0001752724-22-143626.txt : 20220623
0001752724-22-143626.hdr.sgml : 20220623
20220623122730
ACCESSION NUMBER: 0001752724-22-143626
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220429
FILED AS OF DATE: 20220623
PERIOD START: 20221031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: PRUDENTIAL WORLD FUND, INC.
CENTRAL INDEX KEY: 0000741350
IRS NUMBER: 133204887
STATE OF INCORPORATION: MD
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-03981
FILM NUMBER: 221034216
BUSINESS ADDRESS:
STREET 1: 655 BROAD STREET
STREET 2: 17TH FLOOR
CITY: NEWARK
STATE: NJ
ZIP: 07102
BUSINESS PHONE: (973) 367-8982
MAIL ADDRESS:
STREET 1: 655 BROAD STREET
STREET 2: 17TH FLOOR
CITY: NEWARK
STATE: NJ
ZIP: 07102
FORMER COMPANY:
FORMER CONFORMED NAME: PRUDENTIAL WORLD FUND INC
DATE OF NAME CHANGE: 19960807
FORMER COMPANY:
FORMER CONFORMED NAME: PRUDENTIAL GLOBAL FUND INC
DATE OF NAME CHANGE: 19920703
FORMER COMPANY:
FORMER CONFORMED NAME: PRUDENTIAL BACHE GLOBAL FUND INC
DATE OF NAME CHANGE: 19911230
0000741350
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PGIM Emerging Markets Debt Hard Currency Fund
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Class R6
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2022-10-31
2022-04-29
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USD
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2036-03-21
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REPUBLIC OF TURKEY
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Turkey Government International Bond
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USD
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2024-03-22
Fixed
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UKRAINE GOVERNMENT
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Ukraine Government International Bond
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USD
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NUSS
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2
2028-11-01
Fixed
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FED REPUBLIC OF BRAZIL
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Brazilian Government International Bond
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USD
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2029-05-30
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INDONESIA ASAHAN ALUMINI
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Indonesia Asahan Aluminium Persero PT
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200000.00000000
PA
USD
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Long
DBT
CORP
ID
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2
2025-05-15
Fixed
4.75000000
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ISLAMIC REP OF PAKISTAN
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Pakistan Government International Bond
000000000
200000.00000000
PA
USD
154296.62000000
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Long
DBT
NUSS
PK
N
2
2031-04-08
Fixed
7.37500000
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N
N
N
N
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LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
115000.00000000
PA
USD
13439.48000000
0.009702730086
Long
DBT
NUSS
LB
N
2
2031-04-22
Fixed
7.00000000
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N
N
N
N
N
FEL ENERGY VI SARL
254900H2U8PBIY32VI94
FEL Energy VI Sarl
30260LAA3
226731.00000000
PA
USD
194258.08000000
0.140246030152
Long
DBT
CORP
LU
N
2
2040-12-01
Fixed
5.75000000
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N
N
N
N
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BARCLAYS PLC
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USD/ZAR FORWARD
000000000
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NC
USD
50178.89000000
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N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-23440480.00000000
ZAR
1526623.35000000
USD
2022-06-15
50178.89000000
N
N
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J.P. MORGAN SECURITIES LLC
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USD/ILS FORWARD
000000000
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NC
USD
8322.60000000
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N/A
DFE
CORP
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N
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J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
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ILS
389000.00000000
USD
2022-06-15
8322.60000000
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
57000.00000000
PA
USD
21950.40000000
0.015847250524
Long
DBT
NUSS
SV
N
2
2035-06-15
Fixed
7.65000000
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N
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STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
USD/KRW FORWARD
000000000
1.00000000
NC
USD
-9957.64000000
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N/A
DFE
CORP
US
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2
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
-281000.00000000
USD
342351854.00000000
KRW
2022-06-15
-9957.64000000
N
N
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UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91086QAV0
988000.00000000
PA
USD
1021689.90000000
0.737616435425
Long
DBT
NUSS
MX
N
2
2040-01-11
Fixed
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HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
445545AF3
546000.00000000
PA
USD
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0.495945554477
Long
DBT
NUSS
HU
N
2
2041-03-29
Fixed
7.62500000
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N
N
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UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
CNH/USD FORWARD
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1.00000000
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USD
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N/A
DFE
CORP
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UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
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CNY
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USD
2022-05-23
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REPUBLIC OF ECUADOR
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Ecuador Government International Bond
000000000
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PA
USD
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0.502485613637
Long
DBT
NUSS
EC
Y
2
2035-07-31
Variable
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N
N
N
N
N
N
SAUDI ARABIAN OIL CO
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Saudi Arabian Oil Co
000000000
200000.00000000
PA
USD
190546.01000000
0.137566074286
Long
DBT
CORP
SA
N
2
2039-04-16
Fixed
4.25000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
USD/HUF FORWARD
000000000
1.00000000
NC
USD
4372.38000000
0.003156671461
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-58251709.00000000
HUF
165042.38000000
USD
2022-07-19
4372.38000000
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756BK5
950000.00000000
PA
USD
1023038.69000000
0.738590204150
Long
DBT
NUSS
BR
N
2
2037-01-20
Fixed
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N
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Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/COP FORWARD
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1.00000000
NC
USD
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N/A
DFE
CORP
US
N
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Citibank, National Association
E57ODZWZ7FF32TWEFA76
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USD
1550305980.00000000
COP
2022-06-15
-15430.93000000
N
N
N
CNAC HK FINBRIDGE CO LTD
549300US1UQ7R7WABI28
CNAC HK Finbridge Co Ltd
000000000
200000.00000000
PA
USD
203054.97000000
0.146597008707
Long
DBT
CORP
HK
N
2
2028-03-14
Fixed
5.12500000
N
N
N
N
N
N
HPCL-MITTAL ENERGY LTD
3358008CSQJBZUGQXP26
HPCL-Mittal Energy Ltd
000000000
200000.00000000
PA
USD
190156.96000000
0.137285196816
Long
DBT
CORP
IN
N
2
2027-04-28
Fixed
5.25000000
N
N
N
N
N
N
REPUBLIC OF CAMEROON
54930021BO6NHYGBBV24
Republic of Cameroon International Bond
000000000
400000.00000000
PA
USD
416261.41000000
0.300522944828
Long
DBT
NUSS
CM
N
2
2025-11-19
Fixed
9.50000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
000000000
285000.00000000
PA
279351.65000000
0.201679950348
Long
DBT
CORP
MX
N
2
2026-04-16
Fixed
3.75000000
N
N
N
N
N
N
CIKARANG LISTRINDO PT
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Cikarang Listrindo Tbk PT
536576AD3
200000.00000000
PA
USD
195752.84000000
0.141325182978
Long
DBT
CORP
ID
N
2
2026-09-14
Fixed
4.95000000
N
N
N
N
N
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REPUBLIC OF IRAQ
N/A
Iraq International Bond
000000000
562500.00000000
PA
USD
541329.12000000
0.390816485399
Long
DBT
NUSS
IQ
N
2
2028-01-15
Fixed
5.80000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
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Oman Government International Bond
68205LAA1
200000.00000000
PA
USD
200923.54000000
0.145058207356
Long
DBT
NUSS
OM
N
2
2025-02-01
Fixed
4.87500000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91086QBB3
140000.00000000
PA
USD
123541.97000000
0.089192021509
Long
DBT
NUSS
MX
N
2
2044-03-08
Fixed
4.75000000
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N
N
N
N
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REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DQ2
370000.00000000
PA
USD
240345.33000000
0.173519054642
Long
DBT
NUSS
PE
N
2
2060-12-01
Fixed
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N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BD3
420000.00000000
PA
USD
433571.98000000
0.313020436423
Long
DBT
NUSS
UY
N
2
2055-04-20
Fixed
4.97500000
N
N
N
N
N
N
DIG INTL FIN/DIG INTL HL
N/A
Digicel International Finance Ltd/Digicel international Holdings Ltd
25381XAB9
55009.58500000
PA
USD
53946.39000000
0.038946987628
Long
DBT
CORP
N/A
N
2
2025-12-31
Fixed
13.00000000
N
N
N
N
N
N
ABU DHABI CRUDE OIL
549300DONDFW2383FV66
Abu Dhabi Crude Oil Pipeline LLC
000000000
200000.00000000
PA
USD
197500.00000000
0.142586557816
Long
DBT
CORP
AE
N
2
2047-11-02
Fixed
4.60000000
N
N
N
N
N
N
RELIANCE INDUSTRIES LTD
5493003UOETFYRONLG31
Reliance Industries Ltd
759470BD8
250000.00000000
PA
USD
198259.76000000
0.143135072059
Long
DBT
CORP
IN
Y
2
2052-01-12
Fixed
3.62500000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325BM6
780000.00000000
PA
USD
689911.22000000
0.498086410422
Long
DBT
NUSS
CO
N
2
2041-01-18
Fixed
6.12500000
N
N
N
N
N
N
SUMMIT DIGITEL INFRASTR
3358004TNI1SSIQ9BQ37
Summit Digitel Infrastructure Pvt Ltd
86608CAA6
235000.00000000
PA
USD
192662.18000000
0.139093858569
Long
DBT
CORP
IN
N
2
2031-08-12
Fixed
2.87500000
N
N
N
N
N
N
PETRONAS CAPITAL LTD
549300G7YFX3540OYR85
Petronas Capital Ltd
000000000
200000.00000000
PA
USD
201549.55000000
0.145510159817
Long
DBT
CORP
MY
N
2
2050-04-21
Fixed
4.55000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
350000.00000000
PA
USD
114034.38000000
0.082327947933
Long
DBT
NUSS
UA
N
2
2025-09-01
Fixed
7.75000000
N
N
N
N
N
N
UKREXIMBANK(BIZ FIN PLC)
254900R5STMV7BZYC307
Ukreximbank Via Biz Finance PLC
000000000
75000.00000000
PA
USD
30750.29000000
0.022200394951
Long
DBT
NUSS
GB
N
2
2025-01-22
Fixed
9.75000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DF6
500000.00000000
PA
USD
432991.71000000
0.312601506287
Long
DBT
NUSS
PE
N
2
2031-01-23
Fixed
2.78300000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
300000.00000000
PA
USD
256440.34000000
0.185138963877
Long
DBT
NUSS
EG
N
2
2029-03-01
Fixed
7.60030000
N
N
N
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Paraguay Government International Bond
000000000
200000.00000000
PA
USD
198961.97000000
0.143642037663
Long
DBT
NUSS
PY
N
2
2027-03-27
Fixed
4.70000000
N
N
N
N
N
N
STATE OF ISRAEL
213800T8ZHTFZIBYPE21
Israel Government International Bond
46513JB59
500000.00000000
PA
USD
490014.50000000
0.353769523215
Long
DBT
NUSS
IL
N
2
2120-04-03
Fixed
4.50000000
N
N
N
N
N
N
ST SAVINGS BK (SSB #1)
213800X3YF17XQS13O34
State Savings Bank of Ukraine Via SSB #1 PLC
000000000
60000.00000000
PA
USD
20723.69000000
0.014961618340
Long
DBT
CORP
GB
N
2
2025-03-20
Variable
9.62500000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NBE8
80000.00000000
PA
USD
77601.46000000
0.056024937027
Long
DBT
CORP
NL
N
2
2030-01-15
Fixed
5.09300000
N
N
N
N
N
N
VTR FINANCE BV
213800F4XI4RJB82XM19
VTR Finance NV
000000000
200000.00000000
PA
USD
182466.57000000
0.131733063963
Long
DBT
CORP
NL
N
2
2028-07-15
Fixed
6.37500000
N
N
N
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
TWD/USD FORWARD
000000000
1.00000000
NC
USD
-32908.16000000
-0.02375828485
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-1357000.00000000
USD
38844199.00000000
TWD
2022-06-15
-32908.16000000
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
000000000
1350000.00000000
PA
USD
1383067.64000000
0.998515716528
Long
DBT
NUSS
QA
N
2
2029-03-14
Fixed
4.00000000
N
N
N
N
N
N
ENERGEAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
000000000
115000.00000000
PA
USD
103277.51000000
0.074561947598
Long
DBT
CORP
IL
N
2
2031-03-30
Fixed
5.87500000
N
N
N
N
N
N
GAZPROM (GAZ CAPITAL SA)
213800568PRHV2JR9650
Gazprom PJSC Via Gaz Capital SA
000000000
300000.00000000
PA
USD
91500.00000000
0.066059088810
Long
DBT
CORP
LU
N
2
2037-08-16
Fixed
7.28800000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
580000.00000000
PA
195798.72000000
0.141358306377
Long
DBT
NUSS
UA
N
2
2026-06-20
Fixed
6.75000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
600000.00000000
PA
USD
196500.00000000
0.141864600561
Long
DBT
NUSS
UA
N
2
2026-09-01
Fixed
7.75000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCG5
808000.00000000
PA
USD
774200.01000000
0.558939313858
Long
DBT
CORP
MX
N
2
2027-03-13
Fixed
6.50000000
N
N
N
N
N
N
COUNTRY GARDEN HLDGS
549300MGHLPT1EFHGF84
Country Garden Holdings Co Ltd
000000000
210000.00000000
PA
USD
152440.59000000
0.110055589871
Long
DBT
CORP
KY
N
2
2026-02-06
Fixed
4.20000000
N
N
N
N
N
N
GLOBO COMMUNICACOES PART
52990054HEKS017PVR75
Globo Comunicacao e Participacoes SA
000000000
200000.00000000
PA
USD
173692.64000000
0.125398661547
Long
DBT
CORP
BR
N
2
2030-01-22
Fixed
4.87500000
N
N
N
N
N
N
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
USD/GBP FORWARD
000000000
1.00000000
NC
USD
4777.99000000
0.003449504543
N/A
DFE
CORP
US
N
2
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
-102303.00000000
GBP
133464.08000000
USD
2022-07-19
4777.99000000
N
N
N
NEXA RESOURCES SA
549300QRMRHM7GAU7L47
Nexa Resources SA
000000000
210000.00000000
PA
USD
210516.78000000
0.151984116570
Long
DBT
CORP
LU
N
2
2028-01-18
Fixed
6.50000000
N
N
N
N
N
N
ENERGUATE TRUST
549300RVM37LH8GY7E41
Energuate Trust
000000000
200000.00000000
PA
USD
193534.61000000
0.139723715737
Long
DBT
CORP
KY
N
2
2027-05-03
Fixed
5.87500000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/CNH FORWARD
000000000
1.00000000
NC
USD
-8193.11000000
-0.00591507520
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-910000.00000000
USD
6002478.15000000
CNY
2022-05-23
-8193.11000000
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
200000.00000000
PA
USD
199752.36000000
0.144212665458
Long
DBT
NUSS
ID
N
2
2042-01-17
Fixed
5.25000000
N
N
N
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
000000000
200000.00000000
PA
USD
208171.86000000
0.150291184564
Long
DBT
NUSS
QA
N
2
2046-06-02
Fixed
4.62500000
N
N
N
N
N
N
INDONESIA ASAHAN ALUMINI
2549008P48EB9SN2OI80
Indonesia Asahan Aluminium Persero PT
000000000
700000.00000000
PA
USD
698531.71000000
0.504310035717
Long
DBT
CORP
ID
N
2
2030-05-15
Fixed
5.45000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
410000.00000000
PA
364056.97000000
