0001752724-21-241197.txt : 20211116
0001752724-21-241197.hdr.sgml : 20211116
20211116121132
ACCESSION NUMBER: 0001752724-21-241197
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210930
FILED AS OF DATE: 20211116
PERIOD START: 20220331
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: PACIFIC FUNDS SERIES TRUST
CENTRAL INDEX KEY: 0001137761
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0331
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-10385
FILM NUMBER: 211414964
BUSINESS ADDRESS:
STREET 1: 700 NEWPORT CENTER DRIVE
STREET 2: POST OFFFICE BOX 7500
CITY: NEWPORT BEACH
STATE: CA
ZIP: 92660
BUSINESS PHONE: 9492193233
MAIL ADDRESS:
STREET 1: 700 NEWPORT CENTER DRIVE
CITY: NEWPORT BEACH
STATE: CA
ZIP: 92660
FORMER COMPANY:
FORMER CONFORMED NAME: PACIFIC FUNDS SERIES TRUST (formerly called PACIFIC LIFE FUNDS)
DATE OF NAME CHANGE: 20150126
FORMER COMPANY:
FORMER CONFORMED NAME: PACIFIC LIFE FUNDS
DATE OF NAME CHANGE: 20070103
FORMER COMPANY:
FORMER CONFORMED NAME: PACIFIC FUNDS
DATE OF NAME CHANGE: 20010405
0001137761
S000037221
PF Emerging Markets Debt Fund
C000114642
CLASS P
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001137761
XXXXXXXX
S000037221
C000114642
Pacific Funds Series Trust
811-10385
0001137761
549300LB41OPP7XTUV13
700 Newport Center Drive
PO Box 7500
Newport Beach
92660
949-219-3233
PF Emerging Markets Debt Fund
S000037221
549300Q2U4FH3O95W808
2022-03-31
2021-09-30
N
62239038.73
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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
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COP
EGP
EUR
IDR
MXN
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JPMorgan Chase Bank, National Association
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CZK/USD FORWARD
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JPMorgan Chase Bank, National Association
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INDONESIA GOVERNMENT
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Indonesia Treasury Bond
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PA
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0.113145333694
Long
DBT
NUSS
ID
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2
2036-05-15
Fixed
8.25000000
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N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
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PA
USD
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0.396594370916
Long
DBT
NUSS
PH
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2
2031-01-14
Fixed
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N
N
N
N
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REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HU7
188127.00003700
PA
USD
73424.09000000
0.118723745330
Long
DBT
NUSS
AR
N
2
2038-01-09
Variable
2.00000000
N
N
N
N
N
N
BARCLAYS PLC
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USD/CNH FORWARD
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USD
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N/A
DFE
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BARCLAYS PLC
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USD
2021-11-10
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N
N
MALAYSIA GOVERNMENT
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Malaysia Government Bond
000000000
28000.00000000
PA
7345.94000000
0.011878084015
Long
DBT
NUSS
MY
N
2
2043-09-30
Fixed
4.93500000
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N
N
N
N
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UKRAINE GOVERNMENT
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Ukraine Government International Bond
000000000
207000.00000000
PA
USD
210264.80000000
0.339989567008
Long
DBT
NUSS
UA
N
2
2033-03-15
Fixed
7.25300000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638AS1
100000.00000000
PA
USD
121082.00000000
0.195784633245
Long
DBT
NUSS
PE
N
2
2025-07-21
Fixed
7.35000000
N
N
N
N
N
N
EGYPT TREASURY BILL
529900GFIVH4086NMH82
Egypt Treasury Bills
000000000
1775000.00000000
PA
108673.77000000
0.175721033703
Long
DBT
NUSS
EG
N
2
2022-02-08
None
0.00000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
115800000.00000000
PA
28891.39000000
0.046716193943
Long
DBT
NUSS
CO
N
2
2034-10-18
Fixed
7.25000000
N
N
N
N
N
N
SUZANO AUSTRIA GMBH
254900287ZNSGVP1R341
Suzano Austria GmbH
000000000
200000.00000000
PA
USD
262506.00000000
0.424461447075
Long
DBT
CORP
AT
N
2
2047-03-16
Fixed
7.00000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/RUB FORWARD
000000000
1.00000000
NC
USD
-34.99000000
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N/A
DFE
CORP
US
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Citibank, National Association
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RUB
160316.37000000
USD
2021-10-29
-34.99000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/EUR FORWARD
000000000
1.00000000
NC
USD
17832.73000000
0.028834793799
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
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EUR
888715.49000000
USD
2021-10-13
17832.73000000
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756BK5
160000.00000000
PA
USD
193045.60000000
0.312146826082
Long
DBT
NUSS
BR
N
2
2037-01-20
Fixed
7.12500000
N
N
N
N
N
N
EGYPT TREASURY BILL
529900GFIVH4086NMH82
Egypt Treasury Bills
000000000
3450000.00000000
PA
204955.20000000
0.331404161343
Long
DBT
NUSS
EG
N
2
2022-05-10
None
0.00000000
N
N
N
N
N
N
EGYPT GOVERNMENT BOND
529900GFIVH4086NMH82
Egypt Government Bond
000000000
397000.00000000
PA
25485.60000000
0.041209171049
Long
DBT
NUSS
EG
N
2
2022-07-21
Fixed
14.05100000
N
N
N
N
N
N
MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED
8NAV47T0Y26Q87Y0QP81
MXN/USD FORWARD
000000000
1.00000000
NC
USD
-5378.31000000
-0.00869650691
N/A
DFE
CORP
US
N
2
MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED
8NAV47T0Y26Q87Y0QP81
-195859.75000000
USD
3948661.72000000
MXN
2021-10-29
-5378.31000000
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
STANDARD CHARTERED BANK
000000000
810000000.00000000
PA
64177.47000000
0.103772339626
Long
DBT
CORP
GB
N
2
2034-03-17
Fixed
8.37500000
N
N
N
N
N
N
COSTA RICA GOVERNMENT
549300S1EK2VN6XVJP58
Costa Rica Government International Bond
000000000
200000.00000000
PA
USD
178502.00000000
0.288630420736
Long
DBT
NUSS
CR
N
2
2043-04-30
Fixed
5.62500000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286BG1
110000.00000000
PA
USD
152130.55000000
0.245988866530
Long
DBT
NUSS
PH
N
2
2034-10-23
Fixed
6.37500000
N
N
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
166100.00000000
PA
USD
18021.85000000
0.029140593091
Long
DBT
NUSS
VE
N
2
2024-10-13
Fixed
8.25000000
Y
Y
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
9000.00000000
PA
USD
1526.76000000
0.002468708368
Long
DBT
NUSS
LB
N
2
2035-11-02
Fixed
7.05000000
Y
Y
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/IDR FORWARD
000000000
1.00000000
NC
USD
-279.69000000
-0.00045224727
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
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IDR
27629.83000000
USD
2021-10-12
-279.69000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
2321000000.00000000
PA
182598.85000000
0.295254859338
Long
DBT
NUSS
ID
N
2
2039-04-15
Fixed
8.37500000
N
N
N
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
22000.00000000
PA
USD
15950.00000000
0.025790496525
Long
DBT
NUSS
SV
N
2
2035-06-15
Fixed
7.65000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
200000.00000000
PA
USD
193746.00000000
0.313279344187
Long
DBT
NUSS
EG
N
2
2047-01-31
Fixed
8.50000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
331000000.00000000
PA
24126.86000000
0.039012144137
Long
DBT
NUSS
ID
N
2
2038-05-15
Fixed
7.50000000
N
N
N
N
N
N
BRASKEM NETHERLANDS
2549000TLMHFQ74DS330
Braskem Netherlands Finance BV
000000000
280000.00000000
PA
USD
320950.00000000
0.518963000613
Long
DBT
CORP
NL
N
2
2081-01-23
Fixed
8.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/RUB FORWARD
000000000
1.00000000
NC
USD
11090.92000000
0.017933563242
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-1292656.63000000
USD
95297490.39000000
RUB
2021-10-29
11090.92000000
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
5919000.00000000
PA
365587.36000000
0.591139782931
Long
DBT
NUSS
ZA
N
2
2030-01-31
Fixed
8.00000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
657000000.00000000
PA
46890.86000000
0.075820599491
Long
DBT
NUSS
ID
N
2
2028-05-15
Fixed
6.12500000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942AY8
80548.00000000
PA
USD
94515.83000000
0.152828224777
Long
DBT
NUSS
UY
N
2
2045-11-20
Fixed
4.12500000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
130000.00000000
PA
147062.25000000
0.237793633079
Long
DBT
NUSS
CI
N
2
2032-01-30
Fixed
4.87500000
N
N
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
768700.00000000
PA
USD
85710.05000000
0.138589639291
Long
DBT
NUSS
VE
N
2
2026-10-21
Fixed
11.75000000
Y
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286AY3
126000.00000000
PA
USD
195534.99000000
0.316172067721
Long
DBT
NUSS
PH
N
2
2030-02-02
Fixed
9.50000000
N
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
200000.00000000
PA
USD
122616.00000000
0.198265048397
Long
DBT
NUSS
LK
N
2
2030-03-28
Fixed
7.55000000
N
N
N
N
N
N
DIG INTL FIN/DIG INTL HL
N/A
Digicel International Finance Ltd/Digicel international Holdings Ltd
000000000
25528.00000000
PA
USD
26460.03000000
0.042784784437
Long
DBT
CORP
N/A
N
2
2024-05-25
Fixed
8.75000000
N
N
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
1255900.00000000
PA
USD
137521.05000000
0.222365903584
Long
DBT
NUSS
VE
N
2
2031-08-05
Fixed
11.95000000
Y
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
276000.00000000
PA
USD
319472.76000000
0.516574364056
Long
DBT
NUSS
DO
N
2
2026-01-29
Fixed
6.87500000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91086QBB3
42000.00000000
PA
USD
44877.21000000
0.072564609941
Long
DBT
NUSS
MX
N
2
2044-03-08
Fixed
4.75000000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
