0001752724-20-151824.txt : 20200804
0001752724-20-151824.hdr.sgml : 20200804
20200804132201
ACCESSION NUMBER: 0001752724-20-151824
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200630
FILED AS OF DATE: 20200804
PERIOD START: 20201231
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: 201072489
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
C000096531
C000134198
C000096532
THE LAZARD FUNDS, INC.
811-06312
0000874964
FHQ86OSTXPK3IHDU6X52
30 ROCKEFELLER PLAZA
NEW YORK
10112
212-632-6000
Lazard Emerging Markets Debt Portfolio
S000031123
3GOPTGESYSJMCJFVSF43
2020-12-31
2020-06-30
N
27793999.84
286526.32
27507473.52
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
347968.15000000
THB
HUF
COP
ZAR
CLP
PEN
CNY
MXN
MYR
BRL
IDR
RON
CZK
USD
RUB
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
245000.00000000
PA
USD
226548.44000000
0.823588687035
Long
DBT
NUSS
OM
N
2
2026-06-15
Fixed
4.75000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED RUB / SOLD USD
000000000
1.00000000
NC
3103.51000000
0.011282424748
N/A
DFE
RU
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
222002.98000000
USD
16029624.00000000
RUB
2020-07-08
3103.51000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
2666000000.00000000
PA
186909.28000000
0.679485449160
Long
DBT
NUSS
ID
N
2
2027-05-15
Fixed
7.00000000
N
N
N
N
N
N
Government of Jamaica
N/A
Jamaica Government International Bond
470160CB6
35000.00000000
PA
USD
42743.75000000
0.155389588829
Long
DBT
NUSS
JM
N
2
2045-07-28
Fixed
7.88000000
N
N
N
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD THB
000000000
1.00000000
NC
-3343.61000000
-0.01215527844
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
3615989.21000000
THB
113637.81000000
USD
2020-08-21
-3343.61000000
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DN5
70000.00000000
PA
USD
72843.75000000
0.264814396520
Long
DBT
NUSS
CL
N
2
2032-01-27
Fixed
2.55000000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756CD0
25000.00000000
PA
USD
24650.00000000
0.089612010285
Long
DBT
NUSS
BR
N
2
2025-06-06
Fixed
2.88000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DC3
150000.00000000
PA
43023.73000000
0.156407421309
Long
DBT
NUSS
PE
N
2
2040-08-12
Fixed
5.35000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAL4
60000.00000000
PA
USD
64710.00000000
0.235245159657
Long
DBT
NUSS
MX
N
2
2051-04-27
Fixed
5.00000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
5590000.00000000
PA
296933.20000000
1.079463731135
Long
DBT
NUSS
ZA
N
2
2030-01-31
Fixed
8.00000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD RUB
000000000
1.00000000
NC
816.79000000
0.002969338494
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
2790200.00000000
RUB
40000.00000000
USD
2020-07-08
816.79000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD PEN
000000000
1.00000000
NC
39.86000000
0.000144906074
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
60216.18000000
PEN
17027.05000000
USD
2020-08-21
39.86000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
2590000000.00000000
PA
197173.61000000
0.716800144719
Long
DBT
NUSS
ID
N
2
2031-05-15
Fixed
8.75000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
8982.19000000
0.032653634996
N/A
DFE
BR
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
164603.44000000
USD
943976.04000000
BRL
2020-07-02
8982.19000000
N
N
N
Republic of El Salvador
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
65000.00000000
PA
USD
55818.75000000
0.202922125724
Long
DBT
NUSS
SV
N
2
2035-06-15
Fixed
7.65000000
N
N
N
N
N
N
Republic of Iraq
N/A
Iraq International Bond
000000000
250000.00000000
PA
USD
224765.63000000
0.817107502935
Long
DBT
NUSS
IQ
N
2
2028-01-15
Fixed
5.80000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAG5
60000.00000000
PA
USD
61860.00000000
0.224884338996
Long
DBT
NUSS
MX
N
2
2050-01-31
Fixed
4.50000000
N
N
N
N
N
N
Republic of Venezuela
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
1038000.00000000
PA
USD
62280.00000000
0.226411196777
Long
DBT
NUSS
VE
N
2
2024-10-13
Fixed
8.25000000
Y
N
N
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Paraguay Government International Bond
699149AJ9
45000.00000000
PA
USD
49950.00000000
0.181587014756
Long
DBT
NUSS
PY
Y
2
2031-04-28
Fixed
4.95000000
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bond
195325CU7
45000.00000000
PA
USD
50589.85000000
0.183913109879
Long
DBT
NUSS
CO
N
2
2045-06-15
Fixed
5.00000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD TRY
000000000
1.00000000
NC
-148.12000000
-0.00053847184
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
243783.00000000
TRY
35274.63000000
USD
2020-07-20
-148.12000000
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
75000.00000000
PA
USD
61125.00000000
0.222212337878
Long
DBT
NUSS
SV
N
2
2050-01-20
Fixed
7.12000000
N
N
N
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
1200000.00000000
PA
19367.25000000
0.070407229460
Long
DBT
NUSS
DO
N
2
2029-07-06
Fixed
11.38000000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CX6
200000.00000000
PA
USD
186375.00000000
0.677543140646
Long
DBT
NUSS
TR
N
2
2025-03-13
Fixed
4.25000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAD2
70000.00000000
PA
USD
72296.88000000
0.262826318627
Long
DBT
NUSS
MX
N
2
2048-02-10
Fixed
4.60000000
N
N
N
N
N
N
Government of Jamaica
N/A
Jamaica Government International Bond
470160CA8
25000.00000000
PA
USD
28156.25000000
0.102358546231
Long
DBT
NUSS
JM
N
2
2028-04-28
Fixed
6.75000000
N
N
N
N
N
N
Republic of Peru
254900STKLK2DBJJZ530
Peruvian Government International Bond
000000000
290000.00000000
PA
98081.55000000
0.356563280625
Long
DBT
NUSS
PE
N
2
2037-08-12
Fixed
6.90000000
N
N
N
N
N
N
DUBAI GOVT INT'L BONDS
N/A
Emirate of Dubai Government International Bonds
000000000
310000.00000000
PA
USD
345456.25000000
1.255863246578
Long
DBT
NUSS
AE
N
2
2043-01-30
Fixed
5.25000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
-817.80000000
-0.00297301022
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
730400000.00000000
IDR
50000.00000000
USD
2020-08-26
-817.80000000
N
N
N
Republic of Kazakhstan
5493007OEK8EF02UO833
Kazakhstan Government International Bond
000000000
195000.00000000
PA
USD
247345.31000000
0.899193122262
Long
DBT
NUSS
KZ
N
2
2044-10-14
Fixed
4.88000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
3867000000.00000000
PA
291006.30000000
1.057917223071
Long
DBT
NUSS
ID
N
2
2026-09-15
Fixed
8.38000000
N
N
N
N
N
N
BONOS TESORERIA PESOS
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
000000000
35000000.00000000
PA
47314.04000000
0.172004309903
Long
DBT
NUSS
CL
Y
2
2023-03-01
Fixed
4.00000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
26.87000000
0.000097682544
N/A
DFE
PL
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
7330.76000000
USD
29102.02000000
PLN
2020-09-17
26.87000000
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
124000.00000000
PA
USD
3596.00000000
0.013072810912
Long
DBT
CORP
VE
N
2
2026-11-15
Fixed
6.00000000
Y
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
260000.00000000
PA
USD
297050.00000000
1.079888343013
Long
DBT
NUSS
UA
N
2
2028-11-01
Fixed
9.75000000
N
N
N
N
N
N
BONOS TESORERIA PESOS
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
000000000
65000000.00000000
PA
93795.37000000
0.340981406132
Long
DBT
NUSS
CL
N
2
2026-03-01
Fixed
4.50000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
-139.07000000
-0.00050557169
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
2197777711.00000000
IDR
152771.98000000
USD
2020-08-26
-139.07000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-3836.75000000
-0.01394802760
N/A
DFE
BR
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
150495.33000000
USD
798859.32000000
BRL
2020-08-04
-3836.75000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD TRY
000000000
1.00000000
NC
-560.34000000
-0.00203704640
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
554424.48000000
TRY
80000.00000000
USD
2020-07-20
-560.34000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
166.74000000
0.000606162539
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
