0001752724-22-049989.txt : 20220228
0001752724-22-049989.hdr.sgml : 20220228
20220228112720
ACCESSION NUMBER: 0001752724-22-049989
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20211231
FILED AS OF DATE: 20220228
PERIOD START: 20211231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: LORD ABBETT GLOBAL FUND INC
CENTRAL INDEX KEY: 0000829901
IRS NUMBER: 133460109
STATE OF INCORPORATION: NY
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-05476
FILM NUMBER: 22685474
BUSINESS ADDRESS:
STREET 1: 90 HUDSON STREET
CITY: JERSEY CITY
STATE: NJ
ZIP: 07302
BUSINESS PHONE: 201-827-2000
MAIL ADDRESS:
STREET 1: 90 HUDSON STREET
CITY: JERSEY CITY
STATE: NJ
ZIP: 07302
0000829901
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Lord Abbett Emerging Markets Bond Fund
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Class A
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Class C
LDMCX
C000054919
Class F
LDMFX
C000054921
Class R3
LDMRX
C000158193
Class R4
LDMSX
C000158194
Class R5
LDMTX
C000158195
Class R6
LDMVX
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Class F3
LODMX
NPORT-P
1
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LORD ABBETT GLOBAL FUND INC
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Lord Abbett Emerging Markets Bond Fund
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2021-12-31
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2049-11-07
Fixed
3.70000000
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Republic of Colombia
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Colombia Government International Bond
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USD
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2045-06-15
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MHP LUX SA
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MHP Lux SA
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REPUBLIC OF COLOMBIA
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Colombia Government International Bond
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USD
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2051-05-15
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REPUBLIC OF SENEGAL
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Senegal Government International Bond
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PA
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2037-06-08
Fixed
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PERUSAHAAN LISTRIK NEGAR
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Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
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USD
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2050-06-30
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QATAR ENERGY
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Qatar Energy
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USD
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CORP
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2
2031-07-12
Fixed
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REPUBLIC OF ARGENTINA
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Argentine Republic Government International Bond
040114HU7
2077038.00000000
PA
USD
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Long
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2038-01-09
Variable
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Merrill Lynch, Pierce, Fenner & Smith Incorporated
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Merrill Lynch, Pierce, Fenner & Smith Incorporated
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DFE
BR
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USD
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BRL
2022-01-14
1.00000000
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USD
2022-01-14
XXXX
16640.00000000
N
N
N
Republic of Senegal
549300NP14ZLQGWIUZ97
Senegal Government International Bond
81720TAC9
1100000.00000000
PA
USD
1134929.40000000
0.548341703689
Long
DBT
NUSS
SN
N
2
2033-05-23
Fixed
6.25000000
N
N
N
N
N
N
Russian Federation
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
000000000
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PA
USD
2537040.00000000
1.225772136952
Long
DBT
NUSS
RU
N
2
2047-06-23
Fixed
5.25000000
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N
N
N
N
N
Russian Federation
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
000000000
800000.00000000
PA
USD
866348.80000000
0.418576853310
Long
DBT
NUSS
RU
N
2
2027-06-23
Fixed
4.25000000
N
N
N
N
N
N
State of Qatar
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PAU5
2359000.00000000
PA
USD
2515234.21000000
1.215236658675
Long
DBT
NUSS
QA
N
2
2026-06-02
Fixed
3.25000000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
1948000.00000000
PA
USD
207578.88000000
0.100291839042
Long
DBT
NUSS
LB
Y
2
2030-02-26
None
0.00000000
Y
N
N
N
N
N
ALFA DESARROLLO SPA
2549006BJAN34R520038
Alfa Desarrollo SpA
01538TAA3
500000.00000000
PA
USD
494310.00000000
0.238826122180
Long
DBT
CORP
CL
N
2
2051-09-27
Fixed
4.55000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TAP4
1500000.00000000
PA
USD
1549597.50000000
0.748688802301
Long
DBT
NUSS
SA
N
2
2027-02-03
Fixed
2.50000000
N
N
N
N
N
N
ANTOFAGASTA PLC
213800MY6QVH4FVLD628
Antofagasta PLC
03718NAA4
900000.00000000
PA
USD
856291.50000000
0.413717663816
Long
DBT
CORP
GB
N
2
2030-10-14
Fixed
2.37500000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
682051AJ6
1000000.00000000
PA
USD
1019713.00000000
0.492674842764
Long
DBT
NUSS
OM
N
2
2048-01-17
Fixed
6.75000000
N
N
N
N
N
N
KINGDOM OF JORDAN
5493000JZ4MYPVMBVN50
Jordan Government International Bond
418097AL5
500000.00000000
PA
USD
506907.50000000
0.244912610566
Long
DBT
NUSS
JO
N
2
2030-07-07
Fixed
5.85000000
N
N
N
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
283875AH5
1575000.00000000
PA
USD
976500.00000000
0.471796460337
Long
DBT
NUSS
SV
N
