| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
| Aeropuertos Dominicanos Siglo XXI SA | 480.37 k | 460.00 k principal | 1.53 | Debt | Long | Dominican Republic |
|
Goldman Sachs Financial Square Government Fund
|
455.22 k | 455.22 k shares | 1.45 | Common equity | Long | USA |
| Yapi ve Kredi Bankasi AS | 438.63 k | 400.00 k principal | 1.40 | Debt | Long | Turkey |
| EC Ecopetrol S.A. | 430.10 k | 400.00 k principal | 1.37 | Debt | Long | Colombia |
| SEPLAT Energy PLC | 400.13 k | 400.00 k principal | 1.27 | Debt | Long | Nigeria |
| Ipoteka-Bank ATIB | 391.62 k | 400.00 k principal | 1.25 | Debt | Long | Uzbekistan |
| Banca Transilvania SA | 377.14 k | 320.00 k principal | 1.20 | Debt | Long | Romania |
| Cemex SAB de CV | 370.63 k | 340.00 k principal | 1.18 | Debt | Long | Mexico |
| Bank Gospodarstwa Krajowego | 364.41 k | 340.00 k principal | 1.16 | Debt | Long | Poland |
| NE Property BV | 353.11 k | 330.00 k principal | 1.13 | Debt | Long | Netherlands |
| Access Bank PLC | 351.33 k | 370.00 k principal | 1.12 | Debt | Long | Nigeria |
| AES Panama Generation Holdings SRL | 347.92 k | 386.05 k principal | 1.11 | Debt | Long | Panama |
| Oleoducto Central SA | 334.78 k | 350.00 k principal | 1.07 | Debt | Long | Colombia |
| CIBANCO SA Institucion de Banca Multiple Trust CIB/3332 | 333.21 k | 400.00 k principal | 1.06 | Debt | Long | Mexico |
| MTN Mauritius Investments Ltd | 324.02 k | 320.00 k principal | 1.03 | Debt | Long | Mauritius |
| Mexico City Airport Trust | 323.52 k | 330.00 k principal | 1.03 | Debt | Long | Mexico |
| OCP SA | 315.92 k | 320.00 k principal | 1.01 | Debt | Long | Morocco |
| MV24 Capital BV | 308.43 k | 315.32 k principal | 0.98 | Debt | Long | Netherlands |
| Sasol Financing USA LLC | 306.81 k | 290.00 k principal | 0.98 | Debt | Long | USA |
| Rede D'or Finance Sarl | 306.72 k | 320.00 k principal | 0.98 | Debt | Long | Luxembourg |
| Gohl Capital Ltd | 305.64 k | 310.00 k principal | 0.97 | Debt | Long | Isle of Man |
| SAN Miguel Industrias Pet SA / NG PET R&P Latin America SA | 292.50 k | 320.00 k principal | 0.93 | Debt | Long | Peru |
| GNL Quintero SA | 292.36 k | 294.20 k principal | 0.93 | Debt | Long | Chile |
| Banco Continental SAECA | 290.06 k | 300.00 k principal | 0.92 | Debt | Long | Paraguay |
| Anadolu Efes Biracilik Ve Malt Sanayii AS | 284.00 k | 320.00 k principal | 0.90 | Debt | Long | Turkey |
| IHS Holding Ltd | 275.25 k | 280.00 k principal | 0.88 | Debt | Long | Cayman Islands |
| Wynn Macau Ltd | 264.60 k | 270.00 k principal | 0.84 | Debt | Long | Cayman Islands |
| Empresas Publicas de Medellin ESP | 263.10 k | 290.00 k principal | 0.84 | Debt | Long | Colombia |
| KOS Kosmos Energy Ltd. | 256.75 k | 260.00 k principal | 0.82 | Debt | Long | USA |
| Melco Resorts Finance Ltd | 253.09 k | 260.00 k principal | 0.81 | Debt | Long | Cayman Islands |
| Sitios Latinoamerica SAB de CV | 249.60 k | 260.00 k principal | 0.80 | Debt | Long | Mexico |
