0001752724-24-187711.txt : 20240823
0001752724-24-187711.hdr.sgml : 20240823
20240823114516
ACCESSION NUMBER: 0001752724-24-187711
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240630
FILED AS OF DATE: 20240823
DATE AS OF CHANGE: 20240823
PERIOD START: 20241231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: MORGAN STANLEY EMERGING MARKETS DEBT FUND INC
CENTRAL INDEX KEY: 0000904112
ORGANIZATION NAME:
IRS NUMBER: 133713706
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-07694
FILM NUMBER: 241234808
BUSINESS ADDRESS:
STREET 1: 1585 BROADWAY
CITY: NEW YORK
STATE: NY
ZIP: 10036
BUSINESS PHONE: 800-231-2608
MAIL ADDRESS:
STREET 1: 1585 BROADWAY
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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2024-06-30
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2027-05-25
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2024-06-04
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2037-04-12
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TUNISIAN REPUBLIC
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2026-07-15
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Petroleos Mexicanos
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Petroleos Mexicanos
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2030-01-23
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N
N
N
N
N
Argentina Government International Bonds
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Argentina Republic Government International Bonds
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USD
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2038-01-09
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HTA GROUP LTD
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HTA Group Ltd/Mauritius
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USD
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2
2027-03-18
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N
N
Helios Towers PLC
Helios Towers PLC
USD
XXXX
N
N
N
YINSON BORONIA PRODUCTIO
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Yinson Boronia Production BV
98584XAA3
898000.00000000
PA
USD
907429.00000000
0.591726364759
Long
DBT
CORP
NL
N
2
2042-07-31
Fixed
8.95000000
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N
N
N
N
N
Sri Lanka Government International Bonds
254900HXCCIOHM74FA02
Sri Lanka Government International Bonds
000000000
2738000.00000000
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USD
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DBT
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LK
Y
2
2025-11-03
Fixed
6.85000000
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Y
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) SEP24
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50.00000000
NC
USD
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N/A
DIR
US
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Chicago Board of Trade
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CBOT U.S. Long Bond Futures
USU4 Comdty
2024-09-19
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USD
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N
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BENIN INTL GOV BOND
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Benin Government International Bond
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PA
USD
186311.00000000
0.121491742874
Long
DBT
NUSS
BJ
Y
2
2038-02-13
Fixed
7.96000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
465000.00000000
PA
USD
148464.04000000
0.096812077514
Long
DBT
NUSS
UA
Y
2
2025-09-01
Fixed
7.75000000
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Y
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
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480000.00000000
PA
485930.28000000
0.316870805441
Long
DBT
NUSS
EG
Y
2
2026-04-16
Fixed
4.75000000
N
N
N
N
N
N
REPUBLIC OF SURINAME INT
254900SYU4G5JM13TN77
Suriname Government International Bond
86886PAC6
1800608.00000000
PA
USD
1683568.48000000
1.097840003454
Long
DBT
NUSS
SR
N
2
2033-07-15
Fixed
7.95000000
N
N
Y
N
N
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HSBC Bank PLC
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PURCHASED USD / SOLD EUR
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NC
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N/A
DFE
US
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HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
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EUR
3200193.48000000
USD
2024-07-05
50433.11000000
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Ghana Government International Bonds
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Ghana Government International Bonds
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USD
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0.239402781849
Long
DBT
NUSS
GH
Y
2
2029-04-07
Fixed
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Y
N
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N
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BBVA BANCOMER SA TEXAS
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BBVA Bancomer SA/Texas
07336UAA1
220000.00000000
PA
USD
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0.147959376791
Long
DBT
CORP
MX
N
2
2038-06-29
Fixed
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N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780DV5
500000.00000000
PA
USD
472187.50000000
0.307909261066
Long
DBT
NUSS
ID
N
2
2054-02-10
Fixed
5.10000000
N
N
N
N
N
N
Egypt Government International Bonds
529900GFIVH4086NMH82
Egypt Government International Bonds
000000000
466000.00000000
PA
USD
373473.39000000
0.243538669580
Long
DBT
NUSS
EG
Y
2
2032-01-15
Fixed
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N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-273.06000000
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N/A
DFE
XX
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
17456.68000000
USD
16043.00000000
EUR
2024-07-05
-273.06000000
N
N
N
FIN DEPT GOVT SHARJAH
254900ZNL8O3F1CLJO24
Finance Department Government of Sharjah
000000000
300000.00000000
PA
USD
208560.60000000
0.136000508767
Long
DBT
NUSS
AE
Y
2
2051-03-10
Fixed
4.38000000
N
N
N
N
N
N
Turkiye Government International Bonds
5493000PCHOG3B6S3Q85
Turkiye Government International Bonds
900123CB4
560000.00000000
PA
USD
397460.00000000
0.259180124216
Long
DBT
NUSS
TR
N
2
2043-04-16
Fixed
4.88000000
N
N
N
N
N
N
BANCO DAVIVIENDA SA
549300P161V4IPKAQS70
Banco Davivienda SA
000000000
208000.00000000
PA
USD
153920.00000000
0.100369860412
Long
DBT
CORP
CO
Y
2
2031-04-22
Fixed
6.65000000
N
N
N
N
N
N
PIRAEUS FINANCIAL HLDGS
M6AD1Y1KW32H8THQ6F76
Piraeus Financial Holdings SA
000000000
1000000.00000000
PA
1075020.08000000
0.701011014616
Long
DBT
CORP
GR
Y
2
2026-06-16
Fixed
8.75000000
N
N
N
N
N
N
Nigeria Government International Bonds
549300GSBZD84TNEQ285
Nigeria Government International Bonds
000000000
686000.00000000
PA
USD
561902.60000000
0.366411678320
Long
DBT
NUSS
NG
Y
2
2033-09-28
Fixed
7.38000000
N
N
N
N
N
N
UZBEKISTAN INTL BOND
213800L6VDKUM3TCM927
Republic of Uzbekistan International Bond
000000000
114000.00000000
PA
121906.44000000
0.079494103210
Long
DBT
NUSS
UZ
Y
2
2027-05-29
Fixed
5.38000000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
Ghana Government International Bond
000000000
213944.00000000
PA
USD
111447.71000000
0.072674058575
Long
DBT
NUSS
GH
Y
2
2026-01-18
Fixed
8.13000000
N
Y
N
N
N
N
Angola Government International Bonds
549300QHR2R3J8JSGK83
Angola Government International Bonds
000000000
1494000.00000000
PA
USD
1253372.63000000
0.817313123163
