NPORT-P
false
0000836487
XXXXXXXX
S000037168
C000114466
C000114464
C000114463
C000155908
C000126923
MORGAN STANLEY INSTITUTIONAL FUND INC
811-05624
0000836487
54930067DYRSUSGS4E97
522 FIFTH AVENUE
NEW YORK
10036
800-548-7786
Emerging Markets Fixed Income Opportunities Portfolio
S000037168
549300GR4QG3K57YUD03
2022-12-31
2022-03-31
N
29129987.50
352941.91
28777045.59
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
26910.85000000
BRL
CNY
COP
CZK
EGP
EUR
IDR
MXN
MYR
PLN
RON
THB
USD
ZAR
ZMW
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD RUB
000000000
1.00000000
NC
-82985.36000000
-0.28837345286
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
18940000.00000000
RUB
149133.86000000
USD
2022-04-11
-82985.36000000
N
N
N
DP WORLD SALAAM
549300SUYBT9X88E9435
DP World Salaam
000000000
200000.00000000
PA
USD
207143.20000000
0.719820939756
Long
DBT
CORP
KY
Y
2
2025-10-01
Fixed
6.00000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
1991000000.00000000
PA
142549.36000000
0.495357869709
Long
DBT
NUSS
ID
N
2
2035-06-15
Fixed
7.50000000
N
N
N
N
N
N
ATP TOW / AND TELECOM
N/A
ATP Tower Holdings LLC / Andean Tower Partners Colombia SAS / Andean Telecom Par
00216DAA9
200000.00000000
PA
USD
190251.00000000
0.661120681777
Long
DBT
CORP
XX
N
2
2026-04-27
Fixed
4.05000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DT9
200000.00000000
PA
USD
151384.00000000
0.526058172047
Long
DBT
NUSS
CO
N
2
2051-05-15
Fixed
4.13000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
762000.00000000
PA
186226.04000000
0.647133978425
Long
DBT
NUSS
MY
N
2
2024-07-15
Fixed
4.18000000
N
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
500000.00000000
PA
USD
236250.00000000
0.820966833656
Long
DBT
NUSS
LK
Y
2
2030-03-28
Fixed
7.55000000
N
N
N
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
283875BZ4
150000.00000000
PA
USD
67876.50000000
0.235870286919
Long
DBT
NUSS
SV
N
2
2050-01-20
Fixed
7.12000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
-19907.99000000
-0.06918010376
N/A
DFE
HU
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
364004.45000000
USD
115000000.00000000
HUF
2022-05-20
-19907.99000000
N
N
N
Republic of Senegal
549300NP14ZLQGWIUZ97
Senegal Government International Bond
81720TAC9
350000.00000000
PA
USD
331257.50000000
1.151117125501
Long
DBT
NUSS
SN
N
2
2033-05-23
Fixed
6.25000000
N
N
N
N
N
N
GRUPO AVAL LTD
549300J4FW1ELLQ80113
Grupo Aval Ltd
40053FAC2
200000.00000000
PA
USD
173527.00000000
0.603004917434
Long
DBT
CORP
KY
N
2
2030-02-04
Fixed
4.38000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED RUB / SOLD USD
000000000
1.00000000
NC
40790.56000000
0.141746865127
N/A
DFE
RU
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
86666.67000000
USD
10400000.00000000
RUB
2022-04-11
40790.56000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
1310000000.00000000
PA
103388.07000000
0.359272704616
Long
DBT
NUSS
ID
N
2
2031-05-15
Fixed
8.75000000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
000000000
220000.00000000
PA
USD
162041.00000000
0.563091160603
Long
DBT
NUSS
GH
Y
2
2029-04-07
Fixed
7.75000000
N
N
N
N
N
N
KENBOURNE INVEST SA
222100QGH6Y9KFYZ4B27
Kenbourne Invest SA
48855KAC4
200000.00000000
PA
USD
176106.00000000
0.611966921514
Long
DBT
CORP
LU
N
2
2028-01-22
Fixed
4.70000000
N
N
N
N
N
N
Cencosud SA
549300NLTGCFV7482429
Cencosud SA
000000000
200000.00000000
PA
USD
203616.00000000
0.707563948367
Long
DBT
CORP
CL
Y
2
2027-07-17
Fixed
4.38000000
N
N
N
N
N
N
EGYPT TREASURY BILL
529900GFIVH4086NMH82
Egypt Treasury Bills
000000000
5475000.00000000
PA
280304.22000000
0.974054890809
Long
STIV
NUSS
EG
N
2
2022-10-25
None
0.00000000
N
N
N
N
N
N
Kingdom of Jordan
5493000JZ4MYPVMBVN50
Jordan Government International Bond
418097AJ0
200000.00000000
PA
USD
182786.00000000
0.635179867329
Long
DBT
NUSS
JO
N
2
2047-10-10
Fixed
7.38000000
N
N
N
N
N
N