35167.27000000
USD
243783.00000000
TRY
2020-07-30
166.74000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
2282.39000000
0.008297345077
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
41554.94000000
USD
301693.02000000
TRY
2020-07-20
2282.39000000
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
7600000.00000000
PA
499794.48000000
1.816940692996
Long
DBT
NUSS
ZA
N
2
2026-12-21
Fixed
10.50000000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
60000.00000000
PA
USD
10350.00000000
0.037626138192
Long
DBT
NUSS
LB
N
2
2035-11-02
None
0.00000000
Y
N
N
N
N
N
Republic of Peru
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638AY8
1110000.00000000
PA
404679.87000000
1.471163353863
Long
DBT
NUSS
PE
N
2
2026-08-12
Fixed
8.20000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SL605AF13 IRS BRL R F 6.13500 SL605AF13_LEG1_FIX CCPNDFPREDI / Short: SL605AF13 IRS BRL P V 00MBRCDI SL605AF13_LEG2_FLT CCPNDFPREDI
000000000
2303558.29000000
OU
Notional Amount
29618.44000000
0.107674156183
N/A
DIR
GB
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Brazil Cetip DI Interbank Deposit Rate
BZDIOVRA Index
Y
2023-01-02
0.00000000
BRL
0.00000000
BRL
2303558.29000000
BRL
29618.44000000
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
390400000.00000000
PA
127537.59000000
0.463647051799
Long
DBT
NUSS
CO
N
2
2024-07-24
Fixed
10.00000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BB7
60000.00000000
PA
USD
68662.50000000
0.249613981996
Long
DBT
NUSS
UY
N
2
2027-10-27
Fixed
4.38000000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756CC2
60000.00000000
PA
USD
57900.00000000
0.210488251339
Long
DBT
NUSS
BR
N
2
2030-06-12
Fixed
3.88000000
N
N
N
N
N
N
The Federal Republic of Nigeria
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
200000.00000000
PA
USD
189312.50000000
0.688222056679
Long
DBT
NUSS
NG
N
2
2027-11-28
Fixed
6.50000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
118.40000000
0.000430428479
N/A
DFE
PL
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
29096.93000000
USD
115557.00000000
PLN
2020-09-17
118.40000000
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
3270000.00000000
PA
191480.91000000
0.696105041638
Long
DBT
NUSS
MX
N
2
2036-11-20
Fixed
10.00000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DA7
10000.00000000
PA
USD
10712.50000000
0.038943961873
Long
DBT
NUSS
PE
N
2
2030-06-20
Fixed
2.84000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
000000000
110000.00000000
PA
USD
100417.90000000
0.365056790573
Long
DBT
CORP
MX
N
2
2027-01-23
Fixed
6.49000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
600000.00000000
PA
150035.01000000
0.545433625123
Long
DBT
NUSS
MY
N
2
2025-09-15
Fixed
3.96000000
N
N
N
N
N
N
Republic of Ecuador
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
30000.00000000
PA
USD
14796.90000000
0.053792290263
Long
DBT
NUSS
EC
N
2
2024-06-20
Fixed
7.95000000
N
N
N
N
N
N
GOVERNMENT OF UKRAINE
6354001WLTJXOMEXPY07
Ukraine Government Bond
000000000
2290000.00000000
PA
97724.97000000
0.355266978368
Long
DBT
NUSS
UA
N
2
2025-02-26
Fixed
15.84000000
N
N
N
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
650000.00000000
PA
179342.69000000
0.651978051963
Long
DBT
NUSS
PL
N
2
2027-07-25
Fixed
2.50000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD PEN
000000000
1.00000000
NC
8332.85000000
0.030293040158
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
809462.00000000
PEN
236684.80000000
USD
2020-08-21
8332.85000000
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
-955.57000000
-0.00347385592
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
1274888282.00000000
IDR
88239.78000000
USD
2020-07-07
-955.57000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD PEN
000000000
1.00000000
NC
187.85000000
0.000682905319
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
253148.83000000
PEN
71601.99000000
USD
2020-08-21
187.85000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
-5.91000000
-0.00002148507
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
760400.00000000
INR
10000.00000000
USD
2020-09-08
-5.91000000
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
236000.00000000
PA
USD
40488.75000000
0.147191816691
Long
DBT
NUSS
LB
N
2
2024-04-22
None
0.00000000
Y
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
000000000
200000.00000000
PA
USD
186812.50000000
0.679133617502
Long
DBT
NUSS
GH
N
2
2027-02-11
Fixed
6.38000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
-104.00000000
-0.00037807906
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
2132276440.00000000
IDR
148249.77000000
USD
2020-08-26
-104.00000000
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
150000.00000000
PA
USD
135703.13000000
0.493331857254
Long
DBT
NUSS
DO
N
2
2030-01-30
Fixed
4.50000000
N
N
N
N
N
N
Kingdom of Bahrain
549300RODM1WN85LFQ95
Bahrain Government International Bond
000000000
290000.00000000
PA
USD
322443.75000000
1.172204163954
Long
DBT
NUSS
BH
N
2
2026-01-26
Fixed
7.00000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-6236.53000000
-0.02267212943
N/A
DFE
BR
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
236700.13000000
USD
1255351.00000000
BRL
2020-08-04
-6236.53000000
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bond
195325BM6
115000.00000000
PA
USD
143426.56000000
0.521409426771
Long
DBT
NUSS
CO
N
2
2041-01-18
Fixed
6.13000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780CN4
125000.00000000
PA
USD
129784.38000000
0.471814977502
Long
DBT
NUSS
ID
N
2
2049-10-30
Fixed
3.70000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DE9
80000.00000000
PA
USD
83100.00000000
0.302099718244
Long
DBT
NUSS
PE
N
2
2026-01-23
Fixed
2.39000000
N
N
N
N
N
N
Republic of Belize
N/A
Belize Government International Bond
000000000
15000.00000000
PA
USD
6271.80000000
0.022800349132
Long
DBT
NUSS
BZ
N
2
2034-02-20
Variable
4.94000000
N
N
N
N
N
N
COSTA RICA GOVERNMENT
N/A
Costa Rica Government International Bond
000000000
30000.00000000
PA
USD
31152.47000000
0.113250931523
Long
DBT
NUSS
CR
N
2
2022-02-23
Fixed
9.20000000
N
N
N
N
N
N
Republic of Azerbaijan
549300P74FF45UQVU281
Republic of Azerbaijan International Bond
000000000
200000.00000000
PA
USD
195250.00000000
0.709807099725
Long
DBT
NUSS
AZ
N
2
2032-09-01
Fixed
3.50000000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
55000.00000000
PA
USD
9487.50000000
0.034490626676
Long
DBT
NUSS
LB
N
2
2037-03-23
None
0.00000000
Y
N
N
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
2850000.00000000
PA
45165.26000000
0.164192687369
Long
DBT
NUSS
DO
N
2
2023-02-15
Fixed
8.90000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
760000.00000000
PA
185105.88000000
0.672929412675
Long
DBT
NUSS
MY
N
2
2023-08-17
Fixed
3.80000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
17729.17000000
0.064452193281
N/A
DFE
TH
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
597821.54000000
USD
19027165.00000000
THB
2020-08-21
17729.17000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
17971.69000000
0.065333844589
N/A
DFE
ID
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
375944.99000000
USD
5661731557.00000000
IDR
2020-08-26
17971.69000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
3513000000.00000000
PA
242848.27000000
0.882844692455
Long
DBT
NUSS
ID
N
2
2032-08-15
Fixed
7.50000000
N
N
N
N
N
N
BARBADOS GOVT OF
529900UD1KUUS4SFD905
Barbados Government International Bond
067070AH5
25000.00000000
PA
USD
22523.44000000
0.081881165798
Long
DBT
NUSS
BB
Y
2
2029-10-01
Fixed
6.50000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-9054.40000000
-0.03291614547
N/A
DFE
BR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
119398.91000000
USD
601054.11000000
BRL
2020-08-04
-9054.40000000
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DF6
120000.00000000
PA
USD
128010.00000000
0.465364439620
Long
DBT
NUSS
PE
N
2
2031-01-23
Fixed
2.78000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
77586TAC0
48000.00000000
PA
USD
51060.00000000
0.185622281751
Long
DBT
NUSS
RO
N
2
2023-08-22
Fixed
4.38000000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286BY2
