0000313212-23-000772.txt : 20230828
0000313212-23-000772.hdr.sgml : 20230828
20230828131003
ACCESSION NUMBER: 0000313212-23-000772
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230630
FILED AS OF DATE: 20230828
DATE AS OF CHANGE: 20230828
PERIOD START: 20231231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: T. Rowe Price International Funds, Inc.
CENTRAL INDEX KEY: 0000313212
IRS NUMBER: 521175211
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-02958
FILM NUMBER: 231213454
BUSINESS ADDRESS:
STREET 1: 100 EAST PRATT STREET
CITY: BALTIMORE
STATE: MD
ZIP: 21202
BUSINESS PHONE: 410-345-2000
MAIL ADDRESS:
STREET 1: 100 EAST PRATT STREET
CITY: BALTIMORE
STATE: MD
ZIP: 21202
FORMER COMPANY:
FORMER CONFORMED NAME: PRICE T ROWE INTERNATIONAL FUNDS INC
DATE OF NAME CHANGE: 19920703
FORMER COMPANY:
FORMER CONFORMED NAME: PRICE T ROWE INTERNATIONAL TRUST
DATE OF NAME CHANGE: 19900301
FORMER COMPANY:
FORMER CONFORMED NAME: PRICE T ROWE INTERNATIONAL FUND INC
DATE OF NAME CHANGE: 19890914
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2023-07-21
-115943.220000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
HUF/USD FWD 20230714 CITIGB2L
000000000
1.000000
NC
USD
397418.590000
0.0068341330
N/A
DFE
CORP
HU
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
-27972383.710000
USD
9724251000.000000
HUF
2023-07-14
397418.590000
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
UNITED STATES TREASURY BILL
912796CS6
123275000.000000
PA
USD
121737760.750000
2.0934401901
Long
DBT
UST
US
N
2
2023-09-28
None
0.0
N
N
N
N
N
N
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
USD/SGD FWD 20230915 MRMDUS33
000000000
1.000000
NC
USD
120419.810000
0.0020707763
N/A
DFE
CORP
US
N
2
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
-18715000.000000
SGD
13998803.200000
USD
2023-09-15
120419.810000
N
N
N
DEUTSCHE BANK
7LTWFZYICNSX8D621K86
INR/USD FWD 20230901 DEUTGB2L
000000000
1.000000
NC
USD
153850.240000
0.0026456563
N/A
DFE
CORP
IN
N
2
DEUTSCHE BANK
7LTWFZYICNSX8D621K86
-13937509.770000
USD
1159113000.000000
INR
2023-09-01
153850.240000
N
N
N
DEUTSCHE BANK
7LTWFZYICNSX8D621K86
USD/INR FWD 20230901 DEUTGB2L
000000000
1.000000
NC
USD
-189911.530000
-0.0032657774
N/A
DFE
CORP
US
N
2
DEUTSCHE BANK
7LTWFZYICNSX8D621K86
-1037069953.450000
INR
12417768.710000
USD
2023-09-01
-189911.530000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
EUR/USD FWD 20230825 CITIGB2L
000000000
1.000000
NC
USD
-96382.950000
-0.0016574310
N/A
DFE
CORP
US
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
-8237427.260000
EUR
8917303.320000
USD
2023-08-25
-96382.950000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
USD/SEK FWD 20230825 UBSWGB2L
000000000
1.000000
NC
USD
4787977.950000
0.0823355499
N/A
DFE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
-957411965.210000
SEK
93791358.980000
USD
2023-08-25
4787977.950000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
USD/EUR FWD 20230721 CHASGB2L
000000000
1.000000
NC
USD
149743.410000
0.0025750340
N/A
DFE
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
-9148000.000000
EUR
10142973.070000
USD
2023-07-21
149743.410000
N
N
N
Kreditanstalt fuer Wiederaufbau
549300GDPG70E3MBBU98
KREDITANSTALT FUER WIEDERAUFBAU
500769BQ6
5202000.000000
PA
4012500.220000
0.0690001949
Long
DBT
CORP
DE
N
2
2037-06-02
Fixed
4.7
N
N
N
N
N
N
United Kingdom Gilt
ECTRVYYCEF89VWYS6K36
UNITED KINGDOM GILT
EF3964238
7253797.000000
PA
8860411.480000
0.1523663765
Long
DBT
NUSS
GB
N
2
2046-12-07
Fixed
4.25
N
N
N
N
N
N
Mexican Bonos
254900EGTWEU67VP6075
MEXICAN BONOS
EH6944449
727050000.000000
PA
41412584.510000
0.7121436131
Long
DBT
NUSS
MX
N
2
2038-11-18
Fixed
8.5
N
N
N
N
N
N
Enel Finance International NV
0YQH6LCEF474UTUV4B96
ENEL FINANCE INTERNATIONAL NV
EH9717446
2663000.000000
PA
3353871.680000
0.0576742148
Long
DBT
CORP
NL
N
2
2024-08-14
Fixed
5.625
N
N
N
N
N
N
Mexican Bonos
254900EGTWEU67VP6075
MEXICAN BONOS
EH6834517
163115000.000000
PA
9444317.520000
0.1624074054
Long
DBT
NUSS
MX
N
2
2029-05-31
Fixed
8.5
N
N
N
N
N
N
Republic of South Africa Government Bond
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND
EI2585962
931175000.000000
PA
39619310.090000
0.6813059114
Long
DBT
NUSS
ZA
N
2
2031-02-28
Fixed
7.0
N
N
N
N
N
N
America Movil SAB de CV
5493000FNR3UCEAONM59
AMERICA MOVIL SAB DE CV
EI2982383
6670000.000000
PA
8374484.220000
0.1440102211
Long
DBT
CORP
MX
N
2
2030-06-28
Fixed
5.75
N
N
N
N
N
N
Thailand Government Bond
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND
EI4240764
694772000.000000
PA
21271773.870000
0.3657960033
Long
DBT
NUSS
TH
N
2
2031-06-20
Fixed
3.65
N
N
N
N
N
N
Orsted AS
W9NG6WMZIYEU8VEDOG48
ORSTED AS
EI9440732
5750000.000000
PA
6770001.700000
0.1164190433
Long
DBT
CORP
DK
N
2
2032-01-12
Fixed
4.875
N
N
N
N
N
Sweden Government Bond
ERE94C0BSULG2RM19605
SWEDEN GOVERNMENT BOND
EJ0857460
1243490000.000000
PA
111675267.740000
1.9204024477
Long
DBT
NUSS
SE
N
2
2032-06-01
Fixed
2.25
N
N
N
N
N
WELLS FARGO SECURITIES, LLC.
