0001752724-23-190409.txt : 20230825
0001752724-23-190409.hdr.sgml : 20230825
20230825123603
ACCESSION NUMBER: 0001752724-23-190409
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230630
FILED AS OF DATE: 20230825
DATE AS OF CHANGE: 20230825
PERIOD START: 20231231
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: 231205468
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
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2029-04-07
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2027-09-15
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BBVA Bancomer SA/Texas
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Goldman Sachs International
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Goldman Sachs International
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SASOL FINANCING USA LLC
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Sasol Financing USA LLC
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Finance Department Government of Sharjah
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2051-03-10
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Petroleos Mexicanos
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2050-01-23
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Petra Diamonds US Treasury PLC
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USD
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2026-03-08
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Minejesa Capital BV
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2030-08-10
Fixed
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UKRAINE GOVERNMENT
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Ukraine Government International Bond
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USD
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DBT
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2
2024-09-01
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ROMANIA
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Romanian Government International Bond
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2030-05-26
Fixed
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REPUBLIC OF GUATEMALA
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Guatemala Government Bond
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USD
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Long
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2033-10-07
Fixed
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HSBC Bank PLC
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PURCHASED USD / SOLD EUR
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Petroleos Mexicanos
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CORP
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2060-01-28
Fixed
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Petroleos Mexicanos
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2025-01-15
Fixed
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Paraguay Government International Bond
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USD
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2033-06-28
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BBVA Bancomer SA/Texas
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2033-01-18
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Auna SAA
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2025-11-20
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2031-01-31
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2027-03-13
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Nigeria Government International Bond
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USD
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2
2023-07-12
Fixed
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Endeavour Mining PLC
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CORP
GB
Y
2
2026-10-14
Fixed
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N
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Republic of Iraq
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Iraq International Bond
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USD
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2028-01-15
Fixed
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KUWAIT INTL BOND
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Kuwait International Government Bond
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USD
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DBT
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2
2027-03-20
Fixed
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N
N
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Republic of Zambia
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Zambia Government International Bond
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USD
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Long
DBT
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ZM
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2022-09-20
Fixed
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N
N
N
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KINGDOM OF BAHRAIN
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Bahrain Government International Bond
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PA
USD
873465.00000000
0.573186100873
Long
DBT
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BH
Y
2
2034-05-18
Fixed
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UKRAINE GOVERNMENT
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Ukraine Government International Bond
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PA
USD
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0.227429803037
Long
DBT
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Y
2
2031-05-21
Fixed
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PETROLEOS MEXICANOS
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Petroleos Mexicanos
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Long
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2
2033-02-07
Fixed
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N
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GUARA NORTE SARL