160000.00000000
PA
USD
174100.00000000
0.632918904287
Long
DBT
NUSS
PH
N
2
2024-01-21
Fixed
4.20000000
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DL6
120000.00000000
PA
USD
127162.50000000
0.462283458739
Long
DBT
NUSS
CO
N
2
2027-04-25
Fixed
3.88000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCK6
130000.00000000
PA
USD
108907.50000000
0.395919675868
Long
DBT
CORP
MX
N
2
2028-02-12
Fixed
5.35000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCL4
40000.00000000
PA
USD
29456.00000000
0.107083625759
Long
DBT
CORP
MX
N
2
2048-02-12
Fixed
6.35000000
N
N
N
N
N
N
Republic of Sri Lanka
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
50000.00000000
PA
USD
32125.00000000
0.116786443424
Long
DBT
NUSS
LK
N
2
2027-05-11
Fixed
6.20000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
-3213.20000000
-0.01168118910
N/A
DFE
CL
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
80000.00000000
USD
63048000.00000000
CLP
2020-07-20
-3213.20000000
N
N
N
Republic of Argentina
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114GW4
35000.00000000
PA
USD
14568.75000000
0.052962879304
Long
DBT
NUSS
AR
N
2
2021-04-22
Fixed
6.88000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
000000000
100000.00000000
PA
USD
83425.00000000
0.303281215337
Long
DBT
CORP
MX
N
2
2050-01-23
Fixed
7.69000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-6215.81000000
-0.02259680444
N/A
DFE
BR
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
80601.09000000
USD
405181.68000000
BRL
2020-08-04
-6215.81000000
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
2050000.00000000
PA
95310.32000000
0.346488818504
Long
DBT
NUSS
ZA
N
2
2037-01-31
Fixed
8.50000000
N
N
N
N
N
N
Republic of Sri Lanka
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
20000.00000000
PA
USD
13000.00000000
0.047259883720
Long
DBT
NUSS
LK
N
2
2029-03-14
Fixed
7.85000000
N
N
N
N
N
N
Government of Jamaica
N/A
Jamaica Government International Bond
470160AV4
30000.00000000
PA
USD
37003.13000000
0.134520278545
Long
DBT
NUSS
JM
N
2
2039-03-15
Fixed
8.00000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
038461AM1
135000.00000000
PA
USD
131962.50000000
0.479733261958
Long
DBT
NUSS
EG
Y
2
2047-01-31
Fixed
8.50000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
2078.81000000
0.007557255298
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
3177619.20000000
MXN
140000.00000000
USD
2020-07-20
2078.81000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
953.75000000
0.003467239546
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
371044.50000000
ZAR
22293.93000000
USD
2020-07-20
953.75000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
-580.48000000
-0.00211026286
N/A
DFE
ZA
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
30000.00000000
USD
511521.00000000
ZAR
2020-07-20
-580.48000000
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED MYR / SOLD USD
000000000
1.00000000
NC
287.13000000
0.001043825416
N/A
DFE
MY
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
30000.00000000
USD
129900.00000000
MYR
2020-07-24
287.13000000
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
000000000
360000.00000000
PA
USD
297900.00000000
1.082978412333
Long
DBT
NUSS
AO
N
2
2029-11-26
Fixed
8.00000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
884.62000000
0.003215926025
N/A
DFE
PL
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
178930.24000000
USD
711231.60000000
PLN
2020-09-17
884.62000000
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
000000000
110000.00000000
PA
USD
96370.32000000
0.350342316715
Long
DBT
CORP
MX
N
2
2030-01-23
Fixed
6.84000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD CNH
000000000
1.00000000
NC
56.01000000
0.000203617391
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
450177.11000000
CNY
63665.27000000
USD
2020-07-20
56.01000000
N
N
N
UKREXIMBANK(BIZ FIN PLC)
254900R5STMV7BZYC307
Ukreximbank Via Biz Finance PLC
000000000
250000.00000000
PA
USD
252500.00000000
0.917932356878
Long
DBT
CORP
GB
N
2
2025-01-22
Fixed
9.75000000
N
N
N
N
N
N
Russian Federation
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
000000000
200000.00000000
PA
USD
227600.00000000
0.827411502675
Long
DBT
NUSS
RU
N
2
2026-05-27
Fixed
4.75000000
N
N
N
N
N
N
Republic of Ecuador
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
200000.00000000
PA
USD
98646.00000000
0.358615268422
Long
DBT
NUSS
EC
N
2
2024-06-20
Fixed
7.95000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
670000.00000000
PA
31726.95000000
0.115339382138
Long
DBT
NUSS
MX
N
2
2042-11-13
Fixed
7.75000000
N
N
N
N
N
N
HUNGARY GOVERNMENT BOND
5299008DH62LEB10JK83
Hungary Government Bond
000000000
46110000.00000000
PA
154552.05000000
0.561854762443
Long
DBT
NUSS
HU
N
2
2024-10-24
Fixed
2.50000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED PEN / SOLD USD
000000000
1.00000000
NC
-1491.24000000
-0.00542121761
N/A
DFE
PE
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
172749.49000000
USD
607076.25000000
PEN
2020-08-21
-1491.24000000
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bond
195325CX1
65000.00000000
PA
USD
70789.06000000
0.257344826483
Long
DBT
NUSS
CO
N
2
2026-01-28
Fixed
4.50000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
34000.00000000
PA
USD
40162.50000000
0.146005775378
Long
DBT
NUSS
RO
N
2
2048-06-15
Fixed
5.13000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
2411.36000000
0.008766199477
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
44254.19000000
USD
321157.09000000
TRY
2020-07-20
2411.36000000
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DP0
90000.00000000
PA
USD
93442.50000000
0.339698591119
Long
DBT
NUSS
CL
N
2
2031-01-31
Fixed
2.45000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
710000.00000000
PA
179239.79000000
0.651603971806
Long
DBT
NUSS
MY
N
2
2029-08-15
Fixed
3.89000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
1165000000.00000000
PA
85672.56000000
0.311451940279
Long
DBT
NUSS
ID
N
2
2034-03-15
Fixed
8.38000000
N
N
N
N
N
N
Republic of Sri Lanka
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
45000.00000000
PA
USD
34312.50000000
0.124738827704
Long
DBT
NUSS
LK
N
2
2022-07-25
Fixed
5.88000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
-10026.32000000
-0.03644943979
N/A
DFE
MX
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
178975.11000000
USD
3892476.00000000
MXN
2020-07-20
-10026.32000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD TRY
000000000
1.00000000
NC
1170.93000000
0.004256770434
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1158017.90000000
TRY
170000.00000000
USD
2020-07-06
1170.93000000
N
N
N
Republic of Argentina
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HN3
102000.00000000
PA
USD
39238.13000000
0.142645343169
Long
DBT
NUSS
AR
N
2
2117-06-28
Fixed
7.13000000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
8480000.00000000
PA
334378.68000000
1.215592118108
Long
DBT
NUSS
TH
N
2
2031-06-20
Fixed
3.65000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
937.68000000
0.003408819059
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
371044.50000000
ZAR
22277.86000000
USD
2020-07-20
937.68000000
N
N
N
State Street Global Advisors
549300Q3FHSMZ70NLT76
State Street Institutional Treasury Money Market Fund
857492870
534132.47000000
NS
USD
534132.47000000
1.941772186426
Long
STIV
RF
US
N
1
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie B
000000000
20000.00000000
PA
15180.16000000
0.055185584342
Long
DBT
NUSS
BR
N
2
2030-08-15
Fixed
6.00000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
-5011.00000000
-0.01821686748
N/A
DFE
MX
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
291258.91000000
USD
6594975.44000000
MXN
2020-07-20
-5011.00000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED CZK / SOLD USD
000000000
1.00000000
NC
-1298.74000000
-0.00472140779
N/A
DFE
CZ
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
154464.50000000
USD
3633236.73000000
CZK
2020-07-20
-1298.74000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED RUB / SOLD USD
000000000
1.00000000
NC
-2323.92000000
