0001752724-22-287205.txt : 20221221
0001752724-22-287205.hdr.sgml : 20221221
20221221133613
ACCESSION NUMBER: 0001752724-22-287205
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: 221477713
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
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USD
19463.31000000
0.072780469268
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-1982150.00000000
CNY
290000.00000000
USD
2022-11-23
19463.31000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
2362000000.00000000
PA
149617.31000000
0.559474109621
Long
DBT
NUSS
ID
N
2
2027-05-15
Fixed
7.00000000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
4535000.00000000
PA
116766.43000000
0.436632595906
Long
DBT
NUSS
TH
N
2
2026-12-17
Fixed
2.12500000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
3885000.00000000
PA
92844.60000000
0.347180081757
Long
DBT
NUSS
TH
N
2
2029-12-17
Fixed
1.60000000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
IRS KRW
000000000
1.00000000
NC
-8158.60000000
-0.03050800385
N/A
DIR
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Y
2027-09-21
1402.95000000
USD
0.00000000
USD
600000000.00000000
KRW
-9561.55000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS ZAR
000000000
1.00000000
NC
-67470.75000000
-0.25229793118
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2027-09-21
0.00000000
USD
-59847.52000000
USD
32614000.00000000
ZAR
-7623.23000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
993000000.00000000
PA
62900.08000000
0.235206516232
Long
DBT
NUSS
ID
N
2
2025-06-15
Fixed
6.50000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS PLN
000000000
1.00000000
NC
35429.63000000
0.132484407709
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2027-09-21
0.00000000
USD
-15532.11000000
USD
-4829831.00000000
PLN
50961.74000000
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
7550000.00000000
PA
318659.92000000
1.191586555151
Long
DBT
NUSS
ZA
N
2
2031-02-28
Fixed
7.00000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
250000000.00000000
PA
36699.06000000
0.137231273022
Long
DBT
NUSS
CO
N
2
2027-11-03
Fixed
5.75000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
400000.00000000
PA
77901.02000000
0.291300544055
Long
DBT
NUSS
MY
N
2
2034-07-05
Fixed
3.82800000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BC5
1870000.00000000
PA
40928.44000000
0.153046479228
Long
DBT
NUSS
UY
N
2
2028-03-15
Fixed
8.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
CNH CALL VERSUS USD PUT
000000000
274000.00000000
NC
USD
0.28000000
0.000001047022
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
274000.00000000
USD
6.00000000
USD
2022-12-08
XXXX
0.28000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS HUF
000000000
1.00000000
NC
64646.17000000
0.241735788467
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2027-03-17
0.00000000
USD
0.00000000
USD
-150000000.00000000
HUF
64646.17000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
CNH/USD FORWARD
000000000
1.00000000
NC
USD
-40680.12000000
-0.15211791948
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-949000.00000000
USD
6655016.85000000
CNY
2022-11-23
-40680.12000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS PLN
000000000
1.00000000
NC
-63028.75000000
-0.23568766065
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2024-07-24
0.00000000
USD
0.00000000
USD
2700000.00000000
PLN
-63028.75000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS COP
000000000
1.00000000
NC
1573.68000000
0.005884567880
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2027-12-21
0.00000000
USD
0.00000000
USD
-236760000.00000000
COP
1573.68000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CZK
000000000
1.00000000
NC
-186.59000000
-0.00069772858
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2024-12-21
0.00000000
USD
0.00000000
USD
-14610000.00000000
CZK
-186.59000000
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
USD/ILS FORWARD
000000000
1.00000000
NC
USD
-1247.17000000
-0.00466362699
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-40490.00000000
USD
138066.37000000
ILS
2022-12-21
-1247.17000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS BRL
000000000
1.00000000
NC
-46627.23000000
-0.17435634946
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2025-01-02
0.00000000
USD
0.00000000
USD
2353892.00000000
BRL
-46627.23000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS BRL
000000000
1.00000000
NC
-2055.63000000
-0.00768675605
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2027-01-04
0.00000000
USD
0.00000000
USD
896196.82000000
BRL
-2055.63000000
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
1740000.00000000
PA
259423.68000000
0.970080483218
Long
DBT
NUSS
PL
N
2
2029-10-25
Fixed
2.75000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
2480000.00000000
PA
106263.54000000
0.397358430162
Long
DBT
NUSS
ZA
N
2
2040-01-31
Fixed
9.00000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
USD/ILS FORWARD
000000000
1.00000000
NC
USD
-2276.02000000
-0.00851087526
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-363000.00000000
USD
1269119.61000000
ILS
2022-12-21
-2276.02000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
ILS/USD FORWARD
000000000
1.00000000
NC
USD
-652.07000000
-0.00243832937
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-145597.00000000
USD
509953.49000000
ILS
2022-12-21
-652.07000000
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
USD/MYR FORWARD
000000000
1.00000000
NC
USD
-76217.58000000
-0.28500554319
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-1538600.33000000
USD
6912162.00000000
MYR
2022-12-21
-76217.58000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS BRL
000000000
1.00000000
NC
592.31000000
0.002214864776
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2025-01-02
0.00000000
USD
0.00000000
USD
2674341.82000000
BRL
592.31000000
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
USD/CLP FORWARD
000000000
1.00000000
NC
USD
3893.45000000
0.014559040475
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-137000.00000000
USD
134107290.00000000
CLP
2022-12-21
3893.45000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS KRW
000000000
1.00000000
NC
30661.56000000
0.114654841612
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2027-06-15
18212.17000000
USD
0.00000000
USD
-600000000.00000000
KRW
12449.39000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
HUF/USD FORWARD
000000000
1.00000000
NC
USD
7458.16000000
0.027888801271
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-241030.13000000
USD
104486560.00000000
HUF
2022-12-21
7458.16000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS CLP
000000000
1.00000000
NC
-17606.00000000
-0.06583530457
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2032-12-21
0.00000000
USD
-2329.10000000
USD
-418310000.00000000
CLP
-15276.90000000
N
N
N
Dreyfus Government Cash Management
5493000Q69I5Q3QZIA91
Dreyfus Government Cash Management
262006208
187331.93000000
NS
USD
187331.93000000
0.700502934723
Long
STIV
RF
US
N
1
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
617000.00000000
PA
115502.20000000
0.431905175305
Long
DBT
NUSS
BR
N
2
2025-01-01
Fixed
10.00000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
TRY/USD FORWARD
000000000
1.00000000
NC
USD
2320.25000000
0.008676267491
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-168780.55000000
USD
3315694.00000000
TRY
2022-12-21
2320.25000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS BRL
000000000
1.00000000
NC
-27784.94000000
-0.10389810221
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2027-01-04
0.00000000
USD
0.00000000
USD
668456.46000000
BRL
-27784.94000000
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
3021000.00000000
PA
551748.08000000
2.063188850228
Long
DBT
NUSS
PL
N
2
2025-07-25
Fixed
3.25000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS BRL
000000000
1.00000000
NC
1968.49000000
0.007360907571
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2027-01-04
1594.80000000
USD
0.00000000
USD
1948403.37000000
BRL
373.69000000
N
N
N
LCH LIMITED
F226TOH6YD6XJB17KS62
IRS THB
000000000
1.00000000
NC
-6036.10000000
-0.02257119629
N/A
DIR
CORP
GB
N
2
LCH LIMITED
F226TOH6YD6XJB17KS62
Y
2027-12-21
0.00000000
USD
0.00000000
USD
-19200000.00000000
THB
-6036.10000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
CNH/USD FORWARD
000000000
1.00000000
NC
USD
-15287.82000000
-0.05716677757
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-514000.00000000
USD
3653930.81000000
CNY
2022-11-23
-15287.82000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
5915000000.00000000
PA
366902.55000000
1.371983478910
Long
DBT
NUSS
ID
N
2
2030-09-15
Fixed
7.00000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/PLN FORWARD
000000000
1.00000000
NC
USD
-14106.61000000
-0.05274979926
