0001752724-22-048518.txt : 20220225
0001752724-22-048518.hdr.sgml : 20220225
20220225163914
ACCESSION NUMBER: 0001752724-22-048518
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20211231
FILED AS OF DATE: 20220225
PERIOD START: 20211231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Brighthouse Funds Trust I
CENTRAL INDEX KEY: 0001126087
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-10183
FILM NUMBER: 22680956
BUSINESS ADDRESS:
STREET 1: BRIGHTHOUSE INVESTMENT ADVISERS, LLC
STREET 2: ONE FINANCIAL CENTER
CITY: BOSTON
STATE: MA
ZIP: 02111
BUSINESS PHONE: 617-578-2000
MAIL ADDRESS:
STREET 1: BRIGHTHOUSE INVESTMENT ADVISERS, LLC
STREET 2: ONE FINANCIAL CENTER
CITY: BOSTON
STATE: MA
ZIP: 02111
FORMER COMPANY:
FORMER CONFORMED NAME: MET INVESTORS SERIES TRUST
DATE OF NAME CHANGE: 20001010
0001126087
S000025336
Brighthouse/Templeton International Bond Portfolio
C000075557
Class A
C000075558
Class B
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001126087
XXXXXXXX
S000025336
C000075557
C000075558
Brighthouse Funds Trust I
811-10183
0001126087
549300LQX1AREJYGF247
BRIGHTHOUSE INVESTMENT ADVISERS, LLC
ONE FINANCIAL CENTER
BOSTON
02111
980-949-5089
Brighthouse/Templeton International Bond Portfolio
S000025336
549300RNF5NX161HZ494
2021-12-31
2021-12-31
N
920445438.52
6144098.63
914301339.89
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
1638721.74000000
ARS
BRL
COP
GHS
IDR
INR
JPY
KRW
MXN
NOK
SGD
THB
USD
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
213549.79000000
0.023356609105
N/A
DFE
CN
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
9280239.50000000
USD
60400810.00000000
CNY
2022-01-18
213549.79000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
48233.17000000
0.005275412809
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
22218023.99000000
AUD
16214602.82000000
USD
2022-02-10
48233.17000000
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
8486000000.00000000
PA
1885265.29000000
0.206197367076
Long
DBT
NUSS
CO
N
2
2027-11-03
Fixed
5.75000000
N
N
N
N
N
N
NORWEGIAN GOVERNMENT
549300L0BT3FJTN9MX24
Norway Government Bond
000000000
33998000.00000000
PA
3884671.69000000
0.424878704702
Long
DBT
NUSS
NO
Y
2
2025-03-13
Fixed
1.75000000
N
N
N
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
-12386.86000000
-0.00135478965
N/A
DFE
CL
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
702056.99000000
USD
594080623.00000000
CLP
2022-03-16
-12386.86000000
N
N
N
JAPAN TREASURY DISC BILL
353800WZS8AXZXFUC241
Japan Treasury Discount Bill
000000000
8061200000.00000000
PA
70087016.12000000
7.665636378530
Long
STIV
NUSS
JP
N
2
2022-02-10
None
0.00000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
413500000000.00000000
PA
29441838.27000000
3.220146026860
Long
DBT
NUSS
ID
N
2
2026-04-15
Fixed
5.50000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
164063.43000000
0.017944130981
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
22494000.00000000
AUD
16531402.95000000
USD
2022-02-17
164063.43000000
N
N
N
BONCER
549300KPBYGYF7HCHO27
Argentina Treasury Bond BONCER
000000000
152577000.00000000
PA
1378136.85000000
0.150731141897
Long
DBT
NUSS
AR
N
2
2022-09-20
Fixed
1.30000000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED NOK / SOLD EUR
000000000
1.00000000
NC
N/A
357751.14000000
0.039128362214
N/A
DFE
NO
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
6822125.02000000
EUR
71630000.00000000
NOK
2022-02-03
357751.14000000
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED SEK / SOLD EUR
000000000
1.00000000
NC
N/A
-23348.81000000
-0.00255373244
N/A
DFE
SE
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
6856419.54000000
EUR
70388003.00000000
SEK
2022-03-16
-23348.81000000
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
95925.35000000
0.010491655848
N/A
DFE
US
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
4839649.00000000
EUR
5618735.70000000
USD
2022-04-19
95925.35000000
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
-24689.74000000
-0.00270039416
N/A
DFE
CL
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
1774074.95000000
USD
1505480000.00000000
CLP
2022-03-10
-24689.74000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED CAD / SOLD EUR
000000000
1.00000000
NC
N/A
45976.14000000
0.005028554371
N/A
DFE
CA
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
1406315.62000000
EUR
2084736.34000000
CAD
2022-02-03
45976.14000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
273306.15000000
0.029892349280
N/A
DFE
CN
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
8498447.59000000
USD
55783810.00000000
CNY
2022-01-12
273306.15000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
12926.78000000
0.001413842399
N/A
DFE
SG
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1626818.21000000
USD
2210000.00000000
SGD
2022-01-24
12926.78000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
406649.21000000
0.044476497217
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