-0.00844832222
N/A
DFE
RU
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
105696.70000000
USD
7413521.00000000
RUB
2020-09-08
-2323.92000000
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD RUB
000000000
1.00000000
NC
1161.18000000
0.004221325521
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
3819086.72000000
RUB
54793.21000000
USD
2020-07-08
1161.18000000
N
N
N
PETRONAS CAPITAL LTD
549300G7YFX3540OYR85
Petronas Capital Ltd
716743AP4
280000.00000000
PA
USD
310278.56000000
1.127979128197
Long
DBT
CORP
MY
Y
2
2030-04-21
Fixed
3.50000000
N
N
N
N
N
N
Republic of Argentina
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HR4
157000.00000000
PA
USD
60592.19000000
0.220275373366
Long
DBT
NUSS
AR
N
2
2048-01-11
Fixed
6.88000000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
2190000.00000000
PA
87692.77000000
0.318796162563
Long
DBT
NUSS
TH
N
2
2038-06-17
Fixed
3.30000000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
183000.00000000
PA
USD
31567.50000000
0.114759721488
Long
DBT
NUSS
LB
N
2
2032-03-23
None
0.00000000
Y
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
334.77000000
0.001217014713
N/A
DFE
HU
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
81163.18000000
USD
25697885.00000000
HUF
2020-09-25
334.77000000
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756BY5
25000.00000000
PA
USD
26078.13000000
0.094803799342
Long
DBT
NUSS
BR
N
2
2047-02-21
Fixed
5.63000000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
4780000.00000000
PA
191604.38000000
0.696553901472
Long
DBT
NUSS
TH
N
2
2036-06-17
Fixed
3.40000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
800000.00000000
PA
217395.38000000
0.790313875398
Long
DBT
NUSS
MY
N
2
2038-06-08
Fixed
4.89000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCB6
70000.00000000
PA
USD
66132.50000000
0.240416481549
Long
DBT
CORP
MX
N
2
2026-08-04
Fixed
6.88000000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756CB4
30000.00000000
PA
USD
28368.75000000
0.103131063561
Long
DBT
NUSS
BR
N
2
2050-01-14
Fixed
4.75000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
917288BK7
100000.00000000
PA
USD
116812.50000000
0.424657320546
Long
DBT
NUSS
UY
N
2
2031-01-23
Fixed
4.38000000
N
N
N
N
N
N
Republic of Argentina
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114GL8
154224.18000000
PA
USD
68822.54000000
0.250195787519
Long
DBT
NUSS
AR
N
2
2033-12-31
Fixed
8.28000000
N
N
N
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
1396.46000000
0.005076656709
N/A
DFE
PL
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
253896.21000000
USD
1009773.14000000
PLN
2020-09-17
1396.46000000
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED RUB / SOLD USD
000000000
1.00000000
NC
-1157.66000000
-0.00420852899
N/A
DFE
RU
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
54410.31000000
USD
3819086.72000000
RUB
2020-09-08
-1157.66000000
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
000000000
250000.00000000
PA
USD
272500.00000000
0.990639870295
Long
DBT
NUSS
QA
N
2
2025-04-16
Fixed
3.40000000
N
N
N
N
N
N
Republic of Peru
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638BU5
55000.00000000
PA
USD
63146.88000000
0.229562631239
Long
DBT
NUSS
PE
N
2
2027-08-25
Fixed
4.13000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
6918.74000000
0.025152219068
N/A
DFE
BR
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
118410.09000000
USD
681550.71000000
BRL
2020-07-02
6918.74000000
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
03846JW63
190000.00000000
PA
USD
194987.50000000
0.708852813611
Long
DBT
NUSS
EG
Y
2
2024-03-01
Fixed
6.20000000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
Ghana Government International Bond
000000000
200000.00000000
PA
USD
188312.50000000
0.684586681009
Long
DBT
NUSS
GH
N
2
2032-03-26
Fixed
8.13000000
N
N
N
N
N
N
Republic of Argentina
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114GX2
200000.00000000
PA
USD
80375.00000000
0.292193319541
Long
DBT
NUSS
AR
N
2
2026-04-22
Fixed
7.50000000
N
N
N
N
N
N
AI Candelaria Spain SLU
N/A
AI Candelaria Spain SLU
001355AA4
375000.00000000
PA
USD
378750.00000000
1.376898535318
Long
DBT
CORP
ES
Y
2
2028-12-15
Fixed
7.50000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
1303.31000000
0.004738021465
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
24176.78000000
USD
175356.59000000
TRY
2020-07-20
1303.31000000
N
N
N
Republic of Argentina
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HK9
162000.00000000
PA
USD
66825.00000000
0.242933979201
Long
DBT
NUSS
AR
N
2
2022-01-26
Fixed
5.63000000
N
N
N
N
N
N
Czech Republic
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
3900000.00000000
PA
240072.46000000
0.872753580314
Long
DBT
NUSS
CZ
N
2
2036-12-04
Fixed
4.20000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCC4
100000.00000000
PA
USD
76775.00000000
0.279105967126
Long
DBT
CORP
MX
N
2
2047-09-21
Fixed
6.75000000
N
N
N
N
N
N
Republic of Argentina
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HL7
169000.00000000
PA
USD
67684.50000000
0.246058584590
Long
DBT
NUSS
AR
N
2
2027-01-26
Fixed
6.88000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
2421.40000000
0.008802698649
N/A
DFE
HU
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
93886.85000000
USD
30358782.00000000
HUF
2020-07-14
2421.40000000
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
35.12000000
0.000127674393
N/A
DFE
PL
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
12084.14000000
USD
47935.98000000
PLN
2020-09-17
35.12000000
N
N
N
Republic of Panama
549300SHS4T08CL0LP14
Panama Government International Bond
698299BD5
70000.00000000
PA
USD
76256.25000000
0.277220115997
Long
DBT
NUSS
PA
N
2
2024-09-22
Fixed
4.00000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780CR5
50000.00000000
PA
USD
51468.00000000
0.187105515025
Long
DBT
NUSS
ID
N
2
2050-02-14
Fixed
3.50000000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
27760000.00000000
PA
471370.01000000
1.713607066302
Long
DBT
NUSS
RU
N
2
2031-09-17
Fixed
8.50000000
N
N
N
N
N
N
CHINA DEVELOPMENT BANK
300300C1020111000029
China Development Bank
000000000
2740000.00000000
PA
390010.67000000
1.417835301073
Long
DBT
NUSS
CN
N
2
2026-08-13
Fixed
3.50000000
N
N
N
N
N
N
Republic of Argentina
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HQ6
138000.00000000
PA
USD
54924.00000000
0.199669373343
Long
DBT
NUSS
AR
N
2
2028-01-11
Fixed
5.88000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
920000000.00000000
PA
67623.38000000
0.245836390429
Long
DBT
NUSS
ID
N
2
2039-04-15
Fixed
8.38000000
N
N
N
N
N
N
PHILIPPINE GOVERNMENT
529900RAHBALMYIJ3T08
Philippine Government Bond
000000000
3145000.00000000
PA
66561.63000000
0.241976530311
Long
DBT
NUSS
PH
N
2
2025-09-09
Fixed
3.63000000
N
N
N
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED UYU / SOLD USD
000000000
1.00000000
NC
-1567.19000000
-0.00569732439
N/A
DFE
UY
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
102729.00000000
USD
4330130.00000000
UYU
2020-09-14
-1567.19000000
N
N
N
CHINA DEVELOPMENT BANK
300300C1020111000029
China Development Bank
000000000
370000.00000000
PA
53038.99000000
0.192816653850
Long
DBT
NUSS
CN
N
2
2029-09-20
Fixed
3.45000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
1.09000000
0.000003962559
N/A
DFE
CN
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
720.38000000
USD
5106.00000000
CNY
2020-07-20
1.09000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
1174.26000000
0.004268876235
N/A
DFE
PL
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
194702.47000000
USD
774762.00000000
PLN
2020-09-17
1174.26000000
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile
21987BAY4
104000.00000000
PA
USD
117260.00000000
0.426284151158
Long
DBT
CORP
CL
Y
2
2049-02-05
Fixed
4.38000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
742.20000000
0.002698175822
N/A
DFE
IN
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
97266.29000000
USD
7448166.16000000
INR
2020-09-08
742.20000000
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
75000.00000000
PA
USD
81632.81000000
0.296765931413
