0001752724-22-287203.txt : 20221221
0001752724-22-287203.hdr.sgml : 20221221
20221221133609
ACCESSION NUMBER: 0001752724-22-287203
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20221031
FILED AS OF DATE: 20221221
DATE AS OF CHANGE: 20221221
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: 221477709
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
S000059803
PGIM Emerging Markets Debt Hard Currency Fund
C000195653
Class A
PDHAX
C000195654
Class C
PDHCX
C000195655
Class R6
PDHQX
C000195656
Class Z
PDHVX
NPORT-P
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Newark
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PGIM Emerging Markets Debt Hard Currency Fund
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2022-10-31
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Perusahaan Penerbit SBSN Indonesia III
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2050-06-18
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Petroleos Mexicanos
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USD
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2041-06-02
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Gabon Government International Bond
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Fixed
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Guatemala Government Bond
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USD
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Abu Dhabi Crude Oil Pipeline LLC
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USD
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2047-11-02
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Honduras Government International Bond
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USD
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2027-01-19
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REPUBLIC OF GABON
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Gabon Government International Bond
362420AD3
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USD
150002.81000000
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2031-02-06
Fixed
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FED REPUBLIC OF BRAZIL
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Brazilian Government International Bond
105756BR0
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USD
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Long
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N
2
2041-01-07
Fixed
5.62500000
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N
N
N
N
N
REPUBLICA ORIENT URUGUAY
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Uruguay Government International Bond
760942BD3
580000.00000000
PA
USD
504165.00000000
0.362383059497
Long
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NUSS
UY
N
2
2055-04-20
Fixed
4.97500000
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N
N
N
N
N
PT PERTAMINA (PERSERO)
254900NDAKGNZ2IBBL45
Pertamina Persero PT
69370RAC1
200000.00000000
PA
USD
179600.00000000
0.129092653170
Long
DBT
CORP
ID
N
2
2048-11-07
Fixed
6.50000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
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IRS PLN
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1.00000000
NC
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N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2027-09-21
0.00000000
USD
0.00000000
USD
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PLN
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N
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Bank of America, National Association
B4TYDEB6GKMZO031MB27
USD/TWD FORWARD
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USD
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N/A
DFE
CORP
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Bank of America, National Association
B4TYDEB6GKMZO031MB27
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TWD
2022-12-21
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STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
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USD/IDR FORWARD
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1.00000000
NC
USD
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DFE
CORP
US
N
2
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
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USD
22006842010.00000000
IDR
2022-12-21
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N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEE4
225000.00000000
PA
USD
150750.00000000
0.108355887892
Long
DBT
NUSS
DO
Y
2
2060-01-30
Fixed
5.87500000
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N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
USD/ILS FORWARD
000000000
1.00000000
NC
USD
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N/A
DFE
CORP
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N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
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ILS
1340000.00000000
USD
2022-12-21
19671.54000000
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
190000.00000000
PA
USD
145741.88000000
0.104756157946
Long
DBT
NUSS
DO
N
2
2032-09-23
Fixed
4.87500000
N
N
N
N
N
N
ISLAMIC REP OF PAKISTAN
529900LOP29R5WKHOD86
Pakistan Government International Bond
695847AT0
200000.00000000
PA
USD
60522.00000000
0.043501924026
Long
DBT
NUSS
PK
N
2
2031-04-08
Fixed
7.37500000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
250000.00000000
PA
164883.34000000
0.118514631537
Long
DBT
NUSS
CI
N
2
2040-10-17
Fixed
6.87500000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
CNH/USD FORWARD
000000000
1.00000000
NC
USD
-42441.91000000
-0.03050634057
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-1427000.00000000
USD
10144286.89000000
CNY
2022-11-23
-42441.91000000
N
N
N
COMISION FEDERAL DE ELEC
4469000001BFPONMPF32
Comision Federal de Electricidad
000000000
310000.00000000
PA
USD
261233.13000000
0.187768807615
Long
DBT
CORP
MX
N
2
2029-05-15
Fixed
4.68800000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NBH1
505000.00000000
PA
USD
457126.00000000
0.328572428581
Long
DBT
CORP
NL
N
2
2031-01-03
Fixed
5.60000000
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MXN CALL VERSUS USD PUT
000000000
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NC
USD
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-0.13798367964
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
2022-12-05
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USD
21.75000000
USD
2022-12-05
XXXX
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N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAR4
200000.00000000
PA
USD
131500.00000000
0.094519398061
Long
DBT
NUSS
NG
N
2
2028-09-28
Fixed
6.12500000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/PEN FORWARD
000000000
1.00000000
NC
USD
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-0.00022387081
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
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PEN
276000.00000000
USD
2022-12-21
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N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
000000000
600000.00000000
PA
USD
487500.00000000
0.350404612587
Long
DBT
NUSS
AO
N
2
2029-11-26
Fixed
8.00000000
N
N
N
N
N
N
SASOL FINANCING USA LLC
549300XRB1PFMESFEL85
Sasol Financing USA LLC
80386WAB1
300000.00000000
PA
USD
265215.81000000
0.190631473138
Long
DBT
CORP
US
N
2
2028-09-27
Fixed
6.50000000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756BB5
773000.00000000
PA
USD
834260.25000000
0.599648491688
Long
DBT
NUSS
BR
N
2
2034-01-20
Fixed
8.25000000
N
N
N
N
N
N
PNG GOVT INTL BOND
N/A
Papua New Guinea Government International Bond
69888UAB1
200000.00000000
PA
USD
153475.00000000
0.110314559829
Long
DBT
NUSS
PG
N
2
2028-10-04
Fixed
8.37500000
N
N
N
N
N
N
ESKOM HOLDINGS SOC LTD
3789001900ED06F65111
Eskom Holdings SOC Ltd
000000000
660000.00000000
PA
USD
579150.00000000
0.416280679753
Long
DBT
CORP
ZA
N
2
2028-08-10
Fixed
8.45000000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123DA5
200000.00000000
PA
USD
152750.00000000
0.109793445277
Long
DBT
NUSS
TR
N
2
2031-01-15
Fixed
5.95000000
N
N
N
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N
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SOUTHERN GAS CORRIDOR
213800DG58KG59XY6318
Southern Gas Corridor CJSC
000000000
450000.00000000
PA
USD
442080.00000000
0.317757684374
Long
DBT
CORP
AZ
N
2
2026-03-24
Fixed
6.87500000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAR1
600000.00000000
PA
USD
458400.00000000
0.329488152635
Long
DBT
NUSS
MX
N
2
2034-02-12
Fixed
3.50000000
N
N
N
N
N
N
PERIAMA HOLDINGS LLC/DE
254900NINXO00BLT2Z47
Periama Holdings LLC/DE
000000000
400000.00000000
PA
USD
323825.00000000
0.232758510094
Long
DBT
CORP
US
N
2
2026-04-19
Fixed
5.95000000
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N
N
N
N
N
DEVT BANK OF MONGOLIA
254900HRWK3OKXS9UW60
Development Bank of Mongolia LLC
000000000
200000.00000000
PA
USD
174000.00000000
0.125067492492
Long
DBT
NUSS
MN
N
2
2023-10-23
Fixed
7.25000000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAH6
200000.00000000
PA
USD
117000.00000000
0.084097107020
Long
DBT
NUSS
NG
N
2
2038-02-23
Fixed
7.69600000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
200000.00000000
PA
USD
36725.00000000
0.026397147481
Long
DBT
NUSS
UA
N
2
2026-02-01
Variable
8.99400000
N
Y
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
250000.00000000
PA
USD
147187.50000000
0.105795238800
Long
DBT
NUSS
EG
N
2
2047-01-31
Fixed
8.50000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
100000.00000000
PA
74489.34000000
0.053541350409
Long
DBT
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EG
N
2
2026-04-16
Fixed
4.75000000
N
N
N
N
N
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LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
415000.00000000
PA
USD
23978.70000000
0.017235378633
Long
DBT
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LB
N
2
2031-11-20
Fixed
7.15000000
Y
N
N
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
000000000
225000.00000000
PA
130675.99000000
0.093927117231
Long
DBT
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RS
N
2
2033-03-03
Fixed
1.65000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
410000.00000000
PA
60777.38000000
0.043685485729
Long
DBT
NUSS
UA
N
2
2032-01-27
Variable
4.37500000
N
Y
N
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
Bahrain Government International Bond
000000000
720000.00000000
PA
USD
684135.00000000
0.491741660784
Long
DBT
NUSS
BH
N
2
2030-05-14
Fixed
7.37500000
N
N
N
N
N
N
ABU DHABI NATIONAL ENERG
213800UNJSVQFNUYYW03
Abu Dhabi National Energy Co PJSC
00388WAH4
200000.00000000
PA
USD
160725.00000000
0.115525705349
Long
DBT
CORP
AE
N
2
2049-10-03
Fixed
4.00000000
N
N
N
N
N
N
SINOPEC GRP DEV 2018
549300C6OZZ8LTVR8209
Sinopec Group Overseas Development 2018 Ltd
82939GAJ7
200000.00000000
PA
USD
138662.50000000
0.099667650446
Long
DBT
CORP
VG
N
2
2049-08-08
Fixed
3.68000000
N
N
N
N
N
N
ESKOM HOLDINGS SOC LTD
3789001900ED06F65111
Eskom Holdings SOC Ltd
000000000
600000.00000000
PA
USD
585375.00000000
0.420755077114
Long
DBT
CORP
ZA
N
2
2023-08-06
Fixed
6.75000000
N
N
N
N
N
N
PGIM Institutional Money Market Fund - D
N/A
PGIM Institutional Money Market Fund - D
000000000
1764673.75700000
NS
USD
1762909.08000000
1.267141483494
Long
STIV
RF
US
N
1
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
490000.00000000
PA
USD
540623.13000000
0.388588386509
Long
DBT
NUSS
ID
N
2
2038-01-17
Fixed
7.75000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEF1
150000.00000000
PA
USD
115059.38000000
0.082702230714
Long
DBT
NUSS
DO
Y
2
2032-09-23
Fixed
4.87500000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
780000.00000000
PA
USD
742950.00000000
0.534016629582
Long
DBT
NUSS
OM
N
2
2027-03-08
Fixed
5.37500000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BR4
200000.00000000
PA
USD
152600.00000000
0.109685628473
Long
DBT
NUSS
PA
N
2
2033-01-19
Fixed
3.29800000
N
N
N
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
USD/COP FORWARD
000000000
1.00000000
NC
USD
-13887.92000000
-0.00998234097
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-651000.00000000
USD
3174848880.00000000
COP
2022-12-21
-13887.92000000
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286BZ9
450000.00000000
PA
USD
344299.50000000
0.247475144433
Long
DBT
NUSS
PH
N
2
2040-01-20
Fixed
3.95000000
N
N
N
N
N
N
KINGDOM OF JORDAN
5493000JZ4MYPVMBVN50
Jordan Government International Bond
000000000
200000.00000000
PA
USD
182850.00000000
0.131428683921
Long
DBT
NUSS
JO
N
2
2027-01-31
Fixed
5.75000000
N
N
N
N
N
N
REPUBLIC OF MOZAMBIQUE
213800759WLKYIKPER73
Mozambique International Bond
000000000
600000.00000000
PA
USD
401737.50000000
0.288760354972
Long
DBT
NUSS
MZ
N
2
2031-09-15
Variable
5.00000000
N
N
N
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
301000.00000000
PA
USD
167581.75000000
0.120454191149
Long
DBT
NUSS
SV
N
2
2025-01-30
Fixed
5.87500000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CF5
200000.00000000
PA
USD
196250.00000000
0.141060318400
Long
DBT
NUSS
TR
N
2
2024-03-22
Fixed
5.75000000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123DB3
495000.00000000
PA
USD
433125.00000000
0.311321021183
Long
DBT
NUSS
TR
N
2
2026-01-26
Fixed
4.75000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
77586RAP5
902000.00000000
PA
USD
758412.88000000
0.545131018251
Long
DBT
NUSS
RO
N
2
2034-05-25
Fixed
6.00000000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
000000000
400000.00000000
PA
USD
110000.00000000
0.079065656173
Long
DBT
NUSS
GH
N
2
2029-05-16
Fixed
7.62500000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286CA3
880000.00000000
PA
USD
655696.80000000
0.471300888571
Long
DBT
NUSS
PH
N
2
2041-03-01
Fixed
3.70000000
N
N
N
N
N
N
Dreyfus Government Cash Management
5493000Q69I5Q3QZIA91
Dreyfus Government Cash Management
262006208
3709791.00000000
NS
USD
3709791.00000000
2.666518724377
Long
STIV
RF
US
N
1
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS ZAR
000000000
1.00000000
NC
616.92000000
0.000443428950
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2027-12-21
713.17000000
USD
0.00000000
USD
1188000.00000000
ZAR
-96.25000000
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
520000.00000000
PA
USD
90935.00000000
0.065362140401
Long
DBT
NUSS
UA
N
2
2029-09-01
Variable
7.75000000
N
N
N
N
N
N
1MDB GLOBAL INVESTMENTS
N/A
1MDB Global Investments Ltd
000000000
2000000.00000000
PA
USD
1955000.00000000
1.405212343810
Long
DBT
NUSS
VG
N
2
2023-03-09
Fixed
4.40000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
HUF/USD FORWARD
000000000
1.00000000
NC
USD
5687.37000000
0.004087960372
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-251280.00000000
USD
108994962.00000000
HUF
2023-01-19
5687.37000000
N
N
N
PETRONAS CAPITAL LTD
549300G7YFX3540OYR85
Petronas Capital Ltd
000000000
200000.00000000
PA
USD
164432.00000000
0.118190217962
Long
DBT
CORP
MY
N
2
2060-04-21
Fixed
4.80000000
N
N
N
N
N
N
KINGDOM OF JORDAN
5493000JZ4MYPVMBVN50
Jordan Government International Bond
41809JAA3
220000.00000000
PA
USD
213400.00000000
0.153387372976
Long
DBT
NUSS
JO
Y
2
2028-01-15
Fixed
7.75000000
N
N
N
N
N
N
LEVIATHAN BOND LTD
254900D9T8VKYVQNZ220
Leviathan Bond Ltd
000000000
200000.00000000
PA
USD
190250.00000000
0.136747646245
Long
DBT
CORP
IL
N
2
2025-06-30
Fixed
6.12500000
N
N
N
N
N
N
NEW METRO GLOBAL LTD
549300HJRNTCANEH0D47
New Metro Global Ltd
000000000
200000.00000000
PA
USD
50100.00000000
0.036010812493
Long
DBT
CORP
VG
N
2
2024-12-15
Fixed
4.80000000
N
N
N
N
N
N
REPUBLIC OF ZAMBIA
213800DMLAZ6LGMMD849
Zambia Government International Bond
000000000
400000.00000000
PA
USD
133325.00000000
0.095831169175
Long
DBT
NUSS
ZM
N
2
2023-09-20
Fixed
5.37500000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
ILS/USD FORWARD
000000000
1.00000000
NC
USD
-7045.38000000
-0.00506406902
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-833000.00000000
USD
2905920.50000000
ILS
2022-12-21
-7045.38000000
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780DK9
400000.00000000
PA
USD
303044.00000000
0.217821570085
Long
DBT
NUSS
ID
N
2
2052-03-31
Fixed
4.30000000
N
N
N
N
N
N
AGILE GROUP HOLDINGS LTD
549300ZRISRT38EEYY07
