0001752724-21-168129.txt : 20210813
0001752724-21-168129.hdr.sgml : 20210813
20210813164522
ACCESSION NUMBER: 0001752724-21-168129
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210630
FILED AS OF DATE: 20210813
PERIOD START: 20211231
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: 211172948
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
C000096531
C000134198
THE LAZARD FUNDS, INC.
811-06312
0000874964
FHQ86OSTXPK3IHDU6X52
30 ROCKEFELLER PLAZA
NEW YORK
10112
212-632-6000
Lazard Emerging Markets Debt Portfolio
S000031123
3GOPTGESYSJMCJFVSF43
2021-12-31
2021-06-30
N
21650562.78
524936.63
21125626.15
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
202185.75000000
0.00000000
0.00000000
248277.22000000
BRL
CNY
COP
HUF
IDR
MXN
MYR
RON
RUB
THB
USD
ZAR
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
4670000.00000000
PA
66371.80000000
0.314176723230
Long
DBT
NUSS
RU
N
2
2030-04-10
Fixed
7.65000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED HUF / SOLD EUR
000000000
1.00000000
NC
N/A
-76.99000000
-0.00036443890
N/A
DFE
HU
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
30000.00000000
EUR
10525200.00000000
HUF
2021-07-20
-76.99000000
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
196.52000000
0.000930244616
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
74340000.00000000
COP
20000.00000000
USD
2021-07-07
196.52000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
-1550.17000000
-0.00733786534
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
488879.43000000
BRL
96740.76000000
USD
2021-07-02
-1550.17000000
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
375000000.00000000
PA
95537.57000000
0.452235447705
Long
DBT
NUSS
CO
N
2
2027-11-03
Fixed
5.75000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDB5
30000.00000000
PA
USD
31575.00000000
0.149463025501
Long
DBT
CORP
MX
N
2
2027-01-23
Fixed
6.49000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED CZK / SOLD USD
000000000
1.00000000
NC
-173.40000000
-0.00082080407
N/A
DFE
CZ
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
238222.86000000
USD
5120123.90000000
CZK
2021-07-20
-173.40000000
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
1861.93000000
0.008813608585
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
90000.00000000
EUR
108619.56000000
USD
2021-07-20
1861.93000000
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
41000.00000000
PA
USD
5055.81000000
0.023932119048
Long
DBT
NUSS
LB
N
2
2027-11-29
None
0.00000000
Y
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-42.44000000
-0.00020089345
N/A
DFE
XX
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
1742.26000000
USD
1433.00000000
EUR
2021-07-20
-42.44000000
N
N
N
HUNGARY
5299008DH62LEB10JK83
Hungary Government International Bond
445545AF3
18000.00000000
PA
USD
29540.25000000
0.139831358324
Long
DBT
NUSS
HU
N
2
2041-03-29
Fixed
7.62500000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
2470000.00000000
PA
384819.65000000
1.821577487302
Long
DBT
NUSS
CN
N
2
2026-12-05
Fixed
3.12000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
16.31000000
0.000077204812
N/A
DFE
MX
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
37759.05000000
USD
754591.92000000
MXN
2021-07-19
16.31000000
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
000000000
200000.00000000
PA
USD
292600.00000000
1.385047704254
Long
DBT
NUSS
QA
N
2
2040-01-20
Fixed
6.40000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED KZT / SOLD USD
000000000
1.00000000
NC
104.54000000
0.000494849237
N/A
DFE
KZ
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
32590.00000000
USD
14043031.00000000
KZT
2021-07-26
104.54000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED PLN / SOLD EUR
000000000
1.00000000
NC
N/A
30.79000000
0.000145747159
N/A
DFE
PL
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
29197.08000000
EUR
132162.04000000
PLN
2021-07-20
30.79000000
N
N
N
CHINA DEVELOPMENT BANK
300300C1020111000029
China Development Bank
000000000
390000.00000000
PA
60003.04000000
0.284029640465
Long
DBT
NUSS
CN
N
2
2029-09-20
Fixed
3.45000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HU7
96224.00000000
PA
USD
36132.11000000
0.171034504461
Long
DBT
NUSS
AR
N
2
2038-01-09
Variable
0.12500000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
44000.00000000
PA
USD
5700.75000000
0.026984998974
Long
DBT
NUSS
LB
N
2
2037-03-23
None
0.00000000
Y
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DS1
30000.00000000
PA
USD
29302.50000000
0.138705947894
Long
DBT
NUSS
CO
N
2
2031-04-15
Fixed
3.12500000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756BY5
40000.00000000
PA
USD
43570.00000000
0.206242407636
Long
DBT
NUSS
BR
N
2
2047-02-21
Fixed
5.62500000
N
N
N
N
N
N
ADANI PORTS AND SPECIAL
335800QOAXP5TM7OYP69
Adani Ports & Special Economic Zone Ltd
000000000
200000.00000000
PA
USD
208744.00000000
0.988107990351
Long
DBT
CORP
IN
N
2
2027-08-04
Fixed
4.20000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
1150000000.00000000
PA
90810.34000000
0.429858690839
Long
DBT
NUSS
ID
N
2
2031-05-15
Fixed
8.75000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED RUB / SOLD USD
000000000
1.00000000
NC
-1113.80000000
-0.00527226976
N/A
DFE
RU
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
106634.80000000
USD
7779115.00000000
RUB
2021-08-25
-1113.80000000
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED UYU / SOLD USD
000000000
1.00000000
NC
-36.41000000
-0.00017234992
N/A
DFE
UY
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
10022.33000000
USD
439830.00000000
UYU
2021-09-07
-36.41000000
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
99000.00000000
PA
USD
12331.69000000
0.058373133711
Long
DBT
NUSS
LB
N
2
2030-02-26
None
0.00000000
Y
N
N
N
N
N
COSTA RICA GOVERNMENT
549300S1EK2VN6XVJP58
Costa Rica Government International Bond
000000000
25000.00000000
PA
USD
25348.44000000
0.119989058880
Long
DBT
NUSS
CR
N
2
2023-01-26
Fixed
4.25000000
N
N
N
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
100000.00000000
PA
USD
4000.00000000
0.018934350023
Long
DBT
CORP
VE
N
2
2037-04-12
None
0.00000000
Y
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AY0
75000.00000000
PA
USD
85560.94000000
0.405010196585
Long
DBT
NUSS
ZA
N
2
2030-06-22
Fixed
5.87500000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
-1475.01000000
-0.00698208890
N/A
DFE
KR
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
110000.00000000
USD
122221000.00000000
KRW
2021-07-08
-1475.01000000
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD CNH
000000000
1.00000000
NC
-1453.54000000
-0.00688045878
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
2483603.00000000
CNY
382157.44000000
USD
2021-07-19
-1453.54000000
N
N
N
BONOS TESORERIA PESOS
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
000000000
20000000.00000000
PA
28791.11000000
0.136285238579
Long
DBT
NUSS
CL
N
2
2026-03-01
Fixed
4.50000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
1859.86000000
0.008803810058
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
255009752.00000000
COP
69792.07000000
USD
2021-07-07
1859.86000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED RON / SOLD EUR
000000000
1.00000000
NC
N/A
307.40000000
0.001455104799
N/A
DFE
RO
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
90000.00000000
EUR
445122.00000000
RON
2021-07-20
307.40000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
1061.36000000
0.005024040435
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
2679604.00000000
ZAR
188313.29000000
USD
2021-07-19
1061.36000000
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDD1
35000.00000000
PA
USD
33556.25000000
0.158841445748
Long
DBT
CORP
MX
N
2
2050-01-23
Fixed
7.69000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
35.81000000
0.000169509768
N/A
DFE
MX