0.262833570639
Long
DBT
NUSS
RO
N
2
2039-03-11
Fixed
4.12500000
N
N
N
N
N
N
COSTA RICA GOVERNMENT
549300S1EK2VN6XVJP58
Costa Rica Government International Bond
000000000
200000.00000000
PA
USD
189794.39000000
0.137023436774
Long
DBT
NUSS
CR
N
2
2044-04-04
Fixed
7.00000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD CALL VERSUS CNH PUT
000000000
1234000.00000000
NC
USD
39850.23000000
0.028770162652
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Call
Purchased
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD CALL VERSUS CNH PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
CNY
2022-06-17
1234000.00000000
USD
6.45000000
USD
2022-06-17
XXXX
31746.08000000
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
000000000
1140000.00000000
PA
USD
1265872.13000000
0.913905567858
Long
DBT
NUSS
QA
N
2
2048-04-23
Fixed
5.10300000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
000000000
200000.00000000
PA
USD
172819.82000000
0.124768522816
Long
DBT
NUSS
SA
N
2
2033-02-02
Fixed
2.25000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/CLP FORWARD
000000000
1.00000000
NC
USD
-19172.24000000
-0.01384153775
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-373000.00000000
USD
304658940.00000000
CLP
2022-06-15
-19172.24000000
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
USD/CLP FORWARD
000000000
1.00000000
NC
USD
24218.92000000
0.017485024996
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-261566880.00000000
CLP
328000.00000000
USD
2022-06-15
24218.92000000
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HS2
2010108.65000000
PA
USD
633476.43000000
0.457342904361
Long
DBT
NUSS
AR
N
2
2030-07-09
Variable
0.50000000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
000000000
1000000.00000000
PA
USD
959934.88000000
0.693031950717
Long
DBT
NUSS
AO
N
2
2028-05-09
Fixed
8.25000000
N
N
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Republic of Kenya Government International Bond
000000000
400000.00000000
PA
USD
355727.08000000
0.256819746122
Long
DBT
NUSS
KE
N
2
2027-05-22
Fixed
7.00000000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CV0
400000.00000000
PA
USD
391020.50000000
0.282300086736
Long
DBT
NUSS
TR
N
2
2024-08-10
Fixed
6.35000000
N
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
400000.00000000
PA
USD
170421.20000000
0.123036821705
Long
DBT
NUSS
LK
N
2
2027-05-11
Fixed
6.20000000
N
N
N
N
N
N
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
USD/EUR FORWARD
000000000
1.00000000
NC
USD
108721.96000000
0.078492607774
N/A
DFE
CORP
US
N
2
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
-3382228.00000000
EUR
3692006.26000000
USD
2022-07-19
108721.96000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/BRL FORWARD
000000000
1.00000000
NC
USD
7348.03000000
0.005304963566
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-680479.00000000
BRL
144813.58000000
USD
2022-05-03
7348.03000000
N
N
N
ICD SUKUK CO LTD
6354009B91BDFKBMT283
ICD Sukuk Co Ltd
000000000
200000.00000000
PA
USD
203303.13000000
0.146776169619
Long
DBT
CORP
KY
N
2
2027-02-01
Fixed
5.00000000
N
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government Bond
401494AU3
200000.00000000
PA
USD
171492.88000000
0.123810528856
Long
DBT
NUSS
GT
Y
2
2041-10-07
Fixed
4.65000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
SGD/USD FORWARD
000000000
1.00000000
NC
USD
-1684.53000000
-0.00121615865
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-742248.30000000
SGD
535000.00000000
USD
2022-06-15
-1684.53000000
N
N
N
SINOPEC GRP OVERSEAS DEV
5493001IPW8ZGQ181Z16
Sinopec Group Overseas Development 2017 Ltd
000000000
200000.00000000
PA
USD
176533.27000000
0.127449474983
Long
DBT
CORP
VG
N
2
2047-09-13
Fixed
4.00000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/PHP FORWARD
000000000
1.00000000
NC
USD
1708.16000000
0.001233218504
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-9555162.00000000
PHP
183000.00000000
USD
2022-06-15
1708.16000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
CZK CALL VERSUS EUR PUT
000000000
955000.00000000
NC
23661.94000000
0.017082909244
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Put
Purchased
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
CZK CALL VERSUS EUR PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
CZK
N/A
EUR
2022-06-08
955000.00000000
USD
25.25000000
EUR
2022-06-08
XXXX
14047.83000000
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756CC2
200000.00000000
PA
USD
176578.81000000
0.127482352917
Long
DBT
NUSS
BR
N
2
2030-06-12
Fixed
3.87500000
N
N
N
N
N
N
VALE OVERSEAS LIMITED
254900BA3U6G5DNV5V04
Vale Overseas Ltd
91911TAQ6
90000.00000000
PA
USD
81222.10000000
0.058638884342
Long
DBT
CORP
KY
N
2
2030-07-08
Fixed
3.75000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638AU6
225000.00000000
PA
USD
258719.95000000
0.186784744854
Long
DBT
NUSS
PE
N
2
2037-03-14
Fixed
6.55000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
230000.00000000
PA
202174.54000000
0.145961375881
Long
DBT
NUSS
RO
N
2
2049-04-03
Fixed
4.62500000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD CALL VERSUS MXN PUT
000000000
346000.00000000
NC
USD
1962.72000000
0.001416999943
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Call
Purchased
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD CALL VERSUS MXN PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
MXN
2022-06-14
346000.00000000
USD
21.50000000
USD
2022-06-14
XXXX
-5783.46000000
N
N
N
EXPORT-IMPORT BK INDIA
335800OFZ8YEIVN1QI11
Export-Import Bank of India
30216KAF9
200000.00000000
PA
USD
162348.15000000
0.117208424690
Long
DBT
NUSS
IN
N
2
2031-01-13
Fixed
2.25000000
N
N
N
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
335000.00000000
PA
USD
159116.88000000
0.114875585871
Long
DBT
NUSS
SV
N
2
2025-01-30
Fixed
5.87500000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
BRL/USD FORWARD
000000000
1.00000000
NC
USD
-6826.15000000
-0.00492818851
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-194000.00000000
USD
926544.00000000
BRL
2022-05-03
-6826.15000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
EUR CALL VERSUS CZK PUT
000000000
-955000.00000000
NC
-339.61000000
-0.00024518390
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Call
Written
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
EUR CALL VERSUS CZK PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
EUR
N/A
CZK
2022-06-08
-955000.00000000
USD
27.25000000
EUR
2022-06-08
XXXX
8171.29000000
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
200000.00000000
PA
USD
85435.14000000
0.061680519134
Long
DBT
NUSS
LK
N
2
2024-06-28
Fixed
6.35000000
N
N
N
N
N
N
PETROLEOS DEL PERU SA
549300ZMGDLC9JT2OR80
Petroleos del Peru SA
000000000
480000.00000000
PA
USD
390266.09000000
0.281755434964
Long
DBT
CORP
PE
N
2
2032-06-19
Fixed
4.75000000
N
N
N
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
205000.00000000
PA
USD
13260.19000000
0.009573290370
Long
DBT
CORP
VE
N
2
2027-04-12
Fixed
5.37500000
Y
N
N
N
N
N
REPUBLIC OF IRAQ
N/A
Iraq International Bond
000000000
800000.00000000
PA
USD
800032.01000000
0.577588913663
Long
DBT
NUSS
IQ
N
2
2023-03-09
Fixed
6.75200000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
100000.00000000
PA
USD
102616.74000000
0.074084899903
Long
DBT
NUSS
DO
N
2
2025-01-27
Fixed
5.50000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
000000000
400000.00000000
PA
USD
388926.15000000
0.280788055560
Long
DBT
NUSS
SA
N
2
2047-10-04
Fixed
4.62500000
N
N
N
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
71568QAC1
250000.00000000
PA
USD
245202.07000000
0.177025413319
Long
DBT
CORP
ID
N
2
2027-05-15
Fixed
4.12500000
N
N
N
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
000000000
225000.00000000
PA
162997.56000000
0.117677270950
Long
DBT
NUSS
RS
N
2
2033-03-03
Fixed
1.65000000
N
N
N
N
N
N
MDGH GMTN RSC LTD
213800WRY6FRL9IXLT77
MDGH GMTN RSC Ltd
000000000
240000.00000000
PA
USD
219765.28000000
0.158661138241
Long
DBT
CORP
AE
N
2
2049-11-07
Fixed
3.70000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
290000.00000000
PA
USD
261323.45000000
0.188664360567
Long
DBT
NUSS
DO
N
2
2045-01-27
Fixed
6.85000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
270000.00000000
PA
USD
219418.40000000
0.158410705708
Long
DBT
NUSS
EC
N
2
2030-07-31
Variable
5.00000000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286CH8
200000.00000000
PA
USD
150601.83000000
0.108728083749
Long
DBT
NUSS
PH
N
2
2045-05-05
Fixed
2.95000000
N
N
N
N
N
N
ENERGEAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
000000000
265000.00000000
PA
USD
243556.72000000
0.175837540950
Long
DBT
CORP
IL
N
2
2028-03-30
Fixed
5.37500000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
200000.00000000
PA
USD
186907.53000000
0.134939247253
Long
DBT
NUSS
OM
N
2
2048-01-17
Fixed
6.75000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
THB/USD FORWARD
000000000
1.00000000
NC
USD
98077.66000000
0.070807878167
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-108644023.00000000
THB
3272595.21000000
USD
2022-06-15
98077.66000000
N
N
N
ICD FUNDING LTD
635400ND71SBRGJJVF09
ICD Funding Ltd
000000000
200000.00000000
PA
USD
202009.28000000
0.145842065225
Long
DBT
CORP
KY
N
2
2024-05-21
Fixed
4.62500000
N
N
N
N
N
N
CNAC HK FINBRIDGE CO LTD
549300US1UQ7R7WABI28
CNAC HK Finbridge Co Ltd
000000000
500000.00000000
PA
USD
469511.00000000
0.338966872641
Long
DBT
CORP
HK
N
2
2029-06-19
Fixed
3.87500000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NBD0
150000.00000000
PA
USD
142713.80000000
0.103033263265
Long
DBT
CORP
NL
N
2
2049-03-19
Fixed
6.90000000
N
N
N
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
000000000
100000.00000000
PA
USD
124702.86000000
0.090030134466
Long
DBT
NUSS
QA
N
2
2040-01-20
Fixed
6.40000000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
200000.00000000
PA
USD
167479.74000000
0.120913213319
Long
DBT
NUSS
NG
N
2
2049-01-21
Fixed
9.24800000
N
N
N
N
N
N
ENN CLEAN ENERGY
3003009YZ3S5V395NR77
ENN Clean Energy International Investment Ltd
268733AA0
200000.00000000
PA
USD
183874.67000000
0.132749651974
Long
DBT
CORP
VG
N
2
2026-05-12
Fixed
3.37500000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
000000000
400000.00000000
PA
USD
384051.24000000
0.277268578919
Long
DBT
CORP
MX
N
2
2029-11-19
Fixed
5.45000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299AW4
935000.00000000
PA
USD
1052205.06000000
0.759647076567
Long
DBT
NUSS
PA
N
2
2036-01-26
Fixed
6.70000000
N
N
N
N
N
N
PERTAMINA PERSERO PT
254900NDAKGNZ2IBBL45
Pertamina Persero PT
69370RAC1
200000.00000000
PA
USD
213577.10000000
0.154193536796
Long
DBT
CORP
ID
N
2
2048-11-07
Fixed
6.50000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
RUB CALL VERSUS USD PUT
000000000
-1178000.00000000
NC
USD
-38058.32000000
-0.02747648022
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Put
Written
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
RUB CALL VERSUS USD PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
RUB
N/A
USD
2022-06-09
-1178000.00000000
USD
71.00000000
USD
2022-06-09
XXXX
-26653.85000000
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PDZ8
320000.00000000
PA
USD
316154.20000000
0.228249818314
Long
DBT
NUSS
DO
Y
2
2028-07-19
Fixed
6.00000000
N
N
N
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
71568QAF4
200000.00000000
PA
USD
200020.63000000
0.144406344931
Long
DBT
CORP
ID
N
2
2048-05-21
Fixed
6.15000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
BRL/USD FORWARD
000000000
1.00000000
NC
USD
597.51000000
0.000431376679
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-175000.00000000
USD
877938.25000000
BRL
2022-06-02
597.51000000
N
N
N
PETRONAS CAPITAL LTD
549300G7YFX3540OYR85
Petronas Capital Ltd
716743AR0
800000.00000000
PA
USD
806198.20000000
0.582040639268
Long
DBT
CORP
MY
N
2
2050-04-21
Fixed
4.55000000
N
N
N
N
N
N
KINGDOM OF JORDAN
5493000JZ4MYPVMBVN50
Jordan Government International Bond
000000000
200000.00000000
PA
USD
172516.57000000
0.124549589278
Long
DBT
NUSS
JO
N
2
2047-10-10
Fixed
7.37500000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
140000.00000000
PA
117831.50000000
0.085069306264
Long
DBT
NUSS
CI
N
2
2048-03-22
Fixed
6.62500000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CQ1
620000.00000000
PA
USD
552413.55000000
0.398818970052
Long
DBT
NUSS
TR
N
2
2028-10-24
Fixed
6.12500000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
1111135.00000000
PA
USD
603722.11000000
0.435861557176
Long
DBT
NUSS
EC
Y
2
2040-07-31
Variable
0.50000000
N
N
N
N
N
N
OIL & GAS HOLDING
549300OBH16L6TS6IW50
Oil and Gas Holding Co BSCC/The
000000000
200000.00000000
PA
USD
219615.80000000
0.158553220071
Long
DBT
CORP
BH
N
2
2028-11-07
Fixed
8.37500000
N
N
N
N
N
N
DEVT BANK OF MONGOLIA
254900HRWK3OKXS9UW60
Development Bank of Mongolia LLC
000000000
200000.00000000
PA
USD
197126.90000000
0.142317195564
Long
DBT
NUSS
MN
N
2
2023-10-23
Fixed
7.25000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
MXN CALL VERSUS USD PUT
000000000
1809000.00000000
NC
USD
205.50000000
0.000148362215
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Put
Purchased
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
MXN CALL VERSUS USD PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
MXN
N/A
USD
2022-06-06
1809000.00000000
USD
18.50000000
USD
2022-06-06
XXXX
-39.15000000
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
410000.00000000
PA
134084.15000000
0.096803024841
Long
DBT
NUSS
UA
N
2
2030-01-27
Fixed
4.37500000
N
N
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
220000.00000000
PA
USD
26730.57000000
0.019298328935
Long
DBT
NUSS
LB
N
2
2020-03-09
Fixed
6.37500000
Y
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
200000.00000000
PA
USD
200798.96000000
0.144968265921
Long
DBT
NUSS
DO
N
2
2027-01-25
Fixed
5.95000000
N
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
250000.00000000
PA
USD
106004.72000000
0.076530876643
Long
DBT
NUSS
LK
N
2
2029-03-14
Fixed
7.85000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PHP/USD FORWARD
000000000
1.00000000
NC
USD
3493.19000000
0.002521933862
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-24693104.80000000
PHP
472000.00000000
USD
2022-06-15
3493.19000000
N
N
N
GAZPROM (GAZ CAPITAL SA)
213800568PRHV2JR9650
Gazprom PJSC Via Gaz Capital SA
000000000
465000.00000000
PA
USD
141825.00000000
0.102391587657
Long
DBT
CORP
LU
N
2
2034-04-28
Fixed
8.62500000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
MXN/USD FORWARD
000000000
1.00000000
NC
USD
-8806.55000000
-0.00635795266
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-8605578.29000000
MXN
409000.00000000
USD
2022-06-15
-8806.55000000
N
N
N
ISLAMIC REP OF PAKISTAN
529900LOP29R5WKHOD86
Pakistan Government International Bond
000000000
400000.00000000
PA
USD
358069.25000000
0.258510692745
Long
DBT
NUSS
PK
N
2
2024-04-15
Fixed
8.25000000
N
N
N
N
N
N
FONDO MIVIVIENDA SA
549300X41PNOK11PZ670
Fondo MIVIVIENDA SA
344593AF5
150000.00000000
PA
USD
148634.54000000
0.107307784461
Long
DBT
NUSS
PE
N
2
2027-04-12
Fixed
4.62500000
N
N
N
N
N
N
LUKOIL SECURITIES BV
724500IVNQ6LF8OFIO42
Lukoil Securities BV
000000000
400000.00000000
PA
USD
151500.00000000
0.109376524096
Long
DBT
CORP
NL
N
2
2030-05-06
Fixed
3.87500000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CZ1
200000.00000000
PA
USD
191541.79000000
0.138284984881
Long
DBT
NUSS
TR
N
2
2025-10-14
Fixed
6.37500000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
100000.00000000
PA
USD
39500.00000000
0.028517311563
Long
DBT
NUSS
UA
N
2
2023-09-01
Fixed
7.75000000
N
N
N
N
N
N
COSTA RICA GOVERNMENT
549300S1EK2VN6XVJP58
Costa Rica Government International Bond
000000000
500000.00000000
PA
USD
497705.94000000
0.359322414122
Long
DBT
NUSS
CR
N
2
2031-02-19
Fixed
6.12500000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
EUR CALL VERSUS CZK PUT
000000000
318500.00000000
NC
113.26000000
0.000081768878
