0001752724-22-045457.txt : 20220225
0001752724-22-045457.hdr.sgml : 20220225
20220225083020
ACCESSION NUMBER: 0001752724-22-045457
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20211231
FILED AS OF DATE: 20220225
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: 22674608
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
2021-12-31
N
20494015.84
260145.10
20233870.74
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
274377.32000000
BRL
CLP
CNY
COP
CZK
IDR
MXN
MYR
RON
RUB
THB
USD
ZAR
N
Republic of Paraguay
529900UXKJTJPCU0HK83
Paraguay Government International Bond
000000000
40000.00000000
PA
USD
49120.00000000
0.242761262198
Long
DBT
NUSS
PY
N
2
2044-08-11
Fixed
6.10000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
615.66000000
0.003042719842
N/A
DFE
MX
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
13726.60000000
USD
294446.58000000
MXN
2022-01-20
615.66000000
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
375000000.00000000
PA
83222.38000000
0.411302321090
Long
DBT
NUSS
CO
N
2
2027-11-03
Fixed
5.75000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD HUF
000000000
1.00000000
NC
-78.07000000
-0.00038583818
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
11905764.00000000
HUF
36560.00000000
USD
2022-01-20
-78.07000000
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
41000.00000000
PA
USD
4100.00000000
0.020263053237
Long
DBT
NUSS
LB
N
2
2027-11-29
None
0.00000000
Y
N
N
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
445545AF3
68000.00000000
PA
USD
111265.00000000
0.549894784985
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
396420.79000000
1.959194041979
Long
DBT
NUSS
CN
N
2
2026-12-05
Fixed
3.12000000
N
N
N
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
000000000
200000.00000000
PA
USD
293937.50000000
1.452700295346
Long
DBT
NUSS
QA
N
2
2040-01-20
Fixed
6.40000000
N
N
N
N
N
N
CHINA DEVELOPMENT BANK
300300C1020111000029
China Development Bank
000000000
390000.00000000
PA
62620.84000000
0.309485223092
Long
DBT
NUSS
CN
N
2
2029-09-20
Fixed
3.45000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DS8
85000.00000000
PA
USD
84867.19000000
0.419431314406
Long
DBT
NUSS
PE
N
2
2041-03-11
Fixed
3.30000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HU7
96224.00000000
PA
USD
36757.57000000
0.181663560434
Long
DBT
NUSS
AR
N
2
2038-01-09
Variable
2.00000000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
44000.00000000
PA
USD
4620.00000000
0.022833001452
Long
DBT
NUSS
LB
N
2
2037-03-23
None
0.00000000
Y
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED EUR / SOLD PLN
000000000
1.00000000
NC
N/A
-477.60000000
-0.00236039859
N/A
DFE
XX
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
265398.98000000
PLN
57360.00000000
EUR
2022-01-20
-477.60000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD RUB
000000000
1.00000000
NC
314.67000000
0.001555164624
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
2989000.00000000
RUB
40000.00000000
USD
2022-01-24
314.67000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD HUF
000000000
1.00000000
NC
-99.71000000
-0.00049278757
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
14148495.00000000
HUF
43440.00000000
USD
2022-01-20
-99.71000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD RON
000000000
1.00000000
NC
-574.62000000
-0.00283989162
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
158307.60000000
RON
35800.00000000
USD
2022-01-20
-574.62000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
1150000000.00000000
PA
93194.18000000
0.460585031887
Long
DBT
NUSS
ID
N
2
2031-05-15
Fixed
8.75000000
N
N
N
N
N
N
TURKEY GOVERNMENT BOND
5493000PCHOG3B6S3Q85
Turkey Government Bond
000000000
670000.00000000
PA
37212.37000000
0.183911276681
Long
DBT
NUSS
TR
N
2
2025-10-01
Fixed
12.60000000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
99000.00000000
PA
USD
9900.00000000
0.048927860255
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
25325.00000000
0.125161420300
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
3750.00000000
0.018533280399
Long
DBT
CORP
VE
N
2
2037-04-12
None
0.00000000
Y
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
-4851.36000000
-0.02397643072
N/A
DFE
PL
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
356675.49000000
USD
1418996.00000000
PLN
2022-01-20
-4851.36000000
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AY0
75000.00000000
PA
USD
83404.69000000
0.412203335050
Long
DBT
NUSS
ZA
N
2
2030-06-22
Fixed
5.87500000
N
N
N
N
N
N
BONOS TESORERIA PESOS
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
000000000
45000000.00000000
PA
51604.63000000
0.255040820726
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 CZK
000000000
1.00000000
NC
-613.30000000
-0.00303105623
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
451678.36000000
CZK
20028.39000000
USD
2022-01-20
-613.30000000
N
N
N
TURKEY GOVERNMENT BOND
5493000PCHOG3B6S3Q85
Turkey Government Bond
000000000
410000.00000000
PA
18409.55000000
0.090983827249
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
75087.46000000
0.371097853519
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
290000.00000000
PA
73954.32000000
0.365497639825
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
74332.41000000
0.367366239288
Long
DBT
NUSS
CZ
N
2
2031-03-13
Fixed
1.20000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
489.84000000
0.002420891218
N/A
DFE
ZA
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
50000.00000000
USD
806367.45000000
ZAR
2022-01-20
489.84000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD RON
000000000
1.00000000
NC
-978.10000000
-0.00483397374
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
283664.49000000
RON
64200.00000000
USD
2022-01-20
-978.10000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
912000000.00000000
PA
71763.41000000
0.354669706662
Long
DBT
NUSS
ID
N
2
2034-03-15
Fixed
8.37500000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDF6
20000.00000000
PA