Agile Group Holdings Ltd
000000000
200000.00000000
PA
USD
37287.50000000
0.026801460496
Long
DBT
CORP
KY
N
2
2025-10-13
Fixed
6.05000000
N
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government Bond
000000000
400000.00000000
PA
USD
343450.00000000
0.246864541934
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
455780DN3
590000.00000000
PA
USD
544339.90000000
0.391259921590
Long
DBT
NUSS
ID
N
2
2032-09-20
Fixed
4.65000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS BRL
000000000
1.00000000
NC
1075.14000000
0.000772787723
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2024-01-02
0.00000000
USD
0.00000000
USD
-12471502.57000000
BRL
1075.14000000
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
USD/COP FORWARD
000000000
1.00000000
NC
USD
23166.89000000
0.016651866903
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-1778166277.96000000
COP
380000.00000000
USD
2022-12-21
23166.89000000
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123AY6
104000.00000000
PA
USD
78000.00000000
0.056064738013
Long
DBT
NUSS
TR
N
2
2036-03-17
Fixed
6.87500000
N
N
N
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
000000000
810000.00000000
PA
680560.22000000
0.489172185089
Long
DBT
NUSS
RS
N
2
2027-05-15
Fixed
3.12500000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123BJ8
200000.00000000
PA
USD
128500.00000000
0.092363061984
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
400000.00000000
PA
USD
361075.00000000
0.259533016389
Long
DBT
NUSS
ID
N
2
2042-01-17
Fixed
5.25000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
1405107.50000000
PA
USD
510493.12000000
0.366931577316
Long
DBT
NUSS
EC
N
2
2035-07-31
Variable
2.50000000
N
N
N
N
N
N
DAE FUNDING LLC
635400SZTPQL3Y1P2C76
DAE Funding LLC
000000000
240000.00000000
PA
USD
202941.38000000
0.145869939767
Long
DBT
CORP
US
N
2
2028-03-20
Fixed
3.37500000
N
N
N
N
N
N
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
USD/IDR FORWARD
000000000
1.00000000
NC
USD
12502.87000000
0.008986796550
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
-4383780441.00000000
IDR
292564.10000000
USD
2022-12-21
12502.87000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/ZAR FORWARD
000000000
1.00000000
NC
USD
2663.51000000
0.001914474235
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-879838.00000000
ZAR
50371.73000000
USD
2022-12-21
2663.51000000
N
N
N
CROATIA
74780000O00QGQ7CER13
Croatia Government International Bond
000000000
575000.00000000
PA
458608.22000000
0.329637816735
Long
DBT
NUSS
HR
N
2
2031-06-17
Fixed
1.50000000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
500000.00000000
PA
USD
430000.00000000
0.309074837769
Long
DBT
NUSS
NG
N
2
2025-11-21
Fixed
7.62500000
N
N
N
N
N
N
ABU DHABI CRUDE OIL
549300DONDFW2383FV66
Abu Dhabi Crude Oil Pipeline LLC
000000000
200000.00000000
PA
USD
180500.00000000
0.129739553993
Long
DBT
CORP
AE
N
2
2029-11-02
Fixed
3.65000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
EUR/HUF FORWARD
000000000
1.00000000
NC
USD
3054.13000000
0.002195243568
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-384000.00000000
EUR
163349760.00000000
HUF
2023-01-19
3054.13000000
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
71568QAF4
200000.00000000
PA
USD
156250.00000000
0.112309170700
Long
DBT
CORP
ID
N
2
2048-05-21
Fixed
6.15000000
N
N
N
N
N
N
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
USD/SGD FORWARD
000000000
1.00000000
NC
USD
1649.07000000
0.001185316378
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
-1302444.86000000
SGD
922000.00000000
USD
2022-12-21
1649.07000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
KRW/USD FORWARD
000000000
1.00000000
NC
USD
828.32000000
0.000595378766
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-341000.00000000
USD
487398120.00000000
KRW
2022-12-21
828.32000000
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
000000000
200000.00000000
PA
USD
117787.50000000
0.084663145241
Long
DBT
NUSS
MA
N
2
2050-12-15
Fixed
4.00000000
N
N
N
N
N
N
ESKOM HOLDINGS SOC LTD
3789001900ED06F65111
Eskom Holdings SOC Ltd
000000000
600000.00000000
PA
USD
537187.50000000
0.386118928870
Long
DBT
CORP
ZA
N
2
2028-08-10
Fixed
6.35000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
680000.00000000
PA
USD
646000.00000000
0.464331035346
Long
DBT
NUSS
OM
N
2
2028-01-17
Fixed
5.62500000
N
N
N
N
N
N
GMR HYDERABAD INTERNATIO
335800NSPGIN89SVOU83
GMR Hyderabad International Airport Ltd
000000000
200000.00000000
PA
USD
157500.00000000
0.113207644066
Long
DBT
CORP
IN
N
2
2027-10-27
Fixed
4.25000000
N
N
N
N
N
N
LCH LIMITED
F226TOH6YD6XJB17KS62
IRS ZAR
000000000
1.00000000
NC
18112.05000000
0.013018555617
N/A
DIR
CORP
GB
N
2
LCH LIMITED
F226TOH6YD6XJB17KS62
Y
2027-09-21
21262.78000000
USD
0.00000000
USD
-8755000.00000000
ZAR
-3150.73000000
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDH2
250000.00000000
PA
USD
237812.50000000
0.170934557806
Long
DBT
CORP
MX
N
2
2025-10-16
Fixed
6.87500000
N
N
N
N
N
N
MEXICO CITY ARPT TRUST
N/A
Mexico City Airport Trust
000000000
650000.00000000
PA
USD
578825.00000000
0.416047076678
Long
DBT
CORP
MX
N
2
2026-10-31
Fixed
4.25000000
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
USD/CLP FORWARD
000000000
1.00000000
NC
USD
1613.16000000
0.001159505035
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-532443882.00000000
CLP
561000.00000000
USD
2022-12-21
1613.16000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
CNH/USD FORWARD
000000000
1.00000000
NC
USD
-115637.07000000
-0.08311746197
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-2628000.00000000
USD
18407411.40000000
CNY
2022-11-23
-115637.07000000
N
N
N
HPCL-MITTAL ENERGY LTD
3358008CSQJBZUGQXP26
HPCL-Mittal Energy Ltd
000000000
400000.00000000
PA
USD
339500.00000000
0.244025366099
Long
DBT
CORP
IN
N
2
2027-04-28
Fixed
5.25000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
400000.00000000
PA
USD
237000.00000000
0.170350550119
Long
DBT
NUSS
EG
N
2
2050-05-29
Fixed
8.87500000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756CC2
480000.00000000
PA
USD
403140.00000000
0.289768442088
Long
DBT
NUSS
BR
N
2
2030-06-12
Fixed
3.87500000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
230000.00000000
PA
148070.12000000
0.106429647249
Long
DBT
NUSS
RO
N
2
2049-04-03
Fixed
4.62500000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
178680.00000000
PA
USD
54921.77000000
0.039476598029
Long
DBT
NUSS
EC
N
2
2030-07-31
None
0.00000000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
000000000
905000.00000000
PA
USD
880112.50000000
0.632606111990
Long
DBT
NUSS
AO
N
2
2025-11-12
Fixed
9.50000000
N
N
N
N
N
N
DP WORLD CRESCENT LTD
21380096JRTWB8TL9236
DP World Crescent Ltd
000000000
660000.00000000
PA
USD
586235.10000000
0.421373298667
Long
DBT
CORP
KY
N
2
2029-07-18
Fixed
3.87500000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
200000.00000000
PA
USD
160750.00000000
0.115543674817
Long
DBT
NUSS
EG
N
2
2027-01-31
Fixed
7.50000000
N
N
N
N
N
N
KINGDOM OF JORDAN
5493000JZ4MYPVMBVN50
Jordan Government International Bond
000000000
200000.00000000
PA
USD
165500.00000000
0.118957873606
Long
DBT
NUSS
JO
N
2
2030-07-07
Fixed
5.85000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91086QAS7
203000.00000000
PA
USD
203164.94000000
0.146030629932
Long
DBT
NUSS
MX
N
2
2034-09-27
Fixed
6.75000000
N
N
N
N
N
N
REPUBLIC OF GABON
N/A
Gabon Government International Bond
000000000
200000.00000000
PA
USD
139412.50000000
0.100206734466
Long
DBT
NUSS
GA
N
2
2031-11-24
Fixed
7.00000000
N
N
N
N
N
N
BANCO INTERNAC DEL PERU
5493001TRCGXJLRLHN14
Banco Internacional del Peru SAA Interbank
000000000
350000.00000000
PA
USD
313293.75000000
0.225188871989
Long
DBT
CORP
PE
N
2
2026-10-04
Fixed
3.25000000
N
N
N
N
N
N
ABU DHABI GOVT INT'L
213800FER4348CINTA77
Abu Dhabi Government International Bond
29135LAF7
500000.00000000
PA
USD
334312.50000000
0.240296701631
Long
DBT
NUSS
AE
Y
2
2049-09-30
Fixed
3.12500000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HW3
335000.00000000
PA
USD
67586.25000000
0.048579556405
Long
DBT
NUSS
AR
N
2
2046-07-09
Variable
1.50000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/THB FORWARD
000000000
1.00000000
NC
USD
-720.31000000
-0.00051774347
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-1766000.00000000
USD
66872923.00000000
THB
2022-12-21
-720.31000000
N
N
N
NEXA RESOURCES SA
549300QRMRHM7GAU7L47
Nexa Resources SA
000000000
210000.00000000
PA
USD
192780.00000000
0.138566156337
Long
DBT
CORP
LU
N
2
2028-01-18
Fixed
6.50000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
150000.00000000
PA
USD
136481.25000000
0.098099814423
Long
DBT
NUSS
DO
N
2
2028-07-19
Fixed
6.00000000
N
N
N
N
N
N
PT PERTAMINA (PERSERO)
254900NDAKGNZ2IBBL45
Pertamina Persero PT
69370RAF4
200000.00000000
PA
USD
162820.00000000
0.117031546710
Long
DBT
CORP
ID
N
2
2030-01-21
Fixed
3.10000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
68205LAA1
200000.00000000
PA
USD
194000.00000000
0.139443066342
Long
DBT
NUSS
OM
N
2
2025-02-01
Fixed
4.87500000
N
N
N
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PAY7
200000.00000000
PA
USD
185718.00000000
0.133490141211
Long
DBT
NUSS
QA
Y
2
2048-04-23
Fixed
5.10300000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DU3
765000.00000000
PA
USD
569542.50000000
0.409375013465
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
320000.00000000
PA
USD
18260.00000000
0.013124898924
Long
DBT
NUSS
LB
N
2
2024-11-04
Fixed
6.25000000
Y
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
94041.75000000
PA
USD
82774.37000000
0.059496453439
Long
DBT
NUSS
CI
N
2
2032-12-31
Variable
5.75000000
N
N
N
N
N
N
MTN MAURITIUS INVSTMENTS
2549009PQD415OQIR074
MTN Mauritius Investments Ltd
55377XAB2
200000.00000000
PA
USD
189912.50000000
0.136505058436
Long
DBT
CORP
MU
N
2
2026-10-13
Fixed
6.50000000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DT2
370000.00000000
PA
USD
275095.00000000
0.197732424409
Long
DBT
NUSS
CL
N
2
2033-07-27
Fixed
2.55000000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286CT2
200000.00000000
PA
USD
199522.00000000
0.143412162282
Long
DBT
NUSS
PH
N
2
2033-04-13
Fixed
5.60900000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS KRW
000000000
1.00000000
NC
-1989.86000000
-0.00143026896
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2027-12-21
0.00000000
USD
0.00000000
USD
-700000000.00000000
KRW
-1989.86000000
N
N
N
AYDEM YENILENEBILIR ENER
9845009C50EDA74OA532
Aydem Yenilenebilir Enerji AS
054644AA7
200000.00000000
PA
USD
147287.50000000
0.105867116669
Long
DBT
CORP
TR
N
2
2027-02-02
Fixed
7.75000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
100000.00000000
PA
71574.01000000
0.051445873323
Long
DBT
NUSS
ID
N
2
2031-10-30
Fixed
1.40000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
THB/USD FORWARD
000000000
1.00000000
NC
USD
207813.65000000
0.149372023627
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-198037553.00000000
THB
5435514.99000000
USD
2022-12-21
207813.65000000
N
N
N
GOHL CAPITAL LTD
254900TF7OK6KSDZA888
Gohl Capital Ltd
000000000
250000.00000000
PA
USD
185000.00000000
0.132974058109
Long
DBT
CORP
IM
N
2
2027-01-24
Fixed
4.25000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DR3
1268000.00000000
PA
USD
895842.00000000
0.643912141434
Long
DBT
NUSS
CO
N
2
2030-01-30
Fixed
3.00000000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
200000.00000000
PA
USD
131500.00000000
0.094519398061
Long
DBT
NUSS
NG
N
2
2028-09-28
Fixed
6.12500000
N
N
N
N
N
N
ENERGUATE TRUST
549300RVM37LH8GY7E41
Energuate Trust
000000000
400000.00000000
PA
USD
347800.00000000
0.249991229246
Long
DBT
CORP
KY
N
2
2027-05-03
Fixed
5.87500000
N
N
N
N
N
N
REPUBLIC OF ZAMBIA
213800DMLAZ6LGMMD849
Zambia Government International Bond
000000000
600000.00000000
PA
USD
231000.00000000
0.166037877964
Long
DBT
NUSS
ZM
N
2
2024-04-14
Fixed
8.50000000
N
N
N
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
Bahrain Government International Bond
000000000
400000.00000000
PA
USD
318450.00000000
0.228895074622
Long
DBT
NUSS
BH
N
2
2047-09-20
Fixed
7.50000000
N
N
N
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile
000000000
100000.00000000
PA
USD
95831.25000000
0.068881460574
Long
DBT
CORP
CL
N
2
2036-10-24
Fixed
6.15000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
ZAR/USD FORWARD
000000000
1.00000000
NC
USD
-13201.61000000
-0.00948903597
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-360000.00000000
USD
6395678.28000000
ZAR
2022-12-21
-13201.61000000
N
N
N
TURK IHRACAT KR BK
789000JVRVYLAXGDWR11
Turkiye Ihracat Kredi Bankasi AS
000000000
200000.00000000
PA
USD
195500.00000000
0.140521234381
Long
DBT
NUSS
TR
N
2
2024-01-24
Fixed
8.25000000
N
N
N
N
N
N
MILLICOM INTL CELLULAR
549300CTHC1CP86P2G96
Millicom International Cellular SA
600814AR8
200000.00000000
PA
USD
149600.00000000
0.107529292395
Long
DBT
CORP
LU
N
2
2031-04-27
Fixed
4.50000000
N
N
N
N
N
N
STATE OIL CO OF THE AZER
2549002HARR1VE257O76
State Oil Co of the Azerbaijan Republic
000000000
400000.00000000
PA
USD
387450.00000000
0.278490804403
Long
DBT
NUSS
AZ
N
2
2030-03-18
Fixed
6.95000000
N
N
N
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Paraguay Government International Bond
000000000
400000.00000000
PA
USD
343700.00000000
0.247044236607
Long
DBT
NUSS
PY
N
2
2044-08-11
Fixed
6.10000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/INR FORWARD
000000000
1.00000000
NC
USD
29116.03000000
0.020927981973
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-118537120.86000000
INR
1452236.00000000
USD
2022-12-21
29116.03000000
N
N
N
CIKARANG LISTRINDO PT
254900NPCIO562Z7FN53
Cikarang Listrindo Tbk PT
536576AD3
200000.00000000
PA
USD
173850.00000000
0.124959675688
Long
DBT
CORP
ID
N
2
2026-09-14
Fixed
4.95000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/BRL FORWARD
000000000
1.00000000
NC
USD
-19215.99000000
-0.01381204416
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-3277196.00000000
BRL
614757.76000000
USD
2022-11-03
-19215.99000000
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
000000000
1440000.00000000
PA
USD
1337169.60000000
0.961129016720
Long
DBT
NUSS
QA
N
2
2048-04-23
Fixed
5.10300000
N
N
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
170000.00000000
PA
USD
9647.50000000
0.006934417435
Long
DBT
NUSS
LB
N
2
2027-11-29
Fixed
6.75000000
Y
N
N
N
N
N
INDONESIA ASAHAN ALUMINI
2549008P48EB9SN2OI80
Indonesia Asahan Aluminium Persero PT
74445PAE2
200000.00000000
PA
USD
191022.00000000
0.137302543396
Long
DBT
CORP
ID
N
2
2025-05-15
Fixed
4.75000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAH3
270000.00000000
PA
USD
226766.25000000
0.162994748675
Long
DBT
NUSS
MX
N
2
2030-04-16
Fixed
3.25000000
N
N
N
N
N
N
BANCO DO BRASIL (CAYMAN)
QE0Q0253K88YAGNPE356
Banco do Brasil SA/Cayman
000000000
200000.00000000
PA
USD
179100.00000000
0.128733263824
Long
DBT
CORP
BR
N
2
2029-01-11
Fixed
4.87500000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CX6
200000.00000000
PA
USD
180750.00000000
0.129919248666
Long
DBT
NUSS
TR
N
2
2025-03-13
Fixed
4.25000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NBE8
80000.00000000
PA
USD
71150.00000000
0.051141103970
Long
DBT
CORP
NL
N
2
2030-01-15
Fixed
5.09300000
N
N
N
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
000000000
500000.00000000
PA
357252.38000000
0.256785398584
Long
DBT
NUSS
MA
N
2
2030-09-30
Fixed
2.00000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/KRW FORWARD
000000000
1.00000000
NC
USD
-61811.00000000
-0.04442842976
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-2291000.00000000
USD
3178503524.00000000
KRW
2022-12-21
-61811.00000000
N
N
N
REPUBLIC OF CONGO
529900BXT90HR4QTB688
Congolese International Bond
000000000
254125.00000000
PA
USD
213465.00000000
0.153434093591
Long
SN
NUSS
CG
N
2
2029-06-30
Variable
6.00000000
N
N
N
N
N
N
GOVERNMENT OF JAMAICA
529900Y93KNSXZI8KK56
Jamaica Government International Bond
470160AT9
200000.00000000
PA
USD
211162.50000000
0.151779105652
Long
DBT
NUSS
JM
N
2
2025-10-17
Fixed
9.25000000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
37443GAC5
205000.00000000
PA
USD
57310.31000000
0.041193429687
Long
DBT
NUSS
GH
N
2
2051-03-26
Fixed
8.95000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638BU5
160000.00000000
PA
USD
150080.00000000
0.107874306168
Long
DBT
NUSS
PE
N
2
2027-08-25
Fixed