| Limak Iskenderun Uluslararasi Liman Isletmeciligi AS | 249.49 k | 266.80 k principal | 0.79 | Debt | Long | Turkey |
| Hikma Finance USA LLC | 245.70 k | 250.00 k principal | 0.78 | Debt | Long | USA |
| SCHYF Sands China Ltd. | 243.26 k | 260.00 k principal | 0.78 | Debt | Long | Cayman Islands |
| Axian Telecom | 240.90 k | 240.00 k principal | 0.77 | Debt | Long | Mauritius |
| Absa Group Ltd | 236.55 k | 240.00 k principal | 0.75 | Debt | Long | South Africa |
| Acu Petroleo Luxembourg Sarl | 236.43 k | 236.20 k principal | 0.75 | Debt | Long | Luxembourg |
| Sisecam UK PLC | 236.33 k | 230.00 k principal | 0.75 | Debt | Long | UK |
| Banca Comerciala Romana SA | 233.20 k | 200.00 k principal | 0.74 | Debt | Long | Romania |
| Ceska sporitelna AS | 231.57 k | 200.00 k principal | 0.74 | Debt | Long | Czechia |
| Banco de Credito del Peru S.A. | 228.03 k | 220.00 k principal | 0.73 | Debt | Long | Peru |
| Sagicor Financial Co Ltd | 227.47 k | 230.00 k principal | 0.72 | Debt | Long | Bermuda |
| Hunt Oil Co of Peru LLC Sucursal Del Peru | 224.30 k | 200.00 k principal | 0.71 | Debt | Long | Peru |
| Bidvest Group UK PLC/The | 223.10 k | 230.00 k principal | 0.71 | Debt | Long | UK |
| Mong Duong Finance Holdings BV | 220.37 k | 227.69 k principal | 0.70 | Debt | Long | Netherlands |
| Akbank TAS | 216.83 k | 210.00 k principal | 0.69 | Debt | Long | Turkey |
| Energuate Trust | 216.77 k | 220.00 k principal | 0.69 | Debt | Long | Cayman Islands |
| Metinvest BV | 216.73 k | 220.00 k principal | 0.69 | Debt | Long | Netherlands |
| Banco del Estado de Chile | 214.50 k | 200.00 k principal | 0.68 | Debt | Long | Chile |
| Endeavour Mining PLC | 213.29 k | 220.00 k principal | 0.68 | Debt | Long | UK |
| CIB Bancolombia S.A. | 212.80 k | 200.00 k principal | 0.68 | Debt | Long | Colombia |
| Interchile SA | 212.48 k | 250.00 k principal | 0.68 | Debt | Long | Chile |
| FM First Quantum Minerals Ltd | 212.00 k | 200.00 k principal | 0.68 | Debt | Long | Canada |
| OCP SA | 211.33 k | 260.00 k principal | 0.67 | Debt | Long | Morocco |
| Republic of Uzbekistan International Bond | 211.13 k | 200.00 k principal | 0.67 | Debt | Long | Uzbekistan |
| Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand | 210.69 k | 200.00 k principal | 0.67 | Debt | Long | Mexico |
| Continuum Energy Aura Pte Ltd | 209.88 k | 200.00 k principal | 0.67 | Debt | Long | Singapore |
| Anglo American Capital PLC | 209.38 k | 200.00 k principal | 0.67 | Debt | Long | UK |
| Anglo American Capital PLC | 208.81 k | 200.00 k principal | 0.67 | Debt | Long | UK |
| Mersin Uluslararasi Liman Isletmeciligi AS | 208.69 k | 200.00 k principal | 0.66 | Debt | Long | Turkey |
| IRB INFRASTRUCTURE DEVELOPERS | 208.25 k | 200.00 k principal | 0.66 | Debt | Long | India |
| AES Andes SA | 207.26 k | 200.00 k principal | 0.66 | Debt | Long | Chile |
| Petrobras Global Finance BV | 206.80 k | 200.00 k principal | 0.66 | Debt | Long | Netherlands |
| DNO ASA | 206.70 k | 200.00 k principal | 0.66 | Debt | Long | Norway |