000000000
200000.00000000
PA
USD
207056.00000000
0.334801068873
Long
DBT
NUSS
AO
N
2
2048-05-08
Fixed
9.37500000
N
N
N
N
N
N
AXTEL SAB DE CV
549300BVRDR8XTSXAD13
Axtel SAB de CV
000000000
174000.00000000
PA
USD
178132.50000000
0.288032954375
Long
DBT
CORP
MX
N
2
2024-11-14
Fixed
6.37500000
N
N
N
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
445545AJ5
150000.00000000
PA
USD
166030.50000000
0.268464516196
Long
DBT
NUSS
HU
N
2
2023-11-22
Fixed
5.75000000
N
N
N
N
N
N
QATAR PETROLEUM
254900QTESJKJ3P87J26
Qatar Petroleum
000000000
210000.00000000
PA
USD
210300.30000000
0.340046969053
Long
DBT
CORP
QA
N
2
2041-07-12
Fixed
3.12500000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
000000000
200000.00000000
PA
USD
208779.00000000
0.337587089281
Long
DBT
CORP
MX
N
2
2033-01-18
Fixed
5.12500000
N
N
N
N
N
N
INRETAIL SHOPPIN
254900340JT2D5SHMA49
InRetail Shopping Malls
000000000
40000.00000000
PA
USD
41822.00000000
0.067624460544
Long
DBT
CORP
PE
N
2
2028-04-03
Fixed
5.75000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
CNH/USD FORWARD
000000000
1.00000000
NC
USD
-6554.89000000
-0.01059898857
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-3716850.00000000
CNY
568000.00000000
USD
2021-11-10
-6554.89000000
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
1102000.00000000
PA
15010.95000000
0.024272091148
Long
DBT
NUSS
RU
N
2
2034-05-10
Fixed
7.25000000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
200000.00000000
PA
USD
218241.00000000
0.352886755621
Long
DBT
NUSS
NG
N
2
2049-01-21
Fixed
9.24800000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
200000.00000000
PA
248189.23000000
0.401311816546
Long
DBT
NUSS
CI
N
2
2040-10-17
Fixed
6.87500000
N
N
N
N
N
N
JSM GLOBAL SARL
222100JFIJNVE1XMFY68
JSM Global Sarl
000000000
200000.00000000
PA
USD
203752.00000000
0.329458636239
Long
DBT
CORP
LU
N
2
2030-10-20
Fixed
4.75000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BA9
150864.00000000
PA
USD
192400.63000000
0.311103936017
Long
DBT
NUSS
UY
N
2
2050-06-18
Fixed
5.10000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCC4
348000.00000000
PA
USD
304047.60000000
0.491632512308
Long
DBT
CORP
MX
N
2
2047-09-21
Fixed
6.75000000
N
N
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
366000.00000000
PA
USD
63592.50000000
0.102826467102
Long
DBT
NUSS
LB
N
2
2021-04-12
Fixed
8.25000000
Y
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
200000.00000000
PA
USD
242575.79000000
0.392235114050
Long
DBT
NUSS
ID
N
2
2045-01-15
Fixed
5.12500000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
2156000000.00000000
PA
171086.60000000
0.276640022747
Long
DBT
NUSS
ID
N
2
2026-09-15
Fixed
8.37500000
N
N
N
N
N
N
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
USD/PHP FORWARD
000000000
1.00000000
NC
USD
-3716.82000000
-0.00600994566
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
-277353.87000000
USD
14017742.03000000
PHP
2021-10-29
-3716.82000000
N
N
N
BLACKROCK LIQUIDITY FUNDS T-FUND PORTFOLIO
5493002L9DNZ83RX7V61
BLCKRCK LIQ FND T-FND-INST
09248U718
958743.44000000
NS
USD
958743.44000000
1.550248862566
Long
STIV
RF
US
N
1
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
211000.00000000
PA
USD
23421.00000000
0.037870797436
Long
DBT
NUSS
VE
N
2
2022-08-23
Fixed
12.75000000
Y
N
N
N
N
N
MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED
8NAV47T0Y26Q87Y0QP81
ILS/USD FORWARD
000000000
1.00000000
NC
USD
189.42000000
0.000306284379
N/A
DFE
CORP
US
N
2
MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED
8NAV47T0Y26Q87Y0QP81
-226056.88000000
USD
728999.53000000
ILS
2021-11-30
189.42000000
N
N
N
MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED
8NAV47T0Y26Q87Y0QP81
USD/RUB FORWARD
000000000
1.00000000
NC
USD
782.58000000
0.001265399797
N/A
DFE
CORP
US
N
2
MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED
8NAV47T0Y26Q87Y0QP81
-84670.00000000
USD
6282234.59000000
RUB
2021-11-30
782.58000000
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
35330000.00000000
PA
113424.84000000
0.183403319241
Long
DBT
NUSS
HU
N
2
2030-08-21
Fixed
3.00000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
2293216.00000000
PA
USD
1522145.05000000
2.461246183258
Long
DBT
NUSS
EC
N
2
2035-07-31
Variable
1.00000000
N
N
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
73000.00000000
PA
USD
7957.00000000
0.012866143000
Long
DBT
NUSS
VE
N
2
2023-05-07
Fixed
9.00000000
Y
Y
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDD1
350000.00000000
PA
USD
331892.75000000
0.536656979036
Long
DBT
CORP
MX
N
2
2050-01-23
Fixed
7.69000000
N
N
N
N
N
N
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
THB/USD FORWARD
000000000
1.00000000
NC
USD
-4278.36000000
-0.00691793283
N/A
DFE
CORP
US
N
2
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
-238561.31000000
USD
7931567.30000000
THB
2022-01-31
-4278.36000000
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/PLN FORWARD
000000000
1.00000000
NC
USD
-12601.09000000
-0.02037544626
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-787394.52000000
USD
3081694.30000000
PLN
2021-10-29
-12601.09000000
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
100000.00000000
PA
USD
156492.24000000
0.253041540561
Long
DBT
NUSS
ID
N
2
2035-10-12
Fixed
8.50000000
N
N
N
N
N
N
KAZMUNAYGAS NATIONAL CO
2138001H1M69RFJCSH88
KazMunayGas National Co JSC
000000000
200000.00000000
PA
USD
257710.00000000
0.416706511568
Long
DBT
CORP
KZ
N
2
2048-10-24
Fixed
6.37500000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
000000000
200000.00000000
PA
USD
208250.00000000
0.336731717955
Long
DBT
CORP
CA
N
2
2026-03-01
Fixed
6.87500000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NBE8
150000.00000000
PA
USD
158779.50000000
0.256739946271
Long
DBT
CORP
NL
N
2
2030-01-15
Fixed
5.09300000
N
N
N
N
N
N
EMPRESAS PUBLIC MEDELLIN
549300SU25TO8EMXB434
Empresas Publicas de Medellin ESP
000000000
151000000.00000000
PA
37648.61000000
0.060876259898
Long
DBT
CORP
CO
N
2
2027-11-08
Fixed
8.37500000
N
N
N
N
N
N
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
USD/KRW FORWARD
000000000
1.00000000
NC
USD
6929.88000000
0.011205332041
N/A
DFE
CORP
US
N
2
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
-329350560.00000000
KRW
285000.00000000
USD
2021-10-14
6929.88000000
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/TRY FORWARD
000000000
1.00000000
NC
USD
-659.68000000
-0.00106667553
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-15288.04000000
USD
132000.00000000
TRY
2021-10-28
-659.68000000
N
N
N
EGYPT GOVERNMENT BOND
529900GFIVH4086NMH82
Egypt Government Bond
000000000
348000.00000000
PA
22256.31000000
0.035987541424
Long
DBT
NUSS
EG
N
2
2023-10-13
Fixed
14.31300000
N
N
N
N
N
N
GREENKO SOLAR MAURITIUS
2138007S1PL541B3KP92
Greenko Solar Mauritius Ltd
000000000
200000.00000000
PA
USD
204632.28000000
0.330882012933
Long
DBT
CORP
MU
N
2
2025-01-29
Fixed
5.55000000
N
N
N
N
N
N
BONOS TESORERIA PESOS
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
000000000
125000000.00000000
PA
150526.49000000
0.243395167229
Long
DBT
NUSS
CL
N
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
LETRA TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Letras do Tesouro Nacional
000000000
6949000.00000000
PA
1088133.69000000
1.759467595671
Long
DBT
NUSS
BR
N
2
2023-07-01
None
0.00000000
N
N
N
N
N
N
SOUTHERN GAS CORRIDOR
213800DG58KG59XY6318
Southern Gas Corridor CJSC
000000000
237000.00000000
PA
USD
279844.86000000
0.452497673319
Long
DBT
CORP
AZ
N
2
2026-03-24
Fixed
6.87500000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCL4
108000.00000000
PA
USD
91422.00000000
0.147825628422
Long
DBT
CORP
MX
N
2
2048-02-12
Fixed
6.35000000
N
N
N
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
71568QAF4
202000.00000000
PA
USD
249823.50000000
0.403954364180
Long
DBT
CORP
ID
N
2
2048-05-21
Fixed
6.15000000
N
N
N
N
N
N
VOTORANTIM CIMENTOS INTL
635400TDXGDD6FQOI583
Votorantim Cimentos International SA
000000000
200000.00000000
PA
USD
272457.00000000
0.440551806381
Long
DBT
CORP
LU
N
2
2041-04-05
Fixed
7.25000000
N
N
N
N
N
N
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
IDR/USD FORWARD
000000000
1.00000000
NC
USD
-535.75000000
-0.00086628580
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
-1000480000.00000000
IDR
69103.47000000
USD
2021-10-29
-535.75000000
N
N
N
PETRONAS CAPITAL LTD
549300G7YFX3540OYR85
Petronas Capital Ltd
000000000
291000.00000000
PA
USD
357563.65000000
0.578165772594
Long
DBT
CORP
MY
N
2
2050-04-21
Fixed
4.55000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NBJ7
100000.00000000
PA
USD
93225.00000000
0.150741005552
Long
DBT
CORP
NL
N
2
2051-06-10
Fixed
5.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/CLP FORWARD
000000000
1.00000000
NC
USD
-9939.14000000
-0.01607118217
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-315000.00000000
USD
248062500.00000000
CLP
2021-10-29
-9939.14000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
3096000000.00000000
PA
236269.41000000
0.382037955964
Long
DBT
NUSS
ID
N
2
2024-03-15
Fixed
8.37500000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
44000.00000000
PA
57466.76000000
0.092921396495
Long
DBT
NUSS
RO
N
2
2030-05-26
Fixed
3.62400000
N
N
N
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
121000.00000000
PA
USD
93171.21000000
0.150654029326
Long
DBT
NUSS
SV
N
2
2029-02-28
Fixed
8.62500000
N
N
N
N
N
N
MILLICOM INTL CELLULAR
549300CTHC1CP86P2G96
Millicom International Cellular SA
000000000
180000.00000000
PA
USD
187425.00000000
0.303058546159
Long
DBT
CORP
LU
N
2
2028-01-15
Fixed
5.12500000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
1570000.00000000
PA
271019.31000000
0.438227120553
Long
DBT
NUSS
BR
N
2
2031-01-01
Fixed
10.00000000
N
N
N
N
N
N
RUSSIAN FEDERATION
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
000000000
200000.00000000
PA
USD
253870.40000000
0.410498035678
Long
DBT
NUSS
RU
N
2
2047-06-23
Fixed
5.25000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299AW4
93000.00000000
PA
USD
124004.81000000
0.200510697267
Long
DBT
NUSS
PA
N
2
2036-01-26
Fixed
6.70000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAP5