4.12500000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/CNH FORWARD
000000000
1.00000000
NC
USD
43717.34000000
0.031423092484
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-19183456.96000000
CNY
2662000.00000000
USD
2022-11-23
43717.34000000
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/THB FORWARD
000000000
1.00000000
NC
USD
-37837.18000000
-0.02719655876
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-1071000.00000000
USD
39138624.00000000
THB
2022-12-21
-37837.18000000
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 10 Year US Treasury Note
000000000
-12.00000000
NC
USD
6057.00000000
0.004353642540
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
2022-12-20
-1333182.00000000
USD
6057.00000000
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
PLN/USD FORWARD
000000000
1.00000000
NC
USD
8883.56000000
0.006385313641
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-174849.58000000
USD
890404.00000000
PLN
2023-01-19
8883.56000000
N
N
N
ENERGEAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
000000000
115000.00000000
PA
USD
97175.00000000
0.069847319442
Long
DBT
CORP
IL
N
2
2031-03-30
Fixed
5.87500000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/CNH FORWARD
000000000
1.00000000
NC
USD
-73924.58000000
-0.05313541295
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-1838000.00000000
USD
12924908.89000000
CNY
2022-11-23
-73924.58000000
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
USD/CNH FORWARD
000000000
1.00000000
NC
USD
9759.92000000
0.007015222536
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-4339184.71000000
CNY
602000.00000000
USD
2022-11-23
9759.92000000
N
N
N
EXPORT-IMPORT BK INDIA
335800OFZ8YEIVN1QI11
Export-Import Bank of India
30216JAE5
200000.00000000
PA
USD
162712.00000000
0.116953918611
Long
DBT
NUSS
IN
N
2
2030-01-15
Fixed
3.25000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
BRL/USD FORWARD
000000000
1.00000000
NC
USD
4467.19000000
0.003210920987
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-172000.00000000
USD
912210.60000000
BRL
2022-11-03
4467.19000000
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
100000.00000000
PA
14823.75000000
0.010654995642
Long
DBT
NUSS
UA
N
2
2032-01-27
Variable
4.37500000
N
Y
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
000000000
400000.00000000
PA
USD
258000.00000000
0.185444902661
Long
DBT
NUSS
GH
N
2
2030-10-14
Fixed
10.75000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDB5
305000.00000000
PA
USD
266387.00000000
0.191473299555
Long
DBT
CORP
MX
N
2
2027-01-23
Fixed
6.49000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
THB/USD FORWARD
000000000
1.00000000
NC
USD
30761.23000000
0.022110516678
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-31072563.00000000
THB
851000.00000000
USD
2022-12-21
30761.23000000
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
172000.00000000
PA
USD
9814.75000000
0.007054633172
Long
DBT
NUSS
LB
N
2
2024-04-22
Fixed
6.65000000
Y
N
N
N
N
N
MDGH GMTN RSC LTD
213800WRY6FRL9IXLT77
MDGH GMTN RSC Ltd
000000000
240000.00000000
PA
USD
175920.00000000
0.126447547582
Long
DBT
CORP
AE
N
2
2049-11-07
Fixed
3.70000000
N
N
N
N
N
N
PT PERTAMINA (PERSERO)
254900NDAKGNZ2IBBL45
Pertamina Persero PT
000000000
200000.00000000
PA
USD
170787.50000000
0.122758415943
Long
DBT
CORP
ID
N
2
2042-05-03
Fixed
6.00000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DL6
600000.00000000
PA
USD
499612.50000000
0.359110819499
Long
DBT
NUSS
CO
N
2
2027-04-25
Fixed
3.87500000
N
N
N
N
N
N
REPUBLIC OF SENEGAL
549300NP14ZLQGWIUZ97
Senegal Government International Bond
000000000
150000.00000000
PA
89683.69000000
0.064462725435
Long
DBT
NUSS
SN
N
2
2037-06-08
Fixed
5.37500000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAS2
200000.00000000
PA
USD
120500.00000000
0.086612832444
Long
DBT
NUSS
NG
N
2
2033-09-28
Fixed
7.37500000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CME ULTRA LONG TERM US TREASURY BOND
000000000
28.00000000
NC
USD
-523415.15000000
-0.37621965714
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
2022-12-20
4097790.15000000
USD
-523415.15000000
N
N
N
MONGOLIA INTL BOND
N/A
Mongolia Government International Bond
000000000
400000.00000000
PA
USD
372325.00000000
0.267619276679
Long
DBT
NUSS
MN
N
2
2024-03-09
Fixed
8.75000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/CZK FORWARD
000000000
1.00000000
NC
USD
-46206.64000000
-0.03321234828
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-53122112.00000000
CZK
2088313.93000000
USD
2023-01-19
-46206.64000000
N
N
N
INSTITUTO COSTARRICENSE
5493009VA6AFUB2Q0289
Instituto Costarricense de Electricidad
45777VAE7
200000.00000000
PA
USD
174912.50000000
0.125723378049
Long
DBT
CORP
CR
Y
2
2031-10-07
Fixed
6.75000000
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
EUR/USD FORWARD
000000000
1.00000000
NC
USD
-36291.86000000
-0.02608581567
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-2832132.00000000
EUR
2781535.96000000
USD
2023-01-19
-36291.86000000
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
CLP/USD FORWARD
000000000
1.00000000
NC
USD
10856.18000000
0.007803190865
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-382000.00000000
USD
373934195.00000000
CLP
2022-12-21
10856.18000000
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus NV
74365PAH1
350000.00000000
PA
USD
248895.50000000
0.178900782055
Long
DBT
CORP
NL
N
2
2032-01-19
Fixed
4.19300000
N
N
N
N
N
N
REPUBLIC OF GABON
N/A
Gabon Government International Bond
000000000
800000.00000000
PA
USD
718000.00000000
0.516083101205
Long
DBT
NUSS
GA
N
2
2025-06-16
Fixed
6.95000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205BA1
600000.00000000
PA
USD
508237.50000000
0.365310285722
Long
DBT
NUSS
ZA
N
2
2029-09-30
Fixed
4.85000000
N
N
N
N
N
N
TURKIYE SINAI KALKINMA B
549300MFCXK5HOOEWP84
Turkiye Sinai Kalkinma Bankasi AS
90015YAA7
200000.00000000
PA
USD
184546.00000000
0.132647732583
Long
DBT
CORP
TR
N
2
2025-01-23
Fixed
6.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/HUF FORWARD
000000000
1.00000000
NC
USD
156963.98000000
0.112822364311
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-2937993.75000000
USD
1312753442.00000000
HUF
2023-01-19
156963.98000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD CALL VERSUS CNH PUT
000000000
-3276000.00000000
NC
USD
-23015.39000000
-0.01654297193
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 CNH PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
CNY
2022-11-11
-3276000.00000000
USD
7.35000000
USD
2022-11-11
XXXX
-1811.30000000
N
N
N
FEL ENERGY VI SARL
254900H2U8PBIY32VI94
FEL Energy VI Sarl
30260LAA3
221343.77000000
PA
USD
148203.49000000
0.106525510764
Long
DBT
CORP
LU
N
2
2040-12-01
Fixed
5.75000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638AU6
225000.00000000
PA
USD
224198.44000000
0.161149061560
Long
DBT
NUSS
PE
N
2
2037-03-14
Fixed
6.55000000
N
N
N
N
N
N
PETROLEOS DEL PERU SA
549300ZMGDLC9JT2OR80
Petroleos del Peru SA
000000000
200000.00000000
PA
USD
127500.00000000
0.091644283292
Long
DBT
CORP
PE
N
2
2047-06-19
Fixed
5.62500000
N
N
N
N
N
N
TML HOLDINGS PTE LTD
254900EBGMM47QH02V57
TML Holdings Pte Ltd
000000000
200000.00000000
PA
USD
187500.00000000
0.134771004841
Long
DBT
CORP
SG
N
2
2024-06-03
Fixed
5.50000000
N
N
N
N
N
N
KAZMUNAYGAS NATIONAL CO
2138001H1M69RFJCSH88
KazMunayGas National Co JSC
000000000
200000.00000000
PA
USD
135787.50000000
0.097601161705
Long
DBT
CORP
KZ
N
2
2033-04-14
Fixed
3.50000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BE1
150000.00000000
PA
USD
152250.00000000
0.109434055931
Long
DBT
NUSS
UY
N
2
2034-10-28
Fixed
5.75000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HU7
1790355.73794000
PA
USD
460233.32000000
0.330805903988
Long
DBT
NUSS
AR
N
2
2038-01-09
Variable
3.87500000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
665000.00000000
PA
USD
619198.13000000
0.445066422271
Long
DBT
NUSS
DO
N
2
2027-01-25
Fixed
5.95000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/PHP FORWARD
000000000
1.00000000
NC
USD
8326.27000000
0.005984745463
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-31965429.00000000
PHP
556259.10000000
USD
2022-12-21
8326.27000000
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
000000000
600000.00000000
PA
USD
528372.00000000
0.379782535306
Long
DBT
NUSS
QA
N
2
2046-06-02
Fixed
4.62500000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
000000000
1270000.00000000
PA
USD
1019644.90000000
0.732899028022
Long
DBT
NUSS
SA
N
2
2047-10-04
Fixed
4.62500000
N
N
N
N
N
N
INDOFOOD CBP SUKSES MAKM
254900YKZW9GRKZZN285
Indofood CBP Sukses Makmur Tbk PT
000000000
200000.00000000
PA
USD
145022.00000000
0.104238723541
Long
DBT
CORP
ID
N
2
2032-04-27
Fixed
3.54100000
N
N
N
N
N
N
KAZMUNAYGAS NATIONAL CO
2138001H1M69RFJCSH88
KazMunayGas National Co JSC
000000000
400000.00000000
PA
USD
272620.00000000
0.195953447145
Long
DBT
CORP
KZ
N
2
2047-04-19
Fixed
5.75000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
USD/PEN FORWARD
000000000
1.00000000
NC
USD
-1662.49000000
-0.00119496238
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-380000.00000000
USD
1516254.68000000
PEN
2022-12-21
-1662.49000000
N
N
N
RUSSIAN FEDERATION
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
000000000
400000.00000000
PA
USD
168000.00000000
0.120754820337
Long
DBT
NUSS
RU
N
2
2035-03-28
Fixed
5.10000000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756BK5
1050000.00000000
PA
USD
1045931.25000000
0.751793096305
Long
DBT
NUSS
BR
N
2
2037-01-20
Fixed
7.12500000
N
N
N
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
Bahrain Government International Bond
000000000
200000.00000000
PA
USD
174287.50000000
0.125274141366
Long
DBT
NUSS
BH
N
2
2028-01-25
Fixed
4.25000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
200000.00000000
PA
USD
190500.00000000
0.136927340918
Long
DBT
NUSS
OM
N
2
2031-01-25
Fixed
6.25000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCL4
376000.00000000
PA
USD
215756.32000000
0.155081045585
Long
DBT
CORP
MX
N
2
2048-02-12
Fixed
6.35000000
N
N
N
N
N
N
ALFA DESARROLLO SPA
2549006BJAN34R520038
Alfa Desarrollo SpA
01538TAA3
199270.93000000
PA
USD
127533.40000000
0.091668290500
Long
DBT
CORP
CL
N
2
2051-09-27
Fixed
4.55000000
N
N
N
N
N
N
OIL & GAS HOLDING
549300OBH16L6TS6IW50
Oil and Gas Holding Co BSCC/The
000000000
200000.00000000
PA
USD
195850.00000000
0.140772806923
Long
DBT
CORP
BH
N
2
2028-11-07
Fixed
8.37500000
N
N
N
N
N
N
COLOMBIA TELECOMUNICACIO
549300CK4YN0V1C3MN55
Colombia Telecomunicaciones SA ESP
19533PAC4
200000.00000000
PA
USD
139287.50000000
0.100116887129
Long
DBT
CORP
CO
N
2
2030-07-17
Fixed
4.95000000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
200000.00000000
PA
USD
117000.00000000
0.084097107020
Long
DBT
NUSS
NG
N
2
2038-02-23
Fixed
7.69600000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
PEN/USD FORWARD
000000000
1.00000000
NC
USD
13591.76000000
0.009769467481
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-2790811.25000000
PEN
709958.00000000
USD
2022-12-21
13591.76000000
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
440000.00000000
PA
284787.56000000
0.204699230013
Long
DBT
NUSS
ID
N
2
2033-03-12
Fixed
1.10000000
N
N
N
N
N
N
FONDO MIVIVIENDA SA
549300X41PNOK11PZ670
Fondo MIVIVIENDA SA
344593AF5
150000.00000000
PA
USD
138000.00000000
0.099191459563
Long
DBT
NUSS
PE
N
2
2027-04-12
Fixed
4.62500000
N
N
N
N
N
N
ABU DHABI PORTS CO PJSC
213800F5LEV1NQJ68T87
Abu Dhabi Ports Co PJSC
000000000
200000.00000000
PA
USD
156865.00000000
0.112751219596
Long
DBT
CORP
AE
N
2
2031-05-06
Fixed
2.50000000
N
N
N
N
N
N
LCH LIMITED
F226TOH6YD6XJB17KS62
IRS PLN
000000000
1.00000000
NC
-14030.90000000
-0.01008511195
N/A
DIR
CORP
GB
N
2
LCH LIMITED
F226TOH6YD6XJB17KS62
Y
2027-10-06
0.00000000
USD
0.00000000
USD
2407000.00000000
PLN
-14030.90000000
N
N
N
PT PERTAMINA (PERSERO)
254900NDAKGNZ2IBBL45
Pertamina Persero PT
69370RAD9
200000.00000000
PA
USD
170722.00000000
0.122711335938
Long
DBT
CORP
ID
N
2
2029-07-30
Fixed
3.65000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
800000.00000000
PA
595914.75000000
0.428330824838
Long
DBT
NUSS
EG
N
2
2026-04-16
Fixed
4.75000000
N
N
N
N
N
N
REPUBLIC OF IRAQ
N/A
Iraq International Bond
000000000
800000.00000000
PA
USD
784900.00000000
0.564169395732
Long
DBT
NUSS
IQ
N
2
2023-03-09
Fixed
6.75200000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS BRL
000000000
1.00000000
NC
330.49000000
0.000237549170
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2025-01-02
2049.05000000
USD
0.00000000
USD
13002191.42000000
BRL
-1718.56000000
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123AW0
165000.00000000
PA
USD
161493.75000000
0.116078266469
Long
DBT
NUSS
TR
N
2
2025-02-05
Fixed
7.37500000
N
N
N
N
N
N
FIN DEPT GOVT SHARJAH
254900ZNL8O3F1CLJO24
Finance Department Government of Sharjah
000000000
200000.00000000
PA
USD
114912.50000000
0.082596656500
Long
DBT
NUSS
AE
N
2
2050-07-28
Fixed
4.00000000
N
N
N
N
N
N
AZURE POWER SOLAR ENERGY
549300N77HEXIINE3X94
Azure Power Solar Energy Pvt Ltd
05502TAA6
200000.00000000
PA
USD
162000.00000000
0.116442148182
Long
DBT
CORP
MU
N
2
2024-12-24
Fixed
5.65000000
N
N
N
N
N
N
JSM GLOBAL SARL
222100JFIJNVE1XMFY68
JSM Global Sarl
46592BAA0
400000.00000000
PA
USD
276325.00000000
0.198616522201
Long
DBT
CORP
LU
N
2
2030-10-20
Fixed
4.75000000
N
N
N
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
Bahrain Government International Bond
000000000
950000.00000000
PA
USD
908615.63000000
0.653093554504
Long
DBT
NUSS
BH
N
2
2028-10-12
Fixed
7.00000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
150000.00000000
PA
USD
100500.00000000
0.072237258594
Long
DBT
NUSS
DO
N
2
2060-01-30
Fixed
5.87500000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
400000.00000000
PA
USD
362075.00000000
0.260251795082
Long
DBT
NUSS
CI
N
2
2028-03-03
Fixed
6.37500000
N
N
N
N
N
N
REPUBLIC OF IRAQ
N/A
Iraq International Bond
000000000
893750.00000000
PA
USD
758179.30000000
0.544963125924
Long
DBT
NUSS
IQ
N
2
2028-01-15
Fixed
5.80000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/ZAR FORWARD
000000000
1.00000000
NC
USD
-19600.89000000
-0.01408870208
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-441000.00000000
USD
7771469.58000000
ZAR
2022-12-21
-19600.89000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
EUR/AUD FORWARD
000000000
1.00000000
NC
USD
97.32000000
0.000069951542
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-173000.00000000
EUR
268509.67000000
AUD
2023-01-19
97.32000000
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
100000.00000000
PA
91894.90000000
0.066052096068
Long
DBT
NUSS
ID
N
2
2028-06-14
Fixed
3.75000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS PLN
000000000
1.00000000
NC
-25848.05000000
-0.01857902758
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2027-06-15
0.00000000
USD
-17526.70000000
USD
1204000.00000000
PLN
-8321.35000000
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HT0
1051850.00000000
PA
USD
208266.30000000
0.149697378802
Long
DBT
NUSS
AR
N
2
2035-07-09
Variable
1.50000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/EUR FORWARD
000000000
1.00000000
NC
USD
2194.70000000
0.001577503596
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-168884.85000000
USD
171948.00000000
EUR
2023-01-19
2194.70000000
N
N
N
SINOPEC GRP OVERSEA 2012
N/A
Sinopec Group Overseas Development 2012 Ltd
000000000
200000.00000000
PA
USD
175548.00000000
0.126180161908
Long
DBT
CORP
VG
N
2
2042-05-17
Fixed
4.87500000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
600000.00000000
PA
USD
106500.00000000
0.076549930749
Long
DBT
NUSS
UA
N
2
2028-09-01
Variable
7.75000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
ZAR/USD FORWARD
000000000
1.00000000
NC
USD
-1865.02000000
-0.00134053663
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-341000.00000000
USD
6254349.20000000
ZAR
2022-12-21
-1865.02000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
CNH CALL VERSUS USD PUT
000000000
1638000.00000000
NC
USD
61.64000000
0.000044305518
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Put
Purchased
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
CNH CALL VERSUS USD PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
CNY
N/A
USD
2022-11-11
1638000.00000000
USD
6.90000000
USD
2022-11-11
XXXX
-1510.84000000
N
N
N
ISLAMIC REP OF PAKISTAN