USD
17650.00000000
0.087229973082
Long
DBT
CORP
MX
N
2
2060-01-28
Fixed
6.95000000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756CC2
190000.00000000
PA
USD
184395.00000000
0.911318463824
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
203287.50000000
1.004689130479
Long
DBT
CORP
AE
N
2
2025-08-27
Fixed
4.50000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
226.40000000
0.001118915915
N/A
DFE
IN
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
41680.00000000
USD
3127042.00000000
INR
2022-02-09
226.40000000
N
N
N
MALAYSIA T-BILL
254900GSIL471JOBYY43
Malaysia Treasury Bill
000000000
216000.00000000
PA
51519.41000000
0.254619645751
Long
DBT
NUSS
MY
N
2
2022-05-10
None
0.00000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED RON / SOLD USD
000000000
1.00000000
NC
-788.76000000
-0.00389821606
N/A
DFE
RO
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
66086.69000000
USD
284186.00000000
RON
2022-01-20
-788.76000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
818000000.00000000
PA
66375.51000000
0.328041583604
Long
DBT
NUSS
ID
N
2
2029-03-15
Fixed
9.00000000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
3820000.00000000
PA
48779.20000000
0.241076957675
Long
DBT
NUSS
RU
N
2
2033-03-23
Fixed
7.70000000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
1440000.00000000
PA
49629.70000000
0.245280305670
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
175000.00000000
PA
47050.34000000
0.232532571768
Long
DBT
NUSS
PE
N
2
2031-08-12
Fixed
6.95000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
-8649.50000000
-0.04274762901
N/A
DFE
HU
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
211631.99000000
USD
65960400.00000000
HUF
2022-01-20
-8649.50000000
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780CY0
395000.00000000
PA
USD
392037.50000000
1.937530910608
Long
DBT
NUSS
ID
N
2
2031-07-28
Fixed
2.15000000
N
N
N
N
N
N
Czech Republic
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
600000.00000000
PA
32270.25000000
0.159486291153
Long
DBT
NUSS
CZ
N
2
2036-12-04
Fixed
4.20000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
2260000.00000000
PA
107461.07000000
0.531094971302
Long
DBT
NUSS
MX
N
2
2042-11-13
Fixed
7.75000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD UAH
000000000
1.00000000
NC
454.77000000
0.002247567980
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
981573.00000000
UAH
35850.00000000
USD
2022-02-18
454.77000000
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
60000.00000000
PA
USD
6300.00000000
0.031135911071
Long
DBT
NUSS
LB
N
2
2035-11-02
None
0.00000000
Y
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
-1347.13000000
-0.00665779680
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
180637.86000000
PLN
43440.00000000
USD
2022-01-20
-1347.13000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
2276.26000000
0.011249750624
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
29711211.00000000
CLP
37056.10000000
USD
2022-01-24
2276.26000000
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
917288BK7
60000.00000000
PA
USD
69067.50000000
0.341345958405
Long
DBT
NUSS
UY
N
2
2031-01-23
Fixed
4.37500000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
350000.00000000
PA
89130.20000000
0.440499996986
Long
DBT
NUSS
MY
N
2
2030-04-15
Fixed
4.49800000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
356000.00000000
PA
USD
198358.75000000
0.980330222273
Long
DBT
NUSS
EC
N
2
2030-07-31
None
0.00000000
N
N
N
N
N
N
REPUBLIC OF UZBEKISTAN
213800L6VDKUM3TCM927
Republic of Uzbekistan International Bond
91822Q2E6
200000.00000000
PA
USD
191500.00000000
0.946432852422
Long
DBT
NUSS
UZ
Y
2
2031-10-19
Fixed
3.90000000
N
N
N
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
445545AN6
110000.00000000
PA
USD
108301.88000000
0.535250429300
Long
DBT
NUSS
HU
Y
2
2051-09-21
Fixed
3.12500000
N
N
N
N
N
N
Republic of Panama
549300SHS4T08CL0LP14
Panama Government International Bond
698299BH6
30000.00000000
PA
USD
33024.38000000
0.163213358552
Long
DBT
NUSS
PA
N
2
2050-04-16
Fixed
4.50000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD HUF
000000000
1.00000000
NC
78.56000000
0.000388259868
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
8650800.00000000
HUF
26700.00000000
USD
2022-01-20
78.56000000
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED UYU / SOLD USD
000000000
1.00000000
NC
-62.60000000
-0.00030938222
N/A
DFE
UY
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
9809.09000000
USD
439830.00000000
UYU
2022-03-07
-62.60000000
N
N
N
COMMONWEALTH OF BAHAMAS
549300W13SXC7EKNJC20
Bahamas Government International Bond
000000000
100000.00000000
PA
USD
91000.00000000
0.449740937704
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
8872.50000000
0.043849741426
Long
DBT
CORP
VE
N
2
2022-02-17
None
0.00000000
Y
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
-1275.44000000
-0.00630348990
N/A
DFE
PL
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
104441.77000000
USD
416096.00000000
PLN
2022-01-20
-1275.44000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
1545000000.00000000
PA
120922.47000000
0.597624011509
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
50330.91000000
0.248745831416
Long
DBT
NUSS
RO
N
2
2027-07-26
Fixed
5.80000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED MYR / SOLD USD
000000000
1.00000000
NC
4520.91000000
0.022343278051
N/A
DFE
MY
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
259103.20000000
USD
1101905.00000000
MYR
2022-03-23
4520.91000000
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BB7
30000.00000000
PA
USD
33596.25000000
0.166039659102
Long
DBT
NUSS
UY
N
2
2027-10-27
Fixed
4.37500000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
-232.44000000
-0.00114876685
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
57385.00000000
BRL
10000.00000000
USD
2022-02-02
-232.44000000
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BD3
60000.00000000
PA
USD
78573.75000000
0.388327824219
