0001752724-20-021198.txt : 20200211 0001752724-20-021198.hdr.sgml : 20200211 20200211164420 ACCESSION NUMBER: 0001752724-20-021198 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20191231 FILED AS OF DATE: 20200211 PERIOD START: 20191231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: LAZARD FUNDS INC CENTRAL INDEX KEY: 0000874964 IRS NUMBER: 000000000 STATE OF INCORPORATION: MD FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-06312 FILM NUMBER: 20597522 BUSINESS ADDRESS: STREET 1: 30 ROCKEFELLER PLAZA CITY: NEW YORK STATE: NY ZIP: 10112 BUSINESS PHONE: 2126326000 MAIL ADDRESS: STREET 1: 30 ROCKEFELLER PLAZA CITY: NEW YORK STATE: NY ZIP: 10112 0000874964 S000031123 Lazard Emerging Markets Debt Portfolio C000096531 Institutional Shares LEDIX C000096532 Open Shares LEDOX C000134198 R6 Shares RLEDX NPORT-P 1 primary_doc.xml NPORT-P false 0000874964 XXXXXXXX S000031123 C000096532 C000134198 C000096531 THE LAZARD FUNDS, INC. 811-06312 0000874964 FHQ86OSTXPK3IHDU6X52 30 ROCKEFELLER PLAZA NEW YORK 10112 212-632-6000 Lazard Emerging Markets Debt Portfolio S000031123 3GOPTGESYSJMCJFVSF43 2019-12-31 2019-12-31 N 91732230.23 679309.78 91052920.45 0 0 0 0 0 0 0 0 0 0 0 0 0 191116.2 IDR TRY BRL THB CLP ZAR RUB PEN HUF MXN USD CZK MYR RON COP N REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 65412JAB9 435000.00000000 PA USD 423853.13000000 0.465501960733 Long DBT NUSS NG Y 2 2047-11-28 Fixed 7.63000000 N N N N N N Government of Jamaica N/A 470160CB6 120000.00000000 PA USD 162300.00000000 0.178247989408 Long DBT NUSS JM N 2 2045-07-28 Fixed 7.88000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -16050.10000000 -0.01762722153 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2301549.11000000 PEN 677404.38000000 USD 2020-02-24 -16050.1 N N N Republic of Turkey 5493000PCHOG3B6S3Q85 900123BZ2 775000.00000000 PA USD 809632.81000000 0.889189282450 Long DBT NUSS TR N 2 2022-09-26 Fixed 6.25000000 N N N N N N EXPORT-IMPORT BANK KOREA 549300APVP4R32PI3Y06 000000000 2100000000.00000000 PA 151087.53000000 0.165933755066 Long DBT NUSS KR N 2 2023-05-15 Fixed 6.65000000 N N N N N N COSTA RICA GOVERNMENT N/A 000000000 70000.00000000 PA USD 75872.62000000 0.083328046618 Long DBT NUSS CR N 2 2022-02-23 Fixed 9.20000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 183.19000000 0.000201190691 N/A DFE CZ N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 19344.11000000 USD 442680.00000000 CZK 2020-01-21 183.19 N N N Republic of Chile 549300FLZTJM5YJF8D34 168863CF3 45000.00000000 PA USD 47446.88000000 0.052109124853 Long DBT NUSS CL N 2 2028-02-06 Fixed 3.24000000 N N N N N N Republic of Venezuela 529900XM8PJTJK5OJI77 000000000 245000.00000000 PA USD 28175.00000000 0.030943543447 Long DBT NUSS VE N 2 2019-10-13 Fixed 7.75000000 Y N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -1390.69000000 -0.00152734255 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 1272420000.00000000 IDR 90000.00000000 USD 2020-02-04 -1390.69 N N N Republic of Venezuela 529900XM8PJTJK5OJI77 000000000 112000.00000000 PA USD 12880.00000000 0.014145619861 Long DBT NUSS VE N 2 2025-04-21 Fixed 7.65000000 Y N N N N N Republic of Argentina 549300KPBYGYF7HCHO27 040114GL8 455662.35000000 PA USD 277669.24000000 0.304953689159 Long DBT NUSS AR N 2 2033-12-31 Fixed 8.28000000 N N N N N N Republic Of Mozambique N/A 000000000 200000.00000000 PA USD 186750.00000000 0.205100505373 Long DBT NUSS MZ Y 2 2031-09-15 Fixed 5.00000000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 22.70000000 0.000024930556 N/A DFE US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 15018000.00000000 CLP 20000.00000000 USD 2020-01-21 22.7 N N N RUSSIA GOVT BOND - OFZ 5493004EHVGF71PDBU58 000000000 48980000.00000000 PA 930652.55000000 1.022100713959 Long DBT NUSS RU N 2 2031-09-17 Fixed 8.50000000 N N N N N N Republic of Ghana 213800PP4399SNNXZ126 000000000 255000.00000000 PA USD 254760.94000000 0.279794364355 Long DBT NUSS GH N 2 2049-06-16 Fixed 8.63000000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 80413TAK5 310000.00000000 PA USD 346425.00000000 0.380465555951 Long DBT NUSS SA Y 2 2029-04-16 Fixed 4.38000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 6500000.00000000 PA 367091.43000000 0.403162719203 Long DBT NUSS MX N 2 2031-05-29 Fixed 7.75000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 19327.39000000 0.021226545952 N/A DFE CO N 2 UBS AG BFM8T61CT2L1QCEMIK50 260000.00000000 USD 918840000.00000000 COP 2020-01-21 19327.39 N N N TURKEY GOVERNMENT BOND 5493000PCHOG3B6S3Q85 000000000 1080000.00000000 PA 166838.12000000 0.183232036024 Long DBT NUSS TR N 2 2023-09-27 Fixed 8.80000000 N N N N N N Republic of Indonesia 529900FWX0GRR7WG5W79 455780CE4 215000.00000000 PA USD 237104.69000000 0.260403168649 Long DBT NUSS ID N 2 2048-01-11 Fixed 4.35000000 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -2080.06000000 -0.00228445171 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 24197064.00000000 HUF 80000.00000000 USD 2020-01-21 -2080.06 N N N Republic of Indonesia 529900FWX0GRR7WG5W79 000000000 180000.00000000 PA USD 221175.00000000 0.242908188893 Long DBT NUSS ID N 2 2047-01-08 Fixed 5.25000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 10898.67000000 0.011969599597 N/A DFE PL N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 535826.63000000 USD 2074117.92000000 PLN 2020-01-21 10898.67 N N N Barclays Capital Securities Limited K9WDOH4D2PYBSLSOB484 000000000 1617660.70000000 OU Notional Amount 11776.87000000 0.012934093647 N/A DIR GB N 2 Barclays Capital Securities Limited K9WDOH4D2PYBSLSOB484 Brazil Cetip DI Interbank Deposit Rate BZDIOVRA Index Y 2023-01-02 0 BRL 0 BRL 1617660.7 BRL 11776.87 N N N Republic of Sri Lanka 254900HXCCIOHM74FA02 85227SAW6 300000.00000000 PA USD 286125.00000000 0.314240332529 Long DBT NUSS LK Y 2 2028-04-18 Fixed 6.75000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QBW1 185000.00000000 PA USD 183871.50000000 0.201939157021 Long DBT CORP MX N 2 2026-01-23 Fixed 4.50000000 N N N N N N Republic of Ecuador 5299003Y2U5XK0A35H71 000000000 20000.00000000 PA USD 19006.25000000 0.020873849961 Long DBT NUSS EC N 2 2026-12-13 Fixed 9.65000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 000000000 355000.00000000 PA USD 386417.50000000 0.424387815448 Long DBT NUSS UA N 2 2024-09-01 Fixed 7.75000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -75.64000000 -0.00008307256 N/A DFE RU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 60000.00000000 USD 3738600.00000000 RUB 2020-02-21 -75.64 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 1040.40000000 0.001142632213 N/A DFE TH N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 110000.00000000 USD 3324915.00000000 THB 2020-01-17 1040.4 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -7562.78000000 -0.00830591700 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 6134860660.00000000 IDR 433069.37000000 USD 2020-02-04 -7562.78 N N N Republic of Turkey 5493000PCHOG3B6S3Q85 900123CR9 230000.00000000 PA USD 248471.88000000 0.272887326152 Long DBT NUSS TR N 2 2023-12-23 Fixed 7.25000000 N N N N N N Republic of Namibia 549300T6Y4CWK77SML15 000000000 95000.00000000 PA USD 98681.25000000 0.108377907608 Long DBT NUSS NA N 2 2025-10-29 Fixed 5.25000000 N N N N N N RUSSIA GOVT BOND - OFZ 5493004EHVGF71PDBU58 000000000 113080000.00000000 PA 2004480.95000000 2.201446082227 Long DBT NUSS RU N 2 2026-10-07 Fixed 7.95000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCG5 225000.00000000 PA USD 238381.88000000 0.261805858419 Long DBT CORP MX N 2 2027-03-13 Fixed 6.50000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 3315.52000000 0.003641310991 N/A DFE RO N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 198124.89000000 USD 859971.00000000 RON 2020-01-10 3315.52 