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-1413913.00000000
PLN
277651.60000000
USD
2023-01-19
-14106.61000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/TWD FORWARD
000000000
1.00000000
NC
USD
-7919.51000000
-0.02961395847
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-436002.00000000
USD
13798024.00000000
TWD
2022-12-21
-7919.51000000
N
N
N
LCH LIMITED
F226TOH6YD6XJB17KS62
IRS PLN
000000000
1.00000000
NC
49.59000000
0.000185435235
N/A
DIR
CORP
GB
N
2
LCH LIMITED
F226TOH6YD6XJB17KS62
Y
2032-12-21
0.00000000
USD
0.00000000
USD
-605000.00000000
PLN
49.59000000
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
2960000.00000000
PA
501112.42000000
1.873843507811
Long
DBT
NUSS
PL
N
2
2026-07-25
Fixed
2.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/ZAR FORWARD
000000000
1.00000000
NC
USD
-10454.31000000
-0.03909250727
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-502000.00000000
USD
9065117.34000000
ZAR
2022-12-21
-10454.31000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS MXN
000000000
1.00000000
NC
897.69000000
0.003356792830
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2027-12-15
0.00000000
USD
-74.80000000
USD
5305000.00000000
MXN
972.49000000
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
5720000.00000000
PA
161253.75000000
0.602987035419
Long
DBT
NUSS
CZ
N
2
2030-05-15
Fixed
0.95000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS COP
000000000
1.00000000
NC
-28967.30000000
-0.10831938079
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2027-06-15
0.00000000
USD
-6281.32000000
USD
1382980000.00000000
COP
-22685.98000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS PLN
000000000
1.00000000
NC
30935.72000000
0.115680026612
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2023-10-05
0.00000000
USD
0.00000000
USD
-2450000.00000000
PLN
30935.72000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS MXN
000000000
1.00000000
NC
-33445.83000000
-0.12506625042
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2031-07-24
0.00000000
USD
0.00000000
USD
4450000.00000000
MXN
-33445.83000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS ZAR
000000000
1.00000000
NC
42762.02000000
0.159902908728
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2031-09-27
1662.27000000
USD
0.00000000
USD
-6610000.00000000
ZAR
41099.75000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/CLP FORWARD
000000000
1.00000000
NC
USD
2227.22000000
0.008328394130
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-51072388.00000000
CLP
55884.00000000
USD
2022-12-21
2227.22000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS BRL
000000000
1.00000000
NC
13643.40000000
0.051017686838
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2027-01-04
0.00000000
USD
0.00000000
USD
1600663.18000000
BRL
13643.40000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
CZK/USD FORWARD
000000000
1.00000000
NC
USD
-10211.73000000
-0.03818541149
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-11740054.00000000
CZK
461520.02000000
USD
2023-01-19
-10211.73000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS PLN
000000000
1.00000000
NC
-104777.82000000
-0.39180277704
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2025-09-08
0.00000000
USD
-2157.34000000
USD
2730000.00000000
PLN
-102620.48000000
N
N
N
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
USD/CNH FORWARD
000000000
1.00000000
NC
USD
-221.50000000
-0.00082826990
N/A
DFE
CORP
US
N
2
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
-11880.04000000
USD
85419.00000000
CNY
2022-11-23
-221.50000000
N
N
N
STATE OF MINAS GERAIS
N/A
Brazil Minas SPE via State of Minas Gerais
000000000
141000.00000000
PA
USD
135210.19000000
0.505600593019
Long
DBT
CORP
KY
N
2
2028-02-15
Fixed
5.33300000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD CALL VERSUS CNH PUT
000000000
-1152000.00000000
NC
USD
-29772.18000000
-0.11132912292
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
-1152000.00000000
USD
7.15000000
USD
2022-11-11
XXXX
-9704.34000000
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
3850000.00000000
PA
132821.13000000
0.496667019649
Long
DBT
NUSS
ZA
N
2
2036-03-31
Fixed
6.25000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/SGD FORWARD
000000000
1.00000000
NC
USD
-3921.82000000
-0.01466512633
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-482459.31000000
SGD
337000.00000000
USD
2022-12-21
-3921.82000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
ILS/USD FORWARD
000000000
1.00000000
NC
USD
13332.25000000
0.049854182634
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-3186770.12000000
ILS
919113.23000000
USD
2022-12-21
13332.25000000
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
1063000.00000000
PA
17398.27000000
0.065058525762
Long
DBT
NUSS
TH
N
2
2049-06-17
Fixed
1.87500000
N
N
N
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
980000.00000000
PA
172796.27000000
0.646148759820
Long
DBT
NUSS
RO
N
2
2026-04-22
Fixed
4.85000000
N
N
N
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
171150000.00000000
PA
291841.76000000
1.091303598669
Long
DBT
NUSS
HU
N
2
2026-12-22
Fixed
2.75000000
N
N
N
N
N
N
ESKOM HOLDINGS SOC LTD
3789001900ED06F65111
Eskom Holdings SOC Ltd
29646AAA4
200000.00000000
PA
USD
195125.00000000
0.729644087571
Long
DBT
CORP
ZA
N
2
2023-08-06
Fixed
6.75000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
ZAR/USD FORWARD
000000000
1.00000000
NC
USD
-4724.13000000
-0.01766525828
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-525400.00000000
USD
9602337.91000000
ZAR
2022-12-21
-4724.13000000
N
N
N
MALAYSIA INVESTMNT ISSUE
254900GSIL471JOBYY43
Malaysia Government Investment Issue
000000000
430000.00000000
PA
78318.57000000
0.292861916963
Long
DBT
NUSS
MY
N
2
2036-07-15
Fixed
3.44700000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
759800000.00000000
PA
102843.57000000
0.384569905420
Long
DBT
NUSS
CO
N
2
2031-03-26
Fixed
7.00000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/BRL FORWARD
000000000
1.00000000
NC
USD
-58019.92000000
-0.21695780442
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-8693666.00000000
BRL
1623770.27000000
USD
2022-11-03
-58019.92000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS THB
000000000
1.00000000
NC
-6993.87000000
-0.02615265032
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2027-12-21
0.00000000
USD
0.00000000
USD
-20100000.00000000
THB
-6993.87000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS BRL
000000000
1.00000000
NC
-7792.96000000
-0.02914074151
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2027-01-04
0.00000000
USD
0.00000000
USD
-517553.32000000
BRL
-7792.96000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
RSD/USD FORWARD
000000000
1.00000000
NC
USD
29.15000000
0.000109002563
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-4984980.00000000
RSD
42000.00000000
USD
2022-12-21
29.15000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS COP
000000000
1.00000000
NC
59239.10000000
0.221516766524
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2027-09-21
0.00000000
USD
-154.21000000
USD
-4265890000.00000000
COP
59393.31000000
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
1288000000.00000000
PA
174059.62000000
0.650872889778
Long
DBT
NUSS
CO
N
2
2031-03-26
Fixed
7.00000000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
3120000.00000000
PA
64076.86000000
0.239606929143
Long
DBT
NUSS
TH
N
2
2035-12-17
Fixed
1.58500000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/SGD FORWARD
000000000
1.00000000
NC
USD
4595.31000000
0.017183552963
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-321000.00000000
USD
460769.82000000
SGD
2022-12-21
4595.31000000
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
4300000.00000000
PA
104845.04000000
0.392054137333
Long
DBT
NUSS
TH
N
2
2038-06-17
Fixed
3.30000000
N
N
N
N
N
N
BONOS TESORERIA PESOS
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
000000000
50000000.00000000
PA
38099.13000000
0.142466649307
Long
DBT
NUSS
CL
N
2
2033-10-01
Fixed
2.80000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS PLN
000000000
1.00000000
NC
11625.96000000
0.043473737226
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2025-02-01
0.00000000
USD
0.00000000
USD
-930000.00000000
PLN
11625.96000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS BRL
000000000
1.00000000
NC
-41283.29000000
-0.15437339379
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2027-01-04
0.00000000
USD
0.00000000
USD
1055859.07000000
BRL
-41283.29000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/RON FORWARD
000000000
1.00000000
NC
USD
11357.56000000
0.042470090983
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-417353.94000000
USD
2146660.00000000
RON
2023-01-19
11357.56000000
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
4862993.00000000
PA
203818.65000000
0.762152840022
Long