Long
DBT
NUSS
UY
N
2
2055-04-20
Fixed
4.97500000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
1064000.00000000
PA
256370.36000000
1.267035671495
Long
DBT
NUSS
MY
N
2
2022-03-10
Fixed
3.88200000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAQ3
45000.00000000
PA
USD
46667.81000000
0.230642028901
Long
DBT
NUSS
MX
N
2
2041-08-14
Fixed
4.28000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
-370.27000000
-0.00182995139
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
575680000.00000000
IDR
40000.00000000
USD
2022-01-11
-370.27000000
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
20000.00000000
PA
USD
22016.25000000
0.108808889227
Long
DBT
NUSS
DO
N
2
2045-01-27
Fixed
6.85000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
229.19000000
0.001132704675
N/A
DFE
IN
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
42720.00000000
USD
3204854.40000000
INR
2022-02-09
229.19000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED EUR / SOLD HUF
000000000
1.00000000
NC
N/A
308.33000000
0.001523831025
N/A
DFE
XX
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
13481745.00000000
HUF
36700.00000000
EUR
2022-01-20
308.33000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD MYR
000000000
1.00000000
NC
-3309.52000000
-0.01635633657
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
849800.00000000
MYR
200000.00000000
USD
2022-03-23
-3309.52000000
N
N
N
COSTA RICA GOVERNMENT
549300S1EK2VN6XVJP58
Costa Rica Government International Bond
000000000
35000.00000000
PA
USD
34251.88000000
0.169279919003
Long
DBT
NUSS
CR
N
2
2044-04-04
Fixed
7.00000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DF6
155000.00000000
PA
USD
153915.00000000
0.760679960733
Long
DBT
NUSS
PE
N
2
2031-01-23
Fixed
2.78300000
N
N
N
N
N
N
BONOS TESORERIA PESOS
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
000000000
25000000.00000000
PA
24170.94000000
0.119457815613
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
199750.00000000
0.987206069301
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
251566.00000000
1.243291524555
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
5320000.00000000
PA
308524.14000000
1.524790505803
Long
DBT
NUSS
ZA
N
2
2030-01-31
Fixed
8.00000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
1035.08000000
0.005115580767
N/A
DFE
MX
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
198600.28000000
USD
4098514.00000000
MXN
2022-01-20
1035.08000000
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
420000.00000000
PA
29175.92000000
0.144193468342
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
350000.00000000
PA
77353.08000000
0.382295019049
Long
DBT
NUSS
RO
N
2
2028-01-26
Fixed
4.15000000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
31100000.00000000
PA
376250.41000000
1.859507826429
Long
DBT
NUSS
RU
N
2
2029-03-14
Fixed
6.70000000
N
N
N
N
N
N
State Street Global Advisors
549300Q3FHSMZ70NLT76
State Street Institutional Treasury Money Market Fund
857492870
1425840.01000000
NS
USD
1425840.01000000
7.046798056198
Long
STIV
RF
US
N
1
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
1280000.00000000
PA
66225.33000000
0.327299362791
Long
DBT
NUSS
MX
N
2
2029-05-31
Fixed
8.50000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
6103.32000000
0.030163877581
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
1797360.00000000
ZAR
118643.11000000
USD
2022-01-20
6103.32000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED PEN / SOLD USD
000000000
1.00000000
NC
559.56000000
0.002765461968
N/A
DFE
PE
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
65299.40000000
USD
263026.00000000
PEN
2022-01-18
559.56000000
N
N
N
REPUBLIC OF SURINAME INT
254900SYU4G5JM13TN77
Suriname Government International Bond
000000000
10000.00000000
PA
USD
7355.00000000
0.036349940624
Long
DBT
NUSS
SR
N
2
2026-10-26
Fixed
9.25000000
N
Y
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-802.98000000
-0.00396849426
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
971178.62000000
MXN
46502.36000000
USD
2022-01-20
-802.98000000
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BA9
85000.00000000
PA
USD
112561.25000000
0.556301122243
Long
DBT
NUSS
UY
N
2
2050-06-18
Fixed
5.10000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
85.97000000
0.000424881630
N/A
DFE
MX
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
10000.00000000
USD
207065.00000000
MXN
2022-01-20
85.97000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
96.26000000
0.000475736952
N/A
DFE
MX
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
20629.07000000
USD
425491.00000000
MXN
2022-01-20
96.26000000
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
77586TAC0
48000.00000000
PA
USD
50414.40000000
0.249158456371
Long
DBT
NUSS
RO
N
2
2023-08-22
Fixed
4.37500000
N
N
N
N
N
N
Government of Jamaica
529900Y93KNSXZI8KK56
Jamaica Government International Bond
470160AV4
15000.00000000
PA
USD
20782.50000000
0.102711439976
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
95332.50000000
0.471153054326
Long
DBT
NUSS
TR
N
2
2025-02-05
Fixed
7.37500000
N
N
N
N
N
N
COSTA RICA GOVERNMENT
549300S1EK2VN6XVJP58
Costa Rica Government International Bond
000000000
25000.00000000
PA
USD
25481.25000000
0.125933640317
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
11600.00000000
0.057329614037
Long
DBT
NUSS
LB
N
2
2024-11-04
None
0.00000000
Y
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
1600000.00000000
PA
93953.85000000
0.464339479120
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
10400.00000000
0.051398964309
Long
DBT
NUSS
LB
N
2
2026-11-27
None
0.00000000
Y
N
N
N
N
N
Republic of Sri Lanka
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
50000.00000000
PA
USD
25071.88000000
0.123910448584
Long
DBT
NUSS
LK
N
2
2027-05-11
Fixed
6.20000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
1020000.00000000
PA
57507.18000000
0.284212451186
Long
DBT
NUSS
ZA
N
2
2035-02-28
Fixed
8.87500000
N
N
N
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