2
2032-04-10
Fixed
8.25000000
N
N
N
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N
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PERUSAHAAN PENERBIT SBSN
254900G208H6Q0L5B953
Perusahaan Penerbit SBSN Indonesia III
71567PAS9
1000000.00000000
PA
USD
1013540.00000000
0.489692354746
Long
DBT
NUSS
ID
N
2
2031-06-09
Fixed
2.55000000
N
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
85227SBB1
550000.00000000
PA
USD
276375.00000000
0.133530718613
Long
DBT
NUSS
LK
N
2
2030-03-28
Fixed
7.55000000
N
N
N
N
N
N
PETRONAS ENERGY CANADA
5493001PEB90YGTDC638
Petronas Energy Canada Ltd
71675BAA8
1000000.00000000
PA
USD
1001224.57000000
0.483742148621
Long
DBT
CORP
CA
N
2
2028-03-23
Fixed
2.11200000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
Ghana Government International Bond
374422AG8
730000.00000000
PA
USD
610663.25000000
0.295042252747
Long
DBT
NUSS
GH
N
2
2029-05-16
Fixed
7.62500000
N
N
N
N
N
N
HUARONG FINANCE 2017 CO
5493006V07LYI3HE6G83
Huarong Finance 2017 Co Ltd
000000000
270000.00000000
PA
USD
279112.50000000
0.134853343098
Long
DBT
CORP
VG
Y
2
2027-04-27
Fixed
4.75000000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DP0
850000.00000000
PA
USD
846821.00000000
0.409141987034
Long
DBT
NUSS
CL
N
2
2031-01-31
Fixed
2.45000000
N
N
N
N
N
N
Republic of Turkey
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CJ7
2100000.00000000
PA
USD
1887354.00000000
0.911876023147
Long
DBT
NUSS
TR
N
2
2026-04-14
Fixed
4.25000000
N
N
N
N
N
N
BANCO NACIONAL COM EXT
4469000001BL6VG3DH44
Banco Nacional de Comercio Exterior SNC/Cayman Islands
05973JAA8
420000.00000000
PA
USD
415804.20000000
0.200896005891
Long
DBT
CORP
MX
N
2
2031-08-11
Fixed
2.72000000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
05533UAF5
500000.00000000
PA
USD
513932.50000000
0.248306742808
Long
DBT
CORP
MX
N
2
2033-01-18
Fixed
5.12500000
N
N
N
N
N
N
AFRICAN EXPORT-IMPORT BA
21380068LJCDYA42GJ76
African Export-Import Bank/The
00831TAB7
500000.00000000
PA
USD
503225.00000000
0.243133408861
Long
DBT
NUSS
XX
N
2
2026-05-17
Fixed
2.63400000
N
N
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Republic of Kenya Government International Bond
491798AL8
1000000.00000000
PA
USD
984446.00000000
0.475635574186
Long
DBT
NUSS
KE
N
2
2034-01-23
Fixed
6.30000000
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus NV
74365PAE8
675000.00000000
PA
USD
631189.88000000
0.304959704234
Long
DBT
CORP
NL
N
2
2051-02-08
Fixed
3.83200000
N
N
N
N
N
N
Republic of El Salvador
529900AKDMUSFSDOM949
El Salvador Government International Bond
283875AS1
550000.00000000
PA
USD
336880.50000000
0.162763981010
Long
DBT
NUSS
SV
N
2
2027-01-18
Fixed
6.37500000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
917288BK7
400000.00000000
PA
USD
461504.00000000
0.222975886975
Long
DBT
NUSS
UY
N
2
2031-01-23
Fixed
4.37500000
N
N
N
N
N
N
ITAU UNIBANCO HLDG SA/KY
5493002W2IVG62O3ZJ94
Itau Unibanco Holding SA/Cayman Island
46556LAM6
550000.00000000
PA
USD
548187.75000000
0.264857183871
Long
DBT
CORP
BR
N
2
2029-11-21
Fixed
4.50000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEE4
1300000.00000000
PA
USD
1252875.00000000
0.605327178950
Long
DBT
NUSS
DO
N
2
2060-01-30
Fixed
5.87500000
N
N
N
N
N
N
LUKOIL CAPITAL DAC
984500BEC55D7EHC4M56
Lukoil Capital DAC
549875AB8
200000.00000000
PA
USD
195187.00000000
0.094304696061
Long
DBT
CORP
IE
N
2
2031-10-26
Fixed
3.60000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TAB5
500000.00000000
PA
USD
533445.50000000
0.257734458456
Long
DBT
NUSS
SA
N
2
2026-10-26
Fixed
3.25000000
N
N
N
N
N
N
BANCO LATINOAMERICANO SA
549300CN3134K4LC0651
Banco Latinoamericano de Comercio Exterior SA
05968CAC6
478000.00000000
PA
USD
479101.79000000
0.231478267960
Long
DBT
NUSS
PA
N
2
2025-09-14
Fixed
2.37500000
N
N
N
N
N
N
Republic of Panama
549300SHS4T08CL0LP14
Panama Government International Bond
698299BH6
1475000.00000000
PA
USD
1628414.75000000
0.786769395812
Long
DBT
NUSS
PA
N
2
2050-04-16
Fixed
4.50000000
N
N
N
N
N
N
Banco Internac del Peru
5493001TRCGXJLRLHN14
Banco Internacional del Peru SAA Interbank
05968DAB6
520000.00000000
PA
USD
527703.80000000
0.254960353247
Long
DBT
CORP
PE
N
2
2023-01-18
Fixed
3.37500000
N
N
N
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
Bahrain Government International Bond
05674RAD6
300000.00000000
PA
USD
272957.10000000
0.131879358529
Long
DBT
NUSS
BH
N
2
2044-09-19
Fixed
6.00000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AU8
2870000.00000000
PA
USD
2919077.00000000
1.410353503381
Long
DBT
NUSS
ZA
N
2
2028-10-12
Fixed
4.30000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BD3
1428000.00000000
PA
USD
1877834.28000000
0.907276565697
Long
DBT
NUSS
UY
N
2
2055-04-20
Fixed
4.97500000
N
N
N
N
N
N
DEVT BANK OF MONGOLIA
254900HRWK3OKXS9UW60
Development Bank of Mongolia LLC
25161AAA7
822000.00000000
PA
USD
867294.40000000
0.419033720420
Long
DBT
NUSS
MN
N
2
2023-10-23
Fixed
7.25000000
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DQ5
1000000.00000000
PA
USD
920150.00000000
0.444570929830
Long
DBT
NUSS
CO
N
2
2049-05-15
Fixed
5.20000000
N
N
N
N
N
N
TURKIYE GARANTI BANKASI
5493002XSS7K7RHN1V37
Turkiye Garanti Bankasi AS
90014QAB3
1200000.00000000
PA
USD
1205128.80000000
0.582258578689
Long
DBT
CORP
TR
N
2
2023-03-16
Fixed
5.87500000
N
N
N
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile
21987BBC1
575000.00000000
PA
USD
613409.07000000
0.296368897045
Long
DBT
CORP
CL
N
2
2031-01-15
Fixed
3.75000000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756BW9
436000.00000000
PA
USD
410058.00000000
0.198119726505
Long
DBT
NUSS
BR
N
2
2045-01-27
Fixed
5.00000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JAA8
3400000.00000000
PA
USD
3188690.00000000
1.540617158333
Long
DBT
NUSS
EG
N
2
2026-02-16
Fixed
3.87500000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AQ2
650000.00000000
PA
USD
610005.50000000
0.294724460508
Long
DBT
CORP
CO
N
2
2051-11-02
Fixed
5.87500000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) MAR22