PAMPA ENERGIA SA
254900QNIK0CVURGML24
Pampa Energia SA
697660AB4
150000.00000000
PA
USD
133807.50000000
0.464979977119
Long
DBT
CORP
AR
N
2
2029-04-15
Fixed
9.13000000
N
N
N
N
N
N
BONOS TESORERIA PESOS
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
000000000
90000000.00000000
PA
107095.20000000
0.372154951296
Long
DBT
NUSS
CL
N
2
2026-03-01
Fixed
4.50000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
356000000.00000000
PA
25255.49000000
0.087762622889
Long
DBT
NUSS
ID
N
2
2030-09-15
Fixed
7.00000000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
000000000
320000.00000000
PA
USD
322439.36000000
1.120474160530
Long
DBT
NUSS
AO
Y
2
2029-11-26
Fixed
8.00000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
1043000.00000000
PA
253868.91000000
0.882192402990
Long
DBT
NUSS
MY
N
2
2025-09-15
Fixed
3.96000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDF6
535000.00000000
PA
USD
435016.53000000
1.511678913109
Long
DBT
CORP
MX
N
2
2060-01-28
Fixed
6.95000000
N
N
N
N
N
N
CANACOL ENERGY LTD
549300X5MNRWPMSM9N14
Canacol Energy Ltd
134808AD6
200000.00000000
PA
USD
188397.00000000
0.654678046816
Long
DBT
CORP
CA
N
2
2028-11-24
Fixed
5.75000000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
37491000.00000000
PA
13842.83000000
0.048103721963
Long
DBT
NUSS
RU
N
3
2029-05-23
Fixed
6.90000000
N
N
N
N
N
N
ENERGEAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
000000000
165000.00000000
PA
USD
159966.51000000
0.555882324680
Long
DBT
CORP
IL
Y
2
2026-03-30
Fixed
4.88000000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756CC2
200000.00000000
PA
USD
184730.00000000
0.641935251561
Long
DBT
NUSS
BR
N
2
2030-06-12
Fixed
3.88000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
950000.00000000
PA
205786.28000000
0.715105653762
Long
DBT
NUSS
MY
N
2
2040-05-22
Fixed
3.76000000
N
N
N
N
N
N
Czech Republic
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
8970000.00000000
PA
380296.50000000
1.321527252721
Long
DBT
NUSS
CZ
N
2
2029-07-23
Fixed
2.75000000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
54377000.00000000
PA
20077.66000000
0.069769705639
Long
DBT
NUSS
RU
N
3
2033-03-23
Fixed
7.70000000
N
N
N
N
N
N
BANCO NACIONAL COM EXT
4469000001BL6VG3DH44
Banco Nacional de Comercio Exterior SNC/Cayman Islands
05973JAA8
200000.00000000
PA
USD
190502.00000000
0.661992904741
Long
DBT
CORP
MX
N
2
2031-08-11
Fixed
2.72000000
N
N
N
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
05973KAA5
200000.00000000
PA
USD
185500.00000000
0.644610995315
Long
DBT
CORP
MX
N
2
2027-01-24
Fixed
5.88000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780CU8
230000.00000000
PA
USD
237943.89000000
0.826853087666
Long
DBT
NUSS
ID
N
2
2070-04-15
Fixed
4.45000000
N
N
N
N
N
N
HTA GROUP LTD
213800WEFU8O8X6EPU13
HTA Group Ltd/Mauritius
40435WAB6
200000.00000000
PA
USD
198284.00000000
0.689035291617
Long
DBT
CORP
MU
N
2
2025-12-18
Fixed
7.00000000
N
N
N
N
N
N
COSTA RICA GOVERNMENT
549300S1EK2VN6XVJP58
Costa Rica Government International Bond
000000000
200000.00000000
PA
USD
199252.00000000
0.692399083765
Long
DBT
NUSS
CR
Y
2
2045-03-12
Fixed
7.16000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JAC4
200000.00000000
PA
USD
159444.00000000
0.554066606668
Long
DBT
NUSS
EG
N
2
2061-02-16
Fixed
7.50000000
N
N
N
N
N
N
SEPLAT ENERGY PL
029200711C4S4CB2E982
SEPLAT Energy PLC
81733LAB3
210000.00000000
PA
USD
202482.00000000
0.703623307565
Long
DBT
CORP
NG
N
2
2026-04-01
Fixed
7.75000000
N
N
N
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
740000.00000000
PA
145466.75000000
0.505495776295
Long
DBT
NUSS
RO
N
2
2034-10-11
Fixed
4.75000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
250000.00000000
PA
USD
105785.50000000
0.367603754420
Long
DBT
NUSS
UA
Y
2
2029-05-21
Fixed
6.88000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
-4539.57000000
-0.01577496892
N/A
DFE
