0001752724-23-041510.txt : 20230227
0001752724-23-041510.hdr.sgml : 20230227
20230227112450
ACCESSION NUMBER: 0001752724-23-041510
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20221231
FILED AS OF DATE: 20230227
DATE AS OF CHANGE: 20230227
PERIOD START: 20221231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: MORGAN STANLEY EMERGING MARKETS DEBT FUND INC
CENTRAL INDEX KEY: 0000904112
IRS NUMBER: 133713706
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-07694
FILM NUMBER: 23671488
BUSINESS ADDRESS:
STREET 1: 522 FIFTH AVENUE
CITY: NEW YORK
STATE: NY
ZIP: 10036
BUSINESS PHONE: 800-231-2608
MAIL ADDRESS:
STREET 1: 522 FIFTH AVENUE
CITY: NEW YORK
STATE: NY
ZIP: 10036
FORMER COMPANY:
FORMER CONFORMED NAME: MORGAN STANLEY DEAN WITTER EMERGING MARKETS DEBT FUND INC
DATE OF NAME CHANGE: 20000504
FORMER COMPANY:
FORMER CONFORMED NAME: MORGAN STANLEY EMERGING MARKETS DEBT FUND INC
DATE OF NAME CHANGE: 19930714
NPORT-P
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MORGAN STANLEY EMERGING MARKETS DEBT FUND INC
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800-231-2608
MORGAN STANLEY EMERGING MARKETS DEBT FUND INC
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2022-12-31
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DP World Salaam
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DBT
CORP
KY
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2025-10-01
Fixed
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N
N
N
N
N
N
Republic of Colombia
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2045-06-15
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Times China Holdings Ltd
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2024-06-04
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HUNGARY
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USD
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2041-03-29
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UST
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Sri Lanka Government International Bond
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USD
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2025-11-03
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LATAM AIRLINES GROUP SA
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Latam Airlines Group SA
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USD
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CL
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2
2027-10-15
Fixed
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N
N
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N
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UKRAINE GOVERNMENT
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Ukraine Government International Bond
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2310000.00000000
PA
USD
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DBT
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UA
Y
2
2025-09-01
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N
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Arab Republic of Egypt
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Egypt Government International Bond
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PA
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DBT
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EG
Y
2
2026-04-16
Fixed
4.75000000
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N
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N
N
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DOMINICAN REPUBLIC
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Dominican Republic International Bond
25714PEF1
400000.00000000
PA
USD
333524.42000000
0.216275964728
Long
DBT
NUSS
DO
N
2
2032-09-23
Fixed
4.88000000
N
N
N
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
300000.00000000
PA
USD
303474.20000000
0.196789714453
Long
DBT
NUSS
DO
Y
2
2026-01-29
Fixed
6.88000000
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N
N
N
N
N
Kingdom of Jordan
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Jordan Government International Bond
418097AJ0
950000.00000000
PA
USD
820043.80000000
0.531762453749
Long
DBT
NUSS
JO
N
2
2047-10-10
Fixed
7.38000000
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N
N
N
N
N
FIN DEPT GOVT SHARJAH
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Finance Department Government of Sharjah
000000000
791000.00000000
PA
USD
534991.27000000
0.346918384688
Long
DBT
NUSS
AE
Y
2
2051-03-10
Fixed
4.38000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
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Petroleos Mexicanos
71654QDD1
3200000.00000000
PA
USD
2221387.84000000
1.440472629056
Long
DBT
CORP
MX
N
2
2050-01-23
Fixed
7.69000000
N
N
N
N
N
N
ATP TOW / AND TELECOM
N/A
ATP Tower Holdings LLC / Andean Tower Partners Colombia SAS / Andean Telecom Par
000000000
332000.00000000
PA
USD
293212.44000000
0.190135412967
Long
DBT
CORP
US
Y
2
2026-04-27
Fixed
4.05000000
N
N
N
N
N
N
Republic of Turkey
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CB4
400000.00000000
PA
USD
261437.20000000
0.169530562847
Long
DBT
NUSS
TR
N
2
2043-04-16
Fixed
4.88000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
77586RAK6
866000.00000000
PA
USD
770081.84000000
0.499364313011
Long
DBT
NUSS
RO
N
2
2027-02-27
Fixed
3.00000000
N
N
N
N
N
N
PETRA DIAMONDS US TREAS
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Petra Diamonds US Treasury PLC
000000000
417421.20000000
PA