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
34846.47000000
USD
696800.46000000
MXN
2021-07-19
35.81000000
N
N
N
TURKEY GOVERNMENT BOND
5493000PCHOG3B6S3Q85
Turkey Government Bond
000000000
410000.00000000
PA
35081.98000000
0.166063622213
Long
DBT
NUSS
TR
N
2
2027-08-11
Fixed
10.50000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
1032000000.00000000
PA
73307.59000000
0.347007892118
Long
DBT
NUSS
ID
N
2
2030-09-15
Fixed
7.00000000
N
N
N
N
N
N
Republic of Peru
254900STKLK2DBJJZ530
Peruvian Government International Bond
000000000
170000.00000000
PA
46760.58000000
0.221345297261
Long
DBT
NUSS
PE
N
2
2037-08-12
Fixed
6.90000000
N
N
N
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
1890000.00000000
PA
83004.22000000
0.392907738737
Long
DBT
NUSS
CZ
N
2
2031-03-13
Fixed
1.20000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
610000.00000000
PA
155033.66000000
0.733865395984
Long
DBT
NUSS
MY
N
2
2025-09-15
Fixed
3.95500000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
912000000.00000000
PA
69343.45000000
0.328243288542
Long
DBT
NUSS
ID
N
2
2034-03-15
Fixed
8.37500000
N
N
N
N
N
N
PETRONAS ENERGY CANADA
5493001PEB90YGTDC638
Petronas Energy Canada Ltd
71675BAA8
150000.00000000
PA
USD
151565.42000000
0.717448178453
Long
DBT
CORP
CA
Y
2
2028-03-23
Fixed
2.11200000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDF6
85000.00000000
PA
USD
75118.75000000
0.355581176466
Long
DBT
CORP
MX
N
2
2060-01-28
Fixed
6.95000000
N
N
N
N
N
N
Republic of Guatemala
529900QKDFFU9UWW5315
Guatemala Government Bond
000000000
55000.00000000
PA
USD
60304.06000000
0.285454544976
Long
DBT
NUSS
GT
N
2
2026-05-03
Fixed
4.50000000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
6980000.00000000
PA
95017.73000000
0.449774739576
Long
DBT
NUSS
RU
N
2
2029-05-23
Fixed
6.90000000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756CC2
100000.00000000
PA
USD
100987.50000000
0.478033168261
Long
DBT
NUSS
BR
N
2
2030-06-12
Fixed
3.87500000
N
N
N
N
N
N
NBK TIER 1 FINANCING 2
549300HMWSJFNREWT164
NBK Tier 1 Financing 2 Ltd
000000000
200000.00000000
PA
USD
209037.50000000
0.989497298284
Long
DBT
CORP
AE
N
2
2025-08-27
Fixed
4.50000000
N
N
N
N
N
N
GOVERNMENT OF UKRAINE
6354001WLTJXOMEXPY07
Ukraine Government Bond
000000000
1330000.00000000
PA
53186.45000000
0.251762715208
Long
DBT
NUSS
UA
N
2
2025-02-26
Fixed
15.84000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
434000000.00000000
PA
34540.41000000
0.163500053228
Long
DBT
NUSS
ID
N
2
2029-03-15
Fixed
9.00000000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
2420000.00000000
PA
87708.26000000
0.415174723708
Long
DBT
NUSS
TH
N
2
2031-06-20
Fixed
3.65000000
N
N
N
N
N
N
Republic of Peru
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638BE1
285000.00000000
PA
83029.52000000
0.393027498500
Long
DBT
NUSS
PE
N
2
2031-08-12
Fixed
6.95000000
N
N
N
N
N
N
COSTA RICA GOVERNMENT
549300S1EK2VN6XVJP58
Costa Rica Government International Bond
000000000
40000.00000000
PA
USD
41657.50000000
0.197189421531
Long
DBT
NUSS
CR
N
2
2045-03-12
Fixed
7.15800000
N
N
N
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
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
213.10000000
0.001008727497
N/A
DFE
BR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
17500.00000000
USD
88401.25000000
BRL
2021-08-03
213.10000000
N
N
N
Republic of Iraq
N/A
Iraq International Bond
000000000
218750.00000000
PA
USD
211339.84000000
1.000395626143
Long
DBT
NUSS
IQ
N
2
2028-01-15
Fixed
5.80000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
920.92000000
0.004359255406
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
24514.57000000
EUR
30000.00000000
USD
2021-07-20
920.92000000
N
N
N
HUNGARY GOVERNMENT BOND
5299008DH62LEB10JK83
Hungary Government Bond
000000000
29380000.00000000
PA
101533.05000000
0.480615576925
Long
DBT
NUSS
HU
N
2
2024-10-24
Fixed
2.50000000
N
N
N
N
N
N
Czech Republic
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
600000.00000000
PA
36351.83000000
0.172074568308
Long
DBT
NUSS
CZ
N
2
2036-12-04
Fixed
4.20000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JAC4
200000.00000000
PA
USD
186437.50000000
0.882518220649
Long
DBT
NUSS
EG
Y
2
2061-02-16
Fixed
7.50000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCD2
10000.00000000
PA
USD
10401.88000000
0.049238209206
Long
DBT
CORP
MX
N
2
2023-09-21
Fixed
4.62500000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
221.87000000
0.001050241059
N/A
DFE
BR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
17500.00000000
USD
88445.00000000
BRL
2021-08-03
221.87000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED RON / SOLD EUR
000000000
1.00000000
NC
N/A
85.14000000
0.000403017640
N/A
DFE
RO
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
30000.00000000
EUR
148302.00000000
RON
2021-07-20
85.14000000
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
1840000.00000000
PA
94612.22000000
0.447855222506
Long
DBT
NUSS
MX
N
2
2042-11-13
Fixed
7.75000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-144.65000000
-0.00068471343
N/A
DFE
XX
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
20000.00000000
USD
16738.68000000
EUR
2021-07-20
-144.65000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED CZK / SOLD EUR
000000000
1.00000000
NC
N/A
2.90000000
0.000013727403
N/A
DFE
CZ
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
9571.60000000
EUR
244267.23000000
CZK
2021-07-20
2.90000000
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
60000.00000000
PA
USD
7398.75000000
0.035022630559
Long
DBT
NUSS
LB
N
2
2035-11-02
None
0.00000000
Y
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
-930.07000000
-0.00440256773
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
341996.14000000
BRL
67829.46000000
USD
2021-07-02
-930.07000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
335.39000000
0.001587597913
N/A
DFE
BR
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
35977.95000000
USD
181229.91000000
BRL
2021-08-03
335.39000000
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
917288BK7
60000.00000000
PA
USD
69892.50000000
0.330842264762
Long
DBT
NUSS
UY
N
2
2031-01-23
Fixed
4.37500000
N
N
N
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
-302.55000000
-0.00143214689
N/A
DFE
ID
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
120000.00000000
USD
1739400000.00000000
IDR
2021-07-30
-302.55000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED RON / SOLD USD
000000000
1.00000000
NC
-630.02000000
-0.00298225480
N/A
DFE
RO
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
20000.00000000
USD
80530.54000000
RON
2021-07-20
-630.02000000
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
11000.00000000
PA
USD
6074.06000000
0.028752094526
Long
DBT
NUSS
EC
N
2
2030-07-31
None
0.00000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD RON
000000000
1.00000000
NC
251.49000000
0.001190449921
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
81941.00000000
RON
19960.73000000
USD
2021-07-20
251.49000000
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED HUF / SOLD EUR
000000000
1.00000000
NC
N/A
-568.42000000
-0.00269066581
N/A
DFE
HU
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
51356.51000000
EUR
17888500.00000000
HUF
2021-07-20
-568.42000000
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
39.77000000
0.000188254775
N/A
DFE
MX
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
19035.09000000
USD
381035.00000000
MXN
2021-07-19
39.77000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED RON / SOLD EUR
000000000
1.00000000
NC
N/A
88.85000000
0.000420579249
N/A
DFE
RO
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
32122.76000000
EUR
158786.01000000
RON
2021-07-20
88.85000000
N
N
N
COMMONWEALTH OF BAHAMAS
549300W13SXC7EKNJC20
Bahamas Government International Bond
000000000
100000.00000000
PA
USD
112687.50000000
