUBLIC OF POLAND 5.500000% 03/18/2054 (Rzeczpospolita Polska) | Long | Debt | PL | $3M | – | 0.21 |
| REPUBLIC OF POLAND 5.500000% 03/18/2054 (Rzeczpospolita Polska) | Long | Debt | PL | $2M | – | 0.10 |
| REPUBLIC OF POLAND 5.500000% 03/18/2054 (Rzeczpospolita Polska) | Long | Debt | PL | $629K | – | 0.04 |
| REPUBLIC OF POLAND 5.500000% 04/04/2053 (Rzeczpospolita Polska) | Long | Debt | PL | $247K | – | 0.02 |
| REPUBLIC OF POLAND 5.500000% 04/04/2053 (Rzeczpospolita Polska) | Long | Debt | PL | $122K | – | 0.01 |
| REPUBLIC OF RWANDA 5.500000% 08/09/2031 | Long | Debt | RW | $162K | – | 0.01 |
| REPUBLIC OF SENEGAL 4.750000% 03/13/2028 (Republique du Senegal) | Long | Debt | SN | $524K | – | 0.03 |
| REPUBLIC OF SENEGAL 5.375000% 06/08/2037 (Republique du Senegal) | Long | Debt | SN | $475K | – | 0.03 |
| REPUBLIC OF SENEGAL 5.375000% 06/08/2037 (Republique du Senegal) | Long | Debt | SN | $309K | – | 0.02 |
| REPUBLIC OF SENEGAL 6.750000% 03/13/2048 (Republique du Senegal) | Long | Debt | SN | $713K | – | 0.04 |
| REPUBLIC OF SENEGAL 6.750000% 03/13/2048 (Republique du Senegal) | Long | Debt | SN | $582K | – | 0.04 |
| REPUBLIC OF SERBIA 1.500000% 06/26/2029 (Republika Srbija) | Long | Debt | RS | $539K | – | 0.03 |
| REPUBLIC OF SERBIA 1.650000% 03/03/2033 (Republika Srbija) | Long | Debt | RS | $662K | – | 0.04 |
| REPUBLIC OF SERBIA 2.125000% 12/01/2030 (Republika Srbija) | Long | Debt | RS | $829K | – | 0.05 |
| REPUBLIC OF SERBIA 6.500000% 09/26/2033 (Republika Srbija) | Long | Debt | RS | $201K | – | 0.01 |
| REPUBLIC OF SOUTH AFRICA 10.500000% 12/21/2026 | Long | Debt | ZA | $2K | – | 0.00 |
| REPUBLIC OF SOUTH AFRICA 5.650000% 09/27/2047 | Long | Debt | ZA | $204K | – | 0.01 |
| REPUBLIC OF SOUTH AFRICA 5.750000% 09/30/2049 | Long | Debt | ZA | $5M | – | 0.32 |
| REPUBLIC OF SOUTH AFRICA 5.750000% 09/30/2049 | Long | Debt | ZA | $4M | – | 0.22 |
| REPUBLIC OF SOUTH AFRICA 5.750000% 09/30/2049 | Long | Debt | ZA | $1M | – | 0.08 |
| REPUBLIC OF SOUTH AFRICA 5.875000% 04/20/2032 | Long | Debt | ZA | $2M | – | 0.12 |
| REPUBLIC OF SOUTH AFRICA 5.875000% 06/22/2030 | Long | Debt | ZA | $185K | – | 0.01 |
| REPUBLIC OF SOUTH AFRICA 6.250000% 03/31/2036 | Long | Debt | ZA | $3M | – | 0.20 |
| REPUBLIC OF SOUTH AFRICA 6.250000% 03/31/2036 | Long | Debt | ZA | $1M | – | 0.08 |
| REPUBLIC OF SOUTH AFRICA 6.500000% 02/28/2041 | Long | Debt | ZA | $2M | – | 0.12 |
| REPUBLIC OF SOUTH AFRICA 6.500000% 02/28/2041 | Long | Debt | ZA | $2M | – | 0.10 |
| REPUBLIC OF SOUTH AFRICA 6.500000% 02/28/2041 | Long | Debt | ZA | $1M | – | 0.08 |
| REPUBLIC OF SOUTH AFRICA 7.000000% 02/28/2031 | Long | Debt | ZA | $4M | – | 0.23 |
| REPUBLIC OF SOUTH AFRICA 7.000000% 02/28/2031 | Long | Debt | ZA | $3M | – | 0.17 |
| REPUBLIC OF SOUTH AFRICA 7.000000% 02/28/2031 | Long | Debt | ZA | $387.34 | – | 0.00 |
| REPUBLIC OF SOUTH AFRICA 7.300000% 04/20/2052 | Long | Debt | ZA | $2M | – | 0.11 |
| REPUBLIC OF SOUTH AFRICA 8.000000% 01/31/2030 | Long | Debt | ZA | $12M | – | 0.72 |
| REPUBLIC OF SOUTH AFRICA 8.000000% 01/31/2030 | Long | Debt | ZA | $518K | – | 0.03 |
| REPUBLIC OF SOUTH AFRICA 8.250000% 03/31/2032 | Long | Debt | ZA | $3M | – | 0.19 |
| REPUBLIC OF SOUTH AFRICA 8.500000% 01/31/2037 | Long | Debt | ZA | $9M | – | 0.52 |
| REPUBLIC OF SOUTH AFRICA 8.500000% 01/31/2037 | Long | Debt | ZA | $3M | – | 0.20 |
| REPUBLIC OF SOUTH AFRICA 8.500000% 01/31/2037 | Long | Debt | ZA | $1M | – | 0.07 |
| REPUBLIC OF SOUTH AFRICA 8.750000% 01/31/2044 | Long | Debt | ZA | $9M | – | 0.58 |
| REPUBLIC OF SOUTH AFRICA 8.750000% 01/31/2044 | Long | Debt | ZA | $5M | – | 0.29 |
| REPUBLIC OF SOUTH AFRICA 8.750000% 01/31/2044 | Long | Debt | ZA | $2M | – | 0.14 |
| REPUBLIC OF SOUTH AFRICA 8.750000% 02/28/2048 | Long | Debt | ZA | $8M | – | 0.51 |
| REPUBLIC OF SOUTH AFRICA 8.750000% 02/28/2048 | Long | Debt | ZA | $3M | – | 0.18 |
