0001752724-21-110658.txt : 20210526
0001752724-21-110658.hdr.sgml : 20210526
20210525174444
ACCESSION NUMBER: 0001752724-21-110658
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20210331
FILED AS OF DATE: 20210526
PERIOD START: 20211231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: T. Rowe Price Global Funds, Inc.
CENTRAL INDEX KEY: 0000852254
IRS NUMBER: 000000000
STATE OF INCORPORATION: MD
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-05833
FILM NUMBER: 21961978
BUSINESS ADDRESS:
STREET 1: 100 EAST PRATT STREET
CITY: BALTIMORE
STATE: MD
ZIP: 21202
BUSINESS PHONE: 410-345-2000
MAIL ADDRESS:
STREET 1: 100 EAST PRATT STREET
CITY: BALTIMORE
STATE: MD
ZIP: 21202
FORMER COMPANY:
FORMER CONFORMED NAME: T. Rowe Price Institutional International Funds, Inc.
DATE OF NAME CHANGE: 20051028
FORMER COMPANY:
FORMER CONFORMED NAME: T ROWE PRICE INSTITUTIONAL INTERNATIONAL FUNDS INC
DATE OF NAME CHANGE: 20011217
FORMER COMPANY:
FORMER CONFORMED NAME: INSTITUTIONAL INTERNATIONAL FUNDS INC
DATE OF NAME CHANGE: 19920703
0000852254
S000014469
T. Rowe Price Institutional Emerging Markets Bond Fund
C000039420
T. Rowe Price Institutional Emerging Markets Bond Fund
TREBX
NPORT-P
1
primary_doc.xml
NPORT-P
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100 East Pratt Street
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410-345-2000
T. Rowe Price Institutional Emerging Markets Bond Fund
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2021-03-31
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CBOT 5 Year US Treasury Note
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BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
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Long
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United States Treasury Note/Bond
2021-06-30
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USD
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PERIAMA HOLDINGS LLC/DE
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Periama Holdings LLC/DE
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USD
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Long
DBT
CORP
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2026-04-19
Fixed
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PETROLEOS DE VENEZUELA S
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Petroleos de Venezuela SA
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USD
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Long
DBT
CORP
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2021-10-27
Fixed
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MORGAN STANLEY & CO. LLC
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CHINA GOVERNMENT BOND
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China Government Bond
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Long
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CN
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2026-12-05
Fixed
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MRIYA FARMING B ORDINARY SHS PP
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MORGAN STANLEY & CO. INTERNATIONAL PLC
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IRS BRL
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CORP
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MORGAN STANLEY & CO. INTERNATIONAL PLC
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2023-01-02
0.00000000
USD
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USD
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BRL
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PT PERTAMINA (PERSERO)
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Pertamina Persero PT
000000000
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USD
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Long
DBT
CORP
ID
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2
2042-05-03
Fixed
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LENOVO GROUP LTD
254900VUZRGD5U73RE46
Lenovo Group Ltd
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625000.00000000
PA
USD
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Long
DBT
CORP
HK
N
2
2030-11-02
Fixed
3.42100000
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N
N
N
N
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Bank of America, National Association
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USD/MXN FORWARD
000000000
1.00000000
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USD
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N/A
DFE
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Bank of America, National Association
B4TYDEB6GKMZO031MB27
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USD
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18270.12000000
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BANK NEGARA INDONESIA
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Bank Negara Indonesia Persero Tbk PT
000000000
1749000.00000000
PA
USD
1768676.25000000
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Long
DBT
CORP
ID
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2
2026-03-30
Fixed
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OMAN GOV INTERNTL BOND
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Oman Government International Bond
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1450000.00000000
PA
USD
1388259.00000000
0.320141836112
Long
DBT
NUSS
OM
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2
2048-01-17
Fixed
6.75000000
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N
N
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N
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EGYPT GOVERNMENT BOND
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Egypt Government Bond
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16750000.00000000
PA
1072872.78000000
0.247411658562
Long
DBT
NUSS
EG
N
2
2022-07-21
Fixed
14.05100000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 10 Year US Treasury Note
000000000
125.00000000
NC
USD
-227171.56000000
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N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2021-06-21
16594359.06000000
USD
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REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
2200000.00000000
PA
USD
1938244.00000000
0.446972065726
Long
DBT
NUSS
LK
N
2
2022-01-18
Fixed
5.75000000
N
N
N
N
N
N
MERCADOLIBRE INC
549300DKPDN9M5S8GB14
MercadoLibre Inc
58733RAD4
259000.00000000
PA
USD
867919.36000000
0.200148025338
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
2.00000000
N
N
N
N
Y
MercadoLibre Inc
MercadoLibre Inc
USD
XXXX
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N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Kenya Government International Bond
000000000
1500000.00000000
PA
USD
1596817.50000000
0.368236824963
Long
DBT
NUSS
KE
N
2
2032-05-22
Fixed
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N
N
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EXPORT-IMPORT BK INDIA
335800OFZ8YEIVN1QI11
Export-Import Bank of India
30216KAE2
5155000.00000000
PA
USD
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Long
DBT
NUSS
IN
N
2
2030-01-15
Fixed
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N
N
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REPUBLIC OF UZBEKISTAN
213800L6VDKUM3TCM927
Republic of Uzbekistan Bond
91822Q2A4
485000.00000000
PA
USD
531695.80000000
0.122612617433
Long
DBT
NUSS
UZ
N
2
2029-02-20
Fixed
5.37500000
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N
N
N
N
N
CSN RESOURCES SA
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CSN Resources SA
000000000
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PA
USD
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Long
DBT
CORP
LU
N
2
2023-02-13
Fixed
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N
N
N
N
N
AXTEL SAB DE CV
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Axtel SAB de CV
05462GAJ3
505000.00000000
PA
USD
526462.50000000
0.121405783354
Long
DBT
CORP
MX
N
2
2024-11-14
Fixed
6.37500000
N
N
N
N
N
N
CITGO HOLDING INC
549300NYHOALWZ2BSL72
Citgo Holding Inc
17302WAB4
650000.00000000
PA
USD
650000.00000000
0.149894359390
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
9.25000000
N
N
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
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PA
USD
338350.00000000
0.078025779230
Long
DBT
NUSS
VE
N
2
2019-12-29
Fixed
6.00000000
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Y
N
N
N
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REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325BM6
2320000.00000000
PA
USD
2760730.40000000
0.636642945781
Long
DBT
NUSS
CO
N
2
2041-01-18
Fixed
6.12500000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HX1
2036206.00000000
PA
USD
734052.26000000
0.169277374264
Long
DBT
NUSS
AR
N
2
2029-07-09
Fixed
1.00000000
N
N
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
1500000.00000000
PA
USD
156000.00000000
0.035974646253
Long
DBT
NUSS
VE
N
2
2026-10-21
Fixed
11.75000000
N
Y
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
000000000
2150000.00000000
PA
USD
2255930.50000000
0.520232703272
Long
DBT
NUSS
AO
N
2
2025-11-12
Fixed
9.50000000
N
N
N
N
N
N
LENOVO GROUP LTD
254900VUZRGD5U73RE46
Lenovo Group Ltd
526250AB1
460000.00000000
PA
USD
462790.97000000
0.106722701507
Long
DBT
CORP
HK
N
2
2030-11-02
Fixed
3.42100000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299AV6
1200000.00000000
PA
USD
1486740.00000000
0.342852215200
Long
DBT
NUSS
PA
N
2
2026-01-29
Fixed
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N
N
N
N
N
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REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780CE4
600000.00000000
PA
USD
653624.67000000
0.150730232602
Long
DBT
NUSS
ID
N
2
2048-01-11
Fixed
4.35000000
N
N
N
N
N
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REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
922646AS3
1000000.00000000
PA
USD
105000.00000000
0.024213704209
Long
DBT
NUSS
VE
N
2
2027-09-15
Fixed
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BARCLAYS BANK PLC
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CDS REPUBLIC OF ARGENTINA
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USD
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DCR
CORP
GB
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BARCLAYS BANK PLC
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REPUBLIC OF ARGENTINA
Argentine Republic Government International Bond
Y
Default Event
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N
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BNP PARIBAS SECURITIES CORP.
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BRL/USD FORWARD
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USD
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N/A
DFE
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BRL
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26927.69000000
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REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
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PA
USD
360000.00000000
0.083018414431
Long
DBT
NUSS
VE
N
2
2018-12-30
Fixed
7.75000000
N
Y
N
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N
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DEVT BANK OF MONGOLIA
254900HRWK3OKXS9UW60
Development Bank of Mongolia LLC
25161AAA7
1035000.00000000
PA
USD
1124031.11000000
0.259209112566
Long
DBT
NUSS
MN
N
2
2023-10-23
Fixed
7.25000000
N
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
85227SAR7
300000.00000000
PA
USD
185484.00000000
0.042773854395
Long
DBT
NUSS
LK
N
2
2026-07-18
Fixed
6.82500000
N
N
N
N
N
N
YANLORD LAND HK CO LTD
549300O56H3950RDWG19
Yanlord Land HK Co Ltd
000000000
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PA
USD
1035071.88000000
0.238694517501
Long
DBT
CORP
HK
N
2
2023-04-23
Fixed
6.75000000
N
N
N
N
N
N
COSTA RICA GOVERNMENT
549300S1EK2VN6XVJP58
Costa Rica Government International Bond
000000000
1535000.00000000
PA
USD
1488965.35000000
0.343365395835
Long
DBT
NUSS
CR
N
2
2044-04-04
Fixed
7.00000000
N
N
N
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
000000000
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PA
USD
6138100.00000000
1.415487026730
Long
DBT
NUSS
QA
N
2
2049-03-14
Fixed
4.81700000
N
N
N
N
N
N
TRANSMANTARO
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Consorcio Transmantaro SA
210314AB6
280000.00000000
PA
USD
316859.20000000
0.073069856616
Long
DBT
CORP
PE
N
2
2034-04-16
Fixed
4.70000000
N
N
N
N
N
N
PT PERTAMINA (PERSERO)
254900NDAKGNZ2IBBL45
Pertamina Persero PT
000000000
4420000.00000000
PA
USD
5015933.04000000
1.156707799655
Long
DBT
CORP
ID
N
2
2043-05-20
Fixed
5.62500000
N
N
N
N
N
N
AKBANK TAS
789000TUMN63Z28TJ497
Akbank TAS
000000000
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PA
USD
871803.00000000
0.201043618768
Long
DBT
CORP
TR
N
2
2025-03-31
Fixed
5.12500000
N
N
N
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Paraguay Government International Bond
000000000
3655000.00000000
PA
USD
4135669.05000000
0.953713019847
Long
DBT
NUSS
PY
N
2
2050-03-30
Fixed
5.40000000
N
N
N
N
N
N
STATE GRID OVERSEAS INV
3003006V8BHG5158QO96
State Grid Overseas Investment 2016 Ltd
000000000
800000.00000000
PA
USD
895418.82000000
0.206489585246
Long
DBT
CORP
VG
N
2
2047-05-04
Fixed
4.00000000
N
N
N
N
N
N
MONGOLIA INTL BOND
N/A
Mongolia Government International Bond
000000000
700000.00000000
PA
USD
808445.02000000
0.186432843654
Long
DBT
NUSS
MN
N
2
2024-03-09
Fixed
8.75000000
N
N
N
N
N
N
ACWA POWER MGMT INVST
635400M3OWQGQBZOYO38
Acwa Power Management And Investments One Ltd
000000000
800000.00000000
PA
USD
924064.00000000
0.213095355870
Long
DBT
CORP
AE
N
2
2039-12-15
Fixed
5.95000000
N
N
N
N
N
N
TINGYI (C.I.) HLDG CORP
5299009MPI9B60VN4P25
Tingyi Cayman Islands Holding Corp
000000000
774000.00000000
PA
USD
760332.72000000
0.175337824596
Long
DBT
CORP
KY
N
2
2025-09-24
Fixed
1.62500000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
4605000.00000000
PA
USD
4779851.85000000
1.102265893903
Long
DBT
NUSS
OM
N
2
2027-03-08
Fixed
5.37500000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PED6
770000.00000000
PA
USD
779625.00000000
0.179786753753
Long
DBT
NUSS
DO
N
2
2030-01-30
Fixed
4.50000000
N
N
N
N
N
N
EQUATE PETROCHEMICAL BV
635400Y3Z5R4NJSMQ630
Equate Petrochemical BV
000000000
200000.00000000
PA
USD
218044.00000000
0.050282408767
Long
DBT
CORP
NL
N
2
2026-11-03
Fixed
4.25000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AR5
2390000.00000000
PA
USD
2641834.30000000
0.609224707714
Long
DBT
NUSS
ZA
N
2
2025-09-16
Fixed
5.87500000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
000000000
600000.00000000
PA
USD
591181.80000000
0.136330487991
Long
DBT
NUSS
GH
N
2
2029-05-16
Fixed
7.62500000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEF1
680000.00000000
PA
USD
695300.00000000
0.160340843206
Long
DBT
NUSS
DO
N
2
2032-09-23
Fixed
4.87500000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
CDS REPUBLIC OF ARGENTINA
000000000
1.00000000
NC
USD
-209746.94000000
-0.04836905108
N/A
DCR
CORP
US
N
2
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
REPUBLIC OF ARGENTINA
Argentine Republic Government International Bond
Y
Default Event
2025-12-20
0.00000000
USD
-119785.90000000
USD
550000.00000000
USD
-89961.04000000
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
10960000.00000000
PA
USD
521367.20000000
0.120230773001
Long
DBT
CORP
VE
N
2
2023-12-31
Fixed
6.00000000
N
Y
N
N
N
N
LAMAR FUNDING LTD
549300TSXHL7X0727895
Lamar Funding Ltd
000000000
1125000.00000000
PA
USD
1129070.25000000
0.260371172047
Long
DBT
CORP
KY
N
2
2025-05-07
Fixed
3.95800000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/INR FORWARD
000000000
1.00000000
NC
USD
889.84000000
0.000205203071
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-48838000.00000000
INR
667641.83000000
USD
2021-04-09
889.84000000
N
N
N
REPUBLIC OF ZAMBIA
N/A
Zambia Government International Bond
000000000
2250000.00000000
PA
USD
1264927.50000000
0.291700765058
Long
DBT
NUSS
ZM
N
2
2022-09-20
Fixed
5.37500000
N
N
N
N
N
N
REPUBLIC OF SENEGAL
549300NP14ZLQGWIUZ97
Senegal Government International Bond
000000000
3300000.00000000
PA
USD
3302722.50000000
0.761629959049
Long
DBT
NUSS
SN
N
2
2033-05-23
Fixed
6.25000000
N
N
N
N
N
N
CELULOSA ARAUCO CONSTITU
549300QEKV8G0AMNQD28
Celulosa Arauco y Constitucion SA
000000000
1000000.00000000
PA
USD
1118200.00000000
0.257864419492
Long
DBT
CORP
CL
N
2
2050-01-29
Fixed
5.15000000
N
N
N
N
N
N
KLABIN AUSTRIA GMBH
984500578YEA8DD41B09
Klabin Austria GmbH
49836AAC8
500000.00000000
PA
USD
476172.50000000
0.109808572072
Long
DBT
CORP
AT
N
2
2031-01-12
Fixed
3.20000000
N
N
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
9515000.00000000
PA
USD
1167471.47000000
0.269226750926
Long
DBT
NUSS
LB
N
2
2023-01-27
Fixed
6.00000000
Y
Y
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
68205LAT0
845000.00000000
PA
USD
835937.38000000
0.192772766254
Long
DBT
NUSS
OM
N
2
2051-01-25
Fixed
7.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/BRL FORWARD
000000000
1.00000000
NC
USD
14485.45000000
0.003340441920
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-2375000.00000000
BRL
434639.39000000
USD
2021-06-02
14485.45000000
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
2360000.00000000
PA
USD
2226721.36000000
0.513496879689
Long
DBT
NUSS
OM
N
2
2047-03-08
Fixed
6.50000000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
000000000
700000.00000000
PA
USD
768190.50000000
0.177149881365
Long
DBT
CORP
MX
N
2
2029-11-19
Fixed
5.45000000
N
N
N
N
N
N
INDUSTRIAS PENOLES SAB D
549300WA2HB7776CB324
Industrias Penoles SAB de CV
456472AD1
240000.00000000
PA
USD
247078.80000000
0.056978028376
Long
DBT
CORP
MX
N
2
2050-08-06
Fixed
4.75000000
N
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
2950000.00000000