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Guara Norte Sarl
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USD
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DBT
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LU
Y
2
2034-06-15
Fixed
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ABRA GLOBAL FINANCE
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ABRA Global Finance
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Long
DBT
CORP
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N
2
2028-03-02
Fixed
11.50000000
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N
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N
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REPUBLIC OF KENYA
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Republic of Kenya Government International Bond
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PA
USD
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Long
DBT
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2
2034-01-23
Fixed
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N
N
N
N
N
KWG GROUP HOLDINGS
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KWG Group Holdings Ltd
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PA
USD
71098.90000000
0.046656593300
Long
DBT
CORP
KY
N
2
2024-08-30
Fixed
7.88000000
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Y
N
N
N
N
IVORY COAST
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Ivory Coast Government International Bond
000000000
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PA
596505.76000000
0.391439623480
Long
DBT
NUSS
CI
Y
2
2032-01-30
Fixed
4.88000000
N
N
N
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
000000000
200000.00000000
PA
USD
196627.60000000
0.129031165951
Long
DBT
NUSS
RS
Y
2
2033-09-26
Fixed
6.50000000
N
N
N
N
N
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HSBC Bank PLC
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PURCHASED EUR / SOLD USD
000000000
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DFE
XX
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2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
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900000.00000000
EUR
2023-07-07
9274.19000000
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N
N
Petroleos Mexicanos
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Petroleos Mexicanos
71654QCG5
890000.00000000
PA
USD
792524.62000000
0.520071321442
Long
DBT
CORP
MX
N
2
2027-03-13
Fixed
6.50000000
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N
N
N
N
N
PETROLEOS MEXICANOS
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Petroleos Mexicanos
71643VAB1
2032000.00000000
PA
USD
1546828.50000000
1.015061389563
Long
DBT
CORP
MX
N
2
2032-02-16
Fixed
6.70000000
N
N
N
N
N
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BENIN INTL GOV BOND
635400Q11P6AE5A5Y230
Benin Government International Bond
000000000
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PA
1374351.57000000
0.901878401123
Long
DBT
NUSS
BJ
Y
2
2052-01-19
Fixed
6.88000000
N
N
N
N
N
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INVERSIONES CMPC SA
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Inversiones CMPC SA
46128MAS0
200000.00000000
PA
USD
201458.26000000
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Long
DBT
CORP
CL
N
2
2033-06-23
Fixed
6.13000000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
000000000
232000.00000000
PA
USD
95990.00000000
0.062990656549
Long
DBT
NUSS
GH
Y
2
2042-05-07
Fixed
8.88000000
N
Y
N
N
N
N
SHELF DRILL HOLD LTD
54930078ZJ3XP4MRYB68
Shelf Drilling Holdings Ltd
000000000
502000.00000000
PA
USD
501548.20000000
0.329126475769
Long
DBT
CORP
KY
Y
2
2024-11-15
Fixed
8.88000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) JUN23
000000000
1.00000000
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USD
-1601.56000000
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DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 5 Year U.S. Treasury Notes
FVM3 Comdty
2023-06-30
108531.25000000
USD
-1601.56000000
N
N
N
APL REALTY HLDG PTE LTD
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APL Realty Holdings Pte Ltd
000000000
400000.00000000
PA
USD
202000.00000000
0.132556647806
Long
DBT
CORP
SG
Y
2
2024-06-02
Fixed
5.95000000
N
N
N
N
N
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MONGOLIA INTL BOND
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Mongolia Government International Bond
60937LAC9
310000.00000000
PA
USD
289068.09000000
0.189692559397
Long
DBT
NUSS
MN
N
2
2026-04-07
Fixed
5.13000000
N
N
N
N
N
N
REPUBLIC OF SERBIA
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Serbia International Bond
817477AF9
400000.00000000
PA
USD
308372.80000000
0.202360716053
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
2230000.00000000
PA
USD
1546814.97000000
1.015052510893
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
585000.00000000
PA
USD
305391.66000000
0.200404429295
Long
DBT
CORP
CL
Y
2
2028-01-15
Fixed
5.13000000
N
N
N
N
N
N
KOSMOS ENERGY LTD
213800YDFJ3OT9B5P157
Kosmos Energy Ltd
000000000
315000.00000000
PA
USD
270617.76000000
0.177585064864
Long
DBT
CORP
US
Y
2
2027-05-01
Fixed
7.75000000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
000000000
360000.00000000
PA
USD
156225.60000000
0.102518523948
Long
DBT
NUSS
GH
Y
2
2027-02-11
Fixed
6.38000000
N
Y
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DT6
200000.00000000
PA
USD
150502.00000000
0.098762577268
Long
DBT
NUSS
PE
N
2
2051-03-10
Fixed
3.55000000
N
N
N
N
N
N
IHS NETHERLANDS HOLDCO
5493006Z6YQYCCN2XI74
IHS Netherlands Holdco BV
44963LAC0
1100000.00000000
PA
USD
1005400.00000000
0.659764622301
Long
DBT
CORP
NL
N
2
2027-09-18
Fixed
8.00000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUND FUTURE SEP23
000000000
-54.00000000
NC
33805.39000000
0.022183807802
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
EUX 10 Year Euro BUND Futures
RXU3 Comdty
2023-09-07
-7252940.00000000
EUR
33805.39000000
N
N
N
SHIMAO GROUP HOLDINGS LT
254900WTJ6B5CU69ZD26
Shimao Group Holdings Ltd
000000000
1783000.00000000
PA
USD
148272.62000000
0.097299611231
Long
DBT
CORP
KY
Y
2
2026-07-15
None
0.00000000
Y
N
N
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Paraguay Government International Bond
000000000