23038000.00000000
EUR
26711178.72000000
USD
2022-05-09
406649.21000000
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED SEK / SOLD EUR
000000000
1.00000000
NC
N/A
-63536.34000000
-0.00694916842
N/A
DFE
SE
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
3472276.61000000
EUR
35193999.50000000
SEK
2022-04-14
-63536.34000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
137392.58000000
0.015027056617
N/A
DFE
CN
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
5574765.30000000
USD
36460080.00000000
CNY
2022-03-09
137392.58000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
40587.53000000
0.004439185225
N/A
DFE
IN
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1130893.90000000
USD
87293700.00000000
INR
2022-01-27
40587.53000000
N
N
N
GHANA GOVERNMENT BOND
213800PP4399SNNXZ126
Republic of Ghana Government Bonds
000000000
17060000.00000000
PA
2688494.41000000
0.294049050647
Long
DBT
NUSS
GH
N
2
2023-02-06
Fixed
16.50000000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED SEK / SOLD EUR
000000000
1.00000000
NC
N/A
-28321.77000000
-0.00309764065
N/A
DFE
SE
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
2161068.09000000
EUR
21996215.44000000
SEK
2022-03-16
-28321.77000000
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED SEK / SOLD EUR
000000000
1.00000000
NC
N/A
-77891.13000000
-0.00851919674
N/A
DFE
SE
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
2630501.08000000
EUR
26395500.01000000
SEK
2022-04-19
-77891.13000000
N
N
N
GHANA NOTES
213800PP4399SNNXZ126
Ghana Treasury Note
000000000
4457000.00000000
PA
709143.42000000
0.077561236001
Long
DBT
NUSS
GH
N
2
2023-02-20
Fixed
17.60000000
N
N
N
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
-158729.16000000
-0.01736070517
N/A
DFE
CL
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
1806425.00000000
USD
1432820185.00000000
CLP
2022-05-11
-158729.16000000
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
182212.87000000
0.019929192056
N/A
DFE
IN
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
8086604.93000000
USD
620000000.00000000
INR
2022-03-22
182212.87000000
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
259469000.00000000
PA
12680912.97000000
1.386951152398
Long
DBT
NUSS
MX
N
2
2023-03-09
Fixed
6.75000000
N
N
N
N
N
N
GHANA GOVERNMENT BOND
213800PP4399SNNXZ126
Republic of Ghana Government Bonds
000000000
11600000.00000000
PA
1859298.81000000
0.203357331864
Long
DBT
NUSS
GH
N
2
2022-11-28
Fixed
17.60000000
N
N
N
N
N
N
THAILAND TREASURY BILL
N/A
Thailand Treasury Bill
000000000
12990000.00000000
PA
388182.82000000
0.042456770329
Long
STIV
NUSS
TH
N
2
2022-05-11
None
0.00000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED SEK / SOLD EUR
000000000
1.00000000
NC
N/A
-8022.24000000
-0.00087741750
N/A
DFE
SE
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1390693.80000000
EUR
14250000.00000000
SEK
2022-03-31
-8022.24000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
12045.42000000
0.001317445296
N/A
DFE
IN
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1153066.39000000
USD
87540800.00000000
INR
2022-04-07
12045.42000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
112587000000.00000000
PA
8102472.26000000
0.886192757956
Long
DBT
NUSS
ID
N
2
2023-05-15
Fixed
5.62500000
N
N
N
N
N
N
GHANA GOVERNMENT BOND
213800PP4399SNNXZ126
Republic of Ghana Government Bonds
000000000
680000.00000000
PA
108825.10000000
0.011902541892
Long
DBT
NUSS
GH
N
2
2023-09-18
Fixed
19.00000000
N
N
N
N
N
N
NORWEGIAN GOVERNMENT
549300L0BT3FJTN9MX24
Norway Government Bond
000000000
20165000.00000000
PA
2280162.32000000
0.249388491574
Long
DBT
NUSS
NO
Y
2
2026-02-19
Fixed
1.50000000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED SEK / SOLD EUR
000000000
1.00000000
NC
N/A
-13538.19000000
-0.00148071422
N/A
DFE
SE
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
3651967.12000000
EUR
37516293.00000000
SEK
2022-05-18
-13538.19000000
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED SEK / SOLD EUR
000000000
1.00000000
NC
N/A
-67039.17000000
-0.00733228390
N/A
DFE
SE
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
3033793.21000000
EUR
30676200.00000000
SEK
2022-06-15
-67039.17000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
-1241.30000000
-0.00013576486
N/A
DFE
SG
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
2070731.44000000
USD
2790000.00000000
SGD
2022-04-21
-1241.30000000
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
653000000.00000000
PA
162342.43000000
0.017755899823
Long
DBT
NUSS
CO
N
2
2022-05-04
Fixed
7.00000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
54156.22000000
0.005923235331
N/A
DFE
NZ
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
3003392.00000000
USD
4480000.00000000
NZD
2022-06-17
54156.22000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
157975.60000000
0.017278285955
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
22222999.99000000
AUD
16328127.01000000
USD
2022-02-17
157975.60000000