200000.00000000
PA
USD
173298.00000000
0.280215765945
Long
DBT
NUSS
MX
N
2
2071-04-19
Fixed
3.75000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
200000.00000000
PA
USD
198546.80000000
0.321042041097
Long
DBT
NUSS
OM
N
2
2048-01-17
Fixed
6.75000000
N
N
N
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
KRW/USD FORWARD
000000000
1.00000000
NC
USD
2220.49000000
0.003590441356
N/A
DFE
CORP
US
N
2
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
-1512823120.00000000
KRW
1279494.50000000
USD
2021-10-14
2220.49000000
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
523000.00000000
PA
123898.56000000
0.200338895370
Long
DBT
NUSS
MY
N
2
2034-07-05
Fixed
3.82800000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
000000000
200000.00000000
PA
USD
182803.00000000
0.295584961523
Long
DBT
NUSS
GH
N
2
2051-03-26
Fixed
8.95000000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123DC1
200000.00000000
PA
USD
188168.80000000
0.304261240286
Long
DBT
NUSS
TR
N
2
2031-06-26
Fixed
5.87500000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
417955.00000000
PA
USD
352131.27000000
0.569381836700
Long
DBT
NUSS
EC
N
2
2030-07-31
Variable
5.00000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
200000.00000000
PA
USD
235149.00000000
0.380226298897
Long
DBT
NUSS
UA
N
2
2028-11-01
Fixed
9.75000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
2224000.00000000
PA
131223.13000000
0.212182424971
Long
DBT
NUSS
ZA
N
2
2035-02-28
Fixed
8.87500000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
600000.00000000
PA
USD
615768.00000000
0.995671627859
Long
DBT
NUSS
UA
N
2
2032-09-25
Fixed
7.37500000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HS2
1436518.00000000
PA
USD
530391.18000000
0.857620807825
Long
DBT
NUSS
AR
N
2
2030-07-09
Variable
0.50000000
N
N
N
N
N
N
ESKOM HOLDINGS SOC LTD
3789001900ED06F65111
Eskom Holdings SOC Ltd
000000000
200000.00000000
PA
USD
208861.60000000
0.337720650097
Long
DBT
CORP
ZA
N
2
2025-02-11
Fixed
7.12500000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
16236619.00000000
PA
965097.74000000
1.560523505329
Long
DBT
NUSS
ZA
N
2
2032-03-31
Fixed
8.25000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
216000.00000000
PA
USD
214565.98000000
0.346944398848
Long
DBT
NUSS
EG
N
2
2050-05-29
Fixed
8.87500000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/BRL FORWARD
000000000
1.00000000
NC
USD
-40364.11000000
-0.06526711214
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-2073427.67000000
USD
11078324.03000000
BRL
2021-10-04
-40364.11000000
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CF5
200000.00000000
PA
USD
204965.60000000
0.331420977717
Long
DBT
NUSS
TR
N
2
2024-03-22
Fixed
5.75000000
N
N
N
N
N
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
JHE42UYNWWTJB8YTTU19
SGD/USD FORWARD
000000000
1.00000000
NC
USD
1195.89000000
0.001933705134
N/A
DFE
CORP
US
N
2
AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
JHE42UYNWWTJB8YTTU19
-1018178.05000000
USD
1384289.42000000
SGD
2021-11-30
1195.89000000
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
000000000
200000.00000000
PA
USD
186504.00000000
0.301569326893
Long
DBT
NUSS
GH
N
2
2042-05-07
Fixed
8.87500000
N
N
N
N
N
N
CSN ISLANDS XI CORP
222100R8R68DM7VM3661
CSN Inova Ventures
000000000
200000.00000000
PA
USD
213310.00000000
0.344913530645
Long
DBT
CORP
KY
N
2
2028-01-28
Fixed
6.75000000
N
N
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
1192000.00000000
PA
USD
201519.52000000
0.325848807544
Long
DBT
NUSS
LB
N
2
2022-10-04
Fixed
6.10000000
Y
N
N
N
N
N
FONDO MIVIVIENDA SA
549300X41PNOK11PZ670
Fondo MIVIVIENDA SA
000000000
101000.00000000
PA
25130.91000000
0.040635651851
Long
DBT
NUSS
PE
N
2
2024-02-14
Fixed
7.00000000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAT0
200000.00000000
PA
USD
201841.00000000
0.326368627533
Long
DBT
NUSS
NG
N
2
2051-09-28
Fixed
8.25000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
200000.00000000
PA
USD
203267.00000000
0.328674411109
Long
DBT
NUSS
UA
N
2
2029-05-21
Fixed
6.87600000
N
N
N
N
N
N
BANK BAHRAIN & KUWAIT
549300MCPF5HTBF8ZR90
BBK BSC
000000000
200000.00000000
PA
USD
208541.00000000
0.337202253032
Long
DBT
CORP
BH
N
2
2024-07-09
Fixed
5.50000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HT0
1058698.21244000
PA
USD
348904.58000000
0.564164411168
Long
DBT
NUSS
AR
N
2
2035-07-09
Variable
1.12500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
IDR/USD FORWARD
000000000
1.00000000
NC
USD
1626.78000000
0.002630436610
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-163000.00000000
USD
2365130000.00000000
IDR
2021-10-29
1626.78000000
N
N
N
BHARTI AIRTEL LTD
335800KQ1FPKOQ84OR26
Bharti Airtel Ltd
000000000
200000.00000000
PA
USD
214990.98000000
0.347631606435
Long
DBT
CORP
IN
N
2
2025-06-10
Fixed
4.37500000
N
N
N
N
N
N
ARABIAN CENTRES SUKUK
5493003T55GS691ILI42
Arabian Centres Sukuk Ltd
000000000
200000.00000000
PA
USD
207713.00000000
0.335863410956
Long
DBT
CORP
KY
N
2
2024-11-26
Fixed
5.37500000
N
N
N
N
N
N
MOVIDA EUROPE SA
549300YRJE0V6QKU7C86
Movida Europe SA
000000000
200000.00000000
PA
USD
194325.00000000
0.314215563465
Long
DBT
CORP
LU
N
2
2031-02-08
Fixed
5.25000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638BM3
84000.00000000
PA
USD
114008.16000000
0.184346523782
Long
DBT
NUSS
PE
N
2
2050-11-18
Fixed
5.62500000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
648000.00000000
PA
USD
635694.48000000
1.027891929628
Long
DBT
NUSS
DO
N
2
2060-01-30
Fixed
5.87500000
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
USD/ZAR FORWARD
000000000
1.00000000
NC
USD
-2043.32000000
-0.00330396472
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-42262.14000000
USD
608000.00000000
ZAR
2021-10-29
-2043.32000000
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
200000.00000000
PA
USD
271202.00000000
0.438522522798
Long
DBT
NUSS
ID
N
2
2046-01-08
Fixed
5.95000000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
200000.00000000
PA
USD
198351.00000000
0.320725440519
Long
DBT
NUSS
NG
N
2
2038-02-23
Fixed
7.69600000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
199000.00000000
PA
227346.73000000
0.367610347968
Long
DBT
NUSS
RO
N
2
2050-01-28
Fixed
3.37500000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/HUF FORWARD
000000000
1.00000000
NC
USD
-5587.10000000
-0.00903411179
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-130404.62000000
USD
38765773.14000000
HUF
2021-10-29
-5587.10000000
N
N
N
VF UKRAINE (VFU FUNDING)
N/A
VF Ukraine PAT via VFU Funding PLC
000000000
200000.00000000
PA
USD
207816.00000000
0.336029957736
Long
DBT
CORP
UA
N
2
2025-02-11
Fixed
6.20000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
USD/CNH FORWARD
000000000
1.00000000
NC
USD
3082.05000000
0.004983548577
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-523235.80000000
USD
3404800.00000000
CNY
2021-11-10
3082.05000000
N
N
N
MONGOLIA INTL BOND
N/A
Mongolia Government International Bond
000000000
200000.00000000
PA
USD
210409.33000000
0.340223266097
Long
DBT
NUSS
MN
N
2
2023-05-01
Fixed
5.62500000
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
HUF/USD FORWARD
000000000
1.00000000
NC
USD
-31334.12000000
-0.05066598827
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-653911.76000000
USD
194035237.43000000
HUF
2022-01-31
-31334.12000000
N
N
N
PETROLEOS DEL PERU SA
549300ZMGDLC9JT2OR80
Petroleos del Peru SA
000000000
200000.00000000
PA
USD
200118.00000000
0.323582607124
Long
DBT
CORP
PE
N
2
2047-06-19
Fixed
5.62500000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AN9
45000.00000000
PA
USD
52728.75000000
0.085260228442
Long
DBT
CORP
CO
N
2
2030-04-29
Fixed
6.87500000
N
N
N
N
N
N
NETWORK I2I LTD
2549003L8M1FGHLHOX45
Network i2i Ltd
000000000
200000.00000000
PA
USD
201750.00000000
0.326221484261
Long
DBT
CORP
MU
N
2
N/A
Fixed
3.97500000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
MXN/USD FORWARD
000000000
1.00000000
NC
USD
-4936.44000000
-0.00798202123
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-138300.00000000
USD
2764613.67000000
MXN
2021-10-29
-4936.44000000
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
IDR/USD FORWARD
000000000
1.00000000
NC
USD
-847.61000000
-0.00137055064
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-1023760000.00000000
IDR
70310.17000000
USD
2021-11-10
-847.61000000
N
N
N
BANK MUSCAT SAOG
549300HC6W6OEXV7SY67
Bank Muscat SAOG
000000000
200000.00000000
PA
USD
206431.40000000
0.333791116263
Long
DBT
CORP
OM
N
2
2026-03-17
Fixed
4.75000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DL6
220000.00000000
PA
USD
228441.40000000
0.369380384509
Long
DBT
NUSS
CO
N
2
2027-04-25
Fixed
3.87500000
N
N
N
N
N
N
COMISION FEDERAL DE ELEC
4469000001BFPONMPF32
Comision Federal de Electricidad
000000000
200000.00000000
PA
USD
216409.00000000
0.349924486679
Long
DBT
CORP
MX
N
2
2024-01-15
Fixed
4.87500000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
11375000.00000000
PA
155628.08000000
0.251644229245
Long
DBT
NUSS
RU
N
2
2028-01-19
Fixed
7.05000000
N
N
N
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
KRW/USD FORWARD
000000000
1.00000000
NC
USD
-2344.29000000
-0.00379062088
N/A
DFE
CORP
US
N
2
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
-1279202.39000000
USD
1512823120.00000000
KRW
2021-10-27
-2344.29000000
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
157000.00000000
PA
USD
26538.02000000
0.042910891071
Long
DBT
NUSS
LB
N
2
2027-03-23
Fixed
6.85000000
Y
N
N
N
N
N
SUNAC CHINA HOLDINGS LTD
549300OLARYHDXP3WK18
Sunac China Holdings Ltd
000000000
225000.00000000
PA
USD
186065.53000000
0.300860338867
Long
DBT
CORP
KY
N
2
2024-02-01
Fixed
7.50000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
USD/CZK FORWARD
000000000
1.00000000
NC
USD
-6378.74000000
-0.01031416124
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-855866.76000000
USD
18627512.18000000
CZK
2021-11-30
-6378.74000000
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NAN9
180000.00000000
PA
USD
185939.10000000
0.300655906737
Long
DBT
CORP
NL
N
2
2115-06-05
Fixed