USD
415334.09000000
0.269325949204
Long
DBT
CORP
GB
Y
2
2026-03-08
Fixed
10.50000000
N
N
Y
N
N
N
Chicago Board of Trade
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US 10YR ULTRA FUT MAR23
000000000
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NC
USD
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N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Ultra 10-Year U.S. Treasury Notes Futures
UXYH3 Comdty
2023-03-22
7584234.38000000
USD
-14234.38000000
N
N
N
Minejesa Capital BV
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Minejesa Capital BV
000000000
1113000.00000000
PA
USD
979662.60000000
0.635268247894
Long
DBT
CORP
NL
Y
2
2030-08-10
Fixed
4.63000000
N
N
N
N
N
N
JSW INFRASTRUCTURE
3358003E3YFK92C9WX80
JSW Infrastructure Ltd
000000000
1130000.00000000
PA
USD
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0.624417786595
Long
DBT
CORP
IN
Y
2
2029-01-21
Fixed
4.95000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDF6
500000.00000000
PA
USD
317199.30000000
0.205689840098
Long
DBT
CORP
MX
N
2
2060-01-28
Fixed
6.95000000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
000000000
483000.00000000
PA
USD
434328.80000000
0.281643185915
Long
DBT
CORP
MX
Y
2
2033-01-18
Fixed
5.13000000
N
N
N
N
N
N
Merrill Lynch, Pierce, Fenner & Smith Incorporated
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MERRILL LYNCH TRI PARTY A REPO
000000000
62598.91301081
PA
USD
62598.91301081
0.040592650764
Long
RA
CORP
US
N
2
Repurchase
Y
4.25000000
2023-01-03
67378.68779100
USD
63850.95797365
USD
UST
N
N
THREE GORGES FIN I CAYMA
549300FD0MPTWEITI779
Three Gorges Finance I Cayman Islands Ltd
88556LAA4
780000.00000000
PA
USD
758242.25000000
0.491686857941
Long
DBT
CORP
KY
N
2
2025-06-10
Fixed
3.70000000
N
N
N
N
N
N
AUNA SA
549300C3XBVL3X4TME11
Auna SAA
000000000
1416000.00000000
PA
USD
1175879.28000000
0.762506162775
Long
DBT
CORP
PE
Y
2
2025-11-20
Fixed
6.50000000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756CC2
590000.00000000
PA
USD
513645.10000000
0.333076329255
Long
DBT
NUSS
BR
N
2
2030-06-12
Fixed
3.88000000
N
N
N
N
N
SINOPEC GRP DEV 2018
549300C6OZZ8LTVR8209
Sinopec Group Overseas Development 2018 Ltd
82939GAL2
1770000.00000000
PA
USD
1592191.80000000
1.032466580941
Long
DBT
CORP
VG
N
2
2029-11-12
Fixed
2.95000000
N
N
N
N
N
N
ALAM SUTERA REALTY TBK
2549001ML992STTEP738
Alam Sutera Realty Tbk PT
000000000
2120000.00000000
PA
USD
1421460.00000000
0.921754493487
Long
DBT
CORP
ID
Y
2
2025-11-02
Fixed
11.00000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780CU8
700000.00000000
PA
USD
592042.08000000
0.383913333877
Long
DBT
NUSS
ID
N
2
2070-04-15
Fixed
4.45000000
N
N
N
N
N
N
The Federal Republic of Nigeria
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
530000.00000000
PA
USD
526310.67000000
0.341289396144
Long
DBT
NUSS
NG
Y
2
2023-07-12
Fixed
6.38000000
N
N
N
N
N
N
HSBC Bank PLC
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PURCHASED USD / SOLD EUR
000000000
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NC
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N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
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EUR
100934.13000000
USD
2023-01-13
-2045.91000000
N
N
N
ENDEAVOR MINING PLC
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Endeavour Mining PLC
000000000
1280000.00000000
PA
USD
1102464.00000000
0.714899572206
Long
DBT
CORP
GB
Y
2
2026-10-14
Fixed
5.00000000
N
N
N
N
N
N
Republic of Iraq
N/A
Iraq International Bond
000000000
3691187.50000000
PA
USD
3411775.68000000
2.212386956940
Long
DBT
NUSS
IQ
Y
2
2028-01-15
Fixed
5.80000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JAC4
1030000.00000000
PA
USD
639527.00000000
0.414705222768
Long
DBT
NUSS
EG
N
2
2061-02-16
Fixed
7.50000000
N
N
N
N
N
N
Republic of Zambia
213800DMLAZ6LGMMD849
Zambia Government International Bond
000000000
1961000.00000000
PA
USD
825473.15000000
0.535283149202
Long
DBT
NUSS
ZM
Y
2
2022-09-20
Fixed
5.38000000
N
Y
N
N
N
N
REPUBLIC OF ARMENIA
5299000H77JSW90G7935
Republic of Armenia International Bond
000000000
300000.00000000
PA
USD
239918.10000000
0.155576369890
Long
DBT
NUSS
AM
Y
2
2031-02-02
Fixed
3.60000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
1500000.00000000
PA
USD
288800.40000000
0.187274398450
Long
DBT
NUSS
UA
Y
2
2031-05-21
Fixed
6.88000000
N
Y
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
2200000.00000000
PA
436673.81000000
0.283163822095
Long
DBT
NUSS
UA
Y
2
2028-06-20
Fixed
6.75000000
N
Y
N
N
N
N
GUARA NORTE SARL
549300U2I4L03BBA3485
Guara Norte Sarl
000000000
910570.00000000
PA
USD
771775.90000000
0.500462836654
Long
DBT
CORP
LU
Y
2
2034-06-15
Fixed
5.20000000
N
N
N
N
N
N
SINOPEC GRP OVERSEA 2012
N/A
Sinopec Group Overseas Development 2012 Ltd
000000000
970000.00000000
PA
USD
905499.35000000
0.587176631570
Long
DBT
CORP
VG
Y
2
2042-05-17
Fixed
4.88000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEE4
800000.00000000
PA
USD
589736.07000000
0.382417987487
Long
DBT
NUSS
DO
N
2
2060-01-30
Fixed
5.88000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT MAR23
000000000
92.00000000
NC
USD
-35187.50000000
-0.02281755113
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Ultra Long Term U.S. Treasury Bond Futures
WNH3 Comdty
2023-03-22
12391937.50000000
USD
-35187.50000000
N
N
N
KWG GROUP HOLDINGS
549300LK82ZOM9ZE7H90
KWG Group Holdings Ltd
000000000
430000.00000000
PA
USD
205325.00000000
0.133144261094
Long
DBT
CORP
KY
N
2
2024-08-30
Fixed
7.88000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