VYVVCKR63DVZZN70PB21
EUR/USD FWD 20230721 WFBIUS6W
000000000
1.000000
NC
USD
-45766.770000
-0.0007870195
N/A
DFE
CORP
US
N
2
WELLS FARGO SECURITIES, LLC.
VYVVCKR63DVZZN70PB21
-6770510.880000
EUR
7350305.610000
USD
2023-07-21
-45766.770000
N
N
N
Province of Ontario Canada
C7PVKCRGLG18EBQGZV36
PROVINCE OF ONTARIO CANADA
68323AAY0
5239000.000000
PA
3603411.690000
0.0619653820
Long
DBT
NUSS
CA
N
2
2043-06-02
Fixed
3.5
N
N
N
N
N
N
Israel Government Bond - Fixed
213800T8ZHTFZIBYPE21
ISRAEL GOVERNMENT BOND - FIXED
EI9396645
117027000.000000
PA
37733302.770000
0.6488735462
Long
DBT
NUSS
IL
N
2
2042-01-31
Fixed
5.5
N
N
N
N
N
N
Severn Trent Utilities Finance PLC
213800KY9PT6WBH33232
SEVERN TRENT UTILITIES FINANCE PLC
EC0959402
206000.000000
PA
260918.860000
0.0044868414
Long
DBT
CORP
GB
N
2
2024-02-26
Fixed
6.125
N
N
N
N
N
N
Colombian TES
549300MHDRBVRF6B9117
COLOMBIAN TES
EJ5096460
60253700000.000000
PA
12390197.410000
0.2130656672
Long
DBT
NUSS
CO
N
2
2028-04-28
Fixed
6.0
N
N
N
N
N
N
Marks & Spencer PLC
213800CN1RI3UCIZWB95
MARKS & SPENCER PLC
EJ4718650
1713000.000000
PA
2108547.800000
0.0362592402
Long
DBT
CORP
GB
N
2
2025-06-12
Variable
6.0
N
N
N
N
N
N
Aquarius & Investments PLC for Zurich Insurance Co Ltd
635400GCDUBCNKKFJC68
AQUARIUS & INVESTMENTS PLC FOR ZURICH INSURANCE CO LTD
EJ5699842
2131000.000000
PA
2313232.140000
0.0397790554
Long
DBT
CORP
IE
N
2
2043-10-02
Variable
4.25
N
N
N
N
N
N
French Republic Government Bond OAT
969500KCGF3SUYJHPV70
FRENCH REPUBLIC GOVERNMENT BOND OAT
JK7596303
65636000.000000
PA
57834767.580000
0.9945445529
Long
DBT
NUSS
FR
N
2
2036-05-25
Fixed
1.25
N
N
N
N
N
N
Israel Government Bond - Fixed
213800T8ZHTFZIBYPE21
ISRAEL GOVERNMENT BOND - FIXED
AM6641311
13870000.000000
PA
3566740.610000
0.0613347748
Long
DBT
NUSS
IL
N
2
2047-03-31
Fixed
3.75
N
N
N
N
N
N
Volkswagen International Finance NV
5299004PWNHKYTR23649
VOLKSWAGEN INTERNATIONAL FINANCE NV
AM9628026
1300000.000000
PA
1300039.310000
0.0223558781
Long
DBT
CORP
NL
N
2
2027-03-30
Fixed
1.875
N
N
N
N
N
N
Cirsa Finance International Sarl
254900KUJN6DHWH2K029
CIRSA FINANCE INTERNATIONAL SARL
AT2561211
890496.630000
PA
967278.930000
0.0166336277
Long
DBT
CORP
LU
N
2
2023-12-20
Fixed
6.25
N
N
N
N
N
N
Banco Comercial Portugues SA
JU1U6S0DG9YLT7N8ZV32
BANCO COMERCIAL PORTUGUES SA
AQ1803867
3900000.000000
PA
3952462.800000
0.0679677729
Long
DBT
CORP
PT
N
2
2027-12-07
Variable
6.888
N
N
N
N
N
N
ABJA Investment Co Pte Ltd
254900E6OE5YJ9WCCU19
ABJA INVESTMENT CO PTE LTD
AQ8490791
7256000.000000
PA
USD
7165875.400000
0.1232266099
Long
DBT
CORP
SG
N
2
2028-01-24
Fixed
5.45
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS
AS6869968
13400000.000000
PA
11498365.050000
0.1977294421
Long
DBT
CORP
MX
N
2
2029-02-26
Fixed
4.75
N
N
N
N
N
N
Italy Buoni Poliennali Del Tesoro
815600DE60799F5A9309
ITALY BUONI POLIENNALI DEL TESORO
QZ7665156
37508000.000000
PA
29288349.240000
0.5036515131
Long
DBT
NUSS
IT
N
2
2067-03-01
Fixed
2.8
N
N
N
N
N
N
Utah Acquisition Sub Inc
254900JOFV74IJ7H9933
UTAH ACQUISITION SUB INC
AL2804121
5630000.000000
PA
5659597.410000
0.0973241877
Long
DBT
CORP
US
N
2
2028-11-22
Fixed
3.125
N
N
N
N
N
N
State Grid Overseas Investment BVI Ltd
3003006V8BHG5158QO96
STATE GRID OVERSEAS INVESTMENT BVI LTD
AS2544888
10000000.000000
PA
10344030.400000
0.1778791464
Long
DBT
CORP
VG
N
2
2025-05-02
Fixed
1.375
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE
LW9531713
4137000.000000
PA
4205516.660000
0.0723193653
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
1.625
N
N
N
N
N
N
Credit Agricole SA/London
969500TJ5KRTCJQWXH05
CREDIT AGRICOLE SA/LONDON
AM0713363
5800000.000000
PA
6089092.420000
0.1047099167
Long
DBT
CORP
FR
N
2
2024-09-16
Fixed
1.0
N
N
N
N
N
N
Nationwide Building Society
549300XFX12G42QIKN82
NATIONWIDE BUILDING SOCIETY
AO4071640
5050000.000000
PA
5267268.780000
0.0905775832
Long
DBT
CORP
GB
N
2
2029-07-25
Variable
2.0
N
N
N
N
N
N
TenneT Holding BV
724500LTUWK3JQG63903
TENNET HOLDING BV
AS7500786
12320000.000000
PA
11555298.190000
0.1987084820
Long
DBT
CORP
NL
N
2
2034-06-05
Fixed
2.0
N
N
N
N
N
N
Slovenia Government Bond
485100000LWQHIX4XX88
SLOVENIA GOVERNMENT BOND
JK2522817
7145000.000000
PA
7222519.590000