N
N
N
GHANA GOVERNMENT BOND
213800PP4399SNNXZ126
Republic of Ghana Government Bonds
000000000
18788000.00000000
PA
2850107.35000000
0.311725163865
Long
DBT
NUSS
GH
N
2
2032-03-15
Fixed
19.75000000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED SEK / SOLD EUR
000000000
1.00000000
NC
N/A
-110614.88000000
-0.01209829573
N/A
DFE
SE
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
19247896.50000000
EUR
197100000.00000000
SEK
2022-02-07
-110614.88000000
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
134690000.00000000
PA
7045611.50000000
0.770600587859
Long
DBT
NUSS
MX
N
2
2024-12-05
Fixed
10.00000000
N
N
N
N
N
N
THAILAND TREASURY BILL
N/A
Thailand Treasury Bill
000000000
264480000.00000000
PA
7898747.73000000
0.863910768297
Long
STIV
NUSS
TH
N
2
2022-06-22
None
0.00000000
N
N
N
N
N
N
Republic of Argentina
549300KPBYGYF7HCHO27
Argentine Bonos del Tesoro
000000000
387123400.00000000
PA
1261104.21000000
0.137930915659
Long
DBT
NUSS
AR
N
2
2023-10-17
Fixed
16.00000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
335712.10000000
0.036717883410
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
8349000.00000000
EUR
9851527.79000000
USD
2022-02-28
335712.10000000
N
N
N
MAS BILL
54930035WQZLGC45RZ35
Monetary Authority of Singapore Bill
000000000
3080000.00000000
PA
2284198.69000000
0.249829961998
Long
STIV
NUSS
SG
N
2
2022-02-11
None
0.00000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
-8939.53000000
-0.00097774438
N/A
DFE
CN
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
13196317.10000000
USD
84053150.00000000
CNY
2022-02-14
-8939.53000000
N
N
N
BONCER
549300KPBYGYF7HCHO27
Argentina Treasury Bond BONCER
000000000
479308032.35000000
PA
4525818.81000000
0.495002972493
Long
DBT
NUSS
AR
N
2
2023-03-25
Fixed
1.40000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED CAD / SOLD EUR
000000000
1.00000000
NC
N/A
37769.70000000
0.004130990336
N/A
DFE
CA
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
861447.46000000
EUR
1289780.68000000
CAD
2022-02-25
37769.70000000
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
7710000.00000000
PA
1345460.86000000
0.147157266570
Long
DBT
NUSS
BR
N
2
2029-01-01
Fixed
10.00000000
N
N
N
N
N
N
GHANA GOVERNMENT BOND
213800PP4399SNNXZ126
Republic of Ghana Government Bonds
000000000
1820000.00000000
PA
291533.78000000
0.031885962240
Long
DBT
NUSS
GH
N
2
2023-11-27
Fixed
19.25000000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED NOK / SOLD EUR
000000000
1.00000000
NC
N/A
81221.91000000
0.008883494582
N/A
DFE
NO
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
3754039.91000000
EUR
38458900.00000000
NOK
2022-03-15
81221.91000000
N
N
N
INDIA GOVERNMENT BOND
N/A
India Government Bond
000000000
1478610000.00000000
PA
20481756.96000000
2.240153882139
Long
DBT
NUSS
IN
N
2
2027-05-15
Fixed
6.79000000
N
N
N
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
-9906.68000000
-0.00108352460
N/A
DFE
CL
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
699576.81000000
USD
594080623.00000000
CLP
2022-03-16
-9906.68000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
115380.50000000
0.012619526513
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
4050000.00000000
EUR
4738095.00000000
USD
2022-04-27
115380.50000000
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED SEK / SOLD EUR
000000000
1.00000000
NC
N/A
-182527.01000000
-0.01996355053
N/A
DFE
SE
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
6989394.00000000
EUR
70387996.50000000
SEK
2022-05-18
-182527.01000000
N
N
N
INDIA GOVERNMENT BOND
N/A
India Government Bond
000000000
139600000.00000000
PA
1844634.44000000
0.201753443806
Long
DBT
NUSS
IN
N
2
2025-11-09
Fixed
5.15000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
256957000.00000000
PA
12719029.53000000
1.391120079899
Long
DBT
NUSS
MX
N
2
2023-12-07
Fixed
8.00000000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED SEK / SOLD EUR
000000000
1.00000000
NC
N/A
-76637.55000000
-0.00838208877
N/A
DFE
SE
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
2625634.14000000
EUR
26395499.99000000
SEK
2022-07-19
-76637.55000000
N
N
N
GHANA GOVERNMENT BOND
213800PP4399SNNXZ126
Republic of Ghana Government Bonds
000000000
1450000.00000000
PA
224992.52000000
0.024608136309
Long
DBT
NUSS
GH
N
2
2024-03-18
Fixed
17.70000000
N
N
N
N
N
N
INDIA GOVERNMENT BOND
N/A
India Government Bond
000000000
80000000.00000000
PA
1129738.66000000
0.123563054182
Long
DBT
NUSS
IN
N
2
2023-12-15
Fixed
7.68000000
N
N
N
N
N
N
Republic of Argentina
549300KPBYGYF7HCHO27
Argentine Bonos del Tesoro
000000000
693671000.00000000
PA
1451324.38000000
0.158735891186
Long
DBT
NUSS
AR
N
2
2026-10-17
Fixed
15.50000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED CAD / SOLD EUR
000000000
1.00000000
NC
N/A
80207.30000000
0.008772523510
N/A
DFE
CA
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
2191825.03000000
EUR
3260000.00000000
CAD
2022-02-03
80207.30000000
N
N
N
KOREA TREASURY BOND
549300O0QCVSQGPGDT58