564000.00000000
PA
USD
483219.23000000
0.317098620220
Long
DBT
NUSS
PY
Y
2
2050-03-30
Fixed
5.40000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUXL 30Y BND SEP23
000000000
-6.00000000
NC
-23744.52000000
-0.01558165334
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex 30 Year Euro BUXL Futures
UBU3 Comdty
2023-09-07
-815840.00000000
EUR
-23744.52000000
N
N
N
Republic of Sri Lanka
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
200000.00000000
PA
USD
92111.76000000
0.060445673906
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
237297.00000000
0.155719281458
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
400000.00000000
PA
332401.45000000
0.218128821475
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
553295.00000000
0.363083814099
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
788078.50000000
0.517153684002
Long
DBT
NUSS
RO
Y
2
2051-02-14
Fixed
4.00000000
N
N
N
N
N
N
KINGDOM OF JORDAN
5493000JZ4MYPVMBVN50
Jordan Government International Bond
000000000
292000.00000000
PA
USD
297657.50000000
0.195329110863
Long
DBT
NUSS
JO
Y
2
2028-01-15
Fixed
7.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796ZD4
175000.00000000
PA
USD
171212.95000000
0.112353538183
Long
STIV
UST
US
N
2
2023-11-30
None
0.00000000
N
N
N
N
N
N
REPUBLIC OF SURINAME INT
254900SYU4G5JM13TN77
Suriname Government International Bond
000000000
6515000.00000000
PA
USD
5537750.00000000
3.633988001937
Long
DBT
NUSS
SR
Y
2
2026-10-26
Fixed
9.25000000
N
Y
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
356.13000000
0.000233699994
N/A
DFE
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
72508.91000000
EUR
79485.35000000
USD
2023-07-07
356.13000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-2111.33000000
-0.00138549914
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
96142.39000000
EUR
102809.19000000
USD
2023-07-07
-2111.33000000
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
448000.00000000
PA
346189.51000000
0.227176836393
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
463873.95000000
0.304403840677
Long
DBT
CORP
LU
N
2
2029-04-19
Fixed
6.00000000
N
N
N
N
N
N
NATURA &CO LUX HLD SARL
54930074AZRQQPMINM11
Natura &Co Luxembourg Holdings Sarl
000000000
888000.00000000
PA
USD
823840.14000000
0.540621224192
Long
DBT
CORP
LU
Y
2
2029-04-19
Fixed
6.00000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
509000.00000000
PA
395279.23000000
0.259390542952
Long
DBT
NUSS
CI
Y
2
2048-03-22
Fixed
6.63000000
N
N
N
N
N
N
JSW STEEL LTD
335800EK6HZSC4CVAJ09
JSW Steel Ltd
000000000
940000.00000000
PA
USD
760717.42000000
0.499198767937
Long
DBT
CORP
IN
Y
2
2032-04-05
Fixed
5.05000000
N
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
2806000.00000000
PA
USD
1291878.02000000
0.847757523298
Long
DBT
NUSS
LK
Y
2
2030-03-28
Fixed
7.55000000
N
Y
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-33316.37000000
-0.02186290259
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
1517106.62000000
EUR
1622307.34000000
USD
2023-07-07
-33316.37000000
N
N
N
NATURA COSMETICOS SA
N/A
Natura Cosmeticos SA
000000000
290000.00000000
PA
USD
251088.61000000
0.164769625960
Long
DBT
CORP
BR
Y
2
2028-05-03
Fixed
4.13000000
N
N
N
N
N
N
Republic of Gabon
N/A
Gabon Government International Bond
362420AC5
400000.00000000
PA
USD
377020.00000000
0.247408452257
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
1646320.70000000
1.080350263399
Long
DBT
NUSS
AE
Y
2
2050-07-28
Fixed
4.00000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
549300OJY9IZ31SGS926
Morgan Stanley Institutional Liquidity Funds - Treasury Securities Portfolio
61747C525
4107026.08000000
NS
USD
4107026.08000000
2.695116879303
Long
STIV
RF
US
N
1
N
N
N
Republic of Sri Lanka
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
2850000.00000000
PA
USD
1312160.09000000
0.861067044139
Long
DBT
NUSS
LK
Y
2
2027-05-11
Fixed
6.20000000
N
Y
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
632000.00000000
PA
600206.28000000
0.393867982521
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
800000.00000000
PA
USD
602944.48000000
0.395664846942
Long
DBT
NUSS
CL
N
2
2050-01-25
Fixed
3.50000000
N
N
N
N
N
N
Peru LNG Srl
254900F70J1LOALV5K70
Peru LNG Srl
000000000
998000.00000000
PA
USD
804205.77000000
0.527736737712
Long
DBT
CORP
PE
Y
2
2030-03-22
Fixed
5.38000000
N
N
N
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
000000000
1240000.00000000
PA
1048972.33000000
0.688357701518
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
254000.00000000
PA
USD
237261.40000000
0.155695919989
Long
DBT
CORP
MX
Y
2
2030-10-14
Fixed
8.38000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HX1
2549898.00000000
PA
USD
831785.78000000
0.545835320247
Long
DBT
NUSS
AR
N
2
2029-07-09
Fixed
1.00000000
N
N
N
N
N
N
IPOTEKA-BANK ATIB
213800UWVX5JSNXJS434
Ipoteka-Bank ATIB
000000000
230000.00000000
PA
USD
212692.50000000
0.139573291156
Long
DBT
CORP
UZ
Y
2
2025-11-19
Fixed
5.50000000
N
N
N
N
N
N
Republic of Sri Lanka
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
400000.00000000
PA
USD
189494.26000000
0.124350118238
Long
DBT
NUSS
LK
Y
2
2026-07-18
Fixed
6.83000000
N
Y
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-195669.03000000
-0.12840213216
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
8910060.14000000
EUR
9527910.44000000
USD
2023-07-07
-195669.03000000
N
N
N
MEITUAN
21380033K525E5JLIA77
Meituan
000000000
900000.00000000
PA
USD
789300.00000000
0.517955257989
Long
DBT
CORP
KY
Y
2
2027-04-27
None
0.00000000
N
N
N
N
N
Meituan
Meituan
USD
XXXX
N
N
N
BRASKEM IDESA SAPI
YH0V7ZHY352ITDGEYB83
Braskem Idesa SAPI
000000000
660000.00000000
PA
USD
428133.62000000
0.280950284557
Long
DBT
CORP
MX
Y
2
2032-02-20
Fixed
6.99000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
1644.88000000
0.001079404845
N/A
DFE
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
334908.74000000
EUR
367131.95000000
USD
2023-07-07
1644.88000000
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BN3
1080000.00000000
PA
USD
828000.11000000
0.543351083985
Long
DBT
NUSS
PA
N
2
2032-09-29
Fixed
2.25000000
N
N
N
N
N
N
OTP BANK NYRT
529900W3MOO00A18X956
OTP Bank Nyrt
000000000
810000.00000000
PA
USD
814050.00000000
0.534196728450
Long
DBT
CORP
HU
Y
2
2033-05-15
Fixed
8.75000000
N
N
N
N
N
N
MULTIBANK INC.