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -7008.56000000 -0.00769723800 N/A DFE US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 6442007530.00000000 IDR 455684.20000000 USD 2020-02-04 -7008.56 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 4288.57000000 0.004709975230 N/A DFE MX N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 120000.00000000 USD 2356140.00000000 MXN 2020-01-21 4288.57 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 1066.07000000 0.001170824609 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 16028850.00000000 INR 225567.83000000 USD 2020-01-06 1066.07 N N N Republic of El Salvador 529900AKDMUSFSDOM949 000000000 31000.00000000 PA USD 32714.69000000 0.035929314335 Long DBT NUSS SV N 2 2025-01-30 Fixed 5.88000000 N N N N N N Republic of Ecuador 5299003Y2U5XK0A35H71 000000000 200000.00000000 PA USD 189500.00000000 0.208120727005 Long DBT NUSS EC N 2 2024-06-20 Fixed 7.95000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 17548.47000000 0.019272824982 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 4596004.17000000 TRY 786390.09000000 USD 2020-01-21 17548.47 N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 000000000 17770000.00000000 PA 716559.49000000 0.786970353568 Long DBT NUSS TH N 2 2031-06-20 Fixed 3.65000000 N N N N N N Republic of Venezuela 529900XM8PJTJK5OJI77 000000000 1064000.00000000 PA USD 122360.00000000 0.134383388687 Long DBT NUSS VE N 2 2022-08-23 Fixed 12.75000000 Y N N N N N Republic of Venezuela 529900XM8PJTJK5OJI77 922646BL7 580000.00000000 PA USD 66700.00000000 0.073254102856 Long DBT NUSS VE N 2 2034-01-13 Fixed 9.38000000 Y N N N N N Kingdom of Bahrain 549300RODM1WN85LFQ95 000000000 410000.00000000 PA USD 484056.25000000 0.531620784492 Long DBT NUSS BH N 2 2028-10-12 Fixed 7.00000000 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 476.23000000 0.000523025508 N/A DFE MY N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 90000.00000000 USD 370395.00000000 MYR 2020-01-29 476.23 N N N Lebanese Republic 529900QPC4K9S1KHL354 000000000 101000.00000000 PA USD 87491.25000000 0.096088351222 Long DBT NUSS LB N 2 2020-03-09 Fixed 6.38000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -20844.85000000 -0.02289311523 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 4912780.00000000 ZAR 329088.42000000 USD 2020-01-21 -20844.85 N N N GOVERNMENT OF UKRAINE 6354001WLTJXOMEXPY07 000000000 3200000.00000000 PA 159590.05000000 0.175271753186 Long DBT NUSS UA N 2 2025-02-26 Fixed 15.84000000 N N N N N N Republic of Venezuela 529900XM8PJTJK5OJI77 000000000 2218000.00000000 PA USD 255070.00000000 0.280133793336 Long DBT NUSS VE N 2 2024-10-13 Fixed 8.25000000 Y N N N N N Republic of Peru 254900STKLK2DBJJZ530 715638BM3 320000.00000000 PA USD 467900.00000000 0.513876982404 Long DBT NUSS PE N 2 2050-11-18 Fixed 5.63000000 N N N N N N Republic of South Africa 549300KEVMSOSY8T8R35 000000000 20000000.00000000 PA 1309246.47000000 1.437896185569 Long DBT NUSS ZA N 2 2032-03-31 Fixed 8.25000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 000000000 200000.00000000 PA USD 224500.00000000 0.246559911412 Long DBT NUSS UA N 2 2024-02-01 Fixed 8.99000000 N N N N N N PETROLEOS DE VENEZUELA S 549300YWR8TN1OFD4P06 000000000 292000.00000000 PA USD 22630.00000000 0.024853678375 Long DBT CORP VE N 2 2027-04-12 Fixed 5.38000000 Y N N N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 000000000 8260000.00000000 PA 337123.27000000 0.370249815529 Long DBT NUSS TH N 2 2038-06-17 Fixed 3.30000000 N N N N N N Dominican Republic 254900EHU7Q8FGVPI369 000000000 290000.00000000 PA USD 319996.88000000 0.351440545145 Long DBT NUSS DO N 2 2027-01-25 Fixed 5.95000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 3342.31000000 0.003670733441 N/A DFE PL N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 325248.70000000 USD 1246353.00000000 PLN 2020-06-29 3342.31 N N N TURKEY GOVERNMENT BOND 5493000PCHOG3B6S3Q85 000000000 3020000.00000000 PA 434546.98000000 0.477246614224 Long DBT NUSS TR N 2 2025-03-12 Fixed 8.00000000 N N N N N N Republic of Indonesia 529900FWX0GRR7WG5W79 000000000 220000.00000000 PA USD 254375.00000000 0.279370500960 Long DBT NUSS ID N 2 2047-07-18 Fixed 4.75000000 N N N N N N Republic of Senegal 549300NP14ZLQGWIUZ97 000000000 360000.00000000 PA USD 378675.00000000 0.415884518726 Long DBT NUSS SN N 2 2033-05-23 Fixed 6.25000000 N N N N N N Czech Republic 3157007EFDLQABN47912 000000000 9170000.00000000 PA 434516.28000000 0.477212897568 Long DBT NUSS CZ N 2 2028-08-25 Fixed 2.50000000 N N N N N N PETROLEOS DE VENEZUELA S 549300YWR8TN1OFD4P06 000000000 414000.00000000 PA USD 32085.00000000 0.035237749477 Long DBT CORP VE N 2 2026-11-15 Fixed 6.00000000 Y N N N N N Republic of Angola 549300QHR2R3J8JSGK83 000000000 200000.00000000 PA USD 219437.50000000 0.240999957953 Long DBT NUSS AO N 2 2048-05-08 Fixed 9.38000000 N N N N N N Republic of El Salvador 529900AKDMUSFSDOM949 000000000 150000.00000000 PA USD 171046.88000000 0.187854358931 Long DBT NUSS SV N 2 2041-02-01 Fixed 7.63000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 2391.13000000 0.002626088200 N/A DFE TH N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 247994.67000000 USD 7497374.95000000 THB 2020-01-17 2391.13 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -1063.96000000 -0.00116850727 N/A DFE US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 38387500.00000000 CLP 50000.00000000 USD 2020-01-21 -1063.96 N N N Republic of Ecuador 5299003Y2U5XK0A35H71 000000000 420000.00000000 PA USD 399131.25000000 0.438350849184 Long DBT NUSS EC N 2 2026-12-13 Fixed 9.65000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 10081000000.00000000 PA 779146.82000000 0.855707665552 Long DBT NUSS ID N 2 2026-09-15 Fixed 8.38000000 N N N N N N Republic of South Africa 549300KEVMSOSY8T8R35 000000000 21440000.00000000 PA 1354231.74000000 1.487301816687 Long DBT NUSS ZA N 2 2037-01-31 Fixed 8.50000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 607.78000000 0.000667501928 N/A DFE TH N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 63149.87000000 USD 1906431.44000000 THB 2020-03-17 607.78 N N N HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC 391.97000000 0.000430485917 N/A DFE MX N 2 HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 104688.84000000 USD 1992018.14000000 MXN 2020-01-21 391.97 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -1691.83000000 -0.00185807329 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 37356000.00000000 CLP 48000.00000000 USD 2020-01-21 -1691.83 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 206.71000000 0.000227021823 N/A DFE ID N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 130000.00000000 USD 1812850000.00000000 IDR 2020-02-04 206.71 N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 000000000 15930000.00000000 PA 648478.14000000 0.712199165930 Long DBT NUSS TH N 2 2036-06-17 Fixed 3.40000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -11.93000000 -0.00001310227 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 120231.25000000 BRL 29848.87000000 USD 2020-02-04 -11.93 N N N Republic of Argentina 549300KPBYGYF7HCHO27 040114HK9 565000.00000000 PA USD 293623.44000000 0.322475587327 Long DBT NUSS AR N 2 2022-01-26 Fixed 5.63000000 N N N N N N Dominican Republic 254900EHU7Q8FGVPI369 000000000 125000.00000000 PA USD 143085.94000000 0.157145909535 Long DBT NUSS DO N 2 2026-01-29 Fixed 6.88000000 N N N N N N State of Qatar 52990074F6OJOAXK4P65 000000000 775000.00000000 PA USD 958578.13000000 1.052770328796 Long DBT NUSS QA N 2 2049-03-14 Fixed 4.82000000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 26703.75000000 0.029327724874 N/A DFE CL N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 412661.97000000 USD 330294644.00000000 CLP 2020-01-21 26703.75 N N N Republic of Sri Lanka 