0001752724-22-183501.txt : 20220819
0001752724-22-183501.hdr.sgml : 20220819
20220819123015
ACCESSION NUMBER: 0001752724-22-183501
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220630
FILED AS OF DATE: 20220819
DATE AS OF CHANGE: 20220819
PERIOD START: 20221231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: WESTERN ASSET EMERGING MARKETS DEBT FUND INC.
CENTRAL INDEX KEY: 0001227862
IRS NUMBER: 000000000
STATE OF INCORPORATION: MD
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-21343
FILM NUMBER: 221179768
BUSINESS ADDRESS:
STREET 1: 620 EIGHTH AVENUE
STREET 2: 47TH FLOOR
CITY: NEW YORK
STATE: NY
ZIP: 10018
BUSINESS PHONE: 8887770102
MAIL ADDRESS:
STREET 1: 620 EIGHTH AVENUE
STREET 2: 47TH FLOOR
CITY: NEW YORK
STATE: NY
ZIP: 10018
FORMER COMPANY:
FORMER CONFORMED NAME: SALOMON BROTHERS EMERGING MARKETS DEBT FUND INC
DATE OF NAME CHANGE: 20031003
FORMER COMPANY:
FORMER CONFORMED NAME: SALOMON BROTHERS FIXED INCOME STRATEGIC FUND INC
DATE OF NAME CHANGE: 20030417
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001227862
XXXXXXXX
Western Asset Emerging Markets Debt Fund Inc.
811-21343
0001227862
549300F68574RU1BKP84
620 Eighth Avenue
47th Floor
New York
10018
1-888-777-0102
Western Asset Emerging Markets Debt Fund Inc.
549300F68574RU1BKP84
2022-12-31
2022-06-30
N
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0.00000000
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USD
UYU
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ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
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PA
USD
7817552.00000000
1.309247083324
Long
DBT
NUSS
EG
N
2
2048-02-21
Fixed
7.90300000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
77586RAD2
1570000.00000000
PA
USD
1566148.79000000
0.262291281894
Long
DBT
NUSS
RO
N
2
2024-01-22
Fixed
4.87500000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
90352JAF0
2340000.00000000
PA
USD
2285296.28000000
0.382730743476
Long
DBT
CORP
CH
N
2
N/A
Fixed
7.00000000
N
N
N
N
N
N
SHINHAN BANK
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Shinhan Bank Co Ltd
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1260000.00000000
PA
USD
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0.207627900987
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DBT
CORP
KR
N
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2026-03-24
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N
N
N
N
N
SUZANO AUSTRIA GMBH
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Suzano Austria GmbH
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3450000.00000000
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USD
3493539.00000000
0.585081588997
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CORP
AT
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2
2026-07-14
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N
N
N
N
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PETROLEOS MEXICANOS
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Petroleos Mexicanos
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200000.00000000
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USD
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0.019230856933
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2
2044-06-27
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N
N
CROATIA
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Croatia Government International Bond
000000000
5640000.00000000
PA
USD
5713415.88000000
0.956856197018
Long
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HR
N
2
2023-04-04
Fixed
5.50000000
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N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
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PA
USD
1872255.00000000
0.313556519737
Long
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NUSS
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N
2
2031-02-16
Fixed
5.87500000
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N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government Bond
401494AS8
6800000.00000000
PA
USD
6278576.00000000
1.051506573340
Long
DBT
NUSS
GT
N
2
2032-04-24
Fixed
5.37500000
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N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
8800000.00000000
PA
USD
2295744.00000000
0.384480478807
Long
DBT
NUSS
UA
N
2
2027-09-01
Fixed
7.75000000
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N
N
N
N
N
KINGDOM OF JORDAN
5493000JZ4MYPVMBVN50
Jordan Government International Bond
000000000
2000000.00000000
PA
USD
1589640.00000000
0.266225479988
Long
DBT
NUSS
JO
N
2
2030-07-07
Fixed
5.85000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BA9
4341000.00000000
PA
USD
4377225.56000000
0.733077285253
Long
DBT
NUSS
UY
N
2
2050-06-18
Fixed
5.10000000
N
N
N
N
N
N
MEGLOBAL CANADA ULC
635400MHHHT7LMKMQL03
MEGlobal Canada ULC
58518N2A9
4100000.00000000
PA
USD
4317894.50000000
0.723140796534
Long
DBT
CORP
CA
N
2
2030-05-18
Fixed
5.87500000
N
N
N
N
N
N
YPF SOCIEDAD ANONIMA
5493003N7447U18U5U53
YPF SA
000000000
1125000.00000000
PA
USD
869321.25000000
0.145589861255
Long
DBT
CORP
AR
N
2
2025-03-23
Fixed
8.50000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JX62
5700000.00000000
PA
USD
3479194.50000000
0.582679239158
Long
DBT
NUSS
EG
N
2
2050-05-29
Fixed
8.87500000
N
N
N
N
N
N
PETRONAS CAPITAL LTD
549300G7YFX3540OYR85
Petronas Capital Ltd
716743AS8
7000000.00000000
PA
USD
6867661.50000000
1.150163860520
Long
DBT
CORP
MY
N
2
2060-04-21
Fixed
4.80000000
N
N
N
N
N
N
BANK LEUMI LE-ISRAEL
7JDSZWRGUQY2DSTWCR57
Bank Leumi Le-Israel BM
06326BAA7
1200000.00000000
PA
USD
1057875.00000000
0.177167962332
Long
DBT
CORP
IL
N
2
2031-01-29
Fixed
3.27500000
N
N
N
N
N
N
FRESNILLO PLC
549300JXWH1UV5J0XV81
Fresnillo PLC
358070AB6
4000000.00000000
PA
USD
2942940.00000000
0.492869841019
Long
DBT
CORP
GB
N
2
2050-10-02
Fixed
4.25000000
N
N
N
N
N
N
COMMONWEALTH OF BAHAMAS
549300W13SXC7EKNJC20
Bahamas Government International Bond
056732AM2
1830000.00000000
PA
USD
1473150.00000000
0.246716279060
Long
DBT
NUSS
BS
N
2
2029-06-16
Fixed
9.00000000
N
N
N
N
N
N
VOLCAN CIA MINERA SAA-CM
549300XKJ91C4SZLG750
Volcan Cia Minera SAA
92863UAB2
7000000.00000000