DBT
NUSS
ZA
N
2
2037-01-31
Fixed
8.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD CALL VERSUS ZAR PUT
000000000
2218000.00000000
NC
USD
1016.32000000
0.003800393999
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 ZAR PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
ZAR
2023-01-03
2218000.00000000
USD
23.50000000
USD
2023-01-03
XXXX
-148.13000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS COP
000000000
1.00000000
NC
-10663.71000000
-0.03987553082
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2031-11-09
0.00000000
USD
0.00000000
USD
211800000.00000000
COP
-10663.71000000
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
59060000.00000000
PA
101267.14000000
0.378675054279
Long
DBT
NUSS
HU
N
2
2026-04-22
Fixed
1.50000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS BRL
000000000
1.00000000
NC
-39020.93000000
-0.14591359828
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2025-01-02
0.00000000
USD
0.00000000
USD
1478083.60000000
BRL
-39020.93000000
N
N
N
JSM GLOBAL SARL
222100JFIJNVE1XMFY68
JSM Global Sarl
46592BAA0
200000.00000000
PA
USD
138162.50000000
0.516640365145
Long
DBT
CORP
LU
N
2
2030-10-20
Fixed
4.75000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/THB FORWARD
000000000
1.00000000
NC
USD
24866.47000000
0.092984870284
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-20537286.00000000
THB
567000.00000000
USD
2022-12-21
24866.47000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/TWD FORWARD
000000000
1.00000000
NC
USD
70096.91000000
0.262118108589
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-43769139.00000000
TWD
1428030.64000000
USD
2022-12-21
70096.91000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/CLP FORWARD
000000000
1.00000000
NC
USD
1145.40000000
0.004283071558
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-218783620.00000000
CLP
231000.00000000
USD
2022-12-21
1145.40000000
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
CZK/USD FORWARD
000000000
1.00000000
NC
USD
-10004.66000000
-0.03741110066
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-10982906.00000000
CZK
431303.82000000
USD
2023-01-19
-10004.66000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
HUF/EUR FORWARD
000000000
1.00000000
NC
USD
338.51000000
0.001265813299
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-116400.00000000
EUR
49266300.00000000
HUF
2023-01-19
338.51000000
N
N
N
LCH LIMITED
F226TOH6YD6XJB17KS62
IRS ZAR
000000000
1.00000000
NC
-24105.40000000
-0.09013894984
N/A
DIR
CORP
GB
N
2
LCH LIMITED
F226TOH6YD6XJB17KS62
Y
2025-08-21
0.00000000
USD
-8926.56000000
USD
5789000.00000000
ZAR
-15178.84000000
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
65380000.00000000
PA
108533.26000000
0.405845747412
Long
DBT
NUSS
HU
N
2
2026-08-26
Fixed
1.50000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/MXN FORWARD
000000000
1.00000000
NC
USD
16543.19000000
0.061861067382
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-668071.59000000
USD
13689789.00000000
MXN
2022-12-21
16543.19000000
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
THB/USD FORWARD
000000000
1.00000000
NC
USD
10735.70000000
0.040144727897
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-10844361.00000000
THB
297000.00000000
USD
2022-12-21
10735.70000000
N
N
N
MEXICAN UDIBONOS
254900EGTWEU67VP6075
Mexican Udibonos
000000000
3209713.57350000
PA
138287.58000000
0.517108085235
Long
DBT
NUSS
MX
N
2
2031-11-27
Fixed
2.75000000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CNH CALL VERSUS USD PUT
000000000
-536000.00000000
NC
USD
-661.70000000
-0.00247433948
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
-536000.00000000
USD
7.05000000
USD
2022-11-28
XXXX
1598.42000000
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
COP/USD FORWARD
000000000
1.00000000
NC
USD
4362.53000000
0.016313102992
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-332067000.00000000
COP
71000.00000000
USD
2022-12-21
4362.53000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD CALL VERSUS CNH PUT
000000000
-1152000.00000000
NC
USD
-8093.32000000
-0.03026389794
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
-1152000.00000000
USD
7.35000000
USD
2022-11-11
XXXX
-636.94000000
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
207651210.00000000
PA
27449.54000000
0.102643918347
Long
DBT
NUSS
CO
N
2
2049-06-16
Fixed
3.75000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/PEN FORWARD
000000000
1.00000000
NC
USD
-109.46000000
-0.00040931116
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-389183.40000000
PEN
97000.00000000
USD
2022-12-21
-109.46000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD CALL VERSUS INR PUT
000000000
717000.00000000
NC
USD
18859.67000000
0.070523237458
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
717000.00000000
USD
81.50000000
USD
2023-01-05
XXXX
11502.95000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
TWD/USD FORWARD
000000000
1.00000000
NC
USD
-7040.20000000
-0.02632589522
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-352000.00000000
USD
11118800.00000000
TWD
2022-12-21
-7040.20000000
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
280000.00000000
PA
42610.25000000
0.159335384919
Long
DBT
NUSS
PL
N
2
2026-10-25
Fixed
0.25000000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
USD CALL VERSUS CNH PUT
000000000
1152000.00000000
NC
USD
29772.18000000
0.111329122926
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
1152000.00000000
USD
7.15000000
USD
2022-11-11
XXXX
26145.56000000
N
N
N
BONOS DE TESORERIA
254900STKLK2DBJJZ530
Peru Government Bond
000000000
540000.00000000
PA
96389.63000000
0.360436251801
Long
DBT
NUSS
PE
N
2
2040-08-12
Fixed
5.35000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
KRW/USD FORWARD
000000000
1.00000000
NC
USD
-627.27000000
-0.00234559306
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-415818630.00000000
KRW
291000.00000000
USD
2022-12-21
-627.27000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
ZAR/USD FORWARD
000000000
1.00000000
NC
USD
80968.33000000
0.302770343446
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-26746241.00000000
ZAR
1531252.88000000
USD
2022-12-21
80968.33000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CNH CALL VERSUS USD PUT
000000000
536000.00000000
NC
USD
5.37000000
0.000020080403
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
536000.00000000
USD
6.55000000
USD
2022-11-28
XXXX
-11.65000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS BRL
000000000
1.00000000
NC
1980.47000000
0.007405705194
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2025-01-02
0.00000000
USD
0.00000000
USD
-3375191.63000000
BRL
1980.47000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS BRL
000000000
1.00000000
NC
-12162.17000000
-0.04547882348
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2027-01-04
0.00000000
USD
0.00000000
USD
-1705428.23000000
BRL
-12162.17000000
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
200000.00000000
PA
35242.02000000
0.131782864968
Long
DBT
NUSS
BR
N
2
2031-01-01
Fixed
10.00000000
N
N
N
N
N
N
AMERICA MOVIL SAB DE CV
5493000FNR3UCEAONM59
America Movil SAB de CV
000000000
14250000.00000000
PA
714414.94000000
2.671460023286
Long
DBT
CORP
MX
N
2
2022-12-05
Fixed
6.45000000
N
N
N
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
35160000.00000000
PA
69245.31000000
0.258933663208
Long
DBT
NUSS
HU
N
2
2028-10-22
Fixed
6.75000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS PLN
000000000
1.00000000
NC
-25468.52000000
-0.09523615650
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2027-06-15
0.00000000
USD
-17269.34000000
USD
1186322.00000000
PLN
-8199.18000000
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 10 Year US Treasury Note
000000000
-1.00000000
NC
USD
6748.67000000
0.025235757409
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
-117342.42000000
USD
6748.67000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
EGP/USD FORWARD
000000000
1.00000000
NC
USD
23935.68000000
0.089504304389
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-2738176.00000000
EGP
136363.35000000
USD
2022-11-30
23935.68000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
COP/USD FORWARD
000000000
1.00000000
NC
USD
-2954.42000000
-0.01104766219
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-116000.00000000
USD
563327320.00000000
COP
2022-12-21
-2954.42000000
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
42680000.00000000
PA
70816.41000000
0.264808583521
Long
DBT
NUSS
HU
N
2
2027-10-27
Fixed
3.00000000
N
N
N
N
N
N
DIGICEL LTD
N/A
Digicel Ltd
000000000
235000.00000000
PA
USD
117500.00000000
0.439375683739
Long
DBT
CORP
BM
N
2
2023-03-01
Fixed
6.75000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
ILS/USD FORWARD
000000000
1.00000000
NC
USD
-2668.10000000
-0.00997700648
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-698965.40000000