000000000
137.00000000
NC
USD
226642.39000000
0.109502383373
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT US Long Bond Future
USH2 COMDTY
2022-03-22
21753295.11000000
USD
226642.39000000
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CY4
1445000.00000000
PA
USD
1247271.98000000
0.602620077052
Long
DBT
NUSS
TR
N
2
2030-03-13
Fixed
5.25000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
903724BM3
2306000.00000000
PA
USD
2064169.78000000
0.997304655134
Long
DBT
NUSS
UA
N
2
2032-09-25
Fixed
7.37500000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT MAR22
000000000
-129.00000000
NC
USD
-237622.68000000
-0.11480751594
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
Ultra 10-Year US Treasury Note Futures
UXYH2 COMDTY
2022-03-22
-18652814.82000000
USD
-237622.68000000
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
617726AM6
500000.00000000
PA
USD
455000.00000000
0.219833476142
Long
DBT
NUSS
MA
N
2
2050-12-15
Fixed
4.00000000
N
N
N
N
N
N
BANGKOK BANK PCL/HK
549300CCL2BKJGMYXV60
Bangkok Bank PCL/Hong Kong
06000BAA0
770000.00000000
PA
USD
800053.10000000
0.386546052905
Long
DBT
CORP
TH
N
2
2025-09-23
Fixed
5.00000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BA9
896000.00000000
PA
USD
1187025.28000000
0.573511854003
Long
DBT
NUSS
UY
N
2
2050-06-18
Fixed
5.10000000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
Ghana Government International Bond
37443GAC5
500000.00000000
PA
USD
401886.00000000
0.194171420644
Long
DBT
NUSS
GH
N
2
2051-03-26
Fixed
8.95000000
N
N
N
N
N
N
TENGIZCHEVROIL FIN CO IN
5493001VEV2XTJIBZH31
Tengizchevroil Finance Co International Ltd
88034QAC1
1120000.00000000
PA
USD
1121372.00000000
0.541791439141
Long
DBT
CORP
BM
N
2
2030-08-15
Fixed
3.25000000
N
N
N
N
N
N
COMISION FEDERAL DE ELEC
4469000001BFPONMPF32
Comision Federal de Electricidad
200447AJ9
800000.00000000
PA
USD
754192.00000000
0.364388239646
Long
DBT
CORP
MX
N
2
2051-02-09
Fixed
4.67700000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
903724BY7
730000.00000000
PA
USD
646787.30000000
0.312495605459
Long
DBT
NUSS
UA
N
2
2033-03-15
Fixed
7.25300000
N
N
N
N
N
N
EMPRESA NACIONAL DEL PET
549300YP3P0JZBLIV197
Empresa Nacional del Petroleo
29245JAM4
1000000.00000000
PA
USD
954385.00000000
0.461111587095
Long
DBT
CORP
CL
N
2
2031-09-16
Fixed
3.45000000
N
N
N
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
71568PAC3
930000.00000000
PA
USD
993509.70000000
0.480014705346
Long
DBT
CORP
ID
N
2
2027-05-15
Fixed
4.12500000
N
N
N
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
71568PAN9
600000.00000000
PA
USD
596361.00000000
0.288132113551
Long
DBT
CORP
ID
N
2
2030-06-30
Fixed
3.00000000
N
N
N
N
N
N
OMAN SOVEREIGN SUKUK
549300KM6RUZQLK8LU36
Oman Sovereign Sukuk Co
68204LAB0
760000.00000000
PA
USD
809400.00000000
0.391062012285
Long
DBT
NUSS
OM
N
2
2030-06-15
Fixed
4.87500000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAS2
1730000.00000000
PA
USD
1653534.00000000
0.798905773934
Long
DBT
NUSS
NG
N
2
2033-09-28
Fixed
7.37500000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JAD2
1000000.00000000
PA
USD
963985.00000000
0.465749831867
Long
DBT
NUSS
EG
N
2
2027-09-30
Fixed
5.80000000
N
N
N
N
N
N
GEORGIAN RAILWAY JSC
2138005UZV4ZT2B2ZO19
Georgian Railway JSC
37363BAB4
200000.00000000
PA
USD
201020.00000000
0.097122912910
Long
DBT
CORP
GE
N
2
2028-06-17
Fixed
4.00000000
N
N
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Republic of Kenya Government International Bond
491798AH7
450000.00000000
PA
USD
458491.50000000
0.221520396103
Long
DBT
NUSS
KE
N
2
2048-02-28
Fixed
8.25000000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DL9
700000.00000000
PA
USD
726138.00000000
0.350833935603
Long
DBT
NUSS
CL
N
2
2050-01-25
Fixed
3.50000000
N
N
N
N
N
N
AI CANDELARIA SPAIN SLU
213800L5KA2MJ5FKRZ02
AI Candelaria Spain SA
00870WAA4
437000.00000000
PA
USD
423411.49000000
0.204571471836
Long
DBT
CORP
ES
N
2
2033-06-15
Fixed
5.75000000
N
N
N
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED RUB / SOLD USD
000000000
1.00000000
NC
-11217.56000000
-0.00541976968
N/A
DFE
RU
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
321336.91000000
USD
23300000.00000000
RUB
2022-01-18
-11217.56000000
N
N
N
HUARONG FINANCE 2017 CO
5493006V07LYI3HE6G83
Huarong Finance 2017 Co Ltd
000000000
450000.00000000
PA
USD
452250.00000000
0.218504812275
Long
DBT
CORP
VG
Y
2
2022-07-24
Fixed
4.50000000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
035198AE0
1200000.00000000
PA
USD
1155033.60000000
0.558055057911
Long
DBT
NUSS
AO
N
2
2049-11-26
Fixed
9.12500000
N
N
N
N
N
N
Government of Jamaica
529900Y93KNSXZI8KK56
Jamaica Government International Bond
470160CA8
375000.00000000
PA
USD
432187.50000000
0.208811605429
Long
DBT
NUSS
JM
N
2
2028-04-28
Fixed
6.75000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205BB9
1400000.00000000
PA
USD
1349950.00000000
0.652229013448
Long
DBT
NUSS
ZA
N
2
2049-09-30
Fixed
5.75000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAG5
1130000.00000000
PA
USD
1200625.00000000
0.580082565481
Long
DBT
NUSS
MX
N
2
2050-01-31
Fixed
4.50000000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
37443GAG6
2100000.00000000
PA
USD
1777534.50000000
0.858816677140
Long
DBT
NUSS
GH
N
2
2027-02-11
Fixed
6.37500000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
77586RAJ9
1000000.00000000
PA
USD
1003108.00000000
0.484652128761
Long
DBT
NUSS
RO
N
2
2051-02-14
Fixed
4.00000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BN3
1300000.00000000
PA
USD
1235975.00000000
0.597161935550
Long
DBT
NUSS
PA
N
2
2032-09-29
Fixed
2.25200000
N
N
N
N
N
N
BANCO DEL ESTADO -CHILE
5493004R4EJC0W0XVQ72
Banco del Estado de Chile
05965MAG8
450000.00000000
PA
USD
460055.25000000
0.222275922692
Long
DBT
CORP
CL
N
2
2025-01-09
Fixed
2.70400000
N
N
N
N
N
N
COSTA RICA GOVERNMENT
549300S1EK2VN6XVJP58
Costa Rica Government International Bond
221597BT3
1262000.00000000
PA
USD
1085332.62000000
0.524378994781