6.85000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
RON/USD FORWARD
000000000
1.00000000
NC
USD
-1346.49000000
-0.00217721916
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-84345.11000000
USD
355143.51000000
RON
2021-10-29
-1346.49000000
N
N
N
LEVIATHAN BOND LTD
254900D9T8VKYVQNZ220
Leviathan Bond Ltd
000000000
100000.00000000
PA
USD
111045.00000000
0.179555215463
Long
DBT
CORP
IL
N
2
2030-06-30
Fixed
6.75000000
N
N
N
N
N
N
SIMPAR EUROPE SA
54930068BSUST41D5C30
Simpar Europe SA
000000000
200000.00000000
PA
USD
199840.00000000
0.323133092514
Long
DBT
CORP
LU
N
2
2031-01-26
Fixed
5.20000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/PLN FORWARD
000000000
1.00000000
NC
USD
-17852.72000000
-0.02886711681
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-718851.93000000
USD
2788182.23000000
PLN
2021-10-29
-17852.72000000
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
121000.00000000
PA
USD
13189.00000000
0.021326072643
Long
DBT
NUSS
VE
N
2
2028-05-07
Fixed
9.25000000
Y
Y
N
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Paraguay Government International Bond
000000000
200000.00000000
PA
USD
230502.00000000
0.372712290286
Long
DBT
NUSS
PY
N
2
2050-03-30
Fixed
5.40000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
917288BM3
7872000.00000000
PA
187021.97000000
0.302406863161
Long
DBT
NUSS
UY
N
2
2031-05-21
Fixed
8.25000000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
23147000.00000000
PA
347695.10000000
0.562208731561
Long
DBT
NUSS
RU
N
2
2031-09-17
Fixed
8.50000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
TWD/USD FORWARD
000000000
1.00000000
NC
USD
-7333.55000000
-0.01185804989
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-839297.94000000
USD
23051318.00000000
TWD
2021-12-10
-7333.55000000
N
N
N
MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED
8NAV47T0Y26Q87Y0QP81
USD/INR FORWARD
000000000
1.00000000
NC
USD
4519.76000000
0.007308266744
N/A
DFE
CORP
US
N
2
MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED
8NAV47T0Y26Q87Y0QP81
-993715.19000000
USD
74620558.06000000
INR
2021-11-30
4519.76000000
N
N
N
PUMA INTERNATIONAL FINAN
222100YFBPO7IDRUBR17
Puma International Financing SA
000000000
200000.00000000
PA
USD
200881.00000000
0.324816346864
Long
DBT
CORP
LU
N
2
2026-01-24
Fixed
5.00000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
77586TAE6
20000.00000000
PA
USD
26218.76000000
0.042394660732
Long
DBT
NUSS
RO
N
2
2044-01-22
Fixed
6.12500000
N
N
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
184000.00000000
PA
USD
30820.00000000
0.049834677298
Long
DBT
NUSS
LB
N
2
2020-03-09
Fixed
6.37500000
Y
N
N
N
N
N
METINVEST BV
635400TMCKVEU87EJ582
Metinvest BV
000000000
200000.00000000
PA
USD
217348.00000000
0.351442811208
Long
DBT
CORP
NL
N
2
2029-10-17
Fixed
7.75000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/MYR FORWARD
000000000
1.00000000
NC
USD
-311.38000000
-0.00050348870
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-246019.87000000
USD
1030798.65000000
MYR
2021-10-27
-311.38000000
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
268000.00000000
PA
61749.85000000
0.099846977546
Long
DBT
NUSS
MY
N
2
2050-06-15
Fixed
4.06500000
N
N
N
N
N
N
PETRONAS CAPITAL LTD
549300G7YFX3540OYR85
Petronas Capital Ltd
71675CAE8
200000.00000000
PA
USD
201971.33000000
0.326579365803
Long
DBT
CORP
MY
N
2
2061-04-28
Fixed
3.40400000
N
N
N
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
150000.00000000
PA
USD
106501.50000000
0.172208562111
Long
DBT
NUSS
SV
N
2
2041-02-01
Fixed
7.62500000
N
N
N
N
N
N
EGYPT GOVERNMENT BOND
529900GFIVH4086NMH82
Egypt Government Bond
000000000
2460000.00000000
PA
157774.25000000
0.255114498206
Long
DBT
NUSS
EG
N
2
2026-04-06
Fixed
14.48300000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
26000.00000000
PA
USD
26580.74000000
0.042979967561
Long
DBT
NUSS
RO
N
2
2031-02-14
Fixed
3.00000000
N
N
N
N
N
N
URU MONETARY REG BILL
549300DTMS39GZYBX161
Uruguay Monetary Regulation Bill
000000000
299000.00000000
PA
6960.96000000
0.011255587128
Long
DBT
NUSS
UY
N
2
2021-10-15
None
0.00000000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
18856000.00000000
PA
255375.38000000
0.412931526678
Long
DBT
NUSS
RU
N
2
2029-05-23
Fixed
6.90000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAK7
400000.00000000
PA
USD
457500.00000000
0.739758756132
Long
DBT
CORP
NL
N
2
2028-03-01
Fixed
6.75000000
N
N
N
N
N
N
BONOS DE TESORERIA
254900STKLK2DBJJZ530
Peru Government Bond
000000000
482000.00000000
PA
100791.55000000
0.162975806899
Long
DBT
NUSS
PE
N
2
2034-08-12
Fixed
5.40000000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286BZ9
200000.00000000
PA
USD
218525.87000000
0.353347378740
Long
DBT
NUSS
PH
N
2
2040-01-20
Fixed
3.95000000
N
N
N
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
8450000.00000000
PA
27528.30000000
0.044512133259
Long
DBT
NUSS
HU
N
2
2027-10-27
Fixed
3.00000000
N
N
N
N
N
N
INDONESIA ASAHAN ALUMINI
2549008P48EB9SN2OI80
Indonesia Asahan Aluminium Persero PT
000000000
200000.00000000
PA
USD
230250.00000000
0.372304816610
Long
DBT
CORP
ID
N
2
2030-05-15
Fixed
5.45000000
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
USD/COP FORWARD
000000000
1.00000000
NC
USD
6152.68000000
0.009948631483
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-180000.00000000
USD
710312400.00000000
COP
2021-10-29
6152.68000000
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
113000.00000000
PA
USD
6780.00000000
0.010962982222
Long
DBT
CORP
VE
N
2
2027-04-12
Fixed
5.37500000
Y
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
3087000.00000000
PA
101609.83000000
0.164298932134
Long
DBT
NUSS
TH
N
2
2038-06-17
Fixed
3.30000000
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
USD/RUB FORWARD
000000000
1.00000000
NC
USD
19498.56000000
0.031528372660
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-555836.22000000
USD
42054123.66000000
RUB
2021-10-29
19498.56000000
N
N
N
EGYPT TREASURY BILL
529900GFIVH4086NMH82
Egypt Treasury Bills
000000000
825000.00000000
PA
48784.73000000
0.078882909689
Long
DBT
NUSS
EG
N
2
2022-05-24
None
0.00000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
35000.00000000
PA
7999.20000000
0.012934378671
Long
DBT
NUSS
MY
N
2
2040-05-22
Fixed
3.75700000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAN0
400000.00000000
PA
USD
355934.00000000
0.575530695311
Long
DBT
NUSS
MX
N
2
2061-05-24
Fixed
3.77100000
N
N
N
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
315000.00000000
PA
74094.12000000
0.119807156388
Long
DBT
NUSS
RO
N
2
2030-10-24
Fixed
4.15000000
N
N
N
N
N
N
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
PEN/USD FORWARD
000000000
1.00000000
NC
USD
-346.56000000
-0.00056037332
N/A
DFE
CORP
US
N
2
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
-25000.00000000
USD
102000.00000000
PEN
2021-10-29
-346.56000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
CZK/USD FORWARD
000000000
1.00000000
NC
USD
-3808.61000000
-0.00615836633
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-344187.41000000
USD
7453467.87000000
CZK
2021-10-29
-3808.61000000
N
N
N
TURKEY GOVERNMENT BOND
5493000PCHOG3B6S3Q85
Turkey Government Bond
000000000
340000.00000000
PA
32650.40000000
0.052794359106
Long
DBT
NUSS
TR
N
2
2025-10-01
Fixed
12.60000000
N
N
N
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
117000.00000000
PA
USD
7020.00000000
0.011351052389
Long
DBT
CORP
VE
N
2
2022-02-17
Fixed
12.75000000
Y
N
N
N
N
N
CHINA EVERGRANDE GROUP
549300CUF7B1LAB15T90
China Evergrande Group
000000000
200000.00000000
PA
USD
48000.00000000
0.077614033430
Long
DBT
CORP
KY
N
2
2023-06-28
Fixed
7.50000000
Y
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/PLN FORWARD
000000000
1.00000000
NC
USD
-2287.04000000
-0.00369804997
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-271134.76000000
USD
1069325.66000000
PLN
2021-10-29
-2287.04000000
N
N
N
CENTRAL CHN REAL ESTATE
549300JDML9PYG0CIJ22
Central China Real Estate Ltd
000000000
200000.00000000
PA
USD
126000.00000000
0.203736837754
Long
DBT
CORP
KY
N
2
2023-08-27
Fixed
7.65000000
N
N
N
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
USD/PEN FORWARD
000000000
1.00000000
NC
USD
-2499.90000000
-0.00404223587
N/A
DFE
CORP
US
N
2
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
-193000.00000000
USD
788166.20000000
PEN
2021-10-29
-2499.90000000
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
379200000.00000000
PA
93741.18000000
0.151575647464
Long
DBT
NUSS
CO
N
2
2028-04-28
Fixed
6.00000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
108000.00000000
PA
USD
115695.00000000
0.187074074952
Long
DBT
NUSS
UA
N
2
2023-09-01
Fixed
7.75000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
586500000.00000000
PA
171976.47000000
0.278078906079
Long
DBT
NUSS
CO
N
2
2024-07-24
Fixed
10.00000000
N
N
N
N
N
N
URU MONETARY REG BILL
549300DTMS39GZYBX161
Uruguay Monetary Regulation Bill
000000000
287000.00000000
PA
6623.82000000
0.010710445560
Long
DBT
NUSS
UY
N
2
2021-12-03
None
0.00000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
INDONESIA TREASURY BOND
000000000
980000000.00000000
PA
76619.74000000
0.123890980453
Long
DBT
NUSS
ID
N
2
2036-05-15
Fixed
8.25000000
N
N
N
N
N
N
ISLAMIC REP OF PAKISTAN
529900LOP29R5WKHOD86
Pakistan Government International Bond
695847AT0
261000.00000000
PA
USD
260989.56000000
0.422009425724
Long
DBT
NUSS
PK
N
2
2031-04-08
Fixed
7.37500000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
2222000000.00000000
PA
156025.15000000
0.252286275167
Long
DBT
NUSS
ID
N
2
2033-05-15
Fixed
6.62500000
N
N
N
N
N
N
ABU DHABI GOVT INT'L
213800FER4348CINTA77
Abu Dhabi Government International Bond
000000000
200000.00000000
PA
USD
201284.00000000
0.325467981353
Long
DBT
NUSS
AE
N
2
2049-09-30
Fixed
3.12500000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CB4
200000.00000000
PA
USD
156090.00000000
0.252391134960
Long
DBT
NUSS
TR
N
2
2043-04-16
Fixed
4.87500000
N
N
N
N
N
N
Banco Santander S.A.
549300T3TP2IYV4PHY98
USD/MXN FORWARD
000000000
1.00000000
NC
USD
-6900.22000000
-0.01115737303
N/A
DFE
CORP
US
N
2
Banco Santander S.A.