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
1370000.00000000
PLN
320067.73000000
USD
2022-05-20
-4539.57000000
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
340000.00000000
PA
158700.27000000
0.551482150951
Long
DBT
NUSS
UA
Y
2
2026-06-20
Fixed
6.75000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED RUB / SOLD USD
000000000
1.00000000
NC
33544.69000000
0.116567525651
N/A
DFE
RU
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
96363.64000000
USD
10600000.00000000
RUB
2022-04-11
33544.69000000
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
559000.00000000
PA
138007.64000000
0.479575429549
Long
DBT
NUSS
MY
N
2
2030-04-15
Fixed
4.50000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
1621000.00000000
PA
84453.93000000
0.293476721701
Long
DBT
NUSS
MX
N
2
2024-12-05
Fixed
10.00000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71643VAB1
231000.00000000
PA
USD
219690.24000000
0.763421801980
Long
DBT
CORP
MX
N
2
2032-02-16
Fixed
6.70000000
N
N
N
N
N
N
ZAMBIA GOVERNMENT BOND
213800DMLAZ6LGMMD849
Zambia Government Bond
000000000
990000.00000000
PA
30268.92000000
0.105184251473
Long
DBT
NUSS
ZM
N
2
2031-12-27
Fixed
13.00000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD CNH
000000000
1.00000000
NC
-1084.25000000
-0.00376775995
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
890000.00000000
CNY
138579.42000000
USD
2022-05-20
-1084.25000000
N
N
N
FINANCIERA INDEPENDENCIA
4469000001BNUHDNSG66
Financiera Independencia SAB de CV SOFOM ENR
31770BAC2
250000.00000000
PA
USD
151255.00000000
0.525609898093
Long
DBT
CORP
MX
N
2
2024-07-19
Fixed
8.00000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
16.88000000
0.000058657863
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
600000000.00000000
IDR
41714.46000000
USD
2022-05-20
16.88000000
N
N
N
State of Qatar
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PBB6
230000.00000000
PA
USD
273289.22000000
0.949677822712
Long
DBT
NUSS
QA
N
2
2049-03-14
Fixed
4.82000000
N
N
N
N
N
N
COUNTRY GARDEN HLDGS
549300MGHLPT1EFHGF84
Country Garden Holdings Co Ltd
000000000
260000.00000000
PA
USD
202150.00000000
0.702469610258
Long
DBT
CORP
KY
Y
2
2026-04-08
Fixed
7.25000000
N
N
N
N
N
N
IHS NETHERLANDS HOLDCO
5493006Z6YQYCCN2XI74
IHS Netherlands Holdco BV
44963LAC0
270000.00000000
PA
USD
270172.80000000
0.938848288491
Long
DBT
CORP
NL
N
2
2027-09-18
Fixed
8.00000000
N
N
N
N
N
N
ECOBANK TRANSNATIONAL
213800USCE9Y111R4656
Ecobank Transnational Inc
000000000
200000.00000000
PA
USD
189240.00000000
0.657607464978
Long
DBT
CORP
TG
Y
2
2031-06-17
Fixed
8.75000000
N
N
N
N
N
N
BONOS TESORERIA PESOS
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
000000000
130000000.00000000
PA
132569.27000000
0.460677137913
Long
DBT
NUSS
CL
Y
2
2028-10-01
Fixed
2.30000000
N
N
N
N
N
N
BONOS DE TESORERIA
254900STKLK2DBJJZ530
Peru Government Bond
000000000
259000.00000000
PA
61804.61000000
0.214770518421
Long
DBT
NUSS
PE
N
2
2034-08-12
Fixed
5.40000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
2072000.00000000
PA
103537.23000000
0.359791034406
Long
DBT
NUSS
MX
N
2
2023-12-07
Fixed
8.00000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-7846.05000000
-0.02726496010
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
4850000.00000000
MXN
234023.40000000
USD
2022-05-20
-7846.05000000
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-2383.07000000
-0.00828114891
N/A
DFE
XX
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
423407.44000000
USD
380000.00000000
EUR
2022-05-20
-2383.07000000
N
N
N
NPC UKRENERGO
8945009LCLS92V4AK321
NPC Ukrenergo
63718LAA2
200000.00000000
PA
USD
80000.00000000
0.277999351079
Long
DBT
CORP
UA
N
2
2026-11-09
Fixed
6.88000000
N
N
N
N
N
N
Republic of Zambia
213800DMLAZ6LGMMD849
Zambia Government International Bond
000000000
200000.00000000
PA
USD
138598.00000000
0.481626925761
Long