Long
DBT
NUSS
ID
N
2
2025-01-15
Fixed
4.13000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
-2237.08000000
-0.00813262620
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
1032500000.00000000
IDR
70000.00000000
USD
2020-07-07
-2237.08000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
527.27000000
0.001916824529
N/A
DFE
IN
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
67357.75000000
USD
5158930.07000000
INR
2020-09-08
527.27000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
9859.66000000
0.035843568086
N/A
DFE
BR
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
168239.20000000
USD
968519.43000000
BRL
2020-07-02
9859.66000000
N
N
N
Republic of Ecuador
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
200000.00000000
PA
USD
83000.00000000
0.301736180677
Long
DBT
NUSS
EC
N
2
2029-01-31
Fixed
10.65000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD RON
000000000
1.00000000
NC
-1909.02000000
-0.00694000486
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
576662.50000000
RON
131899.02000000
USD
2020-07-20
-1909.02000000
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
600000.00000000
PA
145126.78000000
0.527590365194
Long
DBT
NUSS
RO
N
2
2025-02-24
Fixed
4.75000000
N
N
N
N
N
N
Republic of Ecuador
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
265000.00000000
PA
USD
109975.00000000
0.399800439397
Long
DBT
NUSS
EC
N
2
2027-10-23
Fixed
8.88000000
N
N
N
N
N
N
Republic of Argentina
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HG8
105000.00000000
PA
USD
40818.75000000
0.148391490662
Long
DBT
NUSS
AR
N
2
2036-07-06
Fixed
7.13000000
N
N
N
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
145000.00000000
PA
USD
152023.44000000
0.552662315168
Long
DBT
NUSS
DO
N
2
2026-01-29
Fixed
6.88000000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
37000.00000000
PA
USD
6197.50000000
0.022530240719
Long
DBT
NUSS
LB
N
2
2025-02-26
None
0.00000000
Y
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
2758.10000000
0.010026729637
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
33660431.00000000
CLP
43753.48000000
USD
2020-07-20
2758.10000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
1477.98000000
0.005373012533
N/A
DFE
IN
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
195375.96000000
USD
14959937.26000000
INR
2020-09-08
1477.98000000
N
N
N
Republic of Argentina
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HP8
180000.00000000
PA
USD
74475.00000000
0.270744603083
Long
DBT
NUSS
AR
N
2
2023-01-11
Fixed
4.63000000
N
N
N
N
N
N
Republic of Sri Lanka
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
80000.00000000
PA
USD
53000.00000000
0.192674910552
Long
DBT
NUSS
LK
N
2
2025-11-03
Fixed
6.85000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD CZK
000000000
1.00000000
NC
-171.16000000
-0.00062223089
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
2850573.60000000
CZK
120000.00000000
USD
2020-07-20
-171.16000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD PEN
000000000
1.00000000
NC
2379.44000000
0.008650158286
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
230757.42000000
PEN
67476.88000000
USD
2020-08-21
2379.44000000
N
N
N
Republic of Argentina
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114GY0
110000.00000000
PA
USD
42625.00000000
0.154957887968
Long
DBT
NUSS
AR
N
2
2046-04-22
Fixed
7.63000000
N
N
N
N
N
N
HONDURAS GOVERNMENT
5493002DW1JNBNG17615
Honduras Government International Bond
438180AJ0
50000.00000000
PA
USD
50812.50000000
0.184722526272
Long
DBT
NUSS
HN
Y
2
2030-06-24
Fixed
5.63000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
-1431.57000000
-0.00520429474
N/A
DFE
PL
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
210000.00000000
USD
825112.05000000
PLN
2020-07-20
-1431.57000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD UYU
000000000
1.00000000
NC
-11269.14000000
-0.04096755738
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
4330130.00000000
UYU
89892.67000000
USD
2020-09-14
-11269.14000000
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Paraguay Government International Bond
000000000
40000.00000000
PA
USD
45362.50000000
0.164909728867
Long
DBT
NUSS
PY
N
2
2050-03-30
Fixed
5.40000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
30.16000000
0.000109642930
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
217360.00000000
BRL
40000.00000000
USD
2020-07-02
30.16000000
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
52000.00000000
PA
USD
8710.00000000
0.031664122092
Long
DBT
NUSS
LB
N
2
2027-11-29
None
0.00000000
Y
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
1210.09000000
0.004399131745
N/A
DFE
HU
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
46349.54000000
USD
14991991.00000000
HUF
2020-07-14
1210.09000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
14961.28000000
0.054389873316
N/A
DFE
ID
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
77852.74000000
USD
1326610690.00000000
IDR
2020-07-07
14961.28000000
N
N
N
Barclays Capital Securities Limited
K9WDOH4D2PYBSLSOB484
Long: SLYO0JFV0 IRS BRL R F 6.58000 SLYO0JFV0_LEG1_FIX NDFPREDISWA / Short: SLYO0JFV0 IRS BRL P V 00MBRCDI SLYO0JFV0_LEG2_FLT NDFPREDISWA
000000000
1617660.70000000
OU
Notional Amount
25429.23000000
0.092444804069
N/A
DIR
GB
N
2
Barclays Capital Securities Limited
K9WDOH4D2PYBSLSOB484
Brazil Cetip DI Interbank Deposit Rate
BZDIOVRA Index
Y
2023-01-02
0.00000000
BRL
0.00000000
BRL
1617660.70000000
BRL
25429.23000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD PHP
000000000
1.00000000
NC
-818.04000000
-0.00297388271
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
2074576.00000000
PHP
40797.95000000
USD
2020-07-13
-818.04000000
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
45000.00000000
PA
USD
28912.50000000
0.105107799082
Long
DBT
NUSS
LK
N
2
2030-03-28
Fixed
7.55000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
300.79000000
0.001093484648
N/A
DFE
HU
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
56968.04000000
USD
18057973.00000000
HUF
2020-09-25
300.79000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
-507.10000000
-0.00184349900
N/A
DFE
CO
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
12888.56000000
USD
46604248.00000000
COP
2020-07-21
-507.10000000
N
N
N
Republic of Guatemala
529900QKDFFU9UWW5315
Guatemala Government Bond
401494AR0
50000.00000000
PA
USD
57812.50000000
0.210170155968
Long
DBT
NUSS
GT
Y
2
2050-06-01
Fixed
6.13000000
N
N
N
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
2123.11000000
0.007718302440
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
4913359.11000000
ZAR
284709.05000000
USD
2020-07-20
2123.11000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED CZK / SOLD USD
000000000
1.00000000
NC
-1270.51000000
-0.00461878114
N/A
DFE
CZ
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
154436.27000000
USD
3633236.73000000
CZK
2020-07-20
-1270.51000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD RON
000000000
1.00000000
NC
-1833.56000000
-0.00666567941
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
576662.50000000
RON
131974.48000000
USD
2020-07-20
-1833.56000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
-202.45000000
-0.00073598180
N/A
DFE
CL
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
21933.76000000
USD
17843114.00000000
CLP
2020-07-20
-202.45000000
N
N
N
COSTA RICA GOVERNMENT
N/A
Costa Rica Government International Bond
000000000
55000.00000000
PA
USD
49070.31000000
0.178389011133
Long
DBT
NUSS
CR
N
2
2025-04-30
Fixed
4.38000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
755300000.00000000
PA
216876.42000000
0.788427260839
Long
DBT
NUSS
CO
N
2
2025-11-26
Fixed
6.25000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD RUB
000000000
1.00000000
NC
2328.79000000
0.008466026508
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
7413521.00000000
RUB
106438.01000000
USD
2020-07-08
2328.79000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD PEN
000000000
1.00000000
NC
293.54000000
0.001067128174
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