Long
DBT
NUSS
AO
Y
2
2048-05-08
Fixed
9.38000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
748000.00000000
PA
USD
239593.75000000
0.156236949344
Long
DBT
NUSS
UA
Y
2
2024-09-01
Fixed
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N
Y
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756CK4
1236000.00000000
PA
USD
1222095.00000000
0.796917259357
Long
DBT
NUSS
BR
N
2
2032-01-22
Fixed
6.13000000
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REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
284000.00000000
PA
USD
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0.026478465149
Long
DBT
NUSS
VE
Y
2
2020-12-09
None
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N
N
N
N
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REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government Bond
000000000
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USD
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Long
DBT
NUSS
GT
Y
2
2033-10-07
Fixed
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N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
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BBVA Bancomer SA/Texas
000000000
550000.00000000
PA
USD
501633.99000000
0.327111054796
Long
DBT
CORP
MX
Y
2
2033-01-18
Fixed
5.13000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUXL 30Y BND SEP24
000000000
-7.00000000
NC
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DIR
DE
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1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex 30 Year Euro BUXL Futures
UBU4 Comdty
2024-09-06
-889280.00000000
EUR
-23989.29000000
N
N
N
Costa Rica Government International Bonds
549300S1EK2VN6XVJP58
Costa Rica Government International Bonds
000000000
1200000.00000000
PA
USD
1237838.33000000
0.807183344560
Long
DBT
NUSS
CR
Y
2
2034-04-03
Fixed
6.55000000
N
N
N
N
N
N
NORTH MACEDONIA
635400RD1N6RVNCE4958
North Macedonia Government International Bond
000000000
623000.00000000
PA
693042.98000000
0.451927151521
Long
DBT
NUSS
MK
Y
2
2027-03-13
Fixed
6.96000000
N
N
N
N
N
N
LONGFOR HOLDINGS LTD
254900UJX27B2F1JYR13
Longfor Group Holdings Ltd
000000000
338000.00000000
PA
USD
223265.06000000
0.145589156101
Long
DBT
CORP
KY
Y
2
2032-01-13
Fixed
3.85000000
N
N
N
N
N
N
Ukraine Government International Bonds
6354001WLTJXOMEXPY07
Ukraine Government International Bonds
000000000
717000.00000000
PA
USD
207302.63000000
0.135180197740
Long
DBT
NUSS
UA
Y
2
2034-09-25
Fixed
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N
Y
N
N
N
N
Iraq International Bonds
N/A
Iraq International Bonds
000000000
205000.00000000
PA
USD
192078.90000000
0.125252939066
Long
DBT
NUSS
IQ
Y
2
2028-01-15
Fixed
5.80000000
N
N
N
N
N
N
Kuwait International Government Bonds
549300FSC1YD0D9XX589
Kuwait International Government Bonds
000000000
450000.00000000
PA
USD
432765.00000000
0.282202200111
Long
DBT
NUSS
KW
Y
2
2027-03-20
Fixed
3.50000000
N
N
N
N
N
N
Morocco Government International Bonds
529900F3MBW9XY5K1X07
Morocco Government International Bonds
000000000
500000.00000000
PA
USD
402728.75000000
0.262615829141
Long
DBT
NUSS
MA
Y
2
2032-12-15
Fixed
3.00000000
N
N
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
89000.00000000
PA
USD
16647.33000000
0.010855575547
Long
DBT
NUSS
VE
Y
2
2022-08-23
None
0.00000000
Y
N
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
147900.00000000
PA
USD
27890.99000000
0.018187466041
Long
DBT
NUSS
VE
Y
2
2031-08-05
None
0.00000000
Y
N
N
N
N
N
Bahrain Government International Bonds
549300RODM1WN85LFQ95
Bahrain Government International Bonds
000000000
1400000.00000000
PA
USD
1261093.75000000
0.822347996712
Long
DBT
NUSS
BH
Y
2
2034-05-18
Fixed
5.63000000
N
N
N
N
N
N
Ukraine Government International Bonds
6354001WLTJXOMEXPY07
Ukraine Government International Bonds
000000000
1003000.00000000
PA
USD
287425.95000000
0.187427900729
Long
DBT
NUSS
UA
Y
2
2031-05-21
Fixed
6.88000000
N
Y
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
22001.03000000
0.014346675610
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
1282849.00000000
EUR
1396057.86000000
USD
2024-07-05
22001.03000000
N
N
N
REPUBLIC OF SURINAME INT
254900SYU4G5JM13TN77
Suriname Government International Bond
86886PAD4
1440301.00000000
PA
USD
1155841.55000000
0.753713974999
Long
DBT
NUSS
SR
N
2
2050-12-31
Variable
9.00000000
N
N
N
N
N
N
Uruguay Government International Bonds
549300RDR012H2V82H43
Uruguay Government International Bonds
917288BK7
400000.00000000
PA
USD
389363.17000000
0.253900253524
Long
DBT
NUSS
UY
N
2
2031-01-23
Fixed
4.38000000
N
N
N
N
N
N
ABRA GLOBAL FINANCE
N/A
ABRA Global Finance
000852AB9
357109.00000000
PA
USD
349821.08000000
0.228115208996
Long
DBT
CORP
KY
N
2
2028-03-02
Fixed
11.50000000
N
N
Y
N
N
N
AUNA SA
549300C3XBVL3X4TME11
Auna SAA
05151AAA1
1412040.00000000
PA
USD
1442840.83000000
0.940863648024
Long
DBT
CORP
PE
N
2
2029-12-15
Fixed
10.00000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
6488.42000000
0.004231040863
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
381216.00000000
EUR
414808.07000000
USD
2024-07-05
6488.42000000
N
N
N
KWG GROUP HOLDINGS
549300LK82ZOM9ZE7H90
KWG Group Holdings Ltd
000000000
653783.00000000
PA
USD
38409.75000000
0.025046655704
Long
DBT
CORP
KY
N
2
2024-08-30
None
0.00000000
Y
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
300000.00000000
PA
269747.79000000
0.175900130124
Long
DBT
NUSS
CI
Y
2
2032-01-30
Fixed
4.88000000
N
N
N
N
N
N
Serbia International Bonds
254900W94OCY91V32O78
Serbia International Bonds
000000000
200000.00000000
PA
USD
203160.75000000
0.132479314700
Long
DBT
NUSS
RS
Y
2
2033-09-26
Fixed
6.50000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
3407998.00000000
PA
USD
1635867.39000000
1.066734547731
Long
DBT
NUSS
EC
Y
2
2030-07-31
None
0.00000000
N
N
N
N
N
N
BENIN INTL GOV BOND
635400Q11P6AE5A5Y230
Benin Government International Bond
000000000
2930000.00000000
PA
2481949.27000000
1.618457002206
Long
DBT
NUSS
BJ
Y
2
2052-01-19
Fixed
6.88000000
N
N
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Republic of Kenya Government International Bond
000000000
2950000.00000000
PA
USD
2832132.75000000
1.846808529013
Long
DBT
NUSS
KE
Y
2
2031-02-16
Fixed
9.75000000
N
N
N
N
N
N
COMMONWEALTH OF BAHAMAS
549300W13SXC7EKNJC20
Bahamas Government International Bond
000000000
400000.00000000
PA
USD
375500.00000000
0.244860203902
Long
DBT
NUSS
BS
Y
2
2032-10-15
Fixed
8.95000000
N
N
N
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
160000.00000000
PA
USD
24000.00000000
0.015650186134
Long
DBT
CORP
VE
Y
2
2022-02-17
None
0.00000000
Y
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
4213.99000000
0.002747905327
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
245712.00000000
EUR
267395.59000000
USD
2024-07-05
4213.99000000
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
000000000
710000.00000000
PA
USD
363873.23000000
0.237278490792
Long
DBT
NUSS
GH
Y
2
2042-05-07
Fixed
8.88000000
N
Y
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-SCHATZ FUT SEP24
000000000
-36.00000000
NC
-19662.65000000
-0.01282183885
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex 2 Year Euro SCHATZ Futures
DUU4 Comdty
2024-09-06
-3786840.00000000
EUR
-19662.65000000
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
227000.00000000
PA
USD
43835.79000000
0.028584928036
Long
DBT
NUSS
VE
Y
2
2026-10-21
None
0.00000000
Y
N
N
N
N
N
REPUBLIC OF CAMEROON
54930021BO6NHYGBBV24
Republic of Cameroon International Bond
000000000
1109000.00000000
PA
924790.20000000
0.603047448573
Long
DBT
NUSS
CM
Y
2
2032-07-07
Fixed
5.95000000
N
N
N
N
N
N
Jordan Government International Bonds
5493000JZ4MYPVMBVN50
Jordan Government International Bonds