529900LOP29R5WKHOD86
Pakistan Government International Bond
000000000
770000.00000000
PA
USD
261884.70000000
0.188237142248
Long
DBT
NUSS
PK
N
2
2025-09-30
Fixed
8.25000000
N
N
N
N
N
N
POWER FINANCE CORP LTD
3358003Q6D9LIJJZ1614
Power Finance Corp Ltd
73928QAA6
200000.00000000
PA
USD
192162.50000000
0.138122310494
Long
DBT
CORP
IN
N
2
2028-12-06
Fixed
6.15000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
500000.00000000
PA
USD
489781.25000000
0.352044326479
Long
DBT
NUSS
DO
N
2
2026-01-29
Fixed
6.87500000
N
N
N
N
N
N
DP WORLD PLC
549300M3U2DNF4QVSS04
DP World Ltd/United Arab Emirates
000000000
800000.00000000
PA
USD
762400.00000000
0.547996875151
Long
DBT
CORP
AE
N
2
2037-07-02
Fixed
6.85000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/CNH FORWARD
000000000
1.00000000
NC
USD
55839.56000000
0.040136285925
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-5686720.00000000
CNY
832000.00000000
USD
2022-11-23
55839.56000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS CLP
000000000
1.00000000
NC
-23709.86000000
-0.01704214216
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2032-12-21
0.00000000
USD
0.00000000
USD
-606630000.00000000
CLP
-23709.86000000
N
N
N
CORP FINANCIERA DE DESAR
254900BOM7T4MG6T0J30
Corp Financiera de Desarrollo SA
000000000
200000.00000000
PA
USD
160600.00000000
0.115435858013
Long
DBT
NUSS
PE
N
2
2027-09-28
Fixed
2.40000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638AP7
670000.00000000
PA
USD
789678.75000000
0.567604259409
Long
DBT
NUSS
PE
N
2
2033-11-21
Fixed
8.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
CNH CALL VERSUS USD PUT
000000000
761000.00000000
NC
USD
0.76000000
0.000000546271
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Put
Purchased
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
CNH CALL VERSUS USD PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
CNY
N/A
USD
2022-12-08
761000.00000000
USD
6.00000000
USD
2022-12-08
XXXX
0.76000000
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Paraguay Government International Bond
000000000
200000.00000000
PA
USD
182475.00000000
0.131159141911
Long
DBT
NUSS
PY
N
2
2031-04-28
Fixed
4.95000000
N
N
N
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
445545AP1
1220000.00000000
PA
USD
1118816.25000000
0.804181281307
Long
DBT
NUSS
HU
N
2
2029-06-16
Fixed
5.25000000
N
N
N
N
N
N
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
USD/INR FORWARD
000000000
1.00000000
NC
USD
106.12000000
0.000076276794
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
-15067345.00000000
INR
181000.00000000
USD
2022-12-21
106.12000000
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BM5
200000.00000000
PA
USD
131287.50000000
0.094366657589
Long
DBT
NUSS
PA
N
2
2056-04-01
Fixed
4.50000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
1111135.00000000
PA
USD
360285.52000000
0.258965554987
Long
DBT
NUSS
EC
N
2
2040-07-31
Variable
1.50000000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286CL9
200000.00000000
PA
USD
120772.00000000
0.086808340248
Long
DBT
NUSS
PH
N
2
2045-12-10
Fixed
2.65000000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
700000.00000000
PA
USD
495250.00000000
0.355975147453
Long
DBT
NUSS
NG
N
2
2027-11-28
Fixed
6.50000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
KRW/USD FORWARD
000000000
1.00000000
NC
USD
71464.71000000
0.051367310812
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-3072887426.00000000
KRW
2226581.67000000
USD
2022-12-21
71464.71000000
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
71568PAF6
200000.00000000
PA
USD
156250.00000000
0.112309170700
Long
DBT
CORP
ID
N
2
2048-05-21
Fixed
6.15000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91086QAV0
988000.00000000
PA
USD
909454.00000000
0.653696156996
Long
DBT
NUSS
MX
N
2
2040-01-11
Fixed
6.05000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
640000.00000000
PA
USD
106320.00000000
0.076420550585
Long
DBT
NUSS
UA
N
2
2027-09-01
Variable
7.75000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780AX4
110000.00000000
PA
USD
113148.75000000
0.081328910581
Long
DBT
NUSS
ID
N
2
2037-02-17
Fixed
6.62500000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
100000.00000000
PA
USD
103011.00000000
0.074042111891
Long
DBT
NUSS
ID
N
2
2044-01-15
Fixed
6.75000000
N
N
N
N
N
N
MEXICO CITY ARPT TRUST
N/A
Mexico City Airport Trust
000000000
200000.00000000
PA
USD
167000.00000000
0.120036041645
Long
DBT
CORP
MX
N
2
2028-04-30
Fixed
3.87500000
N
N
N
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
445545AF3
210000.00000000
PA
USD
209186.25000000
0.150358619261
Long
DBT
NUSS
HU
N
2
2041-03-29
Fixed
7.62500000
N
N
N
N
N
N
ENERGEAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
000000000
75000.00000000
PA
USD
67500.00000000
0.048517561742
Long
DBT
CORP
IL
N
2
2026-03-30
Fixed
4.87500000
N
N
N
N
N
N
ENERGEAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
000000000
265000.00000000
PA
USD
232537.50000000
0.167143000204
Long
DBT
CORP
IL
N
2
2028-03-30
Fixed
5.37500000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
INR/USD FORWARD
000000000
1.00000000
NC
USD
1809.14000000
0.001300371283
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-51324900.00000000
INR
618000.00000000
USD
2022-12-21
1809.14000000
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
000000000
165000.00000000
PA
94096.53000000
0.067634580800
Long
DBT
NUSS
PH
N
2
2041-04-28
Fixed
1.75000000
N
N
N
N
N
N
THIRD PKSTAN INTL SUKUK
529900OMZDJ2H3CXKF72
Third Pakistan International Sukuk Co Ltd/The
000000000
600000.00000000
PA
USD
537066.00000000
0.386031597258
Long
DBT
NUSS
PK
N
2
2022-12-05
Fixed
5.62500000
N
N
N
N
N
N
PERUSAHAAN PENERBIT SBSN
254900G208H6Q0L5B953
Perusahaan Penerbit SBSN Indonesia III
71567PAV2
205000.00000000
PA
USD
191697.55000000
0.137788114341
Long
DBT
NUSS
ID
N
2
2032-06-06
Fixed
4.70000000
N
N
N
N
N
N
REPUBLIC OF SENEGAL
549300NP14ZLQGWIUZ97
Senegal Government International Bond
000000000
500000.00000000
PA
402711.88000000
0.289460718555
Long
DBT
NUSS
SN
N
2
2028-03-13
Fixed
4.75000000
N
N
N
N
N
N
AEROPUERTO INTL TOCUMEN
254900FO1PHX49ZIGB14
Aeropuerto Internacional de Tocumen SA
00787CAE2
200000.00000000
PA
USD
134975.00000000
0.097017154018
Long
DBT
CORP
PA
N
2
2061-08-11
Fixed
5.12500000
N
N
N
N
N
N
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
USD/EUR FORWARD
000000000
1.00000000
NC
USD
717.56000000
0.000515766838
N/A
DFE
CORP
US
N
2
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
-190645.02000000
USD
192334.00000000
EUR
2023-01-19
717.56000000
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
000000000
100000.00000000
PA
65860.69000000
0.047339260644
Long
DBT
NUSS
MA
N
2
2031-11-27
Fixed
1.50000000
N
N
N
N
N
N
SAUDI ARABIAN OIL CO
5586006WD91QHB7J4X50
Saudi Arabian Oil Co
000000000
200000.00000000
PA
USD
164002.00000000
0.117881143125
Long
DBT
CORP
SA
N
2
2039-04-16
Fixed
4.25000000
N
N
N
N
N
N
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
USD/PHP FORWARD
000000000
1.00000000
NC
USD
4516.82000000
0.003246593973
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
-50432415.00000000
PHP
869000.00000000
USD
2022-12-21
4516.82000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
USD/CZK FORWARD
000000000
1.00000000
NC
USD
-36927.11000000
-0.02654241984
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-41231214.00000000
CZK
1619800.59000000
USD
2023-01-19
-36927.11000000
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
USD/SGD FORWARD
000000000
1.00000000
NC
USD
-452.79000000
-0.00032545580
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-76820.77000000
USD
108073.00000000
SGD
2022-12-21
-452.79000000
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
180000.00000000
PA
USD
13050.00000000
0.009380061936
Long
DBT
NUSS
VE
N
2
2022-08-23
Fixed
12.75000000
Y
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
HUF/USD FORWARD
000000000
1.00000000
NC
USD
3748.03000000
0.002694004102
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-311868165.24000000
HUF
745427.97000000
USD
2022-12-21
3748.03000000
N
N
N
KAZMUNAYGAS NATIONAL CO
2138001H1M69RFJCSH88
KazMunayGas National Co JSC
000000000
390000.00000000
PA
USD
337788.75000000
0.242795356061
Long
DBT
CORP
KZ
N
2
2027-04-19
Fixed
4.75000000
N
N
N
N
N
N
LEVIATHAN BOND LTD
254900D9T8VKYVQNZ220
Leviathan Bond Ltd
000000000
200000.00000000
PA
USD
177537.50000000
0.127610172117
Long
DBT
CORP
IL
N
2
2030-06-30
Fixed
6.75000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325BR5
710000.00000000
PA
USD
459015.00000000
0.329930201531
Long
DBT
NUSS
CO
N
2
2044-02-26
Fixed
5.62500000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS CDX.EM.38.V1
000000000
1.00000000
NC
USD
115606.46000000
0.083095460161
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
IHS MARKIT LTD.
CDX.EM.38.V1
Y
Default Event
2027-12-20
115070.31000000
USD
0.00000000
USD
-1415000.00000000
USD
536.15000000
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
IRS MYR
000000000
1.00000000
NC
1122.91000000
0.000807123781
N/A
DIR
CORP
GB
N
2
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
Y
2027-10-17
0.00000000
USD
-12.15000000
USD
1840000.00000000
MYR
1135.06000000
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
300000.00000000
PA
USD
214500.00000000
0.154178029538
Long
DBT
NUSS
EG
N
2
2029-03-01
Fixed
7.60030000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
630000.00000000
PA
475041.89000000
0.341449988570
Long
DBT
NUSS
CI
N
2
2030-03-22
Fixed
5.25000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91086QAZ1
358000.00000000
PA
USD
272482.75000000
0.195854794770
Long
DBT
NUSS
MX
N
2
2110-10-12
Fixed
5.75000000
N
N
N
N
N
N
FREEPORT INDONESIA PT
549300T4HTQHRKLNE619
Freeport Indonesia PT
69377FAB2
200000.00000000
PA
USD
166750.00000000
0.119856346972
Long
DBT
CORP
ID
N
2
2032-04-14
Fixed
5.31500000
N
N
N
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
000000000
200000.00000000
PA
USD
178042.00000000
0.127972795967
Long
DBT
NUSS
QA
N
2
2049-03-14
Fixed
4.81700000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PDZ8
170000.00000000
PA
USD
154678.75000000
0.111179789680
Long
DBT
NUSS
DO
N
2
2028-07-19
Fixed
6.00000000
N
N
N
N
N
N
DIG INTL FIN/DIG INTL HL
N/A
Digicel International Finance Ltd/Digicel international Holdings Ltd
25381XAB9
56934.58500000
PA
USD
38146.17000000
0.027418654195
Long
DBT
CORP
N/A
N
2
2025-12-31
Fixed
13.00000000
N
N
Y
N
N
N
PETROLEOS DEL PERU SA
549300ZMGDLC9JT2OR80
Petroleos del Peru SA
000000000
880000.00000000
PA
USD
646470.00000000
0.464668861331
Long
DBT
CORP
PE
N
2
2032-06-19
Fixed
4.75000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/CNH FORWARD
000000000
1.00000000
NC
USD
-8304.13000000
-0.00596883170
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-713000.00000000
USD
5163118.20000000
CNY
2022-11-23
-8304.13000000
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
000000000
1380000.00000000
PA
USD
1155750.00000000
0.830728473841
Long
DBT
NUSS
AO
N
2
2028-05-09
Fixed
8.25000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
500000.00000000
PA
296475.00000000
0.213099912854
Long
DBT
NUSS
EG
N
2
2030-04-16
Fixed
5.62500000
N
N
N
N
N
N
GOVERNMENT OF JAMAICA
529900Y93KNSXZI8KK56
Jamaica Government International Bond
470160BQ4
225000.00000000
PA
USD
231300.00000000
0.166253511572
Long
DBT
NUSS
JM
N
2
2025-07-09
Fixed
7.62500000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAT7
530000.00000000
PA
USD
467725.00000000
0.336190763943
Long
DBT
NUSS
MX
N
2
2033-05-19
Fixed
4.87500000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCK6
1042000.00000000
PA
USD
828881.82000000
0.595782590805
Long
DBT
CORP
MX
N
2
2028-02-12
Fixed
5.35000000
N
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
400000.00000000
PA
USD
85044.00000000
0.061127815123
Long
DBT
NUSS
LK
N
2
2027-05-11
Fixed
6.20000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
COP/USD FORWARD
000000000
1.00000000
NC
USD
-17194.52000000
-0.01235905460
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-198159.17000000
USD
901780787.00000000
COP
2022-12-21
-17194.52000000
N
N
N
RUSSIAN FEDERATION
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
000000000
300000.00000000
PA
112660.50000000
0.080977966884
Long
DBT
NUSS
RU
N
2
2036-05-27
Fixed
2.65000000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
000000000
200000.00000000
PA
USD
152000.00000000
0.109254361257
Long
DBT
NUSS
AO
N
2
2048-05-08
Fixed
9.37500000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299AK0
165000.00000000
PA
USD
189750.00000000
0.136388256899
Long
DBT
NUSS
PA
N
2
2029-04-01
Fixed
9.37500000
N
N
N
N
N
N
MEGLOBAL CANADA ULC
635400MHHHT7LMKMQL03
MEGlobal Canada ULC
58518N2A9
400000.00000000
PA
USD
384825.00000000
0.276604010336
Long
DBT
CORP
CA
N
2
2030-05-18
Fixed
5.87500000
N
N
N
N
N
N
GENM CAPITAL LABUAN
254900DWSHIWTSE0YG58
GENM Capital Labuan Ltd
000000000
200000.00000000
PA
USD
119162.50000000
0.085651465943
Long
DBT
CORP
MY
N
2
2031-04-19
Fixed
3.88200000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HS2
2010108.65000000
PA
USD
421117.76000000
0.302690472915
Long
DBT
NUSS
AR
N
2
2030-07-09
Variable
0.50000000
N
N
N
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
000000000
400000.00000000
PA
USD
328500.00000000
0.236118800481
Long
DBT
NUSS
MA
N
2
2027-12-15
Fixed
2.37500000
N
N
N
N
N
N
CT TRUST
213800MJB7WO427HQD34
CT Trust
12659BAA2
200000.00000000
PA
USD
159225.00000000
0.114447537311
Long
DBT
CORP
GT
N
2
2032-02-03
Fixed
5.12500000
N
N
N
N
N
N
NTPC LTD
335800Q4TRGJXNLVMB81
NTPC Ltd
000000000
100000.00000000
PA
90659.58000000
0.065164174373
Long
DBT
CORP
IN
N
2
2027-02-01
Fixed
2.75000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDD1
550000.00000000
PA
USD
354580.88000000
0.254865181307
Long
DBT
CORP
MX
N
2
2050-01-23
Fixed
7.69000000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
035198AF7
200000.00000000
PA
USD
160000.00000000
0.115004590797
Long
DBT
NUSS
AO
N
2
2032-04-14
Fixed
8.75000000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CT5
280000.00000000
PA
USD
246750.00000000
0.177358642371
Long
DBT
NUSS
TR
N
2
2029-04-26
Fixed
7.62500000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HV5
597185.00000000
PA
USD
141831.44000000
0.101945416996
Long
DBT
NUSS
AR
N
2
2041-07-09
Variable
3.50000000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CNH CALL VERSUS USD PUT
000000000
-1375000.00000000
NC
USD
-1697.45000000
-0.00122009089
N/A
DFE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Put
Written
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CNH CALL VERSUS USD PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
CNY
N/A
USD
2022-11-28
-1375000.00000000
USD
7.05000000
USD
2022-11-28
XXXX
4100.43000000
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
617726AL8
200000.00000000
PA
USD
143725.00000000
0.103306467577
Long
DBT
NUSS
MA
N
2
2032-12-15
Fixed
3.00000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
440000.00000000
PA
297260.66000000
0.213664628522
Long
DBT
NUSS
RO
N
2
2035-10-29
Fixed
3.87500000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/THB FORWARD
000000000
1.00000000
NC
USD
-12881.50000000
-0.00925894772
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-786000.00000000
USD
29287536.80000000
THB
2022-12-21
-12881.50000000
N
N
N
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
INR/USD FORWARD
000000000
1.00000000
NC
USD
-73659.06000000
-0.05294456283
N/A
DFE
CORP
US
N
2
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
-1778961.71000000
USD
142041198.00000000
INR
2022-12-21
-73659.06000000
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
600000.00000000
PA
USD
600862.50000000
0.431887162114
Long
DBT
NUSS
OM
N
2
2027-10-28
Fixed
6.75000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/CNH FORWARD
000000000
1.00000000
NC
USD
-147551.98000000
-0.10605721925
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-2975600.00000000
USD
20720351.66000000
CNY
2022-11-23
-147551.98000000
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
SWOP CDS CDX.EM.38.V1
000000000
3700000.00000000
OU
Other
USD
16111.09000000
0.011580308204
N/A
DCR
CORP
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
Put
Purchased
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
CDS CDX.EM.38.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
GB
US
IHS MARKIT LTD.