254900HXCCIOHM74FA02 000000000 60000.00000000 PA USD 60075.00000000 0.065978114379 Long DBT NUSS LK N 2 2022-01-18 Fixed 5.75000000 N N N N N N PHILIPPINE GOVERNMENT 529900RAHBALMYIJ3T08 000000000 7150000.00000000 PA 135734.28000000 0.149071857694 Long DBT NUSS PH N 2 2025-09-09 Fixed 3.63000000 N N N N N N HUNGARY GOVERNMENT BOND 5299008DH62LEB10JK83 000000000 446140000.00000000 PA 1622352.57000000 1.781768846053 Long DBT NUSS HU N 2 2024-10-24 Fixed 2.50000000 N N N N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 917288BK7 155000.00000000 PA USD 173260.94000000 0.190285977806 Long DBT NUSS UY N 2 2031-01-23 Fixed 4.38000000 N N N N N N Russian Federation 5493004EHVGF71PDBU58 000000000 200000.00000000 PA USD 222600.00000000 0.244473212830 Long DBT NUSS RU N 2 2029-03-21 Fixed 4.38000000 N N N N N N TURKEY GOVERNMENT BOND 5493000PCHOG3B6S3Q85 000000000 1710000.00000000 PA 278245.08000000 0.305586112586 Long DBT NUSS TR N 2 2024-03-20 Fixed 10.40000000 N N N N N N Republic of Argentina 549300KPBYGYF7HCHO27 040114HN3 380000.00000000 PA USD 190475.00000000 0.209191532856 Long DBT NUSS AR N 2 2117-06-28 Fixed 7.13000000 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 1469.41000000 0.001613797770 N/A DFE CZ N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 71993.58000000 USD 1665391.45000000 CZK 2020-01-21 1469.41 N N N Republic of Gabon N/A 000000000 220000.00000000 PA USD 229968.75000000 0.252566033976 Long DBT NUSS GA N 2 2024-12-12 Fixed 6.38000000 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 3047.65000000 0.003347119438 N/A DFE ZA N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 60000.00000000 USD 885138.00000000 ZAR 2020-01-21 3047.65 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 40183.86000000 0.044132422992 N/A DFE BR N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 846174.97000000 USD 3568827.56000000 BRL 2020-02-04 40183.86 N N N Republic of Argentina 549300KPBYGYF7HCHO27 040114HL7 385000.00000000 PA USD 191056.25000000 0.209829897883 Long DBT NUSS AR N 2 2027-01-26 Fixed 6.88000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 17205000000.00000000 PA 1381233.39000000 1.516956713934 Long DBT NUSS ID N 2 2031-05-15 Fixed 8.75000000 N N N N N N BANCO DE CREDITO DEL PER 549300EQYQ8SCQZ4BY14 05990GAC9 108000.00000000 PA 32631.45000000 0.035837894972 Long DBT CORP PE Y 2 2020-10-30 Fixed 4.85000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -1190.60000000 -0.00130759122 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 36979200.00000000 CLP 48000.00000000 USD 2020-01-21 -1190.6 N N N Republic of Argentina 549300KPBYGYF7HCHO27 040114HQ6 535000.00000000 PA USD 250614.06000000 0.275240001925 Long DBT NUSS AR N 2 2028-01-11 Fixed 5.88000000 N N N N N N INTL FINANCE CORP QKL54NQY28TCDAI75F60 000000000 200000000.00000000 PA 15315.69000000 0.016820646635 Long DBT NUSS XX N 2 2023-10-09 Fixed 8.00000000 N N N N N N HUNGARY GOVERNMENT BOND 5299008DH62LEB10JK83 000000000 232510000.00000000 PA 812151.22000000 0.891955157491 Long DBT NUSS HU N 2 2022-08-24 Fixed 1.50000000 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 889.82000000 0.000977255859 N/A DFE HU N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 33821.72000000 USD 10232904.00000000 HUF 2020-01-21 889.82 N N N Republic of Colombia 549300MHDRBVRF6B9117 195325BK0 105000.00000000 PA USD 149100.00000000 0.163750925575 Long DBT NUSS CO N 2 2037-09-18 Fixed 7.38000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 9580.79000000 0.010522221530 N/A DFE RU N 2 UBS AG BFM8T61CT2L1QCEMIK50 260000.00000000 USD 16744000.00000000 RUB 2020-01-15 9580.79 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -10504.60000000 -0.01153680732 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 807310.00000000 BRL 190000.00000000 USD 2020-02-04 -10504.6 N N N Republic of Indonesia 529900FWX0GRR7WG5W79 455780CH7 225000.00000000 PA USD 257625.00000000 0.282939853797 Long DBT NUSS ID N 2 2029-02-11 Fixed 4.75000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -1388.54000000 -0.00152498128 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 37128000.00000000 CLP 48000.00000000 USD 2020-01-21 -1388.54 N N N Republic of Belarus 635400CVCOWYLHF4ZB08 000000000 225000.00000000 PA USD 255375.00000000 0.280468763371 Long DBT NUSS BY N 2 2027-06-29 Fixed 7.63000000 N N N N N N Republic of Guatemala 529900QKDFFU9UWW5315 401494AQ2 235000.00000000 PA USD 252184.38000000 0.276964625355 Long DBT NUSS GT Y 2 2030-06-01 Fixed 4.90000000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -12.05000000 -0.00001323406 N/A DFE US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 121448.75000000 BRL 30151.13000000 USD 2020-02-04 -12.05 N N N Republic of Angola 549300QHR2R3J8JSGK83 000000000 102000.00000000 PA USD 119180.63000000 0.130891606124 Long DBT NUSS AO N 2 2025-11-12 Fixed 9.50000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 7359.75000000 0.008082936784 N/A DFE PL N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 488653.69000000 USD 1881390.00000000 PLN 2020-06-29 7359.75 N N N TURKEY GOVERNMENT BOND 5493000PCHOG3B6S3Q85 000000000 990000.00000000 PA 164833.59000000 0.181030536072 Long DBT NUSS TR N 2 2022-03-02 Fixed 11.00000000 N N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 741000000.00000000 PA 223747.41000000 0.245733370104 Long DBT NUSS CO N 2 2028-04-28 Fixed 6.00000000 N N N N N N COSTA RICA GOVERNMENT N/A 000000000 480000.00000000 PA USD 486456.00000000 0.534256339715 Long DBT NUSS CR N 2 2023-08-23 Fixed 5.52000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 6581595.13000000 OU Notional Amount 24194.99000000 0.026572448066 N/A DIR GB N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Brazil Cetip DI Interbank Deposit Rate BZDIOVRA Index Y 2023-01-02 0 BRL 0 BRL 6581595.13 BRL 24194.99 N N N Republic of Argentina 549300KPBYGYF7HCHO27 040114GY0 340000.00000000 PA USD 169468.75000000 0.186121158072 Long DBT NUSS AR N 2 2046-04-22 Fixed 7.63000000 N N N N N N Republic of Turkey 5493000PCHOG3B6S3Q85 900123AW0 240000.00000000 PA USD 262275.00000000 0.288046774012 Long DBT NUSS TR N 2 2025-02-05 Fixed 7.38000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCE0 70000.00000000 PA USD 73325.00000000 0.080530091333 Long DBT CORP MX N 2 2022-03-13 Fixed 5.38000000 N N N N N N Republic of El Salvador 529900AKDMUSFSDOM949 000000000 80000.00000000 PA USD 96200.00000000 0.105652843999 Long DBT NUSS SV N 2 2029-02-28 Fixed 8.63000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 13477000.00000000 PA 809234.78000000 0.888752141063 Long DBT NUSS MX N 2 2024-12-05 Fixed 10.00000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -1731.93000000 -0.00190211361 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1836675.28000000 CZK 79286.65000000 USD 2020-01-21 -1731.93 N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 000000000 8470000.00000000 PA 323539.03000000 0.355330755346 Long DBT NUSS TH N 2 2025-12-12 Fixed 3.85000000 N N N N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 000000000 10140000.00000000 PA 417962.62000000 0.459032635015 Long DBT NUSS TH N 2 2032-06-25 Fixed 3.78000000 N N N N N N BONOS TESORERIA PESOS 549300FLZTJM5YJF8D34 000000000 160000000.00000000 PA 289775.88000000 0.318249956803 Long DBT NUSS CL N 2 2043-01-01 Fixed 6.00000000 N N N N N N ABU DHABI GOVT INT'L 213800FER4348CINTA77 000000000 210000.00000000 PA USD 244256.25000000 0.268257458182 Long DBT NUSS AE N 2 2047-10-11 Fixed 4.13000000 N N N N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 1835000.00000000 PA 537897.30000000 0.590752385910 Long DBT NUSS BR N 2 2027-01-01 Fixed 10.00000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -4434.02000000 -0.00486971749 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 48204850.00000000 HUF 159084.04000000 USD 2020-01-21 -4434.02 N N