PA
USD
6103615.00000000
1.022204922524
Long
DBT
CORP
PE
N
2
2026-02-11
Fixed
4.37500000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
81280000.00000000
PA
3949652.19000000
0.661469294979
Long
DBT
NUSS
ZA
N
2
2037-01-31
Fixed
8.50000000
N
N
N
N
N
N
YPF SOCIEDAD ANONIMA
5493003N7447U18U5U53
YPF SA
984245AQ3
1320000.00000000
PA
USD
750908.40000000
0.125758630392
Long
DBT
CORP
AR
N
2
2027-07-21
Fixed
6.95000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325BK0
16567000.00000000
PA
USD
15368481.43000000
2.573841464356
Long
DBT
NUSS
CO
N
2
2037-09-18
Fixed
7.37500000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
IDR/USD FORWARD
000000000
1.00000000
NC
USD
-25724.13000000
-0.00430815710
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-771445.71000000
USD
11111904000.00000000
IDR
2022-07-19
-25724.13000000
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCB6
2561000.00000000
PA
USD
2312672.64000000
0.387315608339
Long
DBT
CORP
MX
N
2
2026-08-04
Fixed
6.87500000
N
N
N
N
N
N
DP WORLD PLC
549300M3U2DNF4QVSS04
DP World Ltd/United Arab Emirates
23330JAB7
3400000.00000000
PA
USD
3195163.60000000
0.535111071093
Long
DBT
CORP
AE
N
2
2048-09-25
Fixed
5.62500000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
168080000.00000000
PA
7548408.90000000
1.264172254443
Long
DBT
NUSS
MX
N
2
2034-11-23
Fixed
7.75000000
N
N
N
N
N
N
HUARONG FINANCE 2019
549300M6T6OW4AGYHK10
Huarong Finance 2019 Co Ltd
000000000
6000000.00000000
PA
USD
5718000.00000000
0.957623924017
Long
DBT
CORP
VG
N
2
2023-09-30
Fixed
2.12500000
N
N
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
22130000.00000000
PA
USD
1715075.00000000
0.287232747723
Long
DBT
NUSS
VE
N
2
2019-10-13
Fixed
7.75000000
Y
N
N
N
N
N
TIMES CHINA HLDG LTD
2549000KTINB9ZPZP710
Times China Holdings Ltd
000000000
2000000.00000000
PA
USD
280000.00000000
0.046893091767
Long
DBT
CORP
KY
N
2
2025-07-08
Fixed
6.75000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
15080000.00000000
PA
USD
3824288.00000000
0.640473886172
Long
DBT
NUSS
UA
N
2
2028-11-01
Fixed
9.75000000
N
N
N
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
71568QAD9
5810000.00000000
PA
USD
4823026.25000000
0.807737901917
Long
DBT
CORP
ID
N
2
2047-05-15
Fixed
5.25000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCK6
13000000.00000000
PA
USD
10350860.00000000
1.733513670891
Long
DBT
CORP
MX
N
2
2028-02-12
Fixed
5.35000000
N
N
N
N
N
N
NBK TIER 1 FNC LTD
5493000G4QCCEE8YHF19
NBK Tier 1 Ltd
62879NAA5
2450000.00000000
PA
USD
2212237.30000000
0.370495166856
Long
DBT
CORP
AE
N
2
N/A
Fixed
3.62500000
N
N
N
N
N
N
CHINA AOYUAN GROUP LTD
549300YSOKQO5QD6MP25
China Aoyuan Group Ltd
000000000
2000000.00000000
PA
USD
197512.60000000
0.033078487417
Long
DBT
CORP
KY
N
2
2024-06-21
Fixed
7.95000000
Y
N
N
N
N
N
TRANSPORT DE GAS PERU
529900SKHHNI5HVI0Y66
Transportadora de Gas del Peru SA
89388AAA0
3620000.00000000
PA
USD
3426275.70000000
0.573816645785
Long
DBT
CORP
PE
N
2
2028-04-30
Fixed
4.25000000
N
N
N
N
N
N
MILLICOM INTL CELLULAR
549300CTHC1CP86P2G96
Millicom International Cellular SA
600814AN7
2385000.00000000
PA
USD
2052900.68000000
0.343810214200
Long
DBT
CORP
LU
N
2
2028-01-15
Fixed
5.12500000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
221625AL0
1350000.00000000
PA
USD
1263937.50000000
0.211678347055
Long
DBT
NUSS
CI
N
2
2024-07-23
Fixed
5.37500000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CB4
6160000.00000000
PA
USD
3659384.96000000
0.612856695502
Long
DBT
NUSS
TR
N
2
2043-04-16
Fixed
4.87500000
N
N
N
N
N
N
Western Asset Premier Institutional Government Reserves
549300WB3XRN9YTWFB76
Western Asset Premier Institutional Government Reserves
52470G494
24972274.41000000
NS
USD
24972274.41000000
4.182239841229
Long
STIV
RF
US
N
1
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
374422AD5
9400000.00000000
PA
USD
8133115.00000000
1.362096100172
Long
DBT
NUSS
GH
N
2
2030-10-14
Fixed
10.75000000
N
N
N
N
N
N
COSTA RICA GOVERNMENT
549300S1EK2VN6XVJP58
Costa Rica Government International Bond
000000000
1050000.00000000
PA
USD
982590.55000000
0.164559674395
Long
DBT
NUSS
CR
N
2
2031-02-19
Fixed
6.12500000
N
N
N
N
N
N
VTR COMUNICACIONES SPA
213800XDZJKMC1AEUV94
VTR Comunicaciones SpA
918367AA1
1713000.00000000
PA
USD
1238496.91000000
0.207417675907
Long
DBT
CORP
CL
N
2
2028-01-15
Fixed
5.12500000
N
N
N
N
N
N
OLEODUCTO CENTRAL SA
254900W4CPYCQFVH5E92
Oleoducto Central SA
680617AC1
2400000.00000000
PA
USD
2006162.40000000
0.335982705439
Long
DBT
CORP
CO
N
2
2027-07-14
Fixed
4.00000000
N
N
N
N
N
N
UNITED OVERSEAS BANK LTD
IO66REGK3RCBAMA8HR66
United Overseas Bank Ltd
91127KAC6
4600000.00000000
PA
USD
4566441.71000000
0.764766321988
Long
DBT
CORP
SG
N
2
2029-04-15
Fixed
3.75000000
N
N
N
N
N
N
INVERSIONES CMPC CI
549300G475ACIABB4385
Inversiones CMPC SA/Cayman Islands Branch
46128MAF8
2070000.00000000
PA
USD
2079780.75000000
0.348311962733
Long
DBT
CORP
CL
N
2
2023-05-15
Fixed
4.37500000
N
N
N
N
N
N
INSTITUTO COSTARRICENSE
5493009VA6AFUB2Q0289
Instituto Costarricense de Electricidad
45777VAE7
3100000.00000000
PA
USD
2917781.50000000
0.488656412986
Long
DBT
CORP
CR
N
2
2031-10-07
Fixed
6.75000000
N
N
N
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
16630000.00000000
PA
USD
1026902.50000000
0.171980832744
Long
DBT
CORP
VE
N
2
2021-11-17
Fixed
9.00000000
Y
N
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Republic of Kenya Government International Bond
491798AL8
1610000.00000000
PA
USD
1009381.45000000
0.169046489153
Long
DBT
NUSS
KE
N
2
2034-01-23
Fixed
6.30000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BD3
1180000.00000000
PA
USD
1168956.46000000
0.195771366252
Long
DBT
NUSS
UY
N
2
2055-04-20
Fixed
4.97500000
N
N
N
N
N
N
BBVA COLOMBIA SA
5493009W53901OCHI065
Banco Bilbao Vizcaya Argentaria Colombia SA
05890JAA8
2450000.00000000
PA
USD
2337986.00000000
0.391554971601
Long
DBT
CORP
CO
N
2
2025-04-21
Fixed
4.87500000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 10 YEAR US TREASURY NOTE
000000000
-403.00000000
NC
USD
202777.18000000
0.033960174678
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2022-09-21
-47970870.93000000
USD
202777.18000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
SGD/USD FORWARD
000000000
1.00000000