CDX.EM.38.V1
Default Event
2027-12-20
0.00000000
USD
0.00000000
USD
N/A
N/A
3700000.00000000
USD
89.50000000
USD
2022-12-21
XXXX
-24588.91000000
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile
000000000
200000.00000000
PA
USD
165725.00000000
0.119119598812
Long
DBT
CORP
CL
N
2
2029-09-30
Fixed
3.00000000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123DD9
200000.00000000
PA
USD
150000.00000000
0.107816803872
Long
DBT
NUSS
TR
N
2
2033-09-20
Fixed
6.50000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942AS1
510000.00000000
PA
USD
600461.25000000
0.431598752163
Long
DBT
NUSS
UY
N
2
2036-03-21
Fixed
7.62500000
N
N
N
N
N
N
FIN DEPT GOVT SHARJAH
254900ZNL8O3F1CLJO24
Finance Department Government of Sharjah
38381CAB8
200000.00000000
PA
USD
114912.50000000
0.082596656500
Long
DBT
NUSS
AE
N
2
2050-07-28
Fixed
4.00000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
965000.00000000
PA
USD
176896.56000000
0.127149478102
Long
DBT
NUSS
UA
N
2
2030-11-01
Variable
9.75000000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
000000000
300000.00000000
PA
231861.98000000
0.166657450821
Long
DBT
NUSS
PH
N
2
2029-02-03
Fixed
0.70000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
THB/USD FORWARD
000000000
1.00000000
NC
USD
-580.42000000
-0.00041719352
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-170000.00000000
USD
6418010.00000000
THB
2022-12-21
-580.42000000
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
72000.00000000
PA
USD
64701.00000000
0.046505700182
Long
DBT
NUSS
SV
N
2
2023-01-24
Fixed
7.75000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT US LONG BOND
000000000
-13.00000000
NC
USD
59513.31000000
0.042776899147
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
2022-12-20
-1626013.31000000
USD
59513.31000000
N
N
N
SUZANO AUSTRIA GMBH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAJ1
150000.00000000
PA
USD
119343.75000000
0.085781744581
Long
DBT
CORP
AT
N
2
2031-01-15
Fixed
3.75000000
N
N
N
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
45000.00000000
PA
USD
1012.50000000
0.000727763426
Long
DBT
CORP
VE
N
2
2024-05-16
Fixed
6.00000000
Y
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286BG1
100000.00000000
PA
USD
102511.00000000
0.073682722545
Long
DBT
NUSS
PH
N
2
2034-10-23
Fixed
6.37500000
N
N
N
N
N
N
GLOBO COMMUNICACOES PART
52990054HEKS017PVR75
Globo Comunicacao e Participacoes SA
000000000
200000.00000000
PA
USD
154776.00000000
0.111249690908
Long
DBT
CORP
BR
N
2
2030-01-22
Fixed
4.87500000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD CALL VERSUS INR PUT
000000000
2061000.00000000
NC
USD
54211.68000000
0.038966200467
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 INR PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
INR
2023-01-05
2061000.00000000
USD
81.50000000
USD
2023-01-05
XXXX
33064.97000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS BRL
000000000
1.00000000
NC
2251.46000000
0.001618301474
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2027-01-04
0.00000000
USD
0.00000000
USD
1712532.25000000
BRL
2251.46000000
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
000000000
600000.00000000
PA
USD
508612.50000000
0.365579827732
Long
DBT
NUSS
SA
N
2
2049-04-17
Fixed
5.00000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/TWD FORWARD
000000000
1.00000000
NC
USD
-19406.82000000
-0.01394920870
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-1151000.00000000
USD
36473694.00000000
TWD
2022-12-21
-19406.82000000
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
71568QAC1
250000.00000000
PA
USD
228750.00000000
0.164420625906
Long
DBT
CORP
ID
N
2
2027-05-15
Fixed
4.12500000
N
N
N
N
N
N
ENN CLEAN ENERGY
3003009YZ3S5V395NR77
ENN Clean Energy International Investment Ltd
268733AA0
200000.00000000
PA
USD
155912.50000000
0.112066582892
Long
DBT
CORP
VG
N
2
2026-05-12
Fixed
3.37500000
N
N
N
N
N
N
GOVERNMENT OF JAMAICA
529900Y93KNSXZI8KK56
Jamaica Government International Bond
470160CB6
200000.00000000
PA
USD
211975.00000000
0.152363113339
Long
DBT
NUSS
JM
N
2
2045-07-28
Fixed
7.87500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
HUF/USD FORWARD
000000000
1.00000000
NC
USD
29158.38000000
0.020958422251
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-942330.22000000
USD
408500150.00000000
HUF
2022-12-21
29158.38000000
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEG9
150000.00000000
PA
USD
102871.88000000
0.073942115400
Long
DBT
NUSS
DO
N
2
2041-01-21
Fixed
5.30000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCB6
355000.00000000
PA
USD
327183.76000000
0.235172715215
Long
DBT
CORP
MX
N
2
2026-08-04
Fixed
6.87500000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
000000000
285000.00000000
PA
233119.22000000
0.167561128145
Long
DBT
CORP
MX
N
2
2026-04-16
Fixed
3.75000000
N
N
N
N
N
N
REPUBLIC OF KAZAKHSTAN
5493007OEK8EF02UO833
Kazakhstan Government International Bond
000000000
400000.00000000
PA
USD
352450.00000000
0.253333550166
Long
DBT
NUSS
KZ
N
2
2045-07-21
Fixed
6.50000000
N
N
N
N
N
N
EXPORT-IMPORT BK INDIA
335800OFZ8YEIVN1QI11
Export-Import Bank of India
30216KAC6
200000.00000000
PA
USD
177360.00000000
0.127482588899
Long
DBT
NUSS
IN
N
2
2028-02-01
Fixed
3.87500000
N
N
N
N
N
N
INRETAIL CONSUMER
N/A
InRetail Consumer
000000000
300000.00000000
PA
USD
237187.50000000
0.170485321124
Long
DBT
CORP
PE
N
2
2028-03-22
Fixed
3.25000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/CNH FORWARD
000000000
1.00000000
NC
USD
717812.44000000
0.515948287073
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-75592468.10000000
CNY
11035162.91000000
USD
2022-11-23
717812.44000000
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TAL3
400000.00000000
PA
USD
353796.00000000
0.254301026286
Long
DBT
NUSS
SA
N
2
2050-01-16
Fixed
5.25000000
N
N
N
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EURO-SCHATZ
000000000
-6.00000000
NC
6899.63000000
0.004959307030
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Short
BUNDESSCHATZANWEISUNGEN
BUNDESSCHATZANWEISUNGEN
2022-12-08
-650245.71000000
USD
6899.63000000
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
245000.00000000
PA
USD
14592.81000000
0.010489000891
Long
DBT
NUSS
LB
N
2
2022-05-27
Fixed
6.25000000
Y
N
N
N
N
N
INDONESIA ASAHAN ALUMINI
2549008P48EB9SN2OI80
Indonesia Asahan Aluminium Persero PT
000000000
700000.00000000
PA
USD
610006.25000000
0.438459494783
Long
DBT
CORP
ID
N
2
2030-05-15
Fixed
5.45000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
400000.00000000
PA
USD
468700.00000000
0.336891573168
Long
DBT
NUSS
ID
N
2
2035-10-12
Fixed
8.50000000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CY4
610000.00000000
PA
USD
453687.50000000
0.326100908047
Long
DBT
NUSS
TR
N
2
2030-03-13
Fixed
5.25000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205BE3
250000.00000000
PA
USD
194375.00000000
0.139712608352
Long
DBT
NUSS
ZA
N
2
2052-04-20
Fixed
7.30000000
N
N
N
N
N
N
KONDOR FINANCE PLC (NAK)
213800PUC1T9GI6EIO63
NAK Naftogaz Ukraine via Kondor Finance PLC
000000000
420000.00000000
PA
64412.90000000
0.046298620041
Long
DBT
CORP
GB
N
2
2024-07-19
Fixed
7.12500000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
326554.00000000
PA
USD
173032.80000000
0.124372289741
Long
DBT
NUSS
EC
N
2
2030-07-31
Variable
5.50000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
ILS/USD FORWARD
000000000
1.00000000
NC
USD
1286.64000000
0.000924809416
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-327000.00000000
USD
1154996.70000000
ILS
2022-12-21
1286.64000000
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
200000.00000000
PA
USD
129000.00000000
0.092722451330
Long
DBT
NUSS
NG
N
2
2049-01-21
Fixed
9.24800000
N
N
N
N
N
N
UKREXIMBANK(BIZ FIN PLC)
254900R5STMV7BZYC307
Ukreximbank Via Biz Finance PLC
000000000
62500.00000000
PA
USD
18605.47000000
0.013373215399
Long
DBT
NUSS
GB
N
2
2025-01-22
Fixed
9.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
INR/USD FORWARD
000000000
1.00000000
NC
USD
933.76000000
0.000671166791
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-35238809.60000000
INR
424000.00000000
USD
2022-12-21
933.76000000
N
N
N
REPUBLIC OF ZAMBIA
213800DMLAZ6LGMMD849
Zambia Government International Bond
000000000
600000.00000000
PA
USD
222000.00000000
0.159568869731
Long
DBT
NUSS
ZM
N
2
2027-07-30
Fixed
8.97000000
N
Y
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780DJ2
200000.00000000
PA
USD
171022.00000000
0.122926969546
Long
DBT
NUSS
ID
N
2
2032-03-31
Fixed
3.55000000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
000000000
400000.00000000
PA
USD
348220.00000000
0.250293116297
Long
DBT
CORP
MX
N
2
2029-11-19
Fixed
5.45000000
N
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
75000.00000000
PA
USD
4560.94000000
0.003278306489
Long
DBT
NUSS
LB
N
2
2022-10-04
Fixed
6.10000000
Y
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
250000.00000000
PA
USD
54187.50000000
0.038948820399
Long
DBT
NUSS
LK
N
2
2029-03-14
Fixed
7.85000000
N
N
N
N
N
N
SAUDI ARABIAN OIL CO
5586006WD91QHB7J4X50
Saudi Arabian Oil Co
000000000
260000.00000000
PA
USD
204880.00000000
0.147263378516
Long
DBT
CORP
SA
N
2
2030-11-24
Fixed
2.25000000
N
N
N
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
235000.00000000
PA
USD
91180.00000000
0.065538241180
Long
DBT
NUSS
SV
N
2
2027-01-18
Fixed
6.37500000
N
N
N
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
000000000
200000.00000000
PA
186013.36000000
0.133702439685
Long
DBT
CORP
ID
N
2
2025-10-25
Fixed
2.87500000
N
N
N
N
N
N
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
USD/CLP FORWARD
000000000
1.00000000
NC
USD
18190.22000000
0.013074742547
N/A
DFE
CORP
US
N
2
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
-346286820.00000000
CLP
382000.00000000
USD
2022-12-21
18190.22000000
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
400000.00000000
PA
USD
256000.00000000
0.184007345276
Long
DBT
NUSS
NG
N
2
2032-02-16
Fixed
7.87500000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/INR FORWARD
000000000
1.00000000
NC
USD
740.99000000
0.000532607823
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-14264820.00000000
INR
172000.00000000
USD
2022-12-21
740.99000000
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325BM6
980000.00000000
PA
USD
700271.25000000
0.503340053460
Long
DBT
NUSS
CO
N
2
2041-01-18
Fixed
6.12500000
N
N
N
N
N
N
ST SAVINGS BK (SSB #1)
213800X3YF17XQS13O34
State Savings Bank of Ukraine Via SSB #1 PLC
000000000
50000.00000000
PA
USD
25446.88000000
0.018290675134
Long
DBT
CORP
GB
N
2
2025-03-20
Variable
9.62500000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
SGD/USD FORWARD
000000000
1.00000000
NC
USD
-11102.13000000
-0.00797997448
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-1365775.02000000
SGD
954000.00000000
USD
2022-12-21
-11102.13000000
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
917288BA9
435000.00000000
PA
USD
512212.50000000
0.368167431025
Long
DBT
NUSS
UY
N
2
2033-01-15
Fixed
7.87500000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAU7
200000.00000000
PA
USD
144500.00000000
0.103863521064
Long
DBT
NUSS
NG
N
2
2029-03-24
Fixed
8.37500000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
IDR/USD FORWARD
000000000
1.00000000
NC
USD
-15086.69000000
-0.01084399131
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-589000.00000000
USD
8983428000.00000000
IDR
2022-12-21
-15086.69000000
N
N
N
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
USD/EUR FORWARD
000000000
1.00000000
NC
USD
344218.98000000
0.247417268373
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
-7517658.00000000
EUR
7823907.73000000
USD
2023-01-19
344218.98000000
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
Bahrain Government International Bond
000000000
1000000.00000000
PA
USD
937062.50000000
0.673540558528
Long
DBT
NUSS
BH
N
2
2029-09-20
Fixed
6.75000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS ZAR
000000000
1.00000000
NC
-24202.93000000
-0.01739655037
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2027-09-21
0.00000000
USD
-4912.51000000
USD
26104000.00000000
ZAR
-19290.42000000
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
USD/CZK FORWARD
000000000
1.00000000
NC
USD
-17279.56000000
-0.01242017954
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-19145168.00000000
CZK
752000.00000000
USD
2023-01-19
-17279.56000000
N
N
N
HERITAGE PETROL CO LTD
25490055MYPABN06OA04
Heritage Petroleum Co Ltd
42727GAA6
200000.00000000
PA
USD
208000.00000000
0.149505968037
Long
DBT
CORP
TT
N
2
2029-08-12
Fixed
9.00000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
100000.00000000
PA
86490.40000000
0.062167456624
Long
DBT
NUSS
ID
N
2
2026-09-18
Fixed
1.45000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDC3
573000.00000000
PA
USD
454463.49000000
0.326658673124
Long
DBT
CORP
MX
N
2
2030-01-23
Fixed
6.84000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MXN CALL VERSUS USD PUT
000000000
2080000.00000000
NC
USD
9.02000000
0.000006483383
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
2022-12-05
2080000.00000000
USD
17.00000000
USD
2022-12-05
XXXX
-76.26000000
N
N
N
AEROPUERTO INTL TOCUMEN
254900FO1PHX49ZIGB14
Aeropuerto Internacional de Tocumen SA
000000000
200000.00000000
PA
USD
140287.50000000
0.100835665822
Long
DBT
CORP
PA
N
2
2041-08-11
Fixed
4.00000000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CZ1
200000.00000000
PA
USD
185250.00000000
0.133153752783
Long
DBT
NUSS
TR
N
2
2025-10-14
Fixed
6.37500000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
ILS/USD FORWARD
000000000
1.00000000
NC
USD
-7446.18000000
-0.00535215552
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-1950684.05000000
ILS
547000.00000000
USD
2022-12-21
-7446.18000000
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DW9
70000.00000000
PA
USD
41055.00000000
0.029509459220
Long
DBT
NUSS
PE
N
2
2072-01-15
Fixed
3.60000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
1180000.00000000
PA
USD
194552.50000000
0.139840191569
Long
DBT
NUSS
UA
N
2
2026-09-01
Variable
7.75000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
400000.00000000
PA
USD
290500.00000000
0.208805210167
Long
DBT
NUSS
EG
N
2
2027-09-30
Fixed
5.80000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
USD/TWD FORWARD
000000000
1.00000000
NC
USD
-6223.92000000
-0.00447362107
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-201000.00000000
USD
6278054.00000000
TWD
2022-12-21
-6223.92000000
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CJ7
400000.00000000
PA
USD
339500.00000000
0.244025366099
Long
DBT
NUSS
TR
N
2
2026-04-14
Fixed
4.25000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PHP/USD FORWARD
000000000
1.00000000
NC
USD
-4283.49000000
-0.00307888134
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-11509169.00000000
PHP
193000.00000000
USD
2022-12-21
-4283.49000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/AUD FORWARD
000000000
1.00000000
NC
USD
800.84000000
0.000575626728
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-170000.00000000
USD
266291.56000000
AUD
2023-01-19
800.84000000
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
410000.00000000
PA
266736.70000000
0.191724656464
Long
DBT
NUSS
RO
N
2
2039-03-11
Fixed
4.12500000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/MXN FORWARD
000000000
1.00000000
NC
USD
-29616.19000000
-0.02128748632
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-23667990.18000000
MXN
1154000.00000000
USD
2022-12-21
-29616.19000000
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BK9