PA
USD
2855334.50000000
0.658459285727
Long
DBT
NUSS
LK
N
2
2021-07-27
Fixed
6.25000000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
000000000
300000.00000000
PA
USD
309663.00000000
0.071410364633
Long
DBT
CORP
MX
N
2
2029-11-12
Fixed
5.35000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
USD/COP FORWARD
000000000
1.00000000
NC
USD
-12898.35000000
-0.00297444601
N/A
DFE
CORP
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
-674518.52000000
USD
2427437000.00000000
COP
2021-06-11
-12898.35000000
N
N
N
DUBAI GOVT INT'L BONDS
N/A
Emirate of Dubai Government International Bonds
000000000
350000.00000000
PA
USD
379320.90000000
0.087473943552
Long
DBT
NUSS
AE
N
2
2043-01-30
Fixed
5.25000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS REPUBLIC OF ARGENTINA
000000000
1.00000000
NC
USD
-209746.94000000
-0.04836905108
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
REPUBLIC OF ARGENTINA
Argentine Republic Government International Bond
Y
Default Event
2025-12-20
0.00000000
USD
-117781.12000000
USD
550000.00000000
USD
-91965.82000000
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
3625000.00000000
PA
USD
4019218.75000000
0.926858799663
Long
DBT
NUSS
DO
N
2
2045-01-27
Fixed
6.85000000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
000000000
3490000.00000000
PA
USD
3358601.50000000
0.774516031216
Long
DBT
NUSS
AO
N
2
2028-05-09
Fixed
8.25000000
N
N
N
N
N
N
COMMONWEALTH OF BAHAMAS
549300W13SXC7EKNJC20
Bahamas Government International Bond
056732AJ9
10045000.00000000
PA
USD
9640789.20000000
2.223230647927
Long
DBT
NUSS
BS
N
2
2028-11-21
Fixed
6.00000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
8847685.00000000
PA
USD
4025785.15000000
0.928373055543
Long
DBT
NUSS
EC
N
2
2035-07-31
Variable
0.50000000
N
N
N
N
N
N
HUTAMA KARYA PERSERO PT
2549009QN3GU8QCI7Q61
Hutama Karya Persero PT
69375MAA1
420000.00000000
PA
USD
441566.42000000
0.101828177929
Long
DBT
CORP
ID
N
2
2030-05-11
Fixed
3.75000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/EUR FORWARD
000000000
1.00000000
NC
USD
-11487.10000000
-0.00264900230
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-446962.44000000
USD
370944.04000000
EUR
2021-05-21
-11487.10000000
N
N
N
MONG DUONG FIN HLDGS BV
549300995KGQFMWSV879
Mong Duong Finance Holdings BV
000000000
550000.00000000
PA
USD
554215.75000000
0.127805868939
Long
DBT
CORP
NL
N
2
2029-05-07
Fixed
5.12500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
IRS BRL
000000000
1.00000000
NC
8861.52000000
0.002043525944
N/A
DIR
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Y
2023-01-02
0.00000000
USD
0.00000000
USD
-6200000.00000000
BRL
8861.52000000
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756BZ2
500000.00000000
PA
USD
529397.50000000
0.122082614039
Long
DBT
NUSS
BR
N
2
2028-01-13
Fixed
4.62500000
N
N
N
N
N
N
GTLK EUROPE DAC
635400FDT7BRRHTMEC11
GTLK Europe DAC
000000000
1150000.00000000
PA
USD
1218390.50000000
0.280969020746
Long
DBT
CORP
IE
N
2
2024-05-31
Fixed
5.12500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128285R7
970000.00000000
PA
USD
987581.25000000
0.227742859715
Long
DBT
UST
US
N
2
2021-12-15
Fixed
2.62500000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
2395000.00000000
PA
USD
2609010.02000000
0.601655208601
Long
DBT
NUSS
UA
N
2
2025-09-01
Fixed
7.75000000
N
N
N
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile
21987BBC1
385000.00000000
PA
USD
416585.73000000
0.096067463276
Long
DBT
CORP
CL
N
2
2031-01-15
Fixed
3.75000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
BRL/USD FORWARD
000000000
1.00000000
NC
USD
806.87000000
0.000186069633
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-690014.67000000
USD
3905000.00000000
BRL
2021-06-02
806.87000000
N
N
N
MEXICO CITY ARPT TRUST
N/A
Mexico City Airport Trust
000000000
10063000.00000000
PA
USD
10012685.00000000
2.308992313621
Long
DBT
CORP
MX
N
2
2047-07-31
Fixed
5.50000000
N
N
N
N
N
N
TURK TELEKOMUNIKASYON AS
789000A2TXOI10JZLF90
Turk Telekomunikasyon AS
90011QAC4
670000.00000000
PA
USD
712914.84000000
0.164402943448
Long
DBT
CORP
TR
N
2
2025-02-28
Fixed
6.87500000
N
N
N
N
N
N
CSN RESOURCES SA
222100ZEX458NMOXZP08
CSN Resources SA
12644VAB4
250000.00000000
PA
USD
259690.00000000
0.059886255677
Long
DBT
CORP
LU
N
2
2023-02-13
Fixed
7.62500000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/INR FORWARD
000000000
1.00000000
NC
USD
5993.58000000
0.001382159745
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-524276.17000000
USD
38841000.00000000
INR
2021-04-09
5993.58000000
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
MXN/USD FORWARD
000000000
1.00000000
NC
USD
16957.69000000
0.003910557045
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-45189000.00000000
MXN
2223988.50000000
USD
2021-04-16
16957.69000000
N
N
N
ISRAEL ELECTRIC CORP LTD
254900JW7GE35YNJGJ55
Israel Electric Corp Ltd
46507WAB6
350000.00000000
PA
USD
454405.00000000
0.104788840582
Long
DBT
CORP
IL
N
2
2027-12-15
Fixed
7.75000000
N
N
N
N
N
N
THAIOIL TRSRY CENTER
549300NH03B9E8VGJR89
Thaioil Treasury Center Co Ltd
88322YAE1
965000.00000000
PA
USD
832608.79000000
0.192005171076
Long
DBT
CORP
TH
N
2
2049-10-17
Fixed
3.50000000
N
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
2750000.00000000
PA
USD
2165625.00000000
0.499407649315
Long
DBT
NUSS
LK
N
2
2022-07-25
Fixed
5.87500000
N
N
N
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
617726AL8
1300000.00000000
PA
USD
1221862.20000000
0.281769618049
Long
DBT
NUSS
MA
N
2
2032-12-15
Fixed
3.00000000
N
N
N
N
N
N
COMMONWEALTH OF BAHAMAS
549300W13SXC7EKNJC20
Bahamas Government International Bond
056732AL4
800000.00000000
PA
USD
854000.00000000
0.196938127568
Long
DBT
NUSS
BS
N
2
2032-10-15
Fixed
8.95000000
N
N
N
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
USD/EUR FORWARD
000000000
1.00000000
NC
USD
107319.90000000
0.024748688708
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-2847300.72000000
EUR
3449951.42000000
USD
2021-05-21
107319.90000000
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
1750000.00000000
PA
USD
2043202.00000000
0.471176084454
Long
DBT
NUSS
UA
N
2
2028-11-01
Fixed
9.75000000
N
N
N
N
N
N
ELECTRICIDAD DE CARACAS
N/A
CA La Electricidad de Caracas
000000000
800000.00000000
PA
USD
20000.00000000
0.004612134135
Long
DBT
CORP
VE
N
2
2018-04-10
Fixed
8.50000000
N
Y
N
N
N
N
BANCO SANTANDER MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO SANTAND
SCRYQ25DTVRHYYMM6P89
BANCO SANTANDER MEXICO
40053CAA3
800000.00000000
PA
USD
844000.00000000
0.194632060500
Long
DBT
CORP
MX
N
2
N/A
Fixed
8.50000000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756BW9
3023000.00000000
PA
USD
2885015.17000000
0.665303847290
Long
DBT
NUSS
BR
N
2
2045-01-27
Fixed
5.00000000
N
N
N
N
N
N
THAIOIL TRSRY CENTER
549300NH03B9E8VGJR89
Thaioil Treasury Center Co Ltd
88323AAE2
325000.00000000
PA
USD
280412.29000000
0.064664954730
Long
DBT
CORP
TH
N
2
2049-10-17
Fixed
3.50000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
BRL/USD FORWARD
000000000
1.00000000
NC
USD
21766.92000000
0.005019597737
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-6000000.00000000
BRL
1083208.46000000
USD
2021-06-02
21766.92000000
N
N
N
BARBADOS GOVT OF
529900UD1KUUS4SFD905
Barbados Government International Bond
067070AH5
1425000.00000000
PA
USD
1453500.00000000
0.335186848267
Long
DBT
NUSS
BB
N
2
2029-10-01
Fixed
6.50000000
N
N
N
N
N
N
BANCO DO BRASIL (CAYMAN)
QE0Q0253K88YAGNPE356
Banco do Brasil SA/Cayman
000000000
2350000.00000000
PA
USD
2571440.50000000
0.592991425320
Long
DBT
CORP
BR
N
2
N/A
Fixed
9.00000000
N
N
N
N
N
N
POINSETTIA FINANCE LTD
549300P2JTF5JKW10Z65
Poinsettia Finance Ltd
73050QAA6
200000.00000000
PA
USD
192530.80000000
0.044398893736
Long
DBT
CORP
KY
N
2
2031-06-17
Fixed
6.62500000
N
N
N
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
71568QAB3
400000.00000000
PA
USD
443500.00000000
0.102274074445
Long
DBT
CORP
ID
N
2
2042-10-24
Fixed
5.25000000
N
N
N
N
N
N
HEALTH AND HAPPINESS H&H
2138007WU5DJFZFDDV59
Health & Happiness H&H International Holdings Ltd
000000000
1000000.00000000
PA
USD
1041078.06000000
0.240079582891
Long
DBT
CORP
KY
N
2
2024-10-24
Fixed
5.62500000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
1050000.00000000
PA
USD
1113262.50000000
0.256725798878
Long
DBT
NUSS
DO
N
2
2048-02-15
Fixed
6.50000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
2100000.00000000
PA
USD
2285167.50000000
0.526974951557
Long
DBT
NUSS
EG
N
2
2027-01-31
Fixed
7.50000000
N
N
N
N
N
N
MONGOLIA INTL BOND
N/A
Mongolia Government International Bond
60937GAB2
1862000.00000000
PA
USD
1927128.85000000
0.444408837590
Long
DBT
NUSS
MN
N
2
2022-12-05
Fixed
5.12500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/BRL FORWARD
000000000
1.00000000
NC
USD
7907.23000000
0.001823460269
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-777205.70000000
USD
4438000.00000000
BRL
2021-06-02
7907.23000000
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756BB5
380000.00000000
PA
USD
505103.60000000
0.116480277765
Long
DBT
NUSS
BR
N
2
2034-01-20
Fixed
8.25000000
N
N
N
N
N
N
GOVERNMENT OF GRENADA
N/A
GRENADA GOVERNMENT INTERNATIONAL BOND
000000000
181658.21000000
PA
USD
131702.20000000
0.030371410614
Long
DBT
NUSS
GD
N
2
2030-05-12
Fixed
7.00000000
N
N
N
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Paraguay Government International Bond
000000000
570000.00000000
PA
USD
686850.00000000
0.158392216534
Long
DBT
NUSS
PY
N
2
2044-08-11
Fixed
6.10000000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
000000000
1600000.00000000
PA
USD
1487952.00000000
0.343131710528
Long
DBT
NUSS
GH
N
2
2061-03-11
Fixed
8.75000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HS2
2110121.00000000
PA
USD
710161.22000000
0.163767940209
Long
DBT
NUSS
AR
N
2
2030-07-09
Variable
0.12500000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCC4
4000000.00000000
PA
USD
3409040.00000000
0.786147487594
Long
DBT
CORP
MX
N
2
2047-09-21
Fixed
6.75000000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
000000000
5985000.00000000
PA
USD
6362803.13000000
1.467305075537
Long
DBT
NUSS
GH
N
2
2026-01-18
Fixed
8.12500000
N
N
N
N
N
N
LCPR SR SECURED FIN DAC
549300LE5FM8IKMXSP90
LCPR Senior Secured Financing DAC
50201DAD5
745000.00000000
PA
USD
757106.25000000
0.174593778975
Long
DBT
CORP
IE
N
2
2029-07-15
Fixed
5.12500000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756CA6
3290000.00000000
PA
USD
3390871.40000000
0.781957686582
Long
DBT
NUSS
BR
N
2
2029-05-30
Fixed
4.50000000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
3300000.00000000
PA
USD
3374761.50000000
0.778242635597
Long
DBT
NUSS
NG
N
2
2030-02-23
Fixed
7.14300000
N
N
N
N
N
N
TURK TELEKOMUNIKASYON AS
789000A2TXOI10JZLF90
Turk Telekomunikasyon AS
000000000
1000000.00000000
PA
USD
1014524.00000000
0.233956038563
Long
DBT
CORP
TR
N
2
2024-06-19
Fixed
4.87500000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/IDR FORWARD
000000000
1.00000000
NC
USD
2426.04000000
0.000559461094
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-9063067000.00000000
IDR
625039.10000000
USD
2021-04-09
2426.04000000
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HT0
9600026.00000000
PA
USD
2884903.81000000
0.665278166927
Long
DBT
NUSS
AR
N
2
2035-07-09
Variable
0.12500000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/EUR FORWARD
000000000
1.00000000
NC
USD
-7374.44000000
-0.00170059532
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-277310.82000000
USD
229935.62000000
EUR
2021-05-21
-7374.44000000
N
N
N
RUWAIS POWER CO PJSC
635400CH1S8AGGXHLZ09
Ruwais Power Co PJSC
000000000
1570000.00000000
PA
USD
2049164.00000000
0.472550961640
Long
DBT
CORP
AE
N
2
2036-08-31
Fixed
6.00000000
N
N
N
N
N
N
BENIN INTL GOV BOND
635400Q11P6AE5A5Y230
Benin Government International Bond
000000000
115000.00000000
PA
135410.73000000
0.031226622504
Long
DBT
NUSS
BJ
N
2
2052-01-19
Fixed
6.87500000
N
N
N
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
3600000.00000000
PA
USD
170100.00000000
0.039226200818
Long
DBT
CORP
VE
N
2
2026-12-27
Fixed
5.37500000
N
Y
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/MXN FORWARD
000000000
1.00000000
NC
USD
-10713.93000000
-0.00247070411
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-1156272.50000000
USD
23455334.58000000
MXN
2021-04-16
-10713.93000000
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QBE1
1860000.00000000
PA
USD
1480764.60000000
0.341474247884
Long
DBT
CORP
MX
N
2
2044-06-27
Fixed
5.50000000
N
N
N
N
N
N
HUAZHU GROUP LTD
549300Y5ML31FVN83730
Huazhu Group Ltd
44332NAA4
66000.00000000
PA
USD
97200.84000000
0.022415165606
Long
DBT
CORP
KY
N
2
2026-05-01
Fixed
3.00000000
N
N
N
N
N
Huazhu Group Ltd
Huazhu Group Ltd
USD
XXXX
N
N
N
CIFI HOLDINGS GROUP
549300WGKSV867C0JF48
CIFI Holdings Group Co Ltd
000000000
1000000.00000000
PA
USD
1062310.54000000
0.244975935180
Long
DBT
CORP
KY
N
2
2024-03-28
Fixed
6.55000000
N
N
N
N
N
N
NEXA RESOURCES SA
549300QRMRHM7GAU7L47
Nexa Resources SA
000000000
575000.00000000
PA
USD
628797.00000000
0.145004805387
Long
DBT
CORP
LU
N
2
2027-05-04
Fixed
5.37500000
N
N
N
N
N
N
MONGOLIA INTL BOND
N/A
Mongolia Government International Bond
000000000
900000.00000000
PA
USD
943721.92000000
0.217628604063
Long
DBT
NUSS
MN
N
2
2023-05-01
Fixed
5.62500000
N
N
N
N
N
N
YPF SOCIEDAD ANONIMA
5493003N7447U18U5U53
YPF SA
000000000
1155000.00000000
PA
USD
916890.98000000
0.211441209350
Long
DBT
CORP
AR
N
2
2024-04-04
Fixed
8.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/MXN FORWARD
000000000
1.00000000
NC
USD
34815.15000000
0.008028607086
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-1041130.07000000
USD
22030000.00000000
MXN
2021-04-16
34815.15000000
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
Bahrain Government International Bond
000000000
2700000.00000000
PA
USD
2827764.00000000
0.652101343519
Long
DBT
NUSS
BH
N
2
2047-09-20
Fixed
7.50000000
N
N
N
N
N
N
ADANI PORTS AND SPECIAL
335800QOAXP5TM7OYP69
Adani Ports & Special Economic Zone Ltd
00652MAG7
645000.00000000
PA
USD
685787.85000000
0.158147277620
Long
DBT
CORP
IN
N
2
2027-08-04
Fixed
4.20000000
N
N
N
N
N
N
COMETA ENERGIA SA
5493007L8UH7TYXKI505
Cometa Energia SA de CV
000000000
468500.00000000
PA
USD
524591.16000000
0.120974239800
Long
DBT
CORP
MX
N
2
2035-04-24
Fixed
6.37500000
N
N
N
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
Bahrain Government International Bond
000000000
1640000.00000000
PA
USD
1832939.44000000
0.422688127939
Long
DBT
NUSS
BH
N
2
2028-10-12
Fixed
7.00000000
N
N
N
N
N
N
BANCO NACIONAL DE PANAMA
529900H2Q7WMDKKIW109
Banco Nacional de Panama
059626AC5
1105000.00000000
PA
USD
1027429.00000000
0.236932018114
Long
DBT
CORP
PA
N
2
2030-08-11
Fixed
2.50000000
N
N
N
N
N
N
ORYX FUNDING LTD
549300S728CF0BBRC295
Oryx Funding Ltd
67114NAA9
200000.00000000
PA
USD
207375.00000000
0.047822065813
Long
DBT
CORP
KY
N
2
2031-02-03
Fixed
5.80000000
N
N
N
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
1800000.00000000
PA
USD
1921950.00000000
0.443214560046
Long
DBT
NUSS
SV
N
2
2029-02-28
Fixed
8.62500000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JW55
300000.00000000
PA
USD
283339.80000000
0.065340058170
Long
DBT
NUSS
EG
N
2
2048-02-21
Fixed
7.90300000
N
N
N
N
N
N
TRINIDAD PETROLEUM HOLDI
5493004LGJQF7TV6GH26
Trinidad Petroleum Holdings Ltd
896366AA9
700000.00000000
PA
USD
781221.00000000
0.180154802057
Long
DBT
CORP
TT
N
2
2026-06-15
Fixed
9.75000000
N
N
N
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
2950000.00000000
PA
USD
139771.00000000
0.032232130009
Long
DBT
CORP
VE
N
2
2026-11-15
Fixed
6.00000000
N
Y
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AW4
1200000.00000000
PA
USD
1241400.00000000
0.286275165765
Long
DBT
NUSS
ZA
N
2
2027-09-27
Fixed
4.85000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
4230000.00000000
PA
USD
4225558.50000000
0.974442129883
Long
DBT
NUSS
EG
N
2
2047-01-31
Fixed
8.50000000
N
N
N
N
N
N
TURK SISE VE CAM FABRIKA
789000KWOK751Q6R8875
Turkiye Sise ve Cam Fabrikalari AS
90016AAB6
1180000.00000000
PA
USD
1264888.02000000
0.291691660705
Long
DBT
CORP
TR
N
2
2026-03-14
Fixed
6.95000000
N
N
N
N
N
N
BENIN INTL GOV BOND
635400Q11P6AE5A5Y230
Benin Government International Bond
000000000
1860000.00000000
PA
2078813.63000000
0.479388365170
Long
DBT
NUSS
BJ
N
2
2032-01-19
Fixed
4.87500000
N
N
N
N
N
N
LEVIATHAN BOND LTD
254900D9T8VKYVQNZ220
Leviathan Bond Ltd
000000000
1100000.00000000
PA
USD
1192125.00000000
0.274912020289
Long
DBT
CORP
IL
N
2
2025-06-30
Fixed
6.12500000
N
N
N
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Paraguay Government International Bond
699149AJ9
315000.00000000
PA
USD
357528.15000000
0.082448389243
Long
DBT
NUSS
PY
N
2
2031-04-28
Fixed
4.95000000
N
N
N
N
N
N
STATE GRID OVERSEAS INV
N/A
State Grid Overseas Investment 2014 Ltd
000000000
200000.00000000
PA
USD
249958.57000000
0.057642122652
Long
DBT
CORP
VG
N
2
2044-05-07
Fixed
4.85000000
N
N
N
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile
21987BBA5
1930000.00000000
PA
USD
1939024.41000000
0.447152033506
Long
DBT
CORP
CL
N
2
2050-01-30
Fixed
3.70000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
000000000
1750000.00000000
PA
USD
2076534.25000000
0.478862724855
Long
DBT
NUSS
SA
N
2
2049-04-17
Fixed
5.00000000
N
N
N
N
N
N
FIN DEPT GOVT SHARJAH
254900ZNL8O3F1CLJO24
Finance Department Government of Sharjah
38381CAB8
2430000.00000000
PA
USD
2146832.10000000
0.495073880536
Long
DBT
NUSS
AE
N
2
2050-07-28
Fixed
4.00000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
903724BV3
2300000.00000000
PA
USD
2685351.20000000
0.619259996711
Long
DBT
NUSS
UA
N
2
2028-11-01
Fixed
9.75000000
N
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government Bond
000000000
1300000.00000000
PA
USD
1436500.00000000
0.331266534252
Long
DBT
NUSS
GT
N
2
2028-02-13
Fixed
4.87500000
N
N
N
N
N
N
NATIONAL BANK OF UZBEKIS
253400TZJ7T1YULTGN68
National Bank of Uzbekistan
000000000
1765000.00000000
PA
USD
1816185.00000000
0.418824441707
Long
DBT
NUSS
UZ
N
2
2025-10-21
Fixed
4.85000000
N
N
N
N
N
N
RBC DOMINION SECURITIES INC.