549300T3TP2IYV4PHY98
-196700.00000000
USD
3934531.09000000
MXN
2021-10-29
-6900.22000000
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
1460500.00000000
PA
USD
412591.25000000
0.667143147302
Long
DBT
CORP
VE
N
2
2020-10-27
Fixed
8.50000000
Y
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
200000.00000000
PA
USD
194796.60000000
0.314978121343
Long
DBT
NUSS
EG
N
2
2049-03-01
Fixed
8.70020000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91086QAV0
50000.00000000
PA
USD
61342.00000000
0.099187500805
Long
DBT
NUSS
MX
N
2
2040-01-11
Fixed
6.05000000
N
N
N
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
USD/BRL FORWARD
000000000
1.00000000
NC
USD
8524.76000000
0.013784187658
N/A
DFE
CORP
US
N
2
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
-2269406.50000000
BRL
425000.00000000
USD
2021-10-04
8524.76000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/BRL FORWARD
000000000
1.00000000
NC
USD
43974.66000000
0.071105223569
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-6993098.63000000
BRL
1327328.89000000
USD
2021-10-04
43974.66000000
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91086QAZ1
82000.00000000
PA
USD
93588.24000000
0.151328349750
Long
DBT
NUSS
MX
N
2
2110-10-12
Fixed
5.75000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BB9
200000.00000000
PA
USD
212316.00000000
0.343306273370
Long
DBT
NUSS
PA
N
2
2053-04-29
Fixed
4.30000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
1135700000.00000000
PA
280672.47000000
0.453835884781
Long
DBT
NUSS
CO
N
2
2027-11-03
Fixed
5.75000000
N
N
N
N
N
N
ACWA POWER MGMT INVST
635400M3OWQGQBZOYO38
Acwa Power Management And Investments One Ltd
000000000
199786.00000000
PA
USD
241741.06000000
0.390885389839
Long
DBT
CORP
AE
N
2
2039-12-15
Fixed
5.95000000
N
N
N
N
N
N
VALE OVERSEAS LIMITED
254900BA3U6G5DNV5V04
Vale Overseas Ltd
91911TAH6
165000.00000000
PA
USD
220068.75000000
0.355842152488
Long
DBT
CORP
KY
N
2
2036-11-21
Fixed
6.87500000
N
N
N
N
N
N
ALFA S.A.
549300ZCGJ6T8YDJ4M34
Alfa SAB de CV
000000000
200000.00000000
PA
USD
266250.00000000
0.430515341683
Long
DBT
CORP
MX
N
2
2044-03-25
Fixed
6.87500000
N
N
N
N
N
N
C&W SENIOR FINANCING DAC
5493009O8OIWZPZRY516
C&W Senior Financing DAC
000000000
400000.00000000
PA
USD
421000.00000000
0.680739751544
Long
DBT
CORP
IE
N
2
2027-09-15
Fixed
6.87500000
N
N
N
N
N
N
AES PANAMA GENERATION HL
N/A
AES Panama Generation Holdings SRL
000000000
200000.00000000
PA
USD
206450.00000000
0.333821191701
Long
DBT
CORP
PA
N
2
2030-05-31
Fixed
4.37500000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91086QBE7
75000.00000000
PA
USD
87960.75000000
0.142228928980
Long
DBT
NUSS
MX
N
2
2045-01-21
Fixed
5.55000000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CM0
200000.00000000
PA
USD
166332.80000000
0.268953322911
Long
DBT
NUSS
TR
N
2
2047-05-11
Fixed
5.75000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/IDR FORWARD
000000000
1.00000000
NC
USD
-2650.71000000
-0.00428608946
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-1800770983.00000000
IDR
122693.40000000
USD
2021-10-29
-2650.71000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
5965000000.00000000
PA
447192.66000000
0.723092209645
Long
DBT
NUSS
ID
N
2
2027-05-15
Fixed
7.00000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
000000000
2269000.00000000
PA
55427.75000000
0.089624400863
Long
DBT
NUSS
UY
N
2
2028-03-15
Fixed
8.50000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
130000.00000000
PA
USD
155383.80000000
0.251249238494
Long
DBT
NUSS
DO
N
2
2044-04-30
Fixed
7.45000000
N
N
N
N
N
N
DIG INTL FIN/DIG INTL HL
N/A
Digicel International Finance Ltd/Digicel international Holdings Ltd
000000000
38669.00000000
PA
USD
37581.43000000
0.060767632591
Long
DBT
CORP
N/A
N
2
2026-12-31
Fixed
8.00000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
100000.00000000
PA
USD
109501.00000000
0.177058630721
Long
DBT
NUSS
DO
N
2
2025-01-27
Fixed
5.50000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
000000000
200000.00000000
PA
USD
239480.00000000
0.387229348455
Long
DBT
NUSS
SA
N
2
2060-04-22
Fixed
4.50000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/CNH FORWARD
000000000
1.00000000
NC
USD
6308.16000000
0.010200036273
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-601841.42000000
USD
3934177.20000000
CNY
2021-11-10
6308.16000000
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
239354.00000000
PA
USD
14361.24000000
0.023221536697
Long
DBT
CORP
VE
N
2
2021-11-17
Fixed
9.00000000
Y
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
202000.00000000
PA
USD
124347.16000000
0.201064263191
Long
DBT
NUSS
LK
N
2
2029-03-14
Fixed
7.85000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CNY
000000000
1.00000000
NC
5852.42000000
0.009463123365
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2026-06-16
0.00000000
USD
0.00000000
USD
2400000.00000000
CNY
5852.42000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
4841000000.00000000
PA
381699.11000000
0.617191822579
Long
DBT
NUSS
ID
N
2
2029-05-15
Fixed
8.25000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BD3
210218.00000000
PA
USD
263766.83000000
0.426500157529
Long
DBT
NUSS
UY
N
2
2055-04-20
Fixed
4.97500000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
9640000.00000000
PA
512272.46000000
0.828323579913
Long
DBT
NUSS
MX
N
2
2024-12-05
Fixed
10.00000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
547421019.20000000
PA
151359.51000000
0.244742126440
Long
DBT
NUSS
CO
N
2
2023-02-23
Fixed
4.75000000
N
N
N
N
N
N
COMISION FED DE ELECTRIC
4469000001BFPONMPF32
Comision Federal de Electricidad
000000000
200000.00000000
PA
USD
219502.00000000
0.354925740958
Long
DBT
CORP
MX
N
2
2042-02-14
Fixed
5.75000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
77586TAC0
174000.00000000
PA
USD
185780.15000000
0.300398891099
Long
DBT
NUSS
RO
N
2
2023-08-22
Fixed
4.37500000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299AK0
118000.00000000
PA
USD
171923.64000000
0.277993482133
Long
DBT
NUSS
PA
N
2
2029-04-01
Fixed
9.37500000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AU8
235000.00000000
PA
USD
236798.93000000
0.382894168109
Long
DBT
NUSS
ZA
N
2
2028-10-12
Fixed
4.30000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
3441000.00000000
PA
191680.57000000
0.309939628498
Long
DBT
NUSS
ZA
N
2
2037-01-31
Fixed
8.50000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
MXN/USD FORWARD
000000000
1.00000000
NC
USD
-11913.22000000
-0.01926318865
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-819367.29000000
USD
16738444.76000000
MXN
2021-10-29
-11913.22000000
N
N
N
TURKEY GOVERNMENT BOND
5493000PCHOG3B6S3Q85
Turkey Government Bond
000000000
240000.00000000
PA
19957.27000000
0.032270087936
Long
DBT
NUSS
TR
N
2
2027-08-11
Fixed
10.50000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325BM6
130000.00000000
PA
USD
143189.15000000
0.231530989061
Long
DBT
NUSS
CO
N
2
2041-01-18
Fixed
6.12500000
N
N
N
N
N
N
VEDANTA RESOURCES LTD
2138007MYEKPEAZQTW83
Vedanta Resources Ltd
000000000
200000.00000000
PA
USD
179842.00000000
0.290797145836
Long
DBT
CORP
GB
N
2
2024-08-09
Fixed
6.12500000
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
CNH/USD FORWARD
000000000
1.00000000
NC
USD
16237.41000000
0.026255226720
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-2543045.76000000
USD
16556245.10000000
CNY
2021-11-10
16237.41000000
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
146000.00000000
PA
USD
24801.75000000
0.040103413617
Long
DBT
NUSS
LB
N
2
2032-03-23
Fixed
7.00000000
Y
N
N
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
USD/COP FORWARD
000000000
1.00000000
NC
USD
-7579.38000000
-0.01225554693
N/A
DFE
CORP
US
N
2
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
-2583513354.00000000
COP
669486.01000000
USD
2021-10-29
-7579.38000000
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638BE1
778000.00000000
PA
195422.15000000
0.315989610064
Long
DBT
NUSS
PE
N
2
2031-08-12
Fixed
6.95000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
TRY/USD FORWARD
000000000
1.00000000
NC
USD
-12436.27000000
-0.02010893907
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-311577.41000000
USD
2699319.73000000
TRY
2021-10-28
-12436.27000000
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325BR5
200000.00000000
PA
USD
209178.00000000
0.338232255934
Long
DBT
NUSS
CO
N
2
2044-02-26
Fixed
5.62500000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AX2
200000.00000000
PA
USD
190708.00000000
0.308367022654
Long
DBT
NUSS
ZA
N
2
2047-09-27
Fixed
5.65000000
N
N
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
35000.00000000
PA
USD
5929.39000000
0.009587580701
Long
DBT
NUSS
LB
N
2
2023-01-27
Fixed
6.00000000
Y
N
N
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
USD/CLP FORWARD
000000000
1.00000000
NC
USD
2697.12000000
0.004361132538
N/A
DFE
CORP
US
N
2
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
-32545619.00000000
CLP
42720.88000000
USD
2021-10-29
2697.12000000
N
N
N
EMPRESA DE TRANSPORTE ME
959800T4M5QUPYMSCH69
Empresa de Transporte de Pasajeros Metro SA
000000000
200000.00000000
PA
USD
235250.00000000
0.380389611759
Long
DBT
CORP
CL
N
2
2050-05-07
Fixed
4.70000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
517534.00000000
PA
USD
302439.11000000
0.489031649878
Long
DBT
NUSS
EC
N
2
2040-07-31
Variable
0.50000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
000000000
59000.00000000
PA
13679.26000000
0.022118802977
Long
DBT
NUSS
PE
N
2
2037-08-12
Fixed
6.90000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
64600000.00000000
PA
16999.73000000
0.027487866927
Long
DBT
NUSS
CO
N
2
2025-11-26
Fixed
6.25000000
N
N
N
N
N
N
ISLAMIC REP OF PAKISTAN
529900LOP29R5WKHOD86
Pakistan Government International Bond
000000000
200000.00000000
PA
USD
201633.00000000
0.326032300055
Long
DBT
NUSS
PK
N
2
2027-12-05
Fixed
6.87500000
N
N
N
N
N
N
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
RUB/USD FORWARD
000000000
1.00000000
NC
USD
5427.81000000