| REPUBLIC OF SOUTH AFRICA 8.875000% 02/28/2035 | Long | Debt | ZA | $3M | – | 0.16 |
| REPUBLIC OF SOUTH AFRICA 8.875000% 02/28/2035 | Long | Debt | ZA | $2M | – | 0.12 |
| REPUBLIC OF SOUTH AFRICA 8.875000% 02/28/2035 | Long | Debt | ZA | $983K | – | 0.06 |
| REPUBLIC OF SOUTH AFRICA 9.000000% 01/31/2040 | Long | Debt | ZA | $6M | – | 0.38 |
| REPUBLIC OF SOUTH AFRICA 9.000000% 01/31/2040 | Long | Debt | ZA | $5M | – | 0.30 |
| REPUBLIC OF SOUTH AFRICA 9.000000% 01/31/2040 | Long | Debt | ZA | $2M | – | 0.12 |
| REPUBLIC OF SRI LANKA 5.750000% 04/18/2023 (Democratic Socialist Republic of Sri Lanka) | Long | Debt | LK | $725K | – | 0.04 |
| REPUBLIC OF SRI LANKA 5.750000% 04/18/2023 (Democratic Socialist Republic of Sri Lanka) | Long | Debt | LK | $139K | – | 0.01 |
| REPUBLIC OF SRI LANKA 6.200000% 05/11/2027 (Democratic Socialist Republic of Sri Lanka) | Long | Debt | LK | $1M | – | 0.07 |
| REPUBLIC OF SRI LANKA 6.200000% 05/11/2027 (Democratic Socialist Republic of Sri Lanka) | Long | Debt | LK | $928K | – | 0.06 |
| REPUBLIC OF SRI LANKA 6.350000% 06/28/2024 (Democratic Socialist Republic of Sri Lanka) | Long | Debt | LK | $271K | – | 0.02 |
| REPUBLIC OF SRI LANKA 6.750000% 04/18/2028 (Democratic Socialist Republic of Sri Lanka) | Long | Debt | LK | $1M | – | 0.07 |
| REPUBLIC OF SRI LANKA 6.825000% 07/18/2026 (Democratic Socialist Republic of Sri Lanka) | Long | Debt | LK | $468K | – | 0.03 |
| REPUBLIC OF SRI LANKA 6.850000% 03/14/2024 (Democratic Socialist Republic of Sri Lanka) | Long | Debt | LK | $833K | – | 0.05 |
| REPUBLIC OF SRI LANKA 6.850000% 11/03/2025 (Democratic Socialist Republic of Sri Lanka) | Long | Debt | LK | $640K | – | 0.04 |
| REPUBLIC OF SRI LANKA 7.550000% 03/28/2030 (Democratic Socialist Republic of Sri Lanka) | Long | Debt | LK | $1M | – | 0.06 |
| REPUBLIC OF SRI LANKA 7.550000% 03/28/2030 (Democratic Socialist Republic of Sri Lanka) | Long | Debt | LK | $696K | – | 0.04 |
| REPUBLIC OF TURKIYE 4.875000% 04/16/2043 (Turkiye Cumhuriyeti) | Long | Debt | TR | $1M | – | 0.07 |
| REPUBLIC OF TURKIYE 5.750000% 05/11/2047 (Turkiye Cumhuriyeti) | Long | Debt | TR | $8M | – | 0.47 |
| REPUBLIC OF TURKIYE 5.875000% 05/21/2030 (Turkiye Cumhuriyeti) | Long | Debt | TR | $1M | – | 0.07 |
| REPUBLIC OF TURKIYE 7.625000% 05/15/2034 (Turkiye Cumhuriyeti) | Long | Debt | TR | $4M | – | 0.25 |
| REPUBLIC OF TURKIYE 7.625000% 05/15/2034 (Turkiye Cumhuriyeti) | Long | Debt | TR | $790K | – | 0.05 |
| REPUBLIC OF TURKIYE 9.125000% 07/13/2030 (Turkiye Cumhuriyeti) | Long | Debt | TR | $2M | – | 0.11 |
| REPUBLIC OF TURKIYE 9.125000% 07/13/2030 (Turkiye Cumhuriyeti) | Long | Debt | TR | $1M | – | 0.08 |
| REPUBLIC OF TURKIYE 9.375000% 03/14/2029 (Turkiye Cumhuriyeti) | Long | Debt | TR | $292K | – | 0.02 |
| REPUBLIC OF UZBEKISTAN 3.900000% 10/19/2031 | Long | Debt | UZ | $390K | – | 0.02 |
| REPUBLIC OF UZBEKISTAN INTERNATIONAL BOND 144A 6.900000% 02/28/2032 | Long | Debt | UZ | $1M | – | 0.07 |
| REPUBLIC OF VENEZUELA VARIABLE RATE 05/07/2028 (Republica Bolivariana de Venezuela) | Long | Debt | VE | $815K | – | 0.05 |
| REPUBLIC OF VENEZUELA VARIABLE RATE 10/13/2019 (Republica Bolivariana de Venezuela) | Long | Debt | VE | $2M | – | 0.10 |
| REPUBLIC OF VENEZUELA VARIABLE RATE 10/13/2024 (Republica Bolivariana de Venezuela) | Long | Debt | VE | $619K | – | 0.04 |
| REPUBLIC OF VENEZUELA VARIABLE RATE 10/13/2024 (Republica Bolivariana de Venezuela) | Long | Debt | VE | $43K | – | 0.00 |
| REPUBLIC OF ZAMBIA 5.375000% 09/20/2022 | Long | Debt | ZM | $2M | – | 0.10 |
| REPUBLIC OF ZAMBIA 5.375000% 09/20/2022 | Long | Debt | ZM | $817K | – | 0.05 |
| REPUBLIC OF ZAMBIA 8.50% 4/14/2024 | Long | Debt | ZM | $214K | – | 0.01 |
| REPUBLIC OF ZAMBIA 8.500000% 04/14/2024 | Long | Debt | ZM | $397K | – | 0.02 |
| REPUBLIC OF ZAMBIA 8.970000% 07/30/2027 | Long | Debt | ZM | $2M | – | 0.12 |
| REPUBLIC OF ZAMBIA 8.970000% 07/30/2027 | Long | Debt | ZM | $912K | – | 0.06 |