NC
USD
-72527.71000000
-0.01214660200
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-7007255.66000000
USD
9634369.00000000
SGD
2022-07-15
-72527.71000000
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BB7
2943154.00000000
PA
USD
2988885.93000000
0.500564650704
Long
DBT
NUSS
UY
N
2
2027-10-27
Fixed
4.37500000
N
N
N
N
N
N
EQUATE PETROCHEMICAL BV
635400Y3Z5R4NJSMQ630
Equate Petrochemical BV
000000000
200000.00000000
PA
USD
196508.40000000
0.032910308693
Long
DBT
CORP
NL
N
2
2026-11-03
Fixed
4.25000000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
000000000
5700000.00000000
PA
USD
2811126.00000000
0.470794248168
Long
DBT
NUSS
GH
N
2
2029-05-16
Fixed
7.62500000
N
N
N
N
N
N
EMPRESA DE TRANSPORTE ME
959800T4M5QUPYMSCH69
Empresa de Transporte de Pasajeros Metro SA
29246QAE5
3000000.00000000
PA
USD
2484420.00000000
0.416079053743
Long
DBT
CORP
CL
N
2
2050-05-07
Fixed
4.70000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
5130000.00000000
PA
3883072.88000000
0.650318903216
Long
DBT
NUSS
CI
N
2
2032-01-30
Fixed
4.87500000
N
N
N
N
N
N
SUZANO AUSTRIA GMBH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAF9
3940000.00000000
PA
USD
3913542.90000000
0.655421879802
Long
DBT
CORP
AT
N
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NAS8
5600000.00000000
PA
USD
5942412.00000000
0.995207397266
Long
DBT
CORP
NL
N
2
2027-01-17
Fixed
7.37500000
N
N
N
N
N
N
PANTHER VENTURES LTD
2549002Y472ADOL5ED56
Panther Ventures Ltd
000000000
2000000.00000000
PA
USD
1579757.44000000
0.264570395013
Long
DBT
CORP
VG
N
2
N/A
Fixed
3.80000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Bonos del Tesoro
000000000
157160000.00000000
PA
215652.89000000
0.036116538430
Long
DBT
NUSS
AR
N
2
2026-10-17
Fixed
15.50000000
N
N
N
N
N
N
ITAU UNIBANCO HLDG SA/KY
5493002W2IVG62O3ZJ94
Itau Unibanco Holding SA/Cayman Island
46556UAC8
6970000.00000000
PA
USD
6720264.90000000
1.125478566627
Long
DBT
CORP
BR
N
2
N/A
Fixed
6.50000000
N
N
N
N
N
N
ANTOFAGASTA PLC
213800MY6QVH4FVLD628
Antofagasta PLC
03718NAB2
3100000.00000000
PA
USD
2991500.00000000
0.501002442934
Long
DBT
CORP
GB
N
2
2032-05-13
Fixed
5.62500000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
1700000.00000000
PA
467799.29000000
0.078344839409
Long
DBT
NUSS
UA
N
2
2026-06-20
Fixed
6.75000000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AC3
3010000.00000000
PA
USD
3023138.65000000
0.506301136212
Long
DBT
CORP
CO
N
2
2023-09-18
Fixed
5.87500000
N
N
N
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PBB6
14100000.00000000
PA
USD
14228479.20000000
2.382919217262
Long
DBT
NUSS
QA
N
2
2049-03-14
Fixed
4.81700000
N
N
N
N
N
N
EXPORT-IMPORT BK INDIA
335800OFZ8YEIVN1QI11
Export-Import Bank of India
30216KAA0
2000000.00000000
PA
USD
1910017.86000000
0.319880867092
Long
DBT
NUSS
IN
N
2
2026-08-05
Fixed
3.37500000
N
N
N
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
617726AM6
2400000.00000000
PA
USD
1410000.00000000
0.236140212113
Long
DBT
NUSS
MA
N
2
2050-12-15
Fixed
4.00000000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
000000000
2200000.00000000
PA
USD
1960090.00000000
0.328266715149
Long
DBT
CORP
MX
N
2
2029-11-19
Fixed
5.45000000
N
N
N
N
N
N
CHINA AOYUAN GROUP LTD
549300YSOKQO5QD6MP25
China Aoyuan Group Ltd
000000000
4050000.00000000
PA
USD
464588.10000000
0.077807044311
Long
DBT
CORP
KY
N
2
2022-01-23
Fixed
8.50000000
Y
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
6700000.00000000
PA
USD
4771237.50000000
0.799064564038
Long
DBT
NUSS
NG
N
2
2028-09-28
Fixed
6.12500000
N
N
N
N
N
N
PARK AEROSPACE HOLDINGS
635400CPI3EOIFF6OC33
Park Aerospace Holdings Ltd
70014LAA8
68000.00000000
PA
USD
68003.60000000
0.011388925197
Long
DBT
CORP
KY
N
2
2022-08-15
Fixed
5.25000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Bonos del Tesoro
000000000
82130000.00000000
PA
198149.41000000
0.033185137381
Long
DBT
NUSS
AR
N
2
2023-10-17
Fixed
16.00000000
N
N
N
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
445545AJ5
12608000.00000000
PA
USD
12885073.41000000
2.157931892294
Long
DBT
NUSS
HU
N
2
2023-11-22
Fixed
5.75000000
N
N
N
N
N
N
REC LIMITED
335800B4YRYWAMIJZ374
REC Ltd
000000000
4000000.00000000
PA
USD
3582284.44000000
0.599944260647
Long
DBT
CORP
IN
N
2
2026-09-01
Fixed
2.25000000
N
N
N
N
N
N
ALFA S.A.
549300ZCGJ6T8YDJ4M34
Alfa SAB de CV
015398AC4
1000000.00000000
PA
USD
976185.00000000
0.163486902809
Long
DBT
CORP
MX
N
2
2044-03-25
Fixed
6.87500000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
000000000
36000000.00000000
PA
1788855.32000000
0.299589130996
Long
DBT
NUSS
N/A
N
2
2023-02-01
Fixed
8.50000000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CP3
4000000.00000000
PA
USD
3057780.00000000
0.512102707656
Long
DBT
NUSS
TR
N
2
2028-02-17
Fixed
5.12500000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
221625AM8
2680000.00000000
PA
USD
2385870.00000000
0.399574360195
Long
DBT
NUSS
CI
N
2
2028-03-03
Fixed
6.37500000
N
N
N
N
N
N
EMPRESA GEN ELEC HAINA
549300Y36L5LRW5RH373
Empresa Generadora de Electricidad Haina SA
29249FAA4
4250000.00000000
PA
USD
3599113.18000000
0.602762659394
Long
DBT
CORP
DO
N
2
2028-11-08
Fixed
5.62500000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780BJ4
20750000.00000000
PA
USD
20354490.48000000
3.408874964119
Long
DBT
NUSS
ID
N
2
2042-01-17
Fixed
5.25000000
N
N
N
N
N
N
CNTL AMR BOTTLING CORP
N/A
Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL
15239XAA6
4150000.00000000
PA
USD
3632536.50000000
0.608360240865
Long
DBT
CORP
VG
N
2
2029-04-27
Fixed
5.25000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299AK0
910000.00000000
PA
USD
1114768.18000000
0.186696166299
Long
DBT
NUSS
PA
N
2
2029-04-01
Fixed
9.37500000
N
N
N
N
N
N
OFFICE CHERIFIEN DES PHO
213800D26TAPVTCVWG40
OCP SA
67091TAE5
4000000.00000000
PA
USD
2666536.00000000
0.446578990530
Long
DBT
CORP
MA
N
2
2051-06-23
Fixed
5.12500000
N
N
N
N
N
N
ESKOM HOLDINGS SOC LTD
3789001900ED06F65111
Eskom Holdings SOC Ltd
000000000
6340000.00000000
PA
USD
5697694.60000000
0.954223270497
Long
DBT
CORP
ZA
N
2
2028-08-10
Fixed
6.35000000
N
N
N
N
N
N
YPF SOCIEDAD ANONIMA
5493003N7447U18U5U53
YPF SA
000000000
500000.00000000
PA
USD
339772.50000000
0.056903510794
Long
DBT
CORP
AR
N
2
2025-07-28
Fixed
8.50000000
N
N
N
N
N
N