3940000.00000000
PA
9578.54000000
0.047339138037
Long
DBT
NUSS
HU
N
2
2041-04-25
Fixed
3.00000000
N
N
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
58000.00000000
PA
USD
3480.00000000
0.017198884211
Long
DBT
NUSS
VE
N
2
2038-03-31
None
0.00000000
Y
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD RON
000000000
1.00000000
NC
-1094.26000000
-0.00540806064
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
441972.09000000
RON
100059.34000000
USD
2022-02-28
-1094.26000000
N
N
N
BONOS TESORERIA PESOS
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
000000000
110000000.00000000
PA
124689.97000000
0.616243780551
Long
DBT
NUSS
CL
N
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
930000.00000000
PA
45597.62000000
0.225352927207
Long
DBT
NUSS
MX
N
2
2027-06-03
Fixed
7.50000000
N
N
N
N
N
N
Government of Jamaica
529900Y93KNSXZI8KK56
Jamaica Government International Bond
470160CA8
25000.00000000
PA
USD
28676.56000000
0.141725527302
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
2519.69000000
0.012452832344
Long
DBT
NUSS
LK
N
2
2026-07-18
Fixed
6.82500000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
920000000.00000000
PA
72715.66000000
0.359375924331
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
38845.63000000
0.191983187493
Long
DBT
NUSS
PY
N
2
2026-04-15
Fixed
5.00000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-9322.36000000
-0.04607304316
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
3745613.61000000
MXN
173123.51000000
USD
2022-01-20
-9322.36000000
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205BB9
35000.00000000
PA
USD
33562.81000000
0.165874391663
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
15921.56000000
0.078687662902
Long
DBT
NUSS
MX
N
2
2050-01-31
Fixed
4.50000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
1693.90000000
0.008371606311
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
211663924.00000000
COP
53529.56000000
USD
2022-02-09
1693.90000000
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
77586RAJ9
62000.00000000
PA
USD
61838.80000000
0.305620218665
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
98800.00000000
0.488290160936
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
11125.00000000
0.054982065186
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
121844.01000000
0.602178453967
Long
DBT
NUSS
BR
N
2
2025-01-01
Fixed
10.00000000
N
N
N
N
N
N
Republic of Turkey
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123BZ2
55000.00000000
PA
USD
55088.00000000
0.272256360178
Long
DBT
NUSS
TR
N
2
2022-09-26
Fixed
6.25000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
100000.00000000
PA
USD
94750.00000000
0.468274218104
Long
DBT
NUSS
UA
N
2
2026-09-01
Fixed
7.75000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD CNY
000000000
1.00000000
NC
-702.41000000
-0.00347145639
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
654614.00000000
CNY
101887.03000000
USD
2022-01-20
-702.41000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
14944.62000000
0.073859422114
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
668991.00000000
EUR
776832.75000000
USD
2022-01-20
14944.62000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD UAH
000000000
1.00000000
NC
336.83000000
0.001664683956
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
660381.75000000
UAH
24150.00000000
USD
2022-02-18
336.83000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED UAH / SOLD USD
000000000
1.00000000
NC
-22.40000000
-0.00011070546
N/A
DFE
UA
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
52709.64000000
USD
1461111.33000000
UAH
2022-02-18
-22.40000000
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
000000000
80000.00000000
PA
20414.77000000
0.100894041789
Long
DBT
NUSS
PE
N
2
2029-02-12
Fixed
5.94000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
1119.94000000
0.005534976546
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
23294.32000000
USD
328776.00000000
TRY
2022-01-24
1119.94000000
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
445545AM8
50000.00000000
PA
USD
49016.91000000
0.242251769964
Long
DBT
NUSS
HU
Y
2
2031-09-22
Fixed
2.12500000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
50000.00000000
PA
USD
52493.75000000
0.259435036798
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
22246.09000000
0.109944806339
Long
DBT
NUSS
CL
N
2
2033-10-01
Fixed
2.80000000
N
N
N
N
N
N
Czech Republic
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
1300000.00000000
PA
57427.80000000
0.283820138706
Long
DBT
NUSS
CZ
N
2
2025-09-17
Fixed
2.40000000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
2690000.00000000
PA
88234.51000000
0.436073310607
Long
DBT
NUSS
TH
N
2
2038-06-17
Fixed
3.30000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED RON / SOLD USD
000000000
1.00000000
NC
1104.52000000
0.005458767697
N/A
DFE
RO
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
100448.20000000
USD
441972.09000000
RON
2022-01-20
1104.52000000
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
330000.00000000
PA
86806.08000000
0.429013712281
Long
DBT
NUSS
MY
N
2
2038-06-08
Fixed
4.89300000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED EUR / SOLD PLN
000000000
1.00000000
NC
N/A
-1382.24000000
-0.00683131773
N/A
DFE
XX
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
311949.23000000
PLN
66700.00000000
EUR
2022-01-20
-1382.24000000
N
N
N
Kingdom of Bahrain
549300RODM1WN85LFQ95
Bahrain Government International Bond
000000000
230000.00000000
PA
USD
247940.00000000
1.225371077961
Long
DBT
NUSS
BH
N
2
2029-09-20
Fixed
6.75000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD CNY
000000000
1.00000000
NC
-196.52000000
-0.00097124273
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
384108.60000000
CNY
60000.00000000
USD
2022-01-20
-196.52000000
N
N
N
MV24 CAPITAL BV
N/A
MV24 Capital BV
000000000
180614.00000000
PA
USD
186259.99000000
0.920535632521
Long
DBT
CORP
NL
N
2
2034-06-01
Fixed