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Call
Purchased
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
EUR CALL VERSUS CZK PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
EUR
N/A
CZK
2022-06-08
318500.00000000
USD
27.25000000
EUR
2022-06-08
XXXX
-1294.24000000
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
350000.00000000
PA
USD
151270.61000000
0.109210914322
Long
DBT
NUSS
LK
N
2
2025-11-03
Fixed
6.85000000
N
Y
N
N
N
N
RUSSIAN FEDERATION
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
000000000
800000.00000000
PA
USD
160000.00000000
0.115513160762
Long
DBT
NUSS
RU
N
2
2035-03-28
Fixed
5.10000000
N
N
N
N
N
N
REPUBLIC OF GABON
N/A
Gabon Government International Bond
000000000
200000.00000000
PA
USD
180366.72000000
0.130217062022
Long
DBT
NUSS
GA
N
2
2031-02-06
Fixed
6.62500000
N
N
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
250000.00000000
PA
USD
30240.16000000
0.021832102897
Long
DBT
NUSS
LB
N
2
2023-05-26
Fixed
6.40000000
Y
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/THB FORWARD
000000000
1.00000000
NC
USD
-4358.99000000
-0.00314700445
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-156000.00000000
USD
5189730.00000000
THB
2022-06-15
-4358.99000000
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
TWD/USD FORWARD
000000000
1.00000000
NC
USD
5595.65000000
0.004039820112
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-18376501.00000000
TWD
632000.00000000
USD
2022-06-15
5595.65000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD CALL VERSUS CNH PUT
000000000
-366000.00000000
NC
USD
-3301.00000000
-0.00238318089
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Call
Written
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD CALL VERSUS CNH PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
CNY
2022-09-02
-366000.00000000
USD
6.80000000
USD
2022-09-02
XXXX
-2481.89000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
TWD/USD FORWARD
000000000
1.00000000
NC
USD
1927.83000000
0.001391810854
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-9507138.00000000
TWD
326000.00000000
USD
2022-06-15
1927.83000000
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BR4
200000.00000000
PA
USD
175210.81000000
0.126494715392
Long
DBT
NUSS
PA
N
2
2033-01-19
Fixed
3.29800000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/CLP FORWARD
000000000
1.00000000
NC
USD
12369.65000000
0.008930358556
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-181254881.00000000
CLP
222877.20000000
USD
2022-06-15
12369.65000000
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/CNH FORWARD
000000000
1.00000000
NC
USD
-47709.80000000
-0.03444443623
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-1058000.00000000
USD
6724549.31000000
CNY
2022-05-23
-47709.80000000
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Paraguay Government International Bond
000000000
200000.00000000
PA
USD
196946.50000000
0.142186954475
Long
DBT
NUSS
PY
N
2
2031-04-28
Fixed
4.95000000
N
N
N
N
N
N
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
USD/EUR FORWARD
000000000
1.00000000
NC
USD
123668.70000000
0.089283515152
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
-3427143.00000000
EUR
3754537.97000000
USD
2022-07-19
123668.70000000
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
650000.00000000
PA
USD
219375.00000000
0.158379372764
Long
DBT
NUSS
UA
N
2
2024-09-01
Fixed
7.75000000
N
N
N
N
N
N
SUNAC CHINA HOLDINGS LTD
549300OLARYHDXP3WK18
Sunac China Holdings Ltd
000000000
200000.00000000
PA
USD
44587.81000000
0.032190492903
Long
DBT
CORP
KY
N
2
2025-01-10
Fixed
6.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PHP/USD FORWARD
000000000
1.00000000
NC
USD
-2739.07000000
-0.00197749145
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-27910795.00000000
PHP
526817.57000000
USD
2022-06-15
-2739.07000000
N
N
N
EMBRAER NETHERLANDS FINA
724500PBR8LR26XBSP67
Embraer Netherlands Finance BV
000000000
200000.00000000
PA
USD
200450.29000000
0.144716541085
Long
DBT
CORP
NL
N
2
2028-01-17
Fixed
6.95000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
200000.00000000
PA
USD
197146.64000000
0.142331447000
Long
DBT
NUSS
ID
N
2
2045-01-15
Fixed
5.12500000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HV5
597185.00000000
PA
USD
199943.04000000
0.144350328267
Long
DBT
NUSS
AR
N
2
2041-07-09
Variable
2.50000000
N
N
N
N
N
N
NEW METRO GLOBAL LTD
549300HJRNTCANEH0D47
New Metro Global Ltd
000000000
200000.00000000
PA
USD
132597.66000000
0.095729842601
Long
DBT
CORP
VG
N
2
2024-12-15
Fixed
4.80000000
N
N
N
N
N
N
INDONESIA ASAHAN ALUMINI
2549008P48EB9SN2OI80
Indonesia Asahan Aluminium Persero PT
000000000
220000.00000000
PA
USD
239489.34000000
0.172901066451
Long
DBT
CORP
ID
N
2
2028-11-15
Fixed
6.53000000
N
N
N
N
N
N
ISLAMIC REP OF PAKISTAN
529900LOP29R5WKHOD86
Pakistan Government International Bond
695847AT0
200000.00000000
PA
USD
154296.62000000
0.111395564194
Long
DBT
NUSS
PK
N
2
2031-04-08
Fixed
7.37500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/CZK FORWARD
000000000
1.00000000
NC
USD
-7439.06000000
-0.00537068333
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-206000.00000000
USD
4674716.80000000
CZK
2022-07-19
-7439.06000000
N
N
N
KINGDOM OF JORDAN
5493000JZ4MYPVMBVN50
Jordan Government International Bond
000000000
200000.00000000
PA
USD
176615.82000000
0.127509072555
Long
DBT
NUSS
JO
N
2
2030-07-07
Fixed
5.85000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
ZAR CALL VERSUS USD PUT
000000000
-1190000.00000000
NC
USD
-157.07000000
-0.00011339782
N/A
DFE
CORP
US
N
2
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Put
Written
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
ZAR CALL VERSUS USD PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
ZAR
N/A
USD
2022-05-10
-1190000.00000000
USD
14.75000000
USD
2022-05-10
XXXX
8886.93000000
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
100000.00000000
PA
91253.18000000
0.065880895321
Long
DBT
NUSS
ID
N
2
2031-10-30
Fixed
1.40000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/INR FORWARD
000000000
1.00000000
NC
USD
-104.99000000
-0.00007579829
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-49960669.00000000
INR
649000.00000000
USD
2022-06-15
-104.99000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/COP FORWARD
000000000
1.00000000
NC
USD
3886.30000000
0.002805742479
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-391807119.00000000
COP
102088.93000000
USD
2022-06-15
3886.30000000
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAR4
200000.00000000
PA
USD
170925.26000000
0.123400731479
Long
DBT
NUSS
NG
N
2
2028-09-28
Fixed
6.12500000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDB5
305000.00000000
PA
USD
292600.34000000
0.211244938209
Long
DBT
CORP
MX
N
2
2027-01-23
Fixed
6.49000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QAZ5
410000.00000000
PA
USD
304989.50000000
0.220189382152
Long
DBT
CORP
MX
N
2
2041-06-02
Fixed
6.50000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
INR/USD FORWARD
000000000
1.00000000
NC
USD
1030.76000000
0.000744164659
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-65574836.00000000
INR
853000.00000000
USD
2022-06-15
1030.76000000
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
INR/USD FORWARD
000000000
1.00000000
NC
USD
-7179.15000000
-0.00518303942
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-78906551.00000000
INR
1018000.00000000
USD
2022-06-15
-7179.15000000
N
N
N
ESKOM HOLDINGS SOC LTD
3789001900ED06F65111
Eskom Holdings SOC Ltd
000000000
600000.00000000
PA
USD
585931.95000000
0.423017822101
Long
DBT
CORP
ZA
N
2
2023-08-06
Fixed
6.75000000
N
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
85227SAW6
200000.00000000
PA
USD
84987.20000000
0.061357125602
Long
DBT
NUSS
LK
N
2
2028-04-18
Fixed
6.75000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
200000.00000000
PA
USD
177353.23000000
0.128041451054
Long
DBT
NUSS
EG
N
2
2027-01-31
Fixed
7.50000000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286BG1
100000.00000000
PA
USD
115861.60000000
0.083647122668
Long
DBT
NUSS
PH
N
2
2034-10-23
Fixed
6.37500000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
000000000
2050000.00000000
PA
USD
1959838.27000000
1.414919457192
Long
DBT
NUSS
SA
N
2
2046-10-26
Fixed
4.50000000
N
N
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
415000.00000000
PA
USD
49660.71000000
0.035852909861
Long
DBT
NUSS
LB
N
2
2031-11-20
Fixed
7.15000000
Y
N
N
N
N
N
ISLAMIC REP OF PAKISTAN
529900LOP29R5WKHOD86
Pakistan Government International Bond
000000000
600000.00000000
PA
USD
490512.52000000
0.354129072367
Long
DBT
NUSS
PK
N
2
2027-12-05
Fixed
6.87500000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
SGD/USD FORWARD
000000000
1.00000000
NC
USD
-7979.89000000
-0.00576113947
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-450000.00000000
USD
611325.00000000
SGD
2022-06-15
-7979.89000000
N
N
N
SASOL FINANCING USA LLC
549300XRB1PFMESFEL85
Sasol Financing USA LLC
80386WAB1
300000.00000000
PA
USD
296479.16000000
0.214045280448
Long
DBT
CORP
US
N
2
2028-09-27
Fixed
6.50000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HX1
254098.99865000
PA
USD
81803.32000000
0.059058500337
Long
DBT
NUSS
AR
N
2
2029-07-09
Fixed
1.00000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BM5
200000.00000000
PA
USD
169973.56000000
0.122713644760
Long
DBT
NUSS
PA
N
2
2056-04-01
Fixed
4.50000000
N
N
N
N
N
N
INTERCHILE SA
549300Y105FQQX6RCE16
Interchile SA
45846AAA8
200000.00000000
PA
USD
172150.93000000
0.124285612828
Long
DBT
CORP
CL
N
2
2056-06-30
Fixed
4.50000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
ZAR/USD FORWARD
000000000
1.00000000
NC
USD
23977.00000000
0.017310369097
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-8758214.00000000
ZAR
575630.23000000
USD
2022-06-15
23977.00000000
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CJ7
400000.00000000
PA
USD
352466.96000000
0.254466078836
Long
DBT
NUSS
TR
N
2
2026-04-14
Fixed
4.25000000
N
N
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
30000.00000000
PA
USD
3566.89000000
0.002575142112
Long
DBT
NUSS
LB
N
2
2027-03-23
Fixed
6.85000000
Y
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TAL3
400000.00000000
PA
USD
431542.04000000
0.311554906514
Long
DBT
NUSS
SA
N
2
2050-01-16
Fixed
5.25000000
N
N
N
N
N
N
ABU DHABI NATIONAL ENERG
213800UNJSVQFNUYYW03
Abu Dhabi National Energy Co PJSC
00388WAH4
200000.00000000
PA
USD
192628.51000000
0.139069550269
Long
DBT
CORP
AE
N
2
2049-10-03
Fixed
4.00000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HT0
101850.00000000
PA
USD
29014.95000000
0.020947553649
Long
DBT
NUSS
AR
N
2
2035-07-09
Variable
1.12500000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286BB2
420000.00000000
PA
USD
522447.83000000
0.377185001104
Long
DBT
NUSS
PH
N
2
2031-01-14
Fixed
7.75000000
N
N
N
N
N
N
REPUBLIC OF BELARUS
635400CVCOWYLHF4ZB08
Republic of Belarus International Bond
000000000
200000.00000000
PA
USD
24000.00000000
0.017326974114
Long
DBT
NUSS
BY
N
2
2026-02-24
Fixed
5.87500000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
37443GAC5
205000.00000000
PA
USD
118636.61000000
0.085650561270
Long
DBT
NUSS
GH
N
2
2051-03-26
Fixed
8.95000000
N
N
N
N
N
N
REPUBLIC OF MOZAMBIQUE
213800759WLKYIKPER73
Mozambique International Bond
000000000
600000.00000000
PA
USD
525000.00000000
0.379027558751
Long
DBT
NUSS
MZ
N
2
2031-09-15
Variable
5.00000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
CNH CALL VERSUS USD PUT
000000000
-366000.00000000
NC
USD
-150.49000000
-0.00010864734
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Put
Written
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
CNH CALL VERSUS USD PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
CNY
N/A
USD
2022-09-02
-366000.00000000
USD
6.25000000
USD
2022-09-02
XXXX
1384.20000000
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JW89
210000.00000000
PA
USD
152873.13000000
0.110367865262
Long
DBT
NUSS
EG
N
2
2049-03-01
Fixed
8.70020000
N
N
N
N
N
N
REPUBLIC OF CONGO
529900BXT90HR4QTB688
Congolese International Bond
000000000
269372.50000000
PA
USD
232656.17000000
0.167967809797
Long
SN
NUSS
CG
N
2
2029-06-30
Variable
6.00000000
N
N
N
N
N
N
REPUBLIC OF ZAMBIA
213800DMLAZ6LGMMD849
Zambia Government International Bond
000000000
400000.00000000
PA
USD
296468.22000000
0.214037382236
Long
DBT
NUSS
ZM
N
2
2027-07-30
Fixed
8.97000000
N
Y
N
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EUREX 5 YEAR EURO BOBL
000000000
-15.00000000
NC
81258.87000000
0.058665430710
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Short
BUNDESOBLIGATION
Bundesobligation
2022-06-08
-2191233.92000000
USD
81258.87000000
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638BM3
232000.00000000
PA
USD
253527.24000000
0.183035830198
Long
DBT
NUSS
PE
N
2
2050-11-18
Fixed
5.62500000
N
N
N
N
N
N
REPUBLIC OF GABON
N/A
Gabon Government International Bond
000000000
600000.00000000
PA
USD
595262.98000000
0.429754426903
Long
DBT
NUSS
GA
N
2
2025-06-16
Fixed
6.95000000
N
N
N
N
N
N
1MDB GLOBAL INVESTMENTS
N/A
1MDB Global Investments Ltd
000000000
2000000.00000000
PA
USD
1949022.26000000
1.407110760305
Long
DBT
NUSS
VG
N
2
2023-03-09
Fixed
4.40000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
BRL CALL VERSUS USD PUT
000000000
711000.00000000
NC
USD
52.03000000
0.000037563435
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Put
Purchased
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
BRL CALL VERSUS USD PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
BRL
N/A
USD
2022-06-21
711000.00000000
USD
4.00000000
USD
2022-06-21
XXXX
1.03000000
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
150000.00000000
PA
USD
148197.28000000
0.106992101432
Long
DBT
NUSS
DO
N
2
2028-07-19
Fixed
6.00000000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286CL9
200000.00000000
PA
USD
143612.39000000
0.103682006834
Long
DBT
NUSS
PH
N
2
2045-12-10
Fixed
2.65000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
200000.00000000
PA
USD
62000.00000000
0.044761349795
Long
DBT
NUSS
UA
N
2
2032-09-25
Fixed
7.37500000
N
N
N
N
N
N
ARABIAN CENTRES SUKUK
5493003T55GS691ILI42
Arabian Centres Sukuk Ltd
000000000
200000.00000000
PA
USD
194842.71000000
0.140668108022
Long
DBT
CORP
KY
N
2
2024-11-26
Fixed
5.37500000
N
N
N
N
N
N
POWER FINANCE CORP LTD
3358003Q6D9LIJJZ1614
Power Finance Corp Ltd
73928QAA6
200000.00000000
PA
USD
211791.24000000
0.152904222213
Long
DBT
CORP
IN
N
2
2028-12-06
Fixed
6.15000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DR0
110000.00000000
PA
USD
69919.57000000
0.050478940811
Long
DBT
NUSS
PE
N
2
2121-07-28
Fixed
3.23000000
N
N
N
N
N
N
HONDURAS GOVERNMENT
5493002DW1JNBNG17615
Honduras Government International Bond
000000000
390000.00000000
PA
USD
341731.22000000
0.246715333458
Long
DBT
NUSS
HN
N
2
2027-01-19
Fixed
6.25000000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
400000.00000000
PA
USD
334907.56000000
0.241788942617
Long
DBT
NUSS
NG
N
2
2032-02-16
Fixed
7.87500000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
INR/USD FORWARD
000000000
1.00000000
NC
USD
3357.45000000
0.002423935385
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-2326018.48000000
USD
179288684.00000000
INR
2022-06-15
3357.45000000
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EUREX 10 YEAR EURO BUND
000000000
-40.00000000
NC
529831.32000000
0.382515565275
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Short
BUNDESREPUB. DEUTSCHLAND
Bundesrepublik Deutschland Bundesanleihe
2022-06-08
-7367917.88000000
USD
529831.32000000
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
235000.00000000
PA
USD
96470.46000000
0.069647548467
Long
DBT
NUSS
SV
N
2
2027-01-18
Fixed
6.37500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PLN/USD FORWARD
000000000
1.00000000
NC
USD
3114.17000000
0.002248297624
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-492357.95000000
PLN