DBT
NUSS
ZM
Y
2
2022-09-20
Fixed
5.38000000
N
Y
N
N
N
N
Morgan Stanley & Co. LLC
549300OJY9IZ31SGS926
Morgan Stanley Institutional Liquidity Funds - Treasury Securities Portfolio
61747C525
381992.90000000
NS
USD
381992.90000000
1.327422228961
Long
STIV
RF
US
N
1
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAS2
200000.00000000
PA
USD
182300.00000000
0.633491021271
Long
DBT
NUSS
NG
N
2
2033-09-28
Fixed
7.38000000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DL9
200000.00000000
PA
USD
183588.00000000
0.637966810824
Long
DBT
NUSS
CL
N
2
2050-01-25
Fixed
3.50000000
N
N
N
N
N
N
Kosmos Energy Ltd
213800YDFJ3OT9B5P157
Kosmos Energy Ltd
500688AC0
200000.00000000
PA
USD
195802.00000000
0.680410361750
Long
DBT
CORP
US
N
2
2026-04-04
Fixed
7.13000000
N
N
N
N
N
N
ENDEAVOR MINING PLC
529900NI5MXQ91GHXR07
Endeavour Mining PLC
29261HAA3
200000.00000000
PA
USD
184456.00000000
0.640983103783
Long
DBT
CORP
GB
N
2
2026-10-14
Fixed
5.00000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
14084700.00000000
PA
680188.67000000
2.363650110893
Long
DBT
NUSS
MX
N
2
2027-06-03
Fixed
7.50000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HX1
23796.00000000
PA
USD
8187.49000000
0.028451461337
Long
DBT
NUSS
AR
N
2
2029-07-09
Fixed
1.00000000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
429000.00000000
PA
13193.78000000
0.045848278478
Long
DBT
NUSS
TH
N
2
2026-12-17
Fixed
2.13000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
2360000000.00000000
PA
181732.73000000
0.631519762623
Long
DBT
NUSS
ID
N
2
2039-04-15
Fixed
8.38000000
N
N
N
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
1370000.00000000
PA
327831.62000000
1.139212220291
Long
DBT
NUSS
PL
N
2
2022-09-23
Fixed
5.75000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
-5130.53000000
-0.01782855013
N/A
DFE
TH
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
185650.46000000
USD
6000000.00000000
THB
2022-05-20
-5130.53000000
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
4140000.00000000
PA
665487.36000000
2.312563177893
Long
DBT
NUSS
CN
N
2
2029-11-21
Fixed
3.13000000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
3785000.00000000
PA
788148.16000000
2.738808462929
Long
DBT
NUSS
BR
N
2
2025-01-01
Fixed
10.00000000
N
N
N
N
N
N
SIERRACOL ENRGY ANDINA
N/A
SierraCol Energy Andina LLC
82653LAA9
200000.00000000
PA
USD
181904.00000000
0.632114924484
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
6.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796K57
30000.00000000
PA
USD
29947.78000000
0.104068292578
Long
STIV
UST
US
N
2
2022-07-14
None
0.00000000
N
N
N
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEA2
10550000.00000000
PA
196332.58000000
0.682254122946
Long
DBT
NUSS
DO
N
2
2026-06-05
Fixed
9.75000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
170000.00000000
PA
USD
97539.20000000
0.338947928809
Long
DBT
NUSS
EC
Y
2
2040-07-31
Variable
0.50000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEP9
150000.00000000
PA
USD
148500.00000000
0.516036295440
Long
DBT
NUSS
DO
N
2
2029-02-22
Fixed
5.50000000
N
N
N
N
N
N
ARDSHININVESTBK (DILIJAN
549300DCGXFXAP2FEV07
Ardshinbank CJSC Via Dilijan Finance BV
254032AC9
270000.00000000
PA
USD
265968.90000000
0.924239770091
Long
DBT
CORP
NL
N
2
2025-01-28
Fixed
6.50000000
N
N
N
N
N
N
MARB BONDCO PLC
254900PVA1EU6QM1JN57
MARB BondCo PLC
566007AC4
200000.00000000
PA
USD
177751.00000000
0.617683283171
Long
DBT
CORP
GB
N
2
2031-01-29
Fixed
3.95000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
1734000000.00000000
PA
118839.21000000
0.412965290784
Long
DBT
NUSS
ID
N
2
2031-02-15
Fixed
6.50000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
1388100.00000000
PA
72319.86000000
0.251310926876
Long
DBT
NUSS
MX
N
2
2024-12-05
Fixed
10.00000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
83160.00000000
PA
USD
69855.23000000