ILS
196000.00000000
USD
2022-12-21
-2668.10000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
CNH CALL VERSUS USD PUT
000000000
576000.00000000
NC
USD
21.68000000
0.000081069487
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
576000.00000000
USD
6.90000000
USD
2022-11-11
XXXX
-531.28000000
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie B
000000000
513833.71000000
PA
101855.82000000
0.380876345151
Long
DBT
NUSS
BR
N
2
2035-05-15
Fixed
6.00000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
842000.00000000
PA
179735.30000000
0.672096343230
Long
DBT
NUSS
MY
N
2
2037-04-07
Fixed
4.76200000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS BRL
000000000
1.00000000
NC
667.33000000
0.002495392127
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2024-01-02
0.00000000
USD
0.00000000
USD
-7740932.63000000
BRL
667.33000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/BRL FORWARD
000000000
1.00000000
NC
USD
-1553.00000000
-0.00580723776
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-1535417.12000000
USD
7928992.85000000
BRL
2022-11-03
-1553.00000000
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
3500000.00000000
PA
115710.27000000
0.432683225505
Long
DBT
NUSS
CZ
N
2
2029-07-23
Fixed
2.75000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS MXN
000000000
1.00000000
NC
636.23000000
0.002379097798
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2032-12-08
0.00000000
USD
0.00000000
USD
4000000.00000000
MXN
636.23000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
1410000000.00000000
PA
92116.69000000
0.344458158745
Long
DBT
NUSS
ID
N
2
2024-03-15
Fixed
8.37500000
N
N
N
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
CNH/USD FORWARD
000000000
1.00000000
NC
USD
3809.93000000
0.014246728499
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-1693867.79000000
CNY
235000.00000000
USD
2022-11-23
3809.93000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
IDR/USD FORWARD
000000000
1.00000000
NC
USD
-5455.80000000
-0.02040124132
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-213000.00000000
USD
3248676000.00000000
IDR
2022-12-21
-5455.80000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
6596000000.00000000
PA
438112.26000000
1.638262755677
Long
DBT
NUSS
ID
N
2
2026-09-15
Fixed
8.37500000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
680000.00000000
PA
143907.45000000
0.538122844586
Long
DBT
NUSS
MY
N
2
2025-09-15
Fixed
3.95500000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
1250000.00000000
PA
173462.09000000
0.648638505503
Long
DBT
NUSS
CN
N
2
2027-06-04
Fixed
2.85000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
IDR/USD FORWARD
000000000
1.00000000
NC
USD
1318.79000000
0.004931440493
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-4816114170.00000000
IDR
309000.00000000
USD
2022-12-21
1318.79000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS COP
000000000
1.00000000
NC
269.64000000
0.001008283058
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2027-12-21
0.00000000
USD
0.00000000
USD
-1047000000.00000000
COP
269.64000000
N
N
N
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
INR/USD FORWARD
000000000
1.00000000
NC
USD
39.28000000
0.000146882356
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
-5577415.00000000
INR
67000.00000000
USD
2022-12-21
39.28000000
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
1480000.00000000
PA
235390.71000000
0.880212375762
Long
DBT
NUSS
PL
N
2
2028-04-25
Fixed
2.75000000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
2559000.00000000
PA
69496.92000000
0.259874525470
Long
DBT
NUSS
TH
N
2
2031-06-20
Fixed
3.65000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/BRL FORWARD
000000000
1.00000000
NC
USD
57408.40000000
0.214671106403
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-1613523.76000000
USD
8693666.00000000
BRL
2022-12-02
57408.40000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
KRW/USD FORWARD
000000000
1.00000000
NC
USD
325.50000000
0.001217164128
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-134000.00000000
USD
191528880.00000000
KRW
2022-12-21
325.50000000
N
N
N
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
USD/ZAR FORWARD
000000000
1.00000000
NC
USD
2393.32000000
0.008949503075
N/A
DFE
CORP
US
N
2
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
-1043814.94000000
ZAR
58993.00000000
USD
2022-12-21
2393.32000000
N
N
N
BONOS TESORERIA PESOS
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
000000000
115000000.00000000
PA
107752.09000000
0.402924665685
Long
DBT
NUSS
CL
N
2
2035-03-01
Fixed
5.00000000
N
N
N
N
N
N
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
SGD/USD FORWARD
000000000
1.00000000
NC
USD
574.13000000
0.002146883074
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
-453454.23000000
SGD
321000.00000000
USD
2022-12-21
574.13000000
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
CLP/USD FORWARD
000000000
1.00000000
NC
USD
529.05000000
0.001978312387
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-180345052.00000000
CLP
190000.00000000
USD
2022-12-21
529.05000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS ZAR
000000000
1.00000000
NC
29553.64000000
0.110511921548
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2032-01-04
5064.43000000
USD
0.00000000
USD
-4635000.00000000
ZAR
24489.21000000
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
CNH/USD FORWARD
000000000
1.00000000
NC
USD
-15650.89000000
-0.05852442974
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-268000.00000000
USD
1848894.48000000
CNY
2022-11-23
-15650.89000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS ZAR
000000000
1.00000000
NC
1807.13000000
0.006757523228
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2027-12-21
1330.79000000
USD
0.00000000
USD
3480000.00000000
ZAR
476.34000000
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
4565000.00000000
PA
150500.03000000
0.562774924119
Long
DBT
NUSS
ZA
N
2
2041-02-28
Fixed
6.50000000
N
N
N
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
CLP/USD FORWARD
000000000
1.00000000
NC
USD
-1528.98000000
-0.00571741815
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-32409.35000000
USD
29393012.00000000
CLP
2022-12-21
-1528.98000000
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
PEN/USD FORWARD
000000000
1.00000000
NC
USD
-3458.09000000
-0.01293106943
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-191481.46000000
USD
753537.00000000
PEN
2022-12-21
-3458.09000000
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
6610100.00000000
PA
293276.69000000
1.096669329306
Long
DBT
NUSS
MX
N
2
2031-05-29
Fixed
7.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/THB FORWARD
000000000
1.00000000
NC
USD
-8147.64000000
-0.03046702039
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-300000.00000000
USD
11056050.00000000
THB
2022-12-21
-8147.64000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS COP
000000000
1.00000000
NC
-8050.11000000
-0.03010231987
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2027-12-21
0.00000000
USD
0.00000000
USD
-1081990000.00000000
COP
-8050.11000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS BRL
000000000
1.00000000
NC
-638.55000000
-0.00238777313
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2026-01-02
0.00000000
USD
0.00000000
USD
1346010.50000000
BRL
-638.55000000
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
ZAR/USD FORWARD
000000000
1.00000000
NC
USD
-460.38000000
-0.00172153001
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-25928.68000000
USD
469688.00000000
ZAR
2022-12-21
-460.38000000
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
000000000
7000.00000000
PA
1511.65000000
0.005652614913
Long
DBT
NUSS
PE
N
2
2037-08-12
Fixed
6.90000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
USD/ILS FORWARD
000000000
1.00000000
NC
USD
125.91000000
0.000470823764
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-32000.00000000
USD
113027.20000000
ILS
2022-12-21
125.91000000
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
3690000.00000000
PA
525342.38000000
1.964448233274
Long
DBT
NUSS
CN
N
2
2029-05-23
Fixed
3.29000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS BRL
000000000
1.00000000
NC
6613.85000000
0.024731615879
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2027-01-04
0.00000000
USD
0.00000000
USD
1687947.27000000
BRL
6613.85000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS BRL
000000000
1.00000000
NC
14630.58000000
0.054709115668
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2027-01-04
0.00000000
USD
0.00000000
USD
-743648.99000000
BRL
14630.58000000
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS CDX.EM.38.V1
000000000
1.00000000
NC
USD
26961.22000000
0.100817910399
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
IHS MARKIT LTD.