0.008776546391
N/A
DFE
CORP
US
N
2
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
-256734.96000000
USD
19162800.05000000
RUB
2021-10-29
5427.81000000
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DL9
234000.00000000
PA
USD
234380.25000000
0.378983261643
Long
DBT
NUSS
CL
N
2
2050-01-25
Fixed
3.50000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HV5
379217.00000000
PA
USD
140033.46000000
0.226428367620
Long
DBT
NUSS
AR
N
2
2041-07-09
Variable
2.50000000
N
N
N
N
N
N
VALE OVERSEAS LIMITED
254900BA3U6G5DNV5V04
Vale Overseas Ltd
91911TAK9
175000.00000000
PA
USD
236993.75000000
0.383209184067
Long
DBT
CORP
KY
N
2
2039-11-10
Fixed
6.87500000
N
N
N
N
N
N
PERUSAHAAN PENERBIT SBSN
254900G208H6Q0L5B953
Perusahaan Penerbit SBSN Indonesia III
71567RAF3
200000.00000000
PA
USD
226526.00000000
0.366283261183
Long
DBT
NUSS
ID
N
2
2026-03-29
Fixed
4.55000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
000000000
223000.00000000
PA
USD
278273.90000000
0.449957495361
Long
DBT
NUSS
SA
N
2
2049-04-17
Fixed
5.00000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
300000.00000000
PA
74361.51000000
0.120239515063
Long
DBT
NUSS
MY
N
2
2035-05-31
Fixed
4.25400000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
917288BA9
91000.00000000
PA
USD
134547.14000000
0.217557212956
Long
DBT
NUSS
UY
N
2
2033-01-15
Fixed
7.87500000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638AP7
186000.00000000
PA
USD
288288.84000000
0.466151243027
Long
DBT
NUSS
PE
N
2
2033-11-21
Fixed
8.75000000
N
N
N
N
N
N
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
USD/BRL FORWARD
000000000
1.00000000
NC
USD
2119.51000000
0.003427160833
N/A
DFE
CORP
US
N
2
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
-353538.90000000
BRL
67000.00000000
USD
2021-10-04
2119.51000000
N
N
N
CROATIA
74780000O00QGQ7CER13
Croatia Government International Bond
000000000
200000.00000000
PA
USD
223360.20000000
0.361164292287
Long
DBT
NUSS
HR
N
2
2024-01-26
Fixed
6.00000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
211000.00000000
PA
55319.59000000
0.089449510575
Long
DBT
NUSS
MY
N
2
2038-06-08
Fixed
4.89300000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
000000000
258000.00000000
PA
USD
269932.50000000
0.436469793310
Long
DBT
NUSS
SA
N
2
2055-01-21
Fixed
3.75000000
N
N
N
N
N
N
PETROLEOS DEL PERU SA
549300ZMGDLC9JT2OR80
Petroleos del Peru SA
716564AB5
200000.00000000
PA
USD
200118.00000000
0.323582607124
Long
DBT
CORP
PE
N
2
2047-06-19
Fixed
5.62500000
N
N
N
N
N
N
EGYPT GOVERNMENT BOND
529900GFIVH4086NMH82
Egypt Government Bond
000000000
242000.00000000
PA
15515.10000000
0.025087281043
Long
DBT
NUSS
EG
N
2
2022-10-20
Fixed
14.13800000
N
N
N
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
445545AL0
84000.00000000
PA
USD
93340.80000000
0.150928249408
Long
DBT
NUSS
HU
N
2
2024-03-25
Fixed
5.37500000
N
N
N
N
N
N
MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED
8NAV47T0Y26Q87Y0QP81
ZAR/USD FORWARD
000000000
1.00000000
NC
USD
670.39000000
0.001083993163
N/A
DFE
CORP
US
N
2
MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED
8NAV47T0Y26Q87Y0QP81
-5538821.26000000
ZAR
367059.93000000
USD
2021-10-29
670.39000000
N
N
N
BRASKEM AMERICA FINANCE
254900QMQAJ26H49CL75
Braskem America Finance Co
000000000
200000.00000000
PA
USD
258750.00000000
0.418388148959
Long
DBT
CORP
US
N
2
2041-07-22
Fixed
7.12500000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
4742000.00000000
PA
65210.05000000
0.105441979181
Long
DBT
NUSS
RU
N
2
2025-11-12
Fixed
7.15000000
N
N
N
N
N
N
REPUBLIC OF ZAMBIA
N/A
Zambia Government International Bond
000000000
307000.00000000
PA
USD
238291.87000000
0.385308190923
Long
DBT
NUSS
ZM
N
2
2027-07-30
Fixed
8.97000000
Y
Y
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDF6
299000.00000000
PA
USD
261704.24000000
0.423165034004
Long
DBT
CORP
MX
N
2
2060-01-28
Fixed
6.95000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
USD/THB FORWARD
000000000
1.00000000
NC
USD
-20026.14000000
-0.03238144790
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-807280.47000000
USD
26642273.87000000
THB
2021-10-29
-20026.14000000
N
N
N
TURKEY GOVERNMENT BOND
5493000PCHOG3B6S3Q85
Turkey Government Bond
000000000
140000.00000000
PA
12381.65000000
0.020020620771
Long
DBT
NUSS
TR
N
2
2026-02-11
Fixed
10.60000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAM2
200000.00000000
PA
USD
193446.00000000
0.312794256478
Long
DBT
NUSS
MX
N
2
2031-05-24
Fixed
2.65900000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
2478000.00000000
PA
35201.98000000
0.056920159427
Long
DBT
NUSS
RU
N
2
2026-10-07
Fixed
7.95000000
N
N
N
N
N
N
TRUST FIBRAUNO
N/A
Trust Fibra Uno
000000000
200000.00000000
PA
USD
236627.00000000
0.382616164343
Long
DBT
CORP
MX
N
2
2050-01-15
Fixed
6.39000000
N
N
N
N
N
N
OFFICE CHERIFIEN DES PHO
213800D26TAPVTCVWG40
OCP SA
000000000
200000.00000000
PA
USD
242986.00000000
0.392898406814
Long
DBT
CORP
MA
N
2
2044-04-25
Fixed
6.87500000
N
N
N
N
N
N
ABU DHABI GOVT INT'L
213800FER4348CINTA77
Abu Dhabi Government International Bond
000000000
200000.00000000
PA
USD
229015.40000000
0.370308518992
Long
DBT
NUSS
AE
N
2
2050-04-16
Fixed
3.87500000
N
N
N
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile
000000000
200000.00000000
PA
USD
260240.00000000
0.420797417914
Long
DBT
CORP
CL
N
2
2043-10-18
Fixed
5.62500000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
630000.00000000
PA
103015.58000000
0.166571972290
Long
DBT
NUSS
CN
N
2
2051-04-12
Fixed
3.72000000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DS4
200000.00000000
PA
USD
193404.00000000
0.312726344198
Long
DBT
NUSS
CL
N
2
2041-05-07
Fixed
3.10000000
N
N
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
128000.00000000
PA
USD
21440.00000000
0.034667601598
Long
DBT
NUSS
LB
N
2
2020-04-14
Fixed
5.80000000
Y
Y
N
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
150000.00000000
PA
USD
103876.50000000
0.167964044658
Long
DBT
NUSS
SV
N
2
2050-01-20
Fixed
7.12460000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
870800000.00000000
PA
237052.79000000
0.383304649329
Long
DBT
NUSS
CO
N
2
2026-08-26
Fixed
7.50000000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
2099000.00000000
PA
69985.07000000
0.113162990887
Long
DBT
NUSS
TH
N
2
2036-06-17
Fixed
3.40000000
N
N
N
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
306278.00000000
PA
USD
18376.68000000
0.029714338663
Long
DBT
CORP
VE
N
2
2035-05-17
Fixed
9.75000000
Y
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/TRY FORWARD
000000000
1.00000000
NC
USD
-7197.57000000
-0.01163817580
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-306338.71000000
USD
2699319.74000000
TRY
2021-10-28
-7197.57000000
N
N
N
BRASKEM NETHERLANDS
2549000TLMHFQ74DS330
Braskem Netherlands Finance BV
000000000
200000.00000000
PA
USD
227750.00000000
0.368262419036
Long
DBT
CORP
NL
N
2
2050-01-31
Fixed
5.87500000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
488000.00000000
PA
USD
498984.88000000
0.806838107448
Long
DBT
NUSS
DO
N
2
2032-09-23
Fixed
4.87500000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
77586TAA4
104000.00000000
PA
USD
106187.95000000
0.171701564608
Long
DBT
NUSS
RO
N
2
2022-02-07
Fixed
6.75000000
N
N
N
N
N
N
EMPRESA NACIONAL DEL PET
549300YP3P0JZBLIV197
Empresa Nacional del Petroleo
000000000
200000.00000000
PA
USD
201486.06000000
0.325794704095
Long
DBT
CORP
CL
N
2
2047-09-14
Fixed
4.50000000
N
N
N
N
N
N
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
STANDARD CHARTERED BANK
000000000
369000000.00000000
PA
28147.13000000
0.045512756016
Long
DBT
CORP
GB
N
2
2024-05-17
Fixed
8.12500000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
000000000
200000.00000000
PA
USD
203884.00000000
0.329672074831
Long
DBT
NUSS
AO
N
2
2049-11-26
Fixed
9.12500000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
3392000000.00000000
PA
248963.91000000
0.402564442368
Long
DBT
NUSS
ID
N
2
2030-09-15
Fixed
7.00000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
KRW/USD FORWARD
000000000
1.00000000
NC
USD
-14204.81000000
-0.02296859579
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-302676.13000000
USD
341669900.00000000
KRW
2021-10-14
-14204.81000000
N
N
N
GOVERNMENT OF UKRAINE
6354001WLTJXOMEXPY07
Ukraine Government Bond
000000000
397000.00000000
PA
15525.09000000
0.025103434463
Long
DBT
NUSS
UA
N
2
2022-05-11
Fixed
17.00000000
N
N
N
N
N
N
JBS USA FOOD CO
549300O7SUM086E3RD66
JBS USA Food Co
000000000
200000.00000000
PA
USD
210376.00000000
0.340169372852
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.75000000
N
N
N
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
000000000
200000.00000000
PA
USD
225895.00000000
0.365262960035
Long
DBT
NUSS
MA
N
2
2042-12-11
Fixed
5.50000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
57000.00000000
PA
14454.20000000
0.023371849208
Long
DBT
NUSS
MY
N
2
2031-06-30
Fixed
4.23200000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
130000.00000000
PA
USD
193682.33000000
0.313176392405
Long
DBT
NUSS
ID
N
2
2038-01-17
Fixed
7.75000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
917288BL5
5692000.00000000
PA
152689.53000000
0.246892714288
Long
DBT
NUSS
UY
N
2
2040-07-02
Fixed
3.87500000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
137500000.00000000
PA
30527.08000000
0.049361037659
Long
DBT
NUSS
CO
N
2
2036-07-09
Fixed
6.25000000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
4717000.00000000
PA
65300.55000000
0.105588313973
Long
DBT
NUSS
RU
N
2
2024-07-17
Fixed
7.40000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
123800000.00000000
PA
28942.83000000
0.046799370316
Long
DBT
NUSS
CO
N
2
2050-10-26
Fixed
7.25000000
N
N
N
N
N
N
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
IDR/USD FORWARD
000000000
1.00000000
NC
USD
178.05000000
0.000287899555
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
-26000.00000000
USD
376090000.00000000
IDR
2021-10-29
178.05000000
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
000000000