GRUPO TELEVISA SAB
549300O4AF0C816ILN62
Grupo Televisa SAB
40049JAZ0
1480000.00000000
PA
USD
1616024.37000000
0.270644211001
Long
DBT
CORP
MX
N
2
2040-01-15
Fixed
6.62500000
N
N
N
N
N
N
BANCO GENERAL SA
549300B5C08LGDFB7205
Banco General SA
059597AF1
4450000.00000000
PA
USD
4071612.18000000
0.681894584275
Long
DBT
CORP
PA
N
2
N/A
Fixed
5.25000000
N
N
N
N
N
N
COSTA RICA GOVERNMENT
549300S1EK2VN6XVJP58
Costa Rica Government International Bond
221597BV8
4200000.00000000
PA
USD
3669419.08000000
0.614537163038
Long
DBT
NUSS
CR
N
2
2045-03-12
Fixed
7.15800000
N
N
N
N
N
N
KINGDOM OF JORDAN
5493000JZ4MYPVMBVN50
Jordan Government International Bond
418097AJ0
5020000.00000000
PA
USD
3702250.00000000
0.620035532125
Long
DBT
NUSS
JO
N
2
2047-10-10
Fixed
7.37500000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638AS1
10300000.00000000
PA
USD
11140750.07000000
1.865800769243
Long
DBT
NUSS
PE
N
2
2025-07-21
Fixed
7.35000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HX1
1036760.50198000
PA
USD
238345.77000000
0.039917035946
Long
DBT
NUSS
AR
N
2
2029-07-09
Fixed
1.00000000
N
N
N
N
N
N
CABLE ONDA SA
5299008Q5GONPYNF9J32
Cable Onda SA
12686LAA7
3290000.00000000
PA
USD
2767515.10000000
0.463490498398
Long
DBT
CORP
PA
N
2
2030-01-30
Fixed
4.50000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/EUR FORWARD
000000000
1.00000000
NC
USD
157532.28000000
0.026382770222
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-7455230.41000000
EUR
8013427.37000000
USD
2022-09-15
157532.28000000
N
N
N
FEDERAL REP OF ETHIOPIA
N/A
Ethiopia International Bond
000000000
2500000.00000000
PA
USD
1431000.00000000
0.239657193996
Long
DBT
NUSS
ET
N
2
2024-12-11
Fixed
6.62500000
N
N
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
7000000.00000000
PA
USD
595000.00000000
0.099647820005
Long
DBT
NUSS
VE
N
2
2024-10-13
Fixed
8.25000000
Y
N
N
N
N
N
ORBIA ADVANCE CORP SAB
549300MVHZ20SBIOEQ79
Orbia Advance Corp SAB de CV
59284BAE8
4960000.00000000
PA
USD
4453013.60000000
0.745769912090
Long
DBT
CORP
MX
N
2
2044-09-17
Fixed
5.87500000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/IDR FORWARD
000000000
1.00000000
NC
USD
1140574.63000000
0.191018109971
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-481237830494.00000000
IDR
33436519.03000000
USD
2022-07-19
1140574.63000000
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
6800000.00000000
PA
USD
4217972.00000000
0.706406243098
Long
DBT
NUSS
NG
N
2
2038-02-23
Fixed
7.69600000
N
N
N
N
N
N
TRANSPORT DE GAS PERU
529900SKHHNI5HVI0Y66
Transportadora de Gas del Peru SA
000000000
1080000.00000000
PA
USD
1022203.80000000
0.171193916422
Long
DBT
CORP
PE
N
2
2028-04-30
Fixed
4.25000000
N
N
N
N
N
N
INDONESIA ASAHAN ALUMINI
2549008P48EB9SN2OI80
Indonesia Asahan Aluminium Persero PT
74445PAB8
10120000.00000000
PA
USD
10264665.40000000
1.719078202006
Long
DBT
CORP
ID
N
2
2023-11-15
Fixed
5.71000000
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus NV
000000000
3200000.00000000
PA
USD
2557870.69000000
0.428380232124
Long
DBT
CORP
NL
N
2
2030-01-21
Fixed
3.68000000
N
N
N
N
N
N
SINOPEC GRP OVERSEAS DEV
5493001IPW8ZGQ181Z16
Sinopec Group Overseas Development 2017 Ltd
000000000
5060000.00000000
PA
USD
4335016.15000000
0.726008250479
Long
DBT
CORP
VG
N
2
2047-09-13
Fixed
4.00000000
N
N
N
N
N
N
EMPRESA DE TRANSPORTE ME
959800T4M5QUPYMSCH69
Empresa de Transporte de Pasajeros Metro SA
29246QAB1
2560000.00000000
PA
USD
2169203.20000000
0.363288016854
Long
DBT
CORP
CL
N
2
2047-01-25
Fixed
5.00000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BS2
4200000.00000000
PA
USD
3242559.14000000
0.543048654687
Long
DBT
NUSS
PA
N
2
2063-01-19
Fixed
4.50000000
N
N
N
N
N
N
ABU DHABI NATIONAL ENERG
213800UNJSVQFNUYYW03
Abu Dhabi National Energy Co PJSC
00388WAG6
5100000.00000000
PA
USD
5337792.60000000
0.893948565093
Long
DBT
CORP
AE
N
2
2030-04-23
Fixed
4.87500000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
3540000.00000000
PA
USD
2786581.80000000
0.466683700229
Long
DBT
NUSS
CI
N
2
2033-06-15
Fixed
6.12500000
N
N
N
N
N
N
REPUBLIC OF SENEGAL
549300NP14ZLQGWIUZ97
Senegal Government International Bond
000000000
2170000.00000000
PA
USD
2032667.21000000
0.340421607181
Long
DBT
NUSS
SN
N
2
2024-07-30
Fixed
6.25000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JAE0
3700000.00000000
PA
USD
2385586.10000000
0.399526813949
Long
DBT
NUSS
EG
N
2
2033-09-30
Fixed
7.30000000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
280000000.00000000
PA
458181.82000000
0.076734150469
Long
DBT
NUSS
RU
N
2
2023-01-25
Fixed
7.00000000
N
Y
N
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PAY7
7920000.00000000
PA
USD
8314138.80000000
1.392413120406
Long
DBT
NUSS
QA
N
2
2048-04-23
Fixed
5.10300000
N
N
N
N
N
N
PETROLEOS DEL PERU SA
549300ZMGDLC9JT2OR80
Petroleos del Peru SA
716564AA7
8800000.00000000
PA
USD
6816700.00000000
1.141629066605
Long
DBT
CORP
PE
N
2
2032-06-19
Fixed
4.75000000
N
N
N
N
N
N
IHS HOLDING LTD
213800CLGMKL63VKTD94
IHS Holding Ltd
44963HAA3
4340000.00000000
PA
USD
3577375.20000000
0.599122084069
Long
DBT
CORP
KY
N
2
2026-11-29
Fixed
5.62500000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
289580000.00000000
PA
473858.18000000
0.079359553997
Long
DBT
NUSS
RU
N
2
2027-02-03
Fixed
8.15000000
N
Y
N
N
N
N
PROVINCIA DE CORDOBA
5299006CLM2Z97AATT29
Provincia de Cordoba
74408DAC8
508945.00000000
PA
USD
389979.11000000
0.065311879259
Long
DBT
NUSS
AR
N
2
2025-12-10
Variable
6.87500000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAL5
1820000.00000000
PA
USD
1687720.91000000
0.282651612535
Long
DBT
CORP
KY
N
2
2026-04-15
Fixed
4.25000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD CALL VERSUS MXN PUT
000000000
-15600000.00000000
NC
USD
-25388.02000000
-0.00425186697
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Call
Written
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD CALL VERSUS MXN PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
MXN
2022-08-19
-15600000.00000000
USD
22.70000000
USD
2022-08-19
XXXX
152451.98000000
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
8145000.00000000
PA
USD
511098.75000000
0.085596430663
Long
DBT
CORP
VE
N
2
2024-05-16
Fixed
6.00000000
Y
N
N
N
N
N
KALLPA GENERACION SA
549300NG1PWEI5BZG095