549300QXX3SGZZ4OEU72
Multibank Inc
625454AB9
756000.00000000
PA
USD
765513.22000000
0.502345872747
Long
DBT
CORP
PA
N
2
2028-02-03
Fixed
7.75000000
N
N
N
N
N
N
ISLAMIC REP OF PAKISTAN
529900LOP29R5WKHOD86
Pakistan Government International Bond
000000000
600000.00000000
PA
USD
268206.00000000
0.176002417235
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
60906.30000000
0.039967994843
Long
DBT
NUSS
LB
N
2
2029-05-25
None
0.00000000
Y
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
215000.00000000
PA
USD
52082.68000000
0.034177749849
Long
DBT
NUSS
UA
Y
2
2028-09-01
Fixed
7.75000000
N
Y
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCL4
1575000.00000000
PA
USD
954117.05000000
0.626111672095
Long
DBT
CORP
MX
N
2
2048-02-12
Fixed
6.35000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
1360.59000000
0.000892847769
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
247977.70000000
EUR
271979.51000000
USD
2023-07-07
1360.59000000
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780DN3
2000000.00000000
PA
USD
1962716.32000000
1.287975722646
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
192240.91000000
0.126152527727
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
536767.87000000
0.352238363849
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
451000.00000000
PA
USD
429352.00000000
0.281749811134
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
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
522000.00000000
PA
USD
163647.00000000
0.107388602691
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
221000.00000000
PA
USD
168479.35000000
0.110559692379
Long
DBT
NUSS
MZ
Y
2
2031-09-15
Variable
5.00000000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
Ghana Government International Bond
000000000
1800000.00000000
PA
USD
746263.80000000
0.489713998551
Long
DBT
NUSS
GH
Y
2
2049-06-16
Fixed
8.63000000
N
Y
N
N
N
N
MV24 CAPITAL BV
N/A
MV24 Capital BV
000000000
846474.13000000
PA
USD
764697.79000000
0.501810770433
Long
DBT
CORP
NL
Y
2
2034-06-01
Fixed
6.75000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
800000.00000000
PA
USD
621952.05000000
0.408138014081
Long
DBT
NUSS
DO
Y
2
2060-01-30
Fixed
5.88000000
N
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
200000.00000000
PA
USD
92114.90000000
0.060447734440
Long
DBT
NUSS
LK
Y
2
2024-06-28
Fixed
6.35000000
N
Y
N
N
N
N
Sunac China Holdings Ltd
549300OLARYHDXP3WK18
Sunac China Holdings Ltd
000000000
1080000.00000000
PA
USD
159714.90000000
0.104808275984
Long
DBT
CORP
KY
Y
2
2023-04-19
None
0.00000000
Y
N
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Republic of Kenya Government International Bond
491798AK0
370000.00000000
PA
USD
313506.92000000
0.205729833561
Long
DBT
NUSS
KE
N
2
2032-05-22
Fixed
8.00000000
N
N
N
N
N
N
REPUBLIC OF UZBEKISTAN
213800L6VDKUM3TCM927
Republic of Uzbekistan International Bond
000000000
900000.00000000
PA
USD
825614.10000000
0.541785334049
Long
DBT
NUSS
UZ
Y
2
2029-02-20
Fixed
5.38000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-43713.11000000
-0.02868546201
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
2260435.10000000
EUR
2423107.54000000
USD
2023-07-07
-43713.11000000
N
N
N
MONG DUONG FIN HLDGS BV
549300995KGQFMWSV879
Mong Duong Finance Holdings BV
000000000
957000.00000000
PA
USD
844552.50000000
0.554213110379
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
600000.00000000
PA
USD
291497.21000000
0.191286599022
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
175956.00000000
0.115466027334
Long
DBT
NUSS
LB
Y
2
2027-03-23
None
0.00000000
Y
N
N
N
N
N
SEPLAT ENERGY PL
029200711C4S4CB2E982
SEPLAT Energy PLC
000000000
624000.00000000
PA
USD
526044.48000000
0.345201449831
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
424772.37000000
0.278744561624
Long
DBT
CORP
CL
Y
2
2079-03-26
Fixed
7.13000000
N
N
N
N
N
N
FIN DEPT GOVT SHARJAH
254900ZNL8O3F1CLJO24
Finance Department Government of Sharjah
38381CAE2
2350000.00000000
PA
USD
2429979.90000000
1.594603909809
Long
DBT
NUSS
AE
N
2
2032-11-23
Fixed
6.50000000
N
N
N
N
N
N
BENIN INTL GOV BOND
635400Q11P6AE5A5Y230
Benin Government International Bond
000000000
2345000.00000000
PA
1814977.22000000
1.191026218458
Long
DBT
NUSS
BJ
Y
2
2035-01-22
Fixed
4.95000000
N
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
320000.00000000
PA
USD
145970.44000000
0.095788872303
Long
DBT
NUSS
LK
Y
2
2023-04-18
Fixed
5.75000000
N
Y
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
267836.00000000
PA
USD
130122.41000000
0.085389061753
Long
DBT
NUSS
EC
Y
2
2030-07-31
Variable
5.50000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
390000.00000000
PA
USD
211251.30000000
0.138627545409
Long
DBT
NUSS
EG
Y
2
2050-05-29
Fixed
8.88000000
N
N
N
N
N
N
Republic of El Salvador
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
272000.00000000
PA
USD
241923.04000000
0.158754986186
Long
DBT
NUSS
SV
Y
2
2025-01-30
Fixed
5.88000000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123DG2
790000.00000000
PA
USD
793912.87000000
0.520982320286
Long
DBT
NUSS
TR
N
2
2033-01-19
Fixed
9.38000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
208000.00000000