0.533416142082
Long
DBT
NUSS
BS
N
2
2032-10-15
Fixed
8.95000000
N
N
N
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
273000.00000000
PA
USD
10920.00000000
0.051690775565
Long
DBT
CORP
VE
N
2
2022-02-17
None
0.00000000
Y
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
1545000000.00000000
PA
118432.24000000
0.560609371571
Long
DBT
NUSS
ID
N
2
2029-05-15
Fixed
8.25000000
N
N
N
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
210000.00000000
PA
58474.14000000
0.276792458527
Long
DBT
NUSS
RO
N
2
2027-07-26
Fixed
5.80000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
-329.13000000
-0.00155796565
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1602150000.00000000
IDR
110000.00000000
USD
2021-07-21
-329.13000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-527.37000000
-0.00249635204
N/A
DFE
XX
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
20000.00000000
USD
16416.03000000
EUR
2021-07-20
-527.37000000
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BB7
30000.00000000
PA
USD
34477.50000000
0.163202263238
Long
DBT
NUSS
UY
N
2
2027-10-27
Fixed
4.37500000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BD3
60000.00000000
PA
USD
77467.50000000
0.366699190120
Long
DBT
NUSS
UY
N
2
2055-04-20
Fixed
4.97500000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
20.01000000
0.000094719085
N/A
DFE
MX
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
10000.00000000
USD
200157.50000000
MXN
2021-07-19
20.01000000
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
248.99000000
0.001178615953
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
282640.00000000
ZAR
20000.00000000
USD
2021-07-19
248.99000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED RON / SOLD EUR
000000000
1.00000000
NC
N/A
19.70000000
0.000093251673
N/A
DFE
RO
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
7877.24000000
EUR
38929.32000000
RON
2021-07-20
19.70000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
637.52000000
0.003017756706
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
1380402.00000000
ZAR
97100.63000000
USD
2021-07-19
637.52000000
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DQ5
40000.00000000
PA
USD
43745.00000000
0.207070785449
Long
DBT
NUSS
CO
N
2
2049-05-15
Fixed
5.20000000
N
N
N
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
1167.29000000
0.005525469359
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
2679604.00000000
ZAR
188419.22000000
USD
2021-07-19
1167.29000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED MYR / SOLD USD
000000000
1.00000000
NC
250.58000000
0.001186142357
N/A
DFE
MY
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
148603.58000000
USD
619350.00000000
MYR
2021-08-25
250.58000000
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756BW9
25000.00000000
PA
USD
25348.44000000
0.119989058880
Long
DBT
NUSS
BR
N
2
2045-01-27
Fixed
5.00000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
210000.00000000
PA
50943.27000000
0.241144426386
Long
DBT
NUSS
MY
N
2
2021-11-30
Fixed
3.62000000
N
N
N
N
N
N
BONOS TESORERIA PESOS
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
000000000
25000000.00000000
PA
29463.77000000
0.139469333551
Long
DBT
NUSS
CL
N
2
2028-10-01
Fixed
2.30000000
N
N
N
N
N
N
ISLAMIC REP OF PAKISTAN
529900LOP29R5WKHOD86
Pakistan Government International Bond
695847AS2
200000.00000000
PA
USD
201937.50000000
0.955888826992
Long
DBT
NUSS
PK
Y
2
2026-04-08
Fixed
6.00000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
245000.00000000
PA
USD
253620.94000000
1.200536912843
Long
DBT
NUSS
OM
N
2
2026-06-15
Fixed
4.75000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
7760000.00000000
PA
515417.73000000
2.439774927097
Long
DBT
NUSS
ZA
N
2
2030-01-31
Fixed
8.00000000
N
N
N
N
N
N
The Federal Republic of Nigeria
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
200000.00000000
PA
USD
214662.50000000
1.016123728006
Long
DBT
NUSS
NG
N
2
2032-02-16
Fixed
7.87500000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
-1575.12000000
-0.00745596835
N/A
DFE
ID
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
118853.11000000
USD
1703058139.00000000
IDR
2021-07-21
-1575.12000000
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
1720000.00000000
PA
136829.18000000
0.647692896903
Long
DBT
NUSS
ZA
N
2
2026-12-21
Fixed
10.50000000
N
N
N
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
180000.00000000
PA
46069.62000000
0.218074577638
Long
DBT
NUSS
RO
N
2
2028-01-26
Fixed
4.15000000
N
N
N
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-1301.59000000
-0.00616119016
N/A
DFE
XX
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
50000.00000000
USD
41054.27000000
EUR
2021-07-20
-1301.59000000
N
N
N
State Street Global Advisors
549300Q3FHSMZ70NLT76
State Street Institutional Treasury Money Market Fund
857492870
1285015.28000000
NS
USD
1285015.28000000
6.082732274423
Long
STIV
RF
US
N
1
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
1050000.00000000
PA
57957.67000000
0.274347702588
Long
DBT
NUSS
MX
N
2
2029-05-31
Fixed
8.50000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
-1166.91000000
-0.00552367059
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
105280.00000000
BRL
20000.00000000
USD
2021-07-02
-1166.91000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED PLN / SOLD EUR
000000000
1.00000000
NC
N/A
11.34000000
0.000053678882
N/A
DFE
PL
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
10802.92000000
EUR
48899.74000000
PLN
2021-07-20
11.34000000
N
N
N
REPUBLIC OF SURINAME INT
254900SYU4G5JM13TN77
Suriname Government International Bond
000000000
10000.00000000
PA
USD
6186.25000000
0.029283155708
Long
DBT
NUSS
SR
N
2
2026-10-26
Fixed
9.25000000
N
Y
N
N
N
N
REPUBLIC OF BELARUS
635400CVCOWYLHF4ZB08
Republic of Belarus International Bond
000000000
200000.00000000
PA
USD
184500.00000000
0.873346894856
Long
DBT
NUSS
BY
N
2
2026-02-24
Fixed
5.87500000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
-52.31000000
-0.00024761396
N/A
DFE
CO
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
33362.89000000
USD
125044128.00000000
COP
2021-07-07
-52.31000000
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BA9
40000.00000000
PA
USD
52370.00000000
0.247897977689
Long
DBT
NUSS
UY
N
2
2050-06-18
Fixed
5.10000000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
7443000.00000000
PA
102328.15000000
0.484379252351
Long
DBT
NUSS
RU
N
2
2028-01-19
Fixed
7.05000000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756CD0
25000.00000000
PA
USD
25700.00000000
0.121653198904
Long
DBT
NUSS
BR
N
2
2025-06-06
Fixed
2.87500000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
77586TAC0
48000.00000000
PA
USD
51849.00000000
0.245431778598
Long
DBT
NUSS
RO
N
2
2023-08-22
Fixed
4.37500000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
-1538.07000000
-0.00728058893
N/A
DFE
PL
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
109084.77000000
USD
410036.00000000
PLN
2021-07-20
-1538.07000000
N
N
N
Government of Jamaica
529900Y93KNSXZI8KK56
Jamaica Government International Bond
470160AV4
15000.00000000
PA
USD
20984.06000000
0.099329884241
Long
DBT
NUSS
JM
N
2
2039-03-15
Fixed
8.00000000
N
N
N
N
N
N
Republic of Turkey
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123AW0
95000.00000000
PA
USD
102677.19000000
0.486031463734
Long
DBT
NUSS
TR
N
2
2025-02-05
Fixed
7.37500000
N
N
N
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-1835.81000000
-0.00868996727
N/A
DFE
XX
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
61145.60000000
USD
50000.00000000
EUR
2021-07-20
-1835.81000000
N
N
N
Republic of Argentina
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114GL8
0.00000000
PA
USD
0.00000000
0.000000
Long
DBT
NUSS
AR
N
2
2033-12-31
Fixed
8.28000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED KZT / SOLD USD
000000000
1.00000000