500000.00000000
PA
424481.39000000
0.275257572238
Long
DBT
NUSS
CI
Y
2
2032-01-30
Fixed
4.88000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71643VAB1
3263000.00000000
PA
USD
2568640.13000000
1.665650515653
Long
DBT
CORP
MX
N
2
2032-02-16
Fixed
6.70000000
N
N
N
N
N
N
BENIN INTL GOV BOND
635400Q11P6AE5A5Y230
Benin Government International Bond
000000000
273000.00000000
PA
212777.56000000
0.137976919535
Long
DBT
NUSS
BJ
Y
2
2052-01-19
Fixed
6.88000000
N
N
N
N
N
N
SHELF DRILL HOLD LTD
54930078ZJ3XP4MRYB68
Shelf Drilling Holdings Ltd
000000000
1176000.00000000
PA
USD
1153950.00000000
0.748285986070
Long
DBT
CORP
KY
Y
2
2024-11-15
Fixed
8.88000000
N
N
N
N
N
N
MONGOLIA INTL BOND
N/A
Mongolia Government International Bond
60937LAC9
310000.00000000
PA
USD
268172.54000000
0.173898135561
Long
DBT
NUSS
MN
N
2
2026-04-07
Fixed
5.13000000
N
N
N
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
817477AF9
400000.00000000
PA
USD
288840.00000000
0.187300077314
Long
DBT
NUSS
RS
N
2
2030-12-01
Fixed
2.13000000
N
N
N
N
N
N
FEDERAL REP OF ETHIOPIA
N/A
Ethiopia International Bond
000000000
1230000.00000000
PA
USD
772809.00000000
0.501132756713
Long
DBT
NUSS
ET
Y
2
2024-12-11
Fixed
6.63000000
N
N
N
N
N
N
VTR COMUNICACIONES SPA
213800XDZJKMC1AEUV94
VTR Comunicaciones SpA
000000000
808000.00000000
PA
USD
503086.78000000
0.326229721609
Long
DBT
CORP
CL
Y
2
2028-01-15
Fixed
5.13000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JX62
430000.00000000
PA
USD
292237.03000000
0.189502902344
Long
DBT
NUSS
EG
N
2
2050-05-29
Fixed
8.88000000
N
N
N
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
450000.00000000
PA
USD
435781.64000000
0.282585288963
Long
DBT
NUSS
ID
Y
2
2027-07-18
Fixed
3.85000000
N
N
N
N
N
N
IHS NETHERLANDS HOLDCO
5493006Z6YQYCCN2XI74
IHS Netherlands Holdco BV
44963LAC0
1100000.00000000
PA
USD
973764.00000000
0.631443264387
Long
DBT
CORP
NL
N
2
2027-09-18
Fixed
8.00000000
N
N
N
N
N
N
SHIMAO GROUP HOLDINGS LT
254900WTJ6B5CU69ZD26
Shimao Group Holdings Ltd
000000000
970000.00000000
PA
USD
184283.23000000
0.119499595716
Long
DBT
CORP
KY
Y
2
2026-07-15
Fixed
5.60000000
N
Y
N
N
N
N
Republic of Sri Lanka
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
200000.00000000
PA
USD
63704.21000000
0.041309387405
Long
DBT
NUSS
LK
Y
2
2024-03-14
Fixed
6.85000000
N
Y
N
N
N
N
UZBEK INDUSTRIAL AND CON
213800C2NIFPFTXYIU69
Uzbek Industrial and Construction Bank ATB
000000000
249000.00000000
PA
USD
234371.25000000
0.151979480837
Long
DBT
CORP
UZ
Y
2
2024-12-02
Fixed
5.75000000
N
N
N
N
N
N
BENIN INTL GOV BOND
635400Q11P6AE5A5Y230
Benin Government International Bond
000000000
981000.00000000
PA
819979.14000000
0.531720524574
Long
DBT
NUSS
BJ
Y
2
2032-01-19
Fixed
4.88000000
N
N
N
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
617726AM6
820000.00000000
PA
USD
564513.42000000
0.366062204718
Long
DBT
NUSS
MA
N
2
2050-12-15
Fixed
4.00000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
1100000.00000000
PA
USD
734541.50000000
0.476317960602
Long
DBT
NUSS
RO
Y
2
2051-02-14
Fixed
4.00000000
N
N
N
N
N
N
REPUBLIC OF SURINAME INT
254900SYU4G5JM13TN77
Suriname Government International Bond
000000000
3483000.00000000
PA
USD
2814264.00000000
1.824926827248
Long
DBT
NUSS
SR
Y
2
2026-10-26
Fixed
9.25000000
N
Y
N
N
N
N
NETWORK I2I LTD
2549003L8M1FGHLHOX45
Network i2i Ltd
V6703DAA2
410000.00000000
PA
USD
393087.50000000
0.254900010875
Long
DBT
CORP
MU
Y
2
2025-01-15
Fixed
5.65000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BA9
1385000.00000000
PA
USD
1363024.39000000
0.883861562207
Long
DBT
NUSS
UY
N
2
2050-06-18
Fixed
5.10000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
420000.00000000
PA
289286.56000000
0.187589651897
Long
DBT
NUSS
RO
Y
2
2033-04-14
Fixed
2.00000000
N
N
N
N
N
N
NATURA &CO LUX HLD SARL
54930074AZRQQPMINM11
Natura &Co Luxembourg Holdings Sarl
63884WAA6
500000.00000000
PA
USD
438214.21000000
0.284162703964
Long
DBT
CORP
LU
N
2
2029-04-19
Fixed
6.00000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
200000.00000000
PA
151909.63000000
0.098506735368
Long
DBT
NUSS
CI
Y
2
2048-03-22
Fixed
6.63000000
N
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
3140000.00000000
PA
USD
1001910.51000000
0.649695042185
Long
DBT
NUSS
LK
Y
2
2030-03-28
Fixed
7.55000000
N
Y
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-191731.65000000
-0.12432956954
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
9009926.49000000
EUR
9458981.23000000
USD
2023-01-13
-191731.65000000
N
N
N
NPC UKRENERGO
8945009LCLS92V4AK321
NPC Ukrenergo
63718LAA2
690000.00000000
PA
USD
125080.44000000
0.081109181839
Long
DBT
CORP
UA
N
2
2028-11-09
Fixed
6.88000000
N
Y
N
N
N
N
SUNAC CHINA HOLDINGS LTD
549300OLARYHDXP3WK18
Sunac China Holdings Ltd
000000000
1080000.00000000
PA
USD
238261.90000000
0.154502396797
Long
DBT
CORP
KY
Y
2
2023-04-19
None
0.00000000
Y
N
N
N
N
N
Republic of Gabon
N/A
Gabon Government International Bond
362420AC5
740000.00000000
PA
USD
703000.00000000
0.455864680625
Long
DBT
NUSS
GA
N
2
2025-06-16
Fixed
6.95000000
N
N
N
N
N
N
FIN DEPT GOVT SHARJAH
254900ZNL8O3F1CLJO24
Finance Department Government of Sharjah
000000000
2562000.00000000
PA
USD
1687461.30000000
1.094244675095
Long
DBT
NUSS
AE
Y
2
2050-07-28
Fixed
4.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)MAR23
000000000
32.00000000
NC
USD
-45828.14000000
-0.02971753969
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 10 Year US Treasury Note Future
TYH3 Comdty
2023-03-22
3639328.14000000
USD
-45828.14000000
N
N
N