0.242746357618
Long
DBT
NUSS
EC
N
2
2030-07-31
Variable
5.00000000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
266000.00000000
PA
USD
32591.65000000
0.113255719382
Long
DBT
NUSS
LB
Y
2
2027-03-23
None
0.00000000
Y
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HT0
232173.00000000
PA
USD
71082.09000000
0.247009686167
Long
DBT
NUSS
AR
N
2
2035-07-09
Variable
1.13000000
N
N
N
N
N
N
BENIN INTL GOV BOND
635400Q11P6AE5A5Y230
Benin Government International Bond
000000000
230000.00000000
PA
208269.77000000
0.723735761367
Long
DBT
NUSS
BJ
Y
2
2035-01-22
Fixed
4.95000000
N
N
N
N
N
N
REPUBLIC OF ARMENIA
5299000H77JSW90G7935
Republic of Armenia International Bond
000000000
200000.00000000
PA
USD
170255.00000000
0.591634743975
Long
DBT
NUSS
AM
Y
2
2029-09-26
Fixed
3.95000000
N
N
N
N
N
N
BONOS DE TESORERIA
254900STKLK2DBJJZ530
Peru Government Bond
000000000
622000.00000000
PA
164060.82000000
0.570110018719
Long
DBT
NUSS
PE
N
2
2029-02-12
Fixed
5.94000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED CZK / SOLD USD
000000000
1.00000000
NC
3050.01000000
0.010598760009
N/A
DFE
CZ
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
150196.78000000
USD
3400000.00000000
CZK
2022-05-20
3050.01000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
-34449.80000000
-0.11971277556
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
12530000.00000000
ZAR
818039.49000000
USD
2022-05-20
-34449.80000000
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HS2
126726.00000000
PA
USD
42771.29000000
0.148629885810
Long
DBT
NUSS
AR
N
2
2030-07-09
Variable
0.50000000
N
N
N
N
N
N
DEVELOPMENT BANK OF KAZA
213800LCDPGJ1BI7KX98
Development Bank of Kazakhstan JSC
25159XAC7
100000000.00000000
PA
173359.38000000
0.602422439293
Long
DBT
CORP
KZ
N
2
2026-05-06
Fixed
10.95000000
N
N
N
N
N
N
ACCESS BANK PLC
029200328C3N9YI2D660
Access Bank PLC
00434G2C3
200000.00000000
PA
USD
186250.00000000
0.647217239231
Long
DBT
CORP
NG
N
2
2026-10-07
Fixed
9.13000000
N
N
N
N
N
N
MONGOLIA INTL BOND
N/A
Mongolia Government International Bond
60937LAE5
200000.00000000
PA
USD
180796.89000000
0.628267726214
Long
DBT
NUSS
MN
N
2
2031-07-07
Fixed
4.45000000
N
N
N
N
N
N
SUZANO AUSTRIA GMBH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAJ1
40000.00000000
PA
USD
37728.80000000
0.131107273962
Long
DBT
CORP
AT
N
2
2031-01-15
Fixed
3.75000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
68205LAS2
210000.00000000
PA
USD
222896.10000000
0.774562139476
Long
DBT
NUSS
OM
N
2
2031-01-25
Fixed
6.25000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
488000.00000000
PA
117811.86000000
0.409395257868
Long
DBT
NUSS
MY
N
2
2031-06-30
Fixed
4.23000000
N
N
N
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd
36321PAC4
230000.00000000
PA
USD
208507.69000000
0.724562531438
Long
DBT
CORP
JE
N
2
2040-09-30
Fixed
3.25000000
N
N
N
N
N
N
EGYPT TREASURY BILL
529900GFIVH4086NMH82
Egypt Treasury Bills
000000000
2825000.00000000
PA
146870.33000000
0.510373205410
Long
STIV
NUSS
EG
N
2
2022-09-13
None
0.00000000
N
N
N
N
N
N
ZAMBIA GOVERNMENT BOND
213800DMLAZ6LGMMD849
Zambia Government Bond
000000000
3680000.00000000
PA
144016.69000000
0.500456829557
Long
DBT
NUSS
ZM
N
2
2026-01-25
Fixed
11.00000000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
436000.00000000
PA
89530.57000000
0.311118004522
Long
DBT
NUSS
BR
N
2
2027-01-01
Fixed
10.00000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
12029800.00000000
PA
583188.25000000
2.026574438213
Long
DBT
NUSS
MX
N
2
2031-05-29
Fixed
7.75000000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
579000.00000000
PA
122226.29000000
0.424735366310
Long
DBT
NUSS
BR
N
2
2023-01-01
Fixed
10.00000000
N
N
N
N
N
N
INRETAIL CONSUMER
N/A
InRetail Consumer
45790TAB1
200000.00000000
PA
USD
187911.00000000
0.652989200758
Long
DBT
CORP
PE
N
2
2028-03-22
Fixed
3.25000000
N
N
N
N
N
N
ALSEA S.A.