6.74800000
N
N
N
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
220000.00000000
PA
44923.32000000
0.222020396281
Long
DBT
NUSS
PL
N
2
2030-10-25
Fixed
1.25000000
N
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government Bond
000000000
10000.00000000
PA
USD
11136.25000000
0.055037665027
Long
DBT
NUSS
GT
N
2
2032-04-24
Fixed
5.37500000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
297.87000000
0.001472135528
N/A
DFE
XX
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
30000.00000000
USD
26603.65000000
EUR
2022-01-20
297.87000000
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
20000.00000000
PA
USD
10891.25000000
0.053826824041
Long
DBT
NUSS
SV
N
2
2050-01-20
Fixed
7.12500000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
77.13000000
0.000381192511
N/A
DFE
BR
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
141432.85000000
USD
793608.00000000
BRL
2022-02-02
77.13000000
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
219.77000000
0.001086149075
N/A
DFE
ID
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
20892.35000000
USD
301058816.00000000
IDR
2022-01-11
219.77000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
770000000.00000000
PA
54403.79000000
0.268874851970
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
8700.00000000
0.042997210527
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
130000.00000000
PA
USD
134696.25000000
0.665696898684
Long
DBT
NUSS
PA
N
2
2030-01-23
Fixed
3.16000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED CZK / SOLD USD
000000000
1.00000000
NC
-14.93000000
-0.00007378716
N/A
DFE
CZ
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
242077.83000000
USD
5296784.00000000
CZK
2022-01-20
-14.93000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
-1331.83000000
-0.00658218102
N/A
DFE
PL
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
104498.26000000
USD
416096.40000000
PLN
2022-01-20
-1331.83000000
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
114000.00000000
PA
USD
11400.00000000
0.056341172415
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
196100.00000000
0.969167009712
Long
DBT
CORP
MX
Y
2
2031-02-09
Fixed
3.34800000
N
N
N
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
34330000.00000000
PA
98164.60000000
0.485149881905
Long
DBT
NUSS
HU
N
2
2027-10-27
Fixed
3.00000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
-1346.92000000
-0.00665675894
N/A
DFE
PL
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
104513.35000000
USD
416096.40000000
PLN
2022-01-20
-1346.92000000
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
3858000.00000000
PA
199607.29000000
0.986500766783
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
32210.98000000
0.159193366478
Long
DBT
NUSS
AR
N
2
2035-07-09
Variable
1.12500000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
3390000.00000000
PA
112634.45000000
0.556662891877
Long
DBT
NUSS
TH
N
2
2036-06-17
Fixed
3.40000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
60000.00000000
PA
USD
49417.50000000
0.244231569110
Long
DBT
NUSS
EC
N
2
2030-07-31
Variable
5.00000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780CX2
60000.00000000
PA
USD
58050.00000000
0.286895180590
Long
DBT
NUSS
ID
N
2
2071-03-12
Fixed
3.35000000
N
N
N
N
N
N
Republic of El Salvador
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
25000.00000000
PA
USD
15418.75000000
0.076202671244
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
13190000.00000000
PA
172707.74000000
0.853557592708
Long
DBT
NUSS
RU
N
2
2026-10-07
Fixed
7.95000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
-9.12000000
-0.00004507293
N/A
DFE
ID
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
10000.00000000
USD
142470000.00000000
IDR
2022-01-11
-9.12000000
N
N
N
TURKEY GOVERNMENT BOND
5493000PCHOG3B6S3Q85
Turkey Government Bond
000000000
600000.00000000
PA
30206.36000000
0.149286117264
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
24000.00000000
PA
USD
24319.20000000
0.120190547387
Long
DBT
NUSS
RO
N
2
2031-02-14
Fixed
3.00000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED EUR / SOLD PLN
000000000
1.00000000
NC
N/A
-929.93000000
-0.00459590758
N/A
DFE
XX
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
567075.10000000
PLN
122640.00000000
EUR
2022-01-20
-929.93000000
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
-8763.77000000
-0.04331237513
N/A
DFE
HU
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
211746.26000000
USD
65960400.00000000
HUF
2022-01-20
-8763.77000000
N
N
N
MONGOLIA INTL BOND
N/A
Mongolia Government International Bond
60937LAE5
50000.00000000
PA
USD
47250.00000000
0.233519333038
Long
DBT
NUSS
MN
Y
2
2031-07-07
Fixed
4.45000000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756CB4
135000.00000000
PA
USD
120175.31000000
0.593931391300
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
750000.00000000
PA
47553.93000000
0.235021418348
Long
DBT
NUSS
EG
N
2
2025-10-20
Fixed
14.36900000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
5760000.00000000
PA
286190.46000000
1.414412811455
Long
DBT
NUSS
MX
N
2
2024-09-05
Fixed
8.00000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DR3
50000.00000000
PA
USD
45650.00000000
0.225611800068
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
19100.00000000
0.094396174836
Long
DBT
NUSS
LB
N
2
2023-01-27
None
0.00000000
Y
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
940000.00000000
PA
164483.03000000
0.812909364271
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
8262.19000000
0.040833462396
Long
DBT
NUSS
SV
N
2
2041-02-01
Fixed
7.62500000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD RON
000000000
1.00000000
NC
-401.22000000
-0.00198291273
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
132310.50000000
RON
30000.00000000
USD
2022-01-20
-401.22000000
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
1445000.00000000
PA
75727.10000000
0.374259087512
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