000000000
539000.00000000
PA
USD
483890.21000000
0.315540493973
Long
DBT
NUSS
JO
Y
2
2030-07-07
Fixed
5.85000000
N
N
N
N
N
N
YUEXIU REIT MTN CO
3003005M4VITX5HI1X77
Yuexiu REIT MTN Co Ltd
000000000
1241000.00000000
PA
USD
1098165.44000000
0.716103897622
Long
DBT
VG
Y
2
2026-02-02
Fixed
2.65000000
N
N
N
N
N
N
Egypt Government International Bonds
529900GFIVH4086NMH82
Egypt Government International Bonds
000000000
1063000.00000000
PA
USD
800880.15000000
0.522246809136
Long
DBT
NUSS
EG
Y
2
2049-03-01
Fixed
8.70000000
N
N
N
N
N
N
WE SODA INV HOLDING PLC
984500SE38C07DB47A90
WE Soda Investments Holding PLC
000000000
880000.00000000
PA
USD
903210.00000000
0.588975192455
Long
DBT
CORP
GB
Y
2
2028-10-06
Fixed
9.50000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
5432.32000000
0.003542367464
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
316751.00000000
EUR
344703.64000000
USD
2024-07-05
5432.32000000
N
N
N
Egypt Government International Bonds
529900GFIVH4086NMH82
Egypt Government International Bonds
000000000
2816000.00000000
PA
USD
2092314.75000000
1.364379803765
Long
DBT
NUSS
EG
Y
2
2047-01-31
Fixed
8.50000000
N
N
N
N
N
N
FEDERAL REP OF ETHIOPIA
N/A
Ethiopia International Bond
000000000
4077000.00000000
PA
USD
2955629.30000000
1.927339528785
Long
DBT
NUSS
ET
Y
2
2024-12-11
Fixed
6.63000000
N
Y
N
N
N
N
Ghana Government International Bonds
213800PP4399SNNXZ126
Ghana Government International Bonds
000000000
788000.00000000
PA
USD
400252.78000000
0.261001271167
Long
DBT
NUSS
GH
Y
2
2027-02-11
Fixed
6.38000000
N
Y
N
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
000000000
800000.00000000
PA
USD
769402.00000000
0.501720188024
Long
DBT
NUSS
HU
Y
2
2036-03-26
Fixed
5.50000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
4593.11000000
0.002995126101
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
269860.00000000
EUR
293639.58000000
USD
2024-07-05
4593.11000000
N
N
N
ALPHA SERV & HLDGS
5299009N55YRQC69CN08
Alpha Services and Holdings SA
000000000
350000.00000000
PA
372724.23000000
0.243050149020
Long
DBT
CORP
GR
Y
2
2031-06-11
Fixed
5.50000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
20935.85000000
0.013652081224
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
1220740.00000000
EUR
1328467.86000000
USD
2024-07-05
20935.85000000
N
N
N
SHIMAO GROUP HOLDINGS LT
254900WTJ6B5CU69ZD26
Shimao Group Holdings Ltd
000000000
1783000.00000000
PA
USD
92323.74000000
0.060203488153
Long
DBT
CORP
KY
Y
2
2026-07-15
None
0.00000000
Y
N
N
N
N
N
REPUBLIC OF MONTENEGRO
747800V014106FYLL014
Montenegro Government International Bond
000000000
276000.00000000
PA
272392.93000000
0.177625002347
Long
DBT
NUSS
ME
Y
2
2027-12-16
Fixed
2.88000000
N
N
N
N
N
N
INDIKA INTI ENERGI PT
254900YVKE6BJ1I4V036
Indika Energy Tbk PT
69369KAA3
980000.00000000
PA
USD
979260.06000000
0.638566758895
Long
DBT
CORP
ID
N
2
2029-05-07
Fixed
8.75000000
N
N
N
N
N
N
Republic of Sri Lanka
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
200000.00000000
PA
USD
116329.07000000
0.075857149933
Long
DBT
NUSS
LK
Y
2
2024-03-14
Fixed
6.85000000
N
Y
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
648000.00000000
PA
USD
488820.74000000
0.318755648650
Long
DBT
NUSS
EG
Y
2
2051-09-30
Fixed
8.75000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-2558.28000000
-0.00166823159
N/A
DFE
XX
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
162333.91000000
USD
149169.96000000
EUR
2024-07-05
-2558.28000000
N
N
N
UZBEK INDUSTRIAL AND CON
213800C2NIFPFTXYIU69
Uzbek Industrial and Construction Bank ATB
000000000
249000.00000000
PA
USD
246054.95000000
0.160450240288
Long
DBT
CORP
UZ
Y
2
2024-12-02
Fixed
5.75000000
N
N
N
N
N
N
Mexico Government International Bonds
254900EGTWEU67VP6075
Mexico Government International Bonds
91087BAR1
850000.00000000
PA
USD
692692.71000000
0.451698743575
Long
DBT
NUSS
MX
N
2
2034-02-12
Fixed
3.50000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
21238.37000000
0.013849351820
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
1247823.62000000
EUR
1357779.59000000
USD
2024-07-05
21238.37000000
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: S92XVTUE9 CDS USD R F 1.00000 II8079650240208 CCPSOVEREIGN / Short: S92XVTUE9 CDS USD P V 03MEVENT II6778370240208 CCPSOVEREIGN
000000000
303000.00000000
OU
Notional Amount
USD
-56407.69000000
-0.03678295199
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Egypt Government International Bonds
Egypt Government International Bonds
Y
sell protection
2028-12-20
0.00000000
USD
-82389.60000000
USD
303000.00000000
USD
25981.91000000
N
N
N
BENIN INTL GOV BOND
635400Q11P6AE5A5Y230
Benin Government International Bond
000000000
400000.00000000
PA
359934.67000000
0.234710190913
Long
DBT
NUSS
BJ
Y
2
2032-01-19
Fixed
4.88000000
N
N
N
N
N
N
BANCO DE OCCIDENTE SA
54930072MY36044H8N63
Banco de Occidente SA
000000000
1160000.00000000
PA
USD
1239506.40000000
0.808271078143
Long
DBT
CORP
CO
Y
2
2034-08-13
Fixed
10.88000000
N
N
N
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
617726AM6
400000.00000000
PA
USD
275335.00000000
0.179543499977
Long
DBT
NUSS
MA
N
2
2050-12-15
Fixed
4.00000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Long: BMID8BJE1 CDS USD R F 1.00000 II5385540240320 CORPORATE / Short: BMID8BJE1 CDS USD P V 03MEVENT II4425180240320 CORPORATE
000000000
100000.00000000
OU
Notional Amount
USD
-5243.22000000
-0.00341905703
N/A
DCR
GB
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Benin Government International Bonds
Benin Government International Bonds
Y
sell protection
2027-06-20
0.00000000
USD
-8197.76000000
USD
100000.00000000
USD
2954.54000000
N
N
N
Tanzania
N/A
Tanzania 2024 Term Loan A2
000000000
5600000.00000000
PA
USD
5558000.00000000
3.624322272414
Long
LON
CORP
TZ
N
2
2031-02-27
Floating
10.70000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
4208.92000000
0.002744599226
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
247288.00000000
EUR
269078.57000000
USD
2024-07-05
4208.92000000
N
N
N
Uruguay Government International Bonds
549300RDR012H2V82H43
Uruguay Government International Bonds
760942BA9
500000.00000000
PA
USD
471975.84000000
0.307771239466
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
745000.00000000
PA
599789.83000000
0.391117603389
Long
DBT
NUSS
RO
Y
2
2033-04-14
Fixed
2.00000000
N
N
N
N
N
N
Panama Government International Bonds
549300SHS4T08CL0LP14
Panama Government International Bonds
698299BR4
700000.00000000
PA
USD
544987.13000000
0.355381251068
Long
DBT
NUSS
PA
N
2
2033-01-19
Fixed
3.30000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
1562000.00000000
PA
1306643.32000000
0.852050465415
Long
DBT
NUSS
CI
Y
2
2048-03-22
Fixed
6.63000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
4598.64000000
0.002998732165
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
268140.00000000
EUR
291802.82000000
USD
2024-07-05
4598.64000000
N
N
N
AIR BALTIC CORPORATION
213800JVURXEAA48FV35
Air Baltic Corp AS
000000000
370000.00000000
PA
431823.68000000
0.281588373727
Long
DBT
CORP
LV
N
2
2029-08-14
Fixed
14.50000000
N
N
N
N
N
N
AVIANCA MIDCO 2 PLC
N/A
Avianca Midco 2 PLC
000000000
255672.00000000
PA
USD
247186.66000000
0.161188218294
Long
DBT
CORP
GB
Y
2
2028-12-01
Fixed
9.00000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
1295.29000000
0.000844647066
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
76102.79000000
EUR
82808.83000000
USD
2024-07-05
1295.29000000
N
N
N
Republic of Gabon
N/A
Gabon Government International Bond
362420AC5
400000.00000000
PA
USD
367597.50000000
0.239707054072
Long
DBT
NUSS
GA
N
2
2025-06-16
Fixed
6.95000000
N
N
N
N
N
N
Finance Department Government of Sharjah
254900ZNL8O3F1CLJO24