| REPUBLICA ORIENT URUGUAY 3.400000% 05/16/2045 (Republica Oriental del Uruguay) | Long | Debt | UY | $3M | – | 0.16 |
| REPUBLICA ORIENT URUGUAY 4.375000% 01/23/2031 (Republica Oriental del Uruguay) | Long | Debt | UY | $659K | – | 0.04 |
| REPUBLICA ORIENT URUGUAY 5.100000% 06/18/2050 (Republica Oriental del Uruguay) | Long | Debt | UY | $446K | – | 0.03 |
| REPUBLICA ORIENT URUGUAY 5.750000% 10/28/2034 (Republica Oriental del Uruguay) | Long | Debt | UY | $6M | – | 0.36 |
| REPUBLICA ORIENT URUGUAY 8.250000% 05/21/2031 (Republica Oriental del Uruguay) | Long | Debt | UY | $293K | – | 0.02 |
| REPUBLICA ORIENT URUGUAY 8.500000% 03/15/2028 (Republica Oriental del Uruguay) | Long | Debt | UY | $856.58 | – | 0.00 |
| REPUBLICA ORIENT URUGUAY 9.750000% 07/20/2033 (Republica Oriental del Uruguay) | Long | Debt | UY | $6M | – | 0.34 |
| REPUBLICA ORIENT URUGUAY 9.750000% 07/20/2033 (Republica Oriental del Uruguay) | Long | Debt | UY | $2M | – | 0.11 |
| REPUBLICA ORIENT URUGUAY 9.750000% 07/20/2033 (Republica Oriental del Uruguay) | Long | Debt | UY | $1M | – | 0.07 |
| ROMANIA 4.000000% 02/14/2051 | Long | Debt | RO | $2M | – | 0.10 |
| ROMANIA 7.125000% 01/17/2033 | Long | Debt | RO | $120K | – | 0.01 |
| ROMANIA GOVERNMENT BOND 2.500000% 10/25/2027 | Long | Debt | RO | $947K | – | 0.06 |
| ROMANIA GOVERNMENT BOND 3.250000% 06/24/2026 | Long | Debt | RO | $408K | – | 0.03 |
| ROMANIA GOVERNMENT BOND 4.150000% 01/26/2028 | Long | Debt | RO | $196K | – | 0.01 |
| ROMANIA GOVERNMENT BOND 4.750000% 10/11/2034 | Long | Debt | RO | $342K | – | 0.02 |
| ROMANIA GOVERNMENT BOND 4.850000% 07/25/2029 | Long | Debt | RO | $233K | – | 0.01 |
| ROMANIA GOVERNMENT BOND 6.700000% 02/25/2032 | Long | Debt | RO | $3M | – | 0.17 |
| ROMANIA GOVERNMENT BOND 6.700000% 02/25/2032 | Long | Debt | RO | $182K | – | 0.01 |
| ROMANIA GOVERNMENT BOND 7.350000% 04/28/2031 | Long | Debt | RO | $225K | – | 0.01 |
| ROMANIA GOVERNMENT BOND 7.900000% 02/24/2038 | Long | Debt | RO | $227K | – | 0.01 |
| ROMANIA GOVERNMENT BOND 8.000000% 04/29/2030 | Long | Debt | RO | $1M | – | 0.07 |
| ROMANIA GOVERNMENT BOND 8.250000% 09/29/2032 | Long | Debt | RO | $3M | – | 0.18 |
| ROMANIA GOVERNMENT BOND 8.750000% 10/30/2028 | Long | Debt | RO | $668K | – | 0.04 |
| ROMANIAN GOVERNMENT INTERNATIONAL BOND 144A 5.625000% 02/22/2036 | Long | Debt | RO | $428K | – | 0.03 |
| ROMANIAN GOVERNMENT INTERNATIONAL BOND 144A 5.875000% 01/30/2029 | Long | Debt | RO | $1M | – | 0.08 |
| ROMANIAN GOVERNMENT INTERNATIONAL BOND 144A 6.375000% 01/30/2034 | Long | Debt | RO | $3M | – | 0.20 |
| ROMANIAN GOVERNMENT INTERNATIONAL BOND 144A 6.375000% 01/30/2034 | Long | Debt | RO | $2M | – | 0.11 |
| ROMANIAN GOVERNMENT INTERNATIONAL BOND 144A 7.125000% 01/17/2033 | Long | Debt | RO | $2M | – | 0.13 |
| ROMANIAN GOVERNMENT INTERNATIONAL BOND 144A 7.125000% 01/17/2033 | Long | Debt | RO | $944K | – | 0.06 |
| ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 2.000000% 01/28/2032 | Long | Debt | RO | $775K | – | 0.05 |
| ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 2.000000% 04/14/2033 | Long | Debt | RO | $825K | – | 0.05 |
| ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 2.124000% 07/16/2031 | Long | Debt | RO | $146K | – | 0.01 |
| ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 3.375000% 01/28/2050 | Long | Debt | RO | $182K | – | 0.01 |
| ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 3.750000% 02/07/2034 | Long | Debt | RO | $5M | – | 0.32 |
| ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 3.875000% 10/29/2035 | Long | Debt | RO | $1M | – | 0.08 |
| ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 5.625000% 02/22/2036 | Long | Debt | RO | $1M | – | 0.06 |
| ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 6.375000% 09/18/2033 | Long | Debt | RO | $644K | – | 0.04 |
| ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 7.625000% 01/17/2053 | Long | Debt | RO | $5M | – | 0.29 |