0.1242006810
Long
DBT
NUSS
SI
N
2
2032-03-03
Fixed
2.25
N
N
N
N
N
Cyprus Government International Bond
213800IOEYYAHPDLUL60
CYPRUS GOVERNMENT INTERNATIONAL BOND
LW9388882
6740000.000000
PA
7353511.250000
0.1264532541
Long
DBT
NUSS
CY
N
2
2023-07-26
Fixed
3.75
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
BANQUE FEDERATIVE DU CREDIT MUTUEL SA
AT5188905
3100000.000000
PA
2966138.030000
0.0510066271
Long
DBT
CORP
FR
N
2
2028-07-16
Fixed
1.375
N
N
N
N
N
Minejesa Capital BV
549300KS7ERCP10BKC35
MINEJESA CAPITAL BV
AO6253857
8300000.000000
PA
USD
6524937.850000
0.1122048496
Long
DBT
CORP
NL
N
2
2037-08-10
Fixed
5.625
N
N
N
N
N
N
Indonesia Government International Bond
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT INTERNATIONAL BOND
LW3626055
40797000.000000
PA
44251693.220000
0.7609658046
Long
DBT
NUSS
ID
N
2
2028-06-14
Fixed
3.75
N
N
N
N
N
N
Israel Government International Bond
213800T8ZHTFZIBYPE21
ISRAEL GOVERNMENT INTERNATIONAL BOND
AM0206418
18046000.000000
PA
18120586.860000
0.3116072167
Long
DBT
NUSS
IL
N
2
2027-01-18
Fixed
1.5
N
N
N
N
N
Becton Dickinson & Co
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON & CO
AS5816366
7393000.000000
PA
8844917.180000
0.1520999318
Long
DBT
CORP
US
N
2
2025-05-24
Fixed
3.02
N
N
N
N
N
N
Credit Agricole Assurances SA
969500K2MUPSI57XK083
CREDIT AGRICOLE ASSURANCES SA
AQ8047468
6000000.000000
PA
5736984.000000
0.0986549514
Long
DBT
CORP
FR
N
2
2048-01-29
Variable
2.625
N
N
N
N
N
N
Malaysia Government Bond
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT BOND
AS4638860
78750000.000000
PA
17930007.690000
0.3083299584
Long
DBT
NUSS
MY
N
2
2033-11-07
Fixed
4.642
N
N
N
N
N
N
Senegal Government International Bond
549300NP14ZLQGWIUZ97
SENEGAL GOVERNMENT INTERNATIONAL BOND
AR4938577
6700000.000000
PA
6314208.940000
0.1085810901
Long
DBT
NUSS
SN
N
2
2028-03-13
Fixed
4.75
N
N
N
N
N
N
Prologis LP
GL16H1DHB0QSHP25F723
PROLOGIS LP
74340XBF7
5048000.000000
PA
5141012.930000
0.0884064486
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
2.25
N
N
N
N
N
N
Inmobiliaria Colonial Socimi SA
95980020140005007414
INMOBILIARIA COLONIAL SOCIMI SA
AQ1248246
7300000.000000
PA
7470289.730000
0.1284614129
Long
DBT
CORP
ES
N
2
2025-11-28
Fixed
1.625
N
N
N
N
N
N
Cyprus Government International Bond
213800IOEYYAHPDLUL60
CYPRUS GOVERNMENT INTERNATIONAL BOND
AO0359395
1668000.000000
PA
1806124.860000
0.0310586818
Long
DBT
NUSS
CY
N
2
2024-06-27
Fixed
2.75
N
N
N
N
N
N
Transcanada Trust
549300Y0MFCAXLBWUV51
TRANSCANADA TRUST
89356BAD0
27134000.000000
PA
18210247.500000
0.3131490488
Long
DBT
CORP
CA
N
2
2077-05-18
Variable
4.65
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
BANCO SANTANDER SA
AQ6886024
5800000.000000
PA
6019537.150000
0.1035138228
Long
DBT
CORP
ES
N
2
2025-01-17
Fixed
1.125
N
N
N
N
N
N
Next Group PLC
213800O8TRZCFJ9R5760
NEXT GROUP PLC
EJ8437034
982000.000000
PA
1164379.790000
0.0200230350
Long
DBT
CORP
GB
N
2
2026-10-02
Fixed
4.375
N
N
N
N
N
N
Altice France SA/France
5493001ZMCICV4N02J21
ALTICE FRANCE SA/FRANCE
AT6218768
1305000.000000
PA
1180737.110000
0.0203043206
Long
DBT
CORP
FR
N
2
2027-02-01
Fixed
5.875
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
AS2798773
4750000.000000
PA
4654202.610000
0.0800351077
Long
DBT
CORP
US
N
2
2028-04-25
Variable
1.662
N
N
N
N
N
Cirsa Finance International Sarl
254900KUJN6DHWH2K029
CIRSA FINANCE INTERNATIONAL SARL
AT2681639
410255.900000
PA
445629.860000
0.0076631889
Long
DBT
CORP
LU
N
2
2023-12-20
Fixed
6.25
N
N
N
N
N
N
Czech Republic Government Bond
3157007EFDLQABN47912
CZECH REPUBLIC GOVERNMENT BOND
AR3931334
1352460000.000000
PA
56525367.810000
0.9720277094
Long
DBT
NUSS
CZ
N
2
2029-07-23
Fixed
2.75
N
N
N
N
N
N
Nationwide Building Society
549300XFX12G42QIKN82
NATIONWIDE BUILDING SOCIETY
AR5417662
2770000.000000
PA
2855170.630000
0.0490983973
Long
DBT
CORP
GB
N
2
2026-03-08
Variable
1.5
N
N
N
N
N
N
Malaysia Government Bond
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT BOND
AT4277287
119656000.000000
PA
28500047.290000
0.4900956289
Long
DBT
NUSS
MY
N
2
2048-07-06
Fixed
4.921
N
N
N
N
N
N
Volkswagen Leasing GmbH
5299004GLEUX88BSNB74
VOLKSWAGEN LEASING GMBH
AT9684297
5350000.000000
PA
5514674.370000