N Republic of Venezuela 529900XM8PJTJK5OJI77 922646AS3 1012000.00000000 PA USD 116380.00000000 0.127815779466 Long DBT NUSS VE N 2 2027-09-15 Fixed 9.25000000 Y N N N N N ROMANIA GOVERNMENT BOND 315700IASY927EDWBK92 000000000 860000.00000000 PA 209044.51000000 0.229585727692 Long DBT NUSS RO N 2 2026-04-22 Fixed 4.85000000 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -1266.43000000 -0.00139087246 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 1030570.84000000 ZAR 72140.28000000 USD 2020-01-21 -1266.43 N N N EMPRESA ELEC GUACOLDA N/A 000000000 400000.00000000 PA USD 365875.00000000 0.401826759857 Long DBT CORP CL N 2 2025-04-30 Fixed 4.56000000 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 264.57000000 0.000290567286 N/A DFE MY N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 50000.00000000 USD 205775.00000000 MYR 2020-01-29 264.57 N N N Republic of Kazakhstan 5493007OEK8EF02UO833 000000000 200000.00000000 PA USD 229500.00000000 0.252051223470 Long DBT NUSS KZ N 2 2025-07-21 Fixed 5.13000000 N N N N N N HUNGARY 5299008DH62LEB10JK83 445545AF3 404000.00000000 PA USD 664580.00000000 0.729883233525 Long DBT NUSS HU N 2 2041-03-29 Fixed 7.63000000 N N N N N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 718286CB1 270000.00000000 PA USD 305690.63000000 0.335728528518 Long DBT NUSS PH N 2 2042-02-02 Fixed 3.70000000 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638DA7 220000.00000000 PA USD 227081.25000000 0.249394801262 Long DBT NUSS PE N 2 2030-06-20 Fixed 2.84000000 N N N N N N MONGOLIA INTL BOND N/A 60937GAD8 45000.00000000 PA USD 49064.06000000 0.053885212860 Long DBT NUSS MN N 2 2021-04-06 Fixed 10.88000000 N N N N N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 718286CA3 85000.00000000 PA USD 96209.38000000 0.105663145700 Long DBT NUSS PH N 2 2041-03-01 Fixed 3.70000000 N N N N N N MONGOLIA INTL BOND N/A 60937GAB2 110000.00000000 PA USD 112509.38000000 0.123564823010 Long DBT NUSS MN N 2 2022-12-05 Fixed 5.13000000 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -829.47000000 -0.00091097572 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 925596.00000000 CZK 40000.00000000 USD 2020-01-21 -829.47 N N N United Mexican States 254900EGTWEU67VP6075 91087BAF7 315000.00000000 PA USD 346598.44000000 0.380656038583 Long DBT NUSS MX N 2 2029-04-22 Fixed 4.50000000 N N N N N N HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC 20592.91000000 0.022616418999 N/A DFE BR N 2 HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 422586.51000000 USD 1784413.78000000 BRL 2020-02-04 20592.91 N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 1165000000.00000000 PA 90380.33000000 0.099261319190 Long DBT NUSS ID N 2 2034-03-15 Fixed 8.38000000 N N N N N N BARBADOS GOVT OF 529900UD1KUUS4SFD905 067070AH5 50000.00000000 PA USD 48859.38000000 0.053660420509 Long DBT NUSS BB Y 2 2029-10-01 Fixed 6.50000000 N N N N N N Fondo MIVIVIENDA SA 549300X41PNOK11PZ670 000000000 960000.00000000 PA 320772.71000000 0.352292610071 Long DBT NUSS PE N 2 2024-02-14 Fixed 7.00000000 N N N N N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 718286CG0 115000.00000000 PA USD 127039.06000000 0.139522224407 Long DBT NUSS PH N 2 2029-01-14 Fixed 3.75000000 N N N N N N HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC 18048.80000000 0.019822318615 N/A DFE TH N 2 HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 1257691.60000000 USD 38199867.00000000 THB 2020-01-17 18048.8 N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 3070000000.00000000 PA 959394.26000000 1.053666653698 Long DBT NUSS CO N 2 2025-11-26 Fixed 6.25000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 775.25000000 0.000851427934 N/A DFE TH N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 125000.00000000 USD 3766125.00000000 THB 2020-01-17 775.25 N N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 718286BG1 255000.00000000 PA USD 361860.94000000 0.397418268641 Long DBT NUSS PH N 2 2034-10-23 Fixed 6.38000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 03846JW30 270000.00000000 PA USD 282082.50000000 0.309800606730 Long DBT NUSS EG Y 2 2023-02-21 Fixed 5.58000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91087BAD2 225000.00000000 PA USD 245812.50000000 0.269966629060 Long DBT NUSS MX N 2 2048-02-10 Fixed 4.60000000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780CN4 260000.00000000 PA USD 267312.58000000 0.293579358771 Long DBT NUSS ID N 2 2049-10-30 Fixed 3.70000000 N N N N N N Republic of Belize N/A 000000000 55000.00000000 PA USD 33275.00000000 0.036544681747 Long DBT NUSS BZ N 2 2034-02-20 Variable 4.94000000 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 342.40000000 0.000376045049 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 4259400.00000000 INR 60000.00000000 USD 2020-01-06 342.4 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -3063.91000000 -0.00336497718 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 253920.00000000 BRL 60000.00000000 USD 2020-02-04 -3063.91 N N N Dominican Republic 254900EHU7Q8FGVPI369 000000000 60000.00000000 PA USD 68475.00000000 0.075203518636 Long DBT NUSS DO N 2 2045-01-27 Fixed 6.85000000 N N N N N N KAZMUNAYGAS NATIONAL CO 2138001H1M69RFJCSH88 000000000 210000.00000000 PA USD 250950.00000000 0.275608952200 Long DBT CORP KZ N 2 2047-04-19 Fixed 5.75000000 N N N N N N Republic of Venezuela 529900XM8PJTJK5OJI77 000000000 57000.00000000 PA USD 6555.00000000 0.007199110108 Long DBT NUSS VE N 2 2028-05-07 Fixed 9.25000000 Y N N N N N Dominican Republic 254900EHU7Q8FGVPI369 000000000 15550000.00000000 PA 291325.72000000 0.319952087819 Long DBT NUSS DO N 2 2023-02-15 Fixed 8.90000000 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 1720000.00000000 PA 434993.28000000 0.477736768738 Long DBT NUSS MY N 2 2025-09-15 Fixed 3.96000000 N N N N N N Republic of Venezuela 529900XM8PJTJK5OJI77 000000000 1212000.00000000 PA USD 139380.00000000 0.153075814933 Long DBT NUSS VE N 2 2023-05-07 Fixed 9.00000000 Y N N N N N EUROPEAN BK RECON & DEV 549300HTGDOVDU6OGK19 000000000 1223000000.00000000 PA 90740.30000000 0.099656660710 Long DBT NUSS XX N 2 2022-05-15 Fixed 7.50000000 N N N N N N EXPORT-IMPORT BANK KOREA 549300APVP4R32PI3Y06 000000000 3200000000.00000000 PA 227496.30000000 0.249850635076 Long DBT NUSS KR N 2 2023-02-14 Fixed 6.36000000 N N N N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 760942BD3 605000.00000000 PA USD 714845.31000000 0.785087734107 Long DBT NUSS UY N 2 2055-04-20 Fixed 4.98000000 N N N N N N Republic of Panama 549300SHS4T08CL0LP14 698299AK0 55000.00000000 PA USD 83857.81000000 0.092097880645 Long DBT NUSS PA N 2 2029-04-01 Fixed 9.38000000 N N N N N N Russian Federation 5493004EHVGF71PDBU58 000000000 800000.00000000 PA USD 1000000.00000000 1.098262411636 Long DBT NUSS RU N 2 2047-06-23 Fixed 5.25000000 N N N N N N Republic of South Africa 549300KEVMSOSY8T8R35 000000000 2130000.00000000 PA 133163.02000000 0.146247939486 Long DBT NUSS ZA N 2 2048-02-28 Fixed 8.75000000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 6958.90000000 0.007642698296 N/A DFE RU N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 187863.20000000 USD 12100644.23000000 RUB 2020-01-15 6958.9 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 855.61000000 0.000939684302 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 3139500.00000000 UAH 130000.00000000 USD 2020-03-27 855.61 N N N Republic of Sri Lanka 254900HXCCIOHM74FA02 000000000 150000.00000000 PA USD 150093.75000000 0.164842323846 Long DBT NUSS LK N 2 2025-11-03 Fixed 6.85000000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AH8 400000.00000000 PA USD 401880.00000000 0.441369697988 Long DBT CORP CA Y 2 2022-05-15 Fixed 7.25000000 N N N N N N Kingdom of Morocco 529900F3MBW9XY5K1X07 000000000 240000.00000000 PA USD 293625.00000000 