NC
55.85000000
0.000264370862
N/A
DFE
KZ
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
17410.00000000
USD
7501969.00000000
KZT
2021-07-26
55.85000000
N
N
N
COSTA RICA GOVERNMENT
549300S1EK2VN6XVJP58
Costa Rica Government International Bond
000000000
25000.00000000
PA
USD
25614.06000000
0.121246394393
Long
DBT
NUSS
CR
N
2
2025-04-30
Fixed
4.37500000
N
N
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
116000.00000000
PA
USD
14268.00000000
0.067538826535
Long
DBT
NUSS
LB
N
2
2024-11-04
None
0.00000000
Y
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
1265.64000000
0.005991017691
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
71865.77000000
EUR
86512.52000000
USD
2021-07-20
1265.64000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
1853.48000000
0.008773609770
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
107422.47000000
EUR
129277.57000000
USD
2021-07-20
1853.48000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
-2080.91000000
-0.00985016957
N/A
DFE
CL
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
187280.03000000
USD
136088908.00000000
CLP
2021-07-26
-2080.91000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
-1350.55000000
-0.00639294660
N/A
DFE
KR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
101187.04000000
USD
112436000.00000000
KRW
2021-07-08
-1350.55000000
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
1600000.00000000
PA
100832.75000000
0.477300645595
Long
DBT
NUSS
MX
N
2
2036-11-20
Fixed
10.00000000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
104000.00000000
PA
USD
12792.00000000
0.060552051376
Long
DBT
NUSS
LB
N
2
2026-11-27
None
0.00000000
Y
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD RON
000000000
1.00000000
NC
989.58000000
0.004684263524
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
306358.00000000
RON
74677.75000000
USD
2021-07-20
989.58000000
N
N
N
Republic of Sri Lanka
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
50000.00000000
PA
USD
30931.25000000
0.146415778544
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 USD / SOLD UAH
000000000
1.00000000
NC
-259.25000000
-0.00122718256
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
837000.00000000
UAH
30000.00000000
USD
2021-08-17
-259.25000000
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED CZK / SOLD USD
000000000
1.00000000
NC
-649.09000000
-0.00307252431
N/A
DFE
CZ
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
20000.00000000
USD
416212.00000000
CZK
2021-07-20
-649.09000000
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
220000.00000000
PA
53282.24000000
0.252216145555
Long
DBT
NUSS
MY
N
2
2021-09-30
Fixed
4.04800000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
1020000.00000000
PA
64820.63000000
0.306834124298
Long
DBT
NUSS
ZA
N
2
2035-02-28
Fixed
8.87500000
N
N
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
58000.00000000
PA
USD
5872.50000000
0.027797992628
Long
DBT
NUSS
VE
N
2
2038-03-31
None
0.00000000
Y
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
-1508.50000000
-0.00714061675
N/A
DFE
ID
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
110000.00000000
USD
1573880000.00000000
IDR
2021-07-08
-1508.50000000
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HX1
33374.00000000
PA
USD
12632.06000000
0.059794961391
Long
DBT
NUSS
AR
N
2
2029-07-09
Fixed
1.00000000
N
N
N
N
N
N
Government of Jamaica
529900Y93KNSXZI8KK56
Jamaica Government International Bond
470160CA8
25000.00000000
PA
USD
29246.88000000
0.138442665757
Long
DBT
NUSS
JM
N
2
2028-04-28
Fixed
6.75000000
N
N
N
N
N
N
Republic of Sri Lanka
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
5000.00000000
PA
USD
3219.69000000
0.015240684357
Long
DBT
NUSS
LK
N
2
2026-07-18
Fixed
6.82500000
N
N
N
N
N
N
HUNGARY
5299008DH62LEB10JK83
Hungary Government International Bond
445545AL0
76000.00000000
PA
USD
85728.00000000
0.405800989714
Long
DBT
NUSS
HU
N
2
2024-03-25
Fixed
5.37500000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
920000000.00000000
PA
70046.90000000
0.331573130673
Long
DBT
NUSS
ID
N
2
2039-04-15
Fixed
8.37500000
N
N
N
N
N
N
Republic of Paraguay
529900UXKJTJPCU0HK83
Paraguay Government International Bond
000000000
35000.00000000
PA
USD
39709.69000000
0.187969292451
Long
DBT
NUSS
PY
N
2
2026-04-15
Fixed
5.00000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
-512.87000000
-0.00242771502
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
165136.00000000
BRL
32575.70000000
USD
2021-08-03
-512.87000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED HUF / SOLD EUR
000000000
1.00000000
NC
N/A
-86.17000000
-0.00040789323
N/A
DFE
HU
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
60000.00000000
EUR
21070500.00000000
HUF
2021-07-20
-86.17000000
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205BB9
35000.00000000
PA
USD
35837.81000000
0.169641409658
Long
DBT
NUSS
ZA
N
2
2049-09-30
Fixed
5.75000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAG5
15000.00000000
PA
USD
15930.94000000
0.075410498542
Long
DBT
NUSS
MX
N
2
2050-01-31
Fixed
4.50000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
77586RAJ9
62000.00000000
PA
USD
65227.88000000
0.308761877810
Long
DBT
NUSS
RO
Y
2
2051-02-14
Fixed
4.00000000
N
N
N
N
N
N
BANCO DE CREDITO DEL PER
549300EQYQ8SCQZ4BY14
Banco de Credito del Peru
05971U2C0
100000.00000000
PA
USD
98965.00000000
0.468459487530
Long
DBT
CORP
PE
Y
2
2030-07-01
Fixed
3.12500000
N
N
N
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
10000.00000000
PA
USD
11250.00000000
0.053252859442
Long
DBT
NUSS
DO
N
2
2027-01-25
Fixed
5.95000000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
690000.00000000
PA
146400.26000000
0.692998441610
Long
DBT
NUSS
BR
N
2
2025-01-01
Fixed
10.00000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
520.39000000
0.002463311602
N/A
DFE
BR
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
32680.78000000
USD
165136.00000000
BRL
2021-07-02
520.39000000
N
N
N
Republic of Turkey
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123BZ2
55000.00000000
PA
USD
57200.00000000
0.270761205343
Long
DBT
NUSS
TR
N
2
2022-09-26
Fixed
6.25000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
000000000
80000.00000000
PA
22717.54000000
0.107535463510
Long
DBT
NUSS
PE
N
2
2029-02-12
Fixed
5.94000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
120000.00000000
PA
USD
82200.00000000
0.389100892992
Long
DBT
NUSS
EC
N
2
2035-07-31
Variable
0.50000000
N
N
N
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
25000.00000000
PA
USD
26910.94000000
0.127385289358
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
25000000.00000000
PA
27370.29000000
0.129559662779
Long
DBT
NUSS
CL
N
2
2033-10-01
Fixed
2.80000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SLK700M94 IRS BRL R F 5.84000 SLK700M94_LEG1_FIX CCPNDFPREDI / Short: SLK700M94 IRS BRL P V 00MBRCDI SLK700M94_LEG2_FLT CCPNDFPREDI
000000000
838319.28000000
OU
Notional Amount
-3682.34000000
-0.01743067861
N/A
DIR
GB
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2024-01-02
0.00000000
BRL
0.00000000
BRL
838319.28000000
BRL
-3682.34000000
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
40000.00000000
PA
USD
24750.00000000
0.117156290773
Long
DBT
NUSS
EC
N
2
2040-07-31
Variable
0.50000000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
2190000.00000000
PA
76614.88000000
0.362663238741
Long
DBT
NUSS
TH
N
2
2038-06-17
Fixed
3.30000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
330000.00000000
PA
85755.88000000
0.405932962133
Long
DBT
NUSS
MY
N
2
2038-06-08
Fixed
4.89300000
N
N
N
N
N
N
Kingdom of Bahrain
549300RODM1WN85LFQ95
Bahrain Government International Bond
000000000
230000.00000000
PA
USD
252180.63000000
1.193719079422
Long
DBT
NUSS
BH
N
2
2029-09-20
Fixed
6.75000000
N
N
N
N
N
N
MV24 CAPITAL BV
N/A
MV24 Capital BV
000000000
186754.00000000
PA