549300QJJX6CVVUXLE15
EUR/USD FORWARD
000000000
1.00000000
NC
USD
-16145.40000000
-0.00372323752
N/A
DFE
CORP
US
N
2
RBC DOMINION SECURITIES INC.
549300QJJX6CVVUXLE15
-639842.88000000
USD
531274.32000000
EUR
2021-05-21
-16145.40000000
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TAW9
1265000.00000000
PA
USD
1166842.33000000
0.269081667023
Long
DBT
NUSS
SA
N
2
2061-02-02
Fixed
3.45000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
000000000
2700000.00000000
PA
124067.48000000
0.028610792978
Long
DBT
CORP
MX
N
2
2024-09-12
Fixed
7.19000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
2700000.00000000
PA
USD
2987212.50000000
0.688871237001
Long
DBT
NUSS
OM
N
2
2027-10-28
Fixed
6.75000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/INR FORWARD
000000000
1.00000000
NC
USD
-1031.52000000
-0.00023787543
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-28844000.00000000
INR
392755.99000000
USD
2021-04-09
-1031.52000000
N
N
N
EMPRESA DE TRANSPORTE ME
959800T4M5QUPYMSCH69
Empresa de Transporte de Pasajeros Metro SA
29246QAE5
945000.00000000
PA
USD
1079766.45000000
0.249001385098
Long
DBT
CORP
CL
N
2
2050-05-07
Fixed
4.70000000
N
N
N
N
N
N
MRIYA FARMING
N/A
MRIYA FARMING RECOVERY CERTIFICATES
000000000
488383.00000000
NS
5727.27000000
0.001320746873
Long
EC
CORP
UA
N
3
N
N
N
SHARJAH SUKUK PROGRAM
549300N3BQ9P6RRMVV02
Sharjah Sukuk Program Ltd
000000000
1000000.00000000
PA
USD
1013750.00000000
0.233777548972
Long
DBT
NUSS
KY
N
2
2029-10-23
Fixed
3.23400000
N
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
6200000.00000000
PA
USD
3958824.00000000
0.912931365261
Long
DBT
NUSS
LK
N
2
2025-06-03
Fixed
6.12500000
N
N
N
N
N
N
PERUSAHAAN PENERBIT SBSN
254900G208H6Q0L5B953
Perusahaan Penerbit SBSN Indonesia III
71567RAM8
3200000.00000000
PA
USD
3617440.00000000
0.834205925282
Long
DBT
NUSS
ID
N
2
2029-02-20
Fixed
4.45000000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CJ7
3800000.00000000
PA
USD
3461811.40000000
0.798316926359
Long
DBT
NUSS
TR
N
2
2026-04-14
Fixed
4.25000000
N
N
N
N
N
N
ISLAMIC REP OF PAKISTAN
529900LOP29R5WKHOD86
Pakistan Government International Bond
000000000
1000000.00000000
PA
USD
1046394.00000000
0.241305474307
Long
DBT
NUSS
PK
N
2
2027-12-05
Fixed
6.87500000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756BR0
1100000.00000000
PA
USD
1147960.00000000
0.264727275086
Long
DBT
NUSS
BR
N
2
2041-01-07
Fixed
5.62500000
N
N
N
N
N
N
EMIRATES NBD BANK PJSC
54930029BCN8HF3B1286
Emirates NBD Bank PJSC
000000000
1100000.00000000
PA
USD
1178221.00000000
0.271705664639
Long
DBT
CORP
AE
N
2
N/A
Fixed
6.12500000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
000000000
500000.00000000
PA
USD
491280.00000000
0.113292462894
Long
DBT
NUSS
SA
N
2
2055-01-21
Fixed
3.75000000
N
N
N
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
71568PAM1
400000.00000000
PA
USD
405000.00000000
0.093395716235
Long
DBT
CORP
ID
N
2
2050-02-05
Fixed
4.37500000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
2130000.00000000
PA
USD
2401575.00000000
0.553819301774
Long
DBT
NUSS
DO
N
2
2027-01-25
Fixed
5.95000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
903724AW2
485000.00000000
PA
USD
501684.00000000
0.115691695071
Long
DBT
NUSS
UA
N
2
2040-05-31
Variable
0.01000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PDJ4
1300000.00000000
PA
USD
1511900.00000000
0.348654279942
Long
DBT
NUSS
DO
N
2
2026-01-29
Fixed
6.87500000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
1500000.00000000
PA
USD
1543747.50000000
0.355998527035
Long
DBT
NUSS
OM
N
2
2026-06-15
Fixed
4.75000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QBX9
3285000.00000000
PA
USD
2623401.00000000
0.604973865106
Long
DBT
CORP
MX
N
2
2046-01-23
Fixed
5.62500000
N
N
N
N
N
N
YAPI VE KREDI BANKASI AS
B85ZYWEZ5IZCZ2WNIO12
Yapi ve Kredi Bankasi AS
000000000
200000.00000000
PA
USD
195324.00000000
0.045043024390
Long
DBT
CORP
TR
N
2
2024-06-21
Fixed
5.85000000
N
N
N
N
N
N
GOVERNMENT OF JAMAICA
529900Y93KNSXZI8KK56
Jamaica Government International Bond
470160AV4
1465000.00000000
PA
USD
2014375.00000000
0.464528384918
Long
DBT
NUSS
JM
N
2
2039-03-15
Fixed
8.00000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BA9
2910000.00000000
PA
USD
3617581.05000000
0.834238452358
Long
DBT
NUSS
UY
N
2
2050-06-18
Fixed
5.10000000
N
N
N
N
N
N
T. ROWE PRICE GOVERNMENT RESERVE FUND
5493007QR86JJLYO6D96
T. ROWE PRICE GOVERNMENT RESERVE FUND
000000000
18680102.49000000
NS
USD
18680102.49000000
4.307756917057
Long
STIV
RF
US
N
1
N
N
N
EMBRAER NETHERLANDS FINA
724500PBR8LR26XBSP67
Embraer Netherlands Finance BV
29082HAA0
1200000.00000000
PA
USD
1248024.00000000
0.287802704590
Long
DBT
CORP
NL
N
2
2025-06-15
Fixed
5.05000000
N
N
N
N
N
N
MEGLOBAL CANADA ULC
635400MHHHT7LMKMQL03
MEGlobal Canada ULC
58518N2A9
245000.00000000
PA
USD
296403.45000000
0.068352623475
Long
DBT
CORP
CA
N
2
2030-05-18
Fixed
5.87500000
N
N
N
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
1965000.00000000
PA
USD
1969421.25000000
0.454161748675
Long
DBT
NUSS
SV
N
2
2025-01-30
Fixed
5.87500000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
77586RAH3
1044000.00000000
PA
USD
1046343.78000000
0.241293893238
Long
DBT
NUSS
RO
N
2
2031-02-14
Fixed
3.00000000
N
N
N
N
N
N
GLOBO COMMUNICACOES PART
52990054HEKS017PVR75
Globo Comunicacao e Participacoes SA
000000000
550000.00000000
PA
USD
555736.50000000
0.128156564088
Long
DBT
CORP
BR
N
2
2030-01-22
Fixed
4.87500000
N
N
N
N
N
N
EGYPT TREASURY BILL
529900GFIVH4086NMH82
EGYPT TREASURY BILLS
000000000
19000000.00000000
PA
1155455.80000000
0.266455856838
Long
DBT
NUSS
EG
N
2
2021-08-17
None
0.00000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780CQ7
800000.00000000
PA
USD
816622.46000000
0.188318616162
Long
DBT
NUSS
ID
N
2
2030-02-14
Fixed
2.85000000
N
N
N
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
71568PAP4
200000.00000000
PA
USD
191327.00000000
0.044121289383
Long
DBT
CORP
ID
N
2
2050-06-30
Fixed
4.00000000
N
N
N
N
N
N
RUSSIAN FEDERATION
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
000000000
1600000.00000000
PA
USD
1902598.40000000
0.438751951300
Long
DBT
NUSS
RU
N
2
2047-06-23
Fixed
5.25000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCG5
2800000.00000000
PA
USD
2930564.00000000
0.675807712973
Long
DBT
CORP
MX
N
2
2027-03-13
Fixed
6.50000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NAN9
600000.00000000
PA
USD
617700.00000000
0.142445762762
Long
DBT
CORP
NL
N
2
2115-06-05
Fixed
6.85000000
N
N
N
N
N
N
COMMONWEALTH OF BAHAMAS
549300W13SXC7EKNJC20
Bahamas Government International Bond
000000000
600000.00000000
PA
USD
575856.00000000
0.132796255724
Long
DBT
NUSS
BS
N
2
2028-11-21
Fixed
6.00000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AX2
3750000.00000000
PA
USD
3462450.00000000
0.798464191802
Long
DBT
NUSS
ZA
N
2
2047-09-27
Fixed
5.65000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QBW1
5900000.00000000
PA
USD
5868022.00000000
1.353205228583
Long
DBT
CORP
MX
N
2
2026-01-23
Fixed
4.50000000
N
N
N
N
N
N
TRANSJAMAICAN HIGHWAY
N/A
TransJamaican Highway Ltd
893727AA5
370000.00000000
PA
USD
374908.05000000
0.086456310746
Long
DBT
CORP
JM
N
2
2036-10-10
Fixed
5.75000000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
000000000
2800000.00000000
PA
USD
2611770.00000000
0.602291678500
Long
DBT
NUSS
AO
N
2
2049-11-26
Fixed
9.12500000
N
N
N
N
N
N
CONTROLADORA MABE SA CV
549300TVP7EHIDGWNR87
Controladora Mabe SA de CV
21240BAD3
960000.00000000
PA
USD
1118913.60000000
0.258028980438
Long
DBT
CORP
MX
N
2
2028-10-23
Fixed
5.60000000
N
N
N
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
000000000
500000.00000000
PA
USD
548857.50000000
0.126570220552
Long
DBT
CORP
MX
N
2
N/A
Fixed
7.62500000
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
MXN/USD FORWARD
000000000
1.00000000
NC
USD
18753.03000000
0.004324574489
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-1099487.64000000
USD
22896000.00000000
MXN
2021-04-16
18753.03000000
N
N
N
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
USD/CNH FORWARD
000000000
1.00000000
NC
USD
10889.04000000
0.002511085654
N/A
DFE
CORP
US
N
2
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
-7079599.11000000
CNY
1082871.78000000
USD
2021-06-18
10889.04000000
N
N
N
TIMES CHINA HLDG LTD
2549000KTINB9ZPZP710
Times China Holdings Ltd
000000000
1400000.00000000
PA
USD
1466397.17000000
0.338161022167
Long
DBT
CORP
KY
N
2
2025-07-08
Fixed
6.75000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325BR5
1000000.00000000
PA
USD
1138410.00000000
0.262524981036
Long
DBT
NUSS
CO
N
2
2044-02-26
Fixed
5.62500000
N
N
N
N
N
N
STATE STREET GLOBAL MARKETS, LLC
549300FDEDF5ORXCMQ56
EUR/USD FORWARD
000000000
1.00000000
NC
USD
11881.58000000
0.002739972034
N/A
DFE
CORP
US
N
2
STATE STREET GLOBAL MARKETS, LLC
549300FDEDF5ORXCMQ56
-298945.54000000
EUR
362833.19000000
USD
2021-05-21
11881.58000000
N
N
N
BANCO BTG PACTUAL/CAYMAN
ZXLTQRYIK6IJH3R0IK66
Banco BTG Pactual SA/Cayman Islands
05890BAE7
400000.00000000
PA
USD
424400.00000000
0.097869486346
Long
DBT
CORP
BR
N
2
2029-02-15
Fixed
7.75000000
N
N
N
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
000000000
600000.00000000
PA
USD
626400.00000000
0.144452041111
Long
DBT
CORP
MX
N
2
N/A
Fixed
6.75000000
N
N
N
N
N
N
REPUBLIC OF UZBEKISTAN
213800L6VDKUM3TCM927
Republic of Uzbekistan Bond
000000000
1640000.00000000
PA
USD
1797899.20000000
0.414607613588
Long
DBT
NUSS
UZ
N
2
2029-02-20
Fixed
5.37500000
N
N
N
N
N
N
FIN DEPT GOVT SHARJAH
254900ZNL8O3F1CLJO24
Finance Department Government of Sharjah
000000000
1350000.00000000
PA
USD
1192684.50000000
0.275041044742
Long
DBT
NUSS
AE
N
2
2050-07-28
Fixed
4.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/PEN FORWARD
000000000
1.00000000
NC
USD
-32978.02000000
-0.00760495258
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-1054214.83000000
USD
3823000.00000000
PEN
2021-04-09
-32978.02000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PEN/USD FORWARD
000000000
1.00000000
NC
USD
25449.28000000
0.005868774650
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-3823000.00000000
PEN
1046686.09000000
USD
2021-04-09
25449.28000000
N
N
N
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
USD/IDR FORWARD
000000000
1.00000000
NC
USD
-3683.09000000
-0.00084934525
N/A
DFE
CORP
US
N
2
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
-1041028.54000000
USD
15100119012.00000000
IDR
2021-04-09
-3683.09000000
N
N
N
ICL GROUP LIMITED
529900FQVQD88SHIGM04
ICL Group Ltd
000000000
1400000.00000000
PA
USD
1771000.00000000
0.408404477662
Long
DBT
CORP
IL
N
2
2038-05-31
Fixed
6.37500000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123DA5
1200000.00000000
PA
USD
1092180.00000000
0.251864032983
Long
DBT
NUSS
TR
N
2
2031-01-15
Fixed
5.95000000
N
N
N
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
000000000
800000.00000000
PA
USD
930460.00000000
0.214570316366
Long
DBT
NUSS
QA
N
2
2050-04-16
Fixed
4.40000000
N
N
N
N
N
N
MILLICOM INTL CELLULAR
549300CTHC1CP86P2G96
Millicom International Cellular SA
600814AR8
200000.00000000
PA
USD
208361.00000000
0.048049444026
Long
DBT
CORP
LU
N
2
2031-04-27
Fixed
4.50000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEB0
1000000.00000000
PA
USD
1050250.00000000
0.242194693769
Long
DBT
NUSS
DO
N
2
2049-06-05
Fixed
6.40000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
ARGENTINE REPUBLIC GOVERNMENT INTERNATIONAL BOND
040114GM6
4020000.00000000
PA
USD
27135.00000000
0.006257512987
Long
DBT
NUSS
AR
N
2
2035-12-15
Variable
6.26568000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DT9
455000.00000000
PA
USD
433997.20000000
0.100082665032
Long
DBT
NUSS
CO
N
2
2051-05-15
Fixed
4.12500000
N
N
N
N
N
N
HTA GROUP LTD
213800WEFU8O8X6EPU13
HTA Group Ltd/Mauritius
000000000
800000.00000000
PA
USD
894040.00000000
0.206171620106
Long
DBT
CORP
MU
N
2
2027-03-18
Fixed
2.87500000
N
N
N
N
N
Helios Towers PLC
Helios Towers PLC
USD
XXXX
N
N
N
INFRAESTRUCTURA ENERGETI
715K4H1JYF3O6JOK1411
Infraestructura Energetica Nova SAB de CV
456829AB6
600000.00000000
PA
USD
599034.00000000
0.138141257974
Long
DBT
CORP
MX
N
2
2048-01-14
Fixed
4.87500000
N
N
N
N
N
N
ISLAMIC REP OF PAKISTAN
529900LOP29R5WKHOD86
Pakistan Government International Bond
000000000
936000.00000000
PA
USD
974188.80000000
0.224654470925
Long
DBT
NUSS
PK
N
2
2036-03-31
Fixed