| Kingston Airport Revenue Finance Ltd | 206.30 k | 200.00 k principal | 0.66 | Debt | Long | Cayman Islands |
| Becle SAB de CV | 206.14 k | 250.00 k principal | 0.66 | Debt | Long | Mexico |
| St Marys Cement Inc Canada | 205.80 k | 200.00 k principal | 0.66 | Debt | Long | Canada |
| Turkiye Garanti Bankasi AS | 205.69 k | 200.00 k principal | 0.66 | Debt | Long | Turkey |
| Inversiones CMPC SA | 204.20 k | 230.00 k principal | 0.65 | Debt | Long | Chile |
| Vivo Energy Investments BV | 203.83 k | 210.00 k principal | 0.65 | Debt | Long | Netherlands |
| Saudi Arabian Oil Co | 202.40 k | 200.00 k principal | 0.64 | Debt | Long | Saudi Arabia |
| Banco de Bogota SA | 200.93 k | 200.00 k principal | 0.64 | Debt | Long | Colombia |
| Uzbek Industrial and Construction Bank ATB | 200.88 k | 200.00 k principal | 0.64 | Debt | Long | Uzbekistan |
| Teva Pharmaceutical Finance Netherlands III BV | 200.22 k | 200.00 k principal | 0.64 | Debt | Long | Netherlands |
| YPF YPF Sociedad Anónima | 200.21 k | 190.00 k principal | 0.64 | Debt | Long | Argentina |
| Eskom Holdings SOC Ltd | 200.17 k | 200.00 k principal | 0.64 | Debt | Long | South Africa |
| Telefonica Celular del Paraguay SA | 198.30 k | 200.00 k principal | 0.63 | Debt | Long | Paraguay |
| CA Magnum Holdings | 197.18 k | 200.00 k principal | 0.63 | Debt | Long | Mauritius |
| Teva Pharmaceutical Finance Netherlands III BV | 197.10 k | 200.00 k principal | 0.63 | Debt | Long | Netherlands |
| First Quantum Minerals Ltd | 196.73 k | 200.00 k principal | 0.63 | Debt | Long | Canada |
| Cikarang Listrindo Tbk PT | 196.70 k | 200.00 k principal | 0.63 | Debt | Long | Indonesia |
| National Bank of Uzbekistan | 196.68 k | 200.00 k principal | 0.63 | Debt | Long | Uzbekistan |
| NBK Tier 1 Financing 2 Ltd | 196.63 k | 200.00 k principal | 0.63 | Debt | Long | United Arab Emirates |
| Adnoc Murban Rsc Ltd | 196.60 k | 200.00 k principal | 0.63 | Debt | Long | United Arab Emirates |
| Santos Finance Ltd | 196.14 k | 200.00 k principal | 0.62 | Debt | Long | Australia |
| LLPL Capital Pte Ltd | 195.41 k | 188.98 k principal | 0.62 | Debt | Long | Singapore |
| Tengizchevroil Finance Co International Ltd | 195.19 k | 200.00 k principal | 0.62 | Debt | Long | Bermuda |
| Banco Industrial SA/Guatemala | 195.10 k | 200.00 k principal | 0.62 | Debt | Long | Guatemala |
| Champion Path Holdings Ltd | 194.88 k | 200.00 k principal | 0.62 | Debt | Long | Virgin Islands (British) |
| MGM China Holdings Ltd | 194.63 k | 200.00 k principal | 0.62 | Debt | Long | Cayman Islands |
| JSW Infrastructure Ltd | 194.50 k | 200.00 k principal | 0.62 | Debt | Long | India |
| ATP Tower Holdings LLC / Andean Tower Partners Colombia SAS / Andean Telecom Par | 193.94 k | 200.00 k principal | 0.62 | Debt | Long | XX |
| Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL | 193.90 k | 200.00 k principal | 0.62 | Debt | Long | Virgin Islands (British) |
| DP World Crescent Ltd | 193.88 k | 200.00 k principal | 0.62 | Debt | Long | Cayman Islands |