USD
206830.06000000
0.979048187880
Long
DBT
CORP
NL
N
2
2034-06-01
Fixed
6.74800000
N
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government Bond
000000000
10000.00000000
PA
USD
11533.13000000
0.054593080073
Long
DBT
NUSS
GT
N
2
2032-04-24
Fixed
5.37500000
N
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
40000.00000000
PA
USD
27345.00000000
0.129439950351
Long
DBT
NUSS
LK
N
2
2024-06-28
Fixed
6.35000000
N
N
N
N
N
N
MONGOLIA INTL BOND
N/A
Mongolia Government International Bond
60937GAB2
85000.00000000
PA
USD
88336.25000000
0.418147369326
Long
DBT
NUSS
MN
N
2
2022-12-05
Fixed
5.12500000
N
N
N
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
75000.00000000
PA
USD
63937.50000000
0.302653751164
Long
DBT
NUSS
SV
N
2
2050-01-20
Fixed
7.12500000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
770000000.00000000
PA
52652.07000000
0.249233180716
Long
DBT
NUSS
ID
N
2
2031-02-15
Fixed
6.50000000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
87000.00000000
PA
USD
10701.00000000
0.050654119901
Long
DBT
NUSS
LB
N
2
2024-04-22
None
0.00000000
Y
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BK9
75000.00000000
PA
USD
78600.00000000
0.372059977971
Long
DBT
NUSS
PA
N
2
2030-01-23
Fixed
3.16000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
-2220.56000000
-0.01051121507
N/A
DFE
PL
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
51236.57000000
USD
186880.00000000
PLN
2021-07-20
-2220.56000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SLA21X0B2 IRS BRL R F 4.84000 SLA21X0B2_LEG1_FIX CCPNDFPREDI / Short: SLA21X0B2 IRS BRL P V 00MBRCDI SLA21X0B2_LEG2_FLT CCPNDFPREDI
000000000
680189.94000000
OU
Notional Amount
-5642.56000000
-0.02670955151
N/A
DIR
GB
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2024-01-02
0.00000000
BRL
0.00000000
BRL
680189.94000000
BRL
-5642.56000000
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
114000.00000000
PA
USD
14057.63000000
0.066543021731
Long
DBT
NUSS
LB
N
2
2027-03-23
None
0.00000000
Y
N
N
N
N
N
COMISION FEDERAL DE ELEC
4469000001BFPONMPF32
Comision Federal de Electricidad
200447AH3
200000.00000000
PA
USD
198187.50000000
0.938137873844
Long
DBT
CORP
MX
Y
2
2031-02-09
Fixed
3.34800000
N
N
N
N
N
N
HUNGARY GOVERNMENT BOND
5299008DH62LEB10JK83
Hungary Government Bond
000000000
34330000.00000000
PA
120962.04000000
0.572584401243
Long
DBT
NUSS
HU
N
2
2027-10-27
Fixed
3.00000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
3858000.00000000
PA
212953.03000000
1.008031802172
Long
DBT
NUSS
MX
N
2
2029-05-31
Fixed
8.50000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HT0
99879.00000000
PA
USD
31611.70000000
0.149636748163
Long
DBT
NUSS
AR
N
2
2035-07-09
Variable
0.12500000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
200.83000000
0.000950646378
N/A
DFE
BR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
17500.00000000
USD
88340.00000000
BRL
2021-08-03
200.83000000
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
3390000.00000000
PA
120399.54000000
0.569921758271
Long
DBT
NUSS
TH
N
2
2036-06-17
Fixed
3.40000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD MYR
000000000
1.00000000
NC
110.55000000
0.000523298098
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
114253.00000000
MYR
27570.04000000
USD
2021-08-25
110.55000000
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
0.00000000
PA
USD
0.00000000
0.000000
Long
DBT
NUSS
ID
N
2
2024-01-15
Fixed
5.87500000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
60000.00000000
PA
USD
51450.00000000
0.243543077183
Long
DBT
NUSS
EC
N
2
2030-07-31
Variable
0.50000000
N
N
N
N
N
N
Republic of El Salvador
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
25000.00000000
PA
USD
23062.50000000
0.109168361857
Long
DBT
NUSS
SV
N
2
2025-01-30
Fixed
5.87500000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
21600000.00000000
PA
308691.69000000
1.461219126989
Long
DBT
NUSS
RU
N
2
2026-10-07
Fixed
7.95000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED PLN / SOLD EUR
000000000
1.00000000
NC
N/A
-128.29000000
-0.00060727194
N/A
DFE
PL
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
30000.00000000
EUR
135186.75000000
PLN
2021-07-20
-128.29000000
N
N
N
TURKEY GOVERNMENT BOND
5493000PCHOG3B6S3Q85
Turkey Government Bond
000000000
600000.00000000
PA
51511.76000000
0.243835423547
Long
DBT
NUSS
TR
N
2
2025-03-12
Fixed
8.00000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
46000.00000000
PA
USD
47704.88000000
0.225815223943
Long
DBT
NUSS
RO
N
2
2031-02-14
Fixed
3.00000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HS2
109277.00000000
PA
USD
39175.80000000
0.185442077417
Long
DBT
NUSS
AR
N
2
2030-07-09
Variable
0.12500000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
-4252.06000000
-0.02012749809
N/A
DFE
HU
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
110481.73000000
USD
31487570.00000000
HUF
2021-07-20
-4252.06000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
1187.37000000
0.005620519796
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
91450.05000000
USD
817664.00000000
TRY
2021-07-28
1187.37000000
N
N
N
MONGOLIA INTL BOND
N/A
Mongolia Government International Bond
60937LAE5
95000.00000000
PA
USD
92743.75000000
0.439010656259
Long
DBT
NUSS
MN
Y
2
2031-07-07
Fixed
4.45000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
255.18000000
0.001207916859
N/A
DFE
BR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
17500.00000000
USD
88611.25000000
BRL
2021-08-03
255.18000000
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756CB4
65000.00000000
PA
USD
63143.44000000
0.298894998669
Long
DBT
NUSS
BR
N
2
2050-01-14
Fixed
4.75000000
N
N
N
N
N
N
EGYPT GOVERNMENT BOND
529900GFIVH4086NMH82
Egypt Government Bond
000000000
1060000.00000000
PA
67153.52000000
0.317877063255
Long
DBT
NUSS
EG
N
2
2025-10-20
Fixed
14.36900000
N
N
N
N
N
N
DELEK & AVNER TAMAR BD
N/A
Delek & Avner Tamar Bond Ltd
24664UAD2
50000.00000000
PA
USD
50405.00000000
0.238596478239
Long
DBT
CORP
IL
N
2
2023-12-30
Fixed
5.08200000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DR3
50000.00000000
PA
USD
48868.75000000
0.231324504433
Long
DBT
NUSS
CO
N
2
2030-01-30
Fixed
3.00000000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
191000.00000000
PA
USD
23791.44000000
0.112618863133
Long
DBT
NUSS
LB
N
2
2023-01-27
None
0.00000000
Y
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD MYR
000000000
1.00000000
NC
-242.24000000
-0.00114666423
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
619350.00000000
MYR
148735.62000000
USD
2021-08-04
-242.24000000
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
1170000.00000000
PA
249346.58000000
1.180303855751
Long
DBT
NUSS
BR
N
2
2027-01-01
Fixed
10.00000000
N
N
N
N
N
N
Republic of El Salvador
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
15000.00000000
PA
USD
13275.00000000
0.062838374142
Long
DBT
NUSS
SV
N
2
2041-02-01
Fixed
7.62500000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
210000.00000000
PA
USD
212008.13000000
1.003559035337
Long
DBT
NUSS
UA
N
2
2021-09-01
Fixed
7.75000000
N
N
N
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
1867.71000000
0.008840968720
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
50000.00000000
EUR
61177.50000000
USD
2021-07-20
1867.71000000
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
1445000.00000000
PA
85542.18000000
0.404921394483
Long
DBT
NUSS
ZA
N
2
2048-02-28
Fixed
8.75000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
200000.00000000
PA
USD
211100.00000000
0.999260322515
Long
DBT
NUSS
CI
N
2
2033-06-15
Fixed
6.12500000
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DP7
30000.00000000
PA
USD
32649.38000000
0.154548697246
Long
DBT
NUSS
CO
N
2
2029-03-15
Fixed
4.50000000
N
N
N
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
130000.00000000
PA
34165.06000000
0.161723301157
Long
DBT