Finance Department Government of Sharjah
000000000
1000000.00000000
PA
USD
654583.50000000
0.426848067327
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
1798699.11000000
NS
USD
1798699.11000000
1.172915661343
Long
STIV
RF
US
N
1
N
N
N
Sri Lanka Government International Bonds
254900HXCCIOHM74FA02
Sri Lanka Government International Bonds
000000000
2850000.00000000
PA
USD
1679916.06000000
1.095458292919
Long
DBT
NUSS
LK
Y
2
2027-05-11
Fixed
6.20000000
N
Y
N
N
N
N
Finance Department Government of Sharjah
254900ZNL8O3F1CLJO24
Finance Department Government of Sharjah
000000000
2140000.00000000
PA
USD
2218966.00000000
1.446967955295
Long
DBT
NUSS
AE
Y
2
2032-11-23
Fixed
6.50000000
N
N
N
N
N
N
Ghana Government International Bonds
213800PP4399SNNXZ126
Ghana Government International Bonds
000000000
422000.00000000
PA
USD
216895.34000000
0.141435518449
Long
DBT
NUSS
GH
Y
2
2035-02-11
Fixed
7.88000000
N
Y
N
N
N
N
Chile Government International Bonds
549300FLZTJM5YJF8D34
Chile Government International Bonds
168863DL9
600000.00000000
PA
USD
433107.46000000
0.282425515226
Long
DBT
NUSS
CL
N
2
2050-01-25
Fixed
3.50000000
N
N
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
130000.00000000
PA
USD
19466.24000000
0.012693761639
Long
DBT
NUSS
VE
Y
2
2038-03-31
None
0.00000000
Y
N
N
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
482026.00000000
PA
USD
47033.11000000
0.030669871916
Long
DBT
CORP
VE
Y
2
2022-10-28
None
0.00000000
Y
N
N
N
N
N
Peru LNG Srl
254900F70J1LOALV5K70
Peru LNG Srl
000000000
632000.00000000
PA
USD
545878.56000000
0.355962544627
Long
DBT
CORP
PE
Y
2
2030-03-22
Fixed
5.38000000
N
N
N
N
N
N
IPOTEKA-BANK ATIB
213800UWVX5JSNXJS434
Ipoteka-Bank ATIB
000000000
230000.00000000
PA
USD
223272.50000000
0.145594007658
Long
DBT
CORP
UZ
Y
2
2025-11-19
Fixed
5.50000000
N
N
N
N
N
N
Sri Lanka Government International Bonds
254900HXCCIOHM74FA02
Sri Lanka Government International Bonds
000000000
731000.00000000
PA
USD
434363.81000000
0.283244769865
Long
DBT
NUSS
LK
Y
2
2026-07-18
Fixed
6.83000000
N
Y
N
N
N
N
SAMARCO MINERACAO SA
529900U8HKV15GJC4O60
Samarco Mineracao SA
000000000
1684000.00000000
PA
USD
1566876.62000000
1.021746281394
Long
DBT
CORP
BR
Y
2
2031-06-30
Fixed
9.00000000
N
N
Y
N
N
N
REPUBLIC OF ALBANIA
254900EDM43U3SGRND29
Albania Government International Bond
000000000
539000.00000000
PA
521451.83000000
0.340034091662
Long
DBT
NUSS
AL
Y
2
2031-11-23
Fixed
3.50000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
600000.00000000
PA
USD
606424.80000000
0.395444208201
Long
DBT
NUSS
RO
Y
2
2034-01-30
Fixed
6.38000000
N
N
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
1072000.00000000
PA
USD
172358.92000000
0.112393715833
Long
DBT
NUSS
VE
Y
2
2025-04-21
None
0.00000000
Y
N
N
N
N
N
Nigeria Government International Bonds
549300GSBZD84TNEQ285
Nigeria Government International Bonds
000000000
800000.00000000
PA
USD
614555.00000000
0.400745839173
Long
DBT
NUSS
NG
Y
2
2051-09-28
Fixed
8.25000000
N
N
N
N
N
N
Dominican Republic International Bonds
254900EHU7Q8FGVPI369
Dominican Republic International Bonds
000000000
400000.00000000
PA
USD
397247.42000000
0.259041502692
Long
DBT
NUSS
DO
Y
2
2027-01-25
Fixed
5.95000000
N
N
N
N
N
N
Panama Government International Bonds
549300SHS4T08CL0LP14
Panama Government International Bonds
698299BN3
500000.00000000
PA
USD
360395.68000000
0.235010811426
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
376000.00000000
PA
USD
394894.00000000
0.257506858481
Long
DBT
CORP
HU
Y
2
2033-05-15
Fixed
8.75000000
N
N
N
N
N
N
REPUBLIC OF SURINAME INT
254900SYU4G5JM13TN77
Suriname Government International Bond
86886PAD4
871699.00000000
PA
USD
699538.45000000
0.456162789626
Long
DBT
NUSS
SR
N
2
2050-12-31
Variable
9.00000000
N
N
N
N
N
N
Ukraine Government International Bonds
6354001WLTJXOMEXPY07
Ukraine Government International Bonds
000000000
488000.00000000
PA
USD
150229.58000000
0.097963370415
Long
DBT
NUSS
UA
Y
2
2028-09-01
Fixed
7.75000000
N
Y
N
N
N
N
TUNISIAN REPUBLIC
254900B5LFB16S9T2T11
Tunisian Republic
000000000
220000.00000000
PA
USD
209406.31000000
0.136551988722
Long
DBT
NUSS
TN
Y
2
2025-01-30
Fixed
5.75000000
N
N
N
N
N
N
SUNAC CHINA HOLDINGS LTD
549300OLARYHDXP3WK18
Sunac China Holdings Ltd
000000000
102272.00000000
PA
USD
13551.04000000
0.008836512430
Long
DBT
CORP
KY
Y
2
2025-09-30
Fixed
6.00000000
N
N
Y
N
N
N
Ecuador Government International Bonds
5299003Y2U5XK0A35H71
Ecuador Government International Bonds
000000000
1895000.00000000
PA
USD
947792.80000000
0.618047239056
Long
DBT
NUSS
EC
Y
2
2035-07-31
Variable
3.50000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
200000.00000000
PA
USD
142959.81000000
0.093222818179
Long
DBT
NUSS
EG
Y
2
2059-11-20
Fixed
8.15000000
N
N
N
N
N
N
CANACOL ENERGY LTD
549300X5MNRWPMSM9N14
Canacol Energy Ltd
000000000
1337000.00000000
PA
USD
708120.66000000
0.461759172291
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
388000.00000000
PA
USD
386341.35000000
0.251929751630
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
TBC BANK JSC
2138001MSA39Q44QTA18
TBC Bank JSC
000000000
1550000.00000000
PA
USD
1521216.50000000
0.991971724022
Long
DBT
CORP
GE
Y
2
2029-07-30
Fixed
10.25000000
N
N
N
N
N
N
Ghana Government International Bonds
213800PP4399SNNXZ126
Ghana Government International Bonds
000000000
1000000.00000000
PA
USD
503880.00000000
0.328575657902
Long
DBT
NUSS
GH
Y
2
2049-06-16
Fixed
8.63000000
N
Y
N
N
N
N
Egypt Government International Bonds
529900GFIVH4086NMH82
Egypt Government International Bonds
000000000
627000.00000000
PA
USD
441871.04000000
0.288140167651
Long
DBT
NUSS
EG
Y
2
2048-02-21
Fixed
7.90000000
N
N
N
N
N
N
MV24 CAPITAL BV
N/A
MV24 Capital BV
000000000
472980.00000000
PA
USD
452224.83000000
0.294891781847
Long
DBT
CORP
NL
Y
2
2034-06-01
Fixed
6.75000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long: BMIDAN7K1 CDS USD R F 1.00000 II4886850240408 SOVEREIGN / Short: BMIDAN7K1 CDS USD P V 03MEVENT II9728970240408 SOVEREIGN
000000000
500000.00000000
OU
Notional Amount
USD
-3450.03000000
-0.00224973381
N/A
DCR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Vietnam Government International Bonds
Vietnam Government International Bonds
Y
sell protection
2029-06-20
0.00000000
USD
-4278.51000000
USD
500000.00000000
USD
828.48000000
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
922646AS3
1547000.00000000
PA
USD
293930.00000000
0.191669133776
Long
DBT
NUSS
VE
N
2
2027-09-15
None
0.00000000
Y
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
39850.70000000
0.025986286358
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
2323638.00000000
EUR
2528694.41000000
USD
2024-07-05
39850.70000000
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
200000.00000000
PA
USD
115413.57000000
0.075260160541
Long
DBT
NUSS
LK
Y
2
2024-06-28
Fixed
6.35000000
N
Y
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long: BMIDFJCP8 CDS USD R F 1.00000 II6265660240510 SOVEREIGN / Short: BMIDFJCP8 CDS USD P V 03MEVENT II7080190240510 SOVEREIGN
000000000
5090000.00000000
OU
Notional Amount
USD
48187.23000000
0.031422463284
N/A
DCR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Indonesia Government International Bonds
Indonesia Government International Bonds
Y
sell protection
2029-06-20
62461.46000000
USD
0.00000000
USD
5090000.00000000
USD
-14274.23000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)SEP24
000000000
-34.00000000
NC
USD
12843.75000000
0.008375294923
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 10 Year U.S. Treasury Notes
TYU4 Comdty
2024-09-19
-3752312.50000000
USD
12843.75000000
N
N
N
Panama Government International Bonds
549300SHS4T08CL0LP14
Panama Government International Bonds
698299BK9
700000.00000000
PA
USD