325373.93000000
PEN
92082.62000000
USD
2020-08-21
293.54000000
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
710000.00000000
PA
168272.96000000
0.611735424838
Long
DBT
NUSS
RO
N
2
2023-06-28
Fixed
4.25000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED MYR / SOLD USD
000000000
1.00000000
NC
1317.90000000
0.004791061596
N/A
DFE
MY
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
74324.98000000
USD
324428.52000000
MYR
2020-07-24
1317.90000000
N
N
N
Republic of Argentina
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HF0
140000.00000000
PA
USD
55168.75000000
0.200559131538
Long
DBT
NUSS
AR
N
2
2028-07-06
Fixed
6.63000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
1.03000000
0.000003744436
N/A
DFE
CN
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
720.44000000
USD
5106.00000000
CNY
2020-07-20
1.03000000
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
260000.00000000
PA
13357.18000000
0.048558367202
Long
DBT
NUSS
MX
N
2
2029-05-31
Fixed
8.50000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BD3
130000.00000000
PA
USD
166115.63000000
0.603892719842
Long
DBT
NUSS
UY
N
2
2055-04-20
Fixed
4.98000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD RUB
000000000
1.00000000
NC
3669.99000000
0.013341792358
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
11232608.00000000
RUB
161411.24000000
USD
2020-07-08
3669.99000000
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DS1
15000.00000000
PA
USD
14895.00000000
0.054148920616
Long
DBT
NUSS
CO
N
2
2031-04-15
Fixed
3.13000000
N
N
N
N
N
N
Republic of Angola
549300QHR2R3J8JSGK83
Angolan Government International Bond
000000000
102000.00000000
PA
USD
92310.00000000
0.335581528172
Long
DBT
NUSS
AO
N
2
2025-11-12
Fixed
9.50000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
1342.19000000
0.004879364871
N/A
DFE
PL
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
253950.48000000
USD
1009773.14000000
PLN
2020-09-17
1342.19000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD PEN
000000000
1.00000000
NC
688.05000000
0.002501320230
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
103905.00000000
PEN
30000.00000000
USD
2020-08-21
688.05000000
N
N
N
HUNGARY
5299008DH62LEB10JK83
Hungary Government International Bond
445545AF3
80000.00000000
PA
USD
134200.00000000
0.487867415022
Long
DBT
NUSS
HU
N
2
2041-03-29
Fixed
7.63000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
112050.00000000
PA
USD
110159.16000000
0.400469930180
Long
DBT
NUSS
CI
N
2
2032-12-31
Variable
5.75000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
2216.35000000
0.008057264867
N/A
DFE
HU
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
74246.37000000
USD
24102971.00000000
HUF
2020-07-14
2216.35000000
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
911000.00000000
PA
221053.03000000
0.803610807220
Long
DBT
NUSS
MY
N
2
2024-06-14
Fixed
3.48000000
N
N
N
N
N
N
HONDURAS GOVERNMENT
5493002DW1JNBNG17615
Honduras Government International Bond
000000000
80000.00000000
PA
USD
85500.00000000
0.310824619854
Long
DBT
NUSS
HN
N
2
2027-01-19
Fixed
6.25000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
10151.40000000
0.036904152584
N/A
DFE
BR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
167947.46000000
USD
968519.43000000
BRL
2020-07-02
10151.40000000
N
N
N
Republic of Chile
549300FLZTJM5YJF8D34
Chile Government International Bond
168863CF3
15000.00000000
PA
USD
16490.63000000
0.059949635098
Long
DBT
NUSS
CL
N
2
2028-02-06
Fixed
3.24000000
N
N
N
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
320000.00000000
PA
78385.93000000
0.284962302855
Long
DBT
NUSS
RO
N
2
2026-04-22
Fixed
4.85000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD HUF
000000000
1.00000000
NC
-315.54000000
-0.00114710643
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
25697885.00000000
HUF
81206.78000000
USD
2020-07-14
-315.54000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
9830.43000000
0.035737306055
N/A
DFE
BR
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
168268.43000000
USD
968519.43000000
BRL
2020-07-02
9830.43000000
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
104000.00000000
PA
USD
18037.50000000
0.065573088662
Long
DBT
NUSS
LB
N
2
2026-11-27
None
0.00000000
Y
N
N
N
N
N
State of Qatar
52990074F6OJOAXK4P65
Qatar Government International Bond
000000000
200000.00000000
PA
USD
271937.50000000
0.988594971480
Long
DBT
NUSS
QA
N
2
2048-04-23
Fixed
5.10000000
N
N
N
N
N
N
CHINA DEVELOPMENT BANK
300300C1020111000029
China Development Bank
000000000
660000.00000000
PA
91241.80000000
0.331698219880
Long
DBT
NUSS
CN
N
2
2023-04-09
Fixed
1.86000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD MYR
000000000
1.00000000
NC
-5367.58000000
-0.01951316974
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
2282449.00000000
MYR
526802.07000000
USD
2020-07-24
-5367.58000000
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
298000000.00000000
PA
80410.84000000
0.292323611405
Long
DBT
NUSS
CO
N
2
2032-06-30
Fixed
7.00000000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
109000.00000000
PA
USD
18257.50000000
0.066372871309
Long
DBT
NUSS
LB
N
2
2030-02-26
None
0.00000000
Y
N
N
N
N
N
COSTA RICA GOVERNMENT
N/A
Costa Rica Government International Bond
000000000
40000.00000000
PA
USD
37587.50000000
0.136644683026
Long
DBT
NUSS
CR
N
2
2023-01-26
Fixed
4.25000000
N
N
N
N
N
N
Republic of Kenya
549300VVURQQYU45PR87
Kenya Government International Bond
000000000
250000.00000000
PA
USD
246171.88000000
0.894927263389
Long
DBT
NUSS
KE
N
2
2032-05-22
Fixed
8.00000000
N
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government Bond
401494AS8
50000.00000000
PA
USD
55140.63000000
0.200456904775
Long
DBT
NUSS
GT
Y
2
2032-04-24
Fixed
5.38000000
N
N
N
N
N
N
Turk Ihracat KR BK
789000JVRVYLAXGDWR11
Turkiye Ihracat Kredi Bankasi AS
000000000
105000.00000000
PA
USD
105525.00000000
0.383623017662
Long
DBT
NUSS
TR
N
2
2021-02-08
Fixed
5.38000000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
227000.00000000
PA
USD
39725.00000000
0.144415298522
Long
DBT
NUSS
LB
N
2
2022-10-04
None
0.00000000
Y
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
706000.00000000
PA
169425.50000000
0.615925340714
Long
DBT
NUSS
MY
N
2
2022-03-10
Fixed
3.88000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AZ7
150000.00000000
PA
USD
141515.63000000
0.514462478341
Long
DBT
NUSS
ZA
N
2
2048-06-22
Fixed
6.30000000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286CB1
175000.00000000
PA
USD
200484.38000000
0.728836037429
Long
DBT
NUSS
PH
N
2
2042-02-02
Fixed
3.70000000
N
N
N
N
N
N
Republic of Turkey
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CF5
60000.00000000
PA
USD
59625.00000000
0.216759274371
Long
DBT
NUSS
TR
N
2
2024-03-22
Fixed
5.75000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED PEN / SOLD USD
000000000
1.00000000
NC
-1000.76000000
-0.00363813855
N/A
DFE
PE
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
36459.25000000
USD
125693.27000000
PEN
2020-08-21
-1000.76000000
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
0.00000000
PA
USD
0.00000000
0.000000
Long
DBT
NUSS
UA
N
2
2025-09-01
Fixed
7.75000000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DL9
30000.00000000
PA
USD
33787.50000000
0.122830255477
Long
DBT
NUSS
CL
N
2
2050-01-25
Fixed
3.50000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
150000.00000000
PA
37464.99000000
0.136199313153
Long
DBT
NUSS
MY
N
2
2027-11-16
Fixed
3.90000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
5620000.00000000
PA
281920.12000000
1.024885545359
Long
DBT
NUSS
ZA
N
2
2032-03-31
Fixed
8.25000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
753000000.00000000
PA
227048.13000000
0.825405247904
Long
DBT
NUSS
CO
N
2
2026-08-26
Fixed
7.50000000
N
N
N
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
40000.00000000
PA
USD
40425.00000000
0.146960061492
Long
DBT
NUSS
DO
N
2
2025-01-27
Fixed
5.50000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
1185.13000000
0.004308392768
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
246192.48000000
USD
1706754.00000000
TRY