0.0948320463
Long
DBT
CORP
DE
N
2
2025-08-15
Fixed
1.625
N
N
N
N
N
N
Australia Government Bond
213800J6B7JSBDETCB42
AUSTRALIA GOVERNMENT BOND
EJ9437272
126357000.000000
PA
87466393.910000
1.5040991650
Long
DBT
NUSS
AU
N
2
2033-04-21
Fixed
4.5
N
N
N
N
N
N
Cyprus Government International Bond
213800IOEYYAHPDLUL60
CYPRUS GOVERNMENT INTERNATIONAL BOND
AW9847533
2716000.000000
PA
2648124.510000
0.0455379682
Long
DBT
NUSS
CY
N
2
2034-02-26
Fixed
2.75
N
N
N
N
N
N
Veolia Environnement SA
969500LENY69X51OOT31
VEOLIA ENVIRONNEMENT SA
AV9235723
5700000.000000
PA
5576024.360000
0.0958870397
Long
DBT
CORP
FR
N
2
2030-01-07
Fixed
1.94
N
N
N
N
N
N
Albania Government International Bond
254900EDM43U3SGRND29
ALBANIA GOVERNMENT INTERNATIONAL BOND
AU6543170
5310000.000000
PA
5560432.560000
0.0956189183
Long
DBT
NUSS
AL
N
2
2025-10-09
Fixed
3.5
N
N
N
N
N
N
Ireland Government Bond
549300KXBEJAOJ9OVF93
IRELAND GOVERNMENT BOND
ZS5382107
2696000.000000
PA
2066961.520000
0.0355441097
Long
DBT
NUSS
IE
N
2
2050-05-15
Fixed
1.5
N
N
N
N
N
N
Braskem Netherlands Finance BV
2549000TLMHFQ74DS330
BRASKEM NETHERLANDS FINANCE BV
ZQ3579112
6200000.000000
PA
USD
5330859.200000
0.0916711038
Long
DBT
CORP
NL
N
2
2030-01-31
Fixed
4.5
N
N
N
N
N
N
Anheuser-Busch InBev SA/NV
5493008H3828EMEXB082
ANHEUSER-BUSCH INBEV SA/NV
AX8902105
1465000.000000
PA
1385449.610000
0.0238246200
Long
DBT
CORP
BE
N
2
2031-03-28
Fixed
1.65
N
N
N
N
N
N
Trivium Packaging Finance BV
724500GMZWW3PVYET548
TRIVIUM PACKAGING FINANCE BV
AZ7426796
710000.000000
PA
714112.160000
0.0122800936
Long
DBT
CORP
NL
N
2
2026-08-15
Fixed
3.75
N
N
N
N
N
N
Fiserv Inc
GI7UBEJLXYLGR2C7GV83
FISERV INC
AZ1871179
1090000.000000
PA
1189408.000000
0.0204534279
Long
DBT
CORP
US
N
2
2023-07-01
Fixed
0.375
N
N
N
N
N
N
Fiserv Inc
GI7UBEJLXYLGR2C7GV83
FISERV INC
AZ1871211
9825000.000000
PA
9974962.910000
0.1715325477
Long
DBT
CORP
US
N
2
2031-07-01
Fixed
3.0
N
N
N
N
N
N
Fiserv Inc
GI7UBEJLXYLGR2C7GV83
FISERV INC
AZ1871195
175000.000000
PA
162222.430000
0.0027896271
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
1.625
N
N
N
N
N
N
APA Infrastructure Ltd
261700SS8OEHDOCOUJ33
APA INFRASTRUCTURE LTD
AX6137340
5720000.000000
PA
5696088.680000
0.0979517029
Long
DBT
CORP
AU
N
2
2031-07-18
Fixed
3.125
N
N
N
N
N
N
Anglo American Capital PLC
TINT358G1SSHR3L3PW36
ANGLO AMERICAN CAPITAL PLC
AX5433773
5340000.000000
PA
5743852.020000
0.0987730560
Long
DBT
CORP
GB
N
2
2029-03-11
Fixed
3.375
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS SA
AW7468688
9300000.000000
PA
9503041.470000
0.1634172406
Long
DBT
CORP
FR
N
2
2027-01-23
Variable
2.125
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UNICREDIT SPA
AX2154406
6100000.000000
PA
6606397.600000
0.1136056566
Long
DBT
CORP
IT
N
2
2029-02-20
Variable
4.875
N
N
N
N
N
N
Upjohn Finance BV
254900OG32E8F3XO5O83
UPJOHN FINANCE BV
BK1183734
5520000.000000
PA
4612858.570000
0.0793241428
Long
DBT
CORP
NL
N
2
2032-06-23
Fixed
1.908
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
ZS3025377
3049000.000000
PA
3320514.470000
0.0571005939
Long
DBT
CORP
US
N
2
2024-07-26
Variable
0.637
N
N
N
N
N
N
Cyprus Government International Bond
213800IOEYYAHPDLUL60
CYPRUS GOVERNMENT INTERNATIONAL BOND
ZS3023307
2832000.000000
PA
2542124.820000
0.0437151647
Long
DBT
NUSS
CY
N
2
2049-05-03
Fixed
2.75
N
N
N
N
N
N
China Government Bond
300300CHN201808MOF68
CHINA GOVERNMENT BOND
AZ1695297
80000000.000000
PA
13282536.000000
0.2284105976
Long
DBT
NUSS
CN
N
2
2069-06-24
Fixed
4.0
N
N
N
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
CLP/USD FWD 20230811 UBSWGB2L
000000000
1.000000
NC
USD
-138193.500000
-0.0023764182
N/A
DFE
CORP
CL
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
-11517250000.000000
CLP
14144959.040000
USD
2023-08-11
-138193.500000
N
N
N
Bangkok Bank PCL/Hong Kong
549300CCL2BKJGMYXV60
BANGKOK BANK PCL/HONG KONG
ZR6527587
9700000.000000
PA
USD
8234341.640000
0.1416002859
Long
DBT
CORP
TH
N
2
2034-09-25
Variable
3.733
N
N
N
N
N
N
LeasePlan Corp NV
724500C60L930FVHS484
LEASEPLAN CORP NV
ZS8242795
8200000.000000
PA
8757698.400000
0.1506000906
Long
DBT
CORP
NL
N
2
N/A
Variable
7.375
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO SPA
AZ3706928