113000.00000000
USD
2022-07-19
3114.17000000
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
Bahrain Government International Bond
000000000
600000.00000000
PA
USD
607085.60000000
0.438289853183
Long
DBT
NUSS
BH
N
2
2029-09-20
Fixed
6.75000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
IDR/USD FORWARD
000000000
1.00000000
NC
USD
2054.03000000
0.001482921860
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-5114619488.00000000
IDR
352000.00000000
USD
2022-06-15
2054.03000000
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
320000.00000000
PA
USD
38962.07000000
0.028128949097
Long
DBT
NUSS
LB
N
2
2024-11-04
Fixed
6.25000000
Y
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
000000000
200000.00000000
PA
USD
127062.50000000
0.091733693683
Long
DBT
NUSS
GH
N
2
2029-04-07
Fixed
7.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
CLP CALL VERSUS USD PUT
000000000
724000.00000000
NC
USD
0.00000000
0.000000
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Put
Purchased
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
CLP CALL VERSUS USD PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
CLP
N/A
USD
2022-05-05
724000.00000000
USD
690.00000000
USD
2022-05-05
XXXX
-57.92000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
HUF/EUR FORWARD
000000000
1.00000000
NC
USD
-364.47000000
-0.00026313176
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-166000.00000000
EUR
63629626.00000000
HUF
2022-07-19
-364.47000000
N
N
N
POWER FINANCE CORP LTD
3358003Q6D9LIJJZ1614
Power Finance Corp Ltd
000000000
400000.00000000
PA
USD
377310.06000000
0.272401735112
Long
DBT
CORP
IN
N
2
2029-06-18
Fixed
4.50000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
682051AJ6
200000.00000000
PA
USD
186907.53000000
0.134939247253
Long
DBT
NUSS
OM
N
2
2048-01-17
Fixed
6.75000000
N
N
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
335000.00000000
PA
USD
40226.22000000
0.029041611360
Long
DBT
NUSS
LB
N
2
2029-05-25
Fixed
6.85000000
Y
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
100000.00000000
PA
32703.45000000
0.023610492983
Long
DBT
NUSS
UA
Y
2
2030-01-27
Fixed
4.37500000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
KRW/USD FORWARD
000000000
1.00000000
NC
USD
-3667.05000000
-0.00264745335
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-173000.00000000
USD
213883360.00000000
KRW
2022-06-15
-3667.05000000
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/JPY FORWARD
000000000
1.00000000
NC
USD
-10856.57000000
-0.00783797947
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-312384.92000000
USD
38992510.00000000
JPY
2022-07-19
-10856.57000000
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DL6
400000.00000000
PA
USD
364800.67000000
0.263370490249
Long
DBT
NUSS
CO
N
2
2027-04-25
Fixed
3.87500000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCP5
650000.00000000
PA
USD
595756.65000000
0.430110835541
Long
DBT
CORP
MX
N
2
2029-01-23
Fixed
6.50000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
MXN CALL VERSUS USD PUT
000000000
346000.00000000
NC
USD
22.62000000
0.000016330673
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Put
Purchased
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
MXN CALL VERSUS USD PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
MXN
N/A
USD
2022-06-14
346000.00000000
USD
18.00000000
USD
2022-06-14
XXXX
-6.24000000
N
N
N
REPUBLIC OF SENEGAL
549300NP14ZLQGWIUZ97
Senegal Government International Bond
000000000
300000.00000000
PA
297351.77000000
0.214675267568
Long
DBT
NUSS
SN
N
2
2028-03-13
Fixed
4.75000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205BB9
400000.00000000
PA
USD
316074.86000000
0.228192538225
Long
DBT
NUSS
ZA
N
2
2049-09-30
Fixed
5.75000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/COP FORWARD
000000000
1.00000000
NC
USD
8351.04000000
0.006029093912
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-904280000.00000000
COP
235000.00000000
USD
2022-06-15
8351.04000000
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
200000.00000000
PA
USD
170925.26000000
0.123400731479
Long
DBT
NUSS
NG
N
2
2028-09-28
Fixed
6.12500000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAU7
200000.00000000
PA
USD
186720.27000000
0.134804053538
Long
DBT
NUSS
NG
Y
2
2029-03-24
Fixed
8.37500000
N
N
N
N
N
N
MONG DUONG FIN HLDGS BV
549300995KGQFMWSV879
Mong Duong Finance Holdings BV
000000000
250000.00000000
PA
USD
223153.60000000
0.161107360446
Long
DBT
CORP
NL
N
2
2029-05-07
Fixed
5.12500000
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus NV
74365PAH1
350000.00000000
PA
USD
296022.00000000
0.213715230470
Long
DBT
CORP
NL
N
2
2032-01-19
Fixed
4.19300000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
IDR/USD FORWARD
000000000
1.00000000
NC
USD
11436.05000000
0.008256339263
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-8512305263.00000000
IDR
593854.14000000
USD
2022-06-15
11436.05000000
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
200000.00000000
PA
USD
170901.86000000
0.123383837679
Long
DBT
NUSS
NG
N
2
2030-02-23
Fixed
7.14300000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123DA5
200000.00000000
PA
USD
167736.78000000
0.121098785211
Long
DBT
NUSS
TR
N
2
2031-01-15
Fixed
5.95000000
N
N
N
N
N
N
THAIOIL TRSRY CENTER
549300NH03B9E8VGJR89
Thaioil Treasury Center Co Ltd
88322YAL5
200000.00000000
PA
USD
142489.77000000
0.102871523181
Long
DBT
CORP
TH
N
2
2050-06-18
Fixed
3.75000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
225000.00000000
PA
USD
204803.88000000
0.147859646970
Long
DBT
NUSS
OM
N
2
2047-03-08
Fixed
6.50000000
N
N
N
N
N
N
REPUBLIC OF ZAMBIA
213800DMLAZ6LGMMD849
Zambia Government International Bond
000000000
200000.00000000
PA
USD
143964.45000000
0.103936179105
Long
DBT
NUSS
ZM
N
2
2022-09-20
Fixed
5.37500000
N
N
N
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
277000.00000000
PA
USD
215509.88000000
0.155588921339
Long
DBT
NUSS
SV
N
2
2023-01-24
Fixed
7.75000000
N
N
N
N
N
N
REPUBLIC OF MOZAMBIQUE
213800759WLKYIKPER73
Mozambique International Bond
000000000
200000.00000000
PA
USD
175000.00000000
0.126342519583
Long
DBT
NUSS
MZ
N
2
2031-09-15
Variable
5.00000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD CALL VERSUS ZAR PUT
000000000
1193000.00000000
NC
USD
22071.48000000
0.015934665109
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Call
Purchased
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD CALL VERSUS ZAR PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
ZAR
2022-07-27
1193000.00000000
USD
16.50000000
USD
2022-07-27
XXXX
-2747.47000000
N
N
N
KAZMUNAYGAS NATIONAL CO
2138001H1M69RFJCSH88
KazMunayGas National Co JSC
000000000
400000.00000000
PA
USD
363359.50000000
0.262330027112
Long
DBT
CORP
KZ
N
2
2047-04-19
Fixed
5.75000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
660000.00000000
PA
USD
724713.52000000
0.523212183390
Long
DBT
NUSS
OM
N
2
2032-10-28
Fixed
7.37500000
N
N
N
N
N
N
TULLOW OIL PLC
2138003EYHWO75RKS857
Tullow Oil PLC
899415AG8
200000.00000000
PA
USD
197349.34000000
0.142477787736
Long
DBT
CORP
GB
N
2
2026-05-15
Fixed
10.25000000
N
N
N
N
N
N
GENM CAPITAL LABUAN
254900DWSHIWTSE0YG58
Genm Capital Labuan Ltd
000000000
200000.00000000
PA
USD
165482.01000000
0.119470937652
Long
DBT
CORP
MY
N
2
2031-04-19
Fixed
3.88200000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
150000.00000000
PA
USD
171739.59000000
0.123988642930
Long
DBT
NUSS
ID
N
2
2037-02-17
Fixed
6.62500000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
MXN CALL VERSUS USD PUT
000000000
-1809000.00000000
NC
USD
-40510.66000000
-0.02924696488
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Put
Written
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
MXN CALL VERSUS USD PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
MXN
N/A
USD
2022-06-06
-1809000.00000000
USD
20.70000000
USD
2022-06-06
XXXX
-18977.35000000
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
205000.00000000
PA
USD
36529.12000000
0.026372463194
Long
DBT
CORP
VE
N
2
2020-10-27
Fixed
8.50000000
Y
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
CNH/USD FORWARD
000000000
1.00000000
NC
USD
146882.11000000
0.106042604909
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-23199048.00000000
CNY
3632286.09000000
USD
2022-05-23
146882.11000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/COP FORWARD
000000000
1.00000000
NC
USD
593.13000000
0.000428214506
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-823518450.00000000
COP
207000.00000000
USD
2022-06-15
593.13000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/THB FORWARD
000000000
1.00000000
NC
USD
-9224.71000000
-0.00665984630
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-331000.00000000
USD
11012370.00000000
THB
2022-06-15
-9224.71000000
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
000000000
300000.00000000
PA
281198.00000000
0.203012936125
Long
DBT
NUSS
PH
N
2
2029-02-03
Fixed
0.70000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/CNH FORWARD
000000000
1.00000000
NC
USD
-386.03000000
-0.00027869715
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-359000.00000000
USD
2386955.10000000
CNY
2022-05-23
-386.03000000
N
N
N
KINGDOM OF JORDAN
5493000JZ4MYPVMBVN50
Jordan Government International Bond
000000000
200000.00000000
PA
USD
193300.61000000
0.139554777739
Long
DBT
NUSS
JO
N
2
2026-01-29
Fixed
6.12500000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AP9
400000.00000000
PA
USD
362839.04000000
0.261954277239
Long
DBT
NUSS
ZA
N
2
2041-03-08
Fixed
6.25000000
N
N
N
N
N
N
ISLAMIC REP OF PAKISTAN
529900LOP29R5WKHOD86
Pakistan Government International Bond
000000000
770000.00000000
PA
USD
654360.77000000
0.472420505135
Long
DBT
NUSS
PK
N
2
2025-09-30
Fixed
8.25000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
SGD/USD FORWARD
000000000
1.00000000
NC
USD
-11607.19000000
-0.00837989502
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-594000.00000000
USD
805464.00000000
SGD
2022-06-15
-11607.19000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
CLP CALL VERSUS USD PUT
000000000
-724000.00000000
NC
USD
-6.98000000
-0.00000503926
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Put
Written
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
CLP CALL VERSUS USD PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
CLP
N/A
USD
2022-05-05
-724000.00000000
USD
790.00000000
USD
2022-05-05
XXXX
9264.56000000
N
N
N
RUSSIAN FEDERATION
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
000000000
800000.00000000
PA
USD
244000.00000000
0.176157570162
Long
DBT
NUSS
RU
N
2
2042-04-04
Fixed
5.62500000
N
N
N
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
617726AL8
400000.00000000
PA
USD
316071.35000000
0.228190004155
Long
DBT
NUSS
MA
N
2
2032-12-15
Fixed
3.00000000
N
N
N
N
N
N
AEROPUERTO INTL TOCUMEN
254900FO1PHX49ZIGB14
Aeropuerto Internacional de Tocumen SA
000000000
200000.00000000
PA
USD
173000.00000000
0.124898605074
Long
DBT
CORP
PA
N
2
2041-08-11
Fixed
4.00000000
N
N
N
N
N
N
ADANI PORTS AND SPECIAL
335800QOAXP5TM7OYP69
Adani Ports & Special Economic Zone Ltd
00652MAJ1
200000.00000000
PA
USD
175302.19000000
0.126560687846
Long
DBT
CORP
IN
N
2
2041-08-02
Fixed
5.00000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCK6
842000.00000000
PA
USD
748151.18000000
0.540133172061
Long
DBT
CORP
MX
N
2
2028-02-12
Fixed
5.35000000
N
N
N
N
N
N
ESKOM HOLDINGS SOC LTD
3789001900ED06F65111
Eskom Holdings SOC Ltd
000000000
660000.00000000
PA
USD
636641.13000000
0.459627682485
Long
DBT
CORP
ZA
N
2
2028-08-10
Fixed
8.45000000
N
N
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
172000.00000000
PA
USD
20911.98000000
0.015097555672
Long
DBT
NUSS
LB
N
2
2024-04-22
Fixed
6.65000000
Y
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD CALL VERSUS MXN PUT
000000000
353000.00000000
NC
USD
1913.32000000
0.001381335254
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Call
Purchased
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD CALL VERSUS MXN PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
MXN
2022-05-06
353000.00000000
USD
20.50000000
USD
2022-05-06
XXXX
197.21000000
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
250000.00000000
PA
222858.19000000
0.160894087054
Long
DBT
NUSS
CI
N
2
2040-10-17
Fixed
6.87500000
N
N
N
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
45000.00000000
PA
USD
2875.65000000
0.002076096379
Long
DBT
CORP
VE
N
2
2024-05-16
Fixed
6.00000000
Y
N
N
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
000000000
200000.00000000
PA
USD
137233.06000000
0.099076403260
Long
DBT
NUSS
MA
N
2
2050-12-15
Fixed
4.00000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
917288BA9
100000.00000000
PA
USD
129121.22000000
0.093220001523
Long
DBT
NUSS
UY
N
2
2033-01-15
Fixed
7.87500000
N
N
N
N
N
N
SINOPEC GRP OVERSEA 2012
N/A
Sinopec Group Overseas Development 2012 Ltd
000000000
400000.00000000
PA
USD
402675.66000000
0.290714614054
Long
DBT
CORP
VG
N
2
2042-05-17
Fixed
4.87500000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299AK0
165000.00000000
PA
USD
209981.28000000
0.151597508460
Long
DBT
NUSS
PA
N
2
2029-04-01
Fixed
9.37500000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/KRW FORWARD
000000000
1.00000000
NC
USD
39799.85000000
0.028733790446
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-1794842281.00000000
KRW
1460789.04000000
USD
2022-06-15
39799.85000000
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAH6
200000.00000000
PA
USD
150298.84000000
0.108509337920
Long
DBT
NUSS
NG
N
2
2038-02-23
Fixed
7.69600000
N
N
N
N
N
N
GMR HYDERABAD INTERNATIO
335800NSPGIN89SVOU83
GMR Hyderabad International Airport Ltd
000000000
200000.00000000
PA
USD
181343.45000000
0.130922219331
Long
DBT
CORP
IN
N
2
2027-10-27
Fixed
4.25000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91086QAS7
203000.00000000
PA
USD
232675.72000000
0.167981924061
Long
DBT
NUSS
MX
N
2
2034-09-27
Fixed
6.75000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDE9
280000.00000000
PA
USD
235952.04000000
0.170347287054
Long
DBT
CORP
MX
N
2
2031-01-28
Fixed
5.95000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HU7
1620355.73794000
PA
USD
582359.16000000
0.420438420440
Long
DBT
NUSS
AR
N
2
2038-01-09
Variable
2.00000000
N
N
N
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
71568PAE9
420000.00000000
PA
USD
434008.97000000
0.313335924524
Long
DBT
CORP
ID
N
2
2028-05-21
Fixed
5.45000000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
300000.00000000
PA
USD
298146.43000000
0.215248978120
Long
DBT
NUSS
NG
N
2
2025-11-21
Fixed
7.62500000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
000000000
905000.00000000
PA
USD
963739.34000000
0.695778608215
Long
DBT
NUSS
AO
N
2
2025-11-12
Fixed
9.50000000
N
N
N
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile
000000000
600000.00000000
PA
USD
568531.78000000
0.410455643135
Long
DBT
CORP
CL
N
2
2044-11-04
Fixed
4.87500000
N
N
N
N
N
N
RUSSIAN FEDERATION
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
000000000
300000.00000000
PA
63297.00000000
0.045697728354
Long
DBT
NUSS
RU
N
2
2032-11-20
Fixed
1.85000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BH6
400000.00000000
PA
USD
344837.94000000
0.248958252501
Long
DBT
NUSS
PA
N
2
2050-04-16
Fixed
4.50000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT US LONG BOND
000000000
-25.00000000
NC
USD
300153.92000000
0.216698300090
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2022-06-21
-3817341.42000000
USD
300153.92000000
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
000000000
200000.00000000
PA
USD
179658.71000000
0.129705909066
Long
DBT
NUSS
AO
N
2
2048-05-08
Fixed
9.37500000
N
N
N
N
N
N
FERMACA ENTERPRISES S RL
549300HYMZDEHWD3X752
Fermaca Enterprises S de RL de CV
000000000
216607.82000000
PA
USD
208188.57000000
0.150303248470
Long
DBT
CORP
MX
N
2
2038-03-30
Fixed
6.37500000
N
N
N
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EURO-SCHATZ