PA
228281.56000000
0.149803160146
Long
DBT
NUSS
RO
Y
2
2026-09-27
Fixed
5.00000000
N
N
N
N
N
N
INDIABULLS HOUSING FIN
335800A2A3G53ZQZTQ21
Indiabulls Housing Finance Ltd
000000000
567000.00000000
PA
USD
452681.46000000
0.297059093375
Long
DBT
CORP
IN
Y
2
2026-09-28
Fixed
4.50000000
N
N
N
N
N
INDIABULLS HOUSING FIN
INDIABULLS HOUSING FIN
USD
XXXX
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
51000.00000000
PA
40998.42000000
0.026904025349
Long
DBT
NUSS
RO
Y
2
2032-01-28
Fixed
2.00000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDH2
460000.00000000
PA
USD
442239.40000000
0.290206794019
Long
DBT
CORP
MX
N
2
2025-10-16
Fixed
6.88000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) JUN23
000000000
-1.00000000
NC
USD
3070.31000000
0.002014801986
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 5 Year U.S. Treasury Notes
FVM3 Comdty
2023-06-30
-110000.00000000
USD
3070.31000000
N
N
N
SIERRACOL ENRGY ANDINA
N/A
SierraCol Energy Andina LLC
000000000
410000.00000000
PA
USD
301872.75000000
0.198095246555
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
6.00000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
68205LAS2
1000000.00000000
PA
USD
1016620.00000000
0.667127422243
Long
DBT
NUSS
OM
N
2
2031-01-25
Fixed
6.25000000
N
N
N
N
N
N
EXPORT-IMPORT BK INDIA
335800OFZ8YEIVN1QI11
Export-Import Bank of India
30216JAG0
790000.00000000
PA
USD
787494.21000000
0.516770260617
Long
DBT
NUSS
IN
N
2
2033-01-18
Fixed
5.50000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NBK4
623000.00000000
PA
USD
610540.00000000
0.400649186890
Long
DBT
CORP
NL
N
2
2033-07-03
Fixed
6.50000000
N
N
N
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
Bahrain Government International Bond
000000000
1720000.00000000
PA
USD
1538135.80000000
1.009357057026
Long
DBT
NUSS
BH
Y
2
2032-09-16
Fixed
5.45000000
N
N
N
N
N
N
LIMAK ISKENDERUN
5299001DUZ9PI7TCRC47
Limak Iskenderun Uluslararasi Liman Isletmeciligi AS
000000000
1135032.38000000
PA
USD
998919.30000000
0.655511850680
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
599740.18000000
0.393562117899
Long
DBT
NUSS
PY
N
2
2050-03-30
Fixed
5.40000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
2371000.00000000
PA
1977980.74000000
1.297992556042
Long
DBT
NUSS
RO
Y
2
2030-07-13
Fixed
1.75000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
03846JW55
490000.00000000
PA
USD
252982.10000000
0.166012173916
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
339280.74000000
0.222643156236
Long
DBT
NUSS
AL
Y
2
2025-10-09
Fixed
3.50000000
N
N
N
N
N
N
REPUBLIC OF ALBANIA
254900EDM43U3SGRND29
Albania Government International Bond
000000000
2282000.00000000
PA
2441250.59000000
1.601999973596
Long
DBT
NUSS
AL
Y
2
2028-06-09
Fixed
5.90000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) SEP23
000000000
17.00000000
NC
USD
-17921.89000000
-0.01176072109
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 5 Year U.S. Treasury Notes
FVU3 Comdty
2023-09-29
1838515.64000000
USD
-17921.89000000
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government Bond
401494AU3
400000.00000000
PA
USD
320849.86000000
0.210548425202
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
1869579.56000000
1.226857422185
Long
DBT
NUSS
VN
Y
2
2024-11-19
Fixed
4.80000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCB6
898000.00000000
PA
USD
839407.03000000
0.550836544763
Long
DBT
CORP
MX
N
2
2026-08-04
Fixed
6.88000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
500000.00000000
PA
USD
174764.47000000
0.114684120291
Long
DBT
NUSS
EC
N
2
2035-07-31
Variable
2.50000000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DT2
300000.00000000
PA
USD
245904.25000000
0.161367539907
Long
DBT
NUSS
CL
N
2
2033-07-27
Fixed
2.55000000
N
N
N
N
N
N
SASOL FINANCING USA LLC
549300XRB1PFMESFEL85
Sasol Financing USA LLC
000000000
357000.00000000
PA
USD
348148.90000000
0.228462629314
Long
DBT
CORP
US
Y
2
2029-05-03
Fixed
8.75000000
N
N
N
N
N
N
ISLAMIC REP OF PAKISTAN
529900LOP29R5WKHOD86
Pakistan Government International Bond
000000000
325000.00000000
PA
USD
150312.50000000
0.098638223383
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
1720000.00000000
PA
USD
555440.67000000
0.364491847874
Long
DBT
NUSS
AR
N
2
2041-07-09
Variable
3.50000000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
000000000
1244000.00000000
PA
USD
1050029.30000000
0.689051307459
Long
DBT
NUSS
AO
Y
2
2032-04-14
Fixed
8.75000000
N
N
N
N
N
N
DIG INTL FIN/DIG INTL HL
N/A
Digicel International Finance Ltd/Digicel international Holdings Ltd
000000000
1300000.00000000
PA
USD
1192750.00000000
0.782707632036
Long
DBT
CORP
XX
Y
2
2024-05-25
Fixed
8.75000000
N
N
N
N
N
N
ARAGVI FINANCE INTL
635400VKAYT1VT6VBF50
Aragvi Finance International DAC
000000000
660000.00000000
PA
USD
449196.00000000
0.294771861228
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
587000.00000000
PA
USD
342555.59000000
0.224792181672
Long
DBT
NUSS
ZM
Y
2
2024-04-14
Fixed
8.50000000
N
Y
N
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long: BMIBSC0J0 CDS USD R F 1.00000 II9805150230317 SOVEREIGN / Short: BMIBSC0J0 CDS USD P V 03MEVENT II0299450230317 SOVEREIGN
000000000