592078.52000000
0.386089126853
Long
DBT
NUSS
PA
N
2
2030-01-23
Fixed
3.16000000
N
N
N
N
N
N
MONG DUONG FIN HLDGS BV
549300995KGQFMWSV879
Mong Duong Finance Holdings BV
000000000
410677.39000000
PA
USD
390667.22000000
0.254750612909
Long
DBT
CORP
NL
Y
2
2029-05-07
Fixed
5.13000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BOBL FUTURE SEP24
000000000
-75.00000000
NC
-80074.97000000
-0.05221617438
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
CME 1 Year Mid-Curve 3 Month Eurodollar Option
OEU4 Comdty
2024-09-06
-8658230.00000000
EUR
-80074.97000000
N
N
N
Pakistan Government International Bonds
529900LOP29R5WKHOD86
Pakistan Government International Bonds
000000000
407000.00000000
PA
USD
352733.69000000
0.230014496023
Long
DBT
NUSS
PK
Y
2
2027-12-05
Fixed
6.88000000
N
N
N
N
N
N
Oman Government International Bonds
549300SZ20F0QTKNQC75
Oman Government International Bonds
000000000
270000.00000000
PA
USD
299116.13000000
0.195050962935
Long
DBT
NUSS
OM
Y
2
2032-10-28
Fixed
7.38000000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
1960000.00000000
PA
USD
137126.50000000
0.089418968709
Long
DBT
NUSS
LB
Y
2
2027-03-23
None
0.00000000
Y
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780DU7
1060000.00000000
PA
USD
1023815.58000000
0.667621016451
Long
DBT
NUSS
ID
N
2
2034-02-10
Fixed
4.70000000
N
N
N
N
N
N
Argentina Government International Bonds
549300KPBYGYF7HCHO27
Argentina Republic Government International Bonds
040114HT0
600000.00000000
PA
USD
252772.01000000
0.164830375258
Long
DBT
NUSS
AR
N
2
2035-07-09
Variable
3.63000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT SEP24
000000000
97.00000000
NC
USD
108515.84000000
0.070762212274
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
Ultra 10-Year U.S. Treasury Notes Futures
UXYU4 Comdty
2024-09-19
10904015.41000000
USD
108515.84000000
N
N
N
FIN DEPT GOVT SHARJAH
254900ZNL8O3F1CLJO24
Finance Department Government of Sharjah
38381CAE2
900000.00000000
PA
USD
933007.50000000
0.608405876678
Long
DBT
NUSS
AE
N
2
2032-11-23
Fixed
6.50000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
5425.80000000
0.003538115830
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
318783.91000000
EUR
346874.57000000
USD
2024-07-05
5425.80000000
N
N
N
BENIN INTL GOV BOND
635400Q11P6AE5A5Y230
Benin Government International Bond
000000000
1120000.00000000
PA
951415.26000000
0.620409412942
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
183999.51000000
0.119984440843
Long
DBT
NUSS
LK
Y
2
2023-04-18
Fixed
5.75000000
N
Y
N
N
N
N
Ecuador Government International Bonds
5299003Y2U5XK0A35H71
Ecuador Government International Bonds
000000000
653748.00000000
PA
USD
415717.01000000
0.271085357748
Long
DBT
NUSS
EC
Y
2
2030-07-31
Variable
6.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797JU2
325000.00000000
PA
USD
323559.83000000
0.210990481886
Long
STIV
UST
US
N
2
2024-08-01
None
0.00000000
N
N
N
N
N
N
Egypt Government International Bonds
529900GFIVH4086NMH82
Egypt Government International Bonds
000000000
1739000.00000000
PA
USD
1328313.41000000
0.866181338001
Long
DBT
NUSS
EG
Y
2
2050-05-29
Fixed
8.88000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long: BMIDFJCW3 CDS USD R V 03MEVENT II0897180240510 SOVEREIGN / Short: BMIDFJCW3 CDS USD P F 1.00000 II4386830240510 SOVEREIGN
000000000
5040000.00000000
OU
Notional Amount
USD
-67518.46000000
-0.04402818610
N/A
DCR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Philippines Government International Bonds
Philippines Government International Bonds
Y
buy protection
2029-06-20
0.00000000
USD
-74800.92000000
USD
5040000.00000000
USD
7282.46000000
N
N
N
SUNAC CHINA HOLDINGS LTD
549300OLARYHDXP3WK18
Sunac China Holdings Ltd
000000000
205040.00000000
PA
USD
22554.40000000
0.014707523256
Long
DBT
CORP
KY
Y
2
2027-09-30
Fixed
6.50000000
N
N
Y
N
N
N
REPUBLIC OF MONTENEGRO
747800V014106FYLL014
Montenegro Government International Bond
000000000
1137000.00000000
PA
USD
1142400.75000000
0.744949349091
Long
DBT
NUSS
ME
Y
2
2031-03-12
Fixed
7.25000000
N
N
N
N
N
N
PIRAEUS FINANCIAL HLDGS
M6AD1Y1KW32H8THQ6F76
Piraeus Financial Holdings SA
000000000
420000.00000000
PA
467157.52000000
0.304629255930
Long
DBT
CORP
GR
Y
2
2034-04-17
Fixed
7.25000000
N
N
N
N
N
N
SUNAC CHINA HOLDINGS LTD
549300OLARYHDXP3WK18
Sunac China Holdings Ltd
000000000
308307.00000000
PA
USD
28518.40000000
0.018596594511
Long
DBT
CORP
KY
Y
2
2029-09-30
Fixed
7.00000000
N
N
Y
N
N
N
SUNAC CHINA HOLDINGS LTD
549300OLARYHDXP3WK18
Sunac China Holdings Ltd
000000000
145001.00000000
PA
USD
13050.09000000
0.008509847399
Long
DBT
CORP
KY
Y
2
2030-09-30
Fixed
7.25000000
N
N
Y
N
N
N
INDIABULLS HOUSING FIN
335800A2A3G53ZQZTQ21
Indiabulls Housing Finance Ltd
000000000
567000.00000000
PA
USD
558256.86000000
0.364034323754
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
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
21263.88000000
0.013865986664
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
1239867.00000000
EUR
1349282.78000000
USD
2024-07-05
21263.88000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
519.67000000
0.000338872176
N/A
DFE
XX
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
460175.86000000
USD
428576.09000000
EUR
2024-09-18
519.67000000
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
038461AS8
440000.00000000
PA
USD
425647.20000000
0.277560746158
Long
DBT
NUSS
EG
N
2
2025-10-06
Fixed
5.25000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
14046.08000000
0.009159323602
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
819007.00000000
EUR
891282.73000000
USD
2024-07-05
14046.08000000
N
N
N
Bahrain Government International Bonds
549300RODM1WN85LFQ95
Bahrain Government International Bonds
000000000
600000.00000000
PA
USD
553045.20000000
0.360635846709
Long
DBT
NUSS
BH
Y
2
2032-09-16
Fixed
5.45000000
N
N
N
N
N
N
VEDANTA RESOURCES
8945002DGA3BBXO3N634
Vedanta Resources Finance II PLC
000000000
1692600.00000000
PA
USD
1630688.58000000
1.063357491879
Long
DBT
CORP
GB
Y
2
2028-12-09
Fixed
13.88000000
N
N
N
N
N
N
LIMAK ISKENDERUN
5299001DUZ9PI7TCRC47
Limak Iskenderun Uluslararasi Liman Isletmeciligi AS
000000000
685044.02000000
PA
USD
633172.49000000
0.412886138500
Long
DBT
CORP
TR
Y
2
2036-07-10
Fixed
9.50000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
1000000.00000000
PA
876174.03000000
0.571345277337
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
345486.75000000
0.225288831027
Long
DBT
NUSS
EG
N
2
2048-02-21
Fixed
7.90000000
N
N
N
N
N
N
PIRAEUS FINANCIAL HLDGS
M6AD1Y1KW32H8THQ6F76
Piraeus Financial Holdings SA
000000000
220000.00000000
PA
234371.92000000
0.152831840533
Long
DBT
CORP
GR
Y
2
2030-02-19
Fixed
5.50000000
N
N
N
N
N
N
REPUBLIC OF ALBANIA
254900EDM43U3SGRND29
Albania Government International Bond
000000000
1861000.00000000
PA
2055980.98000000
1.340686876119
Long
DBT
NUSS
AL
Y
2
2028-06-09
Fixed
5.90000000
N
N
N
N
N
N
CHINA OIL & GAS GROUP
52990063CVI7GDV4JZ06
China Oil & Gas Group Ltd
000000000
880000.00000000
PA
USD
811415.00000000
0.529116490944
Long
DBT
CORP
BM
Y
2
2026-06-30
Fixed
4.70000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) SEP24
000000000
90.00000000
NC
USD
47480.06000000
0.030961324029
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 5 Year U.S. Treasury Notes
FVU4 Comdty
2024-09-30
9544551.19000000
USD
47480.06000000
N
N
N
Republic of El Salvador
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
750000.00000000
PA
USD
593438.75000000
0.386976120715
Long
DBT
NUSS
SV
Y
2
2032-04-10
Fixed
8.25000000
N
N
N
N
N
N
GENER MEDIT/CENT TERMICA
N/A
Generacion Mediterranea SA / Central Termica Roca SA
36875KAH4
552000.00000000
PA
USD
543720.00000000
0.354554966886
Long
DBT
CORP
AR
N
2
2027-05-28