5200000.000000
PA
4850737.550000
0.0834147834
Long
DBT
CORP
IT
N
2
2029-07-04
Fixed
1.75
N
N
N
N
N
Saudi Arabian Oil Co
5586006WD91QHB7J4X50
SAUDI ARABIAN OIL CO
ZS0947920
5800000.000000
PA
USD
5126562.000000
0.0881579459
Long
DBT
CORP
SA
N
2
2039-04-16
Fixed
4.25
N
N
N
N
N
N
Summer BidCo BV
724500EOJYP21L3XM206
SUMMER BIDCO BV
ZS5903621
1578695.690000
PA
1539156.410000
0.0264678097
Long
DBT
CORP
NL
N
2
2025-11-15
Fixed
9.0
N
N
Y
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP
14040HCC7
11300000.000000
PA
9970490.820000
0.1714556442
Long
DBT
CORP
US
N
2
2029-06-12
Fixed
1.65
N
N
N
N
N
N
Westlake Corp
GOXNEVUM0LL78B1OS344
WESTLAKE CORP
AZ5984929
14435000.000000
PA
12921562.540000
0.2222031864
Long
DBT
CORP
US
N
2
2029-07-17
Fixed
1.625
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
NETFLIX INC
ZS2938422
11585000.000000
PA
12298081.030000
0.2114816055
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.875
N
N
N
N
N
N
Serbia International Bond
254900W94OCY91V32O78
SERBIA INTERNATIONAL BOND
AZ2272021
14635000.000000
PA
12380407.440000
0.2128973159
Long
DBT
NUSS
RS
N
2
2029-06-26
Fixed
1.5
N
N
N
N
N
N
Blackstone Property Partners Europe Holdings Sarl
213800Y3B5GQFBGVHP79
BLACKSTONE PROPERTY PARTNERS EUROPE HOLDINGS SARL
ZR4791987
9970000.000000
PA
8074807.330000
0.1388568846
Long
DBT
CORP
LU
N
2
2029-03-12
Fixed
1.75
N
N
N
N
N
N
United Kingdom Gilt
ECTRVYYCEF89VWYS6K36
UNITED KINGDOM GILT
AZ2780841
55319000.000000
PA
64318571.520000
1.1060420510
Long
DBT
NUSS
GB
N
2
2025-06-07
Fixed
0.625
N
N
N
N
N
N
Hannover Rueck SE
529900KIN5BE45V5KB18
HANNOVER RUECK SE
ZR8868088
11500000.000000
PA
9866494.000000
0.1696672828
Long
DBT
CORP
DE
N
2
2039-10-09
Variable
1.125
N
N
N
N
N
CA Auto Bank SPA/Ireland
549300V1VN70Q7PQ7234
CA AUTO BANK SPA/IRELAND
ZR4791730
5800000.000000
PA
6030169.800000
0.1036966651
Long
DBT
CORP
IT
N
2
2024-09-13
Fixed
0.5
N
N
N
N
N
Brazil Notas do Tesouro Nacional Serie F
254900ZFY40OYEADAP90
BRAZIL NOTAS DO TESOURO NACIONAL SERIE F
ZP2084801
274810000.000000
PA
55829934.600000
0.9600688248
Long
DBT
NUSS
BR
N
2
2031-01-01
Fixed
10.0
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S
ZQ4664830
4700000.000000
PA
4750402.800000
0.0816893960
Long
DBT
CORP
DK
N
2
2030-02-12
Variable
1.375
N
N
N
N
N
N
International Game Technology PLC
549300UQ6KHRCZDRGZ76
INTERNATIONAL GAME TECHNOLOGY PLC
AZ0978447
4550000.000000
PA
4778823.650000
0.0821781297
Long
DBT
CORP
GB
N
2
2026-06-15
Fixed
3.5
N
N
N
N
N
International Game Technology PLC
549300UQ6KHRCZDRGZ76
INTERNATIONAL GAME TECHNOLOGY PLC
AZ0981300
2410000.000000
PA
2531201.100000
0.0435273171
Long
DBT
CORP
GB
N
2
2026-06-15
Fixed
3.5
N
N
N
N
N
N
Volkswagen Leasing GmbH
5299004GLEUX88BSNB74
VOLKSWAGEN LEASING GMBH
AZ1285495
5135000.000000
PA
5158296.960000
0.0887036701
Long
DBT
CORP
DE
N
2
2026-06-19
Fixed
1.5
N
N
N
N
N
N
Banco Comercial Portugues SA
JU1U6S0DG9YLT7N8ZV32
BANCO COMERCIAL PORTUGUES SA
BN9424753
5800000.000000
PA
5549801.730000
0.0954361072
Long
DBT
CORP
PT
N
2
2027-02-12
Variable
1.125
N
N
N
N
N
N
Senegal Government International Bond
549300NP14ZLQGWIUZ97
SENEGAL GOVERNMENT INTERNATIONAL BOND
BP9003107
9600000.000000
PA
7026455.040000
0.1208290943
Long
DBT
NUSS
SN
N
2
2037-06-08
Fixed
5.375
N
N
N
N
N
N
Indonesia Treasury Bond
529900FWX0GRR7WG5W79
INDONESIA TREASURY BOND
BK8407086
763931000000.000000
PA
51415039.300000
0.8841489196
Long
DBT
NUSS
ID
N
2
2031-02-15
Fixed
6.5
N
N
N
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
THERMO FISHER SCIENTIFIC INC
ZR7668893
5170000.000000
PA
4514444.330000
0.0776317811
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
0.875
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
ZM4787788
5500000.000000
PA
5834995.580000
0.1003403889
Long
DBT
CORP
FR
N
2
2028-01-25
Fixed
3.5
N
N
N
N
N
Republic of Austria Government Bond
529900QWWUI4XRVR7I03
REPUBLIC OF AUSTRIA GOVERNMENT BOND
BH3926764
40505000.000000
PA
25529374.750000
0.4390110250
Long
DBT
NUSS
AT
N
2
2051-03-20
Fixed
0.75
N
N
N
N
N
N
Altice France SA/France
5493001ZMCICV4N02J21
ALTICE FRANCE SA/FRANCE
ZR5945186
505000.000000
PA
401135.700000
0.0068980536
Long
DBT
CORP
FR
N
2
2028-01-15
Fixed
3.375
N
N
N
N
N
N