CDX.EM.38.V1
Y
Default Event
2027-12-20
27316.81000000
USD
0.00000000
USD
-330000.00000000
USD
-355.59000000
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
2121000000.00000000
PA
305144.85000000
1.141048741347
Long
DBT
NUSS
CO
N
2
2028-04-28
Fixed
6.00000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
USD/COP FORWARD
000000000
1.00000000
NC
USD
35338.35000000
0.132143078242
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-2056382372.36000000
COP
448002.41000000
USD
2022-12-21
35338.35000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
INR/USD FORWARD
000000000
1.00000000
NC
USD
-3257.35000000
-0.01218042879
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-273000.00000000
USD
22467900.00000000
INR
2022-12-21
-3257.35000000
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
20430000.00000000
PA
35799.60000000
0.133867861511
Long
DBT
NUSS
HU
N
2
2028-03-23
Fixed
4.50000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
USD/ILS FORWARD
000000000
1.00000000
NC
USD
6857.60000000
0.025643086713
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-1640008.69000000
ILS
473000.00000000
USD
2022-12-21
6857.60000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS ZAR
000000000
1.00000000
NC
5474.26000000
0.020470270046
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2027-09-21
1025.00000000
USD
0.00000000
USD
-19350000.00000000
ZAR
4449.26000000
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
12015000.00000000
PA
313474.63000000
1.172196850137
Long
DBT
NUSS
TH
N
2
2028-12-17
Fixed
2.87500000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
390000.00000000
PA
76957.36000000
0.287771852500
Long
DBT
NUSS
MY
N
2
2033-04-15
Fixed
3.84400000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
PHP/USD FORWARD
000000000
1.00000000
NC
USD
2895.47000000
0.010827226476
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-11116035.00000000
PHP
193440.09000000
USD
2022-12-21
2895.47000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
HUF/USD FORWARD
000000000
1.00000000
NC
USD
1529.14000000
0.005718016451
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-104486560.23000000
HUF
250017.43000000
USD
2022-12-21
1529.14000000
N
N
N
BONOS DE TESORERIA
254900STKLK2DBJJZ530
Peru Government Bond
000000000
393000.00000000
PA
84100.83000000
0.314483912206
Long
DBT
NUSS
PE
N
2
2032-08-12
Fixed
6.15000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
4191700.00000000
PA
170378.12000000
0.637106408248
Long
DBT
NUSS
MX
N
2
2042-11-13
Fixed
7.75000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS BRL
000000000
1.00000000
NC
61109.09000000
0.228509346395
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2027-01-04
0.00000000
USD
0.00000000
USD
-1884580.12000000
BRL
61109.09000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
HUF/USD FORWARD
000000000
1.00000000
NC
USD
1645.19000000
0.006151970052
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-114000.00000000
USD
49051920.00000000
HUF
2023-01-19
1645.19000000
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
11074485.00000000
PA
491837.90000000
1.839162668948
Long
DBT
NUSS
ZA
N
2
2035-02-28
Fixed
8.87500000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
9585000.00000000
PA
239892.83000000
0.897047457067
Long
DBT
NUSS
TH
N
2
2036-06-17
Fixed
3.40000000
N
N
N
N
N
N
GOHL CAPITAL LTD
254900TF7OK6KSDZA888
Gohl Capital Ltd
000000000
200000.00000000
PA
USD
148000.00000000
0.553426393135
Long
DBT
CORP
IM
N
2
2027-01-24
Fixed
4.25000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
EUR/USD FORWARD
000000000
1.00000000
NC
USD
3155.53000000
0.011799686394
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-168081.22000000
USD
172106.00000000
EUR
2023-01-19
3155.53000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PHP/USD FORWARD
000000000
1.00000000
NC
USD
-1509.21000000
-0.00564349085
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-4055044.00000000
PHP
68000.00000000
USD
2022-12-21
-1509.21000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD CALL VERSUS CNH PUT
000000000
1152000.00000000
NC
USD
144.69000000
0.000541049086
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
1152000.00000000
USD
7.80000000
USD
2022-11-11
XXXX
-137.55000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MXN CALL VERSUS USD PUT
000000000
1110000.00000000
NC
USD
4.82000000
0.000018023751
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
1110000.00000000
USD
17.00000000
USD
2022-12-05
XXXX
-40.69000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
PHP/USD FORWARD
000000000
1.00000000
NC
USD
206.76000000
0.000773151628
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-1255335.68000000
PHP
21725.00000000
USD
2022-12-21
206.76000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS PLN
000000000
1.00000000
NC
31261.40000000
0.116897863826
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2023-12-15
0.00000000
USD
0.00000000
USD
-2360000.00000000
PLN
31261.40000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MXN CALL VERSUS USD PUT
000000000
-1110000.00000000
NC
USD
-102445.33000000
-0.38308073969
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
-1110000.00000000
USD
21.75000000
USD
2022-12-05
XXXX
-16271.59000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
EGP/USD FORWARD
000000000
1.00000000
NC
USD
-8229.52000000
-0.03077319980
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-51000.00000000
USD
1041675.00000000
EGP
2022-11-30
-8229.52000000
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
3300000.00000000
PA
91799.90000000
0.343273564508
Long
DBT
NUSS
CZ
N
2
2031-03-13
Fixed
1.20000000
N
N
N
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
21890000.00000000
PA
25299.90000000
0.094605624349
Long
DBT
NUSS
HU
N
2
2038-10-27
Fixed
3.00000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
EGP/USD FORWARD
000000000
1.00000000
NC
USD
-79722.79000000
-0.29811281162
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-487476.99000000
USD
9930853.53000000
EGP
2022-11-30
-79722.79000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PLN/EUR FORWARD
000000000
1.00000000
NC
USD
-259.49000000
-0.00097032847
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-251800.00000000
EUR
1212847.58000000
PLN
2023-01-19
-259.49000000
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912796YH6
2130000.00000000
PA
USD
2050426.25000000
7.667297323837
Long
DBT
UST
US
N
2
2023-09-07
None
0.00000000
N
N
N
N
N
N
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
IDR/USD FORWARD
000000000
1.00000000
NC
USD
22726.57000000
0.084982997725
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
-7968437509.00000000
IDR
531796.42000000
USD
2022-12-21
22726.57000000
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
150000.00000000
PA
24301.69000000
0.090872950295
Long
DBT
NUSS
UA
N
2
2028-06-20
Variable
6.75000000
N
Y
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/IDR FORWARD
000000000
1.00000000
NC
USD
-4194.66000000
-0.01568537536
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-101649.02000000
USD
1525446797.00000000
IDR
2022-12-21
-4194.66000000
N
N
N
PROVINCIA DE BUENOS AIRE
549300L6AYROPOTQ4L07
Provincia de Buenos Aires/Government Bonds
000000000
248610.35330100
PA
USD
74862.79000000
0.279939485471
Long
DBT
NUSS
AR
N
2
2037-09-01
Variable
5.25000000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756BT6
54000.00000000
PA
9784.92000000
0.036589412045
Long
DBT
NUSS
BR
N
2
2024-01-05
Fixed
8.50000000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
000000000
600000.00000000
PA
113615.44000000
0.424849886241
Long
DBT
NUSS
N/A
N
2
2024-05-24
Fixed
3.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/MYR FORWARD
000000000
1.00000000
NC
USD
117.35000000
0.000438814778
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-51091.50000000
USD
242046.00000000
MYR
2022-12-21
117.35000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
USD/KRW FORWARD
000000000
1.00000000
NC
USD
-7965.56000000
-0.02978615635
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-309000.00000000
USD
429231900.00000000
KRW
2022-12-21
-7965.56000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS PLN
000000000
1.00000000
NC
49838.72000000
0.186365290865
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2027-04-07
0.00000000
USD
0.00000000
USD
-4650000.00000000
PLN
49838.72000000
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
USD/CLP FORWARD
000000000
1.00000000
NC
USD
-4705.47000000
-0.01759548168
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-119650850.00000000
CLP
121000.00000000
USD
2022-12-21
-4705.47000000
N
N
N
SERBIA TREASURY BONDS
254900W94OCY91V32O78
Serbia Treasury Bonds
000000000
9460000.00000000
PA
73659.43000000
0.275439680171
Long
DBT
NUSS
RS
N
2
2026-01-11
Fixed
4.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/INR FORWARD
000000000
1.00000000
NC
USD
233.44000000
0.000872917954
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-8809702.40000000
INR
106000.00000000
USD
2022-12-21
233.44000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
USD/CZK FORWARD
000000000
1.00000000
NC
USD
-8160.94000000
-0.03051675397
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-9112151.00000000
CZK
357978.00000000
USD
2023-01-19
-8160.94000000
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
500000000.00000000
PA
72491.52000000
0.271072435449
Long
DBT
NUSS
CO
N
2
2030-09-18
Fixed
7.75000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS BRL
000000000
1.00000000
NC
-1403.08000000
-0.00524663178
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2027-01-04
0.00000000
USD
0.00000000
USD
766014.85000000
BRL
-1403.08000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/AUD FORWARD