4469000001BJLPKNUN21
Alsea SAB de CV
021151AA3
200000.00000000
PA
USD
208261.00000000
0.723705285689
Long
DBT
CORP
MX
N
2
2026-12-14
Fixed
7.75000000
N
N
N
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
62270000.00000000
PA
151524.27000000
0.526545609159
Long
DBT
NUSS
HU
N
2
2030-08-21
Fixed
3.00000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
1980000.00000000
PA
114240.41000000
0.396984498087
Long
DBT
NUSS
ZA
N
2
2044-01-31
Fixed
8.75000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
102932.00000000
PA
USD
67575.89000000
0.234825669607
Long
DBT
NUSS
EC
N
2
2035-07-31
Variable
1.00000000
N
N
N
N
N
N
HUARONG FINANCE 2019
549300M6T6OW4AGYHK10
Huarong Finance 2019 Co Ltd
000000000
200000.00000000
PA
USD
181750.00000000
0.631579775733
Long
DBT
CORP
VG
Y
2
2029-11-13
Fixed
3.88000000
N
N
N
N
N
N
AFRICAN EXPORT-IMPORT BA
21380068LJCDYA42GJ76
African Export-Import Bank/The
00831TAA9
390000.00000000
PA
USD
370418.88000000
1.287202603344
Long
DBT
NUSS
XX
N
2
2029-09-21
Fixed
3.99000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
332400000.00000000
PA
90459.45000000
0.314345854987
Long
DBT
NUSS
CO
N
2
2024-07-24
Fixed
10.00000000
N
N
N
N
N
N
LIMA METRO LINE 2 FIN LT
5493009BVQNQT1UKQ352
Lima Metro Line 2 Finance Ltd
532522AB5
192779.83000000
PA
USD
191007.22000000
0.663748540143
Long
DBT
CORP
KY
N
2
2036-04-05
Fixed
4.35000000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123DC1
200000.00000000
PA
USD
171340.40000000
0.595406500170
Long
DBT
NUSS
TR
N
2
2031-06-26
Fixed
5.88000000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290CA9
200000.00000000
PA
USD
196579.00000000
0.683110430447
Long
DBT
CORP
MX
N
2
2026-06-08
Fixed
5.13000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED CZK / SOLD USD
000000000
1.00000000
NC
-8169.39000000
-0.02838856398
N/A
DFE
CZ
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
412019.76000000
USD
8960000.00000000
CZK
2022-05-20
-8169.39000000
N
N
N
HONDURAS GOVERNMENT
5493002DW1JNBNG17615
Honduras Government International Bond
000000000
200000.00000000
PA
USD
191002.00000000
0.663730400685
Long
DBT
NUSS
HN
Y
2
2027-01-19
Fixed
6.25000000
N
N
N
N
N
N
FIDELITY BANK PLC
029200298A5K5WI0F567
Fidelity Bank PLC
316044AC0
200000.00000000
PA
USD
190910.00000000
0.663410701431
Long
DBT
CORP
NG
N
2
2026-10-28
Fixed
7.63000000
N
N
N
N
N
N
TOTAL PLAY TELECOM
4469000001BSAPAMOQ06
Total Play Telecomunicaciones SA de CV
000000000
200000.00000000
PA
USD
194504.00000000
0.675899822279
Long
DBT
CORP
MX
Y
2
2025-11-12
Fixed
7.50000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-1198.97000000
-0.00416641102
N/A
DFE
XX
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
156313.21000000
USD
140000.00000000
EUR
2022-05-20
-1198.97000000
N
N
N
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
PURCHASED USD / SOLD CNH
000000000
1.00000000
NC
-594.17000000
-0.00206473593
N/A
DFE
US
N
2
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
950000.00000000
CNY
148485.02000000
USD
2022-05-20
-594.17000000
N
N
N
Tullow Oil PLC
2138003EYHWO75RKS857
Tullow Oil PLC
000000000
200000.00000000
PA
USD
165297.00000000
0.574405734191
Long
DBT
CORP
GB
Y
2
2025-03-01
Fixed
7.00000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
559100000.00000000
PA
138768.36000000
0.482218925379
Long
DBT
NUSS
CO
N
2
2026-08-26
Fixed
7.50000000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
37443GAN1
200000.00000000
PA
USD
140600.00000000
0.488583859521
Long
DBT
NUSS
GH
N
2
2042-05-07
Fixed
8.88000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
300000.00000000
PA
USD
239166.00000000
0.831099910002
Long
DBT
NUSS
EG
Y
2
2061-02-16
Fixed
7.50000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
140.70000000
0.000488931358
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
120000.00000000
EUR
133095.77000000
USD
2022-05-20
140.70000000
N
N
N
BANK HAPOALIM
B6ARUI4946ST4S7WOU88
Bank Hapoalim BM
000000000
200000.00000000
PA
USD
185000.00000000
0.642873499370
Long
DBT
CORP
IL
Y
2
2032-01-21
Fixed
3.26000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
253800000.00000000
PA
55604.29000000
0.193224456715
Long
DBT
NUSS
CO
N
2
2032-06-30
Fixed
7.00000000
N
N
N
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