9099091.00000000
OU
Notional Amount
USD
-59309.88000000
-0.03892039046
N/A
DCR
GB
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Vietnam Government International Bonds
Vietnam Government International Bonds
Y
sell protection
2028-06-20
0.00000000
USD
-144295.67000000
USD
9099091.00000000
USD
84985.79000000
N
N
N
HONDURAS GOVERNMENT
5493002DW1JNBNG17615
Honduras Government International Bond
000000000
1259000.00000000
PA
USD
1149272.14000000
0.754176546019
Long
DBT
NUSS
HN
Y
2
2027-01-19
Fixed
6.25000000
N
N
N
N
N
N
ISLAMIC REP OF PAKISTAN
529900LOP29R5WKHOD86
Pakistan Government International Bond
000000000
600000.00000000
PA
USD
327000.00000000
0.214584276399
Long
DBT
NUSS
PK
Y
2
2025-09-30
Fixed
8.25000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentina Bonar Bonds
000000000
3800000.00000000
PA
USD
1054500.00000000
0.691985074812
Long
DBT
NUSS
AR
N
2
2030-07-09
Variable
0.50000000
N
N
N
N
N
N
VTR COMUNICACIONES SPA
213800XDZJKMC1AEUV94
VTR Comunicaciones SpA
000000000
622000.00000000
PA
USD
317736.26000000
0.208505215407
Long
DBT
CORP
CL
Y
2
2029-04-15
Fixed
4.38000000
N
N
N
N
N
N
LIBERTY COSTA RICA SR SF
549300W6O2PHTPCYQ751
Liberty Costa Rica Senior Secured Finance
530371AA1
630000.00000000
PA
USD
624198.46000000
0.409612155562
Long
DBT
CORP
KY
N
2
2031-01-15
Fixed
10.88000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
1395000.00000000
PA
1582626.34000000
1.038552684955
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
877560.72000000
0.575873798465
Long
DBT
CORP
MX
N
2
2031-01-28
Fixed
5.95000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCP5
920000.00000000
PA
USD
763408.92000000
0.500964986836
Long
DBT
CORP
MX
N
2
2029-01-23
Fixed
6.50000000
N
N
N
N
N
N
Republic of Turkey
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CM0
830000.00000000
PA
USD
569247.20000000
0.373551983194
Long
DBT
NUSS
TR
N
2
2047-05-11
Fixed
5.75000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
500000.00000000
PA
USD
426822.00000000
0.280089571931
Long
DBT
NUSS
DO
Y
2
2032-09-23
Fixed
4.88000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) SEP23
000000000
28.00000000
NC
USD
1093.74000000
0.000717735187
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT U.S. Long Bond Futures
USU3 Comdty
2023-09-20
3552281.26000000
USD
1093.74000000
N
N
N
NORTH MACEDONIA
635400RD1N6RVNCE4958
North Macedonia Government International Bond
000000000
2055000.00000000
PA
1821734.84000000
1.195460710807
Long
DBT
NUSS
MK
Y
2
2028-03-10
Fixed
1.63000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)SEP23
000000000
-26.00000000
NC
USD
29171.88000000
0.019143201104
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 10 Year U.S. Treasury Notes
TYU3 Comdty
2023-09-20
-2948078.13000000
USD
29171.88000000
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
400000.00000000
PA
USD
362820.40000000
0.238090376138
Long
DBT
NUSS
EG
Y
2
2024-05-29
Fixed
5.75000000
N
N
N
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
000000000
1000000.00000000
PA
USD
770932.00000000
0.505901790133
Long
DBT
NUSS
RS
Y
2
2030-12-01
Fixed
2.13000000
N
N
N
N
N
N
BOLIVIA GOVERNMENT
529900TGIRPY3SZXEB56
Bolivian Government International Bond
000000000
207000.00000000
PA
USD
196622.94000000
0.129028107961
Long
DBT
NUSS
BO
Y
2
2023-08-22
Fixed
5.95000000
N
N
N
N
N
N
Republic of Kazakhstan
5493007OEK8EF02UO833
Kazakhstan Government International Bond
000000000
1100000.00000000
PA
USD
1164017.80000000
0.763852958194
Long
DBT
NUSS
KZ
Y
2
2045-07-21
Fixed
6.50000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-546.63000000
-0.00035871010
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
54290.19000000
EUR
58700.44000000
USD
2023-07-07
-546.63000000
N
N
N
TULLOW OIL PLC
2138003EYHWO75RKS857
Tullow Oil PLC
000000000
856000.00000000
PA
USD
651416.00000000
0.427472877661
Long
DBT
CORP
GB
Y
2
2026-05-15
Fixed
10.25000000
N
N
N
N
N
N
TOTAL PLAY TELECOM
4469000001BSAPAMOQ06
Total Play Telecomunicaciones SA de CV
000000000
1975000.00000000
PA
USD
1403973.98000000
0.921317249488
Long
DBT
CORP
MX
Y
2
2025-11-12
Fixed
7.50000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT SEP23
000000000
129.00000000
NC
USD
189897.12000000
0.124614483442
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CME Ultra Long Term U.S. Treasury Bond Futures
WNU3 Comdty
2023-09-20
17382321.63000000
USD
189897.12000000
N
N
N
Provincia de Cordoba
5299006CLM2Z97AATT29
Provincia de Cordoba
000000000
1077393.62000000
PA
USD
813432.18000000
0.533791301974
Long
DBT
NUSS
AR
Y
2
2025-12-10
Variable
6.88000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-241.51000000
-0.00015848394
N/A
DFE
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
20894.47000000
EUR
22560.70000000
USD
2023-07-07
-241.51000000
N
N
N
CORURIPE NETHERLANDS BV
724500EL5MDC9RD0FW48
Coruripe Netherlands BV
000000000
1450000.00000000
PA
USD
923215.00000000
0.605833097053
Long
DBT
CORP
NL
Y
2
2027-02-10
Fixed
10.00000000
N
N
N
N
N
N
COSAN LUXEMBOURG SA
222100ZY943WERK7RZ38
Cosan Luxembourg SA
22112EAD0
616000.00000000
PA
USD
610579.20000000
0.400674910754
Long
DBT
CORP
LU
N
2
2030-06-27
Fixed
7.50000000
N
N
N
N
N
N