7.87500000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
500000.00000000
PA
USD
511250.00000000
0.117897678828
Long
DBT
NUSS
DO
N
2
2032-09-23
Fixed
4.87500000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
850000.00000000
PA
USD
1004062.50000000
0.231543546500
Long
DBT
NUSS
DO
N
2
2044-04-30
Fixed
7.45000000
N
N
N
N
N
N
TRINIDAD & TOBAGO
N/A
Trinidad & Tobago Government International Bond
896292AK5
1075000.00000000
PA
USD
1089792.00000000
0.251313344167
Long
DBT
NUSS
TT
N
2
2030-06-26
Fixed
4.50000000
N
N
N
N
N
N
TELFON CELUAR DEL PARAGU
254900R8A8IKGF4THL54
Telefonica Celular del Paraguay SA
87936VAB3
1005000.00000000
PA
USD
1065294.98000000
0.245664167059
Long
DBT
CORP
PY
N
2
2027-04-15
Fixed
5.87500000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
038461AM1
3450000.00000000
PA
USD
3446377.50000000
0.794757765508
Long
DBT
NUSS
EG
N
2
2047-01-31
Fixed
8.50000000
N
N
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
800000.00000000
PA
USD
84000.00000000
0.019370963367
Long
DBT
NUSS
VE
N
2
2030-12-29
Fixed
11.95000000
N
Y
N
N
N
N
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
EUR/USD FORWARD
000000000
1.00000000
NC
USD
7863.04000000
0.001813269759
N/A
DFE
CORP
US
N
2
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
-199551.37000000
EUR
242129.37000000
USD
2021-05-21
7863.04000000
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/CNY FORWARD
000000000
1.00000000
NC
USD
26669.82000000
0.006150239359
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-14237000.00000000
CNY
2189747.42000000
USD
2021-05-07
26669.82000000
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
283875AS1
2730000.00000000
PA
USD
2710207.50000000
0.624992026196
Long
DBT
NUSS
SV
N
2
2027-01-18
Fixed
6.37500000
N
N
N
N
N
N
REPUBLIC OF SENEGAL
549300NP14ZLQGWIUZ97
Senegal Government International Bond
81720TAC9
900000.00000000
PA
USD
900742.50000000
0.207717261558
Long
DBT
NUSS
SN
N
2
2033-05-23
Fixed
6.25000000
N
N
N
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
3430000.00000000
PA
USD
162067.50000000
0.037373852446
Long
DBT
CORP
VE
N
2
2021-12-26
Fixed
12.75000000
N
Y
N
N
N
N
GLOBE TELECOM INC
254900GPWI1816YIM923
Globe Telecom Inc
000000000
1050000.00000000
PA
USD
975101.62000000
0.224864973339
Long
DBT
CORP
PH
N
2
2035-07-23
Fixed
3.00000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TAU3
585000.00000000
PA
USD
654480.45000000
0.150927581209
Long
DBT
NUSS
SA
N
2
2060-04-22
Fixed
4.50000000
N
N
N
N
N
N
PERUSAHAAN PENERBIT SBSN
254900G208H6Q0L5B953
Perusahaan Penerbit SBSN Indonesia III
71567PAQ3
200000.00000000
PA
USD
203232.00000000
0.046866662227
Long
DBT
NUSS
ID
N
2
2050-06-23
Fixed
3.80000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JAB6
540000.00000000
PA
USD
507254.40000000
0.116976266670
Long
DBT
NUSS
EG
N
2
2031-02-16
Fixed
5.87500000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
INR/USD FORWARD
000000000
1.00000000
NC
USD
5391.37000000
0.001243286080
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-524878.38000000
USD
38841000.00000000
INR
2021-04-09
5391.37000000
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PBE0
560000.00000000
PA
USD
651322.00000000
0.150199221456
Long
DBT
NUSS
QA
N
2
2050-04-16
Fixed
4.40000000
N
N
N
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
71568PAJ8
865000.00000000
PA
USD
909227.45000000
0.209673947935
Long
DBT
CORP
ID
N
2
2029-07-17
Fixed
3.87500000
N
N
N
N
N
N
SUZANO AUSTRIA GMBH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAF9
800000.00000000
PA
USD
942644.00000000
0.217380028481
Long
DBT
CORP
AT
N
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/IDR FORWARD
000000000
1.00000000
NC
USD
13594.48000000
0.003134978262
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-6446998000.00000000
IDR
456489.27000000
USD
2021-04-09
13594.48000000
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
CDS REPUBLIC OF ARGENTINA
000000000
1.00000000
NC
USD
-190679.04000000
-0.04397186546
N/A
DCR
CORP
GB
N
2
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
REPUBLIC OF ARGENTINA
Argentine Republic Government International Bond
Y
Default Event
2025-12-20
0.00000000
USD
-113662.76000000
USD
500000.00000000
USD
-77016.28000000
N
N
N
PERUSAHAAN PENERBIT SBSN
254900G208H6Q0L5B953
Perusahaan Penerbit SBSN Indonesia III
71567RAF3
5400000.00000000
PA
USD
6105024.00000000
1.407859479297
Long
DBT
NUSS
ID
N
2
2026-03-29
Fixed
4.55000000
N
N
N
N
N
N
JP MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
JPMorgan Chase Bank NA
48128DAC1
375000.00000000
PA
USD
421188.75000000
0.097128950559
Long
DBT
CORP
US
N
2
2023-01-01
Fixed
0.12500000
N
N
N
N
N
Alibaba Group Holding Ltd
Alibaba Group Holding Ltd
USD
XXXX
N
N
N
REPUBLIC OF SENEGAL
549300NP14ZLQGWIUZ97
Senegal Government International Bond
000000000
1500000.00000000
PA
1790361.09000000
0.412869274866
Long
DBT
NUSS
SN
N
2
2028-03-13
Fixed
4.75000000
N
N
N
N
N
N
VF UKRAINE (VFU FUNDING)
N/A
VF Ukraine PAT via VFU Funding PLC
000000000
800000.00000000
PA
USD
829496.00000000
0.191287340826
Long
DBT
CORP
UA
N
2
2025-02-11
Fixed
6.20000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
6055000.00000000
PA
USD
6489664.23000000
1.496560096023
Long
DBT
NUSS
UA
N
2
2027-09-01
Fixed
7.75000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
CNY/USD FORWARD
000000000
1.00000000
NC
USD
-24166.53000000
-0.00557296389
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-4249437.88000000
USD
27810000.00000000
CNY
2021-05-07
-24166.53000000
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
000000000
1900000.00000000
PA
USD
2048333.00000000
0.472359327466
Long
DBT
NUSS
SA
N
2
2026-10-26
Fixed
3.25000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
1200000.00000000
PA
USD
1243500.00000000
0.286759439849
Long
DBT
NUSS
OM
N
2
2028-01-17
Fixed
5.62500000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
1650000.00000000
PA
USD
1760904.75000000
0.406076445306
Long
DBT
NUSS
EG
N
2
2029-03-01
Fixed
7.60030000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123BJ8
3100000.00000000
PA
USD
2635000.00000000
0.607648672298
Long
DBT
NUSS
TR
N
2
2041-01-14
Fixed
6.00000000
N
N
N
N
N
N
COSAN OVERSEAS LTD
222100V5GTJGKUH55655
Cosan Overseas Ltd
000000000
430000.00000000
PA
USD
440750.00000000
0.101639906002
Long
DBT
CORP
KY
N
2
N/A
Fixed
8.25000000
N
N
N
N
N
N
OZTEL HOLDINGS SPC LTD
549300RABIG0RH4JYT64
Oztel Holdings SPC Ltd
000000000
1000000.00000000
PA
USD
1098813.00000000
0.253393647269
Long
DBT
CORP
AE
N
2
2028-04-24
Fixed
6.62500000
N
N
N
N
N
N
GLOBO COMMUNICACOES PART
52990054HEKS017PVR75
Globo Comunicacao e Participacoes SA
000000000
500000.00000000
PA
USD
515202.50000000
0.118809151836
Long
DBT
CORP
BR
N
2
2027-03-31
Fixed
5.12500000
N
N
N
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
71568QAC1
1000000.00000000
PA
USD
1076415.00000000
0.248228518251
Long
DBT
CORP
ID
N
2
2027-05-15
Fixed
4.12500000
N
N
N
N
N
N
MEITUAN
21380033K525E5JLIA77
Meituan
58533EAB9
200000.00000000
PA
USD
199325.56000000
0.045965810963
Long
DBT
CORP
KY
N
2
2025-10-28
Fixed
2.12500000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
1290000.00000000
PA
USD
1434609.00000000
0.330830456970
Long
DBT
NUSS
UA
N
2
2024-02-01
Fixed
8.99400000
N
N
N
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
985000.00000000
PA
USD
47378.50000000
0.010925799855
Long
DBT
CORP
VE
N
2
2034-12-31
Fixed
9.75000000
N
Y
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
2000000.00000000
PA
USD
2056540.00000000
0.474251916709
Long
DBT
NUSS
EG
N
2
2028-02-21
Fixed
6.58800000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
CNY/USD FORWARD
000000000
1.00000000
NC
USD
26631.10000000
0.006141310268
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-13573000.00000000
CNY
2088824.84000000
USD
2021-05-07
26631.10000000
N
N
N
BHARTI AIRTEL LTD
335800KQ1FPKOQ84OR26
Bharti Airtel Ltd
08860HAC8
540000.00000000
PA
USD
528344.26000000
0.121839729831
Long
DBT
CORP
IN
N
2
2031-06-03
Fixed
3.25000000
N
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
1000000.00000000
PA
USD
618280.00000000
0.142579514652
Long
DBT
NUSS
LK
N
2
2026-07-18
Fixed
6.82500000
N
N
N
N
N
N
MONG DUONG FIN HLDGS BV
549300995KGQFMWSV879
Mong Duong Finance Holdings BV
60935DAA3
315000.00000000
PA
USD
317414.48000000
0.073197907909
Long
DBT
CORP
NL
N
2
2029-05-07
Fixed
5.12500000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
COP/USD FORWARD
000000000
1.00000000
NC
USD
-2459.84000000
-0.00056725560
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-2427437000.00000000
COP
659160.33000000
USD
2021-06-11
-2459.84000000
N
N
N
LAOS GOVERNMENT INTL BON
N/A
Laos Government International Bond
51656QAA0
600000.00000000
PA
USD
490500.00000000
0.113112589663
Long
DBT
NUSS
LA
N
2
2021-06-30
Fixed
6.87500000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HU7
7040958.92131700
PA
USD
2591636.16000000
0.597648679963
Long
DBT
NUSS
AR
N
2
2038-01-09
Variable
0.12500000
N
N
N
N
N
N
SAUDI ARABIAN OIL CO
5586006WD91QHB7J4X50
Saudi Arabian Oil Co
000000000
1700000.00000000
PA
USD
1837436.98000000
0.423725290826
Long
DBT
CORP
SA
N
2
2039-04-16
Fixed
4.25000000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CK4
2275000.00000000
PA
USD
2105125.75000000
0.485456116511
Long
DBT
NUSS
TR
N
2
2026-10-09
Fixed
4.87500000
N
N
N
N
N
N
ADANI PORTS AND SPECIAL
335800QOAXP5TM7OYP69
Adani Ports & Special Economic Zone Ltd
000000000
400000.00000000
PA
USD
419415.89000000
0.096720117153
Long
DBT
CORP
IN
N
2
2029-07-03
Fixed
4.37500000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286CL9
2200000.00000000
PA
USD
1982966.15000000
0.457285293457
Long
DBT
NUSS
PH
N
2
2045-12-10
Fixed
2.65000000
N
N
N
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
900000.00000000
PA
USD
888750.00000000
0.204951710628
Long
DBT
NUSS
SV
N
2
2035-06-15
Fixed
7.65000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
1750000.00000000
PA
USD
1698725.00000000
0.391737377931
Long
DBT
NUSS
RO
N
2
2051-02-14
Fixed
4.00000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
77586RAJ9
926000.00000000
PA
USD
898868.20000000
0.207285035408
Long
DBT
NUSS
RO
N
2
2051-02-14
Fixed
4.00000000
N
N
N
N
N
N
COSTA RICA GOVERNMENT
549300S1EK2VN6XVJP58
Costa Rica Government International Bond
000000000
1000000.00000000
PA
USD
976010.00000000
0.225074451859
Long
DBT
NUSS
CR
N
2
2045-03-12
Fixed
7.15800000
N
N
N
N
N
N
UKRAINE RAIL (RAIL CAPL)
213800IW9C7PR3HKI783
Ukraine Railways Via Rail Capital Markets PLC
000000000
800000.00000000
PA
USD
850200.00000000
0.196061822082
Long
DBT
CORP
GB
N
2
2024-07-09
Fixed
8.25000000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
000000000
6125000.00000000
PA
USD
5934567.63000000
1.368551097166
Long
DBT
NUSS
GH
N
2
2027-02-11
Fixed
6.37500000
N
N
N
N
N
N
HTA GROUP LTD
213800WEFU8O8X6EPU13
HTA Group Ltd/Mauritius
40435WAB6
810000.00000000
PA
USD
863419.50000000
0.199110327442
Long
DBT
CORP
MU
N
2
2025-12-18
Fixed
7.00000000
N
N
N
N
N
N
INFRAESTRUCTURA ENERGETI
715K4H1JYF3O6JOK1411
Infraestructura Energetica Nova SAB de CV
000000000
400000.00000000
PA
USD
398670.00000000
0.091935975781
Long
DBT
CORP
MX
N
2
2051-01-15
Fixed
4.75000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
BRL/USD FORWARD
000000000
1.00000000
NC
USD
-42177.72000000
-0.00972646510
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-1109280.29000000
USD
6032000.00000000
BRL
2021-06-02
-42177.72000000
N
N
N
YUZHOU GROUP
213800MP59KHGJSPHE82
Yuzhou Group Holdings Co Ltd
000000000
400000.00000000
PA
USD
361475.32000000
0.083358633118
Long
DBT
CORP
KY
N
2
2024-10-30
Fixed
8.37500000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QAZ5
6880000.00000000
PA
USD
6005827.20000000
1.384984031929
Long
DBT
CORP
MX
N
2
2041-06-02
Fixed
6.50000000
N
N
N
N
N
N
MONGOLIA INTL BOND
N/A
Mongolia Government International Bond
60937LAC9
830000.00000000
PA
USD
890091.19000000
0.205260998037
Long
DBT
NUSS
MN
N
2
2026-04-07
Fixed
5.12500000
N
N
N
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
24590000.00000000
PA
USD
1161877.50000000
0.267936743927
Long
DBT
CORP
VE
N
2
2021-11-17
Fixed
9.00000000
N
Y
N
N
N
N
COMETA ENERGIA SA
5493007L8UH7TYXKI505
Cometa Energia SA de CV
20039FAA7
1405500.00000000
PA
USD
1573773.49000000
0.362922721706
Long
DBT
CORP
MX
N
2
2035-04-24
Fixed
6.37500000
N
N
N
N
N
N
KUWAIT PROJECTS CO SPC L