000000000
200000.00000000
PA
USD
167910.00000000
0.583485887996
Long
DBT
NUSS
RS
Y
2
2030-12-01
Fixed
2.13000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
99880.00000000
PA
USD
57307.15000000
0.199141881402
Long
DBT
NUSS
EC
N
2
2040-07-31
Variable
0.50000000
N
N
N
N
N
N
UNITED BANK FOR AFRICA P
0292002067E3RH4D8768
United Bank for Africa PLC
91339U2A1
200000.00000000
PA
USD
191500.00000000
0.665460946646
Long
DBT
CORP
NG
N
2
2026-11-19
Fixed
6.75000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
-1407.58000000
-0.00489132908
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
620000.00000000
PLN
145494.99000000
USD
2022-05-20
-1407.58000000
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
850000.00000000
PA
185536.53000000
0.644737936768
Long
DBT
NUSS
RO
N
2
2025-02-24
Fixed
4.75000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
20439.00000000
PA
USD
11420.50000000
0.039686144862
Long
DBT
NUSS
EC
N
2
2030-07-31
None
0.00000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
2899000000.00000000
PA
210475.98000000
0.731402323222
Long
DBT
NUSS
ID
N
2
2025-06-15
Fixed
6.50000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
5536.02000000
0.019237624594
N/A
DFE
XX
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
515204.65000000
USD
470000.00000000
EUR
2022-05-20
5536.02000000
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
455000.00000000
PA
106063.97000000
0.368571435411
Long
DBT
NUSS
PL
N
2
2023-10-25
Fixed
4.00000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-1463.52000000
-0.00508572012
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
180000.00000000
EUR
197969.08000000
USD
2022-05-20
-1463.52000000
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAU7
200000.00000000
PA
USD
202376.00000000
0.703254958425
Long
DBT
NUSS
NG
N
2
2029-03-24
Fixed
8.38000000
N
N
N
N
N
N
ZAMBIA GOVERNMENT BOND
213800DMLAZ6LGMMD849
Zambia Government Bond
000000000
5290000.00000000
PA
165880.85000000
0.576434608206
Long
DBT
NUSS
ZM
N
2
2031-01-25
Fixed
13.00000000
N
N
N
N
N
N
HUARONG FINANCE II
549300BHVD63HE2GHX17
Huarong Finance II Co Ltd
000000000
200000.00000000
PA
USD
195750.00000000
0.680229662172
Long
DBT
CORP
VG
Y
2
2026-06-03
Fixed
4.63000000
N
N
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
495.00000000
NS
USD
3885.75000000
0.013502949730
N/A
DE
VE
N
2
N/A
N/A
Call
Purchased
Venezuela Government International Bond
Venezuela Government International Bond
1.00000000
1.00000000
USD
2020-04-15
XXXX
3885.75000000
N
N
N
UNIFIN FINANCIERA SA DE
5493007GRMPGDJG93Z17
Unifin Financiera SAB de CV
90471MAD4
200000.00000000
PA
USD
117960.00000000
0.409910043166
Long
DBT
CORP
MX
N
2
2029-01-28
Fixed
9.88000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
63590.34000000
0.220975915686
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
2130000.00000000
EUR
2423542.76000000
USD
2022-05-20
63590.34000000
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
3316762.00000000
PA
202762.26000000
0.704597208792
Long
DBT
NUSS
ZA
N
2
2032-03-31
Fixed
8.25000000
N
N
N
N
N
N
KONDOR FINANCE PLC (NAK)
213800PUC1T9GI6EIO63
NAK Naftogaz Ukraine via Kondor Finance PLC
000000000
200000.00000000
PA
71906.23000000
0.249873565982
Long
DBT
CORP
GB
Y
2
2024-07-19
Fixed
7.13000000
N
N
N
N
N
N
Greenko Investment Co
21380023V4N5Y8KXN552
Greenko Investment Co
39530XAA2
240000.00000000
PA
USD
241200.00000000
0.838168043504
Long
DBT
CORP
MU
N
2
2023-08-16
Fixed
4.88000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
274000.00000000
PA
267784.68000000
0.930549590862
Long
DBT
NUSS
CI
N
2
2032-01-30
Fixed
4.88000000
N
N
N
N
N
N
FRIGORIFICO CONCEPCION
529900Q6VZVL47QJCQ91
Frigorifico Concepcion SA
358648AA1
200000.00000000
PA
USD
178394.00000000
0.619917702955
Long
DBT
CORP
PY
N
2
2028-07-21
Fixed
7.70000000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
7250000.00000000
PA
225871.10000000
0.784900240344
Long
DBT
NUSS
TH
N
2
2023-06-16
Fixed
3.63000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
80000.00000000
PA
75120.02000000
0.261041460163
Long
DBT
NUSS
RO
N
2
2030-07-13
Fixed
1.75000000
N
N
N
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
44630000.00000000
PA
133732.58000000