210600.00000000
1.040829027259
Long
DBT
NUSS
CI
N
2
2033-06-15
Fixed
6.12500000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED CZK / SOLD USD
000000000
1.00000000
NC
63.77000000
0.000315164610
N/A
DFE
CZ
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
161311.48000000
USD
3531189.00000000
CZK
2022-01-20
63.77000000
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DP7
35000.00000000
PA
USD
35728.44000000
0.176577385805
Long
DBT
NUSS
CO
N
2
2029-03-15
Fixed
4.50000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
82.65000000
0.000408473500
N/A
DFE
IN
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
15600.00000000
USD
1170234.00000000
INR
2022-02-09
82.65000000
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
130000.00000000
PA
29883.18000000
0.147688894448
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
6840000.00000000
PA
364130.22000000
1.799607325157
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
11136.25000000
0.055037665027
Long
DBT
NUSS
GT
Y
2
2032-04-24
Fixed
5.37500000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DA7
100000.00000000
PA
USD
101518.75000000
0.501726789226
Long
DBT
NUSS
PE
N
2
2030-06-20
Fixed
2.84400000
N
N
N
N
N
N
Czech Republic
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
480000.00000000
PA
20130.28000000
0.099488033004
Long
DBT
NUSS
CZ
N
2
2033-10-13
Fixed
2.00000000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
170000.00000000
PA
USD
17637.50000000
0.087168195480
Long
DBT
NUSS
LB
N
2
2021-04-12
None
0.00000000
Y
N
N
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
18510000.00000000
PA
46111.55000000
0.227892876219
Long
DBT
NUSS
HU
N
2
2033-04-20
Fixed
2.25000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED RUB / SOLD USD
000000000
1.00000000
NC
-52.76000000
-0.00026075089
N/A
DFE
RU
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
41825.04000000
USD
3146184.00000000
RUB
2022-01-24
-52.76000000
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
000000000
415000.00000000
PA
USD
405014.06000000
2.001663770636
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
62280.00000000
0.307800720881
Long
DBT
NUSS
VE
N
2
2024-10-13
None
0.00000000
Y
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
6301.00000000
0.031140853279
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1797360.00000000
ZAR
118840.79000000
USD
2022-01-20
6301.00000000
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
650000.00000000
PA
111571.38000000
0.551408978705
Long
DBT
NUSS
BR
N
2
2031-01-01
Fixed
10.00000000
N
N
N
N
N
N
Republic of Zambia
213800DMLAZ6LGMMD849
Zambia Government International Bond
000000000
200000.00000000
PA
USD
156937.50000000
0.775617784736
Long
DBT
NUSS
ZM
N
2
2024-04-14
Fixed
8.50000000
N
Y
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AW4
60000.00000000
PA
USD
63060.00000000
0.311655643204
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
60400.31000000
0.298510901725
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
50353.27000000
0.248856339189
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
7040000.00000000
PA
94816.10000000
0.468600898060
Long
DBT
NUSS
RU
N
2
2031-09-17
Fixed
8.50000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
-4922.29000000
-0.02432698154
N/A
DFE
PL
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
375263.23000000
USD
1493679.00000000
PLN
2022-01-20
-4922.29000000
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
301300000.00000000
PA
71251.41000000
0.352139296111
Long
DBT
NUSS
CO
N
2
2025-11-26
Fixed
6.25000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
84.34000000
0.000416825831
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
8470600.00000000
CLP
10000.00000000
USD
2022-01-24
84.34000000
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAF7
45000.00000000
PA
USD
50211.56000000
0.248155978879
Long
DBT
NUSS
MX
N
2
2029-04-22
Fixed
4.50000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
4849000000.00000000
PA
383939.41000000
1.897508464561
Long
DBT
NUSS
ID
N
2
2026-09-15
Fixed
8.37500000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCP5
35000.00000000
PA
USD
36231.56000000
0.179063909548
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
184616.03000000
0.912410840082
Long
DBT
NUSS
CO
N
2
2026-08-26
Fixed
7.50000000
N
N
N
N
N
N
Republic of Turkey
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CM0
95000.00000000
PA
USD
76831.25000000
0.379716026593
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
48172.50000000
0.238078520017
Long
DBT
NUSS
MX
N
2
2025-04-27
Fixed
3.90000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
260000.00000000
PA
64395.25000000
0.318254726579
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
9992.50000000
0.049385014505
Long
DBT
NUSS
BB
Y
2
2029-10-01
Fixed
6.50000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED CZK / SOLD USD
000000000
1.00000000
NC
26.91000000
0.000132994820
N/A
DFE
CZ
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
161348.34000000
USD
3531189.00000000
CZK
2022-01-20
26.91000000
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD HUF
000000000
1.00000000
NC
-8.06000000
-0.00003983419
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
3252180.00000000
HUF
10000.00000000
USD
2022-01-20
-8.06000000
N
N
N
Russian Federation
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
000000000
400000.00000000
PA
USD
440000.00000000
2.174571566923
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
378511.29000000
1.870681565894
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
240000000.00000000
PA
53709.00000000
0.265441055199
Long
DBT
NUSS
CO
N
2
2032-06-30
Fixed
7.00000000
N
N
N
N
N
N
Republic of Kazakhstan
5493007OEK8EF02UO833
Kazakhstan Government International Bond
000000000
200000.00000000
PA
USD
286720.00000000
1.417029908336
Long
DBT
NUSS
KZ
N
2
2045-07-21
Fixed
6.50000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
-291.29000000
-0.00143961579
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