Kallpa Generacion SA
000000000
2270000.00000000
PA
USD
2179200.00000000
0.364962234211
Long
DBT
CORP
PE
N
2
2026-05-24
Fixed
4.87500000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NAZ2
6000000.00000000
PA
USD
5826000.00000000
0.975711259413
Long
DBT
CORP
NL
N
2
2029-02-01
Fixed
5.75000000
N
N
N
N
N
N
MELCO RESORTS FINANCE
N/A
Melco Resorts Finance Ltd
58547DAD1
4670000.00000000
PA
USD
2825512.19000000
0.473203580053
Long
DBT
CORP
KY
N
2
2029-12-04
Fixed
5.37500000
N
N
N
N
N
N
BANCO NAL COSTA RICA
549300BH267R4KQVKV59
Banco Nacional de Costa Rica
059613AB5
1220000.00000000
PA
USD
1247157.20000000
0.208868060813
Long
DBT
CORP
CR
N
2
2023-11-01
Fixed
6.25000000
N
N
N
N
N
N
TUNISIAN REPUBLIC
N/A
Tunisian Republic
000000000
3760000.00000000
PA
USD
2101580.56000000
0.351962893058
Long
DBT
NUSS
TN
N
2
2025-01-30
Fixed
5.75000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299AW4
159000.00000000
PA
USD
172333.20000000
0.028861559150
Long
DBT
NUSS
PA
N
2
2036-01-26
Fixed
6.70000000
N
N
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Republic of Kenya Government International Bond
000000000
2000000.00000000
PA
USD
1679960.00000000
0.281351851590
Long
DBT
NUSS
KE
N
2
2024-06-24
Fixed
6.87500000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
1010708.60000000
PA
USD
422393.08000000
0.070740419508
Long
DBT
NUSS
EC
N
2
2030-07-31
None
0.00000000
N
N
N
N
N
N
FIN DEPT GOVT SHARJAH
254900ZNL8O3F1CLJO24
Finance Department Government of Sharjah
38381CAB8
4430000.00000000
PA
USD
3000749.10000000
0.502551438988
Long
DBT
NUSS
AE
N
2
2050-07-28
Fixed
4.00000000
N
N
N
N
N
N
EQUATE PETROCHEMICAL BV
635400Y3Z5R4NJSMQ630
Equate Petrochemical BV
29441WAC9
1300000.00000000
PA
USD
1277304.60000000
0.213917006508
Long
DBT
CORP
NL
N
2
2026-11-03
Fixed
4.25000000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
400000000.00000000
PA
654545.45000000
0.109620213759
Long
DBT
NUSS
RU
N
2
2034-05-10
Fixed
7.25000000
N
Y
N
N
N
N
CHINA AOYUAN GROUP LTD
549300YSOKQO5QD6MP25
China Aoyuan Group Ltd
000000000
2400000.00000000
PA
USD
233415.77000000
0.039091382580
Long
DBT
CORP
KY
N
2
2023-02-19
Fixed
7.95000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PDZ8
7300000.00000000
PA
USD
6807250.00000000
1.140046424758
Long
DBT
NUSS
DO
N
2
2028-07-19
Fixed
6.00000000
N
N
N
N
N
N
SASOL FINANCING USA LLC
549300XRB1PFMESFEL85
Sasol Financing USA LLC
80386WAC9
5800000.00000000
PA
USD
5121023.00000000
0.857645005289
Long
DBT
CORP
US
N
2
2026-09-18
Fixed
4.37500000
N
N
N
N
N
N
ENEL GENERACION CHILE SA
549300PVHXUFEIE6LY50
Enel Generacion Chile SA
29246RAA1
500000.00000000
PA
USD
493060.00000000
0.082575385095
Long
DBT
CORP
CL
N
2
2024-04-15
Fixed
4.25000000
N
N
N
N
N
N
COMMONWEALTH OF BAHAMAS
549300W13SXC7EKNJC20
Bahamas Government International Bond
056732AH3
9170000.00000000
PA
USD
8002383.07000000
1.340201727349
Long
DBT
NUSS
BS
N
2
2024-01-16
Fixed
5.75000000
N
N
N
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Paraguay Government International Bond
699149AH3
1910000.00000000
PA
USD
1487515.54000000
0.249122152579
Long
DBT
NUSS
PY
N
2
2050-03-30
Fixed
5.40000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAE1
8000000.00000000
PA
USD
6586040.00000000
1.102999207509
Long
DBT
CORP
NL
N
2
2026-10-01
Fixed
3.15000000
N
N
N
N
N
N
KINGDOM OF JORDAN
5493000JZ4MYPVMBVN50
Jordan Government International Bond
418097AG6
440000.00000000
PA
USD
403699.56000000
0.067609716119
Long
DBT
NUSS
JO
N
2
2026-01-29
Fixed
6.12500000
N
N
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Republic of Kenya Government International Bond
000000000
3000000.00000000
PA
USD
2136600.00000000
0.357827785249
Long
DBT
NUSS
KE
N
2
2032-05-22
Fixed
8.00000000
N
N
N
N
N
N
GOHL CAPITAL LTD
254900TF7OK6KSDZA888
Gohl Capital Ltd
000000000
3130000.00000000
PA
USD
2824153.43000000
0.472976021277
Long
DBT
CORP
IM
N
2
2027-01-24
Fixed
4.25000000
N
N
N
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
Bahrain Government International Bond
000000000
10000000.00000000
PA
USD
8642780.00000000
1.447452413085
Long
DBT
NUSS
BH
N
2
2031-09-30
Fixed
5.62500000
N
N
N
N
N
N
REPUBLIC OF ZAMBIA
213800DMLAZ6LGMMD849
Zambia Government International Bond
988895AE8
3440000.00000000
PA
USD
2097643.20000000
0.351303482401
Long
DBT
NUSS
ZM
N
2
2024-04-14
Fixed
8.50000000
N
N
N
N
N
N
ABU DHABI GOVT INT'L
213800FER4348CINTA77
Abu Dhabi Government International Bond
29135LAB6
5400000.00000000
PA
USD
5028064.20000000
0.842076699792
Long
DBT
NUSS
AE
N
2
2047-10-11
Fixed
4.12500000
N
N
N
N
N
N
KAZMUNAYGAS NATIONAL CO
2138001H1M69RFJCSH88
KazMunayGas National Co JSC
48667QAS4
5300000.00000000
PA
USD
4410719.41000000
0.738686678759
Long
DBT
CORP
KZ
N
2
2048-10-24
Fixed
6.37500000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HS2
25413747.50000000
PA
USD
6027723.61000000
1.009494987111
Long
DBT
NUSS
AR
N
2
2030-07-09
Variable
0.50000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
16750000.00000000
PA
USD
6878301.24000000
1.151945754463
Long
DBT
NUSS
EC
N
2
2040-07-31
Variable
0.50000000
N
N
N
N
N
N
ATP TOW / AND TELECOM
N/A
ATP Tower Holdings LLC / Andean Tower Partners Colombia SAS / Andean Telecom Par
00216DAA9
8650000.00000000
PA
USD
7162009.96000000
1.199459965328
Long
DBT
CORP
N/A
N
2
2026-04-27
Fixed
4.05000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AS3
5000000.00000000
PA
USD
3434145.00000000
0.575134559381
Long
DBT
NUSS
ZA
N
2
2044-07-24
Fixed
5.37500000
N
N
N
N
N
N
GOVERNMENT OF JAMAICA
529900Y93KNSXZI8KK56
Jamaica Government International Bond
470160CB6
2000000.00000000
PA
USD
2106552.64000000
0.352795593785
Long
DBT
NUSS
JM
N
2
2045-07-28
Fixed
7.87500000
N
N
N
N
N
N
BRASKEM FINANCE LTD
254900HEUOOGBXNXZM03
Braskem Finance Ltd
10553YAF2
1081000.00000000
PA
USD
1109838.63000000
0.185870588297
Long
DBT
CORP
KY
N
2
2024-02-03
Fixed
6.45000000
N
N
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Republic of Kenya Government International Bond
491798AK0
2380000.00000000
PA
USD
1695036.00000000
0.283876709631
Long
DBT
NUSS
KE
N
2
2032-05-22
Fixed
8.00000000
N
N
N
N
N
N
TRANSPRTDRA DE GAS INTL
529900780HCVLCEM2440
Transportadora de Gas Internacional SA ESP
89387YAC5
2300000.00000000
PA
USD
2112446.50000000
0.353782669920
Long
DBT
CORP
CO
N
2