0.464719630727
Long
DBT
NUSS
HU
N
2
2023-11-24
Fixed
6.00000000
N
N
N
N
N
N
SA GLOBAL SUKUK LTD
5493007DFAVKU7UOGR47
SA Global Sukuk Ltd
78397PAD3
200000.00000000
PA
USD
189721.20000000
0.659279631074
Long
DBT
CORP
KY
N
2
2031-06-17
Fixed
2.69000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
180000.00000000
PA
186321.28000000
0.647464936653
Long
DBT
NUSS
RO
N
2
2034-02-07
Fixed
3.75000000
N
N
N
N
N
N
AES PANAMA GENERATION HL
N/A
AES Panama Generation Holdings SRL
00109AAB3
200000.00000000
PA
USD
190903.00000000
0.663386376488
Long
DBT
CORP
PA
N
2
2030-05-31
Fixed
4.38000000
N
N
N
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
1582000.00000000
PA
USD
116672.50000000
0.405435991110
Long
DBT
CORP
VE
Y
2
2026-11-15
None
0.00000000
Y
N
N
N
N
N
TRUST FIBRAUNO
N/A
Trust Fibra Uno
898339AB2
240000.00000000
PA
USD
242569.20000000
0.842926002397
Long
DBT
MX
N
2
2050-01-15
Fixed
6.39000000
N
N
N
N
N
N
REPUBLIC OF UZBEKISTAN
213800L6VDKUM3TCM927
Republic of Uzbekistan International Bond
91822Q2C0
200000.00000000
PA
USD
174500.00000000
0.606386084541
Long
DBT
NUSS
UZ
N
2
2030-11-25
Fixed
3.70000000
N
N
N
N
N
N
BANCO GNB SUDAMERIS SA
549300SO7QUETMQD9D84
Banco GNB Sudameris SA
059593AE3
200000.00000000
PA
USD
186528.00000000
0.648183286976
Long
DBT
CORP
CO
N
2
2031-04-16
Fixed
7.50000000
N
N
N
N
N
N
BANQUE OUEST AFRICAINE D
529900LIZJABE4JJS826
Banque Ouest Africaine de Developpement
000000000
200000.00000000
PA
204968.17000000
0.712262728148
Long
DBT
NUSS
XX
N
2
2033-01-22
Fixed
2.75000000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
2820000.00000000
PA
437802.21000000
1.521359128513
Long
DBT
NUSS
CN
N
2
2030-05-21
Fixed
2.68000000
N
N
N
N
N
N
Kingdom of Bahrain
549300RODM1WN85LFQ95
Bahrain Government International Bond
000000000
200000.00000000
PA
USD
196659.80000000
0.683391209792
Long
DBT
NUSS
BH
Y
2
2047-09-20
Fixed
7.50000000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
10144000.00000000
PA
357908.67000000
1.243729725070
Long
DBT
NUSS
TH
N
2
2029-06-22
Fixed
4.88000000
N
N
N
N
N
N
ALFA BANK (ALFA BOND)
54930015QM0G7XTNYR27
Alfa Bank AO Via Alfa Bond Issuance PLC
000000000
300000.00000000
PA
USD
30000.00000000
0.104249756654
Long
DBT
CORP
IE
Y
3
2030-04-15
Fixed
5.95000000
N
N
N
N
N
N
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
346.70000000
0.001204779687
N/A
DFE
TH
N
2
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
139556.24000000
USD
4650000.00000000
THB
2022-05-20
346.70000000
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
230000.00000000
PA
218660.49000000
0.759843429083
Long
DBT
NUSS
EG
N
2
2031-04-11
Fixed
6.38000000
N
N
N
N
N
N
ABU DHABI GOVT INT'L
213800FER4348CINTA77
Abu Dhabi Government International Bond
000000000
200000.00000000
PA
USD
204761.20000000
0.711543509077
Long
DBT
NUSS
AE
Y
2
2030-04-16
Fixed
3.13000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEG9
300000.00000000
PA
USD
261378.00000000
0.908286429830
Long
DBT
NUSS
DO
N
2
2041-01-21
Fixed
5.30000000
N
N
N
N
N
N
BONOS DE TESORERIA
254900STKLK2DBJJZ530
Peru Government Bond
000000000
1000.00000000
PA
262.29000000
0.000911455622
Long
DBT
NUSS
PE
N
2
2032-08-12
Fixed
6.15000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
-22739.47000000
-0.07901947379
N/A
DFE
PL
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
425536.85000000
USD
1700000.00000000
PLN
2022-05-20
-22739.47000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD RUB
000000000
1.00000000
NC
-52342.68000000
-0.18189038842
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
12300000.00000000
RUB
98400.00000000
USD
2022-04-11
-52342.68000000
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
588800000.00000000
PA
131871.81000000
0.458253470070
Long
DBT
NUSS
CO
N
2
2028-04-28
Fixed
6.00000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
21018044.00000000
PA
1257846.33000000
4.371005793718
Long
DBT
NUSS
ZA
N
2
2040-01-31
Fixed
9.00000000
N
N
N
N
N
N
MOVIDA EUROPE SA
549300YRJE0V6QKU7C86
Movida Europe SA
62459LAA7
200000.00000000
PA
USD
179529.00000000
0.623861818748
Long
DBT
CORP
LU
N
2
2031-02-08
Fixed
5.25000000
N
N
N
N
N
N
2022-04-26
MORGAN STANLEY INSTITUTIONAL FUND INC
Francis Smith
Francis Smith
Principal Financial Officer
XXXX