| SAGICOR FINANCIAL CO LTD 5.300000% 05/13/2028 (Sagicor Financial Corporation Limited) | Long | Debt | US | $491K | – | 0.03 |
| SAMARCO MINERACAO SA 9.000000% 06/30/2031 (Samarco Mineracao S.A. - em Recuperacao Judicial) | Long | Debt | BR | $549K | – | 0.03 |
| SASOL FINANCING USA LLC 144A 8.750000% 05/03/2029 | Long | Debt | ZA | $422K | – | 0.03 |
| SASOL FINANCING USA LLC 4.375000% 09/18/2026 | Long | Debt | ZA | $498K | – | 0.03 |
| SASOL FINANCING USA LLC 6.500000% 09/27/2028 | Long | Debt | ZA | $510K | – | 0.03 |
| SAUDI GOVERNMENT INTERNATIONAL BOND 144A 4.750000% 01/16/2030 (Kingdom of Saudi Arabia) | Long | Debt | SA | $8M | – | 0.46 |
| SAUDI GOVERNMENT INTERNATIONAL BOND MTN 2.250000% 02/02/2033 (Kingdom of Saudi Arabia) | Long | Debt | SA | $1M | – | 0.09 |
| SAUDI GOVERNMENT INTERNATIONAL BOND MTN 4.625000% 10/04/2047 (Kingdom of Saudi Arabia) | Long | Debt | SA | $2M | – | 0.13 |
| SAUDI GOVERNMENT INTERNATIONAL BOND MTN 4.625000% 10/04/2047 (Kingdom of Saudi Arabia) | Long | Debt | SA | $591K | – | 0.04 |
| SAUDI GOVERNMENT INTERNATIONAL BOND MTN 5.000000% 01/18/2053 (Kingdom of Saudi Arabia) | Long | Debt | SA | $4M | – | 0.22 |
| SAUDI GOVERNMENT INTERNATIONAL BOND MTN 5.000000% 04/17/2049 (Kingdom of Saudi Arabia) | Long | Debt | SA | $184K | – | 0.01 |
| SAUDI GOVERNMENT INTERNATIONAL BOND MTN 5.750000% 01/16/2054 (Kingdom of Saudi Arabia) | Long | Debt | SA | $4M | – | 0.22 |
| SERBIA INTERNATIONAL BOND 144A 6.250000% 05/26/2028 (Republika Srbija) | Long | Debt | RS | $427K | – | 0.03 |
| SERBIA INTERNATIONAL BOND 144A 6.500000% 09/26/2033 (Republika Srbija) | Long | Debt | RS | $412K | – | 0.03 |
| SERBIA INTERNATIONAL BOND MTN 2.050000% 09/23/2036 (Republika Srbija) | Long | Debt | RS | $848K | – | 0.05 |
| SERBIA INTERNATIONAL BOND MTN 2.050000% 09/23/2036 (Republika Srbija) | Long | Debt | RS | $791K | – | 0.05 |
| SERBIA TREASURY BONDS 4.500000% 01/11/2026 (Republika Srbija) | Long | Debt | RS | $227K | – | 0.01 |
| SERBIA TREASURY BONDS 4.500000% 08/20/2032 (Republika Srbija) | Long | Debt | RS | $124K | – | 0.01 |
| SERBIA TREASURY BONDS 5.875000% 02/08/2028 (Republika Srbija) | Long | Debt | RS | $583K | – | 0.04 |
| SHIMAO GROUP HOLDINGS LTD 5.200000% 01/30/2025 (SHIMAO GROUP HOLDINGS LIMITED) | Long | Debt | CN | $84K | – | 0.01 |
| SHIMAO GROUP HOLDINGS LTD 5.600000% 07/15/2026 (SHIMAO GROUP HOLDINGS LIMITED) | Long | Debt | CN | $109K | – | 0.01 |
| SOUTHERN GAS CORRIDOR CJSC 144A 6.875000% 03/24/2026 (JANUB GAZ DAHLIZI GAPALI SAHMDAR JAMIYYATI) | Long | Debt | AZ | $514K | – | 0.03 |
| SOUTHERN GAS CORRIDOR CJSC 6.875000% 03/24/2026 (JANUB GAZ DAHLIZI GAPALI SAHMDAR JAMIYYATI) | Long | Debt | AZ | $5M | – | 0.28 |
| SRI LANKA GOVERNMENT INTERNATIONAL BOND 144A 6.750000% 04/18/2028 (Democratic Socialist Republic of Sri Lanka) | Long | Debt | LK | $2M | – | 0.14 |
| SRI LANKA GOVERNMENT INTERNATIONAL BOND 144A 6.750000% 04/18/2028 (Democratic Socialist Republic of Sri Lanka) | Long | Debt | LK | $2M | – | 0.12 |
| SRI LANKA GOVERNMENT INTERNATIONAL BOND 144A 6.750000% 04/18/2028 (Democratic Socialist Republic of Sri Lanka) | Long | Debt | LK | $1M | – | 0.07 |
| SRI LANKA GOVERNMENT INTERNATIONAL BOND 144A 6.825000% 07/18/2026 (Democratic Socialist Republic of Sri Lanka) | Long | Debt | LK | $943K | – | 0.06 |
| SRI LANKA GOVT BOND 11.500000% 12/15/2028 (Democratic Socialist Republic of Sri Lanka) | Long | Debt | LK | $609K | – | 0.04 |
| SRI LANKA T-BILL ZERO COUPON 09/20/2024 (Democratic Socialist Republic of Sri Lanka) | Long | Debt | LK | $584K | – | 0.04 |
| STATE AGENCY OF ROADS OF UKRAINE 144A 6.250000% 06/24/2028 (Derzhavne ahentstvo vidnovlennia ta rozvytku infrastruktury ukrainy) | Long | Debt | UA | $152K | – | 0.01 |
| STATE OF ISRAEL 4.500000% 04/03/2120 | Long | Debt | IL | $876K | – | 0.05 |