China Government Bond
300300CHN201808MOF68
CHINA GOVERNMENT BOND
ZQ5976324
310000000.000000
PA
43955054.080000
0.7558647062
Long
DBT
NUSS
CN
N
2
2029-11-21
Fixed
3.13
N
N
N
N
N
N
Tesco Corporate Treasury Services PLC
21380018AJDKNF3A6712
TESCO CORPORATE TREASURY SERVICES PLC
ZQ7670032
5250000.000000
PA
5225696.780000
0.0898626983
Long
DBT
CORP
GB
N
2
2026-05-29
Fixed
0.875
N
N
N
N
N
Norway Government Bond
549300L0BT3FJTN9MX24
NORWAY GOVERNMENT BOND
EK1132415
104912000.000000
PA
9701838.260000
0.1668358117
Long
DBT
NUSS
NO
N
2
2024-03-14
Fixed
3.0
N
N
N
N
N
N
Hannover Rueck SE
529900KIN5BE45V5KB18
HANNOVER RUECK SE
BK2910671
4800000.000000
PA
4150924.800000
0.0713805868
Long
DBT
CORP
DE
N
2
2040-10-08
Variable
1.75
N
N
N
N
N
Cyprus Government International Bond
213800IOEYYAHPDLUL60
CYPRUS GOVERNMENT INTERNATIONAL BOND
ZP4820376
395000.000000
PA
285070.650000
0.0049021631
Long
DBT
NUSS
CY
N
2
2040-01-21
Fixed
1.25
N
N
N
N
N
N
Thailand Government Bond
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND
ZQ3490328
132630000.000000
PA
3554088.930000
0.0611172126
Long
DBT
NUSS
TH
N
2
2029-12-17
Fixed
1.6
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
CREDIT AGRICOLE SA
ZP3171193
1000000.000000
PA
835335.420000
0.0143646863
Long
DBT
CORP
FR
N
2
2032-01-14
Fixed
0.875
N
N
N
N
N
N
Nationale-Nederlanden Bank NV/The Netherlands
724500BICUQ0LF1AH770
NATIONALE-NEDERLANDEN BANK NV/THE NETHERLANDS
ZQ6802594
5300000.000000
PA
5421668.670000
0.0932326915
Long
DBT
CORP
NL
N
2
2025-02-26
Fixed
0.375
N
N
N
N
N
N
Ivory Coast Government International Bond
254900ICW11T82O6H590
IVORY COAST GOVERNMENT INTERNATIONAL BOND
ZQ0748892
17625000.000000
PA
16154062.060000
0.2777902480
Long
DBT
NUSS
CI
N
2
2031-10-17
Fixed
5.875
N
N
N
N
N
N
Bulgaria Government International Bond
529900PG0XCL4LICL838
BULGARIA GOVERNMENT INTERNATIONAL BOND
ZM5000082
18433000.000000
PA
19964501.120000
0.3433157367
Long
DBT
NUSS
BG
N
2
2033-01-27
Fixed
4.5
N
N
N
N
N
N
Ziggo BV
213800TQASLF9JXH5J59
ZIGGO BV
ZQ1506224
2720000.000000
PA
2386679.620000
0.0410420810
Long
DBT
CORP
NL
N
2
2030-01-15
Fixed
2.875
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
GENERAL MOTORS FINANCIAL CO INC
BG1643058
10000000.000000
PA
9936903.680000
0.1708780694
Long
DBT
CORP
US
N
2
2026-02-26
Fixed
0.85
N
N
N
N
N
Indonesia Treasury Bond
529900FWX0GRR7WG5W79
INDONESIA TREASURY BOND
BQ3772713
324510000000.000000
PA
21753095.870000
0.3740729653
Long
DBT
NUSS
ID
N
2
2032-04-15
Fixed
6.375
N
N
N
N
N
N
Romanian Government International Bond
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND
BJ5968158
23390000.000000
PA
22427973.420000
0.3856783684
Long
DBT
NUSS
RO
N
2
2030-05-26
Fixed
3.624
N
N
N
N
N
N
QNB Finance Ltd
549300MY0DXTHQEX5O57
QNB FINANCE LTD
ZP9011815
8200000.000000
PA
USD
7582310.400000
0.1303877550
Long
DBT
CORP
KY
N
2
2027-02-12
Fixed
2.75
N
N
N
N
N
Canadian Government Bond
4BFD7AQU0A75QLAHK410
CANADIAN GOVERNMENT BOND
135087M84
313140000.000000
PA
215324968.180000
3.7027947576
Long
DBT
NUSS
CA
N
2
2027-03-01
Fixed
1.25
N
N
N
N
N
N
Bulgaria Government International Bond
529900PG0XCL4LICL838
BULGARIA GOVERNMENT INTERNATIONAL BOND
ZM5000066
8790000.000000
PA
9520314.910000
0.1637142800
Long
DBT
NUSS
BG
N
2
2033-01-27
Fixed
4.5
N
N
N
N
N
N
Autostrade per l Italia SpA
815600149448CEB9B230
AUTOSTRADE PER L'ITALIA SPA
BT5731778
3300000.000000
PA
2919082.210000
0.0501974406
Long
DBT
CORP
IT
N
2
2032-01-25
Fixed
2.25
N
N
N
N
N
N
Vmed O2 UK Financing I PLC
213800MRR46ECNGZ7L69
VMED O2 UK FINANCING I PLC
BQ1812982
5630000.000000
PA
5407263.130000
0.0929849694
Long
DBT
CORP
GB
N
2
2031-07-15
Fixed
4.5
N
N
N
N
N
N
Deuce Finco Plc
9845007DA2BC863E8437
DEUCE FINCO PLC
BP8782586
1600000.000000
PA
1719884.800000
0.0295756710
Long
DBT
CORP
GB
N
2
2027-06-15
Fixed
5.5
N
N
N
N
N
N
Cyprus Government International Bond
213800IOEYYAHPDLUL60
CYPRUS GOVERNMENT INTERNATIONAL BOND
BH6216213
2130000.000000
PA
2157723.060000
0.0371048732
Long
DBT
NUSS
CY
N
2
2027-04-16
Fixed
1.5
N
N
N
N
N
N
Singapore Government Bond
549300ZSV6VOGFH1ER70
SINGAPORE GOVERNMENT BOND
BQ1798256
48911000.000000
PA
32494856.840000
0.5587916096
Long
DBT
NUSS
SG
N
2
2031-07-01
Fixed
1.625
N
N
N
N
N
N