1670000.00000000
PA
77284.95000000
0.124966597769
Long
DBT
CORP
MX
N
2
2024-09-12
Fixed
7.19000000
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
USD/CZK FORWARD
000000000
1.00000000
NC
USD
-841.46000000
-0.00136060634
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-270023.28000000
USD
5894427.32000000
CZK
2021-10-29
-841.46000000
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325BK0
110000.00000000
PA
USD
135680.60000000
0.219389971338
Long
DBT
NUSS
CO
N
2
2037-09-18
Fixed
7.37500000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325BD6
141000.00000000
PA
USD
163144.76000000
0.263798392846
Long
DBT
NUSS
CO
N
2
2024-05-21
Fixed
8.12500000
N
N
N
N
N
N
ISLAMIC REP OF PAKISTAN
529900LOP29R5WKHOD86
Pakistan Government International Bond
000000000
259000.00000000
PA
USD
277260.28000000
0.448318513350
Long
DBT
NUSS
PK
N
2
2024-04-15
Fixed
8.25000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/MXN FORWARD
000000000
1.00000000
NC
USD
-9167.35000000
-0.01482322936
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-282492.25000000
USD
5665998.71000000
MXN
2021-10-29
-9167.35000000
N
N
N
REPUBLIC OF GABON
N/A
Gabon Government International Bond
000000000
200000.00000000
PA
USD
213401.00000000
0.345060673917
Long
DBT
NUSS
GA
N
2
2024-12-12
Fixed
6.37500000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756BB5
110000.00000000
PA
USD
146957.80000000
0.237624741709
Long
DBT
NUSS
BR
N
2
2034-01-20
Fixed
8.25000000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CL2
200000.00000000
PA
USD
199905.00000000
0.323238194851
Long
DBT
NUSS
TR
N
2
2027-03-25
Fixed
6.00000000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
000000000
200000.00000000
PA
USD
207790.40000000
0.335988563585
Long
DBT
NUSS
AO
N
2
2028-05-09
Fixed
8.25000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
1175000.00000000
PA
87679.75000000
0.141774563492
Long
DBT
NUSS
ZA
N
2
2026-12-21
Fixed
10.50000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
300000.00000000
PA
USD
274875.00000000
0.444461613315
Long
DBT
NUSS
EG
N
2
2048-02-21
Fixed
7.90300000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
1710000.00000000
PA
301666.53000000
0.487782419670
Long
DBT
NUSS
BR
N
2
2029-01-01
Fixed
10.00000000
N
N
N
N
N
N
SOCIALIST REP OF VIETNAM
5493008AE7RS4XK4BZ08
Vietnam Government International Bond
000000000
200000.00000000
PA
USD
221883.28000000
0.358776173156
Long
DBT
NUSS
VN
N
2
2024-11-19
Fixed
4.80000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
200000.00000000
PA
USD
223752.00000000
0.361797816835
Long
DBT
NUSS
DO
N
2
2045-01-27
Fixed
6.85000000
N
N
N
N
N
N
JP MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
JPMorgan Chase Bank NA
000000000
2854000000.00000000
PA
213750.39000000
0.345625623233
Long
DBT
CORP
US
N
2
2032-08-17
Fixed
7.50000000
N
N
N
N
N
N
REDE D'OR FINANCE SARL
549300FDE772OLJUCP79
Rede D'or Finance Sarl
000000000
164000.00000000
PA
USD
163540.80000000
0.264438773300
Long
DBT
CORP
LU
N
2
2030-01-22
Fixed
4.50000000
N
N
N
N
N
N
THIRD PKSTAN INTL SUKUK
529900OMZDJ2H3CXKF72
Third Pakistan International Sukuk Co Ltd/The
000000000
200000.00000000
PA
USD
204942.00000000
0.331382817484
Long
DBT
NUSS
PK
N
2
2022-12-05
Fixed
5.62500000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
4364000.00000000
PA
61584.16000000
0.099579063604
Long
DBT
NUSS
RU
N
2
2026-09-16
Fixed
7.75000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DQ2
119000.00000000
PA
USD
100762.06000000
0.162928122777
Long
DBT
NUSS
PE
N
2
2060-12-01
Fixed
2.78000000
N
N
N
N
N
N
KLABIN AUSTRIA GMBH
984500578YEA8DD41B09
Klabin Austria GmbH
000000000
200000.00000000
PA
USD
242258.00000000
0.391721260640
Long
DBT
CORP
AT
N
2
2049-04-03
Fixed
7.00000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
N/A
INDONESIA TREASURY BOND
000000000
432000000.00000000
PA
36621.77000000
0.059215901688
Long
DBT
NUSS
ID
N
2
2025-09-15
Fixed
11.00000000
N
N
N
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
150000.00000000
PA
USD
117564.00000000
0.190096171379
Long
DBT
NUSS
SV
N
2
2052-07-15
Fixed
9.50000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
234000.00000000
PA
USD
234117.00000000
0.378557597178
Long
DBT
NUSS
RO
N
2
2051-02-14
Fixed
4.00000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
000000000
200000.00000000
PA
USD
259240.40000000
0.419181105668
Long
DBT
NUSS
SA
N
2
2050-01-16
Fixed
5.25000000
N
N
N
N
N
N
SINOPEC GRP DEV 2018
549300C6OZZ8LTVR8209
Sinopec Group Overseas Development 2018 Ltd
000000000
200000.00000000
PA
USD
204648.85000000
0.330908805945
Long
DBT
CORP
VG
N
2
2050-05-13
Fixed
3.35000000
N
N
N
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
000000000
324000.00000000
PA
USD
417517.09000000
0.675108028770
Long
DBT
NUSS
QA
N
2
2049-03-14
Fixed
4.81700000
N
N
N
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
17050000.00000000
PA
68418.38000000
0.110629717345
Long
DBT
NUSS
HU
N
2
2028-10-22
Fixed
6.75000000
N
N
N
N
N
N
EGYPT TREASURY BILL
529900GFIVH4086NMH82
Egypt Treasury Bills
000000000
1325000.00000000
PA
82940.36000000
0.134111164036
Long
DBT
NUSS
EG
N
2
2021-11-30
None
0.00000000
N
N
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
92000.00000000
PA
USD
17046.59000000
0.027563637627
Long
DBT
NUSS
LB
N
2
2037-03-23
Fixed
7.25000000
Y
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
USD/RON FORWARD
000000000
1.00000000
NC
USD
-3452.37000000
-0.00558234084
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-210487.51000000
USD
885884.48000000
RON
2021-10-29
-3452.37000000
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
3515000.00000000
PA
631412.75000000
1.020968547641
Long
DBT
NUSS
BR
N
2
2027-01-01
Fixed
10.00000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
119000.00000000
PA
USD
129547.57000000
0.209473113099
Long
DBT
NUSS
UA
N
2
2025-09-01
Fixed
7.75000000
N
N
N
N
N
N
OLEODUCTO CENTRAL SA
254900W4CPYCQFVH5E92
Oleoducto Central SA
000000000
205000.00000000
PA
USD
211406.25000000
0.341835244893
Long
DBT
CORP
CO
N
2
2027-07-14
Fixed
4.00000000
N
N
N
N
N
N
REPUBLIC OF BELARUS
635400CVCOWYLHF4ZB08
Republic of Belarus International Bond
000000000
200000.00000000
PA
USD
198304.00000000
0.320649443444
Long
DBT
NUSS
BY
N
2
2027-06-29
Fixed
7.62500000
N
N
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
249000.00000000
PA
USD
41707.50000000
0.067439318735
Long
DBT
NUSS
LB
N
2
2020-06-19
Fixed
6.15000000
Y
N
N
N
N
N
DEVELOPMENT BANK OF KAZA
213800LCDPGJ1BI7KX98
Development Bank of Kazakhstan JSC
000000000
220000.00000000
PA
USD
228103.26000000
0.368833625983
Long
DBT
CORP
KZ
N
2
2022-12-10
Fixed
4.12500000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
2812000.00000000
PA
75422.78000000
0.121955545173
Long
DBT
NUSS
TH
N
2
2042-06-17
Fixed
2.00000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS BRL
000000000
1.00000000
NC
-47815.38000000
-0.07731551045
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2025-01-02
0.00000000
USD
0.00000000
USD
3301298.06000000
BRL
-47815.38000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
ZAR/USD FORWARD
000000000
1.00000000
NC
USD
8915.95000000
0.014416725861
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-3601153.65000000
ZAR
247130.00000000
USD
2021-10-29
8915.95000000
N
N
N
SCENERY JOURNEY LTD
549300Q2FGQXKG7X0I83
Scenery Journey Ltd
000000000
200000.00000000
PA
USD
35500.00000000
0.057402045557
Long
DBT
CORP
VG
N
2
2023-10-24
Fixed
12.00000000
Y
N
N
N
N
N
BONOS DE TESORERIA
254900STKLK2DBJJZ530
Peru Government Bond
000000000
173000.00000000
PA
33282.19000000
0.053815937651
Long
DBT
NUSS
PE
N
2
2040-08-12
Fixed
5.35000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
125000.00000000
PA
151387.66000000
0.244787643836
Long
DBT
NUSS
CI
N
2
2031-10-17
Fixed
5.87500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MXN/USD FORWARD
000000000
1.00000000
NC
USD
9063.48000000
0.014655275827
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-7274880.00000000
MXN
360000.00000000
USD
2021-10-29
9063.48000000
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JAF7
200000.00000000
PA
USD
195678.00000000
0.316403309032
Long
DBT
NUSS
EG
N
2
2051-09-30
Fixed
8.75000000
N
N
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
85000.00000000
PA
USD
8925.00000000
0.014431359340
Long
DBT
NUSS
VE
N
2
2019-10-13
Fixed
7.75000000
Y
N
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
922646AS3
252000.00000000
PA
USD
27342.00000000
0.044210893792
Long
DBT
NUSS
VE
N
2
2027-09-15
Fixed
9.25000000
Y
Y
N
N
N
N
C&W SENIOR FINANCING DAC
5493009O8OIWZPZRY516
C&W Senior Financing DAC
000000000
200000.00000000
PA
USD
207672.00000000
0.335797115635
Long
DBT
CORP
IE
N
2
2026-10-15
Fixed
7.50000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299AD6
116000.00000000
PA
USD
158529.66000000
0.256335965227
Long
DBT
NUSS
PA
N
2
2027-09-30
Fixed
8.87500000
N
N
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Republic of Kenya Government International Bond
000000000
200000.00000000
PA
USD
221599.00000000
0.358316504043
Long
DBT
NUSS
KE
N
2
2032-05-22
Fixed
8.00000000
N
N
N
N
N
N
NBM US HOLDINGS INC
5493008K1QMSP0J8UC24
NBM US Holdings Inc
000000000
210000.00000000
PA
USD
223702.50000000
0.361717777363
Long
DBT
CORP
US
N
2
2026-05-14
Fixed
7.00000000
N
N
N
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
32000.00000000
PA
USD
24006.40000000
0.038817365252
Long
DBT
NUSS
SV
N
2
2032-04-10
Fixed
8.25000000
N
N
N
N
N
N
OIL & GAS HOLDING
549300OBH16L6TS6IW50
Oil and Gas Holding Co BSCC/The
000000000
200000.00000000
PA
USD
231148.00000000
0.373756845819
Long
DBT
CORP
BH
N
2
2028-11-07
Fixed
8.37500000
N
N
N
N
N
N
RUSSIAN FEDERATION
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
000000000
200000.00000000
PA
USD
226857.60000000
0.366819444798
Long
DBT
NUSS
RU
N
2
2029-03-21
Fixed
4.37500000
N
N
N
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
000000000
200000.00000000
PA
USD
216160.00000000
0.349521863880
Long
DBT
NUSS
QA
N
2
2026-06-02
Fixed
3.25000000
N
N
N
N
N