| STATE OF ISRAEL 5.500000% 03/12/2034 | Long | Debt | US | $1M | – | 0.06 |
| STATE OF ISRAEL 5.750000% 03/12/2054 | Long | Debt | US | $2M | – | 0.09 |
| STATE OF ISRAEL 5.750000% 03/12/2054 | Long | Debt | US | $1M | – | 0.07 |
| STATE OF QATAR 4.500000% 04/23/2028 (The State of Qatar) | Long | Debt | QA | $4M | – | 0.27 |
| STATE OF QATAR 4.817000% 03/14/2049 (The State of Qatar) | Long | Debt | QA | $2M | – | 0.10 |
| STATE OIL CO OF THE AZER 6.95% 03/18/2030 (AZARBAYJAN RESPUBLIKASI DOVLAT NEFT SHIRKATI) | Long | Debt | AZ | $2M | – | 0.15 |
| SURINAME GOVERNMENT INTERNATIONAL BOND 144A 7.950000% 07/15/2033 (Republiek Suriname) | Long | Debt | SR | $2M | – | 0.11 |
| TAJIKISTAN INT BOND 7.125000% 09/14/2027 (Republic of Tajikistan) | Long | Debt | TJ | $470K | – | 0.03 |
| TC ZIRAAT BANKASI AS 144A 8.994100% 08/02/2034 (TURKIYE CUMHURIYETI ZIRAAT BANKASI ANONIM SIRKETI) | Long | Debt | TR | $490K | – | 0.03 |
| TELECOMMUNICATIONS SERVICES OF TRINIDAD & TOBAGO L 8.875000% 10/18/2029 (Telecommunications Services of Trinidad and Tobago Limited) | Long | Debt | TT | $1M | – | 0.07 |
| TELECOMUNICACIONES DIGITALES SA 144A 4.500000% 01/30/2030 (Telecomunicaciones Digitales, S.A) | Long | Debt | PA | $199K | – | 0.01 |
| TENGIZCHEVROIL FINANCE CO INTERNATIONAL LTD 144A 3.250000% 08/15/2030 (TENGIZCHEVROIL FINANCE COMPANY INTERNATIONAL LTD.) | Long | Debt | KZ | $515K | – | 0.03 |
| THAILAND GOVERNMENT BOND 1.25% 3/12/28 (Kingdom of Thailand) | Long | Debt | TH | $2M | – | 0.14 |
| THAILAND GOVERNMENT BOND 1.585000% 12/17/2035 (Kingdom of Thailand) | Long | Debt | TH | $28K | – | 0.00 |
| THAILAND GOVERNMENT BOND 1.600000% 06/17/2035 (Kingdom of Thailand) | Long | Debt | TH | $48K | – | 0.00 |
| THAILAND GOVERNMENT BOND 2.000000% 06/17/2042 (Kingdom of Thailand) | Long | Debt | TH | $2M | – | 0.12 |
| THAILAND GOVERNMENT BOND 2.000000% 06/17/2042 (Kingdom of Thailand) | Long | Debt | TH | $464K | – | 0.03 |
| THAILAND GOVERNMENT BOND 2.400000% 03/17/2029 (Kingdom of Thailand) | Long | Debt | TH | $224K | – | 0.01 |
| THAILAND GOVERNMENT BOND 2.650000% 06/17/2028 (Kingdom of Thailand) | Long | Debt | TH | $15M | – | 0.94 |
| THAILAND GOVERNMENT BOND 2.750000% 06/17/2052 (Kingdom of Thailand) | Long | Debt | TH | $66K | – | 0.00 |
| THAILAND GOVERNMENT BOND 2.800000% 06/17/2034 (Kingdom of Thailand) | Long | Debt | TH | $256K | – | 0.02 |
| THAILAND GOVERNMENT BOND 2.875000% 06/17/2046 (Kingdom of Thailand) | Long | Debt | TH | $121K | – | 0.01 |
| THAILAND GOVERNMENT BOND 2.875000% 12/17/2028 (Kingdom of Thailand) | Long | Debt | TH | $108K | – | 0.01 |
| THAILAND GOVERNMENT BOND 3.300000% 06/17/2038 (Kingdom of Thailand) | Long | Debt | TH | $2M | – | 0.15 |
| THAILAND GOVERNMENT BOND 3.300000% 06/17/2038 (Kingdom of Thailand) | Long | Debt | TH | $759K | – | 0.05 |
| THAILAND GOVERNMENT BOND 3.350000% 06/17/2033 (Kingdom of Thailand) | Long | Debt | TH | $10M | – | 0.61 |
| THAILAND GOVERNMENT BOND 3.350000% 06/17/2033 (Kingdom of Thailand) | Long | Debt | TH | $629K | – | 0.04 |
| THAILAND GOVERNMENT BOND 3.390000% 06/17/2037 (Kingdom of Thailand) | Long | Debt | TH | $2M | – | 0.10 |
| THAILAND GOVERNMENT BOND 3.400000% 06/17/2036 (Kingdom of Thailand) | Long | Debt | TH | $2M | – | 0.15 |
| THAILAND GOVERNMENT BOND 3.450000% 06/17/2043 (Kingdom of Thailand) | Long | Debt | TH | $2M | – | 0.11 |
| THAILAND GOVERNMENT BOND 3.450000% 06/17/2043 (Kingdom of Thailand) | Long | Debt | TH | $1M | – | 0.07 |
| THAILAND GOVERNMENT BOND 4.875000% 06/22/2029 (Kingdom of Thailand) | Long | Debt | TH | $452K | – | 0.03 |
| TITULOS DE TESORERIA 13.250000% 02/09/2033 (Republica de Colombia) | Long | Debt | CO | $3M | – | 0.16 |
| TITULOS DE TESORERIA 13.250000% 02/09/2033 (Republica de Colombia) | Long | Debt | CO | $285K | – | 0.02 |
| TITULOS DE TESORERIA 5.750000% 11/03/2027 (Republica de Colombia) | Long | Debt | CO | $3M | – | 0.21 |