254900BQTJEWBK1TAN59
Kuwait Projects Co SPC Ltd
000000000
1100000.00000000
PA
USD
1072500.00000000
0.247325692994
Long
DBT
CORP
AE
N
2
2026-10-29
Fixed
4.22900000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
970000.00000000
PA
USD
1095130.00000000
0.252544322768
Long
DBT
NUSS
DO
N
2
2028-07-19
Fixed
6.00000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/EUR FORWARD
000000000
1.00000000
NC
USD
56697.22000000
0.013074759186
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-1408435.42000000
EUR
1710151.17000000
USD
2021-05-21
56697.22000000
N
N
N
ESKOM HOLDINGS SOC LTD
3789001900ED06F65111
Eskom Holdings SOC Ltd
000000000
400000.00000000
PA
USD
414336.00000000
0.095548660449
Long
DBT
CORP
ZA
N
2
2023-08-06
Fixed
6.75000000
N
N
N
N
N
N
GOVERNMENT OF JAMAICA
529900Y93KNSXZI8KK56
Jamaica Government International Bond
470160CB6
2910000.00000000
PA
USD
3957600.00000000
0.912649102651
Long
DBT
NUSS
JM
N
2
2045-07-28
Fixed
7.87500000
N
N
N
N
N
N
LIMA METRO LINE 2 FIN LT
5493009BVQNQT1UKQ352
Lima Metro Line 2 Finance Ltd
000000000
337830.48000000
PA
USD
397371.41000000
0.091636512218
Long
DBT
CORP
KY
N
2
2034-07-05
Fixed
5.87500000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DA7
620000.00000000
PA
USD
631017.40000000
0.145516844518
Long
DBT
NUSS
PE
N
2
2030-06-20
Fixed
2.84400000
N
N
N
N
N
N
ISLAMIC REP OF PAKISTAN
529900LOP29R5WKHOD86
Pakistan Government International Bond
695847AS2
590000.00000000
PA
USD
600634.75000000
0.138510401659
Long
DBT
NUSS
PK
N
2
2026-04-08
Fixed
6.00000000
N
N
N
N
N
N
COUNTRY GARDEN HLDGS
549300MGHLPT1EFHGF84
Country Garden Holdings Co Ltd
000000000
750000.00000000
PA
USD
768729.44000000
0.177274164543
Long
DBT
CORP
KY
N
2
2023-01-17
Fixed
4.75000000
N
N
N
N
N
N
INTERNATIONAL CONTAINER
254900FU1MWK0I0Q4J61
International Container Terminal Services Inc
000000000
1160000.00000000
PA
USD
1293399.90000000
0.298266691455
Long
DBT
CORP
PH
N
2
2030-06-17
Fixed
4.75000000
N
N
N
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
817477AF9
439000.00000000
PA
USD
405899.40000000
0.093603123907
Long
DBT
NUSS
RS
N
2
2030-12-01
Fixed
2.12500000
N
N
N
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
71568PAK5
355000.00000000
PA
USD
376376.33000000
0.086794905961
Long
DBT
CORP
ID
N
2
2049-07-17
Fixed
4.87500000
N
N
N
N
N
N
GOVT OF BERMUDA
549300FP5PUZXX9FVJ40
Bermuda Government International Bond
085209AH7
813000.00000000
PA
USD
790398.60000000
0.182271218169
Long
DBT
NUSS
BM
N
2
2050-08-20
Fixed
3.37500000
N
N
N
N
N
N
KINGDOM OF JORDAN
5493000JZ4MYPVMBVN50
Jordan Government International Bond
000000000
3750000.00000000
PA
USD
3828547.50000000
0.882888730628
Long
DBT
NUSS
JO
N
2
2030-07-07
Fixed
5.85000000
N
N
N
N
N
N
YPF SOCIEDAD ANONIMA
5493003N7447U18U5U53
YPF SA
984245AU4
940155.00000000
PA
USD
767923.30000000
0.177088263253
Long
DBT
CORP
AR
N
2
2026-02-12
Variable
4.00000000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
000000000
3010000.00000000
PA
USD
2833123.37000000
0.653337250185
Long
DBT
NUSS
AO
N
2
2029-11-26
Fixed
8.00000000
N
N
N
N
N
N
RUSSIAN FEDERATION
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
000000000
5000000.00000000
PA
USD
5477550.00000000
1.263159766583
Long
DBT
NUSS
RU
N
2
2029-03-21
Fixed
4.37500000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/EUR FORWARD
000000000
1.00000000
NC
USD
-6450.42000000
-0.00148751011
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-212893.30000000
USD
175850.96000000
EUR
2021-05-21
-6450.42000000
N
N
N
PERUSAHAAN PENERBIT SBSN
254900G208H6Q0L5B953
Perusahaan Penerbit SBSN Indonesia III
71567RAH9
2100000.00000000
PA
USD
2320605.00000000
0.535147076728
Long
DBT
NUSS
ID
N
2
2027-03-29
Fixed
4.15000000
N
N
N
N
N
N
LIBERTY LATIN AMERICA
213800YWQHEAX7CAVO83
Liberty Latin America Ltd
53069QAB5
410000.00000000
PA
USD
406822.50000000
0.093815996958
Long
DBT
CORP
BM
N
2
2024-07-15
Fixed
2.00000000
N
N
N
N
Y
Liberty Latin America Ltd
Liberty Latin America Ltd
USD
XXXX
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
550000.00000000
PA
USD
58300.00000000
0.013444371003
Long
DBT
NUSS
VE
N
2
2021-12-26
Fixed
12.75000000
N
Y
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
1527000.98000000
PA
USD
1531505.63000000
0.353175469710
Long
DBT
NUSS
CI
N
2
2032-12-31
Variable
5.75000000
N
N
N
N
N
N
COUNTRY GARDEN HLDGS
549300MGHLPT1EFHGF84
Country Garden Holdings Co Ltd
000000000
700000.00000000
PA
USD
744782.50000000
0.171751839573
Long
DBT
CORP
KY
N
2
2024-01-27
Fixed
8.00000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AP9
450000.00000000
PA
USD
455773.50000000
0.105104425861
Long
DBT
NUSS
ZA
N
2
2041-03-08
Fixed
6.25000000
N
N
N
N
N
N
SOCIALIST REP OF VIETNAM
5493008AE7RS4XK4BZ08
Vietnam Government International Bond
92671CAA6
600000.00000000
PA
USD
673435.69000000
0.155298786681
Long
DBT
NUSS
VN
N
2
2024-11-19
Fixed
4.80000000
N
N
N
N
N
N
EXPORT-IMPORT BK INDIA
335800OFZ8YEIVN1QI11
Export-Import Bank of India
30216JAF2
255000.00000000
PA
USD
233044.46000000
0.053741615448
Long
DBT
NUSS
IN
N
2
2031-01-13
Fixed
2.25000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
68205LAS2
710000.00000000
PA
USD
744158.10000000
0.171607848745
Long
DBT
NUSS
OM
N
2
2031-01-25
Fixed
6.25000000
N
N
N
N
N
N
MEGLOBAL CANADA ULC
635400MHHHT7LMKMQL03
MEGlobal Canada ULC
000000000
800000.00000000
PA
USD
967848.00000000
0.223192239919
Long
DBT
CORP
CA
N
2
2030-05-18
Fixed
5.87500000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
3054550.00000000
PA
USD
1794578.67000000
0.413841877100
Long
DBT
NUSS
EC
N
2
2030-07-31
Variable
0.50000000
N
N
N
N
N
N
BANCO SANTANDER MEXICO
SCRYQ25DTVRHYYMM6P89
Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand
05969BAD5
655000.00000000
PA
USD
736632.65000000
0.169872429504
Long
DBT
CORP
MX
N
2
2025-04-17
Fixed
5.37500000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
000000000
1900000.00000000
PA
USD
1959460.50000000
0.451864732920
Long
DBT
CORP
MX
N
2
2033-01-18
Fixed
5.12500000
N
N
N
N
N
N
BANCO DE BOGOTA SA
549300LYHE7LWSKDZT53
Banco de Bogota SA
000000000
1000000.00000000
PA
USD
1123750.00000000
0.259144286715
Long
DBT
CORP
CO
N
2
2026-05-12
Fixed
6.25000000
N
N
N
N
N
N
SOCIALIST REP OF VIETNAM
5493008AE7RS4XK4BZ08
Vietnam Government International Bond
000000000
3600000.00000000
PA
USD
4040614.15000000
0.931792722397
Long
DBT
NUSS
VN
N
2
2024-11-19
Fixed
4.80000000
N
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government Bond
401494AQ2
1000000.00000000
PA
USD
1098570.00000000
0.253337609839
Long
DBT
NUSS
GT
N
2
2030-06-01
Fixed
4.90000000
N
N
N
N
N
N
SRILANKAN AIRLINES LTD
25490011MNMX2MRPJ572
SriLankan Airlines Ltd
000000000
845000.00000000
PA
USD
502775.00000000
0.115943286988
Long
DBT
CORP
LK
N
2
2024-06-25
Fixed
7.00000000
N
N
N
N
N
N
2021-05-24
T. ROWE PRICE GLOBAL FUNDS, INC.
Alan S. Dupski
Alan S. Dupski
Treasurer & Vice President
XXXX
NPORT-EX
2
70V0TRPInstitEmMkBdFd.htm
T.
ROWE
PRICE
Institutional
Emerging
Markets
Bond
Fund
March
31,
2021
(Unaudited)
Portfolio
of
Investments
‡
Par/Shares
$
Value
(
Cost
and
value
in
$000s)
‡
ANGOLA
2.5%
Government
Bonds
2.5%
Republic
of
Angola,
8.00%,
11/26/29
(USD)
3,010,000
2,833
Republic
of
Angola,
8.25%,
5/9/28
(USD)
3,490,000
3,358
Republic
of
Angola,
9.125%,
11/26/49
(USD)
2,800,000
2,612
Republic
of
Angola,
9.50%,
11/12/25
(USD)
2,150,000
2,256
Total
Angola
(Cost
$10,117
)
11,059
ARGENTINA
2.2%
Convertible
Bonds
0.2%
MercadoLibre,
2.00%,
8/15/28
(USD)
259,000
868
868
Corporate
Bonds
0.4%
YPF,
8.75%,
4/4/24
(USD)
1,155,000
917
YPF,
STEP,
4.00%,
2/12/26
(USD) (1)
940,155
768
1,685
Government
Bonds
1.6%
Republic
of
Argentina,
0.00%,
12/15/35
(USD) (2)(3)
4,020,000
27
Republic
of
Argentina,
1.00%,
7/9/29
(USD)
2,036,206
734
Republic
of
Argentina,
STEP,
0.125%,
7/9/30
(USD)
2,110,121
710
Republic
of
Argentina,
STEP,
0.125%,
7/9/35
(USD)
9,600,026
2,885
Republic
of
Argentina,
STEP,
0.125%,
1/9/38
(USD)
7,040,959
2,592
6,948
Total
Argentina
(Cost
$13,677
)
9,501
BAHAMAS
2.5%
Government
Bonds
2.5%
Commonwealth
of
Bahamas,
6.00%,
11/21/28
(USD) (1)
10,045,000
9,641
Commonwealth
of
Bahamas,
6.00%,
11/21/28
(USD)
600,000
576
Commonwealth
of
Bahamas,
8.95%,
10/15/32
(USD) (1)
800,000
854
Total
Bahamas
(Cost
$11,671
)
11,071
BAHRAIN
1.0%
Government
Bonds
1.0%
Kingdom
of
Bahrain,
7.00%,
10/12/28
(USD)
1,640,000
1,833
Par/Shares
$
Value
(Cost
and
value
in
$000s)
Kingdom
of
Bahrain,
7.50%,
9/20/47
(USD)
2,500,000
2,618
Total
Bahrain
(Cost
$4,025
)
4,451
BARBADOS
0.3%
Government
Bonds
0.3%
Government
of
Barbados,
6.50%,
10/1/29
(USD) (1)
1,425,000
1,453
Total
Barbados
(Cost
$1,354
)
1,453
BENIN
0.5%
Government
Bonds
0.5%
Republic
of
Benin,
4.875%,
1/19/32
(EUR) (1)
1,860,000
2,079
Republic
of
Benin,
6.875%,
1/19/52
(EUR) (1)
115,000
135
Total
Benin
(Cost
$2,374
)
2,214
BERMUDA
0.2%
Government
Bonds
0.2%
Government
of
Bermuda,
3.375%,
8/20/50
(USD) (1)
813,000
790
Total
Bermuda
(Cost
$811
)
790
BRAZIL
3.8%
Corporate
Bonds
1.7%
Banco
BTG
Pactual,
VR,
7.75%,
2/15/29
(USD) (1)(4)
400,000
424
Banco
do
Brasil,
VR,
9.00%
(USD) (4)
(5)
1,950,000
2,134
Cosan
Overseas,
8.25%
(USD) (5)
430,000
441
CSN
Resources,
7.625%,
2/13/23
(USD) (1)
250,000
260
CSN
Resources,
7.625%,
2/13/23
(USD)
950,000
987
Embraer
Netherlands
Finance,
5.05%,
6/15/25
(USD)
1,200,000
1,248
Globo
Comunicacao
e
Participacoes,
4.875%,
1/22/30
(USD)
550,000
556
Globo
Comunicacao
e
Participacoes,
5.125%,
3/31/27
(USD)
500,000
515
Klabin
Austria,
3.20%,
1/12/31
(USD) (1)
240,000
228
Suzano
Austria,
6.00%,
1/15/29
(USD)
600,000
707
7,500
Government
Bonds
2.1%
Petrobras
Global
Finance,
6.85%,
6/5/2115
(USD)
600,000
618
Republic
of
Brazil,
4.50%,
5/30/29
(USD)
3,290,000
3,391
T.
ROWE
PRICE
Institutional
Emerging
Markets
Bond
Fund
Par/Shares
$
Value
(Cost
and
value
in
$000s)
Republic
of
Brazil,
4.625%,
1/13/28
(USD)
500,000
529
Republic
of
Brazil,
5.00%,
1/27/45
(USD)
3,023,000
2,885
Republic
of
Brazil,
5.625%,
1/7/41
(USD)
1,100,000
1,148
Republic
of
Brazil,
8.25%,
1/20/34
(USD)
380,000
505
9,076
Total
Brazil
(Cost
$16,449
)
16,576
CHILE
1.1%
Convertible
Bonds
0.1%
Liberty
Latin
America,
2.00%,
7/15/24
(USD)
410,000
407
407
Corporate
Bonds
1.0%
Celulosa
Arauco
y
Constitucion,
5.15%,
1/29/50
(USD)
1,000,000
1,118
Corp
Nacional
del
Cobre
de
Chile,
3.70%,
1/30/50
(USD) (1)
1,930,000
1,939
Corp
Nacional
del
Cobre
de
Chile,
3.75%,
1/15/31
(USD) (1)
385,000
416
Empresa
de
Transporte
de
Pasajeros
Metro,
4.70%,
5/7/50
(USD) (1)
945,000
1,080
4,553
Total
Chile
(Cost
$4,830
)
4,960
CHINA
3.0%
Convertible
Bonds
0.0%
Huazhu
Group,
3.00%,
5/1/26
(USD) (1)
66,000
97
97
Corporate
Bonds
2.2%
CIFI
Holdings
Group,
6.55%,
3/28/24
(USD)
1,000,000
1,062
Country
Garden
Holdings,
4.75%,
1/17/23
(USD)
750,000
769
Country
Garden
Holdings,
8.00%,
1/27/24
(USD)
700,000
745
Health
&
Happiness
H&H
International
Holdings,
5.625%,
10/24/24
(USD)
1,000,000
1,041
Lenovo
Group,
3.421%,
11/2/30
(USD) (1)
460,000
463
Lenovo
Group,
3.421%,
11/2/30
(USD)
625,000
629
Meituan,
2.125%,
10/28/25
(USD) (1)
200,000
199
State
Grid
Overseas
Investment
2014,
4.85%,
5/7/44
(USD)
200,000
250
State
Grid
Overseas
Investment
2016,
4.00%,
5/4/47
(USD)
800,000
895
Times
China
Holdings,
6.75%,
7/8/25
(USD)
1,400,000
1,466
Par/Shares
$
Value
(Cost
and
value
in
$000s)
Tingyi
Cayman
Islands
Holding,
1.625%,
9/24/25
(USD)
774,000
760
Yanlord
Land,
6.75%,
4/23/23
(USD)
1,000,000
1,035
Yuzhou
Group
Holdings,
8.375%,
10/30/24
(USD)
400,000
362
9,676
Government
Bonds
0.8%
People's
Republic
of
China,
3.12%,
12/5/26
21,100,000
3,226
3,226
Total
China
(Cost
$12,904
)
12,999
COLOMBIA
1.3%
Corporate
Bonds
0.3%
Banco
de
Bogota,
6.25%,
5/12/26
(USD)
1,000,000
1,124
Millicom
International
Cellular,
4.50%,
4/27/31
(USD) (1)
200,000
208
1,332
Government
Bonds
1.0%
Republic
of
Colombia,
4.125%,
5/15/51
(USD)
455,000
434
Republic
of
Colombia,
5.625%,
2/26/44
(USD)
1,000,000
1,138
Republic
of
Colombia,
6.125%,
1/18/41
(USD)
2,320,000
2,761
4,333
Total
Colombia
(Cost
$5,429
)
5,665
CONGO
0.4%
Convertible
Bonds
0.2%
HTA
Group,
2.875%,
3/18/27
(USD)
800,000
894
894
Corporate
Bonds
0.2%
HTA
Group,
7.00%,
12/18/25
(USD) (1)
810,000
863
863
Total
Congo
(Cost
$1,618
)
1,757
COSTA
RICA
0.6%
Government
Bonds
0.6%
Republic
of
Costa
Rica,
7.00%,
4/4/44
(USD)
1,535,000
1,489
Republic
of
Costa
Rica,
7.158%,
3/12/45
(USD)
1,000,000
976
Total
Costa
Rica
(Cost
$2,514
)
2,465
T.