NUSS
RO
N
2
2026-04-22
Fixed
4.85000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
8020000.00000000
PA
482995.06000000
2.286299381474
Long
DBT
NUSS
ZA
N
2
2037-01-31
Fixed
8.50000000
N
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government Bond
401494AS8
10000.00000000
PA
USD
11533.13000000
0.054593080073
Long
DBT
NUSS
GT
Y
2
2032-04-24
Fixed
5.37500000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
84.48000000
0.000399893472
N/A
DFE
MX
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
50000.00000000
USD
1000476.00000000
MXN
2021-07-19
84.48000000
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
170000.00000000
PA
USD
21016.25000000
0.099482258422
Long
DBT
NUSS
LB
N
2
2021-04-12
None
0.00000000
Y
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
000000000
415000.00000000
PA
USD
403846.88000000
1.911644545503
Long
DBT
NUSS
SA
N
2
2033-02-02
Fixed
2.25000000
N
N
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
1038000.00000000
PA
USD
103800.00000000
0.491346383122
Long
DBT
NUSS
VE
N
2
2024-10-13
None
0.00000000
Y
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
717.51000000
0.003396396371
N/A
DFE
MX
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
44072.25000000
USD
894710.00000000
MXN
2021-07-19
717.51000000
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
-697.55000000
-0.00330191396
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
229428.11000000
BRL
45429.78000000
USD
2021-07-02
-697.55000000
N
N
N
HONDURAS GOVERNMENT
5493002DW1JNBNG17615
Honduras Government International Bond
000000000
35000.00000000
PA
USD
38123.75000000
0.180462106681
Long
DBT
NUSS
HN
N
2
2027-01-19
Fixed
6.25000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AW4
60000.00000000
PA
USD
64473.75000000
0.305192137464
Long
DBT
NUSS
ZA
N
2
2027-09-27
Fixed
4.85000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
91086QBG2
55000.00000000
PA
USD
62022.81000000
0.293590398502
Long
DBT
NUSS
MX
N
2
2026-01-21
Fixed
4.12500000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
648000000.00000000
PA
48935.17000000
0.231638909315
Long
DBT
NUSS
ID
N
2
2036-05-15
Fixed
8.25000000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
6110000.00000000
PA
92050.65000000
0.435729806758
Long
DBT
NUSS
RU
N
2
2031-09-17
Fixed
8.50000000
N
N
N
N
N
N
EGYPT GOVERNMENT BOND
529900GFIVH4086NMH82
Egypt Government Bond
000000000
1320000.00000000
PA
80972.90000000
0.383292307764
Long
DBT
NUSS
EG
N
2
2026-01-12
Fixed
14.06000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
-7260.84000000
-0.03436982150
N/A
DFE
TH
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
281591.02000000
USD
8793834.00000000
THB
2021-08-23
-7260.84000000
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
151.26000000
0.000716002446
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
1448500000.00000000
IDR
100000.00000000
USD
2021-07-08
151.26000000
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED CZK / SOLD USD
000000000
1.00000000
NC
-492.60000000
-0.00233176520
N/A
DFE
CZ
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
20000.00000000
USD
419578.00000000
CZK
2021-07-20
-492.60000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED PEN / SOLD USD
000000000
1.00000000
NC
762.65000000
0.003610070511
N/A
DFE
PE
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
61067.71000000
USD
237645.00000000
PEN
2021-07-23
762.65000000
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
301300000.00000000
PA
81402.38000000
0.385325288926
Long
DBT
NUSS
CO
N
2
2025-11-26
Fixed
6.25000000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286CP0
110000.00000000
PA
USD
110103.13000000
0.521182800539
Long
DBT
NUSS
PH
N
2
2046-07-06
Fixed
3.20000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
-32.35000000
-0.00015313155
N/A
DFE
CN
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
100933.35000000
USD
653260.82000000
CNY
2021-07-19
-32.35000000
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAF7
45000.00000000
PA
USD
50886.56000000
0.240875984639
Long
DBT
NUSS
MX
N
2
2029-04-22
Fixed
4.50000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD UAH
000000000
1.00000000
NC
-205.02000000
-0.00097048011
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
835500.00000000
UAH
30000.00000000
USD
2021-08-17
-205.02000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
4849000000.00000000
PA
374710.66000000
1.773725698539
Long
DBT
NUSS
ID
N
2
2026-09-15
Fixed
8.37500000
N
N
N
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
344.54000000
0.001630910239
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
74939.04000000
PLN
20000.00000000
USD
2021-07-20
344.54000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
-6.51000000
-0.00003081565
N/A
DFE
CN
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
586.03000000
USD
3752.00000000
CNY
2021-07-19
-6.51000000
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
607.30000000
0.002874707692
N/A
DFE
CL
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
50000.00000000
USD
37187500.00000000
CLP
2021-07-26
607.30000000
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCP5
35000.00000000
PA
USD
36225.00000000
0.171474207404
Long
DBT
CORP
MX
N
2
2029-01-23
Fixed
6.50000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
757000000.00000000
PA
213101.65000000
1.008735307947
Long
DBT
NUSS
CO
N
2
2026-08-26
Fixed
7.50000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
-6480.56000000
-0.03067629784
N/A
DFE
TH
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
251604.51000000
USD
7857609.00000000
THB
2021-08-23
-6480.56000000
N
N
N
Republic of Turkey
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CM0
80000.00000000
PA
USD
68390.00000000
0.323730049535
Long
DBT
NUSS
TR
N
2
2047-05-11
Fixed
5.75000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAJ9
45000.00000000
PA
USD
49803.75000000
0.235750408751
Long
DBT
NUSS
MX
N
2
2025-04-27
Fixed
3.90000000
N
N
N
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD UYU
000000000
1.00000000
NC
29.22000000
0.000138315426
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
439830.00000000
UYU
10113.13000000
USD
2021-07-06
29.22000000
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
260000.00000000
PA
66100.30000000
0.312891554222
Long
DBT
NUSS
MY
N
2
2026-07-15
Fixed
3.90600000
N
N
N
N
N
N
BARBADOS GOVT OF
529900UD1KUUS4SFD905
Barbados Government International Bond
067070AH5
10000.00000000
PA
USD
10064.38000000
0.047640623423
Long
DBT
NUSS
BB
Y
2
2029-10-01
Fixed
6.50000000
N
N
N
N
N
N
Russian Federation
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
000000000
400000.00000000
PA
USD
450600.00000000
2.132954530202
Long
DBT
NUSS
RU
N
2
2029-03-21
Fixed
4.37500000
N
N
N
N
N
N
LETRA TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Letras do Tesouro Nacional
000000000
2600000.00000000
PA
432239.94000000
2.046045579576
Long
DBT
NUSS
BR
N
2
2024-01-01
None
0.00000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
224000000.00000000
PA
58016.18000000
0.274624664793
Long
DBT
NUSS
CO
N
2
2032-06-30
Fixed
7.00000000
N
N
N
N
N
N
Republic of Turkey
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CG3
30000.00000000
PA
USD
28449.38000000
0.134667629721
Long
DBT
NUSS
TR
N
2
2045-02-17
Fixed
6.62500000
N
N
N
N
N
N
Republic of Kazakhstan
5493007OEK8EF02UO833
Kazakhstan Government International Bond
000000000
200000.00000000
PA
USD
292350.00000000
1.383864307378
Long
DBT
NUSS
KZ
N
2
2045-07-21
Fixed
6.50000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
20000.00000000
PA
4798.50000000
0.022714119647
Long
DBT
NUSS
MY
N
2
2034-07-05
Fixed
3.82800000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PED6
170000.00000000
PA
USD
173485.00000000
0.821206428477
Long
DBT
NUSS
DO
Y
2
2030-01-30
Fixed
4.50000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