| TITULOS DE TESORERIA 5.750000% 11/03/2027 (Republica de Colombia) | Long | Debt | CO | $1M | – | 0.08 |
| TITULOS DE TESORERIA 6.000000% 04/28/2028 (Republica de Colombia) | Long | Debt | CO | $6M | – | 0.36 |
| TITULOS DE TESORERIA 6.000000% 04/28/2028 (Republica de Colombia) | Long | Debt | CO | $4M | – | 0.25 |
| TITULOS DE TESORERIA 6.000000% 04/28/2028 (Republica de Colombia) | Long | Debt | CO | $3M | – | 0.18 |
| TITULOS DE TESORERIA 6.250000% 07/09/2036 (Republica de Colombia) | Long | Debt | CO | $683K | – | 0.04 |
| TITULOS DE TESORERIA 7.000000% 03/26/2031 (Republica de Colombia) | Long | Debt | CO | $3M | – | 0.16 |
| TITULOS DE TESORERIA 7.000000% 03/26/2031 (Republica de Colombia) | Long | Debt | CO | $938K | – | 0.06 |
| TITULOS DE TESORERIA 7.000000% 03/26/2031 (Republica de Colombia) | Long | Debt | CO | $935K | – | 0.06 |
| TITULOS DE TESORERIA 7.000000% 03/26/2031 (Republica de Colombia) | Long | Debt | CO | $378K | – | 0.02 |
| TITULOS DE TESORERIA 7.000000% 06/30/2032 (Republica de Colombia) | Long | Debt | CO | $2M | – | 0.12 |
| TITULOS DE TESORERIA 7.000000% 06/30/2032 (Republica de Colombia) | Long | Debt | CO | $2M | – | 0.11 |
| TITULOS DE TESORERIA 7.000000% 06/30/2032 (Republica de Colombia) | Long | Debt | CO | $2M | – | 0.10 |
| TITULOS DE TESORERIA 7.250000% 10/26/2050 (Republica de Colombia) | Long | Debt | CO | $3M | – | 0.18 |
| TITULOS DE TESORERIA 7.50000% 10/18/2034 (Republica de Colombia) | Long | Debt | CO | $4M | – | 0.24 |
| TITULOS DE TESORERIA 7.50000% 10/18/2034 (Republica de Colombia) | Long | Debt | CO | $3M | – | 0.19 |
| TITULOS DE TESORERIA 7.50000% 10/18/2034 (Republica de Colombia) | Long | Debt | CO | $873K | – | 0.05 |
| TITULOS DE TESORERIA 7.500000% 08/26/2026 (Republica de Colombia) | Long | Debt | CO | $3M | – | 0.16 |
| TITULOS DE TESORERIA 7.500000% 08/26/2026 (Republica de Colombia) | Long | Debt | CO | $1M | – | 0.08 |
| TITULOS DE TESORERIA 7.750000% 09/18/2030 (Republica de Colombia) | Long | Debt | CO | $2M | – | 0.11 |
| TITULOS DE TESORERIA 7.750000% 09/18/2030 (Republica de Colombia) | Long | Debt | CO | $2M | – | 0.09 |
| TITULOS DE TESORERIA 9.250000% 05/28/2042 (Republica de Colombia) | Long | Debt | CO | $816K | – | 0.05 |
| TITULOS DE TESORERIA 9.250000% 05/28/2042 (Republica de Colombia) | Long | Debt | CO | $696K | – | 0.04 |
| TITULOS DE TESORERIA 9.250000% 05/28/2042 (Republica de Colombia) | Long | Debt | CO | $193K | – | 0.01 |
| TRANSJAMAICAN HIGHWAY LTD 5.750000% 10/10/2036 (Transjamaican Highway Limited) | Long | Debt | JM | $875K | – | 0.05 |
| TRANSNET SOC LTD 144A 8.250000% 02/06/2028 | Long | Debt | ZA | $788K | – | 0.05 |
| TREASURY BILL 0.000000% 10/10/2024 (United States of America) | Long | Debt | US | $4M | – | 0.27 |
| TRIDENT ENERGY FINANCE PLC 144A 12.500000% 11/30/2029 | Long | Debt | BR | $664K | – | 0.04 |
| TRINIDAD & TOBAGO GOVERNMENT INTERNATIONAL BOND 14 5.950000% 01/14/2031 (Republic of Trinidad and Tobago) | Long | Debt | TT | $1M | – | 0.07 |
| TUNISIAN REPUBLIC 144A 6.375000% 07/15/2026 (Banque Centrale de Tunisie) | Long | Debt | TN | $594K | – | 0.04 |
| TUNISIAN REPUBLIC 5.750000% 01/30/2025 (Banque Centrale de Tunisie) | Long | Debt | TN | $414K | – | 0.03 |
| TUNISIAN REPUBLIC 6.375000% 07/15/2026 (Banque Centrale de Tunisie) | Long | Debt | TN | $491K | – | 0.03 |
| TUNISIAN REPUBLIC 6.375000% 07/15/2026 (Banque Centrale de Tunisie) | Long | Debt | TN | $322K | – | 0.02 |
| TURKEY GOVERNMENT BOND 1.5% 06/18/2025 (Turkiye Cumhuriyeti) | Long | Debt | TR | $3M | – | 0.16 |
| TURKIYE GOVERNMENT BOND 12.600000% 10/01/2025 (Turkiye Cumhuriyeti) | Long | Debt | TR | $1M | – | 0.07 |
| TURKIYE GOVERNMENT BOND 17.300000% 07/19/2028 (Turkiye Cumhuriyeti) | Long | Debt | TR | $1M | – | 0.06 |
| TURKIYE GOVERNMENT BOND 17.300000% 07/19/2028 (Turkiye Cumhuriyeti) | Long | Debt | TR | $505K | – | 0.03 |
| TURKIYE GOVERNMENT BOND 17.800000% 07/13/2033 (Turkiye Cumhuriyeti) | Long | Debt | TR | $294K | – | 0.02 |