Italy Buoni Poliennali Del Tesoro
815600DE60799F5A9309
ITALY BUONI POLIENNALI DEL TESORO
BZ9605404
146586000.000000
PA
165421381.050000
2.8446372371
Long
DBT
NUSS
IT
N
2
2033-05-01
Fixed
4.4
N
N
N
N
N
Santander UK Group Holdings PLC
549300F5XIFGNNW4CF72
SANTANDER UK GROUP HOLDINGS PLC
BY5268937
5300000.000000
PA
5443587.600000
0.0936096162
Long
DBT
CORP
GB
N
2
2028-08-25
Variable
3.53
N
N
N
N
N
N
Japanese Government CPI Linked Bond
353800WZS8AXZXFUC241
JAPANESE GOVERNMENT CPI LINKED BOND
EK1626937
5331749100.000000
PA
37671978.650000
0.6478189977
Long
DBT
NUSS
JP
N
2
2024-03-10
Fixed
0.1
N
N
N
N
N
N
Bundesrepublik Deutschland Bundesanleihe
529900AQBND3S6YJLY83
BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE
BR2469814
27421199.960000
PA
15343410.030000
0.2638500249
Long
DBT
NUSS
DE
N
2
2052-08-15
None
0.0
N
N
N
N
N
N
Becton Dickinson Euro Finance Sarl
549300W40NLZ25XUTH09
BECTON DICKINSON EURO FINANCE SARL
BN9906858
1874000.000000
PA
1468489.910000
0.0252526067
Long
DBT
CORP
LU
N
2
2036-02-12
Fixed
1.213
N
N
N
N
N
N
Romania Government Bond
315700IASY927EDWBK92
ROMANIA GOVERNMENT BOND
ZR8870548
225515000.000000
PA
41891284.400000
0.7203754845
Long
DBT
NUSS
RO
N
2
2034-10-11
Fixed
4.75
N
N
N
N
N
N
Deutsche Bundesrepublik Inflation Linked Bond
529900AQBND3S6YJLY83
DEUTSCHE BUNDESREPUBLIK INFLATION LINKED BOND
EK1581793
76702161.060000
PA
85265050.420000
1.4662441814
Long
DBT
NUSS
DE
N
2
2030-04-15
Fixed
0.5
N
N
N
N
N
N
United Group BV
213800PC85O8BJ7DU398
UNITED GROUP BV
BQ6035274
3105000.000000
PA
2744303.970000
0.0471918999
Long
DBT
CORP
NL
N
2
2028-08-15
Fixed
4.625
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE
BW0484871
3180000.000000
PA
3484504.080000
0.0599206100
Long
DBT
CORP
US
N
2
2029-10-29
Variable
3.625
N
N
N
N
N
N
Veolia Environnement SA
969500LENY69X51OOT31
VEOLIA ENVIRONNEMENT SA
BH3926186
2000000.000000
PA
1986813.310000
0.0341658562
Long
DBT
CORP
FR
N
2
2027-04-02
Fixed
1.25
N
N
N
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
THERMO FISHER SCIENTIFIC INC
BH4498748
842000.000000
PA
824844.080000
0.0141842739
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
2.375
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
BQ8368673
5175000.000000
PA
4517342.120000
0.0776816124
Long
DBT
CORP
GB
N
2
2029-08-09
Variable
0.577
N
N
N
N
N
N
Transurban Finance Co Pty Ltd
54930081LPJMUMEA6E57
TRANSURBAN FINANCE CO PTY LTD
BH4962032
11250000.000000
PA
11511819.000000
0.1979608004
Long
DBT
CORP
AU
N
2
2030-04-08
Fixed
3.0
N
N
N
N
N
N
China Government Bond
300300CHN201808MOF68
CHINA GOVERNMENT BOND
BP5955698
270000000.000000
PA
38094340.350000
0.6550820601
Long
DBT
NUSS
CN
N
2
2031-05-27
Fixed
3.02
N
N
N
N
N
N
Serbia Treasury Bonds
254900W94OCY91V32O78
SERBIA TREASURY BONDS
BG1390940
780370000.000000
PA
6471728.440000
0.1112898441
Long
DBT
NUSS
RS
N
2
2032-08-20
Fixed
4.5
N
N
N
N
N
N
MEGlobal BV
549300WBVLU2FILR7W19
MEGLOBAL BV
BP2041641
3125000.000000
PA
USD
2730909.380000
0.0469615624
Long
DBT
CORP
NL
N
2
2028-04-28
Fixed
2.625
N
N
N
N
N
Tesco Corporate Treasury Services PLC
21380018AJDKNF3A6712
TESCO CORPORATE TREASURY SERVICES PLC
BS1441242
4850000.000000
PA
4919407.870000
0.0845956594
Long
DBT
CORP
GB
N
2
2028-11-02
Fixed
1.875
N
N
N
N
N
N
Infrastrutture Wireless Italiane SpA
81560066183FE361C071
INFRASTRUTTURE WIRELESS ITALIANE SPA
ZO9261934
4612000.000000
PA
4412093.040000
0.0758717167
Long
DBT
CORP
IT
N
2
2028-10-21
Fixed
1.625
N
N
N
N
N
N
Thailand Government Bond
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND
BP2211780
3200559000.000000
PA
87283865.810000
1.5009603553
Long
DBT
NUSS
TH
N
2
2031-12-17
Fixed
2.0
N
N
N
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHARTERED PLC
BJ8144633
9070000.000000
PA
9177757.700000
0.1578235603
Long
DBT
CORP
GB
N
2
2030-09-09
Variable
2.5
N
N
N
N
N
N
Landsbankinn HF
549300TLZPT6JELDWM92
LANDSBANKINN HF
BO1546940
8060000.000000
PA
7860164.640000
0.1351658225
Long
DBT
CORP
IS
N
2
2025-05-23
Fixed
0.375
N
N
N
N
N
United Kingdom Gilt
ECTRVYYCEF89VWYS6K36
UNITED KINGDOM GILT
BJ7876565
22419000.000000
PA
11545448.720000
0.1985391075
Long
DBT
NUSS
GB
N
2
2050-10-22
Fixed
0.625
N
N
N
N
N
N
Japan Government Thirty Year Bond