Long
DBT
NUSS
CR
N
2
2043-04-30
Fixed
5.62500000
N
N
N
N
N
N
GAZPROM (GAZ CAPITAL SA)
213800568PRHV2JR9650
Gazprom PJSC Via Gaz Capital SA
368266AT9
700000.00000000
PA
USD
759337.60000000
0.366874338843
Long
DBT
CORP
LU
N
2
2028-02-06
Fixed
4.95000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
682051AC1
3550000.00000000
PA
USD
3660749.35000000
1.768692867907
Long
DBT
NUSS
OM
N
2
2026-06-15
Fixed
4.75000000
N
N
N
N
N
N
Republic of Sri Lanka
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
85227SAK2
920000.00000000
PA
USD
627670.00000000
0.303259072462
Long
DBT
NUSS
LK
N
2
2022-07-25
Fixed
5.87500000
N
N
N
N
N
N
Kingdom of Bahrain
549300RODM1WN85LFQ95
Bahrain Government International Bond
05674RAF1
450000.00000000
PA
USD
495278.10000000
0.239293860176
Long
DBT
NUSS
BH
N
2
2026-01-26
Fixed
7.00000000
N
N
N
N
N
N
KAZMUNAYGAS NATIONAL CO
2138001H1M69RFJCSH88
KazMunayGas National Co JSC
48667QAN5
700000.00000000
PA
USD
774424.00000000
0.374163340501
Long
DBT
CORP
KZ
N
2
2027-04-19
Fixed
4.75000000
N
N
N
N
N
N
Eskom Holdings SOC Ltd
3789001900ED06F65111
Eskom Holdings SOC Ltd
29646AAA4
1500000.00000000
PA
USD
1543843.50000000
0.745908754341
Long
DBT
CORP
ZA
N
2
2023-08-06
Fixed
6.75000000
N
N
N
N
N
N
KAZMUNAYGAS NATIONAL CO
2138001H1M69RFJCSH88
KazMunayGas National Co JSC
48667QAS4
300000.00000000
PA
USD
395082.60000000
0.190884354552
Long
DBT
CORP
KZ
N
2
2048-10-24
Fixed
6.37500000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
2157550.00000000
PA
USD
1793463.44000000
0.866512752418
Long
DBT
NUSS
EC
N
2
2030-07-31
Variable
5.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) MAR22
000000000
94.00000000
NC
USD
-24314.81000000
-0.01174771253
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 2 Year US Treasury Note Future
TUH2 COMDTY
2022-03-31
20532471.15000000
USD
-24314.81000000
N
N
N
Pertamina Persero PT
254900NDAKGNZ2IBBL45
Pertamina Persero PT
69369EAF6
630000.00000000
PA
USD
746270.96000000
0.360561185233
Long
DBT
CORP
ID
N
2
2043-05-20
Fixed
5.62500000
N
N
N
N
N
N
OFFICE CHERIFIEN DES PHO
213800D26TAPVTCVWG40
OCP SA
67091TAE5
500000.00000000
PA
USD
473632.50000000
0.228835777778
Long
DBT
CORP
MA
N
2
2051-06-23
Fixed
5.12500000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HT0
2950000.00000000
PA
USD
947717.00000000
0.457889939581
Long
DBT
NUSS
AR
N
2
2035-07-09
Variable
1.12500000
N
N
N
N
N
N
TURKIYE SINAI KALKINMA B
549300MFCXK5HOOEWP84
Turkiye Sinai Kalkinma Bankasi AS
90015YAB5
400000.00000000
PA
USD
368504.80000000
0.178043277273
Long
DBT
CORP
TR
N
2
2026-01-14
Fixed
5.87500000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JAE0
1000000.00000000
PA
USD
923580.00000000
0.446228136035
Long
DBT
NUSS
EG
N
2
2033-09-30
Fixed
7.30000000
N
N
N
N
N
N
Eskom Holdings SOC Ltd
3789001900ED06F65111
Eskom Holdings SOC Ltd
29646AAB2
600000.00000000
PA
USD
621720.00000000
0.300384327005
Long
DBT
CORP
ZA
N
2
2025-02-11
Fixed
7.12500000
N
N
N
N
N
N
Republic of Angola
549300QHR2R3J8JSGK83
Angolan Government International Bond
035198AB6
2400000.00000000
PA
USD
2417580.00000000
1.168054978578
Long
DBT
NUSS
AO
N
2
2028-05-09
Fixed
8.25000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TAZ2
500000.00000000
PA
USD
494062.00000000
0.238706300857
Long
DBT
NUSS
SA
N
2
2051-11-17
Fixed
3.25000000
N
N
N
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PDT2
1225000.00000000
PA
USD
1365875.00000000
0.659923185113
Long
DBT
NUSS
DO
N
2
2027-01-25
Fixed
5.95000000
N
N
N
N
N
N
State of Qatar
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PBA8
1650000.00000000
PA
USD
1862709.75000000
0.899969141511
Long
DBT
NUSS
QA
N
2
2029-03-14
Fixed
4.00000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
68205LAT0
300000.00000000
PA
USD
314843.70000000
0.152116890137
Long
DBT
NUSS
OM
N
2
2051-01-25
Fixed
7.00000000
N
N
N
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PBE0
950000.00000000
PA
USD
1182214.20000000
0.571187378310
Long
DBT
NUSS
QA
N
2
2050-04-16
Fixed
4.40000000
N
N
N
N
N
N
PETRONAS CAPITAL LTD
549300G7YFX3540OYR85
Petronas Capital Ltd
71675CAE8
2200000.00000000
PA
USD
2268526.52000000
1.096039715634
Long
DBT
CORP
MY
N
2
2061-04-28
Fixed
3.40400000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HS2
550000.00000000
PA
USD
193880.50000000
0.093673459936
Long
DBT
NUSS
AR
N
2
2030-07-09
Variable
0.50000000
N
N
N
N
N
N
SOCIEDAD QUIMICA Y MINER
TJ88LXZZW5PWIN93ZC81
Sociedad Quimica y Minera de Chile SA
833636AL7
380000.00000000
PA
USD
368674.10000000
0.178125074652
Long
DBT
CORP
CL
N
2
2051-09-10
Fixed
3.50000000
N
N
N
N
N
N
UAE INT'L GOVT BOND
N/A
UAE INTERNATIONAL GOVERNMENT BOND
31424EAB8
1000000.00000000
PA
USD
1044759.00000000
0.504775830113
Long
DBT
NUSS
AE
N
2
2061-10-19
Fixed
3.25000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
903724BW1
1220000.00000000
PA
USD
1221766.56000000
0.590297120702
Long
DBT
NUSS
UA
N
2
2024-02-01
Fixed
8.99400000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
REVERSE REPO BARCLAYS
000000000
-939235.83000000
PA
USD
-939235.83000000
-0.45379225808
Short
RA
CORP
US
N
2
Reverse repurchase
N
15.00000000
2023-12-13
1200000.00000000
USD
1091352.00000000
USD
CDS
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DQ2
465000.00000000
PA
USD
409204.65000000
0.197707430029
Long
DBT
NUSS
PE
N
2
2060-12-01
Fixed
2.78000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TAE9
1702000.00000000
PA
USD
1856677.76000000
0.897054782544
Long
DBT
NUSS
SA
N
2
2028-03-04
Fixed
3.62500000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DZ5
2050000.00000000
PA
USD
1847562.50000000
0.892650740145
Long
DBT
NUSS
CO
N
2
2032-04-22
Fixed
3.25000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAN0
930000.00000000
PA
USD
859213.05000000
0.415129212151
Long
DBT
NUSS
MX
N
2
2061-05-24
Fixed
3.77100000
N
N
N
N
N
N
REPUBLIC OF UZBEKISTAN
213800L6VDKUM3TCM927
Republic of Uzbekistan International Bond
91822Q2B2
600000.00000000
PA
USD
625377.60000000
0.302151498263
Long
DBT
NUSS
UZ
N
2
2024-02-20