| TURKIYE GOVERNMENT BOND 26.200000% 10/05/2033 (Turkiye Cumhuriyeti) | Long | Debt | TR | $3M | – | 0.16 |
| TURKIYE GOVERNMENT BOND 26.200000% 10/05/2033 (Turkiye Cumhuriyeti) | Long | Debt | TR | $2M | – | 0.15 |
| TURKIYE GOVERNMENT BOND 26.200000% 10/05/2033 (Turkiye Cumhuriyeti) | Long | Debt | TR | $835K | – | 0.05 |
| TURKIYE GOVERNMENT BOND 31.080000% 11/08/2028 (Turkiye Cumhuriyeti) | Long | Debt | TR | $1M | – | 0.07 |
| TURKIYE GOVERNMENT BOND 31.080000% 11/08/2028 (Turkiye Cumhuriyeti) | Long | Debt | TR | $791K | – | 0.05 |
| TURKIYE IHRACAT KREDI BANKASI AS 144A 7.500000% 02/06/2028 (TURKIYE IHRACAT KREDI BANKASI ANONIM SIRKETI) | Long | Debt | TR | $360K | – | 0.02 |
| TURKIYE IHRACAT KREDI BANKASI AS 144A 9.375000% 01/31/2026 (TURKIYE IHRACAT KREDI BANKASI ANONIM SIRKETI) | Long | Debt | TR | $562K | – | 0.03 |
| TURKIYE VAKIFLAR BANKASI TAO 144A 9.000000% 10/12/2028 (TURKIYE VAKIFLAR BANKASI TURK ANONIM ORTAKLIGI) | Long | Debt | TR | $761K | – | 0.05 |
| UAE INTERNATIONAL GOVERNMENT BOND MTN 4.951000% 07/07/2052 (United Arab Emirates Government) | Long | Debt | AE | $259K | – | 0.02 |
| UAH CURRENCY FV PLACEHOLDER VALUED AT BROKER QUOTE AVERAGE FROM NINETY ONE | Long | Debt | UA | $2M | – | 0.15 |
| UGANDA GOVERNMENT BOND 14.250000% 06/22/2034 (Republic of Uganda) | Long | Debt | UG | $1M | – | 0.07 |
| UGANDA GOVERNMENT BOND 15.000000% 05/20/2032 (Republic of Uganda) | Long | Debt | UG | $2M | – | 0.14 |
| UGANDA GOVERNMENT BOND 16.000000% 05/14/2037 (Republic of Uganda) | Long | Debt | UG | $747K | – | 0.05 |
| UKRAINE GOVERNMENT 6.750000% 06/20/2026 | Long | Debt | UA | $440K | – | 0.03 |
| UKRAINE GOVERNMENT 6.876000% 05/21/2031 | Long | Debt | UA | $1M | – | 0.07 |
| UKRAINE GOVERNMENT 6.876000% 05/21/2031 | Long | Debt | UA | $140K | – | 0.01 |
| UKRAINE GOVERNMENT 7.253000% 03/15/2035 | Long | Debt | UA | $606K | – | 0.04 |
| UKRAINE GOVERNMENT 7.253000% 03/15/2035 | Long | Debt | UA | $231K | – | 0.01 |
| UKRAINE GOVERNMENT 7.375000% 09/25/2034 | Long | Debt | UA | $503K | – | 0.03 |
| UKRAINE GOVERNMENT 7.750000% 09/01/2028 | Long | Debt | UA | $1M | – | 0.07 |
| UKRAINE GOVERNMENT 7.750000% 09/01/2028 | Long | Debt | UA | $23K | – | 0.00 |
| UKRAINE GOVERNMENT 9.750000% 11/01/2028 | Long | Debt | UA | $257K | – | 0.02 |
| UKRAINE GOVERNMENT INTERNATIONAL BOND 144A 6.876000% 05/21/2029 | Long | Debt | UA | $112K | – | 0.01 |
| UKRAINE GOVERNMENT INTERNATIONAL BOND 144A 7.750000% 09/01/2025 | Long | Debt | UA | $719K | – | 0.04 |
| UKRAINE GOVERNMENT INTERNATIONAL BOND 144A 7.750000% 09/01/2025 | Long | Debt | UA | $146K | – | 0.01 |
| UKRAINE GOVERNMENT INTERNATIONAL BOND 144A 7.750000% 09/01/2026 | Long | Debt | UA | $461K | – | 0.03 |
| UKRAINE GOVERNMENT INTERNATIONAL BOND 144A 7.750000% 09/01/2026 | Long | Debt | UA | $118K | – | 0.01 |
| UKRAINE GOVERNMENT INTERNATIONAL BOND 144A VARIABLE RATE 08/01/2041 | Long | Debt | UA | $1M | – | 0.06 |
| UKRAINE GOVERNMENT VARIABLE RATE 02/01/2026 | Long | Debt | UA | $138K | – | 0.01 |
| UKRAINE GOVERNMENT VARIABLE RATE 08/01/2041 | Long | Debt | UA | $610K | – | 0.04 |
| UKRAINE GOVERNMENT VARIABLE RATE 09/01/2029 | Long | Debt | UA | $947K | – | 0.06 |
| UKRAINE GOVERNMENT VARIABLE RATE 09/01/2029 | Long | Debt | UA | $99K | – | 0.01 |
| UNITED MEXICAN STATES 2.659000% 05/24/2031 (Estados Unidos Mexicanos) | Long | Debt | MX | $2M | – | 0.14 |
| UNITED MEXICAN STATES 4.600000% 01/23/2046 (Estados Unidos Mexicanos) | Long | Debt | MX | $1M | – | 0.08 |
| UNITED MEXICAN STATES 5.000000% 05/07/2029 (Estados Unidos Mexicanos) | Long | Debt | MX | $2M | – | 0.13 |
| UNITED MEXICAN STATES 6.000000% 05/07/2036 (Estados Unidos Mexicanos) | Long | Debt | MX | $1M | – | 0.09 |
| UNITED MEXICAN STATES 6.000000% 05/07/2036 (Estados Unidos Mexicanos) | Long | Debt | MX | $196K | – | 0.01 |