0.322477300616 Long DBT NUSS MA N 2 2042-12-11 Fixed 5.50000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 279.28000000 0.000306722726 N/A DFE TH N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 28620.49000000 USD 864138.41000000 THB 2020-03-17 279.28 N N N EXPORT CREDIT BANK OF TU 789000JVRVYLAXGDWR11 000000000 105000.00000000 PA USD 106509.38000000 0.116975248540 Long DBT NUSS TR N 2 2021-02-08 Fixed 5.38000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91087BAC4 85000.00000000 PA USD 91029.69000000 0.099974486869 Long DBT NUSS MX N 2 2027-03-28 Fixed 4.15000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -162.24000000 -0.00017818209 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2035000.00000000 PHP 40000.00000000 USD 2020-01-21 -162.24 N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 000000000 5643000.00000000 PA 215552.62000000 0.236733340275 Long DBT NUSS TH N 2 2025-12-12 Fixed 3.85000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91086QAZ1 192000.00000000 PA USD 227040.00000000 0.249349497938 Long DBT NUSS MX N 2 2110-10-12 Fixed 5.75000000 N N N N N N PETROLEOS DE VENEZUELA S 549300YWR8TN1OFD4P06 000000000 251000.00000000 PA USD 19452.50000000 0.021363949562 Long DBT CORP VE N 2 2021-11-17 Fixed 9.00000000 Y N N N N N Republic of Argentina 549300KPBYGYF7HCHO27 040114GW4 100000.00000000 PA USD 53593.75000000 0.058860001123 Long DBT NUSS AR N 2 2021-04-22 Fixed 6.88000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -2812.11000000 -0.00308843471 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 603883.47000000 RON 138642.12000000 USD 2020-01-10 -2812.11 N N N ROMANIA GOVERNMENT BOND 315700IASY927EDWBK92 000000000 4595000.00000000 PA 1088091.18000000 1.195009643427 Long DBT NUSS RO N 2 2023-06-28 Fixed 4.25000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 64700000.00000000 PA 3245479.64000000 3.564388296344 Long DBT NUSS MX N 2 2026-03-05 Fixed 5.75000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 2007.39000000 0.002204640982 N/A DFE PE N 2 UBS AG BFM8T61CT2L1QCEMIK50 81709.87000000 USD 277854.41000000 PEN 2020-02-24 2007.39 N N N REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 000000000 200000.00000000 PA USD 207312.50000000 0.227683526212 Long DBT NUSS NG N 2 2032-02-16 Fixed 7.88000000 N N N N N N Republic of Turkey 5493000PCHOG3B6S3Q85 900123CL2 185000.00000000 PA USD 187139.06000000 0.205527795347 Long DBT NUSS TR N 2 2027-03-25 Fixed 6.00000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -1203.37000000 -0.00132161603 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 36988800.00000000 CLP 48000.00000000 USD 2020-01-21 -1203.37 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 21384.05000000 0.023485298323 N/A DFE BR N 2 UBS AG BFM8T61CT2L1QCEMIK50 427704.42000000 USD 1808205.96000000 BRL 2020-02-04 21384.05 N N N COM CELULARES(COM TRUST) N/A 000000000 320000.00000000 PA USD 329200.00000000 0.361547985910 Long DBT CORP KY N 2 2024-02-06 Fixed 6.88000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 7060000000.00000000 PA 544152.71000000 0.597622467583 Long DBT NUSS ID N 2 2024-03-15 Fixed 8.38000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 000000000 966000.00000000 PA USD 1052457.00000000 1.155873962964 Long DBT NUSS UA N 2 2025-09-01 Fixed 7.75000000 N N N N N N Republic of Turkey 5493000PCHOG3B6S3Q85 900123CF5 125000.00000000 PA USD 127968.75000000 0.140543267989 Long DBT NUSS TR N 2 2024-03-22 Fixed 5.75000000 N N N N N N Lebanese Republic 529900QPC4K9S1KHL354 000000000 127000.00000000 PA USD 56395.94000000 0.061937541070 Long DBT NUSS LB N 2 2030-02-26 Fixed 6.65000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325CU7 395000.00000000 PA USD 459310.94000000 0.504443940655 Long DBT NUSS CO N 2 2045-06-15 Fixed 5.00000000 N N N N N N Republic of Kazakhstan 5493007OEK8EF02UO833 000000000 395000.00000000 PA USD 487701.56000000 0.535624291444 Long DBT NUSS KZ N 2 2044-10-14 Fixed 4.88000000 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -281.28000000 -0.00030891925 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 74060.00000000 MYR 17809.33000000 USD 2020-01-29 -281.28 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -2478.94000000 -0.00272252662 N/A DFE US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 741888.89000000 BRL 181777.59000000 USD 2020-02-04 -2478.94 N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 1396000000.00000000 PA 442051.31000000 0.485488337787 Long DBT NUSS CO N 2 2032-06-30 Fixed 7.00000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 27732.32000000 0.030457364643 N/A DFE CL N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 411633.40000000 USD 330294644.00000000 CLP 2020-01-21 27732.32 N N N HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC 281.13000000 0.000308754511 N/A DFE TH N 2 HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 28613.13000000 USD 863973.49000000 THB 2020-03-17 281.13 N N N Republic of Sri Lanka 254900HXCCIOHM74FA02 000000000 200000.00000000 PA USD 202625.00000000 0.222535421157 Long DBT NUSS LK N 2 2020-10-04 Fixed 6.25000000 N N N N N N Republic of Panama 549300SHS4T08CL0LP14 698299BF0 195000.00000000 PA USD 212732.81000000 0.233636448944 Long DBT NUSS PA N 2 2028-03-17 Fixed 3.88000000 N N N N N N UKREXIMBANK(BIZ FIN PLC) 254900R5STMV7BZYC307 000000000 250000.00000000 PA USD 266250.00000000 0.292412367098 Long DBT CORP GB N 2 2025-01-22 Fixed 9.75000000 N N N N N N Czech Republic 3157007EFDLQABN47912 000000000 3590000.00000000 PA 160094.33000000 0.175825584955 Long DBT NUSS CZ N 2 2020-09-12 Fixed 3.75000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 289.51000000 0.000317957950 N/A DFE ZA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 27981.35000000 USD 396900.00000000 ZAR 2020-01-21 289.51 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 000000000 200000.00000000 PA USD 208950.00000000 0.229481930911 Long DBT NUSS EG N 2 2023-02-21 Fixed 5.58000000 N N N N N N MONGOLIA INTL BOND N/A 60937LAA3 115000.00000000 PA USD 130884.38000000 0.143745394824 Long DBT NUSS MN Y 2 2024-03-09 Fixed 8.75000000 N N N N N N Kingdom of Bahrain 549300RODM1WN85LFQ95 000000000 170000.00000000 PA USD 182909.38000000 0.200882496789 Long DBT NUSS BH N 2 2022-07-05 Fixed 6.13000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 03846JW63 190000.00000000 PA USD 204725.00000000 0.224841772222 Long DBT NUSS EG Y 2 2024-03-01 Fixed 6.20000000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -1120.37000000 -0.00123046025 N/A DFE US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 36926400.00000000 CLP 48000.00000000 USD 2020-01-21 -1120.37 N N N State of Qatar 52990074F6OJOAXK4P65 000000000 635000.00000000 PA USD 709810.94000000 0.779558674770 Long DBT NUSS QA N 2 2029-03-14 Fixed 4.00000000 N N N N N N PETROLEOS DE VENEZUELA S 549300YWR8TN1OFD4P06 000000000 100000.00000000 PA USD 7750.00000000 0.008511533690 Long DBT CORP VE N 2 2037-04-12 Fixed 5.50000000 Y N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -4978.80000000 -0.00546802889 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 64251885.00000000 HUF 212973.20000000 USD 2020-01-21 -4978.8 N N N PETROLEOS DE VENEZUELA S 549300YWR8TN1OFD4P06 000000000 346000.00000000 PA USD 26815.00000000 0.029449906568 Long DBT CORP VE N 2 2024-05-16 Fixed 6.00000000 Y N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -1080.33000000 -0.00118648583 N/A DFE IN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 224871.63000000 USD 16028850.00000000 INR 2020-02-06 -1080.33 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 24281.28000000 0.026667217130 N/A DFE PL N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 819766.62000000 USD 3202074.00000000 PLN 2020-01-21 24281.28 N N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 718286BB2 