41507.40000000
PLN
10000.00000000
USD
2022-01-20
-291.29000000
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
20000.00000000
PA
4758.11000000
0.023515569814
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
120000.00000000
PA
USD
122160.00000000
0.603740142307
Long
DBT
NUSS
DO
Y
2
2030-01-30
Fixed
4.50000000
N
N
N
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
320000.00000000
PA
73745.58000000
0.364466003305
Long
DBT
NUSS
RO
N
2
2025-02-24
Fixed
4.75000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
6054.00000000
0.029920127877
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
1797360.00000000
ZAR
118593.79000000
USD
2022-01-20
6054.00000000
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
40000.00000000
PA
USD
43200.00000000
0.213503390206
Long
DBT
NUSS
DO
N
2
2025-01-27
Fixed
5.50000000
N
N
N
N
N
N
REPUBLIC OF GABON
N/A
Gabon Government International Bond
362420AE1
200000.00000000
PA
USD
195500.00000000
0.966201684848
Long
DBT
NUSS
GA
Y
2
2031-11-24
Fixed
7.00000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-4383.33000000
-0.02166332906
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
1791178.85000000
MXN
82863.57000000
USD
2022-01-20
-4383.33000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
-155.90000000
-0.00077049024
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
225200.00000000
BRL
40000.00000000
USD
2022-02-02
-155.90000000
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
2590000.00000000
PA
90519.29000000
0.447365168845
Long
DBT
NUSS
TH
N
2
2032-06-25
Fixed
3.77500000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
4184.77000000
0.020682004218
N/A
DFE
ZA
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
241965.13000000
USD
3931231.59000000
ZAR
2022-01-20
4184.77000000
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
200000.00000000
PA
USD
200937.50000000
0.993074941428
Long
DBT
NUSS
UA
N
2
2028-11-01
Fixed
9.75000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
6280000.00000000
PA
289072.31000000
1.428655513888
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
102905.28000000
0.508579309032
Long
DBT
NUSS
PL
N
2
2028-04-25
Fixed
2.75000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
-16.76000000
-0.00008283140
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
576750.96000000
ZAR
36095.89000000
USD
2022-01-20
-16.76000000
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
10640000.00000000
PA
138481.01000000
0.684401970238
Long
DBT
NUSS
RU
N
2
2026-09-16
Fixed
7.75000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
200000.00000000
PA
USD
206960.00000000
1.022839389750
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
93487.50000000
0.462034680369
Long
DBT
NUSS
ZA
N
2
2048-06-22
Fixed
6.30000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
28000.00000000
PA
USD
32998.00000000
0.163082983103
Long
DBT
NUSS
RO
N
2
2048-06-15
Fixed
5.12500000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
37000.00000000
PA
USD
3700.00000000
0.018286169994
Long
DBT
NUSS
LB
N
2
2025-02-26
None
0.00000000
Y
N
N
N
N
N
CHINA DEVELOPMENT BANK
300300C1020111000029
China Development Bank
000000000
1100000.00000000
PA
171183.95000000
0.846026705417
Long
DBT
NUSS
CN
N
2
2023-04-09
Fixed
1.86000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
1357.89000000
0.006710974965
N/A
DFE
IN
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
100000.00000000
USD
7557500.00000000
INR
2022-02-02
1357.89000000
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DC3
55000.00000000
PA
11606.17000000
0.057360107461
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 USD / SOLD PLN
000000000
1.00000000
NC
-1388.33000000
-0.00686141578
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
186495.10000000
PLN
44851.04000000
USD
2022-01-20
-1388.33000000
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCC4
16000.00000000
PA
USD
14120.00000000
0.069783978465
Long
DBT
CORP
MX
N
2
2047-09-21
Fixed
6.75000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD CZK
000000000
1.00000000
NC
88.11000000
0.000435457956
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
1282296.85000000
CZK
58689.04000000
USD
2022-01-20
88.11000000
N
N
N
Republic of Paraguay
529900UXKJTJPCU0HK83
Paraguay Government International Bond
000000000
35000.00000000
PA
USD
38845.63000000
0.191983187493
Long
DBT
NUSS
PY
N
2
2027-03-27
Fixed
4.70000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAM2
25000.00000000
PA
USD
24364.06000000
0.120412254842
Long
DBT
NUSS
MX
N
2
2031-05-24
Fixed
2.65900000
N
N
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Republic of Kenya Government International Bond
000000000
250000.00000000
PA
USD
272200.00000000
1.345269046628
Long
DBT
NUSS
KE
N
2
2032-05-22
Fixed
8.00000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
-128.24000000
-0.00063378876
N/A
DFE
CO
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
10000.00000000
USD
40310000.00000000
COP
2022-02-09
-128.24000000
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BL7
105000.00000000
PA
USD
104757.19000000
0.517731833647
Long
DBT
NUSS
PA
N
2
2060-07-23
Fixed
3.87000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205BA1
10000.00000000
PA
USD
10326.88000000
0.051037590052
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
1980000.00000000
PA
111828.87000000
0.552681547870
Long
DBT
NUSS
ZA
N
2
2032-03-31
Fixed
8.25000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
-299.93000000
-0.00148231647
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
204287.54000000
BRL
36127.03000000
USD
2022-02-02
-299.93000000
N
N
N
Czech Republic
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
810000.00000000
PA
35691.85000000
0.176396550411
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
11937.80000000
0.058999091935
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
17201.25000000
0.085012157194
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
20100.00000000
0.099338382943
Long