000000000
-6.00000000
NC
9875.04000000
0.007129356769
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Short
BUNDESSCHATZANWEISUNGEN
Bundesschatzanweisungen
2022-06-08
-739464.52000000
USD
9875.04000000
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT)
000000000
35.00000000
NC
USD
-106142.54000000
-0.07663037679
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
2022-06-30
7484580.03000000
USD
-106142.54000000
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BL7
200000.00000000
PA
USD
149562.50000000
0.107977731915
Long
DBT
NUSS
PA
N
2
2060-07-23
Fixed
3.87000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/INR FORWARD
000000000
1.00000000
NC
USD
4.29000000
0.000003097196
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-46334736.00000000
INR
602000.00000000
USD
2022-06-15
4.29000000
N
N
N
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
PHP/USD FORWARD
000000000
1.00000000
NC
USD
3211.26000000
0.002318392453
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
-1601000.00000000
USD
84551507.00000000
PHP
2022-06-15
3211.26000000
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
000000000
715000.00000000
PA
616868.84000000
0.445352934276
Long
DBT
NUSS
HU
N
2
2035-06-05
Fixed
1.75000000
N
N
N
N
N
N
PROVINCIA DE BUENOS AIRE
549300L6AYROPOTQ4L07
Provincia de Buenos Aires/Government Bonds
000000000
477709.00431100
PA
USD
199424.21000000
0.143975755185
Long
DBT
NUSS
AR
Y
2
2037-09-01
Variable
3.90000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
440000.00000000
PA
377378.90000000
0.272451434650
Long
DBT
NUSS
ID
N
2
2033-03-12
Fixed
1.10000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
520000.00000000
PA
USD
170300.00000000
0.122949320486
Long
DBT
NUSS
UA
N
2
2027-09-01
Fixed
7.75000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DP7
1000000.00000000
PA
USD
906906.20000000
0.654747510481
Long
DBT
NUSS
CO
N
2
2029-03-15
Fixed
4.50000000
N
N
N
N
N
N
KAZMUNAYGAS NATIONAL CO
2138001H1M69RFJCSH88
KazMunayGas National Co JSC
000000000
400000.00000000
PA
USD
385007.03000000
0.277958618443
Long
DBT
CORP
KZ
N
2
2048-10-24
Fixed
6.37500000
N
N
N
N
N
N
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
USD/KRW FORWARD
000000000
1.00000000
NC
USD
1074.39000000
0.000775663654
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
-839863254.00000000
KRW
666000.00000000
USD
2022-06-15
1074.39000000
N
N
N
RUSSIAN FEDERATION
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
000000000
110000.00000000
PA
USD
35200.00000000
0.025412895367
Long
DBT
NUSS
RU
N
2
2028-06-24
Fixed
12.75000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TWD/USD FORWARD
000000000
1.00000000
NC
USD
101146.08000000
0.073023146247
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-75704716.00000000
TWD
2681711.51000000
USD
2022-06-15
101146.08000000
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
000000000
200000.00000000
PA
USD
214089.31000000
0.154563330522
Long
DBT
NUSS
QA
N
2
2049-03-14
Fixed
4.81700000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
230000.00000000
PA
USD
219566.65000000
0.158517735871
Long
DBT
NUSS
ID
N
2
2047-07-18
Fixed
4.75000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDC3
618000.00000000
PA
USD
565676.13000000
0.408393985900
Long
DBT
CORP
MX
N
2
2030-01-23
Fixed
6.84000000
N
N
N
N
N
N
CT TRUST
213800MJB7WO427HQD34
CT Trust
12659BAA2
200000.00000000
PA
USD
185348.35000000
0.133813585941
Long
DBT
CORP
GT
N
2
2032-02-03
Fixed
5.12500000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
CZK CALL VERSUS EUR PUT
000000000
-318000.00000000
NC
-7879.05000000
-0.00568833730
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Put
Written
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
CZK CALL VERSUS EUR PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
CZK
N/A
EUR
2022-06-08
-318000.00000000
USD
25.25000000
EUR
2022-06-08
XXXX
-1844.37000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MXN CALL VERSUS USD PUT
000000000
-789000.00000000
NC
USD
-8803.52000000
-0.00635576513
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Put
Written
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MXN CALL VERSUS USD PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
MXN
N/A
USD
2022-05-05
-789000.00000000
USD
20.50000000
USD
2022-05-05
XXXX
-1349.84000000
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
100000.00000000
PA
USD
120055.68000000
0.086675069151
Long
DBT
NUSS
ID
N
2
2044-01-15
Fixed
6.75000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
IDR/USD FORWARD
000000000
1.00000000
NC
USD
1936.12000000
0.001397795880
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-2544022800.00000000
IDR
176000.00000000
USD
2022-06-15
1936.12000000
N
N
N
REPUBLIC OF BELARUS
635400CVCOWYLHF4ZB08
Republic of Belarus International Bond
000000000
200000.00000000
PA
USD
28000.00000000
0.020214803133
Long
DBT
NUSS
BY
N
2
2023-02-28
Fixed
6.87500000
N
N
N
N
N
N
AEROPUERTO INTL TOCUMEN
254900FO1PHX49ZIGB14
Aeropuerto Internacional de Tocumen SA
00787CAE2
200000.00000000
PA
USD
171561.34000000
0.123859954050
Long
DBT
CORP
PA
N
2
2061-08-11
Fixed
5.12500000
N
N
N
N
N
N
PNG GOVT INTL BOND
N/A
Papua New Guinea Government International Bond
69888UAB1
200000.00000000
PA
USD
170269.06000000
0.122926983129
Long
DBT
NUSS
PG
N
2
2028-10-04
Fixed
8.37500000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
KRW/USD FORWARD
000000000
1.00000000
NC
USD
-441.76000000
-0.00031893183
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-385801515.00000000
KRW
305000.00000000
USD
2022-06-15
-441.76000000
N
N
N
GOVERNMENT OF JAMAICA
529900Y93KNSXZI8KK56
Jamaica Government International Bond
470160BQ4
225000.00000000
PA
USD
240110.53000000
0.173349539078
Long
DBT
NUSS
JM
N
2
2025-07-09
Fixed
7.62500000
N
N
N
N
N
N
SAUDI ARABIAN OIL CO
5586006WD91QHB7J4X50
Saudi Arabian Oil Co
000000000
260000.00000000
PA
USD
226510.22000000
0.163530696607
Long
DBT
CORP
SA
N
2
2030-11-24
Fixed
2.25000000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
1100000.00000000
PA
USD
997797.94000000
0.720367461572
Long
DBT
NUSS
NG
N
2
2031-01-21
Fixed
8.74700000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAK6
530000.00000000
PA
USD
518926.29000000
0.374642599753
Long
DBT
NUSS
MX
N
2
2032-04-27
Fixed
4.75000000
N
N
N
N
N
N
MEGLOBAL CANADA ULC
635400MHHHT7LMKMQL03
MEGlobal Canada ULC
58518N2A9
400000.00000000
PA
USD
432574.25000000
0.312300118011
Long
DBT
CORP
CA
N
2
2030-05-18
Fixed
5.87500000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AX2
200000.00000000
PA
USD
157743.67000000
0.113884186949
Long
DBT
NUSS
ZA
N
2
2047-09-27
Fixed
5.65000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
CZK CALL VERSUS EUR PUT
000000000
-318500.00000000
NC
-7891.44000000
-0.00569728235
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Put
Written
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
CZK CALL VERSUS EUR PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
CZK
N/A
EUR
2022-06-08
-318500.00000000
USD
25.25000000
EUR
2022-06-08
XXXX
-1130.67000000
N
N
N
ALFA DESARROLLO SPA
2549006BJAN34R520038
Alfa Desarrollo SpA
01538TAA3
199460.84000000
PA
USD
156558.60000000
0.113028617065
Long
DBT
CORP
CL
N
2
2051-09-27
Fixed
4.55000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
USD CALL VERSUS ZAR PUT
000000000
1190000.00000000
NC
USD
7801.04000000
0.005632017422
N/A
DFE
CORP
US
N
2
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Call
Purchased
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
USD CALL VERSUS ZAR PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
ZAR
2022-05-10
1190000.00000000
USD
16.00000000
USD
2022-05-10
XXXX
-30469.36000000
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government Bond
000000000
400000.00000000
PA
USD
383668.58000000
0.276992314756
Long
DBT
NUSS
GT
N
2
2050-06-01
Fixed
6.12500000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
590000.00000000
PA
USD
788060.72000000
0.568946153999
Long
DBT
NUSS
ID
N
2
2035-10-12
Fixed
8.50000000
N
N
N
N
N
N
SOUTHERN GAS CORRIDOR
213800DG58KG59XY6318
Southern Gas Corridor CJSC
000000000
450000.00000000
PA
USD
478880.53000000
0.345731272799
Long
DBT
CORP
AZ
N
2
2026-03-24
Fixed
6.87500000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
400000.00000000
PA
USD
354961.90000000
0.256267318870
Long
DBT
NUSS
NG
N
2
2027-11-28
Fixed
6.50000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
000000000
100000.00000000
PA
120464.98000000
0.086970566256
Long
DBT
CORP
NL
N
2
2029-10-01
Fixed
5.37500000
N
N
N
N
N
N
ABU DHABI GOVT INT'L
213800FER4348CINTA77
Abu Dhabi Government International Bond
000000000
200000.00000000
PA
USD
163837.89000000
0.118283953290
Long
DBT
NUSS
AE
N
2
2049-09-30
Fixed
3.12500000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CX6
200000.00000000
PA
USD
183996.59000000
0.132837673002
Long
DBT
NUSS
TR
N
2
2025-03-13
Fixed
4.25000000
N
N
N
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
ZAR/USD FORWARD
000000000
1.00000000
NC
USD
-6191.89000000
-0.00447027990
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-488000.00000000
USD
7649331.68000000
ZAR
2022-06-15
-6191.89000000
N
N
N
GRUPO AVAL LTD
549300J4FW1ELLQ80113
Grupo Aval Ltd
40053FAC2
200000.00000000
PA
USD
169492.35000000
0.122366231709
Long
DBT
CORP
KY
N
2
2030-02-04
Fixed
4.37500000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD CALL VERSUS CNH PUT
000000000
194500.00000000
NC
USD
34.44000000
0.000024864207
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Call
Purchased
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD CALL VERSUS CNH PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
CNY
N/A
USD
2022-08-08
194500.00000000
USD
8.00000000
USD
2022-08-08
XXXX
-58.46000000
N
N
N
DIG INTL FIN/DIG INTL HL
N/A
Digicel International Finance Ltd/Digicel international Holdings Ltd
25381XAA1
96866.67500000
PA
USD
95424.47000000
0.068892388398
Long
DBT
CORP
N/A
N
2
2024-05-25
Fixed
8.75000000
N
N
N
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
000000000
200000.00000000
PA
189561.70000000
0.136855444540
Long
DBT
NUSS
RS
N
2
2027-05-15
Fixed
3.12500000
N
N
N
N
N
N
JSM GLOBAL SARL
222100JFIJNVE1XMFY68
JSM Global Sarl
46592BAA0
400000.00000000
PA
USD
337841.42000000
0.243907064129
Long
DBT
CORP
LU
N
2
2030-10-20
Fixed
4.75000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
200000.00000000
PA
154351.55000000
0.111435221306
Long
DBT
NUSS
EG
N
2
2030-04-16
Fixed
5.62500000
N
N
N
N
N
N
CNAC HK FINBRIDGE CO LTD
549300US1UQ7R7WABI28
CNAC HK Finbridge Co Ltd
000000000
500000.00000000
PA
USD
433784.21000000
0.313173657411
Long
DBT
CORP
HK
N
2
2030-09-22
Fixed
3.00000000
N
N
N
N
N
N
INSTITUTO COSTARRICENSE
5493009VA6AFUB2Q0289
Instituto Costarricense de Electricidad
45777VAE7
200000.00000000
PA
USD
198579.80000000
0.143366127259
Long
DBT
CORP
CR
Y
2
2031-10-07
Fixed
6.75000000
N
N
N
N
N
N
AZURE POWER SOLAR ENERGY
549300N77HEXIINE3X94
Azure Power Solar Energy Pvt Ltd
05502TAA6
200000.00000000
PA
USD
200418.99000000
0.144693943823
Long
DBT
CORP
MU
N
2
2024-12-24
Fixed
5.65000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
400000.00000000
PA
USD
400605.22000000
0.289219844875
Long
DBT
NUSS
OM
N
2
2027-03-08
Fixed
5.37500000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
KRW/USD FORWARD
000000000
1.00000000
NC
USD
-22052.12000000
-0.01592068801
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-662000.00000000
USD
808314041.00000000
KRW
2022-06-15
-22052.12000000
N
N
N
RUSSIAN FEDERATION
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
000000000
300000.00000000
PA
63297.00000000
0.045697728354
Long
DBT
NUSS
RU
N
2
2036-05-27
Fixed
2.65000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
CZK CALL VERSUS EUR PUT
000000000
-318500.00000000
NC
-7891.44000000
-0.00569728235
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Put
Written
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
CZK CALL VERSUS EUR PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
CZK
N/A
EUR
2022-06-08
-318500.00000000
USD
25.25000000
EUR
2022-06-08
XXXX
-1594.69000000
N
N
N
COSTA RICA GOVERNMENT
549300S1EK2VN6XVJP58
Costa Rica Government International Bond
000000000
800000.00000000
PA
USD
803078.88000000
0.579788623564
Long
DBT
NUSS
CR
N
2
2025-04-30
Fixed
4.37500000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286CA3
600000.00000000
PA
USD
521090.78000000
0.376205269012
Long
DBT
NUSS
PH
N
2
2041-03-01
Fixed
3.70000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/BRL FORWARD
000000000
1.00000000
NC
USD
4180.05000000
0.003017817422
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-989173.00000000
BRL
204005.77000000
USD
2022-05-03
4180.05000000
N
N
N
Dreyfus Government Cash Management
5493000Q69I5Q3QZIA91
Dreyfus Government Cash Management
262006208
10394708.98000000
NS
USD
10394708.98000000
7.504535559281
Long
STIV
RF
US
N
1
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
000000000
400000.00000000
PA
USD
280103.00000000
0.202222392931
Long
DBT
NUSS
GH
N
2
2027-03-26
Fixed
7.87500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MXN/USD FORWARD
000000000
1.00000000
NC
USD
14598.98000000
0.010539839523
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-605679.85000000
USD
12775908.00000000
MXN
2022-06-15
14598.98000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
SGD/USD FORWARD
000000000
1.00000000
NC
USD
29511.53000000
0.021306063182
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-2493878.00000000
SGD
1832716.40000000
USD
2022-06-15
29511.53000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
EUR CALL VERSUS CZK PUT
000000000
318500.00000000
NC
113.26000000
0.000081768878
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Call
Purchased
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
EUR CALL VERSUS CZK PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
EUR
N/A
CZK
2022-06-08
318500.00000000
USD
27.25000000
EUR
2022-06-08
XXXX
-1026.63000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
SGD/USD FORWARD
000000000
1.00000000
NC
USD
-12269.37000000
-0.00885796068
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-639000.00000000
USD
866784.33000000
SGD
2022-06-15
-12269.37000000
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
200000.00000000
PA
USD
150298.84000000
0.108509337920
Long
DBT
NUSS
NG
N
2
2038-02-23
Fixed
7.69600000
N
N
N
N
N
N
TML HOLDINGS PTE LTD
254900EBGMM47QH02V57
TML Holdings Pte Ltd
000000000
200000.00000000
PA
USD
198818.45000000
0.143538422358
Long
DBT
CORP
SG
N
2
2024-06-03
Fixed
5.50000000
N
N
N
N
N
N
ABU DHABI GOVT INT'L
213800FER4348CINTA77
Abu Dhabi Government International Bond
29135LAJ9
200000.00000000
PA
USD
188443.60000000
0.136048224134
Long
DBT
NUSS
AE
N
2
2050-04-16
Fixed
3.87500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD CALL VERSUS CLP PUT
000000000
-724000.00000000
NC
USD
-9171.15000000
-0.00662117827
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Call
Written
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD CALL VERSUS CLP PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
CLP
2022-05-26
-724000.00000000
USD
870.00000000
USD
2022-05-26
XXXX
1052.45000000
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
000000000
400000.00000000
PA
USD
374965.76000000
0.270709250720
Long
DBT
NUSS
AO
N
2
2029-11-26
Fixed
8.00000000
N
N
N
N
N
N
KAZMUNAYGAS NATIONAL CO
2138001H1M69RFJCSH88
KazMunayGas National Co JSC
000000000
400000.00000000
PA
USD
388586.54000000
0.280542871657
Long
DBT
CORP
KZ
N
2
2030-04-24
Fixed
5.37500000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
USD/ILS FORWARD
000000000
1.00000000
NC
USD
12754.75000000
0.009208384295
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-1619417.71000000
ILS
499000.00000000
USD
2022-06-15
12754.75000000
N
N
N
MONGOLIA INTL BOND
N/A
Mongolia Government International Bond
000000000
400000.00000000
PA
USD
410424.72000000
0.296309104138
Long
DBT
NUSS
MN
N
2