ROWE
PRICE
Institutional
Emerging
Markets
Bond
Fund
Par/Shares
$
Value
(Cost
and
value
in
$000s)
DOMINICAN
REPUBLIC
3.2%
Government
Bonds
3.2%
Dominican
Republic,
4.50%,
1/30/30
(USD) (1)
770,000
780
Dominican
Republic,
4.875%,
9/23/32
(USD) (1)
680,000
696
Dominican
Republic,
4.875%,
9/23/32
(USD)
500,000
511
Dominican
Republic,
5.95%,
1/25/27
(USD)
2,130,000
2,402
Dominican
Republic,
6.00%,
7/19/28
(USD)
970,000
1,095
Dominican
Republic,
6.40%,
6/5/49
(USD) (1)
1,000,000
1,050
Dominican
Republic,
6.50%,
2/15/48
(USD)
1,050,000
1,113
Dominican
Republic,
6.85%,
1/27/45
(USD)
3,625,000
4,019
Dominican
Republic,
6.875%,
1/29/26
(USD) (1)
1,300,000
1,512
Dominican
Republic,
7.45%,
4/30/44
(USD)
850,000
1,004
Total
Dominican
Republic
(Cost
$12,929
)
14,182
ECUADOR
1.3%
Government
Bonds
1.3%
Republic
of
Ecuador,
STEP,
0.50%,
7/31/30
(USD) (1)
3,054,550
1,794
Republic
of
Ecuador,
STEP,
0.50%,
7/31/35
(USD) (1)
8,847,685
4,026
Total
Ecuador
(Cost
$8,028
)
5,820
EGYPT
3.8%
Government
Bonds
3.8%
Arab
Republic
of
Egypt,
5.875%,
2/16/31
(USD) (1)
540,000
507
Arab
Republic
of
Egypt,
6.588%,
2/21/28
(USD)
2,000,000
2,057
Arab
Republic
of
Egypt,
7.50%,
1/31/27
(USD)
2,100,000
2,285
Arab
Republic
of
Egypt,
7.60%,
3/1/29
(USD)
1,650,000
1,761
Arab
Republic
of
Egypt,
7.903%,
2/21/48
(USD) (1)
300,000
283
Arab
Republic
of
Egypt,
8.50%,
1/31/47
(USD) (1)
3,450,000
3,446
Arab
Republic
of
Egypt,
8.50%,
1/31/47
(USD)
4,230,000
4,226
Arab
Republic
of
Egypt,
14.051%,
7/21/22
16,750,000
1,073
Par/Shares
$
Value
(Cost
and
value
in
$000s)
Arab
Republic
of
Egypt
Treasury
Bills,
13.559%,
8/17/21
19,000,000
1,155
Total
Egypt
(Cost
$16,871
)
16,793
EL
SALVADOR
1.7%
Government
Bonds
1.7%
Republic
of
El
Salvador,
5.875%,
1/30/25
(USD)
1,965,000
1,969
Republic
of
El
Salvador,
6.375%,
1/18/27
(USD) (1)
2,730,000
2,710
Republic
of
El
Salvador,
7.65%,
6/15/35
(USD)
900,000
889
Republic
of
El
Salvador,
8.625%,
2/28/29
(USD)
1,800,000
1,922
Total
El
Salvador
(Cost
$7,783
)
7,490
GHANA
3.3%
Government
Bonds
3.3%
Republic
of
Ghana,
6.375%,
2/11/27
(USD)
6,125,000
5,934
Republic
of
Ghana,
7.625%,
5/16/29
(USD)
600,000
591
Republic
of
Ghana,
8.125%,
1/18/26
(USD)
5,985,000
6,363
Republic
of
Ghana,
8.75%,
3/11/61
(USD)
1,600,000
1,488
Total
Ghana
(Cost
$12,738
)
14,376
GRENADA
0.0%
Government
Bonds
0.0%
Government
of
Grenada,
7.00%,
5/12/30
(USD)
181,658
132
Total
Grenada
(Cost
$165
)
132
GUATEMALA
0.6%
Government
Bonds
0.6%
Republic
of
Guatemala,
4.875%,
2/13/28
(USD)
1,300,000
1,436
Republic
of
Guatemala,
4.90%,
6/1/30
(USD) (1)
1,000,000
1,099
Total
Guatemala
(Cost
$2,441
)
2,535
INDIA
1.8%
Corporate
Bonds
0.6%
Adani
Ports
&
Special
Economic
Zone,
4.20%,
8/4/27
(USD) (1)
645,000
686
Adani
Ports
&
Special
Economic
Zone,
4.375%,
7/3/29
(USD)
400,000
419
Bharti
Airtel,
3.25%,
6/3/31
(USD) (1)
540,000
528
T.
ROWE
PRICE
Institutional
Emerging
Markets
Bond
Fund
Par/Shares
$
Value
(Cost
and
value
in
$000s)
Periama
Holdings,
5.95%,
4/19/26
(USD)
993,000
1,050
2,683
Government
Bonds
1.2%
Export-Import
Bank
of
India,
2.25%,
1/13/31
(USD) (1)
255,000
233
Export-Import
Bank
of
India,
3.25%,
1/15/30
(USD)
5,155,000
5,134
5,367
Total
India
(Cost
$8,147
)
8,050
INDONESIA
6.0%
Corporate
Bonds
2.9%
Bank
Negara
Indonesia
Persero,
3.75%,
3/30/26
(USD)
1,749,000
1,769
Hutama
Karya
Persero,
3.75%,
5/11/30
(USD) (1)
420,000
442
Pertamina
Persero,
5.625%,
5/20/43
(USD)
4,420,000
5,016
Pertamina
Persero,
6.00%,
5/3/42
(USD)
1,500,000
1,777
Perusahaan
Listrik
Negara,
3.875%,
7/17/29
(USD) (1)
865,000
909
Perusahaan
Listrik
Negara,
4.00%,
6/30/50
(USD) (1)
200,000
191
Perusahaan
Listrik
Negara,
4.125%,
5/15/27
(USD)
1,000,000
1,076
Perusahaan
Listrik
Negara,
4.375%,
2/5/50
(USD) (1)
400,000
405
Perusahaan
Listrik
Negara,
4.875%,
7/17/49
(USD) (1)
355,000
376
Perusahaan
Listrik
Negara,
5.25%,
10/24/42
(USD)
400,000
444
12,405
Government
Bonds
3.1%
Perusahaan
Penerbit,
3.80%,
6/23/50
(USD) (1)
200,000
203
Perusahaan
Penerbit,
4.15%,
3/29/27
(USD)
2,100,000
2,321
Perusahaan
Penerbit,
4.45%,
2/20/29
(USD)
3,200,000
3,617
Perusahaan
Penerbit,
4.55%,
3/29/26
(USD)
5,400,000
6,105
Republic
of
Indonesia,
2.85%,
2/14/30
(USD)
800,000
817
Republic
of
Indonesia,
4.35%,
1/11/48
(USD)
600,000
654
13,717
Total
Indonesia
(Cost
$24,970
)
26,122
ISRAEL
0.8%
Corporate
Bonds
0.8%
ICL
Group,
6.375%,
5/31/38
(USD) (1)
1,400,000
1,771
Israel
Electric,
7.75%,
12/15/27
(USD)
350,000
455
Par/Shares
$
Value
(Cost
and
value
in
$000s)
Leviathan
Bond,
6.125%,
6/30/25
(USD) (1)
1,100,000
1,192
Total
Israel
(Cost
$2,985
)
3,418
IVORY
COAST
0.3%
Government
Bonds
0.3%
Republic
of
Ivory
Coast,
STEP,
5.75%,
12/31/32
(USD)
1,527,001
1,532
Total
Ivory
Coast
(Cost
$1,451
)
1,532
JAMAICA
1.4%
Corporate
Bonds
0.1%
TransJamaican
Highway,
5.75%,
10/10/36
(USD) (1)
370,000
375
375
Government
Bonds
1.3%
Government
of
Jamaica,
7.875%,
7/28/45
(USD)
2,910,000
3,958
Government
of
Jamaica,
8.00%,
3/15/39
(USD)
1,465,000
2,014
5,972
Total
Jamaica
(Cost
$5,452
)
6,347
JORDAN
0.9%
Government
Bonds
0.9%
Kingdom
of
Jordan,
5.85%,
7/7/30
(USD)
3,750,000
3,829
Total
Jordan
(Cost
$4,086
)
3,829
KENYA
0.4%
Government
Bonds
0.4%
Republic
of
Kenya,
8.00%,
5/22/32
(USD)
1,500,000
1,597
Total
Kenya
(Cost
$1,747
)
1,597
KUWAIT
0.6%
Corporate
Bonds
0.6%
Equate
Petrochemical,
4.25%,
11/3/26
(USD)
200,000
218
Kuwait
Projects,
4.229%,
10/29/26
(USD)
1,100,000
1,073
MEGlobal
Canada,
5.875%,
5/18/30
(USD) (1)
245,000
296
MEGlobal
Canada,
5.875%,
5/18/30
(USD)
800,000
968
Total
Kuwait
(Cost
$2,441
)
2,555
T.
ROWE
PRICE
Institutional
Emerging
Markets
Bond
Fund
Par/Shares
$
Value
(Cost
and
value
in
$000s)
LAO
PEOPLE'S
DEMOCRATIC
REPUBLIC
0.1%
Government
Bonds
0.1%
People's
Democratic
Republic
of
Laos,
6.875%,
6/30/21
(USD) (1)
600,000
490
Total
Lao
People's
Democratic
Republic
(Cost
$598
)
490
LEBANON
0.3%
Government
Bonds
0.3%
Lebanese
Republic,
6.00%,
1/27/23
(USD) (2)(6)
9,515,000
1,167
Total
Lebanon
(Cost
$2,339
)
1,167
MEXICO
9.9%
Corporate
Bonds
4.8%
Axtel,
6.375%,
11/14/24
(USD) (1)
505,000
526
Banco
Mercantil
del
Norte,
VR,
6.75%
(USD) (4)(5)
600,000
626
Banco
Mercantil
del
Norte,
VR,
7.625%
(USD) (4)(5)
500,000
549
Banco
Santander
Mexico,
5.375%,
4/17/25
(USD) (1)
655,000
737
Banco
Santander
Mexico,
VR,
8.50%
(USD) (4)(5)
800,000
844
BBVA
Bancomer,
VR,
5.125%,
1/18/33
(USD) (4)
1,900,000
1,959
BBVA
Bancomer,
VR,
5.35%,
11/12/29
(USD) (4)
300,000
310
Cemex,
5.45%,
11/19/29
(USD)
700,000
768
Cometa
Energia,
6.375%,
4/24/35
(USD) (1)
1,405,500
1,574
Cometa
Energia,
6.375%,
4/24/35
(USD)
468,500
525
Controladora
Mabe,
5.60%,
10/23/28
(USD) (1)
960,000
1,119
Industrias
Penoles,
4.75%,
8/6/50
(USD) (1)
240,000
247
Infraestructura
Energetica
Nova,
4.75%,
1/15/51
(USD)
400,000
399
Infraestructura
Energetica
Nova,
4.875%,
1/14/48
(USD) (1)
600,000
599
Mexico
City
Airport
Trust,
5.50%,
7/31/47
(USD)
10,063,000
10,013
Poinsettia
Finance,
6.625%,
6/17/31
(USD) (1)
200,000
192
20,987
Government
Bonds
5.1%
Petroleos
Mexicanos,
4.50%,
1/23/26
(USD)
5,900,000
5,868
Petroleos
Mexicanos,
5.50%,
6/27/44
(USD)
1,860,000
1,481
Petroleos
Mexicanos,
5.625%,
1/23/46
(USD)
3,285,000
2,623
Par/Shares
$
Value
(Cost
and
value
in
$000s)
Petroleos
Mexicanos,
6.50%,
3/13/27
(USD)
2,800,000
2,931
Petroleos
Mexicanos,
6.50%,
6/2/41
(USD)
6,880,000
6,006
Petroleos
Mexicanos,
6.75%,
9/21/47
(USD)
4,000,000
3,409
Petroleos
Mexicanos,
Series
13-2,
7.19%,
9/12/24
2,700,000
124
22,442
Total
Mexico
(Cost
$41,602
)
43,429
MONGOLIA
1.3%
Corporate
Bonds
0.3%
Development
Bank
of
Mongolia,
7.25%,
10/23/23
(USD) (1)
1,035,000
1,124
1,124
Government
Bonds
1.0%
Government
of
Mongolia,
5.125%,
12/5/22
(USD)
1,862,000
1,927
Government
of
Mongolia,
5.125%,
4/7/26
(USD) (1)
830,000
890
Government
of
Mongolia,
5.625%,
5/1/23
(USD)
900,000
944
Government
of
Mongolia,
8.75%,
3/9/24
(USD)
700,000
808
4,569
Total
Mongolia
(Cost
$5,260
)
5,693
MOROCCO
0.3%
Government
Bonds
0.3%
Kingdom
of
Morocco,
3.00%,
12/15/32
(USD) (1)
1,300,000
1,222
Total
Morocco
(Cost
$1,299
)
1,222
NIGERIA
0.8%
Government
Bonds
0.8%
Republic
of
Nigeria,
7.143%,
2/23/30
(USD)
3,300,000
3,375
Total
Nigeria
(Cost
$3,222
)
3,375
OMAN
4.2%
Corporate
Bonds
0.6%
Lamar
Funding,
3.958%,
5/7/25
(USD)
1,125,000
1,129
Oryx
Funding,
5.80%,
2/3/31
(USD) (1)
200,000
207
Oztel
Holdings
SPC,
6.625%,
4/24/28
(USD)
1,000,000
1,099
2,435
Government
Bonds
3.6%
Sultanate
of
Oman,
4.75%,
6/15/26
(USD)
1,500,000
1,544
T.
ROWE
PRICE
Institutional
Emerging
Markets
Bond
Fund
Par/Shares
$
Value
(Cost
and
value
in
$000s)
Sultanate
of
Oman,
5.375%,
3/8/27
(USD)
4,605,000
4,780
Sultanate
of
Oman,
5.625%,
1/17/28
(USD)
1,200,000
1,244
Sultanate
of
Oman,
6.25%,
1/25/31
(USD) (1)
710,000
744
Sultanate
of
Oman,
6.50%,
3/8/47
(USD)
2,360,000
2,227
Sultanate
of
Oman,
6.75%,
10/28/27
(USD)
2,700,000
2,987
Sultanate
of
Oman,
6.75%,
1/17/48
(USD) (1)
1,450,000
1,388
Sultanate
of
Oman,
7.00%,
1/25/51
(USD) (1)
845,000
836
15,750
Total
Oman
(Cost
$17,661
)
18,185
PAKISTAN
0.6%
Government
Bonds
0.6%
Islamic
Republic
of
Pakistan,
6.00%,
4/8/26
(USD) (1)
590,000
601
Islamic
Republic
of
Pakistan,
6.875%,
12/5/27
(USD)
1,000,000
1,046
Islamic
Republic
of
Pakistan,
7.875%,
3/31/36
(USD)
936,000
974
Total
Pakistan
(Cost
$2,579
)
2,621
PANAMA
0.6%
Corporate
Bonds
0.2%
Banco
Nacional
de
Panama,
2.50%,
8/11/30
(USD) (1)
1,105,000
1,027
1,027
Government
Bonds
0.4%
Republic
of
Panama,
7.125%,
1/29/26
(USD)
1,200,000
1,487
1,487
Total
Panama
(Cost
$2,442
)
2,514
PARAGUAY
1.4%
Corporate
Bonds
0.2%
Telefonica
Celular
del
Paraguay,
5.875%,
4/15/27
(USD) (1)
1,005,000
1,065
1,065
Government
Bonds
1.2%
Republic
of
Paraguay,
4.95%,
4/28/31
(USD) (1)
315,000
357
Republic
of
Paraguay,
5.40%,
3/30/50
(USD)
3,655,000
4,136
Par/Shares
$
Value
(Cost
and
value
in
$000s)
Republic
of
Paraguay,
6.10%,
8/11/44
(USD)
570,000
687
5,180
Total
Paraguay
(Cost
$5,916
)
6,245
PERU
0.4%
Corporate
Bonds
0.3%
Consorcio
Transmantaro,
4.70%,
4/16/34
(USD) (1)
280,000
317
Lima
Metro
Line
2
Finance,
5.875%,
7/5/34
(USD)
337,830
397
Nexa
Resources,
5.375%,
5/4/27
(USD)
575,000
629
1,343
Government
Bonds
0.1%
Republic
of
Peru,
2.844%,
6/20/30
(USD)
620,000
631
631
Total
Peru
(Cost
$1,861
)
1,974
PHILIPPINES
1.0%
Corporate
Bonds
0.5%
Globe
Telecom,
3.00%,
7/23/35
(USD)
1,050,000
975
International
Container
Terminal
Services,
4.75%,
6/17/30
(USD)
1,160,000
1,293
2,268
Government
Bonds
0.5%
Republic
of
Philippines,
2.65%,
12/10/45
(USD)
2,200,000
1,983
1,983
Total
Philippines
(Cost
$4,276
)
4,251
QATAR
2.0%
Corporate
Bonds
0.2%
Ooredoo
International
Finance,
2.625%,
4/8/31
(USD) (1)
1,140,000
1,128
1,128
Government
Bonds
1.8%
State
of
Qatar,
4.40%,
4/16/50
(USD) (1)
560,000
651
State
of
Qatar,
4.40%,
4/16/50
(USD)
800,000
931
State
of
Qatar,
4.817%,
3/14/49
(USD)
5,000,000
6,138
7,720
Total
Qatar
(Cost
$9,625
)
8,848
T.