Fixed
4.75000000
N
N
N
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd
36321PAC4
1000000.00000000
PA
USD
1013128.49000000
0.489493533485
Long
DBT
CORP
JE
N
2
2040-09-30
Fixed
3.25000000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756CB4
1431000.00000000
PA
USD
1275035.31000000
0.616033943740
Long
DBT
NUSS
BR
N
2
2050-01-14
Fixed
4.75000000
N
N
N
N
N
N
Republic of Paraguay
529900UXKJTJPCU0HK83
Paraguay Government International Bond
699149AH3
1375000.00000000
PA
USD
1576093.75000000
0.761490478658
Long
DBT
NUSS
PY
N
2
2050-03-30
Fixed
5.40000000
N
N
N
N
N
N
COSTA RICA GOVERNMENT
549300S1EK2VN6XVJP58
Costa Rica Government International Bond
221597CP0
285000.00000000
PA
USD
288562.50000000
0.139419115295
Long
DBT
NUSS
CR
N
2
2031-02-19
Fixed
6.12500000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DR3
1305000.00000000
PA
USD
1195216.88000000
0.577469629615
Long
DBT
NUSS
CO
N
2
2030-01-30
Fixed
3.00000000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123DA5
500000.00000000
PA
USD
448695.00000000
0.216787212259
Long
DBT
NUSS
TR
N
2
2031-01-15
Fixed
5.95000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
03846JW55
920000.00000000
PA
USD
774350.20000000
0.374127683995
Long
DBT
NUSS
EG
N
2
2048-02-21
Fixed
7.90300000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUND FUTURE MAR22
000000000
-8.00000000
NC
18993.54000000
0.009176738291
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex 10 Year Euro BUND Future
RXH2 COMDTY
2022-03-08
-1387642.96000000
EUR
18993.54000000
N
N
N
Republic of Kazakhstan
5493007OEK8EF02UO833
Kazakhstan Government International Bond
486661AF8
915000.00000000
PA
USD
1125770.25000000
0.543916455814
Long
DBT
NUSS
KZ
N
2
2044-10-14
Fixed
4.87500000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DU3
1900000.00000000
PA
USD
1897150.00000000
0.916608965416
Long
DBT
NUSS
PE
N
2
2034-01-15
Fixed
3.00000000
N
N
N
N
N
N
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8NAV47T0Y26Q87Y0QP81
OPXE64FZ LAC
000000000
2500000.00000000
OU
Notional Amount
USD
1062.50000000
0.000513347403
N/A
DFE
US
N
2
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8NAV47T0Y26Q87Y0QP81
Call
Purchased
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8NAV47T0Y26Q87Y0QP81
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8NAV47T0Y26Q87Y0QP81
FX Contract
N/A
1.00000000
NC
USD
1062.50000000
0.00000000
DFE
US
15000000.00000000
BRL
2500000.00000000
USD
2022-01-14
1.00000000
6.00000000
USD
2022-01-14
XXXX
-53762.50000000
N
N
N
POWER FINANCE CORP LTD
3358003Q6D9LIJJZ1614
Power Finance Corp Ltd
73928QAB4
300000.00000000
PA
USD
310673.60000000
0.150102104250
Long
DBT
CORP
IN
N
2
2030-04-23
Fixed
3.95000000
N
N
N
N
N
N
OmGrid Funding Ltd
549300L1HIVZ83RMAP18
OmGrid Funding Ltd
68217JAA2
1200000.00000000
PA
USD
1238616.00000000
0.598437936013
Long
DBT
CORP
KY
N
2
2027-05-16
Fixed
5.19600000
N
N
N
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEB0
575000.00000000
PA
USD
605193.25000000
0.292399419528
Long
DBT
NUSS
DO
N
2
2049-06-05
Fixed
6.40000000
N
N
N
N
N
N
KazTransGas JSC
635400YGLXBBSVHONW39
KazTransGas JSC
48668NAA9
1100000.00000000
PA
USD
1198807.50000000
0.579204439452
Long
DBT
CORP
KZ
N
2
2027-09-26
Fixed
4.37500000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
625000.00000000
PA
USD
413281.25000000
0.199677041345
Long
DBT
NUSS
EC
N
2
2035-07-31
Variable
1.00000000
N
N
N
N
N
N
THIRD PKSTAN INTL SUKUK
529900OMZDJ2H3CXKF72
Third Pakistan International Sukuk Co Ltd/The
88429JAB2
1150000.00000000
PA
USD
1174495.00000000
0.567457842994
Long
DBT
CORP
PK
N
2
2022-12-05
Fixed
5.62500000
N
N
N
N
N
N
ADANI PORTS AND SPECIAL
335800QOAXP5TM7OYP69
Adani Ports & Special Economic Zone Ltd
00652MAJ1
1000000.00000000
PA
USD
1046460.22000000
0.505597775401
Long
DBT
CORP
IN
N
2
2041-08-02
Fixed
5.00000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780CR5
500000.00000000
PA
USD
517873.43000000
0.250210805096
Long
DBT
NUSS
ID
N
2
2050-02-14
Fixed
3.50000000
N
N
N
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
Bahrain Government International Bond
05675M2D5
1550000.00000000
PA
USD
1508731.25000000
0.728944253302
Long
DBT
NUSS
BH
N
2
2032-09-16
Fixed
5.45000000
N
N
N
N
N
N
BANK LEUMI LE-ISRAEL
7JDSZWRGUQY2DSTWCR57
Bank Leumi Le-Israel BM
06326BAA7
200000.00000000
PA
USD
200750.00000000
0.096992462276
Long
DBT
CORP
IL
Y
2
2031-01-29
Fixed
3.27500000
N
N
N
N
N
N
Republic of Sri Lanka
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
85227SAV8
1531000.00000000
PA
USD
864280.12000000
0.417577369540
Long
DBT
NUSS
LK
N
2
2023-04-18
Fixed
5.75000000
N
N
N
N
N
N
BANCO NACIONAL DE PANAMA
529900H2Q7WMDKKIW109
Banco Nacional de Panama
059626AC5
500000.00000000
PA
USD
470005.00000000
0.227083149350
Long
DBT
CORP
PA
N
2
2030-08-11
Fixed
2.50000000
N
N
N
N
N
N
SA GLOBAL SUKUK LTD
5493007DFAVKU7UOGR47
SA Global Sukuk Ltd
78397PAB7
240000.00000000
PA
USD
236580.00000000
0.114303744584
Long
DBT
CORP
KY
N
2
2026-06-17
Fixed
1.60200000
N
N
N
N
N
N
KSA SUKUK LTD
635400XBJFPNCGN9CK71
KSA Sukuk Ltd
48266XAE5
1000000.00000000
PA
USD
992957.00000000
0.479747668066
Long
DBT
CORP
KY
N
2
2031-05-17
Fixed
2.25000000
N
N
N
N
N
N
PT PERTAMINA (PERSERO)
254900NDAKGNZ2IBBL45
Pertamina Persero PT
69370PAF8
900000.00000000
PA
USD
920604.13000000
0.444790342965
Long
DBT
CORP
ID
N
2
2030-01-21
Fixed
3.10000000
N
N
N
N
N
N
SAUDI ARABIAN OIL CO
5586006WD91QHB7J4X50
Saudi Arabian Oil Co
000000000
300000.00000000
PA
USD
321199.50000000
0.155187698066
Long
DBT
CORP
SA
Y
2
2029-04-16
Fixed
3.50000000
N
N
N
N
N
N
The Federal Republic of Nigeria
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAL7
900000.00000000
PA
USD
919379.70000000
0.444198759002
Long
DBT
NUSS
NG
N
2
2049-01-21
Fixed
9.24800000
N
N
N
N
N
N
JSW HYDRO ENERGY LTD
3358006ZP5KO7VUH2790
JSW Hydro Energy Ltd
46653YAA6
482500.00000000
PA
USD
482024.74000000
0.232890492705
Long
DBT
CORP
IN
N
2
2031-05-18
Fixed
4.12500000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756CE8