170000.00000000 PA USD 251175.00000000 0.275856061242 Long DBT NUSS PH N 2 2031-01-14 Fixed 7.75000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -3358.24000000 -0.00368822876 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 2684461.00000000 MXN 138249.57000000 USD 2020-01-21 -3358.24 N N N Republic of South Africa 549300KEVMSOSY8T8R35 000000000 3840000.00000000 PA 240068.54000000 0.263658253698 Long DBT NUSS ZA N 2 2048-02-28 Fixed 8.75000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCB6 110000.00000000 PA USD 120780.00000000 0.132648134077 Long DBT CORP MX N 2 2026-08-04 Fixed 6.88000000 N N N N N N OMAN GOV INTERNTL BOND 549300SZ20F0QTKNQC75 68205LAA1 270000.00000000 PA USD 279112.50000000 0.306538767368 Long DBT NUSS OM Y 2 2025-02-01 Fixed 4.88000000 N N N N N N ABU DHABI GOVT INT'L 213800FER4348CINTA77 29135LAF7 125000.00000000 PA USD 121914.06000000 0.133893629548 Long DBT NUSS AE Y 2 2049-09-30 Fixed 3.13000000 N N N N N N Republic of Indonesia 529900FWX0GRR7WG5W79 000000000 285000.00000000 PA USD 340307.81000000 0.373747276109 Long DBT NUSS ID N 2 2045-01-15 Fixed 5.13000000 N N N N N N AI Candelaria Spain SLU N/A 001355AA4 375000.00000000 PA USD 420468.75000000 0.461785023392 Long DBT CORP ES Y 2 2028-12-15 Fixed 7.50000000 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 40719.65000000 0.044720861010 N/A DFE BR N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 857457.30000000 USD 3616411.92000000 BRL 2020-02-04 40719.65 N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 2666000000.00000000 PA 192904.52000000 0.211859783350 Long DBT NUSS ID N 2 2027-05-15 Fixed 7.00000000 N N N N N N BONOS TESORERIA PESOS 549300FLZTJM5YJF8D34 000000000 315000000.00000000 PA 461618.33000000 0.506978060361 Long DBT NUSS CL N 2 2026-03-01 Fixed 4.50000000 N N N N N N Dominican Republic 254900EHU7Q8FGVPI369 000000000 210000.00000000 PA USD 229950.00000000 0.252545441555 Long DBT NUSS DO N 2 2049-06-05 Fixed 6.40000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 2790000.00000000 PA 156460.23000000 0.171834389525 Long DBT NUSS MX N 2 2042-11-13 Fixed 7.75000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 4140000.00000000 PA 243935.94000000 0.267905673749 Long DBT NUSS MX N 2 2029-05-31 Fixed 8.50000000 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 1070000.00000000 PA 266322.36000000 0.292491837366 Long DBT NUSS MY N 2 2022-03-10 Fixed 3.88000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -12835.29000000 -0.01409651654 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 937486.00000000 BRL 220000.00000000 USD 2020-02-04 -12835.29 N N N COSTA RICA GOVERNMENT N/A 000000000 100000.00000000 PA USD 101445.00000000 0.111413230348 Long DBT NUSS CR N 2 2022-08-17 Fixed 5.52000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 1018.78000000 0.001118887779 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 16028850.00000000 INR 225520.54000000 USD 2020-01-06 1018.78 N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 3460000.00000000 PA 852890.63000000 0.936697720166 Long DBT NUSS MY N 2 2022-08-15 Fixed 3.42000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 5492000000.00000000 PA 443606.83000000 0.487196706934 Long DBT NUSS ID N 2 2029-03-15 Fixed 9.00000000 N N N N N N ISLAMIC REP OF PAKISTAN 529900LOP29R5WKHOD86 000000000 200000.00000000 PA USD 223437.50000000 0.245393007600 Long DBT NUSS PK N 2 2025-09-30 Fixed 8.25000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 000000000 490000.00000000 PA USD 595962.50000000 0.654523212495 Long DBT NUSS UA N 2 2028-11-01 Fixed 9.75000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 2231.26000000 0.002450508988 N/A DFE PE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 90822.49000000 USD 308841.88000000 PEN 2020-02-24 2231.26 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -11430.79000000 -0.01255400699 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1599437.20000000 PEN 470478.06000000 USD 2020-02-24 -11430.79 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -907.66000000 -0.00099684886 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 38270000.00000000 CLP 50000.00000000 USD 2020-01-21 -907.66 N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 17562000000.00000000 PA 1349804.00000000 1.482438996277 Long DBT NUSS ID N 2 2024-05-15 Fixed 8.13000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 20292.47000000 0.022286457040 N/A DFE BR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 422886.95000000 USD 1784413.78000000 BRL 2020-02-04 20292.47 N N N ROMANIA 315700IASY927EDWBK92 77586TAE6 102000.00000000 PA USD 132090.00000000 0.145069481953 Long DBT NUSS RO N 2 2044-01-22 Fixed 6.13000000 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 3965.81000000 0.004355500054 N/A DFE PL N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 199208.44000000 USD 770717.54000000 PLN 2020-02-21 3965.81 N N N HUNT OIL CO OF PERU 549300SVO0550J3IKN50 445640AB1 250000.00000000 PA USD 274531.25000000 0.301507352694 Long DBT CORP PE Y 2 2028-06-01 Fixed 6.38000000 N N N N N N Dominican Republic 254900EHU7Q8FGVPI369 25714PDW5 75000.00000000 PA USD 82570.31000000 0.090683867790 Long DBT NUSS DO Y 2 2048-02-15 Fixed 6.50000000 N N N N N N CODELCO INC 549300UVMBCBCIPSUI70 21987BAY4 200000.00000000 PA USD 214125.00000000 0.235165438891 Long DBT CORP CL Y 2 2049-02-05 Fixed 4.38000000 N N N N N N Republic of Argentina 549300KPBYGYF7HCHO27 040114HP8 538000.00000000 PA USD 267318.75000000 0.293586135050 Long DBT NUSS AR N 2 2023-01-11 Fixed 4.63000000 N N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 2653000000.00000000 PA 879294.57000000 0.965696174987 Long DBT NUSS CO N 2 2026-08-26 Fixed 7.50000000 N N N N N N Czech Republic 3157007EFDLQABN47912 000000000 9380000.00000000 PA 559290.06000000 0.614247250100 Long DBT NUSS CZ N 2 2036-12-04 Fixed 4.20000000 N N N N N N REPUBLIC OF CHILE 549300FLZTJM5YJF8D34 168863DL9 325000.00000000 PA USD 340234.38000000 0.373666630700 Long DBT NUSS CL N 2 2050-01-25 Fixed 3.50000000 N N N N N N Republic of Sri Lanka 254900HXCCIOHM74FA02 000000000 200000.00000000 PA USD 200312.50000000 0.219995689331 Long DBT NUSS LK N 2 2022-07-25 Fixed 5.88000000 N N N N N N Republic of Ecuador 5299003Y2U5XK0A35H71 000000000 260000.00000000 PA USD 238793.75000000 0.262258199758 Long DBT NUSS EC Y 2 2027-10-23 Fixed 8.88000000 N N N N N N Government of Jamaica N/A 470160AV4 95000.00000000 PA USD 129289.06000000 0.141993314833 Long DBT NUSS JM N 2 2039-03-15 Fixed 8.00000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 920000000.00000000 PA 71157.93000000 0.078150079808 Long DBT NUSS ID N 2 2039-04-15 Fixed 8.38000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 23491.18000000 0.025799479998 N/A DFE ID N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 375944.99000000 USD 5661731557.00000000 IDR 2020-08-26 23491.18 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -1675.87000000 -0.00184054502 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 37344000.00000000 CLP 48000.00000000 USD 2020-01-21 -1675.87 N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 8467000000.00000000 PA 645279.02000000 0.708685692683 Long DBT NUSS ID N 2 2036-05-15 Fixed 8.25000000 N N N N N N STATE GRID OVERSEAS INV 3003006V8BHG5158QO96 000000000 200000.00000000 PA USD 202250.00000000 0.222123572753 Long DBT CORP VG N 2 2026-05-18 Fixed 2.88000000 N N N N N N Eskom Holdings SOC Ltd 3789001900ED06F65111 000000000 397000.00000000 PA USD 397496.25000000 0.436555190141 Long DBT CORP ZA N 2 2021-01-26 Fixed 5.75000000 N N N N N N Republic of Venezuela 529900XM8PJTJK5OJI77 000000000 52000.00000000 PA USD 5980.00000000 0.006567609221 Long DBT NUSS VE N 2 2031-08-05 Fixed 11.95000000 Y N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 8069.27000000 0.008862175930 N/A DFE