Korea Treasury Bond
000000000
64900000000.00000000
PA
54531778.00000000
5.964311285660
Long
DBT
NUSS
KR
N
2
2022-12-10
Fixed
1.25000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
122770000000.00000000
PA
9818998.25000000
1.073934579509
Long
DBT
NUSS
ID
N
2
2024-09-15
Fixed
10.00000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-103577.61000000
-0.01132860748
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
44254500.00000000
MXN
1999164.28000000
USD
2022-05-31
-103577.61000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
-234186.26000000
-0.02561368443
N/A
DFE
CL
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
3390302.27000000
USD
2691900000.00000000
CLP
2022-01-13
-234186.26000000
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
103916.15000000
0.011365634661
N/A
DFE
CN
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
2988221.55000000
USD
19700000.00000000
CNY
2022-02-07
103916.15000000
N
N
N
BONCER
549300KPBYGYF7HCHO27
Argentina Treasury Bond BONCER
000000000
693936847.00000000
PA
6593813.99000000
0.721186079722
Long
DBT
NUSS
AR
N
2
2022-03-18
Fixed
1.20000000
N
N
N
N
N
N
BANK OF THAILAND BILL
549300HJD00HOXYCA262
Bank of Thailand Bill
000000000
446310000.00000000
PA
13346065.05000000
1.459700917818
Long
STIV
NUSS
TH
N
2
2022-03-24
None
0.00000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
-146696.05000000
-0.01604460625
N/A
DFE
CL
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
3305355.39000000
USD
2697170000.00000000
CLP
2022-01-21
-146696.05000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YM6
15650000.00000000
PA
USD
15895142.54000000
1.738501503444
Long
DBT
UST
US
N
2
2024-10-31
Fixed
1.50000000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED SEK / SOLD EUR
000000000
1.00000000
NC
N/A
-28272.58000000
-0.00309226058
N/A
DFE
SE
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
2162584.21000000
EUR
21996292.82000000
SEK
2022-01-18
-28272.58000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
341823000000.00000000
PA
24986580.41000000
2.732860526378
Long
DBT
NUSS
ID
N
2
2022-06-15
Fixed
12.90000000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
17920000.00000000
PA
3169987.10000000
0.346711413589
Long
DBT
NUSS
BR
N
2
2025-01-01
Fixed
10.00000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
124599.99000000
0.013627890998
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
16185000.00000000
EUR
18567096.97000000
USD
2022-02-16
124599.99000000
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
-10332.02000000
-0.00113004537
N/A
DFE
CL
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
741775.08000000
USD
630063755.00000000
CLP
2022-03-16
-10332.02000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED EUR / SOLD JPY
000000000
1.00000000
NC
N/A
-58657.53000000
-0.00641555769
N/A
DFE
XX
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
537843645.00000000
JPY
4050000.00000000
EUR
2022-04-25
-58657.53000000
N
N
N
INDIA GOVERNMENT BOND
N/A
India Government Bond
000000000
1012000000.00000000
PA
14455266.08000000
1.581017707109
Long
DBT
NUSS
IN
N
2
2026-01-11
Fixed
7.59000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
-81961.63000000
-0.00896440007
N/A
DFE
CL
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1987728.05000000
USD
1631447676.00000000
CLP
2022-02-07
-81961.63000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
47156.77000000
0.005157683571
N/A
DFE
NZ
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
3564792.00000000
USD
5280000.00000000
NZD
2022-03-21
47156.77000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YH7
33000000.00000000
PA
USD
33520781.25000000
3.666272790766
Long
DBT
UST
US
N
2
2024-09-30
Fixed
1.50000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
149180.88000000
0.016316379894
N/A
DFE
NZ
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
9947857.72000000
USD
14760000.00000000
NZD
2022-03-21
149180.88000000
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED SEK / SOLD EUR
000000000
1.00000000
NC
N/A
-11082.81000000
-0.00121216162
N/A
DFE
SE
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
2989623.18000000
EUR
30712100.00000000
SEK
2022-05-18
-11082.81000000
N
N
N
GHANA GOVERNMENT BOND
213800PP4399SNNXZ126
Republic of Ghana Government Bonds
000000000
150000.00000000
PA
24612.90000000
0.002691989930
Long
DBT
NUSS
GH
N
2
2023-01-16
Fixed
20.75000000
N
N
N
N
N
N
Republic of Argentina
N/A
Bonos del Tesoro Nacional en Pesos Badlar
000000000
20147000.00000000
PA
99373.31000000
0.010868770028
Long
DBT
NUSS
AR
N
2
2022-04-03
Floating
36.23700000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-23143.23000000
-0.00253124752
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
138954500.00000000
MXN
6642184.51000000
USD
2022-04-13
-23143.23000000
N
N
N
KOREA MONETARY STAB BOND
RVHOHKPBCJ2GSJ37YH94
Korea Monetary Stabilization Bond
000000000
34690000000.00000000
PA
28957169.27000000
3.167136260949
Long
DBT
NUSS
KR
N
2
2023-04-02
Fixed