12873.58000000
0.060938217445
N/A
DFE
BR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
188270.01000000
USD
1000448.00000000
BRL
2021-07-02
12873.58000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
-161.56000000
-0.00076475839
N/A
DFE
ZA
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
35053.77000000
USD
499312.89000000
ZAR
2021-07-19
-161.56000000
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
320000.00000000
PA
82623.12000000
0.391103768538
Long
DBT
NUSS
RO
N
2
2025-02-24
Fixed
4.75000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED CZK / SOLD EUR
000000000
1.00000000
NC
N/A
1625.71000000
0.007695440544
N/A
DFE
CZ
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
90000.00000000
EUR
2331180.00000000
CZK
2021-07-20
1625.71000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
121.81000000
0.000576598294
N/A
DFE
MX
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
40000.00000000
USD
801464.00000000
MXN
2021-07-19
121.81000000
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
40000.00000000
PA
USD
43995.00000000
0.208254182326
Long
DBT
NUSS
DO
N
2
2025-01-27
Fixed
5.50000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
-12516.75000000
-0.05924913141
N/A
DFE
PL
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
736196.10000000
USD
2759123.10000000
PLN
2021-07-20
-12516.75000000
N
N
N
HUNGARY GOVERNMENT BOND
5299008DH62LEB10JK83
Hungary Government Bond
000000000
22210000.00000000
PA
77312.12000000
0.365963685294
Long
DBT
NUSS
HU
N
2
2026-12-22
Fixed
2.75000000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756CA6
95000.00000000
PA
USD
101608.44000000
0.480972442087
Long
DBT
NUSS
BR
N
2
2029-05-30
Fixed
4.50000000
N
N
N
N
N
N
Republic of Sri Lanka
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
35000.00000000
PA
USD
26048.75000000
0.123304037546
Long
DBT
NUSS
LK
N
2
2023-04-18
Fixed
5.75000000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
2590000.00000000
PA
95138.52000000
0.450346509611
Long
DBT
NUSS
TH
N
2
2032-06-25
Fixed
3.77500000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
260000.00000000
PA
USD
309611.25000000
1.465571944716
Long
DBT
NUSS
UA
N
2
2028-11-01
Fixed
9.75000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
364.30000000
0.001724445928
N/A
DFE
CN
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
141191.13000000
USD
916468.78000000
CNY
2021-07-19
364.30000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
1709.57000000
0.008092399192
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
103271.60000000
EUR
124209.92000000
USD
2021-07-20
1709.57000000
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
6280000.00000000
PA
306769.84000000
1.452121881840
Long
DBT
NUSS
MX
N
2
2026-03-05
Fixed
5.75000000
N
N
N
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
440000.00000000
PA
125140.94000000
0.592365590072
Long
DBT
NUSS
PL
N
2
2028-04-25
Fixed
2.75000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
-9.86000000
-0.00004667317
N/A
DFE
ID
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
8643.92000000
USD
125380000.00000000
IDR
2021-07-21
-9.86000000
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
200000.00000000
PA
USD
209725.00000000
0.992751639695
Long
DBT
NUSS
EG
N
2
2023-02-21
Fixed
5.57700000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AZ7
90000.00000000
PA
USD
98398.13000000
0.465776158781
Long
DBT
NUSS
ZA
N
2
2048-06-22
Fixed
6.30000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED UYU / SOLD USD
000000000
1.00000000
NC
139.75000000
0.000661518853
N/A
DFE
UY
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
9944.16000000
USD
439830.00000000
UYU
2021-07-06
139.75000000
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
37000.00000000
PA
USD
4504.75000000
0.021323628317
Long
DBT
NUSS
LB
N
2
2025-02-26
None
0.00000000
Y
N
N
N
N
N
Republic of El Salvador
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
60000.00000000
PA
USD
54150.00000000
0.256323763449
Long
DBT
NUSS
SV
N
2
2027-01-18
Fixed
6.37500000
N
N
N
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
243.03000000
0.001150403771
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
282725.22000000
ZAR
20000.00000000
USD
2021-07-19
243.03000000
N
N
N
CHINA DEVELOPMENT BANK
300300C1020111000029
China Development Bank
000000000
1780000.00000000
PA
270636.34000000
1.281080797692
Long
DBT
NUSS
CN
N
2
2023-04-09
Fixed
1.86000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
596.56000000
0.002823868962
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1380402.00000000
ZAR
97059.67000000
USD
2021-07-19
596.56000000
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DC3
55000.00000000
PA
12656.14000000
0.059908946178
Long
DBT
NUSS
PE
N
2
2040-08-12
Fixed
5.35000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED MYR / SOLD USD
000000000
1.00000000
NC
-1022.14000000
-0.00483838913
N/A
DFE
MY
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
150000.00000000
USD
619350.00000000
MYR
2021-08-04
-1022.14000000
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCC4
20000.00000000
PA
USD
17550.00000000
0.083074460730
Long
DBT
CORP
MX
N
2
2047-09-21
Fixed
6.75000000
N
N
N
N
N
N
Republic of Paraguay
529900UXKJTJPCU0HK83
Paraguay Government International Bond
000000000
35000.00000000
PA
USD
39578.44000000
0.187348009090
Long
DBT
NUSS
PY
N
2
2027-03-27
Fixed
4.70000000
N
N
N
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
710000.00000000
PA
177319.31000000
0.839356470387
Long
DBT
NUSS
RO
N
2
2023-06-28
Fixed
4.25000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAM2
25000.00000000
PA
USD
24410.94000000
0.115551320593
Long
DBT
NUSS
MX
N
2
2031-05-24
Fixed
2.65900000
N
N
N
N
N
N
Republic of Kenya
549300VVURQQYU45PR87
Kenya Government International Bond
000000000
250000.00000000
PA
USD
280750.00000000
1.328954692308
Long
DBT
NUSS
KE
N
2
2032-05-22
Fixed
8.00000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
-1184.22000000
-0.00560560899
N/A
DFE
HU
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
50000.00000000
USD
14469500.00000000
HUF
2021-07-20
-1184.22000000
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BL7
60000.00000000
PA
USD
61173.75000000
0.289571298694
Long
DBT
NUSS
PA
N
2
2060-07-23
Fixed
3.87000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
419.57000000
0.001986071309
N/A
DFE
BR
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
40444.61000000
USD
203941.93000000
BRL
2021-08-03
419.57000000
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
-1184.79000000
-0.00560830714
N/A
DFE
PL
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
30000.00000000
USD
109861.80000000
PLN
2021-07-20
-1184.79000000
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205BA1
10000.00000000
PA
USD
10608.13000000
0.050214511629
Long
DBT
NUSS
ZA
N
2
2029-09-30
Fixed
4.85000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
1740000.00000000
PA
111172.66000000
0.526245514384
Long
DBT
NUSS
ZA
N
2
2032-03-31
Fixed
8.25000000
N
N
N
N
N
N
Czech Republic
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
810000.00000000
PA
39452.88000000
0.186753659843
Long
DBT
NUSS
CZ
N
2
2028-08-25
Fixed
2.50000000
N
N
N
N
N
N
BONOS TESORERIA PESOS
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
000000000
10000000.00000000
PA
15058.76000000
0.071281958191
Long
DBT
NUSS
CL
N
2
2043-01-01
Fixed
6.00000000
N
N
N
N
N
N
Republic of Guatemala
529900QKDFFU9UWW5315
Guatemala Government Bond
401494AR0
15000.00000000
PA
USD
18232.50000000
0.086305134203
Long
DBT
NUSS
GT
Y
2
2050-06-01
Fixed
6.12500000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
201000.00000000
PA
USD
25037.06000000
0.118515114402
Long
DBT
NUSS
LB
N
2
2022-10-04
None
0.00000000
Y
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDG4
60000.00000000
PA
USD
66195.00000000
0.313339824959
Long