Morgan Stanley & Co. LLC
549300OJY9IZ31SGS926
Morgan Stanley Institutional Liquidity Funds - Treasury Securities Portfolio
61747C525
14789797.83000000
NS
USD
14789797.83000000
9.590535511079
Long
STIV
RF
US
N
1
N
N
N
Republic of Sri Lanka
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
2650000.00000000
PA
USD
845561.42000000
0.548309511632
Long
DBT
NUSS
LK
Y
2
2027-05-11
Fixed
6.20000000
N
Y
N
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long: BMIBD9YE7 CDS USD R F 1.00000 II7154800221109 SOVEREIGN / Short: BMIBD9YE7 CDS USD P V 03MEVENT II9735920221109 SOVEREIGN
000000000
8065000.00000000
OU
Notional Amount
USD
-148637.55000000
-0.09638493493
N/A
DCR
GB
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Vietnam Government International Bonds
Vietnam Government International Bonds
Y
sell protection
2027-12-20
0.00000000
USD
-187932.08000000
USD
8065000.00000000
USD
39294.53000000
N
N
N
EMIRATES NBD BANK PJSC
54930029BCN8HF3B1286
Emirates NBD Bank PJSC
000000000
910000.00000000
PA
USD
890341.27000000
0.577347281218
Long
DBT
CORP
AE
Y
2
2026-04-09
Fixed
6.13000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
632000.00000000
PA
566641.69000000
0.367442294510
Long
DBT
NUSS
RO
Y
2
2028-03-07
Fixed
2.13000000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DL9
300000.00000000
PA
USD
217462.07000000
0.141014618902
Long
DBT
NUSS
CL
N
2
2050-01-25
Fixed
3.50000000
N
N
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
000000000
2078000.00000000
PA
1601230.05000000
1.038327489831
Long
DBT
NUSS
RS
Y
2
2029-06-26
Fixed
1.50000000
N
N
N
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
000000000
670000.00000000
PA
USD
665308.34000000
0.431423291510
Long
DBT
CORP
MX
Y
2
2030-10-14
Fixed
8.38000000
N
N
N
N
N
N
IPOTEKA-BANK ATIB
213800UWVX5JSNXJS434
Ipoteka-Bank ATIB
000000000
230000.00000000
PA
USD
200560.00000000
0.130054367491
Long
DBT
CORP
UZ
Y
2
2025-11-19
Fixed
5.50000000
N
N
N
N
N
N
ABU DHABI GOVT INT'L
213800FER4348CINTA77
Abu Dhabi Government International Bond
29135LAE0
1000000.00000000
PA
USD
898704.00000000
0.582770145002
Long
DBT
NUSS
AE
N
2
2029-09-30
Fixed
2.50000000
N
N
N
N
N
N
Republic of Sri Lanka
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
200000.00000000
PA
USD
64051.30000000
0.041534460054
Long
DBT
NUSS
LK
Y
2
2026-07-18
Fixed
6.83000000
N
Y
N
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
445545AL0
1250000.00000000
PA
USD
1250875.00000000
0.811137599398
Long
DBT
NUSS
HU
N
2
2024-03-25
Fixed
5.38000000
N
N
N
N
N
N
ABU DHABI GOVT INT'L
213800FER4348CINTA77
Abu Dhabi Government International Bond
000000000
1040000.00000000
PA
USD
967398.64000000
0.627315607483
Long
DBT
NUSS
AE
Y
2
2030-04-16
Fixed
3.13000000
N
N
N
N
N
N
BRASKEM NETHERLANDS
2549000TLMHFQ74DS330
Braskem Netherlands Finance BV
10554TAD7
530000.00000000
PA
USD
451938.21000000
0.293062116307
Long
DBT
CORP
NL
N
2
2030-01-31
Fixed
4.50000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BN3
1580000.00000000
PA
USD
1175923.56000000
0.762534876414
Long
DBT
NUSS
PA
N
2
2032-09-29
Fixed
2.25000000
N
N
N
N
N
N
ISLAMIC REP OF PAKISTAN
529900LOP29R5WKHOD86
Pakistan Government International Bond
000000000
600000.00000000
PA
USD
211500.00000000
0.137148477883
Long
DBT
NUSS
PK
Y
2
2051-04-08
Fixed
8.88000000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
910000.00000000
PA
USD
55737.50000000
0.036143325229
Long
DBT
NUSS
LB
N
2
2029-05-25
None
0.00000000
Y
N
N
N
N
N
GOL FINANCE SA
5299007RH8MA67ZC6J07
Gol Finance SA
000000000
1000000.00000000
PA
USD
595817.92000000
0.386361800585
Long
DBT
CORP
LU
Y
2
2026-06-30
Fixed
8.00000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCL4
2200000.00000000
PA
USD
1349975.00000000
0.875399604875
Long
DBT
CORP
MX
N
2
2048-02-12
Fixed
6.35000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780DN3
800000.00000000
PA
USD
784668.70000000
0.508823252236
Long
DBT
NUSS
ID
N
2
2032-09-20
Fixed
4.65000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
550000.00000000
PA
USD
255605.93000000
0.165749239893
Long
DBT
NUSS
EC
Y
2
2035-07-31
Variable
2.50000000
N
N
N
N
N
N
CANACOL ENERGY LTD
549300X5MNRWPMSM9N14
Canacol Energy Ltd
000000000
627000.00000000
PA
USD
554747.62000000
0.359729511549
Long
DBT
CORP
CA
Y
2
2028-11-24
Fixed
5.75000000
N
N
N
N
N
N
LIBERTY LATIN AMERICA
213800YWQHEAX7CAVO83
Liberty Latin America Ltd
53069QAB5
1208000.00000000
PA
USD
1078140.00000000
0.699126524565
Long
DBT
CORP
BM
N
2
2024-07-15
Fixed
2.00000000
N
N
N
N
Y
Liberty Latin America Ltd
Liberty Latin America Ltd
USD
XXXX
N
N
N
MONGOLIA INTL BOND
N/A
Mongolia Government International Bond
000000000
506000.00000000
PA
USD
494210.20000000
0.320473648627
Long
DBT
NUSS
MN
Y
2
2023-05-01
Fixed
5.63000000
N
N
N
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long: BMIBBA6N7 CDS USD R F 1.00000 II8626830221019 SOVEREIGN / Short: BMIBBA6N7 CDS USD P V 03MEVENT II9028230221019 SOVEREIGN
000000000
1034091.00000000
OU
Notional Amount
USD
-18742.27000000
-0.01215354043
N/A
DCR
GB
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Vietnam Government International Bonds
Vietnam Government International Bonds
Y
sell protection
2027-12-20
0.00000000
USD
-29719.59000000
USD
1034091.00000000
USD
10977.32000000
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
522000.00000000
PA
USD
214975.96000000
0.139402485558
Long
DBT
NUSS
EC
Y
2
2040-07-31
Variable
1.50000000
N
N
N
N
N
N
REPUBLIC OF MOZAMBIQUE
213800759WLKYIKPER73
Mozambique International Bond
000000000
1080000.00000000
PA
USD
831600.00000000