2020-07-30
1185.13000000
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
107000.00000000
PA
USD
19795.00000000
0.071962261403
Long
DBT
NUSS
LB
N
2
2020-03-09
None
0.00000000
Y
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDA7
135000.00000000
PA
USD
103646.25000000
0.376793055620
Long
DBT
CORP
MX
Y
2
2060-01-28
Fixed
6.95000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
800000.00000000
PA
34139.73000000
0.124110743849
Long
DBT
NUSS
UA
N
2
2025-02-26
Fixed
15.84000000
N
N
N
N
N
N
Republic of Peru
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638BE1
245000.00000000
PA
84042.76000000
0.305527005011
Long
DBT
NUSS
PE
N
2
2031-08-12
Fixed
6.95000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
-1068.37000000
-0.00388392630
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
6160800.00000000
INR
80000.00000000
USD
2020-09-08
-1068.37000000
N
N
N
Kingdom of Bahrain
549300RODM1WN85LFQ95
Bahrain Government International Bond
000000000
200000.00000000
PA
USD
223125.00000000
0.811143196549
Long
DBT
NUSS
BH
N
2
2028-10-12
Fixed
7.00000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
2130000.00000000
PA
96550.87000000
0.350998683793
Long
DBT
NUSS
ZA
N
2
2048-02-28
Fixed
8.75000000
N
N
N
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
30000.00000000
PA
USD
34387.50000000
0.125011480879
Long
DBT
NUSS
ID
N
2
2043-04-15
Fixed
4.63000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
200000.00000000
PA
USD
204312.50000000
0.742752691741
Long
DBT
NUSS
EG
N
2
2023-02-21
Fixed
5.58000000
N
N
N
N
N
N
Republic of Paraguay
529900UXKJTJPCU0HK83
Paraguay Government International Bond
000000000
25000.00000000
PA
USD
27773.44000000
0.100966888070
Long
DBT
NUSS
PY
N
2
2026-04-15
Fixed
5.00000000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
6260000.00000000
PA
251719.81000000
0.915096073134
Long
DBT
NUSS
TH
N
2
2032-06-25
Fixed
3.78000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
200000.00000000
PA
USD
172312.50000000
0.626420670276
Long
DBT
NUSS
OM
N
2
2048-01-17
Fixed
6.75000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD PEN
000000000
1.00000000
NC
8346.69000000
0.030343353757
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
809462.00000000
PEN
236698.64000000
USD
2020-08-21
8346.69000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED RUB / SOLD USD
000000000
1.00000000
NC
-269.97000000
-0.00098144236
N/A
DFE
RU
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
82131.53000000
USD
5829285.34000000
RUB
2020-07-08
-269.97000000
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
200000.00000000
PA
USD
186500.00000000
0.677997562605
Long
DBT
NUSS
OM
N
2
2028-01-17
Fixed
5.63000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
-383.22000000
-0.00139314866
N/A
DFE
ID
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
158196.98000000
USD
2255665874.00000000
IDR
2020-07-07
-383.22000000
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
116000.00000000
PA
USD
19430.00000000
0.070635349283
Long
DBT
NUSS
LB
N
2
2024-11-04
None
0.00000000
Y
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED MYR / SOLD USD
000000000
1.00000000
NC
-341.93000000
-0.00124304400
N/A
DFE
MY
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
70000.00000000
USD
298760.00000000
MYR
2020-07-24
-341.93000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-3802.29000000
-0.01382275255
N/A
DFE
BR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
75226.93000000
USD
389054.88000000
BRL
2020-08-04
-3802.29000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
1275000000.00000000
PA
98849.32000000
0.359354413003
Long
DBT
NUSS
ID
N
2
2029-03-15
Fixed
9.00000000
N
N
N
N
N
N
KAZMUNAYGAS NATIONAL CO
2138001H1M69RFJCSH88
KazMunayGas National Co JSC
000000000
210000.00000000
PA
USD
244650.00000000
0.889394657863
Long
DBT
CORP
KZ
N
2
2047-04-19
Fixed
5.75000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
289800000.00000000
PA
77997.69000000
0.283550904605
Long
DBT
NUSS
CO
N
2
2028-04-28
Fixed
6.00000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
5699.23000000
0.020718842084
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
798859.32000000
BRL
152599.68000000
USD
2020-07-02
5699.23000000
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
6104.41000000
0.022191823598
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
1255351.00000000
BRL
236948.09000000
USD
2020-07-02
6104.41000000
N
N
N
Fondo MIVIVIENDA SA
549300X41PNOK11PZ670
Fondo MIVIVIENDA SA
000000000
180000.00000000
PA
56446.94000000
0.205205832367
Long
DBT
NUSS
PE
N
2
2024-02-14
Fixed
7.00000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
3768.23000000
0.013698931664
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
389054.88000000
BRL
75310.66000000
USD
2020-07-02
3768.23000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
3756.66000000
0.013656870367
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
798859.32000000
BRL
150657.11000000
USD
2020-07-02
3756.66000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
1545000000.00000000
PA
115077.35000000
0.418349398451
Long
DBT
NUSS
ID
N
2
2029-05-15
Fixed
8.25000000
N
N
N
N
N
N
BONOS TESORERIA PESOS
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
000000000
35000000.00000000
PA
62884.10000000
0.228607327220
Long
DBT
NUSS
CL
N
2
2043-01-01
Fixed
6.00000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD HUF
000000000
1.00000000
NC
-289.14000000
-0.00105113252
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
18057973.00000000
HUF
56996.81000000
USD
2020-07-14
-289.14000000
N
N
N
Republic of Sri Lanka
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
60000.00000000
PA
USD
46950.00000000
0.170680887744
Long
DBT
NUSS
LK
N
2
2022-01-18
Fixed
5.75000000
N
N
N
N
N
N
Republic of Turkey
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123AW0
95000.00000000
PA
USD
100046.88000000
0.363707993492
Long
DBT
NUSS
TR
N
2
2025-02-05
Fixed
7.38000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
342.46000000
0.001244970752
N/A
DFE
HU
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
81155.49000000
USD
25697885.00000000
HUF
2020-09-25
342.46000000
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
29260000.00000000
PA
467417.89000000
1.699239625406
Long
DBT
NUSS
RU
N
2
2026-10-07
Fixed
7.95000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED MYR / SOLD USD
000000000
1.00000000
NC
-221.50000000
-0.00080523571
N/A
DFE
MY
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
40000.00000000
USD
170608.00000000
MYR
2020-07-24
-221.50000000
N
N
N
MONGOLIA INTL BOND
N/A
Mongolia Government International Bond
60937GAD8
25000.00000000
PA
USD
25937.50000000
0.094292556461
Long
DBT
NUSS
MN
N
2
2021-04-06
Fixed
10.88000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED MYR / SOLD USD
000000000
1.00000000
NC
1187.12000000
0.004315627166
N/A
DFE
MY
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
170000.00000000
USD
734213.00000000
MYR
2020-07-24
1187.12000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
-4827.17000000
-0.01754857637
N/A
DFE
MX
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
188770.89000000
USD
4237950.00000000
MXN
2020-07-20
-4827.17000000
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD HUF
000000000
1.00000000
NC
-328.37000000
-0.00119374830
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
25697885.00000000
HUF
81193.95000000
USD
2020-07-14
-328.37000000
N
N
N
Republic of Panama
549300SHS4T08CL0LP14
Panama Government International Bond
698299BH6
120000.00000000
PA
USD
146512.50000000
0.532627977969
Long
DBT
NUSS
PA
N
2
2050-04-16
Fixed
4.50000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
91086QBG2
125000.00000000
PA
USD
135000.00000000
0.490775715559
Long
DBT
NUSS
MX
N
2
2026-01-21
Fixed
4.13000000
N
N
N
N
N
N
Republic of Panama
549300SHS4T08CL0LP14
Panama Government International Bond
698299BE3
75000.00000000
PA
USD
81234.38000000
0.295317488685
Long
DBT
NUSS
PA
N
2
2025-03-16
Fixed
3.75000000
N
N
N
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
15000.00000000
PA
USD
15412.50000000
0.056030227526