000000000
1.00000000
NC
USD
315.62000000
0.001180219177
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-67000.00000000
USD
104950.20000000
AUD
2023-01-19
315.62000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
CNH/USD FORWARD
000000000
1.00000000
NC
USD
35976.82000000
0.134530552223
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-10001159.87000000
CNY
1401000.00000000
USD
2022-11-23
35976.82000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS BRL
000000000
1.00000000
NC
18786.68000000
0.070250301022
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2027-01-04
0.00000000
USD
0.00000000
USD
-1787636.64000000
BRL
18786.68000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS MXN
000000000
1.00000000
NC
-1759.20000000
-0.00657829534
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2027-09-15
0.00000000
USD
0.00000000
USD
2110000.00000000
MXN
-1759.20000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS PLN
000000000
1.00000000
NC
51762.78000000
0.193560058338
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
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2031-06-17
0.00000000
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0.00000000
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-700000.00000000
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51762.78000000
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N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
1410000.00000000
PA
287860.09000000
1.076414671191
Long
DBT
NUSS
MY
N
2
2029-08-15
Fixed
3.88500000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDB5
55000.00000000
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USD
48037.00000000
0.179627997615
Long
DBT
CORP
MX
N
2
2027-01-23
Fixed
6.49000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS MXN
000000000
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NC
-97435.81000000
-0.36434830331
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DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2026-03-11
0.00000000
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-10363.78000000
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14445800.00000000
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-87072.03000000
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N
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BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
AUD/USD FORWARD
000000000
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USD
-17.04000000
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DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-66000.00000000
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102872.48000000
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2023-01-19
-17.04000000
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N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
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PA
219419.47000000
0.820490039633
Long
DBT
NUSS
MX
N
2
2047-11-07
Fixed
8.00000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS PLN
000000000
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3626.24000000
0.013559844080
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DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2032-05-10
0.00000000
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0.00000000
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-270894.00000000
PLN
3626.24000000
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N
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GOLDMAN SACHS & CO. LLC
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ZAR/USD FORWARD
000000000
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USD
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DFE
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N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-134000.00000000
USD
2457720.80000000
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2022-12-21
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N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS BRL
000000000
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2204.52000000
0.008243510487
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2025-01-02
0.00000000
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0.00000000
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3353533.61000000
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2204.52000000
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J.P. MORGAN SECURITIES LLC
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J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-1272079.00000000
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8855242.52000000
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2022-11-23
-63458.05000000
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HX1
23752.71882000
PA
USD
4857.43000000
0.018163715978
Long
DBT
NUSS
AR
N
2
2029-07-09
Fixed
1.00000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
INR/USD FORWARD
000000000
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288.64000000
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DFE
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CYYGQCGNHMHPSMRL3R97
-5556645.00000000
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2022-12-21
288.64000000
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N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
12695000.00000000
PA
593524.80000000
2.219407360138
Long
DBT
NUSS
ZA
N
2
2030-01-31
Fixed
8.00000000
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N
N
N
N
N
SERBIA TREASURY BONDS
254900W94OCY91V32O78
Serbia Treasury Bonds
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40270.04000000
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DBT
NUSS
RS
N
2
2032-08-20
Fixed
4.50000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
MYR/USD FORWARD
000000000
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USD
2497.93000000
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DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-295425.00000000
MYR
65000.00000000
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2022-12-21
2497.93000000
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N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS BRL
000000000
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18449.23000000
0.068988451452
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DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2027-01-04
172.61000000
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0.00000000
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18276.62000000
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STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
THB/USD FORWARD
000000000
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USD
-3306.66000000
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DFE
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STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
-310000.00000000
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11618261.10000000
THB
2022-12-21
-3306.66000000
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N
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REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
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226341.04000000
0.846372333687
Long
DBT
NUSS
ZA
N
2
2044-01-31
Fixed
8.75000000
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N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
THB/USD FORWARD
000000000
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DFE
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J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-346526.00000000
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12932086.03000000
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2022-12-21
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MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
IRS MYR
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750.64000000
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DIR
CORP
GB
N
2
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
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2027-10-17
0.00000000
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1230000.00000000
MYR
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J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
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DFE
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2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-807000.00000000
USD
1119852576.00000000
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2022-12-21
-21610.58000000
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N
N
MORGAN STANLEY & CO. LLC
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USD/HUF FORWARD
000000000
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DFE
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MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-16208877.23000000
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38177.16000000
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MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
280000.00000000
PA
57831.13000000
0.216251849235
Long
DBT
NUSS
MY
N
2
2031-06-30
Fixed
4.23200000
N
N
N
N
N
N
THIRD PKSTAN INTL SUKUK
529900OMZDJ2H3CXKF72
Third Pakistan International Sukuk Co Ltd/The
88429JAB2
200000.00000000
PA
USD
179022.00000000
0.669429052377
Long
DBT
NUSS
PK
N
2
2022-12-05
Fixed
5.62500000
N
N
N
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
590000.00000000