ROWE
PRICE
Institutional
Emerging
Markets
Bond
Fund
Par/Shares
$
Value
(Cost
and
value
in
$000s)
ROMANIA
0.8%
Government
Bonds
0.8%
Republic
of
Romania,
3.00%,
2/14/31
(USD) (1)
1,044,000
1,046
Republic
of
Romania,
4.00%,
2/14/51
(USD) (1)
926,000
899
Republic
of
Romania,
4.00%,
2/14/51
(USD)
1,750,000
1,699
Total
Romania
(Cost
$3,676
)
3,644
RUSSIA
2.0%
Corporate
Bonds
0.3%
GTLK
Europe,
5.125%,
5/31/24
(USD)
1,150,000
1,219
1,219
Government
Bonds
1.7%
Russian
Federation,
4.375%,
3/21/29
(USD)
5,000,000
5,477
Russian
Federation,
5.25%,
6/23/47
(USD)
1,600,000
1,903
7,380
Total
Russia
(Cost
$8,893
)
8,599
SAUDI
ARABIA
1.9%
Government
Bonds
1.9%
Kingdom
of
Saudi
Arabia,
3.25%,
10/26/26
(USD)
1,900,000
2,048
Kingdom
of
Saudi
Arabia,
3.45%,
2/2/61
(USD) (1)
1,265,000
1,167
Kingdom
of
Saudi
Arabia,
3.75%,
1/21/55
(USD)
500,000
491
Kingdom
of
Saudi
Arabia,
4.50%,
4/22/60
(USD) (1)
585,000
655
Kingdom
of
Saudi
Arabia,
5.00%,
4/17/49
(USD)
1,750,000
2,077
Saudi
Arabian
Oil,
4.25%,
4/16/39
(USD)
1,700,000
1,837
Total
Saudi
Arabia
(Cost
$7,860
)
8,275
SENEGAL
1.4%
Government
Bonds
1.4%
Republic
of
Senegal,
4.75%,
3/13/28
(EUR)
1,500,000
1,790
Republic
of
Senegal,
6.25%,
5/23/33
(USD) (1)
900,000
901
Republic
of
Senegal,
6.25%,
5/23/33
(USD)
3,300,000
3,303
Total
Senegal
(Cost
$5,856
)
5,994
Par/Shares
$
Value
(Cost
and
value
in
$000s)
SERBIA
0.1%
Government
Bonds
0.1%
Republic
of
Serbia,
2.125%,
12/1/30
(USD) (1)
439,000
406
Total
Serbia
(Cost
$430
)
406
SOUTH
AFRICA
1.9%
Corporate
Bonds
0.1%
Eskom
Holdings
SOC,
6.75%,
8/6/23
(USD)
400,000
414
414
Government
Bonds
1.8%
Republic
of
South
Africa,
4.85%,
9/27/27
(USD)
1,200,000
1,241
Republic
of
South
Africa,
5.65%,
9/27/47
(USD)
3,750,000
3,463
Republic
of
South
Africa,
5.875%,
9/16/25
(USD)
2,390,000
2,642
Republic
of
South
Africa,
6.25%,
3/8/41
(USD)
450,000
456
7,802
Total
South
Africa
(Cost
$8,062
)
8,216
SRI
LANKA
2.8%
Corporate
Bonds
0.1%
SriLankan
Airlines,
7.00%,
6/25/24
(USD)
845,000
503
503
Government
Bonds
2.7%
Republic
of
Sri
Lanka,
5.75%,
1/18/22
(USD)
2,200,000
1,938
Republic
of
Sri
Lanka,
5.875%,
7/25/22
(USD)
2,750,000
2,166
Republic
of
Sri
Lanka,
6.125%,
6/3/25
(USD)
6,200,000
3,959
Republic
of
Sri
Lanka,
6.25%,
7/27/21
(USD)
2,950,000
2,855
Republic
of
Sri
Lanka,
6.825%,
7/18/26
(USD) (1)
300,000
186
Republic
of
Sri
Lanka,
6.825%,
7/18/26
(USD)
1,000,000
618
11,722
Total
Sri
Lanka
(Cost
$15,691
)
12,225
THAILAND
0.3%
Corporate
Bonds
0.3%
Thaioil
Treasury
Center,
3.50%,
10/17/49
(USD) (1)
965,000
833
T.
ROWE
PRICE
Institutional
Emerging
Markets
Bond
Fund
Par/Shares
$
Value
(Cost
and
value
in
$000s)
Thaioil
Treasury
Center,
3.50%,
10/17/49
(USD)
325,000
280
Total
Thailand
(Cost
$1,220
)
1,113
TRINIDAD
AND
TOBAGO
0.4%
Corporate
Bonds
0.2%
Trinidad
Petroleum
Holdings,
9.75%,
6/15/26
(USD) (1)
700,000
781
781
Government
Bonds
0.2%
Republic
of
Trinidad
&
Tobago,
4.50%,
6/26/30
(USD) (1)
1,075,000
1,090
1,090
Total
Trinidad
and
Tobago
(Cost
$1,835
)
1,871
TURKEY
3.0%
Corporate
Bonds
0.9%
Akbank,
5.125%,
3/31/25
(USD)
900,000
872
Turk
Telekomunikasyon,
4.875%,
6/19/24
(USD)
1,000,000
1,015
Turk
Telekomunikasyon,
6.875%,
2/28/25
(USD) (1)
670,000
713
Turkiye
Sise
ve
Cam
Fabrikalari,
6.95%,
3/14/26
(USD) (1)
1,180,000
1,265
Yapi
ve
Kredi
Bankasi,
5.85%,
6/21/24
(USD)
200,000
195
4,060
Government
Bonds
2.1%
Republic
of
Turkey,
4.25%,
4/14/26
(USD)
3,800,000
3,462
Republic
of
Turkey,
4.875%,
10/9/26
(USD)
2,275,000
2,105
Republic
of
Turkey,
5.95%,
1/15/31
(USD)
1,200,000
1,092
Republic
of
Turkey,
6.00%,
1/14/41
(USD)
3,100,000
2,635
9,294
Total
Turkey
(Cost
$13,408
)
13,354
UKRAINE
3.5%
Corporate
Bonds
0.4%
Ukraine
Railways
Via
Rail
Capital
Markets,
8.25%,
7/9/24
(USD)
800,000
850
VF
Ukraine
PAT
via
VFU
Funding,
6.20%,
2/11/25
(USD)
800,000
830
1,680
Government
Bonds
3.1%
Government
of
Ukraine,
7.75%,
9/1/25
(USD)
1,395,000
1,520
Par/Shares
$
Value
(Cost
and
value
in
$000s)
Government
of
Ukraine,
7.75%,
9/1/27
(USD)
5,055,000
5,418
Government
of
Ukraine,
8.994%,
2/1/24
(USD)
1,290,000
1,434
Government
of
Ukraine,
9.75%,
11/1/28
(USD) (1)
2,300,000
2,685
Government
of
Ukraine,
9.75%,
11/1/28
(USD)
1,750,000
2,043
Government
of
Ukraine,
VR,
0.00%,
5/31/40
(USD) (1)(2)(3)
485,000
502
13,602
Total
Ukraine
(Cost
$14,151
)
15,282
UNITED
ARAB
EMIRATES
2.0%
Corporate
Bonds
0.9%
Acwa
Power
Management
&
Investments
One,
5.95%,
12/15/39
(USD)
800,000
924
Emirates
NBD
Bank,
VR,
6.125%
(USD) (4)(5)
1,100,000
1,178
Ruwais
Power,
6.00%,
8/31/36
(USD)
1,570,000
2,049
4,151
Government
Bonds
1.1%
Emirate
of
Dubai,
5.25%,
1/30/43
(USD)
350,000
379
Finance
Department
Government
of
Sharjah,
4.00%,
7/28/50
(USD) (1)
2,430,000
2,147
Finance
Department
Government
of
Sharjah,
4.00%,
7/28/50
(USD)
1,350,000
1,193
Sharjah
Sukuk
Program,
3.234%,
10/23/29
(USD)
1,000,000
1,014
4,733
Total
United
Arab
Emirates
(Cost
$9,484
)
8,884
UNITED
KINGDOM
0.0%
Common
Stocks
0.0%
Mriya
Farming (2)(7)
5,890
—
Mriya
Farming,
Recovery
Certificates
(EUR) (2)(7)
488,383
6
Total
United
Kingdom
(Cost
$–
)
6
UNITED
STATES
0.4%
Convertible
Bonds
0.1%
JPMorgan
Chase
Bank,
0.125%,
1/1/23 (1)
375,000
421
421
Corporate
Bonds
0.3%
CITGO
Holding,
9.25%,
8/1/24 (1)
650,000
650
T.
ROWE
PRICE
Institutional
Emerging
Markets
Bond
Fund
Par/Shares
$
Value
(Cost
and
value
in
$000s)
LCPR
Senior
Secured
Financing,
5.125%,
7/15/29 (1)
745,000
757
1,407
Total
United
States
(Cost
$1,849
)
1,828
URUGUAY
0.8%
Government
Bonds
0.8%
Republic
of
Uruguay,
5.10%,
6/18/50
(USD)
2,910,000
3,618
Total
Uruguay
(Cost
$3,333
)
3,618
UZBEKISTAN
0.9%
Government
Bonds
0.9%
National
Bank
of
Uzbekistan,
4.85%,
10/21/25
(USD)
1,765,000
1,816
Republic
of
Uzbekistan,
5.375%,
2/20/29
(USD) (1)
485,000
532
Republic
of
Uzbekistan,
5.375%,
2/20/29
(USD)
1,640,000
1,798
Total
Uzbekistan
(Cost
$4,018
)
4,146
VENEZUELA
0.9%
Corporate
Bonds
0.0%
Electricidad
de
Caracas,
8.50%,
4/10/22
(USD) (2)(6)
800,000
20
20
Government
Bonds
0.9%
Petroleos
de
Venezuela,
5.375%,
4/12/27
(USD) (2)(6)
3,600,000
170
Petroleos
de
Venezuela,
6.00%,
5/16/24
(USD) (2)(6)
10,960,000
521
Petroleos
de
Venezuela,
6.00%,
11/15/26
(USD) (2)(6)
2,950,000
140
Petroleos
de
Venezuela,
8.50%,
10/27/20
(USD) (2)(6)
2,355,500
648
Petroleos
de
Venezuela,
9.00%,
11/17/21
(USD) (2)(6)
24,590,000
1,162
Petroleos
de
Venezuela,
9.75%,
5/17/35
(USD) (2)(6)
985,000
48
Petroleos
de
Venezuela,
12.75%,
2/17/22
(USD) (2)(6)
3,430,000
162
Republic
of
Venezuela,
6.00%,
12/9/20
(USD) (2)(6)
3,350,000
338
Republic
of
Venezuela,
7.75%,
10/13/19
(USD) (2)(6)
3,600,000
360
Republic
of
Venezuela,
9.25%,
9/15/27
(USD) (2)(6)
1,000,000
105
Republic
of
Venezuela,
11.75%,
10/21/26
(USD) (2)(6)
1,500,000
156
Republic
of
Venezuela,
11.95%,
8/5/31
(USD) (2)(6)
800,000
84
Par/Shares
$
Value
(Cost
and
value
in
$000s)
Republic
of
Venezuela,
12.75%,
8/23/22
(USD) (2)(6)
550,000
58
3,952
Total
Venezuela
(Cost
$25,116
)
3,972
VIETNAM
1.3%
Corporate
Bonds
0.2%
Mong
Duong
Finance
Holdings,
5.125%,
5/7/29
(USD) (1)
315,000
318
Mong
Duong
Finance
Holdings,
5.125%,
5/7/29
(USD)
550,000
554
872
Government
Bonds
1.1%
Socialist
Republic
of
Vietnam,
4.80%,
11/19/24
(USD) (1)
600,000
673
Socialist
Republic
of
Vietnam,
4.80%,
11/19/24
(USD)
3,600,000
4,041
4,714
Total
Vietnam
(Cost
$5,173
)
5,586
ZAMBIA
0.3%
Government
Bonds
0.3%
Republic
of
Zambia,
5.375%,
9/20/22
(USD) (2)
2,250,000
1,265
Total
Zambia
(Cost
$1,216
)
1,265
SHORT-TERM
INVESTMENTS
4.5%
Money
Market
Funds
4.3%
T.
Rowe
Price
Government
Reserve
Fund,
0.04% (8)(9)
18,680,645
18,681
18,681
U.S.
Treasury
Obligations
0.2%
U.S.
Treasury
Notes,
2.625%,
12/15/21 (10)
970,000
987
987
Total
Short-Term
Investments
(Cost
$19,668)
19,668
Total
Investments
in
Securities
97.6%
(Cost
$449,626)
$
427,705
Other
Assets
Less
Liabilities
2.4%
10,341
Net
Assets
100.0%
$
438,046
T.
ROWE
PRICE
Institutional
Emerging
Markets
Bond
Fund
‡
Country
classifications
are
generally
based
on
MSCI
categories
or
another
unaffiliated
third
party
data
provider;
Par/Shares
and
Notional
Amount
are
denominated
in
the
currency
of
the
country
presented
unless
otherwise
noted.
(1)
Security
was
purchased
pursuant
to
Rule
144A
under
the
Securities
Act
of
1933
and
may
be
resold
in
transactions
exempt
from
registration
only
to
qualified
institutional
buyers.
Total
value
of
such
securities
at
period-end
amounts
to
$83,075
and
represents
19.0%
of
net
assets.
(2)
Non-income
producing
(3)
GDP-linked
note
provides
for
contingent
payments
linked
to
the
gross
domestic
product
of
the
country
presented;
par
reflects
notional
and
will
not
be
paid
over
the
life
or
at
maturity.
(4)
Security
is
a
fix-to-float
security,
which
carries
a
fixed
coupon
until
a
certain
date,
upon
which
it
switches
to
a
floating
rate.
Reference
rate
and
spread
is
provided
if
the
rate
is
currently
floating.
(5)
Perpetual
security
with
no
stated
maturity
date.
(6)
Security
is
in
default
or
has
failed
to
make
a
scheduled
interest
and/or
principal
payment.
(7)
Level
3
in
fair
value
hierarchy.
(8)
Seven-day
yield
(9)
Affiliated
Companies
(10)
At
March
31,
2021,
all
or
a
portion
of
this
security
is
pledged
as
collateral
and/or
margin
deposit
to
cover
future
funding
obligations.
BRL
Brazilian
Real
BRL
CDI
One
day
Brazilian
interbank
deposit
rate
CNH
Offshore
China
Renminbi
CNY
China
Renminbi
COP
Colombian
Peso
EUR
Euro
IDR
Indonesian
Rupiah
INR
Indian
Rupee
MXN
Mexican
Peso
PEN
Peruvian
New
Sol
STEP
Stepped
coupon
bond
for
which
the
coupon
rate
of
interest
adjusts
on
specified
date(s);
rate
shown
is
effective
rate
at
period-end.
USD
U.S.
Dollar
VR
Variable
Rate;
rate
shown
is
effective
rate
at
period-end.
The
rates
for
certain
variable
rate
securities
are
not
based
on
a
published
reference
rate
and
spread
but
are
determined
by
the
issuer
or
agent
and
based
on
current
market
conditions.
T.