DBT
CORP
MX
Y
2
2025-10-16
Fixed
6.87500000
N
N
N
N
N
N
Republic of Guatemala
529900QKDFFU9UWW5315
Guatemala Government Bond
000000000
25000.00000000
PA
USD
28012.50000000
0.132599620011
Long
DBT
NUSS
GT
N
2
2028-02-13
Fixed
4.87500000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
-221.65000000
-0.00104919967
N/A
DFE
CO
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
64572.95000000
USD
241567424.00000000
COP
2021-07-07
-221.65000000
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
-107.24000000
-0.00050762992
N/A
DFE
CN
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
27161.50000000
USD
175156.69000000
CNY
2021-07-19
-107.24000000
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD MYR
000000000
1.00000000
NC
17.51000000
0.000082885117
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
41535.00000000
MYR
10000.00000000
USD
2021-08-25
17.51000000
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
49000.00000000
PA
USD
6042.31000000
0.028601803123
Long
DBT
NUSS
LB
N
2
2032-03-23
None
0.00000000
Y
N
N
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
15000.00000000
PA
USD
18054.38000000
0.085461987596
Long
DBT
NUSS
DO
N
2
2044-04-30
Fixed
7.45000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
240000.00000000
PA
58015.66000000
0.274622203328
Long
DBT
NUSS
MY
N
2
2033-04-15
Fixed
3.84400000
N
N
N
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
124000.00000000
PA
USD
5270.00000000
0.024946006156
Long
DBT
CORP
VE
N
2
2026-11-15
None
0.00000000
Y
N
N
N
N
N
Republic of Azerbaijan
549300P74FF45UQVU281
Republic of Azerbaijan International Bond
000000000
200000.00000000
PA
USD
207287.50000000
0.981213520149
Long
DBT
NUSS
AZ
N
2
2032-09-01
Fixed
3.50000000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
320000.00000000
PA
50630.69000000
0.239664801603
Long
DBT
NUSS
CN
N
2
2050-09-14
Fixed
3.81000000
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bond
195325CX1
65000.00000000
PA
USD
70943.44000000
0.335816981216
Long
DBT
NUSS
CO
N
2
2026-01-28
Fixed
4.50000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED CZK / SOLD EUR
000000000
1.00000000
NC
N/A
49.19000000
0.000232845169
N/A
DFE
CZ
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
30000.00000000
EUR
766462.50000000
CZK
2021-07-20
49.19000000
N
N
N
CHINA DEVELOPMENT BANK
300300C1020111000029
China Development Bank
000000000
2310000.00000000
PA
360106.10000000
1.704593735793
Long
DBT
NUSS
CN
N
2
2026-08-13
Fixed
3.50000000
N
N
N
N
N
N
Republic of Turkey
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CK4
55000.00000000
PA
USD
53755.63000000
0.254456978544
Long
DBT
NUSS
TR
N
2
2026-10-09
Fixed
4.87500000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
810000.00000000
PA
120502.39000000
0.570408607746
Long
DBT
NUSS
CN
N
2
2030-05-21
Fixed
2.68000000
N
N
N
N
N
N
INTL FINANCE CORP
QKL54NQY28TCDAI75F60
International Finance Corp
000000000
200000000.00000000
PA
14618.62000000
0.069198516986
Long
DBT
NUSS
XX
N
2
2023-10-09
Fixed
8.00000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
91086QAZ1
44000.00000000
PA
USD
52464.50000000
0.248345301708
Long
DBT
NUSS
MX
N
2
2110-10-12
Fixed
5.75000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BM5
55000.00000000
PA
USD
62349.38000000
0.295136246174
Long
DBT
NUSS
PA
N
2
2056-04-01
Fixed
4.50000000
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DL6
65000.00000000
PA
USD
69054.38000000
0.326874950402
Long
DBT
NUSS
CO
N
2
2027-04-25
Fixed
3.87500000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
16.08000000
0.000076116087
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
125380000.00000000
IDR
8658.84000000
USD
2021-07-08
16.08000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED CZK / SOLD USD
000000000
1.00000000
NC
-863.84000000
-0.00408906223
N/A
DFE
CZ
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
37815.48000000
USD
794780.14000000
CZK
2021-07-20
-863.84000000
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAL4
40000.00000000
PA
USD
45482.50000000
0.215295393741
Long
DBT
NUSS
MX
N
2
2051-04-27
Fixed
5.00000000
N
N
N
N
N
N
Republic of Sri Lanka
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
35000.00000000
PA
USD
21892.50000000
0.103630064475
Long
DBT
NUSS
LK
N
2
2028-04-18
Fixed
6.75000000
N
N
N
N
N
N
Republic of Sri Lanka
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
10000.00000000
PA
USD
6683.13000000
0.031635180668
Long
DBT
NUSS
LK
N
2
2025-06-03
Fixed
6.12500000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AX2
30000.00000000
PA
USD
30633.75000000
0.145007536261
Long
DBT
NUSS
ZA
N
2
2047-09-27
Fixed
5.65000000
N
N
N
N
N
N
Republic of El Salvador
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
35000.00000000
PA
USD
31937.50000000
0.151178950972
Long
DBT
NUSS
SV
N
2
2035-06-15
Fixed
7.65000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
695.14000000
0.003290506018
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
276255.56000000
ZAR
20000.00000000
USD
2021-07-19
695.14000000
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
1080000.00000000
PA
274128.04000000
1.297609065187
Long
DBT
NUSS
MY
N
2
2027-11-16
Fixed
3.89900000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED KZT / SOLD USD
000000000
1.00000000
NC
1429.49000000
0.006766616003
N/A
DFE
KZ
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
108065.59000000
USD
47055000.00000000
KZT
2021-07-28
1429.49000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
73.81000000
0.000349386093
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
37261800.00000000
COP
10000.00000000
USD
2021-07-07
73.81000000
N
N
N
Republic of Turkey
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123BJ8
15000.00000000
PA
USD
13526.25000000
0.064027688002
Long
DBT
NUSS
TR
N
2
2041-01-14
Fixed
6.00000000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
Ghana Government International Bond
000000000
225000.00000000
PA
USD
227503.13000000
1.076905973743
Long
DBT
NUSS
GH
N
2
2029-05-16
Fixed
7.62500000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED CZK / SOLD EUR
000000000
1.00000000
NC
N/A
-2.09000000
-0.00000989319
N/A
DFE
CZ
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
30428.40000000
EUR
776289.34000000
CZK
2021-07-20
-2.09000000
N
N
N
Republic of Turkey
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CL2
60000.00000000
PA
USD
61155.00000000
0.289482543929
Long
DBT
NUSS
TR
N
2
2027-03-25
Fixed
6.00000000
N
N
N
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
-4351.35000000
-0.02059749599
N/A
DFE
HU
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
110000.00000000
USD
31315350.00000000
HUF
2021-07-20
-4351.35000000
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
217800000.00000000
PA
55697.14000000
0.263647286023
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 COP
000000000
1.00000000
NC
179.42000000
0.000849300270
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
241567424.00000000
COP
64336.49000000
USD
2021-09-07
179.42000000
N
N
N
Republic of Panama
549300SHS4T08CL0LP14
Panama Government International Bond
698299BF0
75000.00000000
PA
USD
82467.19000000
0.390365660238
Long
DBT
NUSS
PA
N
2
2028-03-17
Fixed
3.87500000
N
N
N
N
N
N
Republic of Zambia
213800DMLAZ6LGMMD849
Zambia Government International Bond
000000000
200000.00000000
PA
USD
125100.00000000
0.592171797000
Long
DBT
NUSS
ZM
N
2
2027-07-30
Fixed
8.97000000
N
Y
N
N
N
N
Government of Jamaica
529900Y93KNSXZI8KK56
Jamaica Government International Bond
470160CB6
20000.00000000
PA
USD
27943.75000000
0.132274185870
Long
DBT
NUSS
JM
N
2
2045-07-28
Fixed
7.87500000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
97000.00000000
PA
USD
11931.00000000
0.056476432534
Long
DBT
NUSS
LB
N
2
2020-03-09
None
0.00000000
Y
N
N
N
N
N
2021-07-27
THE LAZARD FUNDS, INC.
Christopher Snively
Christopher Snively
SVP