PA
79940.73000000
0.298927769381
Long
DBT
NUSS
RO
N
2
2031-09-24
Fixed
3.65000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS MXN
000000000
1.00000000
NC
-2751.93000000
-0.01029047766
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2027-12-15
0.00000000
USD
0.00000000
USD
4460000.00000000
MXN
-2751.93000000
N
N
N
BONOS DE TESORERIA
254900STKLK2DBJJZ530
Peru Government Bond
000000000
580000.00000000
PA
112704.67000000
0.421444182484
Long
DBT
NUSS
PE
N
2
2034-08-12
Fixed
5.40000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
4940000000.00000000
PA
338095.85000000
1.264264640537
Long
DBT
NUSS
ID
N
2
2031-05-15
Fixed
8.75000000
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N
N
N
N
N
BONOS DE TESORERIA
254900STKLK2DBJJZ530
Peru Government Bond
000000000
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PA
47288.42000000
0.176828781876
Long
DBT
NUSS
PE
N
2
2029-02-12
Fixed
5.94000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/PLN FORWARD
000000000
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NC
USD
11496.29000000
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DFE
CORP
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N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-378000.00000000
USD
1887569.40000000
PLN
2023-01-19
11496.29000000
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N
N
BONOS DE TESORERIA
254900STKLK2DBJJZ530
Peru Government Bond
000000000
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PA
43893.37000000
0.164133442173
Long
DBT
NUSS
PE
N
2
2031-08-12
Fixed
6.95000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
ZAR/USD FORWARD
000000000
1.00000000
NC
USD
-6800.31000000
-0.02542885834
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-153000.00000000
USD
2696224.14000000
ZAR
2022-12-21
-6800.31000000
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
29330000.00000000
PA
33864.35000000
0.126631250516
Long
DBT
NUSS
HU
N
2
2051-04-28
Fixed
4.00000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS BRL
000000000
1.00000000
NC
-5874.28000000
-0.02196609184
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2027-01-04
1377.69000000
USD
0.00000000
USD
3668025.52000000
BRL
-7251.97000000
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N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
IRS MYR
000000000
1.00000000
NC
4160.79000000
0.015558722988
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
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
SGD/USD FORWARD
000000000
1.00000000
NC
USD
-331.31000000
-0.00123888985
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-56211.17000000
USD
79079.00000000
SGD
2022-12-21
-331.31000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS HUF
000000000
1.00000000
NC
119339.04000000
0.446252530185
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2026-09-03
5523.21000000
USD
0.00000000
USD
-157860000.00000000
HUF
113815.83000000
N
N
N
LETRA TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Letras do Tesouro Nacional
000000000
668000.00000000
PA
112322.02000000
0.420013313502
Long
DBT
NUSS
BR
N
2
2024-01-01
None
0.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
AUD/USD FORWARD
000000000
1.00000000
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USD
2011.87000000
0.007523121334
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-134607.48000000
USD
213000.00000000
AUD
2023-01-19
2011.87000000
N
N
N
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
USD/CNH FORWARD
000000000
1.00000000
NC
USD
9522.79000000
0.035609211637
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
-1945080.50000000
CNY
275000.00000000
USD
2022-11-23
9522.79000000
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
2955000.00000000
PA
121423.47000000
0.454046980027
Long
DBT
NUSS
ZA
N
2
2048-02-28
Fixed
8.75000000
N
N
N
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
128070000.00000000
PA
187683.71000000
0.701818369429
Long
DBT
NUSS
HU
N
2
2029-05-23
Fixed
2.00000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
17734184.00000000
PA
1011597.34000000
3.782734237714
Long
DBT
NUSS
ZA
N
2
2026-12-21
Fixed
10.50000000
N
N
N
N
N
N
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
INR/USD FORWARD
000000000
1.00000000
NC
USD
-24802.11000000
-0.09274420459
N/A
DFE
CORP
US
N
2
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
-599003.08000000
USD
47827401.00000000
INR
2022-12-21
-24802.11000000
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCB6
105000.00000000
PA
USD
96772.66000000
0.361868541742
Long
DBT
CORP
MX
N
2
2026-08-04
Fixed
6.87500000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638BL5
245000.00000000
PA
52072.46000000
0.194718065672
Long
DBT
NUSS
PE
N
2
2042-02-12
Fixed
6.85000000
N
N
N
N
N
N
LCH LIMITED
F226TOH6YD6XJB17KS62
IRS PLN
000000000
1.00000000
NC
-8359.09000000
-0.03125770965
N/A
DIR
CORP
GB
N
2
LCH LIMITED
F226TOH6YD6XJB17KS62
Y
2027-10-06
0.00000000
USD
0.00000000
USD
1434000.00000000
PLN
-8359.09000000
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638BE1
478000.00000000
PA
110426.48000000
0.412925192790
Long
DBT
NUSS
PE
N
2
2031-08-12
Fixed
6.95000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CZK
000000000
1.00000000
NC
-76168.35000000
-0.28482145413
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2031-06-15
0.00000000
USD
0.00000000
USD
6507000.00000000
CZK
-76168.35000000
N
N
N
BONOS TESORERIA PESOS
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
000000000
110000000.00000000
PA
106858.87000000
0.399584587828
Long
DBT
NUSS
CL
N
2
2028-10-01
Fixed
5.00000000
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N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/IDR FORWARD
000000000
1.00000000
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USD
3046.81000000
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DFE
CORP
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2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-1397293534.00000000
IDR
92314.00000000
USD
2022-12-21
3046.81000000
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N
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TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
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PA
22717.84000000
0.084950353047
Long
DBT
NUSS
CO
N
2
2050-10-26
Fixed
7.25000000
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N
N
N
N
N
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
USD/PHP FORWARD
000000000
1.00000000
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USD
1569.71000000
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DFE
CORP
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2
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
-17526570.00000000
PHP
302000.00000000
USD
2022-12-21
1569.71000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD CALL VERSUS INR PUT
000000000
-717000.00000000
NC
USD
-8320.41000000
-0.03111307091
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
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USD
0.00000000
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DFE
CORP
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N/A
USD
N/A
INR
2023-01-05
-717000.00000000
USD
83.50000000
USD
2023-01-05
XXXX
-5033.09000000
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
PEN/USD FORWARD
000000000
1.00000000
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USD
4755.16000000
0.017781290862
N/A
DFE
CORP
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N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-976486.00000000
PEN
248409.00000000
USD
2022-12-21
4755.16000000
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N
N
CZECH REPUBLIC
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
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PA
69073.40000000
0.258290828537
Long
DBT
NUSS
CZ
N
2
2036-12-04
Fixed
4.20000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
2433000000.00000000
PA
161602.05000000
0.604289457127
Long
DBT
NUSS
ID
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2
2036-05-15
Fixed
8.25000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS PLN
000000000
1.00000000
NC
-25776.38000000
-0.09638735818
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2027-08-02
0.00000000
USD
0.00000000
USD
1670000.00000000
PLN
-25776.38000000
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
660000.00000000
PA
120045.18000000
0.448893047166
Long
DBT
NUSS
MY
N
2
2050-06-15
Fixed
4.06500000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS BRL
000000000
1.00000000
NC
-39156.29000000
-0.14641975907
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2024-01-02
0.00000000
USD
0.00000000
USD
1374263.42000000
BRL
-39156.29000000
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
2100000.00000000
PA
70773.68000000
0.264648800346
Long
DBT
NUSS
CZ
N
2
2028-08-25
Fixed
2.50000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS BRL
000000000
1.00000000
NC
594.34000000
0.002222455692
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2025-01-02
0.00000000
USD
0.00000000
USD
3150839.33000000
BRL
594.34000000
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
222000.00000000
PA
USD
36602.25000000
0.136869264852
Long
DBT
NUSS
UA
N
2
2026-09-01
Variable
7.75000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
1755100000.00000000
PA
227845.83000000
0.851999296539
Long
DBT
NUSS
CO
N
2
2032-06-30
Fixed
7.00000000
N
N
N
N
N
N
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
BRL/USD FORWARD
000000000
1.00000000
NC
USD
398.22000000
0.001489090934
N/A
DFE
CORP
US
N
2
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
-41000.00000000
USD
213999.50000000
BRL
2022-11-03