Long
DBT
NUSS
DO
N
2
2044-04-30
Fixed
7.45000000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
422000.00000000
PA
USD
77806.25000000
0.282854948286
Long
DBT
NUSS
LB
N
2
2021-04-12
None
0.00000000
Y
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
2240000.00000000
PA
482666.74000000
1.754674923704
Long
DBT
NUSS
BR
N
2
2025-01-01
Fixed
10.00000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED RUB / SOLD USD
000000000
1.00000000
NC
-170.79000000
-0.00062088581
N/A
DFE
RU
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
47868.47000000
USD
3396507.29000000
RUB
2020-07-08
-170.79000000
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD THB
000000000
1.00000000
NC
282.17000000
0.001025793953
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
4318790.00000000
THB
140000.00000000
USD
2020-08-21
282.17000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
10.82000000
0.000039334764
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
75240000.00000000
COP
20000.00000000
USD
2020-07-21
10.82000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-5778.03000000
-0.02100530968
N/A
DFE
BR
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
152436.61000000
USD
798859.32000000
BRL
2020-08-04
-5778.03000000
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
291.71000000
0.001060475436
N/A
DFE
TH
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
10000.00000000
USD
318125.00000000
THB
2020-08-21
291.71000000
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED MYR / SOLD USD
000000000
1.00000000
NC
-134.46000000
-0.00048881261
N/A
DFE
MY
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
57961.28000000
USD
248016.32000000
MYR
2020-07-24
-134.46000000
N
N
N
The Federal Republic of Nigeria
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
200000.00000000
PA
USD
178437.50000000
0.648687346259
Long
DBT
NUSS
NG
N
2
2047-11-28
Fixed
7.63000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
-943.36000000
-0.00342946799
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1274888282.00000000
IDR
88251.99000000
USD
2020-07-07
-943.36000000
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
160000.00000000
PA
USD
180450.00000000
0.656003539797
Long
DBT
NUSS
ID
N
2
2026-01-08
Fixed
4.75000000
N
N
N
N
N
N
Republic of Senegal
549300NP14ZLQGWIUZ97
Senegal Government International Bond
000000000
200000.00000000
PA
USD
203562.50000000
0.740026159988
Long
DBT
NUSS
SN
N
2
2033-05-23
Fixed
6.25000000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
10153000.00000000
PA
155681.47000000
0.565960628433
Long
DBT
NUSS
RU
N
2
2028-01-19
Fixed
7.05000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED CZK / SOLD USD
000000000
1.00000000
NC
-3124.83000000
-0.01135993095
N/A
DFE
CZ
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
259677.46000000
USD
6085671.00000000
CZK
2020-07-20
-3124.83000000
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
170000.00000000
PA
USD
155603.13000000
0.565675833103
Long
DBT
NUSS
DO
N
2
2049-06-05
Fixed
6.40000000
N
N
N
N
N
N
BONOS TESORERIA PESOS
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
000000000
50000000.00000000
PA
75638.37000000
0.274973890077
Long
DBT
NUSS
CL
N
2
2035-03-01
Fixed
5.00000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED RUB / SOLD USD
000000000
1.00000000
NC
-3653.79000000
-0.01328289927
N/A
DFE
RU
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
160279.22000000
USD
11232608.00000000
RUB
2020-09-08
-3653.79000000
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
209000.00000000
PA
USD
35660.63000000
0.129639786707
Long
DBT
NUSS
LB
N
2
2027-03-23
None
0.00000000
Y
N
N
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
273000.00000000
PA
USD
8190.00000000
0.029773726743
Long
DBT
CORP
VE
N
2
2022-02-17
Fixed
12.75000000
Y
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
4800000.00000000
PA
76780.79000000
0.279127015951
Long
DBT
NUSS
DO
N
2
2029-11-08
Fixed
10.75000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AQ7
75000.00000000
PA
USD
76476.56000000
0.278021025611
Long
DBT
NUSS
ZA
N
2
2024-01-17
Fixed
4.67000000
N
N
N
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
80000.00000000
PA
USD
76625.00000000
0.278560660775
Long
DBT
NUSS
DO
N
2
2045-01-27
Fixed
6.85000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
591.02000000
0.002148579728
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
168238.07000000
USD
1158018.00000000
TRY
2020-07-06
591.02000000
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
395000.00000000
PA
17904.97000000
0.065091292324
Long
DBT
NUSS
ZA
N
2
2048-02-28
Fixed
8.75000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
-388.55000000
-0.00141252521
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
2255665874.00000000
IDR
156550.08000000
USD
2020-08-26
-388.55000000
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
880000.00000000
PA
228738.88000000
0.831551759319
Long
DBT
NUSS
RO
N
2
2027-07-26
Fixed
5.80000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
15940000.00000000
PA
710363.16000000
2.582436949302
Long
DBT
NUSS
MX
N
2
2026-03-05
Fixed
5.75000000
N
N
N
N
N
N
Republic of Venezuela
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
58000.00000000
PA
USD
3480.00000000
0.012651107334
Long
DBT
NUSS
VE
N
2
2038-03-31
Fixed
7.00000000
Y
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
5438000.00000000
PA
279370.46000000
1.015616573426
Long
DBT
NUSS
MX
N
2
2029-05-31
Fixed
8.50000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED RON / SOLD USD
000000000
1.00000000
NC
161.23000000
0.000586131619
N/A
DFE
RO
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
35268.42000000
USD
152688.51000000
RON
2020-07-20
161.23000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
2945.88000000
0.010709380481
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1071600.00000000
BRL
200000.00000000
USD
2020-07-02
2945.88000000
N
N
N
Republic of Panama
549300SHS4T08CL0LP14
Panama Government International Bond
698299BG8
35000.00000000
PA
USD
42842.19000000
0.155747455210
Long
DBT
NUSS
PA
N
2
2047-05-15
Fixed
4.50000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AY0
105000.00000000
PA
USD
106443.75000000
0.386963019059
Long
DBT
NUSS
ZA
N
2
2030-06-22
Fixed
5.88000000
N
N
N
N
N
N
INTL FINANCE CORP
QKL54NQY28TCDAI75F60
International Finance Corp
000000000
200000000.00000000
PA
14416.52000000
0.052409466065
Long
DBT
NUSS
XX
N
2
2023-10-09
Fixed
8.00000000
N
N
N
N
N
N
MONGOLIA INTL BOND
N/A
Mongolia Government International Bond
60937GAB2
35000.00000000
PA
USD
34693.75000000
0.126124814679
Long
DBT
NUSS
MN
N
2
2022-12-05
Fixed
5.13000000
N
N
N
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
60000.00000000
PA
USD
67968.75000000
0.247091940125
Long
DBT
NUSS
ID
N
2
2024-01-15
Fixed
5.88000000
N
N
N
N
N
N
Republic of Peru
254900STKLK2DBJJZ530
Peruvian Government International Bond
000000000
820000.00000000
PA
273672.92000000
0.994903875126
Long
DBT
NUSS
PE
N
2
2028-08-12
Fixed
6.35000000
N
N
N
N
N
N
HUNGARY GOVERNMENT BOND
5299008DH62LEB10JK83
Hungary Government Bond
000000000
35250000.00000000
PA
121840.94000000
0.442937588984
Long
DBT
NUSS
HU
N
2
2027-10-27
Fixed
3.00000000
N
N
N
N
N
N
Czech Republic
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
2080000.00000000
PA
100143.05000000
0.364057607570
Long
DBT
NUSS
CZ
N
2
2028-08-25
Fixed
2.50000000
N
N
N
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
100000.00000000
PA
USD
3000.00000000
0.010906127012
Long
DBT
CORP
VE
N
2
2037-04-12
Fixed
5.50000000
Y
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
933000.00000000
PA
34197.36000000
0.124320250549
Long
DBT
NUSS
TH
N
2
2028-12-17
Fixed
2.88000000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
265000.00000000
PA
USD
45712.50000000
0.166182110351
Long
DBT
NUSS
LB
N
2
2023-01-27
None
0.00000000
Y
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
913000000.00000000
PA
66405.81000000
0.241410066074
Long
DBT
NUSS
ID
N
2
2036-05-15
Fixed
8.25000000
N
N
N
N
N
N
2020-07-15
THE LAZARD FUNDS, INC.
Christopher Snively
Christopher Snively
SVP