| Eskom Holdings SOC Ltd | 193.73 k | 200.00 k principal | 0.62 | Debt | Long | South Africa |
| Coca-Cola Icecek AS | 193.63 k | 200.00 k principal | 0.62 | Debt | Long | Turkey |
| Prosus NV | 193.00 k | 200.00 k principal | 0.61 | Debt | Long | Netherlands |
| Adani Ports & Special Economic Zone Ltd | 192.44 k | 200.00 k principal | 0.61 | Debt | Long | India |
| B3 SA - Brasil Bolsa Balcao | 192.25 k | 210.00 k principal | 0.61 | Debt | Long | Brazil |
| Vedanta Resources Ltd | 192.00 k | 188.00 k principal | 0.61 | Debt | Long | UK |
| CAS Capital No 1 Ltd | 191.98 k | 200.00 k principal | 0.61 | Debt | Long | Virgin Islands (British) |
| LG Chem Ltd | 191.23 k | 200.00 k principal | 0.61 | Debt | Long | Korea, Republic of |
| LVS Las Vegas Sands Corp. | 190.67 k | 200.00 k principal | 0.61 | Debt | Long | USA |
| Geopark Ltd | 190.28 k | 200.00 k principal | 0.61 | Debt | Long | Bermuda |
| African Export-Import Bank/The | 189.75 k | 200.00 k principal | 0.60 | Debt | Long | XX |
| Tullow Oil PLC | 189.40 k | 200.00 k principal | 0.60 | Debt | Long | UK |
| BBVA Bancomer SA/Texas | 189.26 k | 200.00 k principal | 0.60 | Debt | Long | Mexico |
| Prosus NV | 188.25 k | 200.00 k principal | 0.60 | Debt | Long | Netherlands |
| Prosus NV | 187.75 k | 200.00 k principal | 0.60 | Debt | Long | Netherlands |
| InRetail Consumer | 187.44 k | 200.00 k principal | 0.60 | Debt | Long | Peru |
| Cemex SAB de CV | 183.25 k | 200.00 k principal | 0.58 | Debt | Long | Mexico |
| Telecomunicaciones Digitales SA | 183.19 k | 200.00 k principal | 0.58 | Debt | Long | Panama |
| Meituan | 182.13 k | 200.00 k principal | 0.58 | Debt | Long | Cayman Islands |
| GENM Capital Labuan Ltd | 181.81 k | 200.00 k principal | 0.58 | Debt | Long | Malaysia |
| EC Ecopetrol S.A. | 179.91 k | 210.00 k principal | 0.57 | Debt | Long | Colombia |
| Braskem Netherlands Finance BV | 178.34 k | 200.00 k principal | 0.57 | Debt | Long | Netherlands |
| GCC SAB de CV | 178.00 k | 200.00 k principal | 0.57 | Debt | Long | Mexico |
| EIG Pearl Holdings Sarl | 177.60 k | 200.00 k principal | 0.57 | Debt | Long | Luxembourg |
| MHP Lux SA | 175.00 k | 200.00 k principal | 0.56 | Debt | Long | Luxembourg |
| Mexico City Airport Trust | 171.56 k | 200.00 k principal | 0.55 | Debt | Long | Mexico |
| Minejesa Capital BV | 169.61 k | 171.92 k principal | 0.54 | Debt | Long | Netherlands |
| Aeropuerto Internacional de Tocumen SA | 161.50 k | 200.00 k principal | 0.51 | Debt | Long | Panama |
| Aeropuerto Internacional de Tocumen SA | 158.81 k | 200.00 k principal | 0.51 | Debt | Long | Panama |
| Guara Norte Sarl | 157.22 k | 165.63 k principal | 0.50 | Debt | Long | Luxembourg |
| Samarco Mineracao SA | 150.02 k | 161.05 k principal | 0.48 | Debt | Long | Brazil |
| Vale Overseas Ltd | 147.70 k | 140.00 k principal | 0.47 | Debt | Long | Cayman Islands |
| Teva Pharmaceutical Finance Netherlands III BV | 144.21 k | 150.00 k principal | 0.46 | Debt | Long | Netherlands |