RU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 200000.00000000 USD 12981160.00000000 RUB 2020-02-21 8069.27 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -2182.71000000 -0.00239718834 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 2132276440.00000000 IDR 148249.77000000 USD 2020-08-26 -2182.71 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -6635.40000000 -0.00728741040 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 5275980168.00000000 IDR 372308.25000000 USD 2020-02-04 -6635.4 N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCK6 250000.00000000 PA USD 247500.00000000 0.271819946880 Long DBT CORP MX N 2 2028-02-12 Fixed 5.35000000 N N N N N N Republic of Venezuela 529900XM8PJTJK5OJI77 000000000 121000.00000000 PA USD 13915.00000000 0.015282321457 Long DBT NUSS VE N 2 2020-12-09 Fixed 6.00000000 Y N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -967.13000000 -0.00106216252 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 36811200.00000000 CLP 48000.00000000 USD 2020-01-21 -967.13 N N N POLAND GOVERNMENT BOND 259400R9L8QEP0TPXS31 000000000 0.00000000 PA 0.00000000 0.000000 Long DBT NUSS PL N 2 2025-07-25 Fixed 3.25000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -1101.21000000 -0.00120941755 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 36912000.00000000 CLP 48000.00000000 USD 2020-01-21 -1101.21 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 038461AM1 335000.00000000 PA USD 371954.69000000 0.408503854859 Long DBT NUSS EG Y 2 2047-01-31 Fixed 8.50000000 N N N N N N PETROLEOS DE VENEZUELA S 549300YWR8TN1OFD4P06 000000000 134500.00000000 PA USD 24210.00000000 0.026588932985 Long DBT CORP VE N 2 2020-10-27 Fixed 8.50000000 Y Y N N N N Republic of Peru 254900STKLK2DBJJZ530 000000000 2020000.00000000 PA 731785.70000000 0.803692727683 Long DBT NUSS PE N 2 2037-08-12 Fixed 6.90000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 4177.09000000 0.004587540937 N/A DFE RU N 2 UBS AG BFM8T61CT2L1QCEMIK50 112716.17000000 USD 7260386.54000000 RUB 2020-01-15 4177.09 N N N Republic of Argentina 549300KPBYGYF7HCHO27 040114HG8 315000.00000000 PA USD 150412.50000000 0.165192394990 Long DBT NUSS AR N 2 2036-07-06 Fixed 7.13000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 15504.56000000 0.017028075456 N/A DFE RU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 402265.28000000 USD 26064095.00000000 RUB 2020-02-21 15504.56 N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 000000000 280000.00000000 PA USD 287700.00000000 0.315970095827 Long DBT NUSS UA N 2 2020-09-01 Fixed 7.75000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -2281.63000000 -0.00250582846 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 2197777711.00000000 IDR 152771.98000000 USD 2020-08-26 -2281.63 N N N Republic of Ecuador 5299003Y2U5XK0A35H71 000000000 230000.00000000 PA USD 217925.00000000 0.239338836055 Long DBT NUSS EC N 2 2024-06-20 Fixed 7.95000000 N N N N N N Republic of Ghana 213800PP4399SNNXZ126 000000000 280000.00000000 PA USD 284900.00000000 0.312894961075 Long DBT NUSS GH N 2 2029-05-16 Fixed 7.63000000 N N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 1125000000.00000000 PA 404981.93000000 0.444776431111 Long DBT NUSS CO N 2 2024-07-24 Fixed 10.00000000 N N N N N N Republic of Sri Lanka 254900HXCCIOHM74FA02 000000000 25000.00000000 PA USD 24548.34000000 0.026960519090 Long DBT NUSS LK N 2 2026-07-18 Fixed 6.83000000 N N N N N N LETRA TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 4250000.00000000 PA 861353.78000000 0.945992479695 Long DBT NUSS BR N 2 2023-07-01 None 0.00000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 5759000000.00000000 PA 450929.80000000 0.495239249626 Long DBT NUSS ID N 2 2029-05-15 Fixed 8.25000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 8347.73000000 0.009167998081 N/A DFE CZ N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 411440.79000000 USD 9516522.60000000 CZK 2020-01-21 8347.73 N N N Republic of Argentina 549300KPBYGYF7HCHO27 040114HF0 425000.00000000 PA USD 201476.56000000 0.221274132673 Long DBT NUSS AR N 2 2028-07-06 Fixed 6.63000000 N N N N N N ISLAMIC REP OF PAKISTAN 529900LOP29R5WKHOD86 000000000 200000.00000000 PA USD 207862.62000000 0.228287702330 Long DBT NUSS PK N 2 2027-12-05 Fixed 6.88000000 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 6123.99000000 0.006725748026 N/A DFE CZ N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 308717.40000000 USD 7137391.95000000 CZK 2020-01-21 6123.99 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 3710.94000000 0.004075585913 N/A DFE PL N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 120000.00000000 USD 469323.60000000 PLN 2020-01-21 3710.94 N N N HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC 6932.65000000 0.007613868908 N/A DFE RU N 2 HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 187889.45000000 USD 12100644.23000000 RUB 2020-01-15 6932.65 N N N Republic of Turkey 5493000PCHOG3B6S3Q85 900123BJ8 190000.00000000 PA USD 176996.88000000 0.194389020281 Long DBT NUSS TR N 2 2041-01-14 Fixed 6.00000000 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 36510.01000000 0.040097571631 N/A DFE PL N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 1793831.21000000 USD 6943786.08000000 PLN 2020-01-21 36510.01 N N N Republic of Iraq N/A 000000000 305000.00000000 PA USD 299281.25000000 0.328689347382 Long DBT NUSS IQ N 2 2028-01-15 Fixed 5.80000000 N N N N N N HONDURAS GOVERNMENT N/A 000000000 245000.00000000 PA USD 272179.69000000 0.298924722737 Long DBT NUSS HN N 2 2024-03-15 Fixed 7.50000000 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 2680000.00000000 PA 662342.62000000 0.727426003171 Long DBT NUSS MY N 2 2024-06-14 Fixed 3.48000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -2413.47000000 -0.00265062338 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 27238700.00000000 CLP 33820.09000000 USD 2020-01-21 -2413.47 N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 000000000 9450000.00000000 PA 471289.38000000 0.517599411057 Long DBT NUSS UA N 2 2025-02-26 Fixed 15.84000000 N N N N N N BONOS TESORERIA PESOS 549300FLZTJM5YJF8D34 000000000 185000000.00000000 PA 303186.08000000 0.332977875395 Long DBT NUSS CL N 2 2050-07-15 Fixed 5.10000000 N N N N N N Republic of Argentina 549300KPBYGYF7HCHO27 040114HR4 440000.00000000 PA USD 210237.50000000 0.230895943766 Long DBT NUSS AR N 2 2048-01-11 Fixed 6.88000000 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 1450000.00000000 PA 361742.12000000 0.397287773101 Long DBT NUSS MY N 2 2023-08-17 Fixed 3.80000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 3472.92000000 0.003814177494 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 919200.83000000 TRY 157241.24000000 USD 2020-01-21 3472.92 N N N MALAYSIA SOVEREIGN SUKUK N/A 000000000 50000.00000000 PA USD 60562.50000000 0.066513517304 Long DBT CORP MY N 2 2045-04-22 Fixed 4.24000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -2844.73000000 -0.00312426003 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2579192721.00000000 IDR 182404.01000000 USD 2020-02-04 -2844.73 N N N Republic of Colombia 549300MHDRBVRF6B9117 195325DP7 360000.00000000 PA USD 398925.00000000 0.438124332562 Long DBT NUSS CO N 2 2029-03-15 Fixed 4.50000000 N N N N N N Republic of South Africa 549300KEVMSOSY8T8R35 000000000 10720000.00000000 PA 713713.51000000 0.783844720710 Long DBT NUSS ZA N 2 2030-01-31 Fixed 8.00000000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 03846JW97 200000.00000000 PA USD 204250.00000000 0.224320097576 Long DBT NUSS EG Y 2 2023-11-20 Fixed 4.55000000 N N N N N N Republic of Peru 254900STKLK2DBJJZ530 715638AY8 5660000.00000000 PA 2168121.68000000 2.381166544999 Long DBT NUSS PE N 2 2026-08-12 Fixed 8.20000000 N N N N N N COSTA RICA GOVERNMENT N/A 000000000 