2028-11-01
Fixed
5.55000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
131422000000.00000000
PA
9538515.69000000
1.597466041336
Long
DBT
NUSS
ID
N
2
2026-09-15
Fixed
8.37500000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CQ1
1000000.00000000
PA
USD
788200.00000000
0.132004053324
Long
DBT
NUSS
TR
N
2
2028-10-24
Fixed
6.12500000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. Morgan Secs PLC
000000000
-3917925.00000000
PA
USD
-3917925.00000000
-0.65615577343
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.85000000
2042-01-17
152386.47350000
USD
152386.47350000
USD
4500000.00000000
USD
4477987.90600000
USD
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
6500000.00000000
PA
USD
5626075.00000000
0.942228754515
Long
DBT
NUSS
OM
N
2
2048-01-17
Fixed
6.75000000
N
N
N
N
N
N
MINEJESA CAPITAL BV
549300KS7ERCP10BKC35
Minejesa Capital BV
602736AB6
3100000.00000000
PA
USD
2514146.50000000
0.421057509073
Long
DBT
CORP
NL
N
2
2037-08-10
Fixed
5.62500000
N
N
N
N
N
N
STATE OF ISRAEL
213800T8ZHTFZIBYPE21
Israel Government International Bond
46513JB42
1500000.00000000
PA
USD
1322253.00000000
0.221444754530
Long
DBT
NUSS
IL
N
2
2050-07-03
Fixed
3.87500000
N
N
N
N
N
N
LAMAR FUNDING LTD
549300TSXHL7X0727895
Lamar Funding Ltd
000000000
4000000.00000000
PA
USD
3804808.00000000
0.637211466787
Long
DBT
CORP
KY
N
2
2025-05-07
Fixed
3.95800000
N
N
N
N
N
N
ULTRAPAR INTERNATIONL SA
222100CXHWBP3H3SK244
Ultrapar International SA
90401CAA7
3190000.00000000
PA
USD
3181466.75000000
0.532817186650
Long
DBT
CORP
LU
N
2
2026-10-06
Fixed
5.25000000
N
N
N
N
N
N
REPUBLIC OF GABON
N/A
Gabon Government International Bond
362420AE1
7300000.00000000
PA
USD
5346593.00000000
0.895422414967
Long
DBT
NUSS
GA
N
2
2031-11-24
Fixed
7.00000000
N
N
N
N
N
N
GOVERNMENT OF JAMAICA
529900Y93KNSXZI8KK56
Jamaica Government International Bond
470160CA8
1390000.00000000
PA
USD
1438136.70000000
0.240852415167
Long
DBT
NUSS
JM
N
2
2028-04-28
Fixed
6.75000000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AJ8
7160000.00000000
PA
USD
4886700.00000000
0.818401684067
Long
DBT
CORP
CO
N
2
2045-05-28
Fixed
5.87500000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. Morgan Secs PLC
000000000
-2792502.78000000
PA
USD
-2792502.78000000
-0.46767531829
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.80000000
2033-11-21
2500000.00000000
USD
3301567.42200000
USD
108613.52650000
USD
108613.52650000
USD
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
682051AH0
9000000.00000000
PA
USD
8680815.00000000
1.453822337175
Long
DBT
NUSS
OM
N
2
2028-01-17
Fixed
5.62500000
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA
904678AQ2
3080000.00000000
PA
USD
2833252.36000000
0.474499867561
Long
DBT
CORP
IT
N
2
2034-04-02
Fixed
7.29600000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
4850000.00000000
PA
USD
3158667.45000000
0.528998866410
Long
DBT
NUSS
EC
N
2
2030-07-31
Variable
5.00000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QAZ5
6600000.00000000
PA
USD
4130610.00000000
0.691775263516
Long
DBT
CORP
MX
N
2
2041-06-02
Fixed
6.50000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
MXN CALL VERSUS USD PUT
000000000
15600000.00000000
NC
USD
159933.60000000
0.026784932076
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Put
Purchased
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
MXN CALL VERSUS USD PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
MXN
N/A
USD
2022-08-19
15600000.00000000
USD
20.00000000
USD
2022-08-19
XXXX
-13226.40000000
N
N
N
GOVERNMENT OF JAMAICA
529900Y93KNSXZI8KK56
Jamaica Government International Bond
470160AV4
1760000.00000000
PA
USD
1901753.25000000
0.318496748824
Long
DBT
NUSS
JM
N
2
2039-03-15
Fixed
8.00000000
N
N
N
N
N
N
SAGICOR FINANCIAL CO
N/A
Sagicor Financial Co Ltd
78669QAA8
3600000.00000000
PA
USD
3302658.00000000
0.553113730963
Long
DBT
CORP
BM
N
2
2028-05-13
Fixed
5.30000000
N
N
N
N
N
N
KINGDOM OF JORDAN
5493000JZ4MYPVMBVN50
Jordan Government International Bond
41809JAA3
1900000.00000000
PA
USD
1776500.00000000
0.297519919730
Long
DBT
NUSS
JO
N
2
2028-01-15
Fixed
7.75000000
N
N
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Republic of Kenya Government International Bond
491798AE4
200000.00000000
PA
USD
167996.00000000
0.028135185159
Long
DBT
NUSS
KE
N
2
2024-06-24
Fixed
6.87500000
N
N
N
N
N
N
YUZHOU GROUP
213800MP59KHGJSPHE82
Yuzhou Group Holdings Co Ltd
000000000
2850000.00000000
PA
USD
265050.00000000
0.044389335617
Long
DBT
CORP
KY
N
2
2023-02-04
Fixed
8.50000000
Y
N
N
N
N
N
B3 SA-BRASIL BOLSA BALCA
4GTK5S46E6H318LMDS44
B3 SA - Brasil Bolsa Balcao
11778EAA4
6500000.00000000
PA
USD
5357625.00000000
0.897270002783
Long
DBT
CORP
BR
N
2
2031-09-20
Fixed
4.12500000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
3210000.00000000
PA
USD
3530525.05000000
0.591275839843
Long
DBT
NUSS
ID
N
2
2037-02-17
Fixed
6.62500000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
05533UAE8
1350000.00000000
PA
USD
1255216.50000000
0.210217794722
Long
DBT
CORP
MX
N
2
2029-11-12
Fixed
5.35000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PCV8
7210000.00000000
PA
USD
7175392.36000000
1.201701187154
Long
DBT
NUSS
DO
N
2
2025-01-27
Fixed
5.50000000
N
N
N
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
Bahrain Government International Bond
05674RAK0
7400000.00000000
PA
USD
6247768.20000000
1.046347026938
Long
DBT
NUSS
BH
N
2
2047-09-20
Fixed
7.50000000
N
N
N
N
N
N
WYNN MACAU LTD
254900NMDQ8ENTHU1I31
Wynn Macau Ltd
98313RAH9
3300000.00000000
PA
USD
2041990.50000000
0.341983028229
Long
DBT
CORP
KY
N
2
2028-08-26
Fixed
5.62500000
N
N
N
N
N
N
CITY OF BUENOS AIRES
5299007MC8RF52X0ON96
Ciudad Autonoma De Buenos Aires/Government Bonds
11942GAD4
5500000.00000000
PA
USD
4729120.00000000
0.792010921921
Long
DBT
NUSS
AR
N
2
2027-06-01
Fixed
7.50000000
N
N
N
N
N
N
EGYPT GOVERNMENT BOND
529900GFIVH4086NMH82
Egypt Government Bond
000000000
65200000.00000000
PA
3452146.52000000
0.578149369843
Long
DBT
NUSS
EG
N
2
2022-10-20
Fixed
14.13800000
N
N
N
N
N
N
VEON HOLDINGS BV
5493000XDKGUH5NQGE22
VEON Holdings BV
91823N2A0
1000000.00000000
PA
USD
529000.00000000
0.088594448374
Long
DBT
CORP
NL
N
2
2027-11-25
Fixed
3.37500000
N
N
N
N
N
N
PROVINCIA DE BUENOS AIRE
549300L6AYROPOTQ4L07