0.539256142828
Long
DBT
NUSS
MZ
Y
2
2031-09-15
Variable
5.00000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEP9
490000.00000000
PA
USD
452691.90000000
0.293550851230
Long
DBT
NUSS
DO
N
2
2029-02-22
Fixed
5.50000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
500000.00000000
PA
USD
368585.05000000
0.239011246232
Long
DBT
NUSS
DO
Y
2
2060-01-30
Fixed
5.88000000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
035198AD2
600000.00000000
PA
USD
528168.00000000
0.342493793224
Long
DBT
NUSS
AO
N
2
2029-11-26
Fixed
8.00000000
N
N
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Republic of Kenya Government International Bond
491798AK0
370000.00000000
PA
USD
317149.20000000
0.205657352444
Long
DBT
NUSS
KE
N
2
2032-05-22
Fixed
8.00000000
N
N
N
N
N
N
PT PERTAMINA (PERSERO)
254900NDAKGNZ2IBBL45
Pertamina Persero PT
000000000
1500000.00000000
PA
USD
1488750.00000000
0.965389108508
Long
DBT
CORP
ID
Y
2
2023-05-20
Fixed
4.30000000
N
N
N
N
N
N
MONG DUONG FIN HLDGS BV
549300995KGQFMWSV879
Mong Duong Finance Holdings BV
000000000
1269000.00000000
PA
USD
1058127.96000000
0.686149593949
Long
DBT
CORP
NL
Y
2
2029-05-07
Fixed
5.13000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
1183518.00000000
PA
USD
766408.95000000
0.496982604865
Long
DBT
NUSS
EC
N
2
2030-07-31
Variable
5.50000000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
2580000.00000000
PA
USD
158050.80000000
0.102489014885
Long
DBT
NUSS
LB
Y
2
2027-03-23
None
0.00000000
Y
N
N
N
N
N
KERNEL HOLDING SA
5493003GR6L4DZOS2U12
Kernel Holding SA
000000000
219000.00000000
PA
USD
94074.95000000
0.061003480848
Long
DBT
CORP
LU
Y
2
2027-10-27
Fixed
6.75000000
N
N
N
N
N
N
SEPLAT ENERGY PL
029200711C4S4CB2E982
SEPLAT Energy PLC
000000000
880000.00000000
PA
USD
708417.60000000
0.459377756719
Long
DBT
CORP
NG
Y
2
2026-04-01
Fixed
7.75000000
N
N
N
N
N
N
AES GENER SA
549300IF4IFG0FS0RM26
AES Andes SA
000000000
459000.00000000
PA
USD
437476.37000000
0.283684247071
Long
DBT
CORP
CL
Y
2
2079-03-26
Fixed
7.13000000
N
N
N
N
N
N
BENIN INTL GOV BOND
635400Q11P6AE5A5Y230
Benin Government International Bond
000000000
2345000.00000000
PA
1833026.31000000
1.188637202541
Long
DBT
NUSS
BJ
Y
2
2035-01-22
Fixed
4.95000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-44292.91000000
-0.02872201034
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
2081429.06000000
EUR
2185167.48000000
USD
2023-01-13
-44292.91000000
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
320000.00000000
PA
USD
101586.20000000
0.065874197182
Long
DBT
NUSS
LK
Y
2
2023-04-18
Fixed
5.75000000
N
Y
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
750000.00000000
PA
USD
509715.75000000
0.330528318042
Long
DBT
NUSS
EG
Y
2
2050-05-29
Fixed
8.88000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) MAR23
000000000
68.00000000
NC
USD
1593.78000000
0.001033496459
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 5 Year US Treasury Note Future
FVH3 Comdty
2023-03-31
7337625.00000000
USD
1593.78000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) MAR23
000000000
28.00000000
NC
USD
218.74000000
0.000141843300
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT U.S. Long Bond Futures
USH3 Comdty
2023-03-22
3509406.26000000
USD
218.74000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-923.10000000
-0.00059858988
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
220000.00000000
EUR
235705.32000000
USD
2023-03-15
-923.10000000
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
672000.00000000
PA
725624.08000000
0.470535404670
Long
DBT
NUSS
RO
Y
2
2026-09-27
Fixed
5.00000000
N
N
N
N
N
N
EXPORT-IMPORT BK INDIA
335800OFZ8YEIVN1QI11
Export-Import Bank of India
30216KAF9
340000.00000000
PA
USD
268567.02000000
0.174153938547
Long
DBT
NUSS
IN
Y
2
2031-01-13
Fixed
2.25000000
N
N
N
N
N
SUZANO AUSTRIA GMBH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAJ1
225000.00000000
PA
USD
189265.84000000
0.122730599864
Long
DBT
CORP
AT
N
2
2031-01-15
Fixed
3.75000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
68205LAS2
1500000.00000000
PA
USD
1513917.00000000
0.981708804692
Long
DBT
NUSS
OM
N
2
2031-01-25
Fixed
6.25000000
N
N
N
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd
36321PAC4
1265000.00000000
PA
USD
983669.09000000
0.637866281015
Long
DBT
CORP
JE
N
2
2040-09-30
Fixed
3.25000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BOBL FUTURE MAR23
000000000
-27.00000000
NC
114452.46000000
0.074217402737
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
CME 1 Year Mid-Curve 3 Month Eurodollar Option
OEH2 Comdty
2023-03-08
-3232170.00000000
EUR
114452.46000000
N
N
N
LIMAK ISKENDERUN
5299001DUZ9PI7TCRC47
Limak Iskenderun Uluslararasi Liman Isletmeciligi AS
000000000
1389624.32000000
PA
USD
1201413.60000000
0.779064049876
Long
DBT
CORP
TR
Y
2
2036-07-10
Fixed
9.50000000
N
N
N
N
N
N
Republic of Paraguay
529900UXKJTJPCU0HK83
Paraguay Government International Bond
699149AH3
700000.00000000
PA
USD
605811.61000000
0.392842270429
Long
DBT
NUSS
PY
N
2
2050-03-30
Fixed
5.40000000
N
N
N
N
N
N
COSTA RICA GOVERNMENT
549300S1EK2VN6XVJP58
Costa Rica Government International Bond
221597CP0
505000.00000000
PA
USD
492318.85000000
0.319247191068
Long
DBT
NUSS
CR
N
2
2031-02-19
Fixed
6.13000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DR3
1000000.00000000
PA
USD
767838.23000000
0.497909430285
Long
DBT
NUSS
CO
N
2
2030-01-30
Fixed
3.00000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
131000.00000000
PA
97885.79000000
0.063474643522
Long
DBT
NUSS
RO
Y
2
2030-07-13