105000.00000000 PA USD 112054.69000000 0.123065454074 Long DBT NUSS CR N 2 2045-03-12 Fixed 7.16000000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 3273.12000000 0.003594744664 N/A DFE PL N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 263154.16000000 USD 1010564.60000000 PLN 2020-06-29 3273.12 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 2381.14000000 0.002615116558 N/A DFE UY N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 112555.69000000 USD 4330130.00000000 UYU 2020-03-13 2381.14 N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QBG6 215000.00000000 PA USD 216276.56000000 0.237528416366 Long DBT CORP MX N 2 2023-01-30 Fixed 3.50000000 N N N N N N Republic of South Africa 549300KEVMSOSY8T8R35 000000000 8480000.00000000 PA 676321.78000000 0.742778789145 Long DBT NUSS ZA N 2 2026-12-21 Fixed 10.50000000 N N N N N N Republic of Panama 549300SHS4T08CL0LP14 698299BH6 215000.00000000 PA USD 254976.56000000 0.280031171696 Long DBT NUSS PA N 2 2050-04-16 Fixed 4.50000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -1049.11000000 -0.00115219807 N/A DFE IN N 2 UBS AG BFM8T61CT2L1QCEMIK50 224840.41000000 USD 16028850.00000000 INR 2020-02-06 -1049.11 N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QBB7 205000.00000000 PA USD 212495.31000000 0.233375611622 Long DBT CORP MX N 2 2022-01-24 Fixed 4.88000000 N N N N N N State Street Global Advisors 549300Q3FHSMZ70NLT76 857492870 3352431.22000000 NS USD 3352431.22000000 3.681849196524 Long STIV RF US N 1 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -7030.29000000 -0.00772110324 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 471858821.00000000 COP 136414.81000000 USD 2020-01-21 -7030.29 N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 3395000000.00000000 PA 245408.43000000 0.269522854167 Long DBT NUSS ID N 2 2032-08-15 Fixed 7.50000000 N N N N N N FED REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 105756BY5 195000.00000000 PA USD 220715.63000000 0.242403680089 Long DBT NUSS BR N 2 2047-02-21 Fixed 5.63000000 N N N N N N PETROLEOS DE VENEZUELA S 549300YWR8TN1OFD4P06 000000000 273000.00000000 PA USD 21157.50000000 0.023236486974 Long DBT CORP VE N 2 2022-02-17 Fixed 12.75000000 Y N N N N N STATE GRID OVERSEAS INV 3003006V8BHG5158QO96 000000000 210000.00000000 PA USD 221059.02000000 0.242780812419 Long DBT CORP VG N 2 2027-05-04 Fixed 3.50000000 N N N N N N Republic of Venezuela 529900XM8PJTJK5OJI77 000000000 58000.00000000 PA USD 6670.00000000 0.007325410285 Long DBT NUSS VE N 2 2038-03-31 Fixed 7.00000000 Y N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 000000000 235000.00000000 PA USD 254681.25000000 0.279706843823 Long DBT NUSS UA N 2 2023-09-01 Fixed 7.75000000 N N N N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 214999.84000000 PA 259813.23000000 0.285343104554 Long DBT NUSS BR N 2 2050-08-15 Fixed 6.00000000 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299BL7 155000.00000000 PA USD 167303.13000000 0.183742739028 Long DBT NUSS PA N 2 2060-07-23 Fixed 3.87000000 N N N N N N DUBAI GOVT INT'L BONDS N/A 000000000 310000.00000000 PA USD 354465.63000000 0.389296277646 Long DBT NUSS AE N 2 2043-01-30 Fixed 5.25000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 1458.57000000 0.001601892605 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 57467.64000000 USD 195573.87000000 PEN 2020-02-24 1458.57 N N N Republic of Kenya 549300VVURQQYU45PR87 000000000 365000.00000000 PA USD 394314.06000000 0.433060310477 Long DBT NUSS KE N 2 2024-06-24 Fixed 6.88000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 000000000 145000.00000000 PA USD 153337.50000000 0.168404812544 Long DBT NUSS UA N 2 2021-09-01 Fixed 7.75000000 N N N N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 000000000 4210000.00000000 PA 151816.26000000 0.166734091833 Long DBT NUSS TH N 2 2023-06-16 Fixed 3.63000000 N N N N N N KONDOR FINANCE PLC (NAK) N/A 50050MAB1 200000.00000000 PA USD 203999.49000000 0.224044971860 Long DBT CORP GB Y 2 2026-11-08 Fixed 7.63000000 N N N N N N Republic of Ecuador 5299003Y2U5XK0A35H71 000000000 265000.00000000 PA USD 243385.94000000 0.267301629422 Long DBT NUSS EC N 2 2027-10-23 Fixed 8.88000000 N N N N N N IVORY COAST 254900ICW11T82O6H590 000000000 325000.00000000 PA USD 327335.94000000 0.359500758879 Long DBT NUSS CI N 2 2033-06-15 Fixed 6.13000000 N N N N N N PETROLEOS DE VENEZUELA S 549300YWR8TN1OFD4P06 000000000 295000.00000000 PA USD 22862.50000000 0.025109024386 Long DBT CORP VE N 2 2035-05-17 Fixed 9.75000000 Y N N N N N RUSSIA GOVT BOND - OFZ 5493004EHVGF71PDBU58 000000000 27760000.00000000 PA 472377.89000000 0.518794880675 Long DBT NUSS RU N 2 2028-01-19 Fixed 7.05000000 N N N N N N State of Qatar 52990074F6OJOAXK4P65 000000000 325000.00000000 PA USD 417625.00000000 0.458661839659 Long DBT NUSS QA N 2 2048-04-23 Fixed 5.10000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 000000000 285000.00000000 PA USD 296043.75000000 0.325133722825 Long DBT NUSS EG N 2 2022-01-31 Fixed 6.13000000 N N N N N N Republic of Ghana 213800PP4399SNNXZ126 000000000 130000.00000000 PA USD 142715.63000000 0.156739211982 Long DBT NUSS GH N 2 2023-08-07 Fixed 7.88000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 10180000.00000000 PA 695559.30000000 0.763906634254 Long DBT NUSS MX N 2 2036-11-20 Fixed 10.00000000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -1338.87000000 -0.00147043059 N/A DFE IN N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 510000.00000000 USD 36317100.00000000 INR 2020-01-06 -1338.87 N N N TURKEY GOVERNMENT BOND 5493000PCHOG3B6S3Q85 000000000 10475000.00000000 PA 1744072.53000000 1.915449302867 Long DBT NUSS TR N 2 2021-02-17 Fixed 10.70000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 116000.00000000 PA USD 133110.00000000 0.146189709612 Long DBT NUSS RO N 2 2048-06-15 Fixed 5.13000000 N N N N N N Government of Jamaica N/A 470160CA8 60000.00000000 PA USD 71212.50000000 0.078210011988 Long DBT NUSS JM N 2 2028-04-28 Fixed 6.75000000 N N N N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 4020000.00000000 PA 1148752.54000000 1.261631734954 Long DBT NUSS BR N 2 2025-01-01 Fixed 10.00000000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -7501.63000000 -0.00823875825 N/A DFE US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 6134860660.00000000 IDR 433130.52000000 USD 2020-02-04 -7501.63 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -9415.63000000 -0.01034083251 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 1345167.69000000 PEN 395882.07000000 USD 2020-02-24 -9415.63 N N N Republic of Argentina 549300KPBYGYF7HCHO27 040114GX2 480000.00000000 PA USD 247950.00000000 0.272314164965 Long DBT NUSS AR N 2 2026-04-22 Fixed 7.50000000 N N N N N N OMAN GOV INTERNTL BOND 549300SZ20F0QTKNQC75 000000000 200000.00000000 PA USD 205125.00000000 0.225281077187 Long DBT NUSS OM N 2 2023-01-17 Fixed 4.13000000 N N N N N N Republic of El Salvador 529900AKDMUSFSDOM949 000000000 65000.00000000 PA USD 74079.69000000 0.081358938992 Long DBT NUSS SV N 2 2035-06-15 Fixed 7.65000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 6170000.00000000 PA 363547.04000000 0.399270048893 Long DBT NUSS MX N 2 2029-05-31 Fixed 8.50000000 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 3610000.00000000 PA 1010071.91000000 1.109324011803 Long DBT NUSS MY N 2 2038-06-08 Fixed 4.89000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 4846.67000000 0.005322915482 N/A DFE PL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 255216.37000000 USD 986518.46000000 PLN 2020-02-21 4846.67 N N N REPUBLIC OF TURKEY 5493000PCHOG3B6S3Q85 900123CW8 450000.00000000 PA USD 458325.00000000 0.503361119813 Long DBT NUSS TR N 2 2024-11-14 Fixed 5.60000000 N N N N N N 2020-01-15 THE LAZARD FUNDS, INC. Christopher Snively Christopher Snively SVP