2024-03-09
Fixed
8.75000000
N
N
N
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
Bahrain Government International Bond
000000000
200000.00000000
PA
USD
185325.87000000
0.133797356342
Long
DBT
NUSS
BH
N
2
2047-09-20
Fixed
7.50000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCB6
355000.00000000
PA
USD
353870.81000000
0.255479598529
Long
DBT
CORP
MX
N
2
2026-08-04
Fixed
6.87500000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/ILS FORWARD
000000000
1.00000000
NC
USD
5611.22000000
0.004051060987
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-1306833.00000000
ILS
398000.00000000
USD
2022-06-15
5611.22000000
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
000000000
400000.00000000
PA
USD
394874.04000000
0.285082177896
Long
DBT
NUSS
GH
N
2
2030-10-14
Fixed
10.75000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
USD/CZK FORWARD
000000000
1.00000000
NC
USD
2741.93000000
0.001979556255
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-1910248.00000000
CZK
83880.67000000
USD
2022-07-19
2741.93000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/BRL FORWARD
000000000
1.00000000
NC
USD
-7357.65000000
-0.00531190879
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-143461.09000000
USD
680479.00000000
BRL
2022-06-02
-7357.65000000
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
000000000
100000.00000000
PA
81740.16000000
0.059012901517
Long
DBT
NUSS
MA
N
2
2031-11-27
Fixed
1.50000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
USD/ZAR FORWARD
000000000
1.00000000
NC
USD
-17454.06000000
-0.01260108524
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-399000.00000000
USD
6057539.04000000
ZAR
2022-06-15
-17454.06000000
N
N
N
TURK IHRACAT KR BK
789000JVRVYLAXGDWR11
Turkiye Ihracat Kredi Bankasi AS
000000000
200000.00000000
PA
USD
203980.81000000
0.147265425612
Long
DBT
NUSS
TR
N
2
2024-01-24
Fixed
8.25000000
N
N
N
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
425000.00000000
PA
USD
176641.39000000
0.127527533002
Long
DBT
NUSS
SV
N
2
2032-04-10
Fixed
8.25000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
630000.00000000
PA
USD
618445.99000000
0.446491569160
Long
DBT
NUSS
OM
N
2
2026-06-15
Fixed
4.75000000
N
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
200000.00000000
PA
USD
86514.52000000
0.062459785356
Long
DBT
NUSS
LK
N
2
2023-04-18
Fixed
5.75000000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286BZ9
700000.00000000
PA
USD
628718.49000000
0.453907875060
Long
DBT
NUSS
PH
N
2
2040-01-20
Fixed
3.95000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
KRW/USD FORWARD
000000000
1.00000000
NC
USD
4459.26000000
0.003219395107
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-420030060.00000000
KRW
337000.00000000
USD
2022-06-15
4459.26000000
N
N
N
SUZANO AUSTRIA GMBH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAJ1
150000.00000000
PA
USD
130531.93000000
0.094238473841
Long
DBT
CORP
AT
N
2
2031-01-15
Fixed
3.75000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/ZAR FORWARD
000000000
1.00000000
NC
USD
713.85000000
0.000515369186
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-352000.00000000
USD
5599792.00000000
ZAR
2022-06-15
713.85000000
N
N
N
Credit Suisse AG
ANGGYXNX0JLX3X63JN86
SGD/USD FORWARD
000000000
1.00000000
NC
USD
5619.22000000
0.004056836645
N/A
DFE
CORP
US
N
2
Credit Suisse AG
ANGGYXNX0JLX3X63JN86
-516395.08000000
SGD
379000.00000000
USD
2022-06-15
5619.22000000
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325BB0
200000.00000000
PA
USD
263794.45000000
0.190448316944
Long
DBT
NUSS
CO
N
2
2033-01-28
Fixed
10.37500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD CALL VERSUS CLP PUT
000000000
724000.00000000
NC
USD
16092.47000000
0.011618075463
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Call
Purchased
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD CALL VERSUS CLP PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
CLP
2022-05-26
724000.00000000
USD
850.00000000
USD
2022-05-26
XXXX
-1256.02000000
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756BR0
405000.00000000
PA
USD
361448.01000000
0.260950013039
Long
DBT
NUSS
BR
N
2
2041-01-07
Fixed
5.62500000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
1400000.00000000
PA
USD
1354285.86000000
0.977736501652
Long
DBT
NUSS
DO
N
2
2044-04-30
Fixed
7.45000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
600000.00000000
PA
USD
635430.69000000
0.458753796545
Long
DBT
NUSS
OM
N
2
2027-10-28
Fixed
6.75000000
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
USD/BRL FORWARD
000000000
1.00000000
NC
USD
6124.22000000
0.004421425058
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-692410.11000000
BRL
146000.00000000
USD
2022-05-03
6124.22000000
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd
36321PAE0
589566.00000000
PA
USD
494493.04000000
0.357002837658
Long
DBT
CORP
JE
N
2
2040-09-30
Fixed
2.94000000
N
N
N
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
150000.00000000
PA
USD
57035.76000000
0.041177380713
Long
DBT
NUSS
SV
N
2
2041-02-01
Fixed
7.62500000
N
N
N
N
N
N
VEON HOLDINGS BV
5493000XDKGUH5NQGE22
VEON Holdings BV
91823N2A0
200000.00000000
PA
USD
125000.00000000
0.090244656845
Long
DBT
CORP
NL
N
2
2027-11-25
Fixed
3.37500000
N
N
N
N
N
N
GOHL CAPITAL LTD
254900TF7OK6KSDZA888
Gohl Capital Ltd
000000000
250000.00000000
PA
USD
231505.73000000
0.167137241293
Long
DBT
CORP
IM
N
2
2027-01-24
Fixed
4.25000000
N
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government Bond
000000000
400000.00000000
PA
USD
398524.01000000
0.287717300217
Long
DBT
NUSS
GT
N
2
2028-02-13
Fixed
4.87500000
N
N
N
N
N
N
PERIAMA HOLDINGS LLC/DE
254900NINXO00BLT2Z47
Periama Holdings LLC/DE
000000000
200000.00000000
PA
USD
196760.49000000
0.142052663206
Long
DBT
CORP
US
N
2
2026-04-19
Fixed
5.95000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
CNH CALL VERSUS USD PUT
000000000
366000.00000000
NC
USD
4.88000000
0.000003523151
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Put
Purchased
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
CNH CALL VERSUS USD PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
CNY
N/A
USD
2022-09-02
366000.00000000
USD
5.75000000
USD
2022-09-02
XXXX
-1.69000000
N
N
N
FIN DEPT GOVT SHARJAH
254900ZNL8O3F1CLJO24
Finance Department Government of Sharjah
38381CAB8
200000.00000000
PA
USD
148487.15000000
0.107201375181
Long
DBT
NUSS
AE
N
2
2050-07-28
Fixed
4.00000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
400000.00000000
PA
USD
400656.74000000
0.289257040113
Long
DBT
NUSS
OM
N
2
2028-01-17
Fixed
5.62500000
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
PEN/USD FORWARD
000000000
1.00000000
NC
USD
-2777.63000000
-0.00200533012
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-152652.44000000
USD
578568.00000000
PEN
2022-06-15
-2777.63000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
BRL CALL VERSUS USD PUT
000000000
-711000.00000000
NC
USD
-13649.56000000
-0.00985439886
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Put
Written
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
BRL CALL VERSUS USD PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
BRL
N/A
USD
2022-06-21
-711000.00000000
USD
4.90000000
USD
2022-06-21
XXXX
-390.09000000
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEE4
225000.00000000
PA
USD
170577.32000000
0.123149533672
Long
DBT
NUSS
DO
Y
2
2060-01-30
Fixed
5.87500000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780AX4
110000.00000000
PA
USD
125942.36000000
0.090925000484
Long
DBT
NUSS
ID
N
2
2037-02-17
Fixed
6.62500000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
RUB CALL VERSUS USD PUT
000000000
1178000.00000000
NC
USD
2797.03000000
0.002019336100
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Put
Purchased
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
RUB CALL VERSUS USD PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
RUB
N/A
USD
2022-06-09
1178000.00000000
USD
58.00000000
USD
2022-06-09
XXXX
2774.10000000
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
490000.00000000
PA
USD
615287.87000000
0.444211541515
Long
DBT
NUSS
ID
N
2
2038-01-17
Fixed
7.75000000
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
PEN/USD FORWARD
000000000
1.00000000
NC
USD
-7581.44000000
-0.00547347560
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-297000.00000000
USD
1117254.60000000
PEN
2022-06-15
-7581.44000000
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CT5
280000.00000000
PA
USD
266969.47000000
0.192740545667
Long
DBT
NUSS
TR
N
2
2029-04-26
Fixed
7.62500000
N
N
N
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile
000000000
100000.00000000
PA
USD
108900.64000000
0.078621607096
Long
DBT
CORP
CL
N
2
2036-10-24
Fixed
6.15000000
N
N
N
N
N
N
GOVERNMENT OF JAMAICA
529900Y93KNSXZI8KK56
Jamaica Government International Bond
470160AT9
200000.00000000
PA
USD
227672.02000000
0.164369466545
Long
DBT
NUSS
JM
N
2
2025-10-17
Fixed
9.25000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AU8
200000.00000000
PA
USD
182188.02000000
0.131531962770
Long
DBT
NUSS
ZA
N
2
2028-10-12
Fixed
4.30000000
N
N
N
N
N
N
GLOBE TELECOM INC
254900GPWI1816YIM923
Globe Telecom Inc
000000000
200000.00000000
PA
USD
155283.52000000
0.112108063809
Long
DBT
CORP
PH
N
2
2035-07-23
Fixed
3.00000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DR3
968000.00000000
PA
USD
774495.56000000
0.559152688325
Long
DBT
NUSS
CO
N
2
2030-01-30
Fixed
3.00000000
N
N
N
N
N
N
ENERGEAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
000000000
75000.00000000
PA
USD
69629.62000000
0.050269609305
Long
DBT
CORP
IL
N
2
2026-03-30
Fixed
4.87500000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
400000.00000000
PA
USD
397452.44000000
0.286943672482
Long
DBT
NUSS
CI
N
2
2028-03-03
Fixed
6.37500000
N
N
N
N
N
N
REPUBLIC OF KAZAKHSTAN
5493007OEK8EF02UO833
Kazakhstan Government International Bond
000000000
400000.00000000
PA
USD
451391.92000000
0.325885671386
Long
DBT
NUSS
KZ
N
2
2045-07-21
Fixed
6.50000000
N
N
N
N
N
N
ABU DHABI GOVT INT'L
213800FER4348CINTA77
Abu Dhabi Government International Bond
29135LAF7
200000.00000000
PA
USD
163837.89000000
0.118283953290
Long
DBT
NUSS
AE
Y
2
2049-09-30
Fixed
3.12500000
N
N
N
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
71568PAF6
200000.00000000
PA
USD
200020.63000000
0.144406344931
Long
DBT
CORP
ID
N
2
2048-05-21
Fixed
6.15000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
CAD/USD FORWARD
000000000
1.00000000
NC
USD
3494.81000000
0.002523103433
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-249181.00000000
CAD
197401.58000000
USD
2022-07-19
3494.81000000
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
200000.00000000
PA
158616.35000000
0.114514224606
Long
DBT
NUSS
EG
N
2
2031-04-11
Fixed
6.37500000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAR1
290000.00000000
PA
USD
245273.73000000
0.177077148776
Long
DBT
NUSS
MX
N
2
2034-02-12
Fixed
3.50000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
TWD/USD FORWARD
000000000
1.00000000
NC
USD
-6545.36000000
-0.00472547013
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-378000.00000000
USD
10897173.00000000
TWD
2022-06-15
-6545.36000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/AUD FORWARD
000000000
1.00000000
NC
USD
-2155.17000000
-0.00155594061
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-154732.00000000
USD
215638.43000000
AUD
2022-07-19
-2155.17000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
MXN CALL VERSUS USD PUT
000000000
-346000.00000000
NC
USD
-4126.29000000
-0.00297900500
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Put
Written
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
MXN CALL VERSUS USD PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
MXN
N/A
USD
2022-06-14
-346000.00000000
USD
20.30000000
USD
2022-06-14
XXXX
-1575.83000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD CALL VERSUS MXN PUT
000000000
789000.00000000
NC
USD
53.20000000
0.000038408125
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Call
Purchased
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD CALL VERSUS MXN PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
MXN
2022-05-05
789000.00000000
USD
22.00000000
USD
2022-05-05
XXXX
-7069.10000000
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756BW9
400000.00000000
PA
USD
322391.88000000
0.232753156643
Long
DBT
NUSS
BR
N
2
2045-01-27
Fixed
5.00000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
77586TAE6
284000.00000000
PA
USD
292889.37000000
0.211453605515
Long
DBT
NUSS
RO
N
2
2044-01-22
Fixed
6.12500000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
918945.00000000
PA
USD
746790.51000000
0.539150826484
Long
DBT
NUSS
EC
Y
2
2030-07-31
Variable
5.00000000
N
N
N
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
Bahrain Government International Bond
000000000
1000000.00000000
PA
USD
1047937.86000000
0.756566340569
Long
DBT
NUSS
BH
N
2
2028-10-12
Fixed
7.00000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/PHP FORWARD
000000000
1.00000000
NC
USD
-578.86000000
-0.00041791217
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-1263000.00000000
USD
66537128.10000000
PHP
2022-06-15
-578.86000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
ILS/USD FORWARD
000000000
1.00000000
NC
USD
14155.45000000
0.010219629821
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-1105193.20000000
ILS
346000.00000000
USD
2022-06-15
14155.45000000
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CL2
580000.00000000
PA
USD
527641.46000000
0.380934579961
Long
DBT
NUSS
TR
N
2
2027-03-25
Fixed
6.00000000
N
N
N
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PAY7
200000.00000000
PA
USD
222082.83000000
0.160334310277
Long
DBT
NUSS
QA
Y
2
2048-04-23
Fixed
5.10300000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NAS8
31000.00000000
PA
USD
34010.42000000
0.024554069456
Long
DBT
CORP
NL
N
2
2027-01-17
Fixed
7.37500000
N
N
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
180000.00000000
PA
USD
16166.17000000
0.011671283713
Long
DBT
NUSS
VE
N
2
2022-08-23
Fixed
12.75000000
Y
N
N
N
N
N
AGILE GROUP HOLDINGS LTD
549300ZRISRT38EEYY07
Agile Group Holdings Ltd
000000000
200000.00000000
PA
USD
67968.73000000
0.049070517720
Long
DBT
CORP
KY
N
2
2025-10-13
Fixed
6.05000000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756BB5
923000.00000000
PA
USD
1076424.06000000
0.777132159320
Long
DBT
NUSS
BR
N
2
2034-01-20
Fixed
8.25000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT)
000000000
68.00000000
NC
USD
-264810.14000000
-0.19118160170
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
2022-06-30
7926497.98000000
USD
-264810.14000000
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
200000.00000000
PA
USD
147034.06000000
0.106152306314
Long
DBT
NUSS
EG
N
2
2050-05-29
Fixed
8.87500000
N
N
N
N
N
N
BANCO DO BRASIL (CAYMAN)
QE0Q0253K88YAGNPE356
Banco do Brasil SA/Cayman
000000000
200000.00000000
PA
USD
194367.50000000
0.140325026715
Long
DBT
CORP
BR
N
2
2029-01-11
Fixed
4.87500000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/BRL FORWARD
000000000
1.00000000
NC
USD
-14006.74000000
-0.01011226755
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-304000.00000000
USD
1435518.40000000
BRL
2022-05-03
-14006.74000000
N
N
N
REPUBLIC OF ZAMBIA
213800DMLAZ6LGMMD849
Zambia Government International Bond
000000000
600000.00000000
PA
USD
448815.89000000
0.324025887839
Long
DBT
NUSS
ZM
N
2
2024-04-14
Fixed
8.50000000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123AY6
104000.00000000
PA
USD
89227.12000000
0.064418166605
Long
DBT
NUSS
TR
N
2
2036-03-17
Fixed
6.87500000
N
N
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
191000.00000000
PA
USD
22526.65000000
0.016263278393
Long
DBT
NUSS
LB
N
2
2023-01-27
Fixed
6.00000000
Y
N
N
N
N
N
QATAR ENERGY
254900QTESJKJ3P87J26
Qatar Energy
000000000
200000.00000000
PA
USD
165979.61000000
0.119830183582