DBT
NUSS
LB
N
2
2022-10-04
None
0.00000000
Y
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government Bond
000000000
25000.00000000
PA
USD
26809.38000000
0.132497535170
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 USD / SOLD PLN
000000000
1.00000000
NC
-1108.57000000
-0.00547878364
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
151926.91000000
PLN
36560.00000000
USD
2022-01-20
-1108.57000000
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
49000.00000000
PA
USD
5145.00000000
0.025427660708
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
17726.25000000
0.087606816450
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
330000.00000000
PA
78931.31000000
0.390094960149
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
4650.00000000
0.022981267695
Long
DBT
CORP
VE
N
2
2026-11-15
None
0.00000000
Y
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
-230.47000000
-0.00113903070
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
301058816.00000000
IDR
20860.51000000
USD
2022-01-25
-230.47000000
N
N
N
Republic of Azerbaijan
549300P74FF45UQVU281
Republic of Azerbaijan International Bond
000000000
200000.00000000
PA
USD
202037.50000000
0.998511370345
Long
DBT
NUSS
AZ
N
2
2032-09-01
Fixed
3.50000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
137000.00000000
PA
USD
124181.94000000
0.613732990566
Long
DBT
NUSS
UA
N
2
2040-05-31
None
0.00000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED EUR / SOLD PLN
000000000
1.00000000
NC
N/A
-437.10000000
-0.00216023916
N/A
DFE
XX
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
277362.00000000
PLN
60000.00000000
EUR
2022-01-20
-437.10000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED EUR / SOLD HUF
000000000
1.00000000
NC
N/A
747.79000000
0.003695733800
N/A
DFE
XX
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
21961800.00000000
HUF
60000.00000000
EUR
2022-01-20
747.79000000
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
460000.00000000
PA
77071.79000000
0.380904825331
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
20000.00000000
PA
USD
20922.50000000
0.103403349111
Long
DBT
NUSS
CO
N
2
2026-01-28
Fixed
4.50000000
N
N
N
N
N
N
CHINA DEVELOPMENT BANK
300300C1020111000029
China Development Bank
000000000
1440000.00000000
PA
232039.77000000
1.146788832357
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
65000.00000000
PA
USD
58837.19000000
0.290785637390
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
1360000.00000000
PA
210021.93000000
1.037972085018
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
14811.44000000
0.073201218839
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
50580.75000000
0.249980592690
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
75000.00000000
PA
USD
82678.13000000
0.408612524328
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
65479.38000000
0.323612722653
Long
DBT
NUSS
CO
N
2
2027-04-25
Fixed
3.87500000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAL4
40000.00000000
PA
USD
45545.00000000
0.225092868217
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
17561.25000000
0.086791352112
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
5192.50000000
0.025662415593
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
28740.00000000
0.142039060984
Long
DBT
NUSS
ZA
N
2
2047-09-27
Fixed
5.65000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
-8885.72000000
-0.04391507741
N/A
DFE
HU
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
211868.21000000
USD
65960400.00000000
HUF
2022-01-20
-8885.72000000
N
N
N
Republic of El Salvador
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
35000.00000000
PA
USD
19759.69000000
0.097656500102
Long
DBT
NUSS
SV
N
2
2035-06-15
Fixed
7.65000000
N
N
N
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
190000.00000000
PA
44415.62000000
0.219511237225
Long
DBT
NUSS
PL
N
2
2026-07-25
Fixed
2.50000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
1487000.00000000
PA
368219.61000000
1.819817941567
Long
DBT
NUSS
MY
N
2
2027-11-16
Fixed
3.89900000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
-7637.44000000
-0.03774581788
N/A
DFE
TH
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
570119.33000000
USD
18794553.76000000
THB
2022-02-24
-7637.44000000
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
0.73000000
0.000003607811
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
319406.00000000
ZAR
20000.00000000
USD
2022-01-20
0.73000000
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
-187.83000000
-0.00092829494
N/A
DFE
TH
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
10000.00000000
USD
327860.00000000
THB
2022-02-24
-187.83000000
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780CW4
50000.00000000
PA
USD
49437.50000000
0.244330413272
Long
DBT
NUSS
ID
N
2
2051-03-12
Fixed
3.05000000
N
N
N
N
N
N
Republic of Turkey
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CL2
60000.00000000
PA
USD
56355.00000000
0.278518137849
Long
DBT
NUSS
TR
N
2
2027-03-25
Fixed
6.00000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
42.48000000
0.000209945000
N/A
DFE
ID
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
9224.78000000
USD
132151184.00000000
IDR
2022-01-11
42.48000000
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
217800000.00000000
PA
48329.93000000
0.238856571839
Long
DBT
NUSS
CO
N
2
2028-04-28
Fixed
6.00000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
24.62000000
0.000121677163
N/A
DFE
HU
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
3144.73000000
USD
1029900.00000000
HUF
2022-01-20
24.62000000
N
N
N
Government of Jamaica
529900Y93KNSXZI8KK56
Jamaica Government International Bond
470160CB6
20000.00000000
PA
USD
27735.00000000
0.137072141837
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
10063.69000000
0.049736850300
Long
DBT
NUSS
LB
N
2
2020-03-09
None
0.00000000
Y
N
N
N
N
N
2022-01-14
THE LAZARD FUNDS, INC.
Christopher Snively
Christopher Snively
Chief Financial Officer and Treasurer