1650000.00000000
PA
USD
1553475.00000000
0.750562218353
Long
DBT
NUSS
BR
N
2
2031-09-12
Fixed
3.75000000
N
N
N
N
N
N
OQ SAOC
549300YK417GKI6EQ392
OQ SAOC
67624L2A5
1300000.00000000
PA
USD
1324878.10000000
0.640115512502
Long
DBT
CORP
OM
N
2
2028-05-06
Fixed
5.12500000
N
N
N
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
617726AL8
970000.00000000
PA
USD
928454.90000000
0.448583446392
Long
DBT
NUSS
MA
N
2
2032-12-15
Fixed
3.00000000
N
N
N
N
N
N
BANK HAPOALIM
B6ARUI4946ST4S7WOU88
Bank Hapoalim BM
000000000
480000.00000000
PA
USD
477600.00000000
0.230752677375
Long
DBT
CORP
IL
Y
2
2032-01-21
Fixed
3.25500000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286CL9
2800000.00000000
PA
USD
2657478.15000000
1.283961888984
Long
DBT
NUSS
PH
N
2
2045-12-10
Fixed
2.65000000
N
N
N
N
N
N
Republic of Turkey
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CM0
1250000.00000000
PA
USD
1013240.00000000
0.489547409597
Long
DBT
NUSS
TR
N
2
2047-05-11
Fixed
5.75000000
N
N
N
N
N
N
CBB INTL SUKUK PRGM SPC
5493006IRJ2IWXTNIM16
CBB International Sukuk Programme Co WLL
05675M2B9
1050000.00000000
PA
USD
1130362.80000000
0.546135348629
Long
DBT
CORP
BH
N
2
2024-11-14
Fixed
6.25000000
N
N
N
N
N
N
Petroleos del Peru SA
549300ZMGDLC9JT2OR80
Petroleos del Peru SA
716564AB5
500000.00000000
PA
USD
495890.00000000
0.239589499965
Long
DBT
CORP
PE
N
2
2047-06-19
Fixed
5.62500000
N
N
N
N
N
N
DP WORLD CRESCENT LTD
21380096JRTWB8TL9236
DP World Crescent Ltd
000000000
1200000.00000000
PA
USD
1281900.00000000
0.619350622126
Long
DBT
CORP
KY
Y
2
2029-07-18
Fixed
3.87500000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
2969650.00000000
PA
USD
1746525.41000000
0.843834619894
Long
DBT
NUSS
EC
N
2
2040-07-31
Variable
0.50000000
N
N
N
N
N
N
CBB INTL SUKUK SIX
549300P2F38IW8F2KB46
CBB International Sukuk Co 6 Spc
12480YAA7
1680000.00000000
PA
USD
1764945.84000000
0.852734459804
Long
DBT
CORP
BH
N
2
2025-03-20
Fixed
5.25000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71643VAA3
4002001.00000000
PA
USD
4049924.96000000
1.956723257306
Long
DBT
CORP
MX
N
2
2032-02-16
Fixed
6.70000000
N
N
N
N
N
N
TURK IHRACAT KR
789000JVRVYLAXGDWR11
Turkiye Ihracat Kredi Bankasi AS
90016LAA4
580000.00000000
PA
USD
533350.60000000
0.257688607474
Long
DBT
NUSS
TR
N
2
2026-07-06
Fixed
5.75000000
N
N
N
N
N
N
ABU DHABI GOVT INT'L
213800FER4348CINTA77
Abu Dhabi Government International Bond
29135LAM2
1989000.00000000
PA
USD
1937534.63000000
0.936120819472
Long
DBT
NUSS
AE
N
2
2031-03-02
Fixed
1.70000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PED6
1428000.00000000
PA
USD
1454775.00000000
0.702875264298
Long
DBT
NUSS
DO
N
2
2030-01-30
Fixed
4.50000000
N
N
N
N
N
N
SK HYNIX INC
988400XAIK6XISWQV045
SK Hynix Inc
78392BAC1
1270000.00000000
PA
USD
1223743.49000000
0.591252275414
Long
DBT
CORP
KR
N
2
2031-01-19
Fixed
2.37500000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
796229.00000000
PA
USD
451859.96000000
0.218316364256
Long
DBT
NUSS
EC
N
2
2030-07-31
None
0.00000000
N
N
N
N
N
N
BNQ CEN TUNISIA INT BOND
254900B5LFB16S9T2T11
Banque Centrale de Tunisie International Bond
000000000
800000.00000000
PA
USD
613060.00000000
0.296200243701
Long
DBT
NUSS
TN
Y
2
2025-01-30
Fixed
5.75000000
N
N
N
N
N
N
REPUBLIC OF GABON
N/A
Gabon Government International Bond
362420AE1
832000.00000000
PA
USD
817440.00000000
0.394946542281
Long
DBT
NUSS
GA
N
2
2031-11-24
Fixed
7.00000000
N
N
N
N
N
N
BANCO INTERNAC DEL PERU
5493001TRCGXJLRLHN14
Banco Internacional del Peru SAA Interbank
05968DAC4
590000.00000000
PA
USD
603165.85000000
0.291419880211
Long
DBT
CORP
PE
N
2
2026-10-04
Fixed
3.25000000
N
N
N
N
N
N
XIAOMI BEST TIME INTL
254900IGJCVEY8WNJT74
Xiaomi Best Time International Ltd
98422HAE6
230000.00000000
PA
USD
233950.29000000
0.113033198890
Long
DBT
CORP
HK
N
2
2051-07-14
Fixed
4.10000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT MAR22
000000000
-36.00000000
NC
USD
-109475.39000000
-0.05289308908
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CME Ultra Long Term US Treasury Bond Future
WNH2 COMDTY
2022-03-22
-6987024.61000000
USD
-109475.39000000
N
N
N
Republic of Sri Lanka
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
85227SAW6
1130000.00000000
PA
USD
575689.80000000
0.278144812997
Long
DBT
NUSS
LK
N
2
2028-04-18
Fixed
6.75000000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
Ghana Government International Bond
000000000
325000.00000000
PA
USD
286672.43000000
0.138505927035
Long
DBT
NUSS
GH
Y
2
2027-03-26
Fixed
7.87500000
N
N
N
N
N
N
Saudi Arabian Oil Co
5586006WD91QHB7J4X50
Saudi Arabian Oil Co
80414L2F1
225000.00000000
PA
USD
261305.10000000
0.126249688938
Long
DBT
CORP
SA
N
2
2049-04-16
Fixed
4.37500000
N
N
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Republic of Kenya Government International Bond
491798AG9
689000.00000000
PA
USD
743320.76000000
0.359135794637
Long
DBT
NUSS
KE
N
2
2028-02-28
Fixed
7.25000000
N
N
N
N
N
N
QATAR ENERGY
254900QTESJKJ3P87J26
Qatar Energy
74730DAD5
750000.00000000
PA
USD
774770.25000000
0.374330631361
Long
DBT
CORP
QA
N
2
2051-07-12
Fixed
3.30000000
N
N
N
N
N
N
Dianjian Haiyu Ltd
30030053J86AJARAGD28
Dianjian Haiyu Ltd
000000000
1221000.00000000
PA
USD
1233310.07000000
0.595874373296
Long
DBT
CORP
VG
Y
2
2022-06-14
Fixed
3.50000000
N
N
N
N
N
N
Republic of Kazakhstan
5493007OEK8EF02UO833
Kazakhstan Government International Bond
486661AE1
422000.00000000
PA
USD
453179.47000000
0.218953886168
Long
DBT
NUSS
KZ
N
2
2024-10-14
Fixed
3.87500000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUXL 30Y BND MAR22
000000000
-3.00000000
NC
21169.54000000
0.010228073772
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex 30 Year Euro BUXL Future
UBH2 COMDTY
2022-03-08
-638814.24000000
EUR
21169.54000000
N
N
N
TRANSJAMAICAN HIGHWAY
254900AWJ3QIGYQ04W45
TransJamaican Highway Ltd
893727AA5
495848.51000000
PA
USD
496852.60000000
0.240054580634
Long
DBT
CORP
JM
N
2
2036-10-10
Fixed
5.75000000
N
N
N
N
N
N
BANCO CONTINENTAL S.A.E.