Long
DBT
CORP
QA
N
2
2051-07-12
Fixed
3.30000000
N
N
N
N
N
N
OIL & GAS HOLDING
549300OBH16L6TS6IW50
Oil and Gas Holding Co BSCC/The
000000000
400000.00000000
PA
USD
419178.84000000
0.302629204581
Long
DBT
CORP
BH
N
2
2024-11-07
Fixed
7.62500000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD CALL VERSUS CNH PUT
000000000
-1234000.00000000
NC
USD
-39850.23000000
-0.02877016265
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Call
Written
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD CALL VERSUS CNH PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
CNY
2022-06-17
-1234000.00000000
USD
6.45000000
USD
2022-06-17
XXXX
-16741.11000000
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325BK0
915000.00000000
PA
USD
946768.48000000
0.683526372718
Long
DBT
NUSS
CO
N
2
2037-09-18
Fixed
7.37500000
N
N
N
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
000000000
200000.00000000
PA
213111.22000000
0.153857191350
Long
DBT
CORP
ID
N
2
2025-10-25
Fixed
2.87500000
N
N
N
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
65000.00000000
PA
USD
4180.21000000
0.003017932935
Long
DBT
CORP
VE
N
2
2026-11-15
Fixed
6.00000000
Y
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD CALL VERSUS ZAR PUT
000000000
-596500.00000000
NC
USD
-4592.46000000
-0.00331555981
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Call
Written
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD CALL VERSUS ZAR PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
ZAR
2022-07-27
-596500.00000000
USD
17.50000000
USD
2022-07-27
XXXX
549.85000000
N
N
N
CORP FINANCIERA DE DESAR
254900BOM7T4MG6T0J30
Corp Financiera de Desarrollo SA
000000000
200000.00000000
PA
USD
175359.33000000
0.126601940484
Long
DBT
NUSS
PE
N
2
2027-09-28
Fixed
2.40000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TWD/USD FORWARD
000000000
1.00000000
NC
USD
1683.22000000
0.001215212890
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-9279622.00000000
TWD
318000.00000000
USD
2022-06-15
1683.22000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
MXN/USD FORWARD
000000000
1.00000000
NC
USD
6881.28000000
0.004967990018
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-508000.00000000
USD
10605030.44000000
MXN
2022-06-15
6881.28000000
N
N
N
NTPC LTD
335800Q4TRGJXNLVMB81
NTPC Ltd
000000000
100000.00000000
PA
102731.09000000
0.074167455715
Long
DBT
CORP
IN
N
2
2027-02-01
Fixed
2.75000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PEN/USD FORWARD
000000000
1.00000000
NC
USD
-2313.80000000
-0.00167046469
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-328000.00000000
USD
1257260.08000000
PEN
2022-06-15
-2313.80000000
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
178680.00000000
PA
USD
97499.84000000
0.070390716826
Long
DBT
NUSS
EC
N
2
2030-07-31
None
0.00000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638AP7
780000.00000000
PA
USD
1034654.60000000
0.746976394645
Long
DBT
NUSS
PE
N
2
2033-11-21
Fixed
8.75000000
N
N
N
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Paraguay Government International Bond
000000000
400000.00000000
PA
USD
394981.12000000
0.285159485079
Long
DBT
NUSS
PY
N
2
2044-08-11
Fixed
6.10000000
N
N
N
N
N
N
STATE OF MINAS GERAIS
N/A
Brazil Minas SPE via State of Minas Gerais
000000000
171000.00000000
PA
USD
173454.65000000
0.125226842940
Long
DBT
CORP
KY
N
2
2028-02-15
Fixed
5.33300000
N
N
N
N
N
N
SINOPEC GRP DEV 2018
549300C6OZZ8LTVR8209
Sinopec Group Overseas Development 2018 Ltd
82939GAJ7
400000.00000000
PA
USD
332036.76000000
0.239716347730
Long
DBT
CORP
VG
N
2
2049-08-08
Fixed
3.68000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
590000.00000000
PA
526275.82000000
0.379948646256
Long
DBT
NUSS
RO
N
2
2035-10-29
Fixed
3.87500000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
USD CALL VERSUS ZAR PUT
000000000
-1190000.00000000
NC
USD
-193.48000000
-0.00013968428
N/A
DFE
CORP
US
N
2
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Call
Written
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
USD CALL VERSUS ZAR PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
ZAR
2022-05-10
-1190000.00000000
USD
17.50000000
USD
2022-05-10
XXXX
11087.72000000
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAS2
200000.00000000
PA
USD
160119.65000000
0.115599542947
Long
DBT
NUSS
NG
N
2
2033-09-28
Fixed
7.37500000
N
N
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Republic of Kenya Government International Bond
000000000
200000.00000000
PA
USD
170841.17000000
0.123340022094
Long
DBT
NUSS
KE
N
2
2032-05-22
Fixed
8.00000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
500000.00000000
PA
472090.13000000
0.340828894256
Long
DBT
NUSS
CI
N
2
2031-10-17
Fixed
5.87500000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
MXN CALL VERSUS USD PUT
000000000
-706000.00000000
NC
USD
-219.08000000
-0.00015816639
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Put
Written
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
MXN CALL VERSUS USD PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
MXN
N/A
USD
2022-05-06
-706000.00000000
USD
19.75000000
USD
2022-05-06
XXXX
680.05000000
N
N
N
EMPRESA NACIONAL DEL PET
549300YP3P0JZBLIV197
Empresa Nacional del Petroleo
29245JAM4
200000.00000000
PA
USD
168842.67000000
0.121897190520
Long
DBT
CORP
CL
N
2
2031-09-16
Fixed
3.45000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PHP/USD FORWARD
000000000
1.00000000
NC
USD
3986.93000000
0.002878393037
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-9329645.00000000
PHP
181000.00000000
USD
2022-06-15
3986.93000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD CALL VERSUS MXN PUT
000000000
1809000.00000000
NC
USD
4729.38000000
0.003414410201
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Call
Purchased
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD CALL VERSUS MXN PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
MXN
2022-06-06
1809000.00000000
USD
22.00000000
USD
2022-06-06
XXXX
-25307.30000000
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
200000.00000000
PA
USD
70500.00000000
0.050897986460
Long
DBT
NUSS
UA
N
2
2024-02-01
Fixed
8.99400000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD CALL VERSUS ZAR PUT
000000000
1190000.00000000
NC
USD
193.48000000
0.000139684289
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Call
Purchased
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD CALL VERSUS ZAR PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
ZAR
2022-05-10
1190000.00000000
USD
17.50000000
USD
2022-05-10
XXXX
-209.16000000
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
100000.00000000
PA
88541.91000000
0.063923474275
Long
DBT
NUSS
EG
N
2
2026-04-16
Fixed
4.75000000
N
N
N
N
N
N
GOVERNMENT OF JAMAICA
529900Y93KNSXZI8KK56
Jamaica Government International Bond
470160CB6
200000.00000000
PA
USD
245793.92000000
0.177452703721
Long
DBT
NUSS
JM
N
2
2045-07-28
Fixed
7.87500000
N
N
N
N
N
N
DUBAI GOVT INT'L BONDS
N/A
Emirate of Dubai Government International Bonds
000000000
600000.00000000
PA
USD
582043.12000000
0.420210253070
Long
DBT
NUSS
AE
N
2
2043-01-30
Fixed
5.25000000
N
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
85227SAY2
265000.00000000
PA
USD
113241.89000000
0.081755804028
Long
DBT
NUSS
LK
N
2
2024-03-14
Fixed
6.85000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DU3
335000.00000000
PA
USD
279301.91000000
0.201644040194
Long
DBT
NUSS
PE
N
2
2034-01-15
Fixed
3.00000000
N
N
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
75000.00000000
PA
USD
9136.48000000
0.006596148019
Long
DBT
NUSS
LB
N
2
2022-10-04
Fixed
6.10000000
Y
N
N
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
000000000
100000.00000000
PA
88569.92000000
0.063943696297
Long
DBT
CORP
ID
N
2
2031-11-05
Fixed
1.87500000
N
N
N
N
N
N
DIG INTL FIN/DIG INTL HL
N/A
Digicel International Finance Ltd/Digicel international Holdings Ltd
25381XAC7
38669.74100000
PA
USD
34603.91000000
0.024982543867
Long
DBT
CORP
N/A
N
2
2026-12-31
Fixed
8.00000000
N
N
N
N
N
N
CROATIA
74780000O00QGQ7CER13
Croatia Government International Bond
000000000
175000.00000000
PA
161962.80000000
0.116930218462
Long
DBT
NUSS
HR
N
2
2031-06-17
Fixed
1.50000000
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
EUR/USD FORWARD
000000000
1.00000000
NC
USD
76295.39000000
0.055082010315
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-2775343.07000000
EUR
3016618.53000000
USD
2022-07-19
76295.39000000
N
N
N
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
PHP/USD FORWARD
000000000
1.00000000
NC
USD
7993.00000000
0.005770604337
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
-22927465.00000000
PHP
443000.00000000
USD
2022-06-15
7993.00000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
CNH CALL VERSUS USD PUT
000000000
-389000.00000000
NC
USD
-436.90000000
-0.00031542312
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Put
Written
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
CNH CALL VERSUS USD PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
CNY
2022-08-08
-389000.00000000
USD
6.40000000
USD
2022-08-08
XXXX
2896.80000000
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91086QAZ1
358000.00000000
PA
USD
322948.76000000
0.233155200199
Long
DBT
NUSS
MX
N
2
2110-10-12
Fixed
5.75000000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AN9
208000.00000000
PA
USD
205501.22000000
0.148363096642
Long
DBT
CORP
CO
N
2
2030-04-29
Fixed
6.87500000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CY4
200000.00000000
PA
USD
163744.07000000
0.118216219261
Long
DBT
NUSS
TR
N
2
2030-03-13
Fixed
5.25000000
N
N
N
N
N
N
EXPORT-IMPORT BK INDIA
335800OFZ8YEIVN1QI11
Export-Import Bank of India
30216JAE5
400000.00000000
PA
USD
359014.39000000
0.259193043425
Long
DBT
NUSS
IN
N
2
2030-01-15
Fixed
3.25000000
N
N
N
N
N
N
ESKOM HOLDINGS SOC LTD
3789001900ED06F65111
Eskom Holdings SOC Ltd
000000000
600000.00000000
PA
USD
591546.98000000
0.427071633745
Long
DBT
CORP
ZA
N
2
2028-08-10
Fixed
6.35000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
100000.00000000
PA
110845.81000000
0.080025936689
Long
DBT
NUSS
ID
N
2
2028-06-14
Fixed
3.75000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD CALL VERSUS ZAR PUT
000000000
-1190000.00000000
NC
USD
-7801.04000000
-0.00563201742
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Call
Written
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD CALL VERSUS ZAR PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
ZAR
2022-05-10
-1190000.00000000
USD
16.00000000
USD
2022-05-10
XXXX
3216.78000000
N
N
N
PETRONAS CAPITAL LTD
549300G7YFX3540OYR85
Petronas Capital Ltd
000000000
200000.00000000
PA
USD
209873.49000000
0.151519688688
Long
DBT
CORP
MY
N
2
2060-04-21
Fixed
4.80000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
400000.00000000
PA
USD
421439.28000000
0.304261145638
Long
DBT
NUSS
DO
N
2
2026-01-29
Fixed
6.87500000
N
N
N
N
N
N
GOVT OF BERMUDA
549300FP5PUZXX9FVJ40
Bermuda Government International Bond
000000000
670000.00000000
PA
USD
592064.49000000
0.427445253844
Long
DBT
NUSS
BM
N
2
2030-08-20
Fixed
2.37500000
N
N
N
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
817477AF9
230000.00000000
PA
USD
171709.23000000
0.123966724308
Long
DBT
NUSS
RS
N
2
2030-12-01
Fixed
2.12500000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEG9
150000.00000000
PA
USD
118555.70000000
0.085592147708
Long
DBT
NUSS
DO
N
2
2041-01-21
Fixed
5.30000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/INR FORWARD
000000000
1.00000000
NC
USD
-3006.66000000
-0.00217067999
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-774000.00000000
USD
59342238.00000000
INR
2022-06-15
-3006.66000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/THB FORWARD
000000000
1.00000000
NC
USD
10844.41000000
0.007829200473
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-17493681.60000000
THB
522000.00000000
USD
2022-06-15
10844.41000000
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile
21987BAU2
200000.00000000
PA
USD
189510.59000000
0.136818545305
Long
DBT
CORP
CL
N
2
2044-11-04
Fixed
4.87500000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
000000000
200000.00000000
PA
USD
154665.19000000
0.111661655980
Long
DBT
NUSS
GH
N
2
2026-01-18
Fixed
8.12500000
N
N
N
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
000000000
500000.00000000
PA
436039.24000000
0.314801692680
Long
DBT
NUSS
MA
N
2
2030-09-30
Fixed
2.00000000
N
N
N
N
N
N
EIG PEARL HOLDINGS SARL
549300KIMRL45BWA5H76
EIG Pearl Holdings Sarl
28249NAA9
200000.00000000
PA
USD
177468.34000000
0.128124555554
Long
DBT
CORP
LU
N
2
2036-08-31
Fixed
3.54500000
N
N
N
N
N
N
FIN DEPT GOVT SHARJAH
254900ZNL8O3F1CLJO24
Finance Department Government of Sharjah
000000000
200000.00000000
PA
USD
148487.15000000
0.107201375181
Long
DBT
NUSS
AE
N
2
2050-07-28
Fixed
4.00000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT
000000000
29.00000000
NC
USD
-521882.82000000
-0.37677708803
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
2022-06-21
5174570.32000000
USD
-521882.82000000
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
EUR/HUF FORWARD
000000000
1.00000000
NC
USD
3124.94000000
0.002256073103
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-60708270.00000000
HUF
161000.00000000
EUR
2022-07-19
3124.94000000
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123AW0
460000.00000000
PA
USD
457750.25000000
0.330476113857
Long
DBT
NUSS
TR
N
2
2025-02-05
Fixed
7.37500000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD CALL VERSUS CNH PUT
000000000
1410000.00000000
NC
USD
46927.60000000
0.033879721268
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Call
Purchased
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD CALL VERSUS CNH PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
CNY
2022-10-19
1410000.00000000
USD
6.50000000
USD
2022-10-19
XXXX
29514.93000000
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDD1
550000.00000000
PA
USD
431007.03000000
0.311168652163
Long
DBT
CORP
MX
N
2
2050-01-23
Fixed
7.69000000
N
N
N
N
N
N
TRINIDAD PETROLEUM HOLDI
5493004LGJQF7TV6GH26
Trinidad Petroleum Holdings Ltd
896366AA9
166000.00000000
PA
USD
170440.50000000
0.123050755480
Long
DBT
CORP
TT
N
2
2026-06-15
Fixed
9.75000000
N
N
N
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
000000000
800000.00000000
PA
647472.01000000
0.467447114876
Long
DBT
NUSS
RS
N
2
2029-06-26
Fixed
1.50000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
EUR CALL VERSUS CZK PUT
000000000
318000.00000000
NC
113.09000000
0.000081646145
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Call
Purchased
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
EUR CALL VERSUS CZK PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
EUR
N/A
CZK
2022-06-08
318000.00000000
USD
27.25000000
EUR
2022-06-08
XXXX
-982.77000000
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
MXN/USD FORWARD
000000000
1.00000000
NC
USD
7321.76000000
0.005285997749
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-613000.00000000
USD
12776792.25000000
MXN
2022-06-15
7321.76000000
N
N
N
MEXICO CITY ARPT TRUST
N/A
Mexico City Airport Trust
000000000
600000.00000000
PA
USD
480552.32000000
0.346938233718
Long
DBT
CORP
MX
N
2
2047-07-31
Fixed
5.50000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
CNH CALL VERSUS USD PUT
000000000
389000.00000000
NC
USD
0.75000000
0.000000541467
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Put
Purchased
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
CNH CALL VERSUS USD PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
CNY
2022-08-08
389000.00000000
USD
5.60000000
USD
2022-08-08
XXXX
-7.15000000
N
N
N
DP WORLD PLC
549300M3U2DNF4QVSS04
DP World Ltd/United Arab Emirates
000000000
800000.00000000
PA
USD
907553.22000000
0.655214631264
Long
DBT
CORP
AE
N
2
2037-07-02
Fixed
6.85000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCL4
376000.00000000
PA
USD
263297.23000000