200000.00000000
PA
USD
162600.00000000
0.116873415398
Long
DBT
NUSS
PA
N
2
2030-01-23
Fixed
3.16000000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
000000000
550000.00000000
PA
USD
165000.00000000
0.118598484260
Long
DBT
NUSS
GH
N
2
2027-03-26
Fixed
7.87500000
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS BRL
000000000
1.00000000
NC
3546.42000000
0.002549091130
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2025-01-02
0.00000000
USD
0.00000000
USD
-6043947.81000000
BRL
3546.42000000
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
205000.00000000
PA
USD
30750.00000000
0.022102444793
Long
DBT
CORP
VE
N
2
2020-10-27
Fixed
8.50000000
Y
N
N
N
N
N
SUMMIT DIGITEL INFRASTR
3358004TNI1SSIQ9BQ37
Summit Digitel Infrastructure Ltd
86608CAA6
235000.00000000
PA
USD
161802.20000000
0.116299973757
Long
DBT
CORP
IN
N
2
2031-08-12
Fixed
2.87500000
N
N
N
N
N
N
PROVINCIA DE BUENOS AIRE
549300L6AYROPOTQ4L07
Provincia de Buenos Aires/Government Bonds
000000000
477709.00431100
PA
USD
143850.12000000
0.103396401167
Long
DBT
NUSS
AR
N
2
2037-09-01
Variable
5.25000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
200000.00000000
PA
USD
111750.00000000
0.080323518885
Long
DBT
NUSS
EG
N
2
2048-02-21
Fixed
7.90300000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/CLP FORWARD
000000000
1.00000000
NC
USD
4161.98000000
0.002991542542
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-593790760.00000000
CLP
628000.00000000
USD
2022-12-21
4161.98000000
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
445545AN6
255000.00000000
PA
USD
138943.13000000
0.099869361311
Long
DBT
NUSS
HU
N
2
2051-09-21
Fixed
3.12500000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS PLN
000000000
1.00000000
NC
64452.89000000
0.046327364001
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2027-09-21
1194.35000000
USD
0.00000000
USD
-8023000.00000000
PLN
63258.54000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/PLN FORWARD
000000000
1.00000000
NC
USD
19268.72000000
0.013849945367
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-400000.00000000
USD
2031852.00000000
PLN
2023-01-19
19268.72000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS THB
000000000
1.00000000
NC
-9242.28000000
-0.00664315393
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2027-12-21
0.00000000
USD
0.00000000
USD
-34632000.00000000
THB
-9242.28000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/INR FORWARD
000000000
1.00000000
NC
USD
-9163.53000000
-0.00658655011
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-768000.00000000
USD
63206400.00000000
INR
2022-12-21
-9163.53000000
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
038461AM1
255000.00000000
PA
USD
150131.25000000
0.107911143576
Long
DBT
NUSS
EG
N
2
2047-01-31
Fixed
8.50000000
N
N
N
N
N
N
ADANI PORTS AND SPECIAL
335800QOAXP5TM7OYP69
Adani Ports & Special Economic Zone Ltd
00652MAJ1
200000.00000000
PA
USD
117037.50000000
0.084124061221
Long
DBT
CORP
IN
N
2
2041-08-02
Fixed
5.00000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
200000.00000000
PA
USD
175022.00000000
0.125802084316
Long
DBT
NUSS
ID
N
2
2045-01-15
Fixed
5.12500000
N
N
N
N
N
N
INTERCHILE SA
549300Y105FQQX6RCE16
Interchile SA
45846AAA8
200000.00000000
PA
USD
143662.50000000
0.103261543909
Long
DBT
CORP
CL
N
2
2056-06-30
Fixed
4.50000000
N
N
N
N
N
N
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
USD/CNH FORWARD
000000000
1.00000000
NC
USD
21954.37000000
0.015780333362
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
-4484294.68000000
CNY
634000.00000000
USD
2022-11-23
21954.37000000
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
100000.00000000
PA
USD
97612.50000000
0.070161785120
Long
DBT
NUSS
DO
N
2
2025-01-27
Fixed
5.50000000
N
N
N
N
N
N
FERMACA ENTERPRISES S RL
549300HYMZDEHWD3X752
Fermaca Enterprises S de RL de CV
000000000
211902.81000000
PA
USD
194685.71000000
0.139935940079
Long
DBT
CORP
MX
N
2
2038-03-30
Fixed
6.37500000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BL7
200000.00000000
PA
USD
114800.00000000
0.082515793897
Long
DBT
NUSS
PA
N
2
2060-07-23
Fixed
3.87000000
N
N
N
N
N
N
POWER FINANCE CORP LTD
3358003Q6D9LIJJZ1614
Power Finance Corp Ltd
000000000
600000.00000000
PA
USD
515362.50000000
0.370431583906
Long
DBT
CORP
IN
N
2
2029-06-18
Fixed
4.50000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
420000.00000000
PA
249557.83000000
0.179376850747
Long
DBT
NUSS
EG
N
2
2031-04-11
Fixed
6.37500000
N
N
N
N
N
N
REPUBLIC OF NAMIBIA
549300T6Y4CWK77SML15
Namibia International Bonds
000000000
200000.00000000
PA
USD
180000.00000000
0.129380164647
Long
DBT
NUSS
NA
N
2
2025-10-29
Fixed
5.25000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/AUD FORWARD
000000000
1.00000000
NC
USD
5185.51000000
0.003727234097
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-346946.04000000
USD
549000.00000000
AUD
2023-01-19
5185.51000000
N
N
N
GOVERNMENT OF JAMAICA
529900Y93KNSXZI8KK56
Jamaica Government International Bond
470160CA8
500000.00000000
PA
USD
522281.25000000
0.375404633985
Long
DBT
NUSS
JM
N
2
2028-04-28
Fixed
6.75000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
200000.00000000
PA
USD
167750.00000000
0.120575125664
Long
DBT
NUSS
OM
N
2
2048-01-17
Fixed
6.75000000
N
N
N
N
N
N
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
USD/SGD FORWARD
000000000
1.00000000
NC
USD
5173.31000000
0.003718464997
N/A
DFE
CORP
US
N
2
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
-1242266.21000000
SGD
883000.00000000
USD
2022-12-21
5173.31000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CNH CALL VERSUS USD PUT
000000000
1375000.00000000
NC
USD
13.77000000
0.000009897582
N/A
DFE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Put
Purchased
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CNH CALL VERSUS USD PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
CNY
N/A
USD
2022-11-28
1375000.00000000
USD
6.55000000
USD
2022-11-28
XXXX
-29.90000000
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd
36321PAE0
579918.00000000
PA
USD
433053.77000000
0.311269822576
Long
DBT
CORP
JE
N
2
2040-09-30
Fixed
2.94000000
N
N
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
30000.00000000
PA
USD
1693.13000000
0.001216985767
Long
DBT
NUSS
LB
N
2
2027-03-23
Fixed
6.85000000
Y
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CNH CALL VERSUS USD PUT
000000000
-1638000.00000000
NC
USD
-61.64000000
-0.00004430551
N/A
DFE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Put
Written
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CNH CALL VERSUS USD PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
CNY
N/A
USD
2022-11-11
-1638000.00000000
USD
6.90000000
USD
2022-11-11
XXXX
8023.69000000
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DF6
940000.00000000
PA
USD
740720.00000000
0.532413753098
Long
DBT
NUSS
PE
N
2
2031-01-23
Fixed
2.78300000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
BRL/USD FORWARD
000000000
1.00000000
NC
USD
19174.17000000
0.013781984842
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-538910.36000000
USD
2903649.00000000
BRL
2022-12-02
19174.17000000
N
N
N
GRUPO AVAL LTD
549300J4FW1ELLQ80113
Grupo Aval Ltd
40053FAC2
200000.00000000
PA
USD
138037.50000000
0.099218413764
Long
DBT
CORP
KY
N
2
2030-02-04
Fixed
4.37500000
N
N
N
N
N
N
DIG INTL FIN/DIG INTL HL
N/A
Digicel International Finance Ltd/Digicel international Holdings Ltd
25381XAA1
96866.67500000
PA
USD
82052.13000000
0.058977322717
Long
DBT
CORP
N/A
N
2
2024-05-25
Fixed
8.75000000
N
N
N
N
N
N
EIG PEARL HOLDINGS SARL
549300KIMRL45BWA5H76
EIG Pearl Holdings Sarl
28249NAA9
450000.00000000
PA
USD
345375.00000000
0.248248190917
Long
DBT
CORP
LU
N
2
2036-08-31
Fixed
3.54500000
N
N
N
N
N
N
CNAC HK FINBRIDGE CO LTD
549300US1UQ7R7WABI28
CNAC HK Finbridge Co Ltd
000000000
300000.00000000
PA
USD
215433.00000000
0.154848650058
Long
DBT
CORP
HK
N
2
2030-09-22
Fixed
3.00000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325BK0
915000.00000000
PA
USD
769915.31000000
0.553398719847
Long
DBT
NUSS
CO
N
2
2037-09-18
Fixed
7.37500000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286BB2
420000.00000000
PA
USD
472546.20000000
0.339656139775
Long
DBT
NUSS
PH
N
2
2031-01-14
Fixed
7.75000000
N
N
N
N
N
N
KINGDOM OF JORDAN
5493000JZ4MYPVMBVN50
Jordan Government International Bond
000000000
200000.00000000
PA
USD
190725.00000000
0.137089066124
Long
DBT
NUSS
JO
N
2
2026-01-29
Fixed
6.12500000
N
N
N
N
N
N
ARABIAN CENTRES SUKUK
5493003T55GS691ILI42
Arabian Centres Sukuk Ltd
000000000
200000.00000000
PA
USD
183700.00000000
0.132039645809
Long
DBT
CORP
KY
N
2
2024-11-26
Fixed
5.37500000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756BW9
400000.00000000
PA
USD
287325.00000000
0.206523087818
Long
DBT
NUSS
BR
N
2
2045-01-27
Fixed
5.00000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DQ2
490000.00000000
PA
USD
257801.25000000
0.185302045396
Long
DBT
NUSS
PE
N
2
2060-12-01
Fixed
2.78000000
N
N
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
191000.00000000
PA
USD
10898.94000000
0.007833925842
Long
DBT
NUSS
LB
N
2
2023-01-27
Fixed
6.00000000
Y
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
BRL/USD FORWARD
000000000
1.00000000
NC
USD
9350.70000000
0.006721083919
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-448156.00000000
USD
2364986.13000000
BRL
2022-11-03
9350.70000000
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
580000.00000000
PA
93966.52000000
0.067541132383
Long
DBT
NUSS
UA
N
2
2028-06-20
Variable
6.75000000
N
Y
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
500000.00000000
PA
374083.51000000
0.268883256198
Long
DBT
NUSS
CI
N
2
2031-10-17
Fixed
5.87500000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
HUF/EUR FORWARD
000000000
1.00000000
NC
USD
873.33000000
0.000627730995
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-300300.00000000
EUR
127101975.00000000
HUF
2023-01-19
873.33000000
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCG5
608000.00000000
PA
USD
529872.00000000
0.380860703345
Long
DBT
CORP
MX
N
2
2027-03-13
Fixed
6.50000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
IDR/USD FORWARD
000000000
1.00000000
NC
USD
-48430.28000000
-0.03481065333
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-1767000.00000000
USD
26900661000.00000000
IDR
2022-12-21
-48430.28000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/TWD FORWARD
000000000
1.00000000
NC
USD
178113.90000000
0.128024476155
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-111215919.00000000
TWD
3628578.11000000
USD
2022-12-21
178113.90000000
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
IRS MYR
000000000
1.00000000
NC
4160.79000000
0.002990687195
N/A
DIR
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
Y
2027-12-21
0.00000000
USD
0.00000000
USD
3200000.00000000
MYR
4160.79000000
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
250000.00000000
PA
USD
14850.00000000
0.010673863583
Long
DBT
NUSS
LB
N
2
2023-05-26
Fixed
6.40000000
Y
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
150000.00000000
PA
USD
154293.75000000
0.110903059883
Long
DBT
NUSS
ID
N
2
2037-02-17
Fixed
6.62500000
N
N
N
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
000000000
800000.00000000
PA
553568.24000000
0.397893055749
Long
DBT
NUSS
RS
N
2
2029-06-26
Fixed
1.50000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BH6
400000.00000000
PA
USD
270700.00000000
0.194573392056
Long
DBT
NUSS
PA
N
2
2050-04-16
Fixed
4.50000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/CZK FORWARD
000000000
1.00000000
NC
USD
-45269.70000000
-0.03253889577
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-49696120.00000000
CZK
1951589.73000000
USD
2023-01-19
-45269.70000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/COP FORWARD
000000000
1.00000000
NC
USD
-9143.42000000
-0.00657209547
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-359000.00000000
USD
1743400930.00000000
COP
2022-12-21
-9143.42000000
N
N
N
RUSSIAN FEDERATION
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
000000000
300000.00000000
PA
112660.50000000
0.080977966884
Long
DBT
NUSS
RU
N
2
2032-11-20
Fixed
1.85000000
N
N
N
N
N
N
ESKOM HOLDINGS SOC LTD
3789001900ED06F65111
Eskom Holdings SOC Ltd
000000000
1000000.00000000
PA
USD
930812.50000000
0.669048191699
Long
DBT
CORP
ZA
N
2
2025-02-11
Fixed
7.12500000
N
N
N
N
N
N
EXPORT-IMPORT BK INDIA
335800OFZ8YEIVN1QI11
Export-Import Bank of India
30216KAF9
200000.00000000
PA
USD
146132.00000000
0.105036567890
Long
DBT
NUSS
IN
N
2
2031-01-13
Fixed
2.25000000
N
N
N
N
N
N
STATE OF ISRAEL
213800T8ZHTFZIBYPE21
Israel Government International Bond
46513JB59
900000.00000000
PA
USD
678543.75000000
0.487722789419
Long
DBT
NUSS
IL
N
2
2120-04-03
Fixed
4.50000000
N
N
N
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
000000000
715000.00000000
PA
432040.97000000
0.310541843517
Long
DBT
NUSS
HU
N
2
2035-06-05
Fixed
1.75000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
000000000
2050000.00000000
PA
USD
1628089.50000000
1.170236042060
Long
DBT
NUSS
SA
N
2
2046-10-26
Fixed
4.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
IDR/USD FORWARD
000000000
1.00000000
NC
USD
3410.07000000
0.002451085655
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-12453317870.00000000
IDR
799000.00000000
USD
2022-12-21
3410.07000000
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638BM3
232000.00000000
PA
USD
211816.00000000
0.152248827527
Long
DBT
NUSS
PE
N
2
2050-11-18
Fixed
5.62500000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAE0
320000.00000000
PA
USD
293120.00000000
0.210688410341
Long
DBT
NUSS
MX
N
2
2028-01-11
Fixed
3.75000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
000000000
200000.00000000
PA
USD
153580.00000000
0.110390031592
Long
DBT
NUSS
SA
N
2
2033-02-02
Fixed
2.25000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/MXN FORWARD
000000000
1.00000000
NC
USD
7559.80000000
0.005433823159
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-305291.07000000
USD
6255872.00000000
MXN
2022-12-21
7559.80000000
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CQ1
420000.00000000
PA
USD
349125.00000000
0.250943611014
Long
DBT
NUSS
TR
N
2
2028-10-24
Fixed
6.12500000
N
N
N
N
N
N
ISLAMIC REP OF PAKISTAN
529900LOP29R5WKHOD86
Pakistan Government International Bond
000000000
200000.00000000
PA
USD
60522.00000000
0.043501924026
Long
DBT
NUSS
PK
N
2
2031-04-08
Fixed
7.37500000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91086QBB3
140000.00000000
PA
USD
106251.25000000
0.076371134550
Long
DBT
NUSS
MX
N
2
2044-03-08
Fixed
4.75000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HX1
254098.99865000
PA
USD
51963.25000000
0.037350076892
Long
DBT
NUSS
AR
N
2
2029-07-09
Fixed
1.00000000
N
N
N
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
000000000
100000.00000000
PA
USD
108888.00000000
0.078266374267
Long
DBT
NUSS
QA
N
2
2040-01-20
Fixed
6.40000000
N
N
N
N
N
N
GOVERNMENT OF JAMAICA
529900Y93KNSXZI8KK56
Jamaica Government International Bond
470160AV4
100000.00000000
PA
USD
110081.25000000
0.079124056942
Long
DBT
NUSS
JM
N
2
2039-03-15
Fixed
8.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
SWOP CDS CDX.EM.38.V1
000000000
3700000.00000000
OU
Other
USD
1495.25000000
0.001074753839
N/A
DCR
CORP
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
Call
Purchased
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
CDS CDX.EM.38.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
GB
US
IHS MARKIT LTD.