N
KAISA GROUP HOLDINGS LTD
254900N8L3L7NRJT0120
Kaisa Group Holdings Ltd
000000000
200000.00000000
PA
USD
166242.06000000
0.268806600049
Long
DBT
CORP
KY
N
2
2023-07-23
Fixed
10.87500000
N
N
N
N
N
N
GOVERNMENT OF UKRAINE
6354001WLTJXOMEXPY07
Ukraine Government Bond
000000000
2580000.00000000
PA
105021.56000000
0.169815559765
Long
DBT
NUSS
UA
N
2
2025-02-26
Fixed
15.84000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/BRL FORWARD
000000000
1.00000000
NC
USD
40375.62000000
0.065285723342
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-11078324.03000000
BRL
2063963.49000000
USD
2021-11-03
40375.62000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
INDONESIA TREASURY BOND
000000000
270000000.00000000
PA
18958.95000000
0.030655845397
Long
DBT
NUSS
ID
N
2
2033-05-15
Fixed
6.62500000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
000000000
200000.00000000
PA
USD
190796.00000000
0.308509315049
Long
DBT
NUSS
GH
N
2
2034-04-07
Fixed
8.62500000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
413000.00000000
PA
5863.77000000
0.009481475850
Long
DBT
NUSS
RU
N
2
2039-03-16
Fixed
7.70000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEG9
150000.00000000
PA
USD
148726.50000000
0.240484657145
Long
DBT
NUSS
DO
N
2
2041-01-21
Fixed
5.30000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/KRW FORWARD
000000000
1.00000000
NC
USD
-1465.99000000
-0.00237044576
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-1268338.81000000
USD
1500503780.00000000
KRW
2021-10-14
-1465.99000000
N
N
N
COMISION FEDERAL DE ELEC
4469000001BFPONMPF32
Comision Federal de Electricidad
000000000
950000.00000000
PA
43816.58000000
0.070849614685
Long
DBT
CORP
MX
N
2
2027-12-23
Fixed
8.18000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
1449000.00000000
PA
82339.37000000
0.133139387829
Long
DBT
NUSS
ZA
N
2
2040-01-31
Fixed
9.00000000
N
N
N
N
N
N
MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED
8NAV47T0Y26Q87Y0QP81
PEN/USD FORWARD
000000000
1.00000000
NC
USD
-3354.18000000
-0.00542357163
N/A
DFE
CORP
US
N
2
MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED
8NAV47T0Y26Q87Y0QP81
-74991.47000000
USD
296388.77000000
PEN
2021-10-29
-3354.18000000
N
N
N
URU MONETARY REG BILL
549300DTMS39GZYBX161
Uruguay Monetary Regulation Bill
000000000
1044000.00000000
PA
23685.52000000
0.038298515439
Long
DBT
NUSS
UY
N
2
2022-03-02
None
0.00000000
N
N
N
N
N
N
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
BRL/USD FORWARD
000000000
1.00000000
NC
USD
9646.40000000
0.015597833585
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
-1462280.00000000
BRL
278000.00000000
USD
2021-10-04
9646.40000000
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123AY6
90000.00000000
PA
USD
87637.14000000
0.141705664868
Long
DBT
NUSS
TR
N
2
2036-03-17
Fixed
6.87500000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
200000.00000000
PA
USD
207812.00000000
0.336023489900
Long
DBT
NUSS
EG
N
2
2029-03-01
Fixed
7.60030000
N
N
N
N
N
N
MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED
8NAV47T0Y26Q87Y0QP81
IDR/USD FORWARD
000000000
1.00000000
NC
USD
-2471.89000000
-0.00399694485
N/A
DFE
CORP
US
N
2
MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED
8NAV47T0Y26Q87Y0QP81
-1507290000.00000000
IDR
102676.43000000
USD
2021-10-12
-2471.89000000
N
N
N
GRUPO AVAL LTD
549300J4FW1ELLQ80113
Grupo Aval Ltd
000000000
200000.00000000
PA
USD
197850.00000000
0.319915344045
Long
DBT
CORP
KY
N
2
2030-02-04
Fixed
4.37500000
N
N
N
N
N
N
TURKEY GOVERNMENT BOND
5493000PCHOG3B6S3Q85
Turkey Government Bond
000000000
340000.00000000
PA
27890.48000000
0.045097763481
Long
DBT
NUSS
TR
N
2
2030-11-13
Fixed
11.70000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
917288BD3
2056748.06911700
PA
56900.00000000
0.092004968795
Long
DBT
NUSS
UY
N
2
2028-12-15
Fixed
4.37500000
N
N
N
N
N
N
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
USD/IDR FORWARD
000000000
1.00000000
NC
USD
1536.54000000
0.002484522227
N/A
DFE
CORP
US
N
2
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
-137000.00000000
USD
1990301500.00000000
IDR
2021-10-29
1536.54000000
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
USD/MXN FORWARD
000000000
1.00000000
NC
USD
-2243.39000000
-0.00362746971
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-83654.27000000
USD
1687639.76000000
MXN
2021-10-29
-2243.39000000
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DR0
49000.00000000
PA
USD
40815.53000000
0.065997039789
Long
DBT
NUSS
PE
N
2
2121-07-28
Fixed
3.23000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942AS1
92000.00000000
PA
USD
137865.68000000
0.222923156175
Long
DBT
NUSS
UY
N
2
2036-03-21
Fixed
7.62500000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756BW9
200000.00000000
PA
USD
187144.00000000
0.302604180672
Long
DBT
NUSS
BR
N
2
2045-01-27
Fixed
5.00000000
N
N
N
N
N
N
RUSSIAN FEDERATION
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
000000000
200000.00000000
PA
USD
223117.80000000
0.360772341418
Long
DBT
NUSS
RU
N
2
2027-06-23
Fixed
4.25000000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
1151000.00000000
PA
38964.06000000
0.063003288654
Long
DBT
NUSS
TH
N
2
2067-06-17
Fixed
3.60000000
N
N
N
N
N
N
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
THB/USD FORWARD
000000000
1.00000000
NC
USD
-2239.43000000
-0.00362106656
N/A
DFE
CORP
US
N
2
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
-139468.55000000
USD
4645000.00000000
THB
2021-11-30
-2239.43000000
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
400000.00000000
PA
USD
389018.40000000
0.629026814637
Long
DBT
NUSS
OM
N
2
2047-03-08
Fixed
6.50000000
N
N
N
N
N
N
ALTICE FINANCING SA
549300DIYGW8HVDF7Q17
Altice Financing SA
02154CAH6
200000.00000000
PA
USD
194000.00000000
0.313690051780
Long
DBT
CORP
LU
N
2
2029-08-15
Fixed
5.75000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
250000.00000000
PA
USD
263583.25000000
0.426203316190
Long
DBT
NUSS
OM
N
2
2029-08-01
Fixed
6.00000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/COP FORWARD
000000000
1.00000000
NC
USD
574.84000000
0.000929492728
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-195000.00000000
USD
746265000.00000000
COP
2021-10-29
574.84000000
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
333000.00000000
PA
10276.92000000
0.016617358592
Long
DBT
NUSS
TH
N
2
2046-06-17
Fixed
2.87500000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
66000.00000000
PA
17361.50000000
0.028072834195
Long
DBT
NUSS
MY
N
2
2048-07-06
Fixed
4.92100000
N
N
N
N
N
N
TURKEY GOVERNMENT BOND
5493000PCHOG3B6S3Q85
Turkey Government Bond
000000000
470000.00000000
PA
50102.33000000
0.081013414907
Long
DBT
NUSS
TR
N
2
2022-08-17
Fixed
10.70000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HX1
134357.00003200
PA
USD
51392.90000000
0.083100213722
Long
DBT
NUSS
AR
N
2
2029-07-09
Fixed
1.00000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/RUB FORWARD
000000000
1.00000000
NC
USD
19445.85000000
0.031443142749
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-846640.77000000
USD
63306643.42000000
RUB
2021-10-29
19445.85000000
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
1520000.00000000
PA
229663.56000000
0.371356567157
Long
DBT
NUSS
CN
N
2
2030-05-21
Fixed
2.68000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
130000.00000000
PA
USD
177543.93000000
0.287081260799
Long
DBT
NUSS
ID
N
2
2037-02-17
Fixed
6.62500000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
IDR/USD FORWARD
000000000
1.00000000
NC
USD
10.71000000
0.000017317631
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-1027131808.00000000
IDR
71155.65000000
USD
2021-12-10
10.71000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
1438000000.00000000
PA
106550.15000000
0.172287227168
Long
DBT
NUSS
ID
N
2
2035-06-15
Fixed
7.50000000
N
N
N
N
N
N
LETRA TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Letras do Tesouro Nacional
000000000
8380000.00000000
PA
1242758.70000000
2.009489901823
Long
DBT
NUSS
BR
N
2
2024-01-01
None
0.00000000
N
N
N
N
N
N
KAZAKHSTAN TEMIR ZHOLY
N/A
Kazakhstan Temir Zholy Finance BV
000000000
300000.00000000
PA
USD
412914.00000000
0.667665020829
Long
DBT
CORP
NL
N
2
2042-07-10
Fixed
6.95000000
N
N
N
N
N
N
EGYPT GOVERNMENT BOND
529900GFIVH4086NMH82
Egypt Government Bond
000000000
1206000.00000000
PA
77474.69000000
0.125273399576
Long
DBT
NUSS
EG
N
2
2026-07-06
Fixed
14.56300000
N
N
N
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
790000.00000000
PA
206125.79000000
0.333296957414
Long
DBT
NUSS
RO
N
2
2027-07-26
Fixed
5.80000000
N
N
N
N
N
N
INDONESIA ASAHAN ALUMINI
2549008P48EB9SN2OI80
Indonesia Asahan Aluminium Persero PT
000000000
250000.00000000
PA
USD
321887.50000000
0.520478899703
Long
DBT
CORP
ID
N
2
2048-11-15
Fixed
6.75700000
N
N
N
N
N
N
EXPORT-IMPORT BK INDIA
335800OFZ8YEIVN1QI11
Export-Import Bank of India
000000000
200000.00000000
PA
USD
207867.00000000
0.336112422646
Long
DBT
NUSS
IN
N
2
2023-01-14
Fixed
4.00000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
200000.00000000
PA
USD
199965.20000000
0.323335535785
Long
DBT
NUSS
EG
N
2
2032-05-29
Fixed
7.62500000
N
N
N
N
N
N
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
STANDARD CHARTERED BANK
000000000
311000000.00000000
PA
25423.23000000
0.041108321315
Long
DBT
CORP
GB
N
2
2029-03-20
Fixed
9.00000000
N
N
N
N
N
N
MERRILL LYNCH INTERNATIONAL
GGDZP1UYGU9STUHRDP48
IRS CNY
000000000
1.00000000
NC
-4586.34000000
-0.00741592387
N/A
DIR
CORP
GB
N
2
MERRILL LYNCH INTERNATIONAL
GGDZP1UYGU9STUHRDP48
Y
2025-09-16
0.00000000
USD
0.00000000
USD
7000000.00000000
CNY
-4586.34000000
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
240000.00000000
PA
13899.46000000
0.022474857356
Long
DBT
NUSS
CZ
N
2
2036-12-04
Fixed
4.20000000
N
N
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
88000.00000000
PA
USD
14939.76000000
0.024156979834
Long
DBT
NUSS
LB
N
2
2026-11-27
Fixed
6.60000000
Y
N
N
N
N
N
2021-11-12
Pacific Funds Series Trust
Trevor Smith
Trevor Smith
VP and Treasurer