0.190089345358
Long
DBT
CORP
MX
N
2
2048-02-12
Fixed
6.35000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEF1
150000.00000000
PA
USD
126017.38000000
0.090979161717
Long
DBT
NUSS
DO
Y
2
2032-09-23
Fixed
4.87500000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
170000.00000000
PA
120646.20000000
0.087101399349
Long
DBT
NUSS
RO
N
2
2041-04-14
Fixed
2.75000000
N
N
N
N
N
N
REPUBLIC OF SENEGAL
549300NP14ZLQGWIUZ97
Senegal Government International Bond
000000000
200000.00000000
PA
163112.04000000
0.117759920617
Long
DBT
NUSS
SN
N
2
2037-06-08
Fixed
5.37500000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
144000.00000000
PA
USD
130264.35000000
0.094045292519
Long
DBT
NUSS
RO
N
2
2048-06-15
Fixed
5.12500000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/COP FORWARD
000000000
1.00000000
NC
USD
327.22000000
0.000236238852
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-176000.00000000
USD
703507200.00000000
COP
2022-06-15
327.22000000
N
N
N
REPUBLIC OF NAMIBIA
549300T6Y4CWK77SML15
Namibia International Bonds
000000000
200000.00000000
PA
USD
192454.96000000
0.138944254587
Long
DBT
NUSS
NA
N
2
2025-10-29
Fixed
5.25000000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
035198AF7
200000.00000000
PA
USD
189426.45000000
0.136757799821
Long
DBT
NUSS
AO
N
2
2032-04-14
Fixed
8.75000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
PLN/USD FORWARD
000000000
1.00000000
NC
USD
-13426.36000000
-0.00969325800
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-385383.96000000
USD
1666605.00000000
PLN
2022-07-19
-13426.36000000
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
ILS/USD FORWARD
000000000
1.00000000
NC
USD
5435.49000000
0.003924191438
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-1050973.26000000
ILS
321000.00000000
USD
2022-06-15
5435.49000000
N
N
N
COMISION FED DE ELECTRIC
4469000001BFPONMPF32
Comision Federal de Electricidad
000000000
200000.00000000
PA
USD
173349.36000000
0.125150828060
Long
DBT
CORP
MX
N
2
2042-02-14
Fixed
5.75000000
N
N
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
170000.00000000
PA
USD
20570.91000000
0.014851317711
Long
DBT
NUSS
LB
N
2
2027-11-29
Fixed
6.75000000
Y
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
CLP/USD FORWARD
000000000
1.00000000
NC
USD
19551.69000000
0.014115484438
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-244920640.00000000
CLP
304000.00000000
USD
2022-06-15
19551.69000000
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942AY8
120000.00000000
PA
USD
115947.15000000
0.083708886111
Long
DBT
NUSS
UY
N
2
2045-11-20
Fixed
4.12500000
N
N
N
N
N
N
REPUBLIC OF BELARUS
635400CVCOWYLHF4ZB08
Republic of Belarus International Bond
000000000
425000.00000000
PA
USD
51000.00000000
0.036819819993
Long
DBT
NUSS
BY
N
2
2027-06-29
Fixed
7.62500000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
200000.00000000
PA
USD
136614.24000000
0.098629641672
Long
DBT
NUSS
EG
N
2
2048-02-21
Fixed
7.90300000
N
N
N
N
N
N
QATAR ENERGY
254900QTESJKJ3P87J26
Qatar Energy
74730DAE3
400000.00000000
PA
USD
334501.53000000
0.241495806313
Long
DBT
CORP
QA
Y
2
2041-07-12
Fixed
3.12500000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD CALL VERSUS CNH PUT
000000000
-583500.00000000
NC
USD
-2805.03000000
-0.00202511175
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Call
Written
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD CALL VERSUS CNH PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
CNY
N/A
USD
2022-08-08
-583500.00000000
USD
6.90000000
USD
2022-08-08
XXXX
-152.97000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD CALL VERSUS CNH PUT
000000000
1234000.00000000
NC
USD
12867.95000000
0.009290109856
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Call
Purchased
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD CALL VERSUS CNH PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
CNY
2022-06-17
1234000.00000000
USD
6.65000000
USD
2022-06-17
XXXX
7387.77000000
N
N
N
ESKOM HOLDINGS SOC LTD
3789001900ED06F65111
Eskom Holdings SOC Ltd
000000000
600000.00000000
PA
USD
572774.12000000
0.413518431275
Long
DBT
CORP
ZA
N
2
2025-02-11
Fixed
7.12500000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
000000000
165000.00000000
PA
135337.20000000
0.097707673379
Long
DBT
NUSS
PH
N
2
2041-04-28
Fixed
1.75000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
ZAR CALL VERSUS USD PUT
000000000
1190000.00000000
NC
USD
0.00000000
0.000000
N/A
DFE
CORP
US
N
2
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Put
Purchased
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
ZAR CALL VERSUS USD PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
ZAR
N/A
USD
2022-05-10
1190000.00000000
USD
12.25000000
USD
2022-05-10
XXXX
-59.48000000
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
USD/MXN FORWARD
000000000
1.00000000
NC
USD
-9236.99000000
-0.00666871194
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-5978022.94000000
MXN
281000.00000000
USD
2022-06-15
-9236.99000000
N
N
N
PT PERTAMINA (PERSERO)
254900NDAKGNZ2IBBL45
Pertamina Persero PT
69370RAE7
200000.00000000
PA
USD
177984.84000000
0.128497446476
Long
DBT
CORP
ID
N
2
2049-07-30
Fixed
4.70000000
N
N
N
N
N
N
REPUBLIC OF BELARUS
635400CVCOWYLHF4ZB08
Republic of Belarus International Bond
000000000
200000.00000000
PA
USD
25000.00000000
0.018048931369
Long
DBT
NUSS
BY
N
2
2030-02-28
Fixed
6.20000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BA9
520000.00000000
PA
USD
545751.26000000
0.394009081454
Long
DBT
NUSS
UY
N
2
2050-06-18
Fixed
5.10000000
N
N
N
N
N
N
REPUBLIC OF SENEGAL
549300NP14ZLQGWIUZ97
Senegal Government International Bond
000000000
150000.00000000
PA
122334.03000000
0.088319940463
Long
DBT
NUSS
SN
N
2
2037-06-08
Fixed
5.37500000
N
N
N
N
N
N
GOVERNMENT OF JAMAICA
529900Y93KNSXZI8KK56
Jamaica Government International Bond
470160AV4
200000.00000000
PA
USD
249278.49000000
0.179968414312
Long
DBT
NUSS
JM
N
2
2039-03-15
Fixed
8.00000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
000000000
600000.00000000
PA
USD
619851.14000000
0.447506027397
Long
DBT
NUSS
SA
N
2
2049-04-17
Fixed
5.00000000
N
N
N
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PBB6
810000.00000000
PA
USD
867061.71000000
0.625981491863
Long
DBT
NUSS
QA
Y
2
2049-03-14
Fixed
4.81700000
N
N
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
245000.00000000
PA
USD
28882.89000000
0.020852211974
Long
DBT
NUSS
LB
N
2
2022-05-27
Fixed
6.25000000
Y
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HW3
335000.00000000
PA
USD
97023.72000000
0.070046978538
Long
DBT
NUSS
AR
N
2
2046-07-09
Variable
1.12500000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
250000.00000000
PA
USD
182099.54000000
0.131468083992
Long
DBT
NUSS
EG
N
2
2047-01-31
Fixed
8.50000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NBH1
705000.00000000
PA
USD
692622.99000000
0.500044192447
Long
DBT
CORP
NL
N
2
2031-01-03
Fixed
5.60000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD CALL VERSUS CNH PUT
000000000
389000.00000000
NC
USD
9266.77000000
0.006690211829
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Call
Purchased
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD CALL VERSUS CNH PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
CNY
N/A
USD
2022-08-08
389000.00000000
USD
6.55000000
USD
2022-08-08
XXXX
3366.93000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
EUR CALL VERSUS CZK PUT
000000000
955000.00000000
NC
23.59000000
0.000017030971
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Call
Purchased
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
EUR CALL VERSUS CZK PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
EUR
N/A
CZK
2022-06-08
955000.00000000
USD
33.00000000
EUR
2022-06-08
XXXX
-288.05000000
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
200000.00000000
PA
USD
187857.25000000
0.135624904497
Long
DBT
NUSS
ID
N
2
2043-04-15
Fixed
4.62500000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
935000.00000000
PA
USD
804056.78000000
0.580494625563
Long
DBT
NUSS
DO
N
2
2030-01-30
Fixed
4.50000000
N
N
N
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
USD/CLP FORWARD
000000000
1.00000000
NC
USD
-957.03000000
-0.00069093475
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-176000.00000000
USD
150718550.00000000
CLP
2022-06-15
-957.03000000
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
400000.00000000
PA
377667.29000000
0.272659639902
Long
DBT
NUSS
CI
N
2
2030-03-22
Fixed
5.25000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
420000.00000000
PA
333094.34000000
0.240479875284
Long
DBT
NUSS
EG
N
2
2031-04-11
Fixed
6.37500000
N
N
N
N
N
N
PT PERTAMINA (PERSERO)
254900NDAKGNZ2IBBL45
Pertamina Persero PT
000000000
200000.00000000
PA
USD
202127.76000000
0.145927602721
Long
DBT
CORP
ID
N
2
2042-05-03
Fixed
6.00000000
N
N
N
N
N
N
ABU DHABI CRUDE OIL
549300DONDFW2383FV66
Abu Dhabi Crude Oil Pipeline LLC
000000000
200000.00000000
PA
USD
197221.79000000
0.142385702088
Long
DBT
CORP
AE
N
2
2029-11-02
Fixed
3.65000000
N
N
N
N
N
N
AYDEM YENILENEBILIR ENER
9845009C50EDA74OA532
Aydem Yenilenebilir Enerji AS
054644AA7
200000.00000000
PA
USD
164936.44000000
0.119077059433
Long
DBT
CORP
TR
N
2
2027-02-02
Fixed
7.75000000
N
N
N
N
N
N
KONDOR FINANCE PLC (NAK)
213800PUC1T9GI6EIO63
NAK Naftogaz Ukraine via Kondor Finance PLC
000000000
420000.00000000
PA
124062.12000000
0.089567547575
Long
DBT
CORP
GB
N
2
2024-07-19
Fixed
7.12500000
N
N
N
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
445545AN6
455000.00000000
PA
USD
314624.30000000
0.227145295910
Long
DBT
NUSS
HU
N
2
2051-09-21
Fixed
3.12500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MXN CALL VERSUS USD PUT
000000000
789000.00000000
NC
USD
0.10000000
0.000000072195
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Put
Purchased
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MXN CALL VERSUS USD PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
MXN
N/A
USD
2022-05-05
789000.00000000
USD
18.50000000
USD
2022-05-05
XXXX
-60.65000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
MXN CALL VERSUS USD PUT
000000000
706000.00000000
NC
USD
3.42000000
0.000002469093
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Put
Purchased
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
MXN CALL VERSUS USD PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
MXN
N/A
USD
2022-05-06
706000.00000000
USD
19.00000000
USD
2022-05-06
XXXX
-10.49000000
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEP9
150000.00000000
PA
USD
140261.95000000
0.101263132369
Long
DBT
NUSS
DO
Y
2
2029-02-22
Fixed
5.50000000
N
N
N
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
Bahrain Government International Bond
000000000
720000.00000000
PA
USD
748193.67000000
0.540163848025
Long
DBT
NUSS
BH
N
2
2030-05-14
Fixed
7.37500000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD CALL VERSUS CNH PUT
000000000
-1410000.00000000
NC
USD
-18756.09000000
-0.01354109524
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Call
Written
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD CALL VERSUS CNH PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
CNY
2022-10-19
-1410000.00000000
USD
6.75000000
USD
2022-10-19
XXXX
-12667.79000000
N
N
N
REPUBLIC OF GABON
N/A
Gabon Government International Bond
362420AD3
215000.00000000
PA
USD
193894.22000000
0.139983338785
Long
DBT
NUSS
GA
N
2
2031-02-06
Fixed
6.62500000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD CALL VERSUS CNH PUT
000000000
366000.00000000
NC
USD
9350.41000000
0.006750596334
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Call
Purchased
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD CALL VERSUS CNH PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
CNY
2022-09-02
366000.00000000
USD
6.55000000
USD
2022-09-02
XXXX
7202.72000000
N
N
N
MTN MAURITIUS INVSTMENTS
2549009PQD415OQIR074
MTN Mauritius Investments Ltd
55377XAB2
200000.00000000
PA
USD
207450.92000000
0.149770696701
Long
DBT
CORP
MU
N
2
2026-10-13
Fixed
6.50000000
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
USD/COP FORWARD
000000000
1.00000000
NC
USD
-475.63000000
-0.00034338452
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-176000.00000000
USD
700304000.00000000
COP
2022-06-15
-475.63000000
N
N
N
LEVIATHAN BOND LTD
254900D9T8VKYVQNZ220
Leviathan Bond Ltd
000000000
200000.00000000
PA
USD
197904.30000000
0.142878445134
Long
DBT
CORP
IL
N
2
2025-06-30
Fixed
6.12500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
CNH/USD FORWARD
000000000
1.00000000
NC
USD
24715.69000000
0.017843671702
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-3769220.70000000
CNY
591000.00000000
USD
2022-05-23
24715.69000000
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
300000.00000000
PA
265625.72000000
0.191770415606
Long
DBT
NUSS
EG
N
2
2026-04-16
Fixed
4.75000000
N
N
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
715000.00000000
PA
USD
84857.24000000
0.061263300037
Long
DBT
NUSS
LB
N
2
2030-02-26
Fixed
6.65000000
Y
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)
000000000
22.00000000
NC
USD
-40669.56000000
-0.02936168389
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
2022-06-21
2662107.06000000
USD
-40669.56000000
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123DD9
200000.00000000
PA
USD
169548.05000000
0.122406444728
Long
DBT
NUSS
TR
N
2
2033-09-20
Fixed
6.50000000
N
N
N
N
N
N
MEXICO CITY ARPT TRUST
N/A
Mexico City Airport Trust
000000000
360000.00000000
PA
USD
344640.51000000
0.248815716480
Long
DBT
CORP
MX
N
2
2026-10-31
Fixed
4.25000000
N
N
N
N
N
N
COMISION FEDERAL DE ELEC
4469000001BFPONMPF32
Comision Federal de Electricidad
200447AL4
200000.00000000
PA
USD
184962.86000000
0.133535278639
Long
DBT
CORP
MX
N
2
2029-05-15
Fixed
4.68800000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CK4
300000.00000000
PA
USD
264379.15000000
0.190870445351
Long
DBT
NUSS
TR
N
2
2026-10-09
Fixed
4.87500000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
038461AM1
255000.00000000
PA
USD
185741.53000000
0.134097445094
Long
DBT
NUSS
EG
N
2
2047-01-31
Fixed
8.50000000
N
N
N
N
N
N
TURKIYE SINAI KALKINMA B
549300MFCXK5HOOEWP84
Turkiye Sinai Kalkinma Bankasi AS
90015YAA7
200000.00000000
PA
USD
192098.64000000
0.138687006778
Long
DBT
CORP
TR
N
2
2025-01-23
Fixed
6.00000000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS CDX.NA.IG.37.V1
000000000
1.00000000
NC
USD
131807.06000000
0.095159063196
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
IHS MARKIT LTD
CDX.NA.IG.37.V1
Y
Default Event
2027-06-20
114437.76000000
USD
0.00000000
USD
-1670000.00000000
USD
17369.30000000
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
CLP/USD FORWARD
000000000
1.00000000
NC
USD
-14792.68000000
-0.01067968264
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-362000.00000000
USD
298958496.00000000
CLP
2022-06-15
-14792.68000000
N
N
N
KAZAKHSTAN TEMIR ZHOLY
724500NSQCZ1PR6DVD13
Kazakhstan Temir Zholy Finance BV
000000000
400000.00000000
PA
USD
405548.89000000
0.292788963297
Long
DBT
CORP
NL
N
2
2042-07-10
Fixed
6.95000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
200000.00000000
PA
USD
202069.79000000
0.145885750859
Long
DBT
NUSS
OM
N
2
2029-08-01
Fixed
6.00000000
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
AUD/USD FORWARD
000000000
1.00000000
NC
USD
7822.89000000
0.005647792188
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-210398.00000000
AUD
156691.81000000
USD
2022-07-19
7822.89000000
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123BJ8
200000.00000000
PA
USD
150398.49000000
0.108581280961
Long
DBT
NUSS
TR
N
2
2041-01-14
Fixed
6.00000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
100000.00000000
PA
101526.21000000
0.073297583858
Long
DBT
NUSS
ID
N
2
2026-09-18
Fixed
1.45000000
N
N
N
N
N
N
2022-06-23
Prudential World Fund, Inc.
Christian J. Kelly
Christian J. Kelly
Treasurer and Principal Financial and Accounting Officer