CDX.EM.38.V1
Default Event
2027-12-20
0.00000000
USD
0.00000000
USD
N/A
N/A
3700000.00000000
USD
96.00000000
USD
2022-12-21
XXXX
1125.25000000
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
200000.00000000
PA
USD
44537.50000000
0.032012606016
Long
DBT
NUSS
LK
N
2
2023-04-18
Fixed
5.75000000
N
N
N
N
N
N
KAZAKHSTAN TEMIR ZHOLY
724500NSQCZ1PR6DVD13
Kazakhstan Temir Zholy Finance BV
000000000
400000.00000000
PA
USD
394000.00000000
0.283198804839
Long
DBT
CORP
NL
N
2
2042-07-10
Fixed
6.95000000
N
N
N
N
N
N
ICD FUNDING LTD
635400ND71SBRGJJVF09
ICD Funding Ltd
000000000
200000.00000000
PA
USD
194010.00000000
0.139450254129
Long
DBT
CORP
KY
N
2
2024-05-21
Fixed
4.62500000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
306000.00000000
PA
USD
265990.50000000
0.191188303803
Long
DBT
NUSS
DO
N
2
2029-02-22
Fixed
5.50000000
N
N
N
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EUREX 10 YEAR EURO BUND
000000000
-32.00000000
NC
222445.49000000
0.159889078451
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Short
BUNDESREPUB. DEUTSCHLAND
Bundesrepublik Deutschland Bundesanleihe
2022-12-08
-4667798.79000000
USD
222445.49000000
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
715000.00000000
PA
USD
40352.81000000
0.029004740009
Long
DBT
NUSS
LB
N
2
2030-02-26
Fixed
6.65000000
Y
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PHP/USD FORWARD
000000000
1.00000000
NC
USD
14674.92000000
0.010548019809
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-735000.00000000
USD
43734705.00000000
PHP
2022-12-21
14674.92000000
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
CLP/USD FORWARD
000000000
1.00000000
NC
USD
-2861.62000000
-0.00205687148
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-481546730.00000000
CLP
503052.55000000
USD
2022-12-21
-2861.62000000
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
760000.00000000
PA
USD
718200.00000000
0.516226856943
Long
DBT
NUSS
OM
N
2
2026-06-15
Fixed
4.75000000
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
USD/AUD FORWARD
000000000
1.00000000
NC
USD
-43.89000000
-0.00003154719
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-170000.00000000
USD
264974.57000000
AUD
2023-01-19
-43.89000000
N
N
N
REPUBLIC OF SENEGAL
549300NP14ZLQGWIUZ97
Senegal Government International Bond
000000000
200000.00000000
PA
119578.25000000
0.085950298184
Long
DBT
NUSS
SN
N
2
2037-06-08
Fixed
5.37500000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286CR6
530000.00000000
PA
USD
453208.30000000
0.325756469297
Long
DBT
NUSS
PH
N
2
2032-09-29
Fixed
3.55600000
N
N
N
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
425000.00000000
PA
USD
167821.88000000
0.120626791477
Long
DBT
NUSS
SV
N
2
2032-04-10
Fixed
8.25000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AX2
540000.00000000
PA
USD
358425.00000000
0.257628252854
Long
DBT
NUSS
ZA
N
2
2047-09-27
Fixed
5.65000000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AN9
208000.00000000
PA
USD
169832.00000000
0.122071622902
Long
DBT
CORP
CO
N
2
2030-04-29
Fixed
6.87500000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
000000000
100000.00000000
PA
95671.79000000
0.068766844124
Long
DBT
CORP
NL
N
2
2029-10-01
Fixed
5.37500000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS BRL
000000000
1.00000000
NC
-1227.61000000
-0.00088237991
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2026-01-02
0.00000000
USD
0.00000000
USD
3379592.73000000
BRL
-1227.61000000
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
800000.00000000
PA
USD
759000.00000000
0.545553027597
Long
DBT
NUSS
OM
N
2
2029-08-01
Fixed
6.00000000
N
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
85227SAY2
265000.00000000
PA
USD
59509.06000000
0.042773844337
Long
DBT
NUSS
LK
N
2
2024-03-14
Fixed
6.85000000
N
N
N
N
N
N
REPUBLIC OF CAMEROON
54930021BO6NHYGBBV24
Republic of Cameroon International Bond
000000000
400000.00000000
PA
USD
385575.00000000
0.277143094355
Long
DBT
NUSS
CM
N
2
2025-11-19
Fixed
9.50000000
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
USD/PEN FORWARD
000000000
1.00000000
NC
USD
-10527.39000000
-0.00756686361
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-582922.01000000
USD
2293973.00000000
PEN
2022-12-21
-10527.39000000
N
N
N
ABU DHABI GOVT INT'L
213800FER4348CINTA77
Abu Dhabi Government International Bond
000000000
600000.00000000
PA
USD
401175.00000000
0.288356041958
Long
DBT
NUSS
AE
N
2
2049-09-30
Fixed
3.12500000
N
N
N
N
N
N
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
USD/THB FORWARD
000000000
1.00000000
NC
USD
-8208.62000000
-0.00590018115
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
-611000.00000000
USD
22835147.40000000
THB
2022-12-21
-8208.62000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/ILS FORWARD
000000000
1.00000000
NC
USD
25526.50000000
0.018347904293
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-7630055.85000000
ILS
2194229.98000000
USD
2022-12-21
25526.50000000
N
N
N
ISLAMIC REP OF PAKISTAN
529900LOP29R5WKHOD86
Pakistan Government International Bond
000000000
600000.00000000
PA
USD
186066.00000000
0.133740276196
Long
DBT
NUSS
PK
N
2
2027-12-05
Fixed
6.87500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD CALL VERSUS CNH PUT
000000000
-3276000.00000000
NC
USD
-84664.64000000
-0.06085513923
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 CNH PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
CNY
2022-11-11
-3276000.00000000
USD
7.15000000
USD
2022-11-11
XXXX
-27596.72000000
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
000000000
400000.00000000
PA
USD
115180.00000000
0.082788929800
Long
DBT
NUSS
GH
N
2
2029-04-07
Fixed
7.75000000
N
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
350000.00000000
PA
USD
78050.00000000
0.056100676948
Long
DBT
NUSS
LK
N
2
2025-11-03
Fixed
6.85000000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DX3
930000.00000000
PA
USD
834675.00000000
0.599946605151
Long
DBT
NUSS
CL
N
2
2027-01-31
Fixed
2.75000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
300000.00000000
PA
USD
62868.75000000
0.045188717923
Long
DBT
NUSS
UA
N
2
2025-09-01
Variable
7.75000000
N
N
N
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
000000000
100000.00000000
PA
69072.50000000
0.049647841236
Long
DBT
CORP
ID
N
2
2031-11-05
Fixed
1.87500000
N
N
N
N
N
N
ISLAMIC REP OF PAKISTAN
529900LOP29R5WKHOD86
Pakistan Government International Bond
000000000
400000.00000000
PA
USD
166044.00000000
0.119348889215
Long
DBT
NUSS
PK
N
2
2024-04-15
Fixed
8.25000000
N
N
N
N
N
N
RELIANCE INDUSTRIES LTD
5493003UOETFYRONLG31
Reliance Industries Ltd
759470BD8
250000.00000000
PA
USD
146687.50000000
0.105435849454
Long
DBT
CORP
IN
Y
2
2052-01-12
Fixed
3.62500000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205BB9
400000.00000000
PA
USD
265000.00000000
0.190476353508
Long
DBT
NUSS
ZA
N
2
2049-09-30
Fixed
5.75000000
N
N
N
N
N
N
ABU DHABI GOVT INT'L
213800FER4348CINTA77
Abu Dhabi Government International Bond
29135LAJ9
200000.00000000
PA
USD
154225.00000000
0.110853643848
Long
DBT
NUSS
AE
N
2
2050-04-16
Fixed
3.87500000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS THB
000000000
1.00000000
NC
-2783.63000000
-0.00200081393
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2027-12-21
0.00000000
USD
0.00000000
USD
-8000000.00000000
THB
-2783.63000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CNH CALL VERSUS USD PUT
000000000
1638000.00000000
NC
USD
0.57000000
0.000000409703
N/A
DFE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Put
Purchased
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CNH CALL VERSUS USD PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
CNY
N/A
USD
2022-11-11
1638000.00000000
USD
6.50000000
USD
2022-11-11
XXXX
-23.65000000
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
200000.00000000
PA
USD
130000.00000000
0.093441230023
Long
DBT
NUSS
NG
N
2
2030-02-23
Fixed
7.14300000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
ILS/USD FORWARD
000000000
1.00000000
NC
USD
-1663.51000000
-0.00119569554
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-371435.00000000
USD
1300951.09000000
ILS
2022-12-21
-1663.51000000
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942AY8
120000.00000000
PA
USD
100972.50000000
0.072576881527
Long
DBT
NUSS
UY
N
2
2045-11-20
Fixed
4.12500000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286CH8
200000.00000000
PA
USD
128522.00000000
0.092378875115
Long
DBT
NUSS
PH
N
2
2045-05-05
Fixed
2.95000000
N
N
N
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
205000.00000000
PA
USD
4100.00000000
0.002946992639
Long
DBT
CORP
VE
N
2
2027-04-12
Fixed
5.37500000
Y
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DP7
410000.00000000
PA
USD
330767.50000000
0.237748631166
Long
DBT
NUSS
CO
N
2
2029-03-15
Fixed
4.50000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JW89
410000.00000000
PA
USD
242412.50000000
0.174240939792
Long
DBT
NUSS
EG
N
2
2049-03-01
Fixed
8.70020000
N
N
N
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile
21987BAU2
200000.00000000
PA
USD
162287.50000000
0.116648797056
Long
DBT
CORP
CL
N
2
2044-11-04
Fixed
4.87500000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS COP
000000000
1.00000000
NC
-18836.14000000
-0.01353901608
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2027-12-21
0.00000000
USD
0.00000000
USD
-4786080000.00000000
COP
-18836.14000000
N
N
N
QATAR ENERGY
254900QTESJKJ3P87J26
Qatar Energy
000000000
200000.00000000
PA
USD
135000.00000000
0.097035123485
Long
DBT
CORP
QA
N
2
2051-07-12
Fixed
3.30000000
N
N
N
N
N
N
PT PERTAMINA (PERSERO)
254900NDAKGNZ2IBBL45
Pertamina Persero PT
69370RAE7
200000.00000000
PA
USD
143080.00000000
0.102842855320
Long
DBT
CORP
ID
N
2
2049-07-30
Fixed
4.70000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
682051AJ6
200000.00000000
PA
USD
167750.00000000
0.120575125664
Long
DBT
NUSS
OM
N
2
2048-01-17
Fixed
6.75000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEP9
400000.00000000
PA
USD
347700.00000000
0.249919351377
Long
DBT
NUSS
DO
Y
2
2029-02-22
Fixed
5.50000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205BC7
600000.00000000
PA
USD
512250.00000000
0.368194385226
Long
DBT
NUSS
ZA
N
2
2032-04-20
Fixed
5.87500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TWD/USD FORWARD
000000000
1.00000000
NC
USD
-25721.09000000
-0.01848777143
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-882000.00000000
USD
27599720.00000000
TWD
2022-12-21
-25721.09000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/HUF FORWARD
000000000
1.00000000
NC
USD
4213.99000000
0.003028926222
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-292000.00000000
USD
125641760.00000000
HUF
2023-01-19
4213.99000000
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CL2
380000.00000000
PA
USD
330125.00000000
0.237286815857
Long
DBT
NUSS
TR
N
2
2027-03-25
Fixed
6.00000000
N
N
N
N
N
N
KAZMUNAYGAS NATIONAL CO
2138001H1M69RFJCSH88
KazMunayGas National Co JSC
000000000
400000.00000000
PA
USD
284540.00000000
0.204521289160
Long
DBT
CORP
KZ
N
2
2048-10-24
Fixed
6.37500000
N
N
N
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd
000000000
203425.20000000
PA
USD
165537.26000000
0.118984655300
Long
DBT
CORP
JE
N
2
2034-03-31
Fixed
2.16000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DR0
110000.00000000
PA
USD
57873.75000000
0.041598418354
Long
DBT
NUSS
PE
N
2
2121-07-28
Fixed
3.23000000
N
N
N
N
N
N
MEXICO CITY ARPT TRUST
N/A
Mexico City Airport Trust
000000000
800000.00000000
PA
USD
508000.00000000
0.365139575783
Long
DBT
CORP
MX
N
2
2047-07-31
Fixed
5.50000000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
000000000
250000.00000000
PA
USD
75000.00000000
0.053908401936
Long
DBT
NUSS
GH
N
2
2027-02-11
Fixed
6.37500000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
KRW/USD FORWARD
000000000
1.00000000
NC
USD
-1608.06000000
-0.00115583926
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-1065981780.00000000
KRW
746000.00000000
USD
2022-12-21
-1608.06000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/PLN FORWARD
000000000
1.00000000
NC
USD
40488.50000000
0.029102271090
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-989000.00000000
USD
4989087.32000000
PLN
2023-01-19
40488.50000000
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFN6
265000.00000000
PA
USD
263664.65000000
0.189516532381
Long
DBT
UST
US
N
2
2024-09-30
Fixed
4.25000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS PLN
000000000
1.00000000
NC
7213.59000000
0.005184974788
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2027-10-25
0.00000000
USD
0.00000000
USD
2547000.00000000
PLN
7213.59000000
N
N
N
DIG INTL FIN/DIG INTL HL
N/A
Digicel International Finance Ltd/Digicel international Holdings Ltd
25381XAC7
38669.74100000
PA
USD
22573.46000000
0.016225322063
Long
DBT
CORP
N/A
N
2
2026-12-31
Fixed
8.00000000
N
N
N
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
000000000
1350000.00000000
PA
USD
1282257.00000000
0.921659009891
Long
DBT
NUSS
QA
N
2
2029-03-14
Fixed
4.00000000
N
N
N
N
N
N
COMISION FEDERAL DE ELEC
4469000001BFPONMPF32
Comision Federal de Electricidad
200447AL4
200000.00000000
PA
USD
168537.50000000
0.121141163884
Long
DBT
CORP
MX
N
2
2029-05-15
Fixed
4.68800000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
MXN/USD FORWARD
000000000
1.00000000
NC
USD
-16120.92000000
-0.01158737379
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-15919503.60000000
MXN
780000.00000000
USD
2022-12-21
-16120.92000000
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 10YR ULTRA
000000000
7.00000000
NC
USD
-11196.80000000
-0.00804802126
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
2022-12-20
823087.46000000
USD
-11196.80000000
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
150000.00000000
PA
USD
51075.00000000
0.036711621718
Long
DBT
NUSS
SV
N
2
2041-02-01
Fixed
7.62500000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CV0
400000.00000000
PA
USD
390325.00000000
0.280557293144
Long
DBT
NUSS
TR
N
2
2024-08-10
Fixed
6.35000000
N
N
N
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
SWOP CDS CDX.EM.38.V1
000000000
-3700000.00000000
OU
Other
USD
-6489.87000000
-0.00466478027
N/A
DCR
CORP
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
Put
Written
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
CDS CDX.EM.38.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
GB
US
IHS MARKIT LTD.