0.90500000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
18808.45000000
0.002057139061
N/A
DFE
IN
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1344744.23000000
USD
102523300.00000000
INR
2022-04-12
18808.45000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
360607000000.00000000
PA
25650473.71000000
2.805472615088
Long
DBT
NUSS
ID
N
2
2022-05-15
Fixed
7.00000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED NOK / SOLD EUR
000000000
1.00000000
NC
N/A
77948.06000000
0.008525423358
N/A
DFE
NO
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
4937993.86000000
EUR
50224500.00000000
NOK
2022-01-19
77948.06000000
N
N
N
LETRA TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Letras do Tesouro Nacional
000000000
131490000.00000000
PA
18261128.18000000
1.997276760219
Long
DBT
NUSS
BR
N
2
2024-07-01
None
0.00000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
11851.46000000
0.001296231284
N/A
DFE
IN
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
840709.57000000
USD
63624900.00000000
INR
2022-02-10
11851.46000000
N
N
N
INDIA GOVERNMENT BOND
N/A
India Government Bond
000000000
94000000.00000000
PA
1328772.94000000
0.145332056514
Long
DBT
NUSS
IN
N
2
2026-04-08
Fixed
7.27000000
N
N
N
N
N
N
BONCER
549300KPBYGYF7HCHO27
Argentina Treasury Bond BONCER
000000000
391845470.00000000
PA
3617199.88000000
0.395624475453
Long
DBT
NUSS
AR
N
2
2024-03-25
Fixed
1.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796N21
12532000.00000000
PA
USD
12530596.04000000
1.370510519158
Long
STIV
UST
US
N
2
2022-03-17
None
0.00000000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
74890000.00000000
PA
13184608.50000000
1.442041909463
Long
DBT
NUSS
BR
N
2
2027-01-01
Fixed
10.00000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED NOK / SOLD EUR
000000000
1.00000000
NC
N/A
170868.01000000
0.018688369200
N/A
DFE
NO
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
10585232.53000000
EUR
107704000.00000000
NOK
2022-01-21
170868.01000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED CAD / SOLD EUR
000000000
1.00000000
NC
N/A
-9629.21000000
-0.00105317684
N/A
DFE
CA
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
4098526.66000000
EUR
5929400.00000000
CAD
2022-08-02
-9629.21000000
N
N
N
NORWEGIAN GOVERNMENT
549300L0BT3FJTN9MX24
Norway Government Bond
000000000
100903000.00000000
PA
11847330.18000000
1.295779592910
Long
DBT
NUSS
NO
Y
2
2024-03-14
Fixed
3.00000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
-577372.83000000
-0.06314907403
N/A
DFE
KR
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
16861732.69000000
USD
19365700000.00000000
KRW
2022-01-21
-577372.83000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED NOK / SOLD EUR
000000000
1.00000000
NC
N/A
162565.86000000
0.017780337062
N/A
DFE
NO
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
7609883.14000000
EUR
77945750.00000000
NOK
2022-03-16
162565.86000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED CAD / SOLD EUR
000000000
1.00000000
NC
N/A
45135.71000000
0.004936633911
N/A
DFE
CA
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
1403496.70000000
EUR
2084754.00000000
CAD
2022-05-03
45135.71000000
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED SEK / SOLD EUR
000000000
1.00000000
NC
N/A
-48964.24000000
-0.00535537222
N/A
DFE
SE
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
4687596.23000000
EUR
47800000.00000000
SEK
2022-02-03
-48964.24000000
N
N
N
GHANA GOVERNMENT BOND
213800PP4399SNNXZ126
Republic of Ghana Government Bonds
000000000
890000.00000000
PA
144346.94000000
0.015787676743
Long
DBT
NUSS
GH
N
2
2022-01-24
Fixed
18.75000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED EUR / SOLD JPY
000000000
1.00000000
NC
N/A
25446.45000000
0.002783157903
N/A
DFE
XX
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1280227404.00000000
JPY
9791548.98000000
EUR
2022-02-24
25446.45000000
N
N
N
GHANA GOVERNMENT BOND
213800PP4399SNNXZ126
Republic of Ghana Government Bonds
000000000
4710000.00000000
PA
751810.26000000
0.082227841872
Long
DBT
NUSS
GH
N
2
2023-09-28
Fixed
18.85000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
40473100000.00000000
PA
9703463.55000000
1.061298187659
Long
DBT
NUSS
CO
N
2
2030-09-18
Fixed
7.75000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
124354.04000000
0.013600990677
N/A
DFE
CN
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
21073913.58000000
USD
136122730.00000000
CNY
2022-06-09
124354.04000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED EUR / SOLD JPY
000000000
1.00000000
NC
N/A
12899.88000000
0.001410900262
N/A
DFE
XX
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
609081240.00000000
JPY
4655926.60000000
EUR
2022-04-25
12899.88000000
N
N
N
GHANA NOTES
213800PP4399SNNXZ126
Ghana Treasury Note
000000000
320000.00000000
PA
50175.83000000
0.005487887615
Long
DBT
NUSS
GH
N
2
2023-07-31
Fixed
17.25000000
N
N
N
N
N
N
GHANA GOVERNMENT BOND
213800PP4399SNNXZ126
Republic of Ghana Government Bonds