Republic of El Salvador
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
1360000.00000000
PA
USD
955351.90000000
0.626922006632
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
481631.00000000
0.316056390295
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
0.017882023033
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
974386.80000000
0.639413108292
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
98400.00000000
0.064572149228
Long
DBT
CORP
KY
Y
2
2023-07-16
Fixed
6.75000000
N
Y
N
N
N
N
Republic of Sri Lanka
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
1000000.00000000
PA
USD
460395.99000000
0.302121530188
Long
DBT
NUSS
LK
Y
2
2029-03-14
Fixed
7.85000000
N
Y
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-86464.39000000
-0.05673975095
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
3937275.76000000
EUR
4210298.27000000
USD
2023-07-07
-86464.39000000
N
N
N
HIDROVIAS INT FIN SARL
222100RBWNBUZOTA9381
Hidrovias International Finance SARL
000000000
1000000.00000000
PA
USD
801642.70000000
0.526054797280
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
806250.00000000
0.529078204426
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
300000.00000000
PA
USD
337288.50000000
0.221335806454
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
1224000.00000000
PA
USD
1064889.79000000
0.698803073494
Long
DBT
NUSS
KE
Y
2
2028-02-28
Fixed
7.25000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
219000.00000000
PA
182013.21000000
0.119440895911
Long
DBT
NUSS
CI
Y
2
2040-10-17
Fixed
6.88000000
N
N
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Republic of Kenya Government International Bond
000000000
2130000.00000000
PA
USD
1804783.08000000
1.184336609420
Long
DBT
NUSS
KE
Y
2
2032-05-22
Fixed
8.00000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BL7
550000.00000000
PA
USD
365928.86000000
0.240130212957
Long
DBT
NUSS
PA
N
2
2060-07-23
Fixed
3.87000000
N
N
N
N
N
N
ARIS MINING CORP
5493001GJ5TILX6L1F82
Aris Mining Corp
000000000
1150000.00000000
PA
USD
846078.00000000
0.555214175559
Long
DBT
CORP
CA
Y
2
2026-08-09
Fixed
6.88000000
N
N
N
N
N
N
BONO GAR PROV DEL CHUBUT
529900V5CYYSD8ADKQ03
Provincia del Chubut Argentina
000000000
261546.66000000
PA
USD
213814.39000000
0.140309498966
Long
DBT
NUSS
AR
Y
2
2030-07-26
Variable
7.75000000
N
N
N
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
445545AS5
1500000.00000000
PA
USD
1540575.00000000
1.010957711360
Long
DBT
NUSS
HU
N
2
2032-09-22
Fixed
6.25000000
N
N
N
N
N
N
Republic of Guatemala
529900QKDFFU9UWW5315
Guatemala Government Bond
401494AR0
380000.00000000
PA
USD
350047.00000000
0.229708202449
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
773316.00000000
0.507466221065
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
800000.00000000
PA
USD
797695.14000000
0.523464325396
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
730652.00000000
0.479469207095
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
541799.40000000
0.355540159641
Long
DBT
NUSS
NG
N
2
2027-11-28
Fixed
6.50000000
N
N
N
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PCF3
800000.00000000
PA
USD
785981.54000000
0.515777614754
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
350380.39000000
0.229926979978
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
681000.00000000
PA
565073.75000000
0.370813277542
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
169000.00000000
PA
149459.62000000
0.098078545592
Long
DBT
NUSS
RO
Y
2
2034-02-07
Fixed
3.75000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
830000.00000000
PA
734032.42000000
0.481687509785
Long
DBT
NUSS
RO
N
2
2034-02-07
Fixed
3.75000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
1530000.00000000
PA
USD
1555428.60000000
1.020704956032
Long
DBT
NUSS
OM
Y
2
2031-01-25
Fixed
6.25000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
121000.00000000
PA
USD
65993.40000000
0.043306256838
Long
DBT
NUSS
EG
Y
2
2040-04-30
Fixed
6.88000000
N
N
N
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
11600000.00000000
PA
USD
403100.00000000
0.264522696687
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
692963.42000000
0.454737168355
Long
DBT
NUSS
AZ
Y
2
2032-09-01
Fixed
3.50000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
1232000.00000000
PA
USD
486826.03000000
0.319465478226
Long
DBT
NUSS
UA
Y
2
2041-08-01
Floating
7.75000000
N
N
N
N
N
N
ARDSHININVESTBK (DILIJAN
549300DCGXFXAP2FEV07
Ardshinbank CJSC Via Dilijan Finance BV
000000000
300000.00000000
PA
USD
293550.00000000
0.192633682988
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
475000.00000000
PA
USD
385435.26000000
0.252930722832
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
243966.52000000
0.160095960733
Long
DBT
NUSS
UZ
N
2
2030-11-25
Fixed
3.70000000
N
N
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Republic of Kenya Government International Bond
000000000
413000.00000000
PA
USD
372718.87000000
0.244585960304
Long
DBT
NUSS
KE
Y
2
2027-05-22
Fixed
7.00000000
N
N
N
N
N
N
MC BRAZIL DWNSTRM
213800T2A7R9TYNXZI63
MC Brazil Downstream Trading SARL
000000000
956589.08000000
PA
USD
647029.50000000