Provincia de Buenos Aires/Government Bonds
000000000
16301127.99707500
PA
USD
4885196.53000000
0.818149889936
Long
DBT
NUSS
AR
N
2
2037-09-01
Variable
3.90000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CN7
970000.00000000
PA
USD
748019.93000000
0.125274882932
Long
DBT
CORP
GB
N
2
N/A
Fixed
4.60000000
N
N
N
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Paraguay Government International Bond
699149AC4
2110000.00000000
PA
USD
2077119.98000000
0.347866349405
Long
DBT
NUSS
PY
N
2
2026-04-15
Fixed
5.00000000
N
N
N
N
N
N
ENEL CHILE SA
549300YM5CWCAUVOPB53
Enel Chile SA
29278DAA3
5150000.00000000
PA
USD
4931768.75000000
0.825949587744
Long
DBT
CORP
CL
N
2
2028-06-12
Fixed
4.87500000
N
N
N
N
N
N
LUKOIL INTL FINANCE BV
724500LG1GUKJ5TOIW61
Lukoil International Finance BV
549876AL4
3500000.00000000
PA
USD
2137660.00000000
0.358005309096
Long
DBT
CORP
NL
N
2
2026-11-02
Fixed
4.75000000
N
N
N
N
N
N
INDIAN RAILWAY FINANCE
335800F2JHSOGXQEBY56
Indian Railway Finance Corp Ltd
45434M2C5
1800000.00000000
PA
USD
1467064.35000000
0.245697082831
Long
DBT
CORP
IN
N
2
2031-02-10
Fixed
2.80000000
N
N
N
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PBE0
2900000.00000000
PA
USD
2775126.00000000
0.464765136369
Long
DBT
NUSS
QA
N
2
2050-04-16
Fixed
4.40000000
N
N
N
N
N
N
REPUBLIC OF ARMENIA
5299000H77JSW90G7935
Republic of Armenia International Bond
042207AC4
7000000.00000000
PA
USD
5226900.00000000
0.875376790564
Long
DBT
NUSS
AM
N
2
2029-09-26
Fixed
3.95000000
N
N
N
N
N
N
SINGAPORE AIRLINES LTD
549300ZG62N2599PWR15
Singapore Airlines Ltd
000000000
4000000.00000000
PA
USD
3643440.00000000
0.610186308101
Long
DBT
CORP
SG
N
2
2029-01-19
Fixed
3.37500000
N
N
N
N
N
N
MILLICOM INTL CELLULAR
549300CTHC1CP86P2G96
Millicom International Cellular SA
600814AQ0
4239000.00000000
PA
USD
3695666.18000000
0.618932904713
Long
DBT
CORP
LU
N
2
2029-03-25
Fixed
6.25000000
N
N
N
N
N
N
FREEPORT INDONESIA PT
549300T4HTQHRKLNE619
Freeport Indonesia PT
69377FAA4
2000000.00000000
PA
USD
1924000.00000000
0.322222530571
Long
DBT
CORP
ID
N
2
2027-04-14
Fixed
4.76300000
N
N
N
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Paraguay Government International Bond
699149AJ9
3950000.00000000
PA
USD
3660612.53000000
0.613062283191
Long
DBT
NUSS
PY
N
2
2031-04-28
Fixed
4.95000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDD1
1530000.00000000
PA
USD
1045120.05000000
0.175031822901
Long
DBT
CORP
MX
N
2
2050-01-23
Fixed
7.69000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
682051AC1
5270000.00000000
PA
USD
5034931.65000000
0.843226828232
Long
DBT
NUSS
OM
N
2
2026-06-15
Fixed
4.75000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEE4
3950000.00000000
PA
USD
2712724.83000000
0.454314479972
Long
DBT
NUSS
DO
N
2
2060-01-30
Fixed
5.87500000
N
N
N
N
N
N
REPUBLIC OF KAZAKHSTAN
5493007OEK8EF02UO833
Kazakhstan Government International Bond
000000000
9000000.00000000
PA
USD
9104850.00000000
1.524837737773
Long
DBT
NUSS
KZ
N
2
2024-10-14
Fixed
3.87500000
N
N
N
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
000000000
56960000000.00000000
PA
3892091.42000000
0.651829286158
Long
DBT
NUSS
N/A
N
2
2023-03-14
Fixed
7.87500000
N
N
N
N
N
N
ICICI BANK LTD/DUBAI
R7RX8ER1V4666J8D1I38
ICICI Bank Ltd/Dubai
45112FAJ5
3000000.00000000
PA
USD
2956675.71000000
0.495170233553
Long
DBT
CORP
IN
N
2
2026-03-18
Fixed
4.00000000
N
N
N
N
N
N
REPUBLIC OF SENEGAL
549300NP14ZLQGWIUZ97
Senegal Government International Bond
81720TAD7
8390000.00000000
PA
USD
5365656.70000000
0.898615114373
Long
DBT
NUSS
SN
N
2
2048-03-13
Fixed
6.75000000
N
N
N
N
N
N
PARK AEROSPACE HOLDINGS
635400CPI3EOIFF6OC33
Park Aerospace Holdings Ltd
70014LAB6
1980000.00000000
PA
USD
1965248.60000000
0.329130653375
Long
DBT
CORP
KY
N
2
2024-02-15
Fixed
5.50000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PCW6
4200000.00000000
PA
USD
3333119.58000000
0.558215294057
Long
DBT
NUSS
DO
N
2
2045-01-27
Fixed
6.85000000
N
N
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
922646AS3
4205000.00000000
PA
USD
367937.50000000
0.061620453400
Long
DBT
NUSS
VE
N
2
2027-09-15
Fixed
9.25000000
Y
Y
N
N
N
N
AFRICAN EXPORT-IMPORT BA
21380068LJCDYA42GJ76
African Export-Import Bank/The
00831TAA9
5900000.00000000
PA
USD
5082307.20000000
0.851161063995
Long
DBT
NUSS
N/A
N
2
2029-09-21
Fixed
3.99400000
N
N
N
N
N
N
TURK TELEKOMUNIKASYON AS
789000A2TXOI10JZLF90
Turk Telekomunikasyon AS
000000000
4600000.00000000
PA
USD
4105886.40000000
0.687634670503
Long
DBT
CORP
TR
N
2
2024-06-19
Fixed
4.87500000
N
N
N
N
N
N
YUZHOU GROUP
213800MP59KHGJSPHE82
Yuzhou Group Holdings Co Ltd
000000000
1000000.00000000
PA
USD
75000.00000000
0.012560649580
Long
DBT
CORP
KY
N
2
2026-01-13
Fixed
7.37500000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAH6
2960000.00000000
PA
USD
1836058.40000000
0.307494482289
Long
DBT
NUSS
NG
N
2
2038-02-23
Fixed
7.69600000
N
N
N
N
N
N
SOCIALIST REP OF VIETNAM
5493008AE7RS4XK4BZ08
Vietnam Government International Bond
92671CAA6
8700000.00000000
PA
USD
8677805.17000000
1.453318264909
Long
DBT
NUSS
VN
N
2
2024-11-19
Fixed
4.80000000
N
N
N
N
N
N
SOCIEDAD QUIMICA Y MINER
TJ88LXZZW5PWIN93ZC81
Sociedad Quimica y Minera de Chile SA
833636AJ2
2100000.00000000
PA
USD
1796949.00000000
0.300944622707
Long
DBT
CORP
CL
N
2
2050-01-22
Fixed
4.25000000
N
N
N
N
N
N
YPF SOCIEDAD ANONIMA
5493003N7447U18U5U53
YPF SA
984245AL4
5430000.00000000
PA
USD
3689929.35000000
0.617972127228
Long
DBT
CORP
AR
N
2
2025-07-28
Fixed
8.50000000
N
N
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Republic of Kenya Government International Bond
000000000
2200000.00000000
PA
USD
1596474.00000000
0.267370006378
Long
DBT
NUSS
KE
N
2
2028-02-28
Fixed
7.25000000
N
N
N
N
N
N
KAZMUNAYGAS NATIONAL CO
2138001H1M69RFJCSH88
KazMunayGas National Co JSC
000000000
11000000.00000000
PA
USD
7943606.00000000
1.330358018287
Long
DBT
CORP
KZ
N
2
2033-04-14
Fixed
3.50000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/MXN FORWARD
000000000
1.00000000
NC
USD
-168856.48000000
-0.02827929432
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-221774799.45000000
MXN
10829640.82000000
USD
2022-07-15
-168856.48000000
N
N
N
TC ZIRAAT BANKASI AS
213800K5KTZFSUS8MR51
TC Ziraat Bankasi AS
90014TAC5
10810000.00000000