Fixed
1.75000000
N
N
N
N
N
N
REPUBLIC OF GABON
N/A
Gabon Government International Bond
000000000
1100000.00000000
PA
USD
904640.00000000
0.586619380769
Long
DBT
NUSS
GA
Y
2
2031-11-24
Fixed
7.00000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
03846JW55
490000.00000000
PA
USD
311399.90000000
0.201929183442
Long
DBT
NUSS
EG
N
2
2048-02-21
Fixed
7.90000000
N
N
N
N
N
N
Republic of Albania
254900EDM43U3SGRND29
Albania Government International Bond
000000000
324000.00000000
PA
323916.07000000
0.210045370981
Long
DBT
NUSS
AL
Y
2
2025-10-09
Fixed
3.50000000
N
N
N
N
N
N
OFFICE CHERIFIEN DES PHO
213800D26TAPVTCVWG40
OCP SA
000000000
860000.00000000
PA
USD
656081.10000000
0.425439830890
Long
DBT
CORP
MA
Y
2
2051-06-23
Fixed
5.13000000
N
N
N
N
N
N
MERCURY CHILE HOLDCO LLC
N/A
Mercury Chile Holdco LLC
000000000
460000.00000000
PA
USD
441600.00000000
0.286358240347
Long
DBT
CORP
US
Y
2
2027-01-24
Fixed
6.50000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JX39
2000000.00000000
PA
USD
1314958.00000000
0.852692615513
Long
DBT
NUSS
EG
N
2
2059-11-20
Fixed
8.15000000
N
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government Bond
401494AU3
400000.00000000
PA
USD
323176.73000000
0.209565941404
Long
DBT
NUSS
GT
N
2
2041-10-07
Fixed
4.65000000
N
N
N
N
N
N
SOCIALIST REP OF VIETNAM
5493008AE7RS4XK4BZ08
Vietnam Government International Bond
000000000
1900000.00000000
PA
USD
1879100.00000000
1.218513970644
Long
DBT
NUSS
VN
Y
2
2024-11-19
Fixed
4.80000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
450000.00000000
PA
USD
450450.00000000
0.292097077365
Long
DBT
NUSS
OM
Y
2
2023-01-17
Fixed
4.13000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
2301568.00000000
PA
USD
1069626.22000000
0.693605711477
Long
DBT
NUSS
EC
N
2
2035-07-31
Variable
2.50000000
N
N
N
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
1300000.00000000
PA
USD
1290953.43000000
0.837126704223
Long
DBT
NUSS
ID
Y
2
2025-01-15
Fixed
4.13000000
N
N
N
N
N
N
ISLAMIC REP OF PAKISTAN
529900LOP29R5WKHOD86
Pakistan Government International Bond
000000000
325000.00000000
PA
USD
117000.00000000
0.075869370744
Long
DBT
NUSS
PK
Y
2
2031-04-08
Fixed
7.38000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HV5
1310000.00000000
PA
USD
372811.75000000
0.241752075885
Long
DBT
NUSS
AR
N
2
2041-07-09
Variable
3.50000000
N
N
N
N
N
N
DIG INTL FIN/DIG INTL HL
N/A
Digicel International Finance Ltd/Digicel international Holdings Ltd
000000000
1859000.00000000
PA
USD
1601677.22000000
1.038617459972
Long
DBT
CORP
XX
Y
2
2024-05-25
Fixed
8.75000000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123DC1
200000.00000000
PA
USD
164622.00000000
0.106750150005
Long
DBT
NUSS
TR
N
2
2031-06-26
Fixed
5.88000000
N
N
N
N
N
N
ARAGVI FINANCE INTL
635400VKAYT1VT6VBF50
Aragvi Finance International DAC
000000000
1090000.00000000
PA
USD
781774.16000000
0.506946269942
Long
DBT
CORP
IE
Y
2
2026-04-29
Fixed
8.45000000
N
N
N
N
N
N
Republic of Zambia
213800DMLAZ6LGMMD849
Zambia Government International Bond
000000000
635000.00000000
PA
USD
291617.40000000
0.189101099453
Long
DBT
NUSS
ZM
Y
2
2024-04-14
Fixed
8.50000000
N
Y
N
N
N
N
HONDURAS GOVERNMENT
5493002DW1JNBNG17615
Honduras Government International Bond
000000000
2456000.00000000
PA
USD
2173111.22000000
1.409167357423
Long
DBT
NUSS
HN
Y
2
2027-01-19
Fixed
6.25000000
N
N
N
N
N
N
CORP FINANCIERA DE DESAR
254900BOM7T4MG6T0J30
Corp Financiera de Desarrollo SA
21987DAB0
978000.00000000
PA
USD
938190.51000000
0.608375415657
Long
DBT
NUSS
PE
N
2
2029-07-15
Fixed
5.25000000
N
N
N
N
N
N
VTR COMUNICACIONES SPA
213800XDZJKMC1AEUV94
VTR Comunicaciones SpA
000000000
622000.00000000
PA
USD
365210.41000000
0.236822940136
Long
DBT
CORP
CL
Y
2
2029-04-15
Fixed
4.38000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
655000.00000000
PA
706320.27000000
0.458017730160
Long
DBT
NUSS
RO
Y
2
2029-09-27
Fixed
6.63000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDE9
1200000.00000000
PA
USD
910959.60000000
0.590717364319
Long
DBT
CORP
MX
N
2
2031-01-28
Fixed
5.95000000
N
N
N
N
N
N
HONDURAS GOVERNMENT
5493002DW1JNBNG17615
Honduras Government International Bond
438180AJ0
230000.00000000
PA
USD
185516.08000000
0.120299044893
Long
DBT
NUSS
HN
N
2
2030-06-24
Fixed
5.63000000
N
N
N
N
N
N
Republic of Turkey
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123AY6
200000.00000000
PA
USD
168064.20000000
0.108982265800
Long
DBT
NUSS
TR
N
2
2036-03-17
Fixed
6.88000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-25291.76000000
-0.01640059757
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
1188519.86000000
EUR
1247755.69000000
USD
2023-01-13
-25291.76000000
N
N
N
NORTH MACEDONIA
635400RD1N6RVNCE4958
North Macedonia Government International Bond
000000000
1921000.00000000
PA
1615560.45000000
1.047620125989
Long
DBT
NUSS
MK
Y
2
2028-03-10
Fixed
1.63000000
N
N
N
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
000000000
1000000.00000000
PA
USD
722100.00000000
0.468250193285
Long
DBT
NUSS
RS
Y
2
2030-12-01
Fixed
2.13000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
1421474.00000000
PA
USD
585407.56000000
0.379611138513
Long
DBT
NUSS
EC
N
2
2040-07-31
Variable
1.50000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) MAR23
000000000
1.00000000
NC
USD
234.38000000
0.000151985154
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 2 Year U.S. Treasury Notes Futures
TUH3 Comdty
2023-03-31
204843.75000000
USD
234.38000000
N
N
N
Republic of Kazakhstan
5493007OEK8EF02UO833
Kazakhstan Government International Bond