Fixed
12.50000000
N
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government Bond
401494AU3
400000.00000000
PA
USD
316878.87000000
0.206633887405
Long
DBT
NUSS
GT
N
2
2041-10-07
Fixed
4.65000000
N
N
N
N
N
N
Commonwealth of Bahamas
549300W13SXC7EKNJC20
Bahamas Government International Bond
000000000
436000.00000000
PA
USD
383135.00000000
0.249838919366
Long
DBT
NUSS
BS
Y
2
2028-11-21
Fixed
6.00000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCB6
1120000.00000000
PA
USD
1097485.87000000
0.715660756081
Long
DBT
CORP
MX
N
2
2026-08-04
Fixed
6.88000000
N
N
N
N
N
N
REPUBLIC OF ZAMBIA
213800DMLAZ6LGMMD849
Zambia Government International Bond
000000000
247537.32000000
PA
USD
217446.06000000
0.141794638054
Long
DBT
NUSS
ZM
Y
2
2033-06-30
Variable
5.75000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
5547.41000000
0.003617416627
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
323462.00000000
EUR
352006.87000000
USD
2024-07-05
5547.41000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
6496.19000000
0.004236107611
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
378784.00000000
EUR
412210.93000000
USD
2024-07-05
6496.19000000
N
N
N
Chile Government International Bonds
549300FLZTJM5YJF8D34
Chile Government International Bonds
168863DT2
1400000.00000000
PA
USD
1138194.53000000
0.742206510510
Long
DBT
NUSS
CL
N
2
2033-07-27
Fixed
2.55000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
6681.34000000
0.004356842276
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
392550.50000000
EUR
427141.34000000
USD
2024-07-05
6681.34000000
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
636000.00000000
PA
542657.34000000
0.353862015770
Long
DBT
NUSS
EG
Y
2
2031-04-11
Fixed
6.38000000
N
N
N
N
N
N
Uruguay Government International Bonds
549300RDR012H2V82H43
Uruguay Government International Bonds
760942BE1
600000.00000000
PA
USD
626106.16000000
0.408278247676
Long
DBT
NUSS
UY
N
2
2034-10-28
Fixed
5.75000000
N
N
N
N
N
N
Ukraine Government International Bonds
6354001WLTJXOMEXPY07
Ukraine Government International Bonds
000000000
200000.00000000
PA
USD
57875.00000000
0.037739771773
Long
DBT
NUSS
UA
Y
2
2035-03-15
Fixed
7.25000000
N
Y
N
N
N
N
BANK OF GEORGIA JSC
549300RPLD8RXL49Z691
Bank of Georgia JSC
000000000
1030000.00000000
PA
USD
1004751.61000000
0.655189571494
Long
DBT
CORP
GE
Y
2
2029-07-16
Fixed
9.50000000
N
N
N
N
N
N
Pakistan Government International Bonds
529900LOP29R5WKHOD86
Pakistan Government International Bonds
000000000
428000.00000000
PA
USD
344453.54000000
0.224615083993
Long
DBT
NUSS
PK
Y
2
2031-04-08
Fixed
7.38000000
N
N
N
N
N
N
Argentina Government International Bonds
549300KPBYGYF7HCHO27
Argentina Republic Government International Bonds
040114HV5
500000.00000000
PA
USD
195443.79000000
0.127447153850
Long
DBT
NUSS
AR
N
2
2041-07-09
Variable
3.50000000
N
N
N
N
N
N
Angola Government International Bonds
549300QHR2R3J8JSGK83
Angola Government International Bonds
000000000
2011000.00000000
PA
USD
1784677.03000000
1.163771987926
Long
DBT
NUSS
AO
Y
2
2032-04-14
Fixed
8.75000000
N
N
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
36000.00000000
PA
USD
5850.00000000
0.003814732870
Long
DBT
NUSS
VE
Y
2
2024-10-13
None
0.00000000
Y
N
N
N
N
N
BANCOLOMBIA SA
54930052NWJRPNMP1W58
Bancolombia SA
05968LAN2
1022000.00000000
PA
USD
1044468.67000000
0.681088712400
Long
DBT
CORP
CO
N
2
2034-12-24
Fixed
8.63000000
N
N
N
N
N
N
ARAGVI FINANCE INTL
635400VKAYT1VT6VBF50
Aragvi Finance International DAC
000000000
879000.00000000
PA
USD
742816.53000000
0.484384039941
Long
DBT
CORP
IE
Y
2
2026-04-29
Fixed
8.45000000
N
N
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
111300.00000000
PA
USD
18642.05000000
0.012156314684
Long
DBT
NUSS
VE
Y
2
2023-05-07
None
0.00000000
Y
N
N
N
N
N
BRASKEM NETHERLANDS
2549000TLMHFQ74DS330
Braskem Netherlands Finance BV
000000000
906000.00000000
PA
USD
907526.61000000
0.591790015370
Long
DBT
CORP
NL
Y
2
2081-01-23
Fixed
8.50000000
N
N
N
N
N
N
Dominican Republic International Bonds
254900EHU7Q8FGVPI369
Dominican Republic International Bonds
000000000
600000.00000000
PA
USD
595251.91000000
0.388158466194
Long
DBT
NUSS
DO
Y
2
2028-07-19
Fixed
6.00000000
N
N
N
N
N
N
PUMA INTERNATIONAL FINAN
222100YFBPO7IDRUBR17
Puma International Financing SA
74588YAB6
503000.00000000
PA
USD
507640.18000000
0.331027637773
Long
DBT
CORP
LU
N
2
2029-04-25
Fixed
7.75000000
N
N
N
N
N
N
REPUBLIC OF SURINAME INT
254900SYU4G5JM13TN77
Suriname Government International Bond
86886PAC6
940311.00000000
PA
USD
879190.79000000
0.573312479650
Long
DBT
NUSS
SR
N
2
2033-07-15
Fixed
7.95000000
N
N
Y
N
N
N
HONDURAS GOVERNMENT
5493002DW1JNBNG17615
Honduras Government International Bond
000000000
150000.00000000
PA
USD
142676.25000000
0.093037911230
Long
DBT
NUSS
HN
Y
2
2027-01-19
Fixed
6.25000000
N
N
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
922646BL7
36000.00000000
PA
USD
7021.87000000
0.004578898854
Long
DBT
NUSS
VE
N
2
2034-01-13
None
0.00000000
Y
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT SEP24
000000000
143.00000000
NC
USD
203557.35000000
0.132737934026
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CME Ultra Long Term U.S. Treasury Bond Futures
WNU4 Comdty
2024-09-19
17720598.90000000
USD
203557.35000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
5694.81000000
0.003713534854
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
332056.00000000
EUR
361359.28000000
USD
2024-07-05
5694.81000000
N
N
N
UZBEKISTAN INTL BOND
213800L6VDKUM3TCM927
Republic of Uzbekistan International Bond
000000000
573000.00000000
PA
USD
555981.90000000
0.362550842610
Long
DBT
NUSS
UZ
Y
2
2032-02-28
Fixed
6.90000000
N
N
N
N
N
N
Frigorifico Concepcion SA
529900Q6VZVL47QJCQ91
Frigorifico Concepcion SA Term Loan B
000000000
1180000.00000000
PA
USD
1190325.00000000
0.776200325460
Long
LON
CORP
PY
N
2
2026-12-08
Floating
10.83000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
5687.97000000
0.003709074551
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
334186.71000000
EUR
363634.64000000
USD
2024-07-05
5687.97000000
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
400000.00000000
PA
459131.99000000
0.299395879333
Long
DBT
NUSS
RO
Y
2
2029-09-27
Fixed
6.63000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
5540.76000000
0.003613080222
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
325538.00000000
EUR
354223.82000000
USD
2024-07-05
5540.76000000
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
855000.00000000
PA
USD
112005.00000000
0.073037462418
Long
DBT
CORP
VE
Y
2
2021-11-17
None
0.00000000
Y
N
N
N
N
N
Egypt Government International Bonds
529900GFIVH4086NMH82
Egypt Government International Bonds
000000000
500000.00000000
PA
USD
336357.50000000
0.219335728453
Long
DBT
NUSS
EG
Y
2
2061-02-16
Fixed
7.50000000
N
N
N
N
N
N
Dominican Republic International Bonds
254900EHU7Q8FGVPI369
Dominican Republic International Bonds
000000000
1200000.00000000
PA
USD
1077156.48000000
0.702404142018
Long
DBT
NUSS
DO
Y
2
2032-09-23
Fixed
4.88000000
N
N
N
N
N
N
AES PANAMA GENERATION HL
N/A
AES Panama Generation Holdings SRL
000000000
859931.72000000
PA
USD
748389.98000000
0.488018437021
Long
DBT
CORP
PA
Y
2
2030-05-31
Fixed
4.38000000
N
N
N
N
N
N
NORTH MACEDONIA
635400RD1N6RVNCE4958
North Macedonia Government International Bond
000000000
2252000.00000000
PA
2104189.14000000
1.372122987670
Long
DBT
NUSS
MK
Y
2
2028-03-10
Fixed
1.63000000
N
N
N
N
N
N
GOL FINANCE SA
5299007RH8MA67ZC6J07
Gol Finance SA
36254VAK4
231104.00000000
PA
USD
250747.84000000
0.163510432038
Long
DBT
CORP
LU
N
2
2025-01-29
Floating
15.84000000
N
N
N
N
N
N
Serbia International Bonds
254900W94OCY91V32O78
Serbia International Bonds
000000000