8945005Q0D60A6FCEM55
Banco Continental SAECA
059490AB8
300000.00000000
PA
USD
291694.50000000
0.140932342652
Long
DBT
CORP
PY
N
2
2025-12-10
Fixed
2.75000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCC4
1649000.00000000
PA
USD
1466744.28000000
0.708658227879
Long
DBT
CORP
MX
N
2
2047-09-21
Fixed
6.75000000
N
N
N
N
N
N
INDONESIA ASAHAN ALUMINI
2549008P48EB9SN2OI80
Indonesia Asahan Aluminium Persero PT
74445PAF9
480000.00000000
PA
USD
547977.60000000
0.264755649794
Long
DBT
CORP
ID
N
2
2030-05-15
Fixed
5.45000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAM2
714000.00000000
PA
USD
698299.14000000
0.337383576557
Long
DBT
NUSS
MX
N
2
2031-05-24
Fixed
2.65900000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
221625AK2
594656.04000000
PA
USD
598913.78000000
0.289365490477
Long
DBT
NUSS
CI
N
2
2032-12-31
Variable
5.75000000
N
N
N
N
N
N
OFFICE CHERIFIEN DES PHO
213800D26TAPVTCVWG40
OCP SA
67091TAB1
200000.00000000
PA
USD
233173.60000000
0.112657940731
Long
DBT
CORP
MA
N
2
2044-04-25
Fixed
6.87500000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TAW9
2700000.00000000
PA
USD
2731914.00000000
1.319925606908
Long
DBT
NUSS
SA
N
2
2061-02-02
Fixed
3.45000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BL7
1010000.00000000
PA
USD
1013787.50000000
0.489811934494
Long
DBT
NUSS
PA
N
2
2060-07-23
Fixed
3.87000000
N
N
N
N
N
N
Turk Ihracat KR BK
789000JVRVYLAXGDWR11
Turkiye Ihracat Kredi Bankasi AS
90015LAD9
450000.00000000
PA
USD
441418.50000000
0.213271567667
Long
DBT
NUSS
TR
N
2
2024-05-03
Fixed
6.12500000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DP4
1000000.00000000
PA
USD
915010.00000000
0.442087536275
Long
DBT
NUSS
PE
N
2
2032-12-01
Fixed
1.86200000
N
N
N
N
N
N
Republic of Guatemala
529900QKDFFU9UWW5315
Guatemala Government Bond
401494AR0
600000.00000000
PA
USD
690006.00000000
0.333376741844
Long
DBT
NUSS
GT
N
2
2050-06-01
Fixed
6.12500000
N
N
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Republic of Kenya Government International Bond
491798AJ3
500000.00000000
PA
USD
529235.00000000
0.255700153288
Long
DBT
NUSS
KE
N
2
2027-05-22
Fixed
7.00000000
N
N
N
N
N
N
The Federal Republic of Nigeria
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAC7
2150000.00000000
PA
USD
2151601.75000000
1.039547454895
Long
DBT
NUSS
NG
N
2
2027-11-28
Fixed
6.50000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
615000.00000000
PA
675355.98000000
0.326298577400
Long
DBT
NUSS
CI
N
2
2032-01-30
Fixed
4.87500000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
REVERSE REPO BARCLAYS
000000000
-122981.61000000
PA
USD
-122981.61000000
-0.05941862599
Short
RA
CORP
US
N
2
Reverse repurchase
N
10.00000000
2023-12-08
200000.00000000
USD
136450.00000000
USD
CDS
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JAF7
1000000.00000000
PA
USD
897080.00000000
0.433424647864
Long
DBT
NUSS
EG
N
2
2051-09-30
Fixed
8.75000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QAZ5
2375000.00000000
PA
USD
2134293.75000000
1.031185086093
Long
DBT
CORP
MX
N
2
2041-06-02
Fixed
6.50000000
N
N
N
N
N
N
GREENKO SOLAR MAURITIUS
2138007S1PL541B3KP92
Greenko Solar Mauritius Ltd
39530VAB4
800000.00000000
PA
USD
852857.15000000
0.412058355907
Long
DBT
CORP
MU
N
2
2026-07-29
Fixed
5.95000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) MAR22
000000000
-126.00000000
NC
USD
-64178.60000000
-0.03100792248
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 5 Year US Treasury Note
FVH2 COMDTY
2022-03-31
-15178868.34000000
USD
-64178.60000000
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
85227SAS5
1200000.00000000
PA
USD
1091352.00000000
0.527287261220
Long
DBT
NUSS
LK
N
2
2022-01-18
Fixed
5.75000000
N
N
N
N
N
N
LUKOIL SECURITIES BV
724500IVNQ6LF8OFIO42
Lukoil Securities BV
54988LAB2
1000000.00000000
PA
USD
1020030.00000000
0.492828001472
Long
DBT
CORP
NL
N
2
2030-05-06
Fixed
3.87500000
N
N
N
N
N
N
REPUBLIC OF KAZAKHSTAN
5493007OEK8EF02UO833
Kazakhstan Government International Bond
000000000
500000.00000000
PA
569533.86000000
0.275170567527
Long
DBT
NUSS
KZ
N
2
2034-09-30
Fixed
1.50000000
N
N
N
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
000000000
500000.00000000
PA
USD
622218.00000000
0.300624935952
Long
DBT
NUSS
QA
Y
2
2050-04-16
Fixed
4.40000000
N
N
N
N
N
N
AES PANAMA GENERATION HL
N/A
AES Panama Generation Holdings SRL
00109AAB3
200000.00000000
PA
USD
208560.00000000
0.100765867657
Long
DBT
CORP
PA
N
2
2030-05-31
Fixed
4.37500000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DS4
550000.00000000
PA
USD
539275.00000000
0.260550984278
Long
DBT
NUSS
CL
N
2
2041-05-07
Fixed
3.10000000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CV0
1625000.00000000
PA
USD
1602412.50000000
0.774206395801
Long
DBT
NUSS