000000000
1100000.00000000
PA
USD
1149258.00000000
0.745243429767
Long
DBT
NUSS
KZ
Y
2
2045-07-21
Fixed
6.50000000
N
N
N
N
N
N
TOTAL PLAY TELECOM
4469000001BSAPAMOQ06
Total Play Telecomunicaciones SA de CV
000000000
1027000.00000000
PA
USD
901767.93000000
0.584756969285
Long
DBT
CORP
MX
Y
2
2025-11-12
Fixed
7.50000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
351225.00000000
PA
USD
138929.48000000
0.090089677140
Long
DBT
NUSS
EC
N
2
2030-07-31
None
0.00000000
N
N
N
N
N
N
KERNEL HOLDING SA
5493003GR6L4DZOS2U12
Kernel Holding SA
000000000
200000.00000000
PA
USD
90214.32000000
0.058500031542
Long
DBT
CORP
LU
Y
2
2024-10-17
Fixed
6.50000000
N
N
N
N
N
N
Provincia de Cordoba
5299006CLM2Z97AATT29
Provincia de Cordoba
000000000
962862.00000000
PA
USD
781121.80000000
0.506523243081
Long
DBT
NUSS
AR
Y
2
2025-12-10
Variable
6.88000000
N
N
N
N
N
N
CORURIPE NETHERLANDS BV
724500EL5MDC9RD0FW48
Coruripe Netherlands BV
000000000
860000.00000000
PA
USD
690150.00000000
0.447532018966
Long
DBT
CORP
NL
Y
2
2027-02-10
Fixed
10.00000000
N
N
N
N
N
N
Republic of El Salvador
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
1785000.00000000
PA
USD
798787.50000000
0.517978675071
Long
DBT
NUSS
SV
Y
2
2027-01-18
Fixed
6.38000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
500000.00000000
PA
USD
470010.00000000
0.304780879858
Long
DBT
NUSS
OM
Y
2
2048-01-17
Fixed
6.75000000
N
N
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
5450.00000000
NS
USD
27250.00000000
0.017670430365
N/A
DE
VE
N
2
N/A
N/A
Call
Purchased
Venezuela Government International Bond
Venezuela Government International Bond
1.00000000
1.00000000
USD
2020-04-15
XXXX
27250.00000000
N
N
N
ULKER BISKUVI SANAYI AS
7890009HEU9BS7J3DA93
Ulker Biskuvi Sanayi AS
000000000
1080000.00000000
PA
USD
913867.92000000
0.592603282339
Long
DBT
CORP
TR
Y
2
2025-10-30
Fixed
6.95000000
N
N
N
N
N
N
TIMES CHINA HLDG LTD
2549000KTINB9ZPZP710
Times China Holdings Ltd
000000000
410000.00000000
PA
USD
90654.09000000
0.058785203108
Long
DBT
CORP
KY
Y
2
2023-07-16
Fixed
6.75000000
N
N
N
N
N
N
Republic of El Salvador
529900AKDMUSFSDOM949
El Salvador Government International Bond
283875BW1
250000.00000000
PA
USD
111749.82000000
0.072464859181
Long
DBT
NUSS
SV
N
2
2029-02-28
Fixed
8.63000000
N
N
N
N
N
N
Republic of Sri Lanka
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
200000.00000000
PA
USD
64050.39000000
0.041533869959
Long
DBT
NUSS
LK
Y
2
2029-03-14
Fixed
7.85000000
N
Y
N
N
N
N
HIDROVIAS INT FIN SARL
222100RBWNBUZOTA9381
Hidrovias International Finance SARL
000000000
1000000.00000000
PA
USD
742001.25000000
0.481155281443
Long
DBT
CORP
LU
Y
2
2031-02-08
Fixed
4.95000000
N
N
N
N
N
N
REPUBLIC OF UZBEKISTAN
213800L6VDKUM3TCM927
Republic of Uzbekistan International Bond
000000000
1000000.00000000
PA
USD
825000.00000000
0.534976332170
Long
DBT
NUSS
UZ
Y
2
2031-10-19
Fixed
3.90000000
N
N
N
N
N
N
Republic of Peru
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638AU6
600000.00000000
PA
USD
634364.06000000
0.411357282520
Long
DBT
NUSS
PE
N
2
2037-03-14
Fixed
6.55000000
N
N
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Republic of Kenya Government International Bond
000000000
550000.00000000
PA
USD
483840.50000000
0.313749352782
Long
DBT
NUSS
KE
Y
2
2028-02-28
Fixed
7.25000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BL7
550000.00000000
PA
USD
356611.71000000
0.231247060151
Long
DBT
NUSS
PA
N
2
2060-07-23
Fixed
3.87000000
N
N
N
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780CJ3
200000.00000000
PA
USD
195519.20000000
0.126785629678
Long
DBT
NUSS
ID
N
2
2049-02-11
Fixed
5.35000000
N
N
N
N
N
Republic of Guatemala
529900QKDFFU9UWW5315
Guatemala Government Bond
401494AR0
380000.00000000
PA
USD
359009.83000000
0.232802135838
Long
DBT
NUSS
GT
N
2
2050-06-01
Fixed
6.13000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
77586TAE6
800000.00000000
PA
USD
738834.40000000
0.479101718052
Long
DBT
NUSS
RO
Y
2
2044-01-22
Fixed
6.13000000
N
N
N
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780BU9
1014000.00000000
PA
USD
986183.07000000
0.639496486833
Long
DBT
NUSS
ID
N
2
2045-01-15
Fixed
5.13000000
N
N
N
N
N
N
VEDANTA RESOURCES
8945002DGA3BBXO3N634
Vedanta Resources Finance II PLC
000000000
800000.00000000
PA
USD
697713.92000000
0.452436889486
Long
DBT
CORP
GB
Y
2
2024-01-21
Fixed
13.88000000
N
N
N
N
N
N
The Federal Republic of Nigeria
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAC7
620000.00000000
PA
USD
502181.40000000
0.325642622371
Long
DBT
NUSS
NG
N
2
2027-11-28
Fixed
6.50000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
549300OJY9IZ31SGS926
Morgan Stanley Institutional Liquidity Funds - Treasury Securities Portfolio
61747C525
674677.17397836
NS
USD
674677.17397836
0.437498569617
Long
STIV
RF
US
N
1
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
400000.00000000
PA
USD
449594.22000000
0.291542141552
Long
DBT
NUSS
ID
Y
2
2044-01-15
Fixed
6.75000000
N
N
N
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PCF3
800000.00000000
PA
USD
748765.25000000
0.485541438911
Long
DBT
NUSS
DO
N
2
2044-04-30
Fixed
7.45000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
420000.00000000
PA
313832.31000000
0.203506494691
Long
DBT
NUSS
RO
N
2
2030-07-13
Fixed
1.75000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
103000.00000000
PA
76242.89000000
0.049440171692
Long
DBT
NUSS
RO
Y
2
2031-07-16
Fixed
2.12000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
830000.00000000
PA
666170.01000000
0.431982046729
Long
DBT
NUSS
RO
N
2