398.22000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/EUR FORWARD
000000000
1.00000000
NC
USD
-3135.38000000
-0.01172433813
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-295153.01000000
USD
293500.00000000
EUR
2023-01-19
-3135.38000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
BRL/USD FORWARD
000000000
1.00000000
NC
USD
3633.96000000
0.013588711997
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-174756.00000000
USD
922149.97000000
BRL
2022-11-03
3633.96000000
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
7340000.00000000
PA
205998.90000000
0.770305596060
Long
DBT
NUSS
CZ
N
2
2033-10-13
Fixed
2.00000000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CNH CALL VERSUS USD PUT
000000000
-576000.00000000
NC
USD
-21.68000000
-0.00008106948
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
-576000.00000000
USD
6.90000000
USD
2022-11-11
XXXX
2821.51000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
6268000000.00000000
PA
420344.80000000
1.571823692819
Long
DBT
NUSS
ID
N
2
2034-03-15
Fixed
8.37500000
N
N
N
N
N
N
SASOL FINANCING USA LLC
549300XRB1PFMESFEL85
Sasol Financing USA LLC
80386WAA3
200000.00000000
PA
USD
194250.00000000
0.726372140990
Long
DBT
CORP
US
N
2
2024-03-27
Fixed
5.87500000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
400000000.00000000
PA
26927.39000000
0.100691407596
Long
DBT
NUSS
ID
N
2
2039-04-15
Fixed
8.37500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
HUF/EUR FORWARD
000000000
1.00000000
NC
USD
1204.15000000
0.004502759400
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-151400.00000000
EUR
64404046.00000000
HUF
2023-01-19
1204.15000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS KRW
000000000
1.00000000
NC
-34503.07000000
-0.12901965933
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2027-09-21
0.00000000
USD
-893.77000000
USD
1096506941.00000000
KRW
-33609.30000000
N
N
N
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
USD/CLP FORWARD
000000000
1.00000000
NC
USD
6380.86000000
0.023860380641
N/A
DFE
CORP
US
N
2
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
-121472340.00000000
CLP
134000.00000000
USD
2022-12-21
6380.86000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS ZAR
000000000
1.00000000
NC
-148.73000000
-0.00055615613
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2027-12-21
0.00000000
USD
0.00000000
USD
6460000.00000000
ZAR
-148.73000000
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
000000000
200000.00000000
PA
USD
194500.00000000
0.727306982870
Long
DBT
NUSS
AO
N
2
2025-11-12
Fixed
9.50000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 2 YEAR US TREASURY NOTE
000000000
-6.00000000
NC
USD
12766.74000000
0.047739532907
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
2022-12-30
-1239063.61000000
USD
12766.74000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
ZAR/USD FORWARD
000000000
1.00000000
NC
USD
-4620.56000000
-0.01727797199
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-126000.00000000
USD
2238487.40000000
ZAR
2022-12-21
-4620.56000000
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
2969000.00000000
PA
545817.40000000
2.041011858058
Long
DBT
NUSS
BR
N
2
2027-01-01
Fixed
10.00000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/CNH FORWARD
000000000
1.00000000
NC
USD
-3214.50000000
-0.01202019689
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-276000.00000000
USD
1998626.40000000
CNY
2022-11-23
-3214.50000000
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
TWD/USD FORWARD
000000000
1.00000000
NC
USD
-6223.92000000
-0.02327352430
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-201000.00000000
USD
6278054.00000000
TWD
2022-12-21
-6223.92000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/INR FORWARD
000000000
1.00000000
NC
USD
10141.75000000
0.037923730557
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-41934468.85000000
INR
513594.00000000
USD
2022-12-21
10141.75000000
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
CZK/USD FORWARD
000000000
1.00000000
NC
USD
-6433.88000000
-0.02405864190
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-7128520.00000000
CZK
280000.00000000
USD
2023-01-19
-6433.88000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
3754000000.00000000
PA
237069.40000000
0.886489614627
Long
DBT
NUSS
ID
N
2
2038-05-15
Fixed
7.50000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/BRL FORWARD
000000000
1.00000000
NC
USD
-3665.03000000
-0.01370489414
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-371475.88000000
BRL
68197.00000000
USD
2022-11-03
-3665.03000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS BRL
000000000
1.00000000
NC
-33898.37000000
-0.12675846379
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2023-01-02
0.00000000
USD
0.00000000
USD
3324040.43000000
BRL
-33898.37000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS PLN
000000000
1.00000000
NC
5579.42000000
0.020863501935
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2027-10-25
0.00000000
USD
0.00000000
USD
1970000.00000000
PLN
5579.42000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS MXN
000000000
1.00000000
NC
-37659.21000000
-0.14082162674
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2030-01-28
0.00000000
USD
-30510.37000000
USD
5346400.00000000
MXN
-7148.84000000
N
N
N
BONOS TESORERIA PESOS
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
000000000
95000000.00000000
PA
89426.78000000
0.334399596656
Long
DBT
NUSS
CL
N
2
2030-09-01
Fixed
4.70000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
8469700.00000000
PA
379619.90000000
1.419538324455
Long
DBT
NUSS
ZA
N
2
2032-03-31
Fixed
8.25000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CZK
000000000
1.00000000
NC
1473.53000000
0.005510070223
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2032-12-21
0.00000000
USD
0.00000000
USD
-4930000.00000000
CZK
1473.53000000
N
N
N
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
SGD/USD FORWARD
000000000
1.00000000
NC
USD
1798.65000000
0.006725813391
N/A
DFE
CORP
US
N
2
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
-431909.09000000
SGD
307000.00000000
USD
2022-12-21
1798.65000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS PLN
000000000
1.00000000
NC
31052.65000000
0.116117270856
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2023-10-05
0.00000000
USD
0.00000000
USD
-2450000.00000000
PLN
31052.65000000
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
770000.00000000
PA
117800.70000000
0.440500111552
Long
DBT
NUSS
CN
N
2
2050-09-14
Fixed
3.81000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS BRL
000000000
1.00000000
NC
29162.56000000
0.109049529698
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2027-01-04
4993.42000000
USD
0.00000000
USD
2142541.66000000
BRL
24169.14000000
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
USD/HUF FORWARD
000000000
1.00000000
NC
USD
2199.99000000
0.008226571152
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-97200.00000000
USD
42161375.00000000
HUF
2023-01-19
2199.99000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
THB/USD FORWARD
000000000
1.00000000
NC
USD
48163.41000000
0.180100691063
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-45750193.14000000
THB
1255855.30000000
USD
2022-12-21
48163.41000000
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
THB/USD FORWARD
000000000
1.00000000
NC
USD
-13212.98000000
-0.04940818827
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-374000.00000000
USD
13667456.00000000
THB
2022-12-21
-13212.98000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/CNH FORWARD
000000000
1.00000000
NC
USD
182152.07000000
0.681133534474
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-20538665.27000000
CNY
2985402.35000000
USD
2022-11-23
182152.07000000
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
18625000.00000000
PA
445015.21000000
1.664075422707
Long
DBT
NUSS
TH
N
2
2031-12-17
Fixed
2.00000000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
2890000.00000000
PA
411734.55000000
1.539626803620
Long
DBT
NUSS
CN
N
2
2030-11-19
Fixed
3.27000000
N
N
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
IRS MYR
000000000
1.00000000
NC
-18712.45000000
-0.06997272777
N/A
DIR
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Y
2027-07-29
0.00000000
USD
-14.39000000
USD
3000000.00000000
MYR
-18698.06000000
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
2700000.00000000
PA
56021.34000000
0.209484379289
Long
DBT
NUSS
TH
N
2
2035-06-17
Fixed
1.60000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
000000000
435000.00000000
PA
101559.34000000
0.379767697469
Long
DBT
NUSS
PE
N
2
2028-08-12
Fixed
6.35000000
N
N
N
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
24810000.00000000
PA
29555.13000000
0.110517493206
Long
DBT
NUSS
HU
N
2
2034-06-22
Fixed
2.25000000
N
N
N
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
COP/USD FORWARD
000000000
1.00000000
NC
USD
-5397.30000000
-0.02018248832
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-253000.00000000
USD
1233850640.00000000
COP
2022-12-21
-5397.30000000
N
N
N
PHILIPPINE GOVERNMENT
529900RAHBALMYIJ3T08
Philippine Government Bond
000000000
5600000.00000000
PA
89590.96000000
0.335013526015
Long
DBT
NUSS
PH
N
2
2025-09-09
Fixed
3.62500000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS BRL
000000000
1.00000000
NC
43915.69000000
0.164216904856
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2025-01-02
0.00000000
USD
0.00000000
USD
-2540032.34000000
BRL
43915.69000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
4814000000.00000000
PA
320213.18000000
1.197394765147
Long
DBT
NUSS
ID
N
2
2029-05-15
Fixed
8.25000000
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