| US 10YR NOTE (CBT)SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $16M | – | 0.99 | |
| US 2YR NOTE (CBT) SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $12M | – | 0.72 | |
| US 5YR NOTE (CBT) SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $32M | – | 1.94 | |
| US LONG BOND(CBT) SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $8M | – | 0.51 | |
| US TREASURY FRN VARIABLE RATE 01/31/2026 (United States of America) | Long | Structured note | US | $9M | – | 0.54 |
| US TREASURY FRN VARIABLE RATE 04/30/2026 (United States of America) | Long | Structured note | US | $4M | – | 0.25 |
| US TREASURY N/B 3.125000% 08/31/2029 (United States of America) | Long | Structured note | US | $18M | – | 1.13 |
| US ULTRA BOND CBT SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $4M | – | 0.26 | |
| UZAUTO MOTORS AJ 144A 4.850000% 05/04/2026 (UZAUTO MOTORS Joint Stock Company) | Long | Debt | UZ | $2M | – | 0.11 |
| UZAUTO MOTORS AJ 4.850000% 05/04/2026 (UZAUTO MOTORS Joint Stock Company) | Long | Debt | UZ | $2M | – | 0.12 |
| UZBEKNEFTEGAZ JSC 144A 4.750000% 11/16/2028 (Joint-Stock Cornpany Uzbekneftegaz) | Long | Debt | UZ | $722K | – | 0.04 |
| UZBEKNEFTEGAZ JSC 4.750000% 11/16/2028 (Joint-Stock Cornpany Uzbekneftegaz) | Long | Debt | UZ | $1M | – | 0.07 |
| VEB FINANCE 6.8% 11/22/2025 (VEB FINANCE PUBLIC LIMITED COMPANY) | Long | Debt | RU | $13K | – | 0.00 |
| VEDANTA RESOURCES FINANCE II PLC 13.875000% 12/09/2028 | Long | Debt | IN | $849K | – | 0.05 |
| Venezuela Government International Bond 11.950000% 08/05/2031 (Republica Bolivariana de Venezuela) | Long | Debt | VE | $2M | – | 0.12 |
| VENEZUELA GOVERNMENT INTERNATIONAL BOND MATURITY:05/07/2024 (Republica Bolivariana de Venezuela) | Long | Debt | VE | $701K | – | 0.04 |
| VNESHECONOMBANK VIA VEB FINANCE PLC 144A 6.800000% 11/22/2025 (VEB FINANCE PUBLIC LIMITED COMPANY) | Long | Debt | RU | $30K | – | 0.00 |
| YPANBR 8.947 07/31/42 144A 8.947000% 07/31/2042 (Yinson Boronia Production B.V.) | Long | Debt | BR | $2M | – | 0.11 |
| YPANBR 8.947 07/31/42 144A 8.947000% 07/31/2042 (Yinson Boronia Production B.V.) | Long | Debt | BR | $1M | – | 0.06 |
| YPF SA 144A 9.500000% 01/17/2031 (YPF S.A) | Long | Debt | AR | $811K | – | 0.05 |
| ZAMBIA GOVERNMENT BOND 10.000000% 06/28/2024 (Republic of Zambia) | Long | Debt | ZM | $3M | – | 0.17 |
| ZAMBIA GOVERNMENT BOND 11.000000% 01/25/2026 (Republic of Zambia) | Long | Debt | ZM | $971K | – | 0.06 |
| ZAMBIA GOVERNMENT BOND 11.000000% 06/28/2026 (Republic of Zambia) | Long | Debt | ZM | $4M | – | 0.25 |
| ZAMBIA GOVERNMENT BOND 11.000000% 08/21/2028 (Republic of Zambia) | Long | Debt | ZM | $458K | – | 0.03 |
| ZAMBIA GOVERNMENT BOND 12.000000% 02/21/2029 (Republic of Zambia) | Long | Debt | ZM | $232K | – | 0.01 |
| ZAMBIA GOVERNMENT BOND 13.000000% 01/25/2031 (Republic of Zambia) | Long | Debt | ZM | $855K | – | 0.05 |
| ZAMBIA GOVERNMENT BOND 13.000000% 01/25/2031 (Republic of Zambia) | Long | Debt | ZM | $596K | – | 0.04 |
| ZAMBIA GOVERNMENT BOND 13.000000% 08/29/2026 (Republic of Zambia) | Long | Debt | ZM | $71K | – | 0.00 |
| ZAMBIA GOVERNMENT BOND 13.000000% 12/18/2027 (Republic of Zambia) | Long | Debt | ZM | $262K | – | 0.02 |
| ZAMBIA GOVERNMENT INTERNATIONAL BOND 144A 5.375000% 09/20/2022 (Republic of Zambia) | Long | Debt | ZM | $371K | – | 0.02 |
Address
SEI INSTITUTIONAL INVESTMENTS TRUST
ONE FREEDOM VALLEY DRIVE
OAKS
Pennsylvania
19456
United States of America
Websites
Directors
Christine Reynolds
James B. Taylor
James M. Williams
Nina Lesavoy
Robert A. Nesher
Susan C. Cote
Thomas Melendez
William M. Doran
Transfer Agents
SEI Institutional Transfer Agent, Inc.
Pricing Services
Bloomberg
IHS Markit
Intercontinental Exchange, Inc.
Pricing Direct
S&P
Thomson Reuters Corporation
Custodians
US BANK, N.A.
Shareholder Servicing Agents
SEI Investments Distribution Co.
SEI Private Trust Company
Admins
SEI INVESTMENTS GLOBAL FUNDS SERVICES
Brokers
N/A