0.424594364118
Long
DBT
CORP
LU
Y
2
2031-06-30
Fixed
7.25000000
N
N
N
N
N
N
PUMA INTERNATIONAL FINAN
222100YFBPO7IDRUBR17
Puma International Financing SA
000000000
487000.00000000
PA
USD
480707.96000000
0.315450672037
Long
DBT
CORP
LU
Y
2
2024-10-06
Fixed
5.13000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: B92RH4R49 CDS USD R V 03MEVENT II8944870230321 CCPSOVEREIGN / Short: B92RH4R49 CDS USD P F 1.00000 II6886150230321 CCPSOVEREIGN
000000000
3414000.00000000
OU
Notional Amount
USD
3072.60000000
0.002016304732
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Mexico Government International Bonds
Mexico Government International Bonds
Y
buy protection
2028-06-20
64480.33000000
USD
0.00000000
USD
3414000.00000000
USD
-61407.73000000
N
N
N
Kingdom of Bahrain
549300RODM1WN85LFQ95
Bahrain Government International Bond
000000000
200000.00000000
PA
USD
182633.60000000
0.119848008875
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
900000.00000000
PA
USD
854010.00000000
0.560419320759
Long
DBT
CORP
MU
Y
2
2025-12-18
Fixed
7.00000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
290.80000000
0.000190829075
N/A
DFE
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
134080.47000000
EUR
146613.28000000
USD
2023-07-07
290.80000000
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BM5
410000.00000000
PA
USD
308924.14000000
0.202722516955
Long
DBT
NUSS
PA
N
2
2056-04-01
Fixed
4.50000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-1100.15000000
-0.00072194156
N/A
DFE
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
108983.85000000
EUR
117834.30000000
USD
2023-07-07
-1100.15000000
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PCW6
900000.00000000
PA
USD
819175.99000000
0.537560510881
Long
DBT
NUSS
DO
N
2
2045-01-27
Fixed
6.85000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAL4
549000.00000000
PA
USD
477374.19000000
0.313262982058
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
400000.00000000
PA
USD
184204.16000000
0.120878643374
Long
DBT
NUSS
LK
Y
2
2028-04-18
Fixed
6.75000000
N
Y
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
800000.00000000
PA
485746.52000000
0.318757081064
Long
DBT
NUSS
EG
N
2
2031-04-11
Fixed
6.38000000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
000000000
200000.00000000
PA
USD
83433.20000000
0.054750620335
Long
DBT
NUSS
GH
Y
2
2061-03-11
Fixed
8.75000000
N
Y
N
N
N
N
PROVINCE OF SALTA
529900F2BTF8AUQGEP42
Province of Salta Argentina
000000000
144400.00000000
PA
USD
111188.00000000
0.072963903744
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
1152000.00000000
PA
USD
898705.58000000
0.589749500247
Long
DBT
CORP
PY
Y
2
2028-07-21
Fixed
7.70000000
N
N
N
N
N
N
KOSMOS ENERGY LTD
213800YDFJ3OT9B5P157
Kosmos Energy Ltd
000000000
413000.00000000
PA
USD
343790.17000000
0.225602339030
Long
DBT
CORP
US
Y
2
2028-03-01
Fixed
7.50000000
N
N
N
N
N
N
REPUBLIC OF SURINAME INT
254900SYU4G5JM13TN77
Suriname Government International Bond
86886PAB8
181280.05000000
PA
USD
154088.04000000
0.101115812126
Long
DBT
NUSS
SR
N
2
2023-12-30
Fixed
12.88000000
N
Y
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-42795.95000000
-0.02808360233
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
1948772.64000000
EUR
2083906.38000000
USD
2023-07-07
-42795.95000000
N
N
N
Republic of Turkey
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CQ1
1165000.00000000
PA
USD
1043752.63000000
0.684932424614
Long
DBT
NUSS
TR
N
2
2028-10-24
Fixed
6.13000000
N
N
N
N
N
N
BARBADOS GOVT OF
529900UD1KUUS4SFD905
Barbados Government International Bond
000000000
2210000.00000000
PA
USD
2085798.00000000
1.368744509316
Long
DBT
NUSS
BB
Y
2
2029-10-01
Fixed
6.50000000
N
N
N
N
N
N
TBC BANK JSC
2138001MSA39Q44QTA18
TBC Bank JSC
000000000
540000.00000000
PA
USD
525825.00000000
0.345057422440
Long
DBT
CORP
GE
Y
2
2024-10-03
Fixed
10.78000000
N
N
N
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
000000000
432000.00000000
PA
290310.80000000
0.190508051832
Long
DBT
NUSS
RS
Y
2
2036-09-23
Fixed
2.05000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)SEP23
000000000
11.00000000
NC
USD
-15953.12000000
-0.01046877281
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 10 Year U.S. Treasury Notes
TYU3 Comdty
2023-09-20
1250875.00000000
USD
-15953.12000000
N
N
N
Republic of Zambia
213800DMLAZ6LGMMD849
Zambia Government International Bond
000000000
1328000.00000000
PA
USD
767663.68000000
0.503757049820
Long
DBT
NUSS
ZM
Y
2
2027-07-30
Fixed
8.97000000
N
Y
N
N
N
N
Republic of Senegal
549300NP14ZLQGWIUZ97
Senegal Government International Bond
000000000
400000.00000000
PA
USD
335874.40000000
0.220407844297
Long
DBT
NUSS
SN
Y
2
2033-05-23
Fixed
6.25000000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
000000000
649000.00000000
PA
USD
279556.75000000
0.183451018077
Long
DBT
NUSS
GH
Y
2
2034-04-07
Fixed
8.63000000
N
Y
N
N
N
N
BRASKEM IDESA SAPI
YH0V7ZHY352ITDGEYB83
Braskem Idesa SAPI
000000000
562000.00000000
PA
USD
377776.40000000
0.247904817843
Long
DBT
CORP
MX
Y
2
2029-11-15
Fixed
7.45000000
N
N
N
N
N
N
2023-07-17
MORGAN STANLEY EMERGING MARKETS DEBT FUND INC
Francis Smith
Francis Smith
Principal Financial Officer