PA
USD
10361385.00000000
1.735276348715
Long
DBT
CORP
TR
N
2
2023-09-29
Fixed
5.12500000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
000000000
9650000.00000000
PA
USD
8044240.00000000
1.347211730419
Long
DBT
NUSS
AO
N
2
2028-05-09
Fixed
8.25000000
N
N
N
N
N
N
KAZTRANSGAS JSC
635400YGLXBBSVHONW39
KazTransGas JSC
48668NAA9
5900000.00000000
PA
USD
5236840.00000000
0.877041495322
Long
DBT
CORP
KZ
N
2
2027-09-26
Fixed
4.37500000
N
N
N
N
N
N
OJSC RUSS AGRIC BK(RSHB)
549300HJLYSVPSG9BG79
Russian Agricultural Bank OJSC Via RSHB Capital SA
000000000
7290000.00000000
PA
USD
736290.00000000
0.123310409061
Long
DBT
CORP
LU
N
2
2023-10-16
Fixed
8.50000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
3200000.00000000
PA
USD
3057264.00000000
0.512016290387
Long
DBT
NUSS
OM
N
2
2026-06-15
Fixed
4.75000000
N
N
N
N
N
N
EUROPEAN BK RECON & DEV
549300HTGDOVDU6OGK19
European Bank for Reconstruction & Development
000000000
134803200000.00000000
PA
9108705.84000000
1.525483495841
Long
DBT
NUSS
N/A
N
2
2022-12-13
Fixed
6.45000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638AP7
19998000.00000000
PA
USD
25396672.48000000
4.253316047094
Long
DBT
NUSS
PE
N
2
2033-11-21
Fixed
8.75000000
N
N
N
N
N
N
CHINA AOYUAN GROUP LTD
549300YSOKQO5QD6MP25
China Aoyuan Group Ltd
000000000
700000.00000000
PA
USD
66902.78000000
0.011204565007
Long
DBT
CORP
KY
N
2
2027-03-01
Fixed
5.88000000
N
N
N
N
N
N
SOUTHERN COPPER CORP
2549007U6NAP46Q9TU15
Southern Copper Corp
84265VAE5
5490000.00000000
PA
USD
6212813.40000000
1.040492960352
Long
DBT
CORP
US
N
2
2040-04-16
Fixed
6.75000000
N
N
N
N
N
N
GNL QUINTERO SA
549300JJJIQXE6E1QY27
GNL Quintero SA
36190CAA5
1656264.80000000
PA
USD
1593219.08000000
0.266824887584
Long
DBT
CORP
CL
N
2
2029-07-31
Fixed
4.63400000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEP9
3750000.00000000
PA
USD
3273712.73000000
0.548266112383
Long
DBT
NUSS
DO
N
2
2029-02-22
Fixed
5.50000000
N
N
N
N
N
N
ENA MASTER TRUST
549300CBCHB6Q73VG753
ENA Master Trust
29249BAA3
1850000.00000000
PA
USD
1439559.00000000
0.241090615326
Long
DBT
CORP
PA
N
2
2048-05-19
Fixed
4.00000000
N
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government Bond
401494AU3
3060000.00000000
PA
USD
2234752.82000000
0.374265960947
Long
DBT
NUSS
GT
N
2
2041-10-07
Fixed
4.65000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NAN9
13800000.00000000
PA
USD
11364783.00000000
1.903320757619
Long
DBT
CORP
NL
N
2
2115-06-05
Fixed
6.85000000
N
N
N
N
N
N
YUZHOU GROUP
213800MP59KHGJSPHE82
Yuzhou Group Holdings Co Ltd
000000000
2000000.00000000
PA
USD
155000.00000000
0.025958675799
Long
DBT
CORP
KY
N
2
2024-10-30
Fixed
8.37500000
Y
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT US LONG BOND
000000000
-401.00000000
NC
USD
488249.35000000
0.081769719910
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2022-09-21
-56076874.35000000
USD
488249.35000000
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
05962GAJ8
5900000.00000000
PA
USD
5477682.48000000
0.917376668593
Long
DBT
CORP
MX
N
2
N/A
Fixed
7.62500000
N
N
N
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
Bahrain Government International Bond
05674RAD6
6000000.00000000
PA
USD
4471266.00000000
0.748826738762
Long
DBT
NUSS
BH
N
2
2044-09-19
Fixed
6.00000000
N
N
N
N
N
N
BRASKEM AMERICA FINANCE
254900QMQAJ26H49CL75
Braskem America Finance Co
000000000
210000.00000000
PA
USD
197235.77000000
0.033032125222
Long
DBT
CORP
US
N
2
2041-07-22
Fixed
7.12500000
N
N
N
N
N
N
PROVINCIA DE CORDOBA
5299006CLM2Z97AATT29
Provincia de Cordoba
74408DAD6
9949022.00000000
PA
USD
6504173.13000000
1.089288526624
Long
DBT
NUSS
AR
N
2
2027-06-01
Variable
6.99000000
N
N
N
N
N
N
INTL FINANCE CORP
QKL54NQY28TCDAI75F60
International Finance Corp
000000000
304000000.00000000
PA
7189247.73000000
1.204021619786
Long
DBT
NUSS
N/A
N
2
2024-05-27
Fixed
6.28000000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DQ8
1000000.00000000
PA
USD
678591.19000000
0.113647281946
Long
DBT
NUSS
CL
N
2
2061-01-22
Fixed
3.10000000
N
N
N
N
N
N
BBVA BANCO CONTINENTAL
549300H1JNU0HLNFU552
Banco BBVA Peru SA
05537GAD7
980000.00000000
PA
USD
954426.90000000
0.159842957881
Long
DBT
CORP
PE
N
2
2029-09-22
Fixed
5.25000000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
000000000
3000000.00000000
PA
USD
2134350.00000000
0.357450965761
Long
DBT
NUSS
AO
N
2
2049-11-26
Fixed
9.12500000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286BZ9
4600000.00000000
PA
USD
4012946.39000000
0.672069511868
Long
DBT
NUSS
PH
N
2
2040-01-20
Fixed
3.95000000
N
N
N
N
N
N
REPUBLIC OF RWANDA
213800AKFASSQE52AZ88
Rwanda International Government Bond
78347YAL7
4050000.00000000
PA
USD
3177022.50000000
0.532072884424
Long
DBT
NUSS
RW
N
2
2031-08-09
Fixed
5.50000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
ZAR/USD FORWARD
000000000
1.00000000
NC
USD
429541.95000000
0.071937678854
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-68248725.12000000
ZAR
4618202.83000000
USD
2022-07-15
429541.95000000
N
N
N
REPUBLIC OF UZBEKISTAN
213800L6VDKUM3TCM927
Republic of Uzbekistan International Bond
000000000
4000000.00000000
PA
USD
2906288.00000000
0.486731535306
Long
DBT
NUSS
UZ
N
2
2030-11-25
Fixed
3.70000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
68205LAB9
6000000.00000000
PA
USD
5794224.00000000
0.970389563399
Long
DBT
NUSS
OM
N
2
2029-08-01
Fixed
6.00000000
N
N
N
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
Sands China Ltd
80007RAF2
1700000.00000000
PA
USD
1428960.50000000
0.239315628065
Long
DBT
CORP
KY
N
2
2025-08-08
Variable
5.12500000
N
N
N
N
N
N
SOUTHERN COPPER CORP
2549007U6NAP46Q9TU15
Southern Copper Corp
84265VAA3
310000.00000000
PA
USD
367402.70000000
0.061530887595
Long
DBT
CORP
US
N
2
2035-07-27
Fixed
7.50000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
106475000000.00000000
PA
7615312.13000000
1.275376894814
Long
DBT
NUSS
ID
N
2
2034-03-15
Fixed
8.37500000
N
N
N
N
N
N
CHINA AOYUAN GROUP LTD
549300YSOKQO5QD6MP25
China Aoyuan Group Ltd
000000000
2400000.00000000
PA
USD
235080.58000000
0.039370197180
Long
DBT
CORP
KY
N
2
2024-02-08
Fixed
6.35000000
N
N
N
N
N
N
2022-08-18
Western Asset Emerging Markets Debt Fund Inc.
Christopher Berarducci
Christopher Berarducci
Principal Financial Officer