ROWE
PRICE
Institutional
Emerging
Markets
Bond
Fund
(Amounts
in
000s)
SWAPS
(0.3)%
Description
Notional
Amount
$
Value
Upfront
Payments/
$
(Receipts)
Unrealized
$
Gain/(Loss)
BILATERAL
SWAPS
(0.3)%
Credit
Default
Swaps,
Protection
Sold
(0.3)%
Argentina
(0.3)%
Barclays
Bank,
Protection
Sold
(Relevant
Credit:
Republic
of
Argentina,
CCC+*),
Receive
5.00%
Quarterly,
Pay
upon
credit
default,
12/20/25
(USD)
*
2,500
(953)
(528)
(425)
Morgan
Stanley,
Protection
Sold
(Relevant
Credit:
Republic
of
Argentina,
CCC+*),
Receive
5.00%
Quarterly,
Pay
upon
credit
default,
12/20/25
(USD)
*
500
(191)
(114)
(77)
Total
Bilateral
Credit
Default
Swaps,
Protection
Sold
(642)
(502)
Interest
Rate
Swaps
0.0%
Brazil
0.0%
Morgan
Stanley,
2
Year
Interest
Rate
Swap,
Pay
Fixed
5.681%
At
Termination,
Receive
Variable
2.650%
(BRL
CDI)
At
Termination,
1/2/23
6,200
9
—
9
Morgan
Stanley,
2
Year
Interest
Rate
Swap,
Pay
Fixed
6.553%
At
Termination,
Receive
Variable
2.650%
(BRL
CDI)
At
Termination,
1/2/23
6,300
(4)
—
(4)
Total
Bilateral
Interest
Rate
Swaps
—
5
Total
Bilateral
Swaps
(642)
(497)
*
Credit
ratings
as
of
March
31,
2021.
Ratings
shown
are
from
Moody’s
Investors
Service
and
if
Moody’s
does
not
rate
a
security,
then
Standard
&
Poor’s
(S&P)
is
used.
Fitch
is
used
for
securities
that
are
not
rated
by
either
Moody’s
or
S&P.
T.
ROWE
PRICE
Institutional
Emerging
Markets
Bond
Fund
(Amounts
in
000s)
FORWARD
CURRENCY
EXCHANGE
CONTRACTS
Counterparty
Settlement
Receive
Deliver
Unrealized
Gain/(Loss)
Bank
of
America
4/9/21
INR
38,841
USD
525
$
5
Bank
of
America
4/16/21
USD
1,281
MXN
25,857
18
Barclays
Bank
6/11/21
COP
2,427,437
USD
675
(13)
BNP
Paribas
4/16/21
MXN
22,896
USD
1,100
19
BNP
Paribas
4/16/21
USD
2,224
MXN
45,189
17
BNP
Paribas
6/2/21
USD
1,088
BRL
6,000
27
Citibank
4/16/21
MXN
23,455
USD
1,156
(11)
Citibank
5/7/21
CNY
27,810
USD
4,250
(24)
Citibank
5/21/21
EUR
371
USD
447
(12)
Citibank
6/2/21
BRL
3,905
USD
690
1
Citibank
6/2/21
USD
1,083
BRL
6,000
22
Deutsche
Bank
4/9/21
IDR
15,100,119
USD
1,041
(4)
Deutsche
Bank
5/21/21
USD
242
EUR
200
8
Deutsche
Bank
6/18/21
USD
1,083
CNH
7,080
11
Goldman
Sachs
4/9/21
INR
38,841
USD
524
6
Goldman
Sachs
4/9/21
USD
625
IDR
9,063,067
2
Goldman
Sachs
4/9/21
USD
668
INR
48,838
1
Goldman
Sachs
6/2/21
BRL
6,032
USD
1,109
(42)
Goldman
Sachs
6/11/21
USD
659
COP
2,427,437
(3)
HSBC
Bank
4/9/21
USD
393
INR
28,844
(1)
HSBC
Bank
5/7/21
USD
2,190
CNY
14,237
27
HSBC
Bank
5/21/21
EUR
230
USD
277
(7)
HSBC
Bank
5/21/21
USD
1,710
EUR
1,408
57
JPMorgan
Chase
5/21/21
EUR
176
USD
213
(6)
Morgan
Stanley
4/9/21
PEN
3,823
USD
1,054
(33)
Morgan
Stanley
4/9/21
USD
456
IDR
6,446,998
14
Morgan
Stanley
4/9/21
USD
1,047
PEN
3,823
25
Morgan
Stanley
4/16/21
MXN
22,030
USD
1,041
35
Morgan
Stanley
5/7/21
USD
2,089
CNY
13,573
27
Morgan
Stanley
5/21/21
USD
157
EUR
129
5
Morgan
Stanley
6/2/21
BRL
4,438
USD
777
8
Morgan
Stanley
6/2/21
USD
435
BRL
2,375
14
RBC
Dominion
Securities
5/21/21
EUR
531
USD
640
(16)
State
Street
5/21/21
USD
363
EUR
299
12
UBS
Investment
Bank
5/21/21
USD
3,450
EUR
2,847
107
Net
unrealized
gain
(loss)
on
open
forward
currency
exchange
contracts
$
296
T.
ROWE
PRICE
Institutional
Emerging
Markets
Bond
Fund
FUTURES
CONTRACTS
($000s)
Expiration
Date
Notional
Amount
Value
and
Unrealized
Gain
(Loss)
Long,
36
U.S.
Treasury
Notes
five
year
contracts
6/21
4,443
$
(57)
Long,
125
U.S.
Treasury
Notes
ten
year
contracts
6/21
16,367
(227)
Net
payments
(receipts)
of
variation
margin
to
date
250
Variation
margin
receivable
(payable)
on
open
futures
contracts
$
(34)
T.
ROWE
PRICE
Institutional
Emerging
Markets
Bond
Fund
The
accompanying
notes
are
an
integral
part
of
this
Portfolio
of
Investments.
AFFILIATED
COMPANIES
($000s)
The
fund
may
invest
in
certain
securities
that
are
considered
affiliated
companies.
As
defined
by
the
1940
Act,
an
affiliated
company
is
one
in
which
the
fund
owns
5%
or
more
of
the
outstanding
voting
securities,
or
a
company
that
is
under
common
ownership
or
control.
The
following
securities
were
considered
affiliated
companies
for
all
or
some
portion
of
the
three
months
ended
March
31,
2021.
Net
realized
gain
(loss),
investment
income,
change
in
net
unrealized
gain/loss,
and
purchase
and
sales
cost
reflect
all
activity
for
the
period
then
ended.
Affiliate
Net
Realized
Gain
(Loss)
Change
in
Net
Unrealized
Gain/Loss
Investment
Income
T.
Rowe
Price
Government
Reserve
Fund,
0.04%
$
—#
$
—
$
2+
Supplementary
Investment
Schedule
Affiliate
Value
12/31/20
Purchase
Cost
Sales
Cost
Value
03/31/21
T.
Rowe
Price
Government
Reserve
Fund,
0.04%
$
9,147
¤
¤
$
18,681^
#
Capital
gain
distributions
from
mutual
funds
represented
$0
of
the
net
realized
gain
(loss).
+
Investment
income
comprised
$2
of
dividend
income
and
$0
of
interest
income.
¤
Purchase
and
sale
information
not
shown
for
cash
management
funds.
^
The
cost
basis
of
investments
in
affiliated
companies
was
$18,681.
T.
ROWE
PRICE
Institutional
Emerging
Markets
Bond
Fund
Unaudited
Notes
to
Portfolio
of
Investments
T.
Rowe
Price
Institutional
Emerging
Markets
Bond
Fund (the
fund) is
registered
under
the
Investment
Company
Act
of
1940
(the
1940
Act)
as
an
open-end
management
investment
company
and
follows
accounting
and
reporting
guidance
of
the
Financial
Accounting
Standards
Board
Accounting
Standards
Codification
Topic
946.
The
accompanying
Portfolio
of
Investments
was
prepared
in
accordance
with
accounting
principles
generally
accepted
in
the
United
States
of
America
(GAAP).
For
additional
information
on
the
fund’s
significant
accounting
policies
and
investment
related
disclosures,
please
refer
to
the
fund’s most
recent
semiannual
or
annual
shareholder
report
and
its
prospectus.
VALUATION
Fair
Value
The
fund’s
financial
instruments
are
valued
at
the
close
of
the
New
York
Stock
Exchange
(NYSE),
normally
4
p.m.
ET,
each
day
the
NYSE
is
open
for
business,
and
are
reported
at
fair
value,
which
GAAP
defines
as
the
price
that
would
be
received
to
sell
an
asset
or
paid
to
transfer
a
liability
in
an
orderly
transaction
between
market
participants
at
the
measurement
date. The
T.
Rowe
Price
Valuation
Committee
(the
Valuation
Committee)
is
an
internal
committee
that
has
been
delegated
certain
responsibilities
by
the
fund’s
Board
of
Directors
(the
Board)
to
ensure
that
financial
instruments
are
appropriately
priced
at
fair
value
in
accordance
with
GAAP
and
the
1940
Act.
Subject
to
oversight
by
the
Board,
the
Valuation
Committee
develops
and
oversees
pricing-related
policies
and
procedures
and
approves
all
fair
value
determinations.
Specifically,
the
Valuation
Committee
establishes
policies
and
procedures
used
in
valuing
financial
instruments,
including
those
which
cannot
be
valued
in
accordance
with
normal
procedures
or
using
pricing
vendors;
determines
pricing
techniques,
sources,
and
persons
eligible
to
effect
fair
value
pricing
actions;
evaluates
the
services
and
performance
of
the
pricing
vendors;
oversees
the
pricing
process
to
ensure
policies
and
procedures
are
being
followed;
and
provides
guidance
on
internal
controls
and
valuation-related
matters.
The
Valuation
Committee
provides
periodic
reporting
to
the
Board
on
valuation
matters.
Various
valuation
techniques
and
inputs
are
used
to
determine
the
fair
value
of
financial
instruments.
GAAP
establishes
the
following
fair
value
hierarchy
that
categorizes
the
inputs
used
to
measure
fair
value:
Level
1
–
quoted
prices
(unadjusted)
in
active
markets
for
identical
financial
instruments
that
the
fund
can
access
at
the
reporting
date
Level
2
–
inputs
other
than
Level
1
quoted
prices
that
are
observable,
either
directly
or
indirectly
(including,
but
not
limited
to,
quoted
prices
for
similar
financial
instruments
in
active
markets,
quoted
prices
for
identical
or
similar
financial
instruments
in
inactive
markets,
interest
rates
and
yield
curves,
implied
volatilities,
and
credit
spreads)
Level
3
–
unobservable
inputs
(including
the
fund's
own
assumptions
in
determining
fair
value)
Observable
inputs
are
developed
using
market
data,
such
as
publicly
available
information
about
actual
events
or
transactions,
and
reflect
the
assumptions
that
market
participants
would
use
to
price
the
financial
instrument.
Unobservable
inputs
are
those
for
which
market
data
are
not
available
and
are
developed
using
the
best
information
available
about
the
assumptions
that
market
participants
would
use
to
price
the
financial
instrument.
GAAP
requires
valuation
techniques
to
maximize
the
use
of
relevant
observable
inputs
and
minimize
the
use
of
unobservable
inputs.
When
multiple
inputs
are
used
to
derive
fair
value,
the
financial
instrument
is
assigned
to
the
level
within
the
fair
value
hierarchy
based
on
the
lowest-level
input
that
is
significant
to
the
fair
value
of
the
financial
instrument.
Input
levels
are
not
necessarily
an
indication
of
the
risk
or
liquidity
associated
with
financial
instruments
at
that
level
but
rather
the
degree
of
judgment
used
in
determining
those
values.
Valuation
Techniques
Debt
securities
generally
are
traded
in
the over-the-counter
(OTC)
market
and
are
valued
at
prices
furnished
by
independent
pricing
services
or
by
broker
dealers
who
make
markets
in
such
securities.
When
valuing
securities,
the
independent
pricing
services
consider
the
yield
or
price
of
bonds
of
comparable
quality,
coupon,
maturity,
and
type,
as
well
as
prices
quoted
by
dealers
who
make
markets
in
such
securities.
Equity
securities,
including
exchange-traded
funds, listed
or
regularly
traded
on
a
securities
exchange
or
in
the
over-the-counter
(OTC)
market
are
valued
at
the
last
quoted
sale
price
or,
for
certain
markets,
the
official
closing
price
at
the
time
the
valuations
are
made.
OTC
Bulletin
Board
securities
are
valued
at
the
mean
of
the
closing
bid
and
asked
prices.
A
security
that
is
listed
or
traded
on
more
than
one
exchange
is
valued
at
the
quotation
on
the
exchange
determined
to
be
the
primary
market
for
such
security.
Listed
securities
not
traded
on
a
particular
day
are
valued
at
the
mean
of
the
closing
bid
and
asked
prices
for
domestic
securities
and
the
last
quoted
sale
or
closing
price
for
international
securities.
T.
ROWE
PRICE
Institutional
Emerging
Markets
Bond
Fund
The
last
quoted
prices
of
non-U.S.
equity
securities
may
be
adjusted
to
reflect
the
fair
value
of
such
securities
at
the
close
of
the
NYSE,
if
the
fund
determines
that
developments
between
the
close
of
a
foreign
market
and
the
close
of
the
NYSE
will
affect
the
value
of
some
or
all
of
its
portfolio
securities.
Each
business
day,
the
fund
uses
information
from
outside
pricing
services
to
evaluate
and,
if
appropriate,
decide whether
it
is
necessary
to
adjust
quoted
prices
to
reflect
fair
value,
by
reviewing
a
variety
of
factors,
including
developments
in
foreign
markets,
the
performance
of
U.S.
securities
markets,
and
the
performance
of
instruments
trading
in
U.S.
markets
that
represent
foreign
securities
and
baskets
of
foreign
securities. The
fund
uses
outside
pricing
services
to
provide
it
with
quoted
prices
and
information
to
evaluate
or
adjust
those
prices.
The
fund
cannot
predict
how
often
it
will
use
quoted
prices
and
how
often
it
will
determine
it
necessary
to
adjust
those
prices
to
reflect
fair
value.
Investments
in
mutual
funds
are
valued
at
the
mutual
fund’s
closing
NAV
per
share
on
the
day
of
valuation.
Futures
contracts
are
valued
at
closing
settlement
prices.
Forward
currency
exchange
contracts
are
valued
using
the
prevailing
forward
exchange
rate.
Swaps
are
valued
at
prices
furnished
by
an
independent
pricing
service
or
independent
swap
dealers.
Investments
for
which
market
quotations
or
market-based
valuations
are
not
readily
available
or
deemed
unreliable
are
valued
at
fair
value
as
determined
in
good
faith
by
the
Valuation
Committee,
in
accordance
with
fair
valuation
policies
and
procedures.
The
objective
of
any
fair
value
pricing
determination
is
to
arrive
at
a
price
that
could
reasonably
be
expected
from
a
current
sale.
Financial
instruments
fair
valued
by
the
Valuation
Committee
are
primarily
private
placements,
restricted
securities,
warrants,
rights,
and
other
securities
that
are
not
publicly
traded.
Factors
used
in
determining
fair
value
vary
by
type
of
investment
and
may
include
market
or
investment
specific
considerations.
The
Valuation
Committee
typically
will
afford
greatest
weight
to
actual
prices
in
arm’s
length
transactions,
to
the
extent
they
represent
orderly
transactions
between
market
participants,
transaction
information
can
be
reliably
obtained,
and
prices
are
deemed
representative
of
fair
value.
However,
the
Valuation
Committee
may
also
consider
other
valuation
methods
such
as
market-based
valuation
multiples;
a
discount
or
premium
from
market
value
of
a
similar,
freely
traded
security
of
the
same
issuer;
discounted
cash
flows;
yield
to
maturity;
or
some
combination.
Fair
value
determinations
are
reviewed
on
a
regular
basis
and
updated
as
information
becomes
available,
including
actual
purchase
and
sale
transactions
of
the
investment.
Because
any
fair
value
determination
involves
a
significant
amount
of
judgment,
there
is
a
degree
of
subjectivity
inherent
in
such
pricing
decisions,
and
fair
value
prices
determined
by
the
Valuation
Committee
could
differ
from
those
of
other
market
participants.
T.
ROWE
PRICE
Institutional
Emerging
Markets
Bond
Fund
Valuation
Inputs
The
following
table
summarizes
the
fund’s
financial
instruments,
based
on
the
inputs
used
to
determine
their
fair
values
on
March
31,
2021
(for
further
detail
by
category,
please
refer
to
the
accompanying
Portfolio
of
Investments):
E163-054Q1
03/21
($000s)
Level
1
Level
2
Level
3
Total
Value
Assets
Fixed
Income
Securities
1
$
—
$
408,031
$
—
$
408,031
Common
Stocks
—
—
6
6
Short-Term
Investments
18,681
987
—
19,668
Total
Securities
18,681
409,018
6
427,705
Swaps
—
9
—
9
Forward
Currency
Exchange
Contracts
—
468
—
468
Total
$
18,681
$
409,495
$
6
$
428,182
Liabilities
Swaps
$
—
$
1,148
$
—
$
1,148
Forward
Currency
Exchange
Contracts
—
172
—
172
Futures
Contracts*
284
—
—
284
Total
$
284
$
1,320
$
—
$
1,604
1
Includes
Convertible
Bonds,
Corporate
Bonds
and
Government
Bonds.
*
The
fair
value
presented
includes
cumulative
gain
(loss)
on
open
futures
contracts;
however,
the
net
value
reflected
on
the
accompanying
Portfolio
of
Investments
is
only
the
unsettled
variation
margin
receivable
(payable)
at
that
date.