000000000
810000.00000000
PA
122875.85000000
0.013439316409
Long
DBT
NUSS
GH
N
2
2026-03-02
Fixed
18.30000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
26419000000.00000000
PA
6959336.58000000
0.761164429753
Long
DBT
NUSS
CO
N
2
2024-07-24
Fixed
10.00000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
43715.49000000
0.004781300003
N/A
DFE
CN
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
8090981.20000000
USD
52239590.00000000
CNY
2022-06-10
43715.49000000
N
N
N
LETRA TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Letras do Tesouro Nacional
000000000
227900000.00000000
PA
30209965.75000000
3.304158534169
Long
DBT
NUSS
BR
N
2
2025-01-01
None
0.00000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED JPY / SOLD EUR
000000000
1.00000000
NC
N/A
128257.97000000
0.014027975723
N/A
DFE
JP
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
8705926.60000000
EUR
1156403877.00000000
JPY
2022-04-25
128257.97000000
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
-6322.17000000
-0.00069147552
N/A
DFE
CL
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
441379.31000000
USD
374400000.00000000
CLP
2022-03-10
-6322.17000000
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
-16921.67000000
-0.00185077602
N/A
DFE
CL
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
1117109.73000000
USD
947700041.00000000
CLP
2022-03-16
-16921.67000000
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
12310000.00000000
PA
2119735.85000000
0.231842146294
Long
DBT
NUSS
BR
N
2
2031-01-01
Fixed
10.00000000
N
N
N
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
-49133.59000000
-0.00537389456
N/A
DFE
CL
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
930607.57000000
USD
751930914.00000000
CLP
2022-01-14
-49133.59000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED JPY / SOLD EUR
000000000
1.00000000
NC
N/A
-215099.63000000
-0.02352611995
N/A
DFE
JP
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
9791548.98000000
EUR
1258419666.00000000
JPY
2022-02-24
-215099.63000000
N
N
N
MAS BILL
54930035WQZLGC45RZ35
Monetary Authority of Singapore Bill
000000000
14440000.00000000
PA
10713657.06000000
1.171786214519
Long
STIV
NUSS
SG
N
2
2022-01-14
None
0.00000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-14148.22000000
-0.00154743511
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
8120621.83000000
EUR
9260188.69000000
USD
2022-05-18
-14148.22000000
N
N
N
MAS BILL
54930035WQZLGC45RZ35
Monetary Authority of Singapore Bill
000000000
39890000.00000000
PA
29580215.49000000
3.235280776637
Long
STIV
NUSS
SG
N
2
2022-02-18
None
0.00000000
N
N
N
N
N
N
KOREA TREASURY BOND
549300O0QCVSQGPGDT58
Korea Treasury Bond
000000000
18459000000.00000000
PA
15553049.51000000
1.701085717742
Long
DBT
NUSS
KR
N
2
2022-03-10
Fixed
1.87500000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Letras de la Nacion Argentina con Ajuste por CER
000000000
207221600.00000000
PA
1368226.90000000
0.149647259640
Long
STIV
NUSS
AR
N
2
2022-04-18
None
0.00000000
N
N
N
N
N
N
BONCER
549300KPBYGYF7HCHO27
Argentina Treasury Bond BONCER
000000000
31172407.00000000
PA
264908.14000000
0.028973832635
Long
DBT
NUSS
AR
N
2
2023-08-13
Fixed
1.45000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
12336000000.00000000
PA
2917598.95000000
0.319106931457
Long
DBT
NUSS
CO
N
2
2025-11-26
Fixed
6.25000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED CAD / SOLD EUR
000000000
1.00000000
NC
N/A
-21485.67000000
-0.00234995499
N/A
DFE
CA
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
5770748.91000000
EUR
8338963.00000000
CAD
2022-08-03
-21485.67000000
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
24687000000.00000000
PA
6027876.70000000
0.659287746502
Long
DBT
NUSS
CO
N
2
2026-08-26
Fixed
7.50000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Letras de la Nacion Argentina con Ajuste por CER
000000000
92853000.00000000
PA
586906.91000000
0.064191846210
Long
STIV
NUSS
AR
N
2
2022-05-23
None
0.00000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
9028.43000000
0.000987467654
N/A
DFE
IN
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1122810.56000000
USD
85052900.00000000
INR
2022-04-08
9028.43000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED JPY / SOLD EUR
000000000
1.00000000
NC
N/A
-17267.10000000
-0.00188855678
N/A
DFE
JP
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
1737255.54000000
EUR
225656465.00000000
JPY
2022-02-17
-17267.10000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
25661.54000000
0.002806682969
N/A
DFE
CN
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
9495405.06000000
USD
60796230.00000000
CNY
2022-03-15
25661.54000000
N
N
N
LETRA TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Letras do Tesouro Nacional
000000000
31000000.00000000
PA
4511935.91000000
0.493484556256
Long
DBT
NUSS
BR
N
2
2024-01-01
None
0.00000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
7946000000.00000000
PA
1781515.95000000
0.194849976946
Long