1000000.00000000
PA
USD
800317.50000000
0.521879910085
Long
DBT
NUSS
RS
Y
2
2030-12-01
Fixed
2.13000000
N
N
N
N
N
N
Jordan Government International Bonds
5493000JZ4MYPVMBVN50
Jordan Government International Bonds
000000000
302000.00000000
PA
USD
296156.30000000
0.193120884168
Long
DBT
NUSS
JO
Y
2
2029-01-13
Fixed
7.50000000
N
N
N
N
N
N
Kazakhstan Government International Bonds
5493007OEK8EF02UO833
Kazakhstan Government International Bonds
000000000
500000.00000000
PA
USD
577889.50000000
0.376836593350
Long
DBT
NUSS
KZ
Y
2
2045-07-21
Fixed
6.50000000
N
N
N
N
N
N
Bahrain Government International Bonds
549300RODM1WN85LFQ95
Bahrain Government International Bonds
000000000
900000.00000000
PA
USD
928932.75000000
0.605748768513
Long
DBT
NUSS
BH
Y
2
2028-10-12
Fixed
7.00000000
N
N
N
N
N
N
REPUBLIC OF TURKIYE
5493000PCHOG3B6S3Q85
Turkiye Government International Bond
900123DK3
800000.00000000
PA
USD
806992.00000000
0.526232292058
Long
DBT
NUSS
TR
N
2
2034-05-15
Fixed
7.63000000
N
N
N
N
N
N
Angola Government International Bonds
549300QHR2R3J8JSGK83
Angola Government International Bonds
000000000
2045000.00000000
PA
USD
1682183.77000000
1.096937046402
Long
DBT
NUSS
AO
Y
2
2049-11-26
Fixed
9.13000000
N
N
N
N
N
N
TULLOW OIL PLC
2138003EYHWO75RKS857
Tullow Oil PLC
000000000
609000.00000000
PA
USD
578678.44000000
0.377351054094
Long
DBT
CORP
GB
Y
2
2026-05-15
Fixed
10.25000000
N
N
N
N
N
N
Egypt Government International Bonds
529900GFIVH4086NMH82
Egypt Government International Bonds
000000000
200000.00000000
PA
USD
181833.25000000
0.118571842000
Long
DBT
NUSS
EG
Y
2
2029-03-01
Fixed
7.60000000
N
N
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
293000.00000000
PA
USD
50549.50000000
0.032962878501
Long
DBT
NUSS
VE
Y
2
2028-05-07
None
0.00000000
Y
N
N
N
N
N
MBH BANK NYRT
3H0Q3U74FVFED2SHZT16
MBH Bank Nyrt
000000000
493000.00000000
PA
557466.18000000
0.363518728372
Long
DBT
CORP
HU
Y
2
2027-10-19
Fixed
8.63000000
N
N
N
N
N
N
Jordan Government International Bonds
5493000JZ4MYPVMBVN50
Jordan Government International Bonds
000000000
173000.00000000
PA
USD
147656.41000000
0.096285429188
Long
DBT
NUSS
JO
Y
2
2047-10-10
Fixed
7.38000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
1296.86000000
0.000845670849
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
75618.00000000
EUR
82291.14000000
USD
2024-07-05
1296.86000000
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-2552.84000000
-0.00166468421
N/A
DFE
XX
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
163204.67000000
USD
149988.00000000
EUR
2024-07-05
-2552.84000000
N
N
N
ACCESS BANK PLC
029200328C3N9YI2D660
Access Bank PLC
000000000
621000.00000000
PA
USD
591285.15000000
0.385571777346
Long
DBT
CORP
NG
Y
2
2026-09-21
Fixed
6.13000000
N
N
N
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
351000.00000000
PA
USD
50544.00000000
0.032959292000
Long
DBT
CORP
VE
Y
2
2035-05-17
None
0.00000000
Y
N
N
N
N
N
LLPL Capital Pte Ltd
254900VXZ8FXTUQNON22
LLPL Capital Pte Ltd
000000000
766458.00000000
PA
USD
772655.58000000
0.503841818549
Long
DBT
CORP
SG
Y
2
2039-02-04
Fixed
6.88000000
N
N
N
N
N
N
SUNAC CHINA HOLDINGS LTD
549300OLARYHDXP3WK18
Sunac China Holdings Ltd
000000000
307933.00000000
PA
USD
31704.47000000
0.020674202367
Long
DBT
CORP
KY
Y
2
2028-09-30
Fixed
6.75000000
N
N
Y
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
6689.36000000
0.004362072046
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
390047.00000000
EUR
424467.87000000
USD
2024-07-05
6689.36000000
N
N
N
Ukraine Government International Bonds
6354001WLTJXOMEXPY07
Ukraine Government International Bonds
000000000
757000.00000000
PA
USD
243058.70000000
0.158496412363
Long
DBT
NUSS
UA
Y
2
2028-11-01
Fixed
9.75000000
N
Y
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
Ghana Government International Bond
000000000
316000.00000000
PA
USD
161364.61000000
0.105224424253
Long
DBT
NUSS
GH
Y
2
2027-03-26
Fixed
7.88000000
N
Y
N
N
N
N
Philippines Government International Bonds
529900RAHBALMYIJ3T08
Philippines Government International Bonds
718286CW5
1590000.00000000
PA
USD
1570927.16000000
1.024387602434
Long
DBT
NUSS
PH
N
2
2033-07-17
Fixed
5.00000000
N
N
N
N
N
N
CORURIPE NETHERLANDS BV
724500EL5MDC9RD0FW48
Coruripe Netherlands BV
000000000
830000.00000000
PA
USD
729209.61000000
0.475511088661
Long
DBT
CORP
NL
Y
2
2027-02-10
Fixed
10.00000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUND FUTURE SEP24
000000000
-51.00000000
NC
-102361.45000000
-0.06674898939
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex 10 Year Euro BUND Futures
RXU4 Comdty
2024-09-06
-6617040.00000000
EUR
-102361.45000000
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
20910.74000000
0.013635707217
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
1228574.29000000
EUR
1336834.05000000
USD
2024-07-05
20910.74000000
N
N
N
Oman Government International Bonds
549300SZ20F0QTKNQC75
Oman Government International Bonds
000000000
500000.00000000
PA
USD
510204.00000000
0.332699481949
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
38150.00000000
0.024877275043
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
2099-12-31
XXXX
38150.00000000
N
N
N
TIMES CHINA HLDG LTD
2549000KTINB9ZPZP710
Times China Holdings Ltd
000000000
410000.00000000
PA
USD
9737.50000000
0.006349736978
Long
DBT
CORP
KY
Y
2
2023-07-16
None
0.00000000
Y
N
N
N
N
N
Egypt Government International Bonds
529900GFIVH4086NMH82
Egypt Government International Bonds
000000000
200000.00000000
PA
USD
163709.00000000
0.106753180081
Long
DBT
NUSS
EG
Y
2
2032-05-29
Fixed
7.63000000
N
N
N
N
N
N
Digicel International Finance Limited
5493007V023VOEW4FK27
Digicel International Finance Limited 2024 Term Loan
000000000
430818.35000000
PA
USD
418970.85000000
0.273207157817
Long
LON
CORP
LC
N
2
2027-05-25
Floating
12.07000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCC4
685000.00000000
PA
USD
451016.81000000
0.294104042770
Long
DBT
CORP
MX
N
2
2047-09-21
Fixed
6.75000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Long: BMID8JKP7 CDS USD R F 1.00000 II5643250240322 CORPORATE / Short: BMID8JKP7 CDS USD P V 03MEVENT II4514500240322 CORPORATE
000000000
100000.00000000
OU
Notional Amount
USD
-5243.22000000
-0.00341905703
N/A
DCR
GB
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Benin Government International Bonds
Benin Government International Bonds
Y
sell protection
2027-06-20
0.00000000
USD
-8015.74000000
USD
100000.00000000
USD
2772.52000000
N
N
N
Ghana Government International Bonds
213800PP4399SNNXZ126
Ghana Government International Bonds
000000000
415000.00000000
PA
USD
213488.45000000
0.139213915839
Long
DBT
NUSS
GH
Y
2
2032-03-26
Fixed
8.13000000
N
Y
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
1000000.00000000
PA
897911.65000000
0.585520185634
Long
DBT
NUSS
CI
Y
2
2040-10-17
Fixed
6.88000000
N
N
N
N
N
N
Republic of Kenya Government International Bonds
549300VVURQQYU45PR87
Republic of Kenya Government International Bonds
000000000
1196000.00000000
PA
USD
1042474.98000000
0.679788644917
Long
DBT
NUSS
KE
Y
2
2032-05-22
Fixed
8.00000000
N
N
N
N
N
N
MONGOLIA INTL BOND
N/A
Mongolia Government International Bond
000000000
280000.00000000
PA
USD
286669.46000000
0.186934600341
Long
DBT
NUSS
MN
Y
2
2029-06-05
Fixed
7.88000000
N
N
N
N
N
N
FORESEA HOLDING SA
254900BAD50AKYGIMV79
FORESEA Holding SA
000000000
980000.00000000
PA
USD
913731.42000000
0.595836116680
Long
DBT
CORP
LU
Y
2
2030-06-15
Fixed
7.50000000
N
N
N
N
N
N
SUNAC CHINA HOLDINGS LTD
549300OLARYHDXP3WK18
Sunac China Holdings Ltd
000000000
123353.00000000
PA
USD
8326.33000000
0.005429525596
Long
DBT
CORP
KY
Y
2
2032-09-30
Fixed
1.00000000
N
N
N
N
N
Sunac China Holdings Ltd.
Sunac China Holdings Ltd.