TR
N
2
2024-08-10
Fixed
6.35000000
N
N
N
N
N
N
REPUBLIC OF UZBEKISTAN
213800L6VDKUM3TCM927
Republic of Uzbekistan International Bond
91822Q2C0
500000.00000000
PA
USD
481089.00000000
0.232438389459
Long
DBT
NUSS
UZ
N
2
2030-11-25
Fixed
3.70000000
N
N
N
N
N
N
ABU DHABI GOVT INT'L
213800FER4348CINTA77
Abu Dhabi Government International Bond
29135LAQ3
1000000.00000000
PA
USD
987557.00000000
0.477138655382
Long
DBT
NUSS
AE
N
2
2031-09-15
Fixed
1.87500000
N
N
N
N
N
N
COSTA RICA GOVERNMENT
549300S1EK2VN6XVJP58
Costa Rica Government International Bond
221597BS5
640000.00000000
PA
USD
653280.00000000
0.315632556691
Long
DBT
NUSS
CR
N
2
2025-04-30
Fixed
4.37500000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BM5
460000.00000000
PA
USD
508419.60000000
0.245643182433
Long
DBT
NUSS
PA
N
2
2056-04-01
Fixed
4.50000000
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DL6
860000.00000000
PA
USD
868170.00000000
0.419456766995
Long
DBT
NUSS
CO
N
2
2027-04-25
Fixed
3.87500000
N
N
N
N
N
N
OLEODUCTO CENTRAL SA
254900W4CPYCQFVH5E92
Oleoducto Central SA
680617AC1
200000.00000000
PA
USD
199100.00000000
0.096195263956
Long
DBT
CORP
CO
N
2
2027-07-14
Fixed
4.00000000
N
N
N
N
N
N
GLOBO COMMUNICACOES PART
52990054HEKS017PVR75
Globo Comunicacao e Participacoes SA
37959DAB0
600000.00000000
PA
USD
583626.00000000
0.281979191972
Long
DBT
CORP
BR
N
2
2030-01-22
Fixed
4.87500000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-5685.25000000
-0.00274683136
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
2254000.00000000
EUR
2563895.70000000
USD
2022-03-10
-5685.25000000
N
N
N
Kingdom of Bahrain
549300RODM1WN85LFQ95
Bahrain Government International Bond
05674RAJ3
1300000.00000000
PA
USD
1402683.10000000
0.677707036922
Long
DBT
NUSS
BH
N
2
2029-09-20
Fixed
6.75000000
N
N
N
N
N
N
BANCO DO BRASIL (CAYMAN)
QE0Q0253K88YAGNPE356
Banco do Brasil SA/Cayman
059578AF1
850000.00000000
PA
USD
828410.00000000
0.400246703233
Long
DBT
CORP
BR
N
2
2026-09-30
Fixed
3.25000000
N
N
N
N
N
N
THAIOIL TRSRY CENTER
549300NH03B9E8VGJR89
Thaioil Treasury Center Co Ltd
88322YAE1
1300000.00000000
PA
USD
1124166.42000000
0.543141564552
Long
DBT
CORP
TH
N
2
2049-10-17
Fixed
3.50000000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
37443GAM3
500000.00000000
PA
USD
407867.50000000
0.197061385342
Long
DBT
NUSS
GH
N
2
2034-04-07
Fixed
8.62500000
N
N
N
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
6393632.25000000
PA
USD
6393632.25000000
3.089086599332
Long
RA
CORP
US
N
2
Repurchase
N
0.00000000
2022-01-03
6621900.00000000
USD
6521554.64000000
USD
UST
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEG9
750000.00000000
PA
USD
742500.00000000
0.358739244035
Long
DBT
NUSS
DO
N
2
2041-01-21
Fixed
5.30000000
N
N
N
N
N
N
CITGO HOLDING INC
549300NYHOALWZ2BSL72
Citgo Holding Inc
17302WAB4
208000.00000000
PA
USD
209271.92000000
0.101109832159
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
9.25000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
1000000.00000000
PA
1017735.55000000
0.491719436814
Long
DBT
NUSS
RO
N
2
2040-12-02
Fixed
2.62500000
N
N
N
N
N
N
NBK TIER 1 FINANCING 2
549300HMWSJFNREWT164
NBK Tier 1 Financing 2 Ltd
62878WAA6
500000.00000000
PA
USD
510675.00000000
0.246732880064
Long
DBT
CORP
AE
N
2
2025-08-27
Fixed
4.50000000
N
N
N
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
283875AN2
950000.00000000
PA
USD
545062.50000000
0.263347217780
Long
DBT
NUSS
SV
N
2
2035-06-15
Fixed
7.65000000
N
N
N
N
N
N
Republic of Guatemala
529900QKDFFU9UWW5315
Guatemala Government Bond
401494AP4
625000.00000000
PA
USD
657662.50000000
0.317749963744
Long
DBT
NUSS
GT
N
2
2027-06-05
Fixed
4.37500000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780CW4
1700000.00000000
PA
USD
1682166.68000000
0.812739667507
Long
DBT
NUSS
ID
N
2
2051-03-12
Fixed
3.05000000
N
N
N
N
N
N
HUNT OIL CO OF PERU
549300SVO0550J3IKN50
Hunt Oil Co of Peru LLC Sucursal Del Peru
445640AB1
431100.00000000
PA
USD
436488.75000000
0.210889756504
Long
DBT
CORP
PE
N
2
2028-06-01
Fixed
6.37500000
N
N
N
N
N
N
CHINA RAILWAY XUNJIE
300300YS8XX94W7OT806
China Railway Xunjie Co Ltd
000000000
500000.00000000
PA
USD
523033.30000000
0.252703798851
Long
DBT
CORP
VG
Y
2
2026-07-28
Fixed
3.25000000
N
N
N
N
N
N
GOVT OF BERMUDA
549300FP5PUZXX9FVJ40
Bermuda Government International Bond
085209AG9
320000.00000000
PA
USD
320800.00000000
0.154994679443
Long
DBT
NUSS
BM
N
2
2030-08-20
Fixed
2.37500000
N
N
N
N
N
N
ABU DHABI GOVT INT'L
213800FER4348CINTA77
Abu Dhabi Government International Bond
29135LAF7
2000000.00000000
PA
USD
2046876.00000000
0.988949156732
Long
DBT
NUSS
AE
N
2
2049-09-30
Fixed
3.12500000
N
N
N
N
N
N
2022-01-30
LORD ABBETT GLOBAL FUND INC
Michael Hebert
Michael Hebert
Chief Financial Officer