CDX.EM.38.V1
Default Event
2027-12-20
0.00000000
USD
0.00000000
USD
N/A
N/A
-3700000.00000000
USD
86.50000000
USD
2022-12-21
XXXX
11640.13000000
N
N
N
GLOBE TELECOM INC
254900GPWI1816YIM923
Globe Telecom Inc
000000000
200000.00000000
PA
USD
131162.50000000
0.094276810253
Long
DBT
CORP
PH
N
2
2035-07-23
Fixed
3.00000000
N
N
N
N
N
N
KINGDOM OF JORDAN
5493000JZ4MYPVMBVN50
Jordan Government International Bond
000000000
200000.00000000
PA
USD
149250.00000000
0.107277719853
Long
DBT
NUSS
JO
N
2
2047-10-10
Fixed
7.37500000
N
N
N
N
N
N
MONG DUONG FIN HLDGS BV
549300995KGQFMWSV879
Mong Duong Finance Holdings BV
000000000
250000.00000000
PA
USD
173250.00000000
0.124528408473
Long
DBT
CORP
NL
N
2
2029-05-07
Fixed
5.12500000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CK4
580000.00000000
PA
USD
492275.00000000
0.353836780843
Long
DBT
NUSS
TR
N
2
2026-10-09
Fixed
4.87500000
N
N
N
N
N
N
PETRONAS CAPITAL LTD
549300G7YFX3540OYR85
Petronas Capital Ltd
000000000
400000.00000000
PA
USD
325287.88000000
0.233809997068
Long
DBT
CORP
MY
N
2
2050-04-21
Fixed
4.55000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS MXN
000000000
1.00000000
NC
1258.12000000
0.000904309848
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2027-12-15
0.00000000
USD
-37.29000000
USD
7435000.00000000
MXN
1295.41000000
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 2 YEAR US TREASURY NOTE
000000000
42.00000000
NC
USD
-82737.63000000
-0.05947004551
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
2022-12-30
8666815.73000000
USD
-82737.63000000
N
N
N
PETRONAS CAPITAL LTD
549300G7YFX3540OYR85
Petronas Capital Ltd
000000000
400000.00000000
PA
USD
317738.00000000
0.228383304193
Long
DBT
CORP
MY
N
2
2032-01-28
Fixed
2.48000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCP5
830000.00000000
PA
USD
668980.00000000
0.480848569699
Long
DBT
CORP
MX
N
2
2029-01-23
Fixed
6.50000000
N
N
N
N
N
N
CNAC HK FINBRIDGE CO LTD
549300US1UQ7R7WABI28
CNAC HK Finbridge Co Ltd
000000000
500000.00000000
PA
USD
397460.00000000
0.285685779115
Long
DBT
CORP
HK
N
2
2029-06-19
Fixed
3.87500000
N
N
N
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
SWOP CDS CDX.EM.38.V1
000000000
-3700000.00000000
OU
Other
USD
-11771.61000000
-0.00846118244
N/A
DCR
CORP
US
N
2
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
Call
Written
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
CDS CDX.EM.38.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
GB
US
IHS MARKIT LTD.
CDX.EM.38.V1
Default Event
2027-12-20
0.00000000
USD
0.00000000
USD
N/A
N/A
-3700000.00000000
USD
93.00000000
USD
2022-12-21
XXXX
-2151.61000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/IDR FORWARD
000000000
1.00000000
NC
USD
-7115.32000000
-0.00511434040
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-694208.00000000
USD
10755017440.00000000
IDR
2022-12-21
-7115.32000000
N
N
N
PETRONAS CAPITAL LTD
549300G7YFX3540OYR85
Petronas Capital Ltd
716743AR0
800000.00000000
PA
USD
650575.76000000
0.467619994136
Long
DBT
CORP
MY
N
2
2050-04-21
Fixed
4.55000000
N
N
N
N
N
N
KAZMUNAYGAS NATIONAL CO
2138001H1M69RFJCSH88
KazMunayGas National Co JSC
000000000
400000.00000000
PA
USD
327200.00000000
0.235184388181
Long
DBT
CORP
KZ
N
2
2030-04-24
Fixed
5.37500000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
SGD/USD FORWARD
000000000
1.00000000
NC
USD
12354.36000000
0.008880050727
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-863000.00000000
USD
1238767.46000000
SGD
2022-12-21
12354.36000000
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325BB0
200000.00000000
PA
USD
212412.50000000
0.152677579017
Long
DBT
NUSS
CO
N
2
2033-01-28
Fixed
10.37500000
N
N
N
N
N
N
GOVT OF BERMUDA
549300FP5PUZXX9FVJ40
Bermuda Government International Bond
000000000
670000.00000000
PA
USD
525447.50000000
0.377680467020
Long
DBT
NUSS
BM
N
2
2030-08-20
Fixed
2.37500000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
1300000.00000000
PA
USD
1084525.00000000
0.779533461468
Long
DBT
NUSS
DO
N
2
2044-04-30
Fixed
7.45000000
N
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government Bond
401494AU3
200000.00000000
PA
USD
146537.50000000
0.105328032650
Long
DBT
NUSS
GT
N
2
2041-10-07
Fixed
4.65000000
N
N
N
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PBB6
810000.00000000
PA
USD
721070.10000000
0.518289823669
Long
DBT
NUSS
QA
Y
2
2049-03-14
Fixed
4.81700000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS MXN
000000000
1.00000000
NC
-8550.54000000
-0.00614594596
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2027-12-15
0.00000000
USD
0.00000000
USD
21400000.00000000
MXN
-8550.54000000
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 5 Year US Treasury Note
000000000
39.00000000
NC
USD
-63860.49000000
-0.04590155950
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
2022-12-30
4221016.74000000
USD
-63860.49000000
N
N
N
COSTA RICA GOVERNMENT
549300S1EK2VN6XVJP58
Costa Rica Government International Bond
000000000
1000000.00000000
PA
USD
960500.00000000
0.690386934133
Long
DBT
NUSS
CR
N
2
2025-04-30
Fixed
4.37500000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BA9
520000.00000000
PA
USD
465335.00000000
0.334472882868
Long
DBT
NUSS
UY
N
2
2050-06-18
Fixed
5.10000000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756CA6
550000.00000000
PA
USD
492181.25000000
0.353769395341
Long
DBT
NUSS
BR
N
2
2029-05-30
Fixed
4.50000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS BRL
000000000
1.00000000
NC
-3782.77000000
-0.00271897447
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2027-01-04
0.00000000
USD
0.00000000
USD
3935436.59000000
BRL
-3782.77000000
N
N
N
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
GBP/USD FORWARD
000000000
1.00000000
NC
USD
-3789.18000000
-0.00272358184
N/A
DFE
CORP
US
N
2
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
-102303.00000000
GBP
113861.03000000
USD
2023-01-19
-3789.18000000
N
N
N
TULLOW OIL PLC
2138003EYHWO75RKS857
Tullow Oil PLC
899415AG8
200000.00000000
PA
USD
170500.00000000
0.122551767068
Long
DBT
CORP
GB
N
2
2026-05-15
Fixed
10.25000000
N
N
N
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Paraguay Government International Bond
000000000
200000.00000000
PA
USD
190537.50000000
0.136954295119
Long
DBT
NUSS
PY
N
2
2027-03-27
Fixed
4.70000000
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
163978.31000000
0.117864115257
Long
DBT
CORP
KY
N
2
2028-02-15
Fixed
5.33300000
N
N
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Republic of Kenya Government International Bond
000000000
400000.00000000
PA
USD
317000.00000000
0.227852845518
Long
DBT
NUSS
KE
N
2
2027-05-22
Fixed
7.00000000
N
N
N
N
N
N
REPUBLIC OF MOZAMBIQUE
213800759WLKYIKPER73
Mozambique International Bond
000000000
200000.00000000
PA
USD
133912.50000000
0.096253451657
Long
DBT
NUSS
MZ
N
2
2031-09-15
Variable
5.00000000
N
N
N
N
N
N
QATAR ENERGY
254900QTESJKJ3P87J26
Qatar Energy
74730DAE3
800000.00000000
PA
USD
563400.00000000
0.404959915346
Long
DBT
CORP
QA
Y
2
2041-07-12
Fixed
3.12500000
N
N
N
N
N
N
BANK LEUMI LE-ISRAEL
7JDSZWRGUQY2DSTWCR57
Bank Leumi Le-Israel BM
000000000
203000.00000000
PA
USD
197539.30000000
0.141987039768
Long
DBT
CORP
IL
Y
2
2027-07-27
Fixed
5.12500000
N
N
N
N
N
N
DUBAI GOVT INT'L BONDS
N/A
Emirate of Dubai Government International Bonds
000000000
1000000.00000000
PA
USD
832687.50000000
0.598518032499
Long
DBT
NUSS
AE
N
2
2043-01-30
Fixed
5.25000000
N
N
N
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
65000.00000000
PA
USD
1235.00000000
0.000887691685
Long
DBT
CORP
VE
N
2
2026-11-15
Fixed
6.00000000
Y
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
85227SAW6
200000.00000000
PA
USD
43975.00000000
0.031608293002
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
400000.00000000
PA
330075.50000000
0.237251236311
Long
DBT
NUSS
EG
N
2
2025-04-11
Fixed
4.75000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS BRL
000000000
1.00000000
NC
-1075.45000000
-0.00077301054
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2026-01-02
0.00000000
USD
0.00000000
USD
2266965.05000000
BRL
-1075.45000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRY/USD FORWARD
000000000
1.00000000
NC
USD
-3136.29000000
-0.00225429842
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-4400392.00000000
TRY
223938.52000000
USD
2022-12-21
-3136.29000000
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AU8
200000.00000000
PA
USD
170350.00000000
0.122443950265
Long
DBT
NUSS
ZA
N
2
2028-10-12
Fixed
4.30000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
1088000.00000000
PA
USD
868564.00000000
0.624305296260
Long
DBT
NUSS
DO
N
2
2030-01-30
Fixed
4.50000000
N
N
N
N
N
N
COUNTRY GARDEN HLDGS
549300MGHLPT1EFHGF84
Country Garden Holdings Co Ltd
000000000
460000.00000000
PA
USD
39100.00000000
0.028104246876
Long
DBT
CORP
KY
N
2
2026-02-06
Fixed
4.20000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD CALL VERSUS CNH PUT
000000000
3276000.00000000
NC
USD
411.47000000
0.000295755868
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 CNH PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
CNY
2022-11-11
3276000.00000000
USD
7.80000000
USD
2022-11-11
XXXX
-391.15000000
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BB9
375000.00000000
PA
USD
242765.63000000
0.174494762112
Long
DBT
NUSS
PA
N
2
2053-04-29
Fixed
4.30000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AW4
260000.00000000
PA
USD
235267.50000000
0.169105266034
Long
DBT
NUSS
ZA
N
2
2027-09-27
Fixed
4.85000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
1118945.00000000
PA
USD
592900.98000000
0.426164591178
Long
DBT
NUSS
EC
N
2
2030-07-31
Variable
5.50000000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
000000000
200000.00000000
PA
USD
72725.00000000
0.052273180411
Long
DBT
NUSS
GH
N
2
2026-01-18
Fixed
8.12500000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299AW4
835000.00000000
PA
USD
812194.06000000
0.583787784491
Long
DBT
NUSS
PA
N
2
2036-01-26
Fixed
6.70000000
N
N
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
220000.00000000
PA
USD
12553.75000000
0.009023368010
Long
DBT
NUSS
LB
N
2
2020-03-09
Fixed
6.37500000
Y
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
230000.00000000
PA
USD
173362.50000000
0.124609271076
Long
DBT
NUSS
EG
N
2
2026-02-16
Fixed
3.87500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/EUR FORWARD
000000000
1.00000000
NC
USD
-7833.63000000
-0.00563064632
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-838092.97000000
USD
834474.00000000
EUR
2023-01-19
-7833.63000000
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EUREX 5 YEAR EURO BOBL
000000000
-21.00000000
NC
65167.72000000
0.046841168573
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Short
BUNDESREPUB. DEUTSCHLAND
Bundesrepublik Deutschland Bundesanleihe
2022-12-08
-2585664.24000000
USD
65167.72000000
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
335000.00000000
PA
USD
19011.25000000
0.013664881417
Long
DBT
NUSS
LB
N
2
2029-05-25
Fixed
6.85000000
Y
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
200000.00000000
PA
118837.06000000
0.085417546605
Long
DBT
NUSS
EG
N
2
2031-04-11
Fixed
6.37500000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/THB FORWARD
000000000
1.00000000
NC
USD
71530.26000000
0.051414426756
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-59076361.00000000
THB
1631000.00000000
USD
2022-12-21
71530.26000000
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile
000000000
600000.00000000
PA
USD
486862.50000000
0.349946391170
Long
DBT
CORP
CL
N
2
2044-11-04
Fixed
4.87500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
THB/USD FORWARD
000000000
1.00000000
NC
USD
-23465.20000000
-0.01686628577
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-864000.00000000
USD
31841424.00000000
THB
2022-12-21
-23465.20000000
N
N
N
VTR FINANCE BV
213800F4XI4RJB82XM19
VTR Finance NV
000000000
200000.00000000
PA
USD
100787.50000000
0.072443907468
Long
DBT
CORP
NL
N
2
2028-07-15
Fixed
6.37500000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
USD CALL VERSUS CNH PUT
000000000
3276000.00000000
NC
USD
84664.64000000
0.060855139239
N/A
DFE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Call
Purchased
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
USD CALL VERSUS CNH PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
CNY
2022-11-11
3276000.00000000
USD
7.15000000
USD
2022-11-11
XXXX
74351.44000000
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
625000.00000000
PA
USD
514843.75000000
0.370058717459
Long
DBT
NUSS
OM
N
2
2047-03-08
Fixed
6.50000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PLN/EUR FORWARD
000000000
1.00000000
NC
USD
5527.80000000
0.003973264856
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-943100.00000000
EUR
4574138.02000000
PLN
2023-01-19
5527.80000000
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
610000.00000000
PA
USD
468670.63000000
0.336870462638
Long
DBT
NUSS
DO
N
2
2045-01-27
Fixed
6.85000000
N
N
N
N
N
N
SUNAC CHINA HOLDINGS LTD
549300OLARYHDXP3WK18
Sunac China Holdings Ltd
000000000
200000.00000000
PA
USD
11000.00000000
0.007906565617
Long
DBT
CORP
KY
N
2
2025-01-10
Fixed
6.50000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CZK
000000000
1.00000000
NC
3201.11000000
0.002300889660
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2032-12-21
0.00000000
USD
0.00000000
USD
-10710000.00000000
CZK
3201.11000000
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
57000.00000000
PA
USD
20299.13000000
0.014590582120
Long
DBT
NUSS
SV
N
2
2035-06-15
Fixed
7.65000000
N
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
200000.00000000
PA
USD
44912.50000000
0.032282148026
Long
DBT
NUSS
LK
N
2
2024-06-28
Fixed
6.35000000
N
N
N
N
N
N
EMPRESA NACIONAL DEL PET
549300YP3P0JZBLIV197
Empresa Nacional del Petroleo
29245JAM4
200000.00000000
PA
USD
155225.00000000
0.111572422541
Long
DBT
CORP
CL
N
2
2031-09-16
Fixed
3.45000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
230000.00000000
PA
USD
190655.63000000
0.137039204446
Long
DBT
NUSS
ID
N
2
2047-07-18
Fixed
4.75000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
200000.00000000
PA
USD
167022.00000000
0.120051854776
Long
DBT
NUSS
ID
N
2
2043-04-15
Fixed
4.62500000
N
N
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
115000.00000000
PA
USD
6562.19000000
0.004716762348
Long
DBT
NUSS
LB
N
2
2031-04-22
Fixed
7.00000000
Y
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD CALL VERSUS INR PUT
000000000
-2061000.00000000
NC
USD
-23916.82000000
-0.01719090060
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 INR PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
INR
2023-01-05
-2061000.00000000
USD
83.50000000
USD
2023-01-05
XXXX
-14467.50000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
ZAR/USD FORWARD
000000000
1.00000000
NC
USD
-31235.15000000
-0.02245116027
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-1545000.00000000
USD
27916948.86000000
ZAR
2022-12-21
-31235.15000000
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
71568PAE9
420000.00000000
PA
USD
396060.00000000
0.284679488946
Long
DBT
CORP
ID
N
2
2028-05-21
Fixed
5.45000000
N
N
N
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
817477AF9
230000.00000000
PA
USD
158311.88000000
0.113791206111
Long
DBT
NUSS
RS
N
2
2030-12-01
Fixed
2.12500000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
ZAR/USD FORWARD
000000000
1.00000000
NC
USD
-837.84000000
-0.00060222153
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-511000.00000000
USD
9408443.46000000
ZAR
2022-12-21
-837.84000000
N
N
N
OIL & GAS HOLDING
549300OBH16L6TS6IW50
Oil and Gas Holding Co BSCC/The
000000000
400000.00000000
PA
USD
396325.00000000
0.284869965299
Long
DBT
CORP
BH
N
2
2024-11-07
Fixed
7.62500000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
000000000
200000.00000000
PA
USD
55475.00000000
0.039874247965
Long
DBT
NUSS
GH
N
2
2035-02-11
Fixed
7.87500000
N
N
N
N
N
N
2022-12-21
Prudential World Fund, Inc.
Christian J. Kelly
Christian J. Kelly
Treasurer and Principal Financial and Accounting Officer