DBT
NUSS
CO
N
2
2032-06-30
Fixed
7.00000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-34168.66000000
-0.00373713331
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
8120000.00000000
EUR
9219529.20000000
USD
2022-02-22
-34168.66000000
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED CAD / SOLD EUR
000000000
1.00000000
NC
N/A
475094.91000000
0.051962617713
N/A
DFE
CA
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
14396412.19000000
EUR
21347000.00000000
CAD
2022-02-03
475094.91000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED NOK / SOLD EUR
000000000
1.00000000
NC
N/A
-226927.18000000
-0.02481973613
N/A
DFE
NO
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
7906451.29000000
EUR
77945750.00000000
NOK
2022-07-19
-226927.18000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
17893000000.00000000
PA
1366445.82000000
0.149452457344
Long
DBT
NUSS
ID
N
2
2024-03-15
Fixed
8.37500000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
5160000000.00000000
PA
381229.96000000
0.041696314263
Long
DBT
NUSS
ID
N
2
2025-06-15
Fixed
6.50000000
N
N
N
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
-49252.31000000
-0.00538687934
N/A
DFE
CL
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
1321964.42000000
USD
1085081616.00000000
CLP
2022-01-10
-49252.31000000
N
N
N
GHANA GOVERNMENT BOND
213800PP4399SNNXZ126
Republic of Ghana Government Bonds
000000000
130000.00000000
PA
20811.64000000
0.002276234223
Long
DBT
NUSS
GH
N
2
2023-12-18
Fixed
19.25000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
57275.43000000
0.006264393094
N/A
DFE
CN
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
6523651.85000000
USD
41966000.00000000
CNY
2022-02-22
57275.43000000
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Letras de la Nacion Argentina con Ajuste por CER
000000000
49941800.02000000
PA
298454.50000000
0.032642903053
Long
STIV
NUSS
AR
N
2
2022-06-30
None
0.00000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
-79479.92000000
-0.00869296768
N/A
DFE
CL
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1993684.94000000
USD
1631452324.00000000
CLP
2022-01-07
-79479.92000000
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED NOK / SOLD EUR
000000000
1.00000000
NC
N/A
44743.57000000
0.004893744332
N/A
DFE
NO
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
2817045.30000000
EUR
28842600.00000000
NOK
2022-06-20
44743.57000000
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
-148373.23000000
-0.01622804468
N/A
DFE
CL
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
1895658.88000000
USD
1496812255.00000000
CLP
2022-02-11
-148373.23000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
14384.23000000
0.001573248268
N/A
DFE
IN
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1492476.60000000
USD
113234200.00000000
INR
2022-04-08
14384.23000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
98497.92000000
0.010773025883
N/A
DFE
IN
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
4128856.33000000
USD
321000000.00000000
INR
2022-06-21
98497.92000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
-579849.73000000
-0.06341998033
N/A
DFE
KR
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
16997649.31000000
USD
19523500000.00000000
KRW
2022-01-19
-579849.73000000
N
N
N
INDIA GOVERNMENT BOND
N/A
India Government Bond
000000000
137000000.00000000
PA
1820807.19000000
0.199147382876
Long
DBT
NUSS
IN
N
2
2025-06-15
Fixed
5.22000000
N
N
N
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
-112802.99000000
-0.01233761617
N/A
DFE
CL
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
2359700.77000000
USD
1935473763.00000000
CLP
2022-03-16
-112802.99000000
N
N
N
KOREA TREASURY BOND
549300O0QCVSQGPGDT58
Korea Treasury Bond
000000000
7685000000.00000000
PA
6366621.85000000
0.696337364086
Long
DBT
NUSS
KR
N
2
2024-06-10
Fixed
1.12500000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
101255.33000000
0.011074612448
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
3710000.00000000
EUR
4346161.12000000
USD
2022-07-21
101255.33000000
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
166840000.00000000
PA
8147622.91000000
0.891131025902
Long
DBT
NUSS
MX
N
2
2022-06-09
Fixed
6.50000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Letras de la Nacion Argentina con Ajuste por CER
000000000
95354170.00000000
PA
651348.31000000
0.071240003878
Long
STIV
NUSS
AR
N
2
2022-02-28
None
0.00000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
21117.41000000
0.002309677245
N/A
DFE
IN
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
1343720.05000000
USD
102619900.00000000
INR
2022-04-12
21117.41000000
N
N
N
THAILAND TREASURY BILL
N/A
Thailand Treasury Bill
000000000
42740000.00000000
PA
1276438.59000000
0.139608084808
Long
STIV
NUSS
TH
N
2
2022-06-22
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796C31
6766000.00000000
PA
USD
6765875.98000000
0.740005038252
Long
STIV
UST
US
N
2
2022-01-27
None
0.00000000
N
N