2034-02-07
Fixed
3.75000000
N
N
N
N
N
N
AES PANAMA GENERATION HL
N/A
AES Panama Generation Holdings SRL
00109AAB3
500000.00000000
PA
USD
435522.50000000
0.282417248033
Long
DBT
CORP
PA
N
2
2030-05-31
Fixed
4.38000000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
000000000
550000.00000000
PA
USD
484154.00000000
0.313952643788
Long
DBT
NUSS
AO
Y
2
2029-11-26
Fixed
8.00000000
N
N
N
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
15570000.00000000
PA
USD
759037.50000000
0.492202542703
Long
DBT
CORP
VE
Y
2
2026-11-15
None
0.00000000
Y
N
N
N
N
N
Republic of Azerbaijan
549300P74FF45UQVU281
Republic of Azerbaijan International Bond
000000000
808000.00000000
PA
USD
675690.00000000
0.438155342890
Long
DBT
NUSS
AZ
Y
2
2032-09-01
Fixed
3.50000000
N
N
N
N
N
N
ARDSHININVESTBK (DILIJAN
549300DCGXFXAP2FEV07
Ardshinbank CJSC Via Dilijan Finance BV
000000000
670000.00000000
PA
USD
638909.32000000
0.414304684367
Long
DBT
CORP
NL
Y
2
2025-01-28
Fixed
6.50000000
N
N
N
N
N
N
HONDURAS GOVERNMENT
5493002DW1JNBNG17615
Honduras Government International Bond
000000000
635000.00000000
PA
USD
512185.70000000
0.332129972334
Long
DBT
NUSS
HN
Y
2
2030-06-24
Fixed
5.63000000
N
N
N
N
N
N
REPUBLIC OF UZBEKISTAN
213800L6VDKUM3TCM927
Republic of Uzbekistan International Bond
91822Q2C0
301000.00000000
PA
USD
252656.09000000
0.163836397974
Long
DBT
NUSS
UZ
N
2
2030-11-25
Fixed
3.70000000
N
N
N
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
1209000.00000000
PA
USD
1184746.33000000
0.768256055971
Long
DBT
NUSS
SV
Y
2
2023-01-24
Fixed
7.75000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUXL 30Y BND MAR23
000000000
-1.00000000
NC
30208.08000000
0.019588615564
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex 30 Year Euro BUXL Futures
UBH2 Comdty
2023-03-08
-163460.00000000
EUR
30208.08000000
N
N
N
MC BRAZIL DWNSTRM
213800T2A7R9TYNXZI63
MC Brazil Downstream Trading SARL
000000000
990000.00000000
PA
USD
818292.32000000
0.530626695754
Long
DBT
CORP
LU
Y
2
2031-06-30
Fixed
7.25000000
N
N
N
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PDJ4
1000000.00000000
PA
USD
1011580.65000000
0.655965704038
Long
DBT
NUSS
DO
N
2
2026-01-29
Fixed
6.88000000
N
N
N
N
N
N
PUMA INTERNATIONAL FINAN
222100YFBPO7IDRUBR17
Puma International Financing SA
000000000
1150000.00000000
PA
USD
1080574.50000000
0.700705191087
Long
DBT
CORP
LU
Y
2
2024-10-06
Fixed
5.13000000
N
N
N
N
N
N
Kingdom of Bahrain
549300RODM1WN85LFQ95
Bahrain Government International Bond
000000000
1520000.00000000
PA
USD
1371106.88000000
0.889102702638
Long
DBT
NUSS
BH
Y
2
2047-09-20
Fixed
7.50000000
N
N
N
N
N
N
HTA GROUP LTD
213800WEFU8O8X6EPU13
HTA Group Ltd/Mauritius
000000000
1200000.00000000
PA
USD
1116000.00000000
0.723677074791
Long
DBT
CORP
MU
Y
2
2025-12-18
Fixed
7.00000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BM5
1770000.00000000
PA
USD
1297047.45000000
0.841078409033
Long
DBT
NUSS
PA
N
2
2056-04-01
Fixed
4.50000000
N
N
N
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PCW6
900000.00000000
PA
USD
784780.60000000
0.508895814480
Long
DBT
NUSS
DO
N
2
2045-01-27
Fixed
6.85000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
800000.00000000
PA
598014.74000000
0.387786342047
Long
DBT
NUSS
EG
N
2
2031-04-11
Fixed
6.38000000
N
N
N
N
N
N
PROVINCE OF SALTA
529900F2BTF8AUQGEP42
Province of Salta Argentina
000000000
152000.00000000
PA
USD
106590.00000000
0.069118942116
Long
DBT
NUSS
AR
Y
2
2027-12-01
Variable
8.50000000
N
N
N
N
N
N
FRIGORIFICO CONCEPCION
529900Q6VZVL47QJCQ91
Frigorifico Concepcion SA
000000000
1330000.00000000
PA
USD
1075697.35000000
0.697542573125
Long
DBT
CORP
PY
Y
2
2028-07-21
Fixed
7.70000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEG9
550000.00000000
PA
USD
426455.45000000
0.276537663606
Long
DBT
NUSS
DO
N
2
2041-01-21
Fixed
5.30000000
N
N
N
N
N
N
EXPORT-IMPORT BK INDIA
335800OFZ8YEIVN1QI11
Export-Import Bank of India
30216JAA3
800000.00000000
PA
USD
750148.00000000
0.486438091666
Long
DBT
NUSS
IN
N
2
2026-08-05
Fixed
3.38000000
N
N
N
N
N
N
Pertamina Persero PT
254900NDAKGNZ2IBBL45
Pertamina Persero PT
69370PAC5
500000.00000000
PA
USD
502543.76000000
0.325877596945
Long
DBT
CORP
ID
N
2
2048-11-07
Fixed
6.50000000
N
N
N
N
N
N
BARBADOS GOVT OF
529900UD1KUUS4SFD905
Barbados Government International Bond
000000000
2410000.00000000
PA
USD
2246121.49000000
1.456511316763
Long
DBT
NUSS
BB
Y
2
2029-10-01
Fixed
6.50000000
N
N
N
N
N
N
FONDO MIVIVIENDA SA
549300X41PNOK11PZ670
Fondo MIVIVIENDA SA
344593AF5
360000.00000000
PA
USD
341412.81000000
0.221391239818
Long
DBT
NUSS
PE
N
2
2027-04-12
Fixed
4.63000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUND FUTURE MAR23
000000000
-41.00000000
NC
394121.78000000
0.255570696112
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex 10 Year Euro BUND Futures
RXH2 Comdty
2023-03-08
-5818313.44000000
EUR
394121.78000000
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
000000000
432000.00000000
PA
261930.12000000
0.169850199857
Long
DBT
NUSS
RS
Y
2
2036-09-23
Fixed
2.05000000
N
N
N
N
N
N
Republic of Zambia
213800DMLAZ6LGMMD849
Zambia Government International Bond
000000000
1850000.00000000
PA
USD
833055.00000000
0.540199646541
Long
DBT
NUSS
ZM
Y
2
2027-07-30
Fixed
8.97000000
N
Y
N
N
N
N
BRASKEM IDESA SAPI
YH0V7ZHY352ITDGEYB83
Braskem Idesa SAPI
000000000
1810000.00000000
PA
USD
1431928.83000000
0.928543070791
Long
DBT
CORP
MX
Y
2
2029-11-15
Fixed
7.45000000
N
N
N
N
N
N
2023-01-25
MORGAN STANLEY EMERGING MARKETS DEBT FUND INC
Francis Smith
Francis Smith
Principal Financial Officer