USD
XXXX
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
2012000.00000000
PA
1732657.91000000
1.129850783319
Long
DBT
NUSS
EG
Y
2
2030-04-16
Fixed
5.63000000
N
N
N
N
N
N
Philippines Government International Bonds
529900RAHBALMYIJ3T08
Philippines Government International Bonds
718286CX3
700000.00000000
PA
USD
709870.00000000
0.462899901316
Long
DBT
NUSS
PH
N
2
2048-01-17
Fixed
5.50000000
N
N
N
N
N
N
Ukraine Government International Bonds
6354001WLTJXOMEXPY07
Ukraine Government International Bonds
000000000
400000.00000000
PA
USD
124937.50000000
0.081470630426
Long
DBT
NUSS
UA
Y
2
2029-09-01
Fixed
7.75000000
N
Y
N
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
1203437.00000000
PA
USD
150429.63000000
0.098093821237
Long
DBT
CORP
VE
Y
2
2024-05-16
None
0.00000000
Y
N
N
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
445545AS5
800000.00000000
PA
USD
826268.00000000
0.538801999889
Long
DBT
NUSS
HU
N
2
2032-09-22
Fixed
6.25000000
N
N
N
N
N
N
AVIANCA MIDCO 2 PLC
N/A
Avianca Midco 2 PLC
000000000
925328.00000000
PA
USD
894617.84000000
0.583372321484
Long
DBT
CORP
GB
Y
2
2028-12-01
Fixed
9.00000000
N
N
N
N
N
N
VEDANTA RESOURCES
8945002DGA3BBXO3N634
Vedanta Resources Finance II PLC
000000000
564000.00000000
PA
USD
558265.98000000
0.364040270824
Long
DBT
CORP
GB
Y
2
2027-01-21
Fixed
13.88000000
N
N
N
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PCF3
200000.00000000
PA
USD
210226.52000000
0.137086840354
Long
DBT
NUSS
DO
N
2
2044-04-30
Fixed
7.45000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
745000.00000000
PA
USD
237898.06000000
0.155131205005
Long
DBT
NUSS
UA
Y
2
2025-09-01
Fixed
7.75000000
N
Y
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-273.62000000
-0.00017842516
N/A
DFE
XX
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
17362.55000000
USD
15954.59000000
EUR
2024-07-05
-273.62000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long: BMID88TC1 CDS USD R F 1.00000 II3155490240320 SOVEREIGN / Short: BMID88TC1 CDS USD P V 03MEVENT II9017440240320 SOVEREIGN
000000000
400000.00000000
OU
Notional Amount
USD
-2760.02000000
-0.00179978444
N/A
DCR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Vietnam Government International Bonds
Vietnam Government International Bonds
Y
sell protection
2029-06-20
0.00000000
USD
-3428.56000000
USD
400000.00000000
USD
668.54000000
N
N
N
REPUBLIC OF ZAMBIA
213800DMLAZ6LGMMD849
Zambia Government International Bond
000000000
204592.00000000
PA
USD
96881.68000000
0.063175680211
Long
DBT
NUSS
ZM
Y
2
2053-12-31
Fixed
0.50000000
N
N
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
76000.00000000
PA
USD
11571.14000000
0.007545437283
Long
DBT
NUSS
VE
Y
2
2019-10-13
None
0.00000000
Y
N
N
N
N
N
Oman Government International Bonds
549300SZ20F0QTKNQC75
Oman Government International Bonds
000000000
1600000.00000000
PA
USD
1649400.00000000
1.075559042123
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
84297.07000000
0.054969368172
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
5200216.00000000
PA
USD
644826.78000000
0.420485797157
Long
DBT
CORP
VE
Y
2
2026-11-15
None
0.00000000
Y
N
N
N
N
N
TELECOM OF TRIN & TOBAGO
5299007N4G3EZWXAMB76
Telecommunications Services of Trinidad & Tobago Ltd
000000000
211000.00000000
PA
USD
209200.17000000
0.136417566664
Long
DBT
CORP
TT
Y
2
2029-10-18
Fixed
8.88000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
440000.00000000
PA
USD
217195.00000000
0.141630924065
Long
DBT
NUSS
UA
Y
2
2041-08-01
Floating
7.75000000
N
N
N
N
N
N
TOTAL PLAY TELECOM
4469000001BSAPAMOQ06
Total Play Telecomunicaciones SA de CV
89157PAA6
1285000.00000000
PA
USD
1055132.78000000
0.688042683502
Long
DBT
CORP
MX
N
2
2028-12-31
Fixed
10.50000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) SEP24
000000000
9.00000000
NC
USD
984.37000000
0.000641898905
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 2 Year U.S. Treasury Notes Futures
TUU4 Comdty
2024-09-30
1836984.38000000
USD
984.37000000
N
N
N
MC BRAZIL DWNSTRM
213800T2A7R9TYNXZI63
MC Brazil Downstream Trading SARL
000000000
751093.64000000
PA
USD
666229.15000000
0.434442091917
Long
DBT
CORP
LU
Y
2
2031-06-30
Fixed
7.25000000
N
N
N
N
N
N
Panama Government International Bonds
549300SHS4T08CL0LP14
Panama Government International Bonds
698299BM5
200000.00000000
PA
USD
129934.96000000
0.084729429559
Long
DBT
NUSS
PA
N
2
2056-04-01
Fixed
4.50000000
N
N
N
N
N
N
NATIONAL BANK OF UZBEKIS
253400TZJ7T1YULTGN68
National Bank of Uzbekistan
000000000
1120000.00000000
PA
USD
1107680.00000000
0.722308257414
Long
DBT
NUSS
UZ
Y
2
2029-07-05
Fixed
8.50000000
N
N
N
N
N
N
Oman Government International Bonds
549300SZ20F0QTKNQC75
Oman Government International Bonds
000000000
500000.00000000
PA
USD
496323.75000000
0.323648294611
Long
DBT
NUSS
OM
Y
2
2027-03-08
Fixed
5.38000000
N
N
N
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PCW6
500000.00000000
PA
USD
494032.94000000
0.322154477824
Long
DBT
NUSS
DO
N
2
2045-01-27
Fixed
6.85000000
N
N
N
N
N
N
TRINIDAD & TOBAGO
N/A
Trinidad & Tobago Government International Bond
000000000
500000.00000000
PA
USD
459850.00000000
0.299864087256
Long
DBT
NUSS
TT
Y
2
2030-06-26
Fixed
4.50000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
800000.00000000
PA
682587.84000000
0.445109447893
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
610000.00000000
PA
USD
314089.15000000
0.204814735852
Long
DBT
NUSS
GH
Y
2
2061-03-11
Fixed
8.75000000
N
Y
N
N
N
N
FRIGORIFICO CONCEPCION
529900Q6VZVL47QJCQ91
Frigorifico Concepcion SA
000000000
1352000.00000000
PA
USD
920667.86000000
0.600359307393
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
208000.00000000
PA
USD
198614.48000000
0.129514732545
Long
DBT
CORP
US
Y
2
2028-03-01
Fixed
7.50000000
N
N
N
N
N
N
PAN AMERICAN ENERGY LLC
N/A
Pan American Energy LLC/Argentina
69784DAD0
619000.00000000
PA
USD
648835.80000000
0.423100043375
Long
DBT
CORP
AR
N
2
2032-04-30
Fixed
8.50000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
21974.66000000
0.014329479968
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
1291082.76000000
EUR
1404850.65000000
USD
2024-07-05
21974.66000000
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
14029.25000000
0.009148348909
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
824264.33000000
EUR
896897.02000000
USD
2024-07-05
14029.25000000
N
N
N
Ghana Government International Bonds
213800PP4399SNNXZ126
Ghana Government International Bonds
000000000
400000.00000000
PA
USD
203552.00000000
0.132734445339
Long
DBT
NUSS
GH
Y
2
2029-05-16
Fixed
7.63000000
N
Y
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
50372.65000000
0.032847556192
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
2959557.63000000
EUR
3220348.52000000
USD
2024-07-05
50372.65000000
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
750000.00000000
PA
732730.92000000
0.477807303534
Long
DBT
NUSS
CI
Y
2
2030-03-22
Fixed
5.25000000
N
N
N
N
N
N
Turkiye Government International Bonds
5493000PCHOG3B6S3Q85
Turkiye Government International Bonds
900123CQ1
1300000.00000000
PA
USD
1270993.75000000
0.828803698493
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
838300.00000000
PA
USD
800241.18000000
0.521830142493
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
740000.00000000
PA
USD
741280.20000000
0.483382212839
Long
DBT
CORP
GE
Y
2
2024-10-03
Fixed
10.78000000
N
N
N
N
N
N
SUNAC CHINA HOLDINGS LTD
549300OLARYHDXP3WK18
Sunac China Holdings Ltd
000000000
102396.00000000
PA
USD
11908.65000000
0.007765524546
Long
DBT
CORP
KY
Y
2
2026-09-30
Fixed
6.25000000
N
N
Y
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
000000000
432000.00000000
PA
328655.42000000
0.214313270718
Long
DBT
NUSS
RS
Y
2
2036-09-23
Fixed
2.05000000
N
N
N
N
N
N
Ghana Government International Bonds
213800PP4399SNNXZ126
Ghana Government International Bonds
000000000
859000.00000000
PA
USD
441037.44000000
0.287596584519
Long
DBT
NUSS
GH
Y
2
2034-04-07
Fixed
8.63000000
N
Y
N
N
N
N
2024-07-24
MORGAN STANLEY EMERGING MARKETS DEBT FUND INC
Francis Smith
Francis Smith
Principal Financial Officer