| Saudi Arabian Oil Co. | 140.69 k | 200.00 k principal | 0.45 | Debt | Long | Saudi Arabia |
| JSW Hydro Energy Ltd | 138.79 k | 152.00 k principal | 0.44 | Debt | Long | India |
| Galaxy Pipeline Assets Bidco Ltd | 137.25 k | 154.85 k principal | 0.44 | Debt | Long | Jersey |
| Mongolian Mining Corp/Energy Resources LLC | 135.00 k | 125.00 k principal | 0.43 | Debt | Long | XX |
| DNO ASA | 130.49 k | 130.00 k principal | 0.42 | Debt | Long | Norway |
| Vedanta Resources Finance II PLC | 126.94 k | 126.90 k principal | 0.40 | Debt | Long | UK |
| Vale Overseas Ltd | 73.51 k | 70.00 k principal | 0.23 | Debt | Long | Cayman Islands |
| Huachen Energy Co Ltd | 33.38 k | 61.07 k principal | 0.11 | Debt | Long | China |
| Petroleos Mexicanos | 28.62 k | 40.00 k principal | 0.09 | Debt | Long | Mexico |
| Petroleos Mexicanos | 28.60 k | 40.00 k principal | 0.09 | Debt | Long | Mexico |
| Petroleos Mexicanos | 28.31 k | 30.00 k principal | 0.09 | Debt | Long | Mexico |
| Petroleos Mexicanos | 20.28 k | 20.00 k principal | 0.06 | Debt | Long | Mexico |
| Petroleos Mexicanos | 19.59 k | 20.00 k principal | 0.06 | Debt | Long | Mexico |
| Petroleos Mexicanos | 18.69 k | 20.00 k principal | 0.06 | Debt | Long | Mexico |
| Petroleos Mexicanos | 13.97 k | 20.00 k principal | 0.04 | Debt | Long | Mexico |
| Petroleos Mexicanos | 13.84 k | 20.00 k principal | 0.04 | Debt | Long | Mexico |
| Mongolian Mining Corp | 8.63 k | 8.60 k principal | 0.03 | Debt | Long | Cayman Islands |
| Long: SR228936 IRS EUR R F 2.50000 2 CCPVANILLA / Short: SR228936 IRS EUR P V 06MEURIB 1 CCPVANILLA | 2.39 k | 140.00 k other units | 0.01 | Interest rate derivative | N/A | USA |
| Long: SR228930 IRS EUR R F 2.75000 2 CCPVANILLA / Short: SR228930 IRS EUR P V 06MEURIB 1 CCPVANILLA | 2.14 k | 160.00 k other units | 0.01 | Interest rate derivative | N/A | USA |
| US 10YR NOTE (CBT)DEC24 | 1.09 k | 5.00 contracts | 0.00 | Interest rate derivative | N/A | USA |
| Modernland Overseas Pte Ltd | 300.00 | 3.00 k principal | 0.00 | Debt | Long | Singapore |
| US LONG BOND(CBT) DEC24 | -684.81 | 5.00 contracts | -0.00 | Interest rate derivative | N/A | USA |
| US 10YR ULTRA FUT DEC24 | -717.07 | 4.00 contracts | -0.00 | Interest rate derivative | N/A | USA |
| Long: BR228934 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR228934 IRS EUR P F 2.50000 2 CCPVANILLA | -1.94 k | 100.00 k other units | -0.01 | Interest rate derivative | N/A | UK |
| Long: BR228933 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR228933 IRS EUR P F 2.50000 2 CCPVANILLA | -1.94 k | 110.00 k other units | -0.01 | Interest rate derivative | N/A | USA |
| US ULTRA BOND CBT DEC24 | -4.61 k | 3.00 contracts | -0.01 | Interest rate derivative | N/A | USA |
| Long: BR228938 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR228938 IRS EUR P F 2.75000 2 CCPVANILLA | -4.82 k | 110.00 k other units | -0.02 | Interest rate derivative | N/A | UK |
|
PURCHASED USD / SOLD EUR
MORGAN STANLEY & CO. LLC
|
-30.95 k | 1.00 contracts | -0.10 | DFE | N/A | USA |