N
N
N
N
KOREA TREASURY BOND
549300O0QCVSQGPGDT58
Korea Treasury Bond
000000000
27639000000.00000000
PA
22899829.54000000
2.504626050614
Long
DBT
NUSS
KR
N
2
2023-12-10
Fixed
0.87500000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
11966.26000000
0.001308787319
N/A
DFE
SG
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
5328793.99000000
USD
7200000.00000000
SGD
2022-03-22
11966.26000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284R8
17750000.00000000
PA
USD
18819853.56000000
2.058386304264
Long
DBT
UST
US
N
2
2025-05-31
Fixed
2.87500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YY0
52891000.00000000
PA
USD
54097575.94000000
5.916821246976
Long
DBT
UST
US
N
2
2024-12-31
Fixed
1.75000000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
-291889.51000000
-0.03192486954
N/A
DFE
KR
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
22973248.93000000
USD
27000000000.00000000
KRW
2022-03-16
-291889.51000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
233404.64000000
0.025528196210
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
8660000.00000000
EUR
10102496.20000000
USD
2022-02-22
233404.64000000
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
-11434.05000000
-0.00125057784
N/A
DFE
CL
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
701104.18000000
USD
594080623.00000000
CLP
2022-03-16
-11434.05000000
N
N
N
GHANA GOVERNMENT BOND
213800PP4399SNNXZ126
Republic of Ghana Government Bonds
000000000
5270000.00000000
PA
857269.54000000
0.093762253493
Long
DBT
NUSS
GH
N
2
2022-07-25
Fixed
18.25000000
N
N
N
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
-23363.39000000
-0.00255532710
N/A
DFE
CL
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
451383.33000000
USD
366600000.00000000
CLP
2022-02-10
-23363.39000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED EUR / SOLD JPY
000000000
1.00000000
NC
N/A
4447.39000000
0.000486424968
N/A
DFE
XX
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
227130648.00000000
JPY
1737255.54000000
EUR
2022-02-17
4447.39000000
N
N
N
GHANA NOTES
213800PP4399SNNXZ126
Ghana Treasury Note
000000000
90000.00000000
PA
14483.91000000
0.001584150582
Long
DBT
NUSS
GH
N
2
2023-01-02
Fixed
18.50000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED CAD / SOLD EUR
000000000
1.00000000
NC
N/A
-4191.58000000
-0.00045844622
N/A
DFE
CA
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
6714749.12000000
EUR
9729000.00000000
CAD
2022-08-02
-4191.58000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED NOK / SOLD EUR
000000000
1.00000000
NC
N/A
170488.38000000
0.018646847878
N/A
DFE
NO
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
7624097.98000000
EUR
78500000.00000000
NOK
2022-06-21
170488.38000000
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
153416991.52000000
PA
USD
153416991.52000000
16.77969667401
Long
RA
CORP
US
N
2
Repurchase
N
0.00000000
2022-01-03
157123600.00000000
USD
156485363.56000000
USD
UST
N
N
N
INDIA GOVERNMENT BOND
N/A
India Government Bond
000000000
71900000.00000000
PA
1048859.45000000
0.114717041771
Long
DBT
NUSS
IN
N
2
2025-09-24
Fixed
8.20000000
N
N
N
N
N
N
NORWEGIAN GOVERNMENT
549300L0BT3FJTN9MX24
Norway Government Bond
000000000
119955000.00000000
PA
13780260.63000000
1.507190247764
Long
DBT
NUSS
NO
Y
2
2023-05-24
Fixed
2.00000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
98072.41000000
0.010726486522
N/A
DFE
CN
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
16344745.43000000
USD
105579210.00000000
CNY
2022-06-08
98072.41000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
18239.46000000
0.001994906843
N/A
DFE
XX
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
2306301.40000000
USD
2040000.00000000
EUR
2022-02-16
18239.46000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
25522.67000000
0.002791494323
N/A
DFE
IN
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
1347965.81000000
USD
102907080.00000000
INR
2022-03-16
25522.67000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED NOK / SOLD EUR
000000000
1.00000000
NC
N/A
203463.56000000
0.022253446552
N/A
DFE
NO
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
10872136.04000000
EUR
111182775.00000000
NOK
2022-04-01
203463.56000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-259644.63000000
-0.02839814606
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
580911000.00000000
MXN
28045720.08000000
USD
2022-01-18
-259644.63000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
52213.60000000
0.005710764900
N/A
DFE
NZ
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
3552894.35000000
USD
5270000.00000000
NZD
2022-03-21
52213.60000000
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED CAD / SOLD EUR
000000000
1.00000000
NC
N/A
-12234.03000000
-0.00133807416
N/A
DFE
CA
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
3769500.23000000
EUR
5434300.00000000
CAD
2022-05-24
-12234.03000000
N
N
N
2022-01-31
Brighthouse Funds Trust I
Alan Otis
Alan Otis
Treasurer