353800WZS8AXZXFUC241
JAPAN GOVERNMENT THIRTY YEAR BOND
BT3860645
586150000.000000
PA
3529777.060000
0.0606991382
Long
DBT
NUSS
JP
N
2
2051-12-20
Fixed
0.7
N
N
N
N
N
N
Philippine Government International Bond
529900RAHBALMYIJ3T08
PHILIPPINE GOVERNMENT INTERNATIONAL BOND
BP1537383
4245000.000000
PA
4324430.670000
0.0743642474
Long
DBT
NUSS
PH
N
2
2025-04-28
Fixed
0.25
N
N
N
N
N
N
InPost SA
2221003M23QLERR89585
INPOST SA
BQ1783969
1740000.000000
PA
1654987.600000
0.0284596787
Long
DBT
CORP
LU
N
2
2027-07-15
Fixed
2.25
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S
BU4373462
2440000.000000
PA
2429556.800000
0.0417794102
Long
DBT
CORP
DK
N
2
2027-02-17
Variable
1.375
N
N
N
N
N
N
Encore Capital Group Inc
5493000UVC6H49CIH830
ENCORE CAPITAL GROUP INC
ZO3891934
3480000.000000
PA
3539268.350000
0.0608623533
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
4.875
N
N
N
N
N
Banco Comercial Portugues SA
JU1U6S0DG9YLT7N8ZV32
BANCO COMERCIAL PORTUGUES SA
BR6434368
3500000.000000
PA
3227758.690000
0.0555055369
Long
DBT
CORP
PT
N
2
2028-04-07
Variable
1.75
N
N
N
N
N
Serbia International Bond
254900W94OCY91V32O78
SERBIA INTERNATIONAL BOND
BR4415765
12725000.000000
PA
8551397.490000
0.1470524764
Long
DBT
NUSS
RS
N
2
2036-09-23
Fixed
2.05
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
BZ8087133
2000000.000000
PA
2283816.130000
0.0392732086
Long
DBT
CORP
US
N
2
2034-01-25
Variable
5.148
N
N
N
N
N
N
American Honda Finance Corp
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA FINANCE CORP
BH8301070
4680000.000000
PA
4973119.560000
0.0855193023
Long
DBT
CORP
US
N
2
2024-10-18
Fixed
1.95
N
N
N
N
N
N
Cellnex Telecom SA
5493008T4YG3AQUI7P67
CELLNEX TELECOM SA
ZO9508185
16900000.000000
PA
14858508.120000
0.2555115017
Long
DBT
CORP
ES
N
2
2030-10-23
Fixed
1.75
N
N
N
N
N
Santander UK Group Holdings PLC
549300F5XIFGNNW4CF72
SANTANDER UK GROUP HOLDINGS PLC
BR3172219
6475000.000000
PA
5625920.300000
0.0967450657
Long
DBT
CORP
GB
N
2
2029-09-13
Variable
0.603
N
N
N
N
N
N
Slovenia Government Bond
485100000LWQHIX4XX88
SLOVENIA GOVERNMENT BOND
BN3326814
4975000.000000
PA
4254629.010000
0.0731639165
Long
DBT
NUSS
SI
N
2
2031-02-12
None
0.0
N
N
N
N
N
N
Gruenenthal GmbH
529900SH895E31PGLA72
GRUENENTHAL GMBH
BP1531568
990000.000000
PA
1014174.370000
0.0174400562
Long
DBT
CORP
DE
N
2
2026-11-15
Fixed
3.625
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC
BJ4447196
5270000.000000
PA
4430280.730000
0.0761844778
Long
DBT
CORP
US
N
2
2033-05-18
Fixed
1.3
N
N
N
N
N
N
Leviathan Bond Ltd
254900D9T8VKYVQNZ220
LEVIATHAN BOND LTD
BK6709046
5700000.000000
PA
USD
5472000.000000
0.0940982046
Long
DBT
CORP
IL
N
2
2027-06-30
Fixed
6.5
N
N
N
N
N
N
Telstra Corp Ltd
PCTXNQGRJVR3OG33JG65
TELSTRA CORP LTD
BH8858053
3175000.000000
PA
2912759.530000
0.0500887139
Long
DBT
CORP
AU
N
2
2030-04-23
Fixed
1.0
N
N
N
N
N
N
Hellenic Republic Government Bond
2138003EKTMKZ5598902
HELLENIC REPUBLIC GOVERNMENT BOND
BN7651852
17599000.000000
PA
15425252.050000
0.2652574056
Long
DBT
NUSS
GR
N
2
2031-06-18
Fixed
0.75
N
N
N
N
N
N
NatWest Group PLC
2138005O9XJIJN4JPN90
NATWEST GROUP PLC
BO2209423
2014000.000000
PA
1749922.130000
0.0300922022
Long
DBT
CORP
GB
N
2
2030-02-26
Variable
0.78
N
N
N
N
N
N
Banco de Sabadell SA
SI5RG2M0WQQLZCXKRM20
BANCO DE SABADELL SA
BP9815211
6600000.000000
PA
6031608.000000
0.1037213969
Long
DBT
CORP
ES
N
2
2028-06-16
Variable
0.875
N
N
N
N
N
N
Czech Republic Government Bond
3157007EFDLQABN47912
CZECH REPUBLIC GOVERNMENT BOND
BH2499433
355000000.000000
PA
10705900.440000
0.1841019755
Long
DBT
NUSS
CZ
N
2
2040-04-24
Fixed
1.5
N
N
N
N
N
N
Iceland Government International Bond
549300K5GD3JPA2LLG98
ICELAND GOVERNMENT INTERNATIONAL BOND
BN7922691
10385000.000000
PA
9531347.390000
0.1639039980
Long
DBT
NUSS
IS
N
2
2028-04-15
None
0.0
N
N
N
N
N
N
NatWest Group PLC
2138005O9XJIJN4JPN90
NATWEST GROUP PLC
BR3367546
5075000.000000
PA
4519486.600000
0.0777184896
Long
DBT
CORP
GB
N
2
2032-09-14
Variable
1.043
N
N
N
N
N
N
China Government Bond
300300CHN201808MOF68
CHINA GOVERNMENT BOND
BR8945304
170000000.000000
PA
25326458.440000
0.4355216134
Long
DBT
NUSS
CN
N
2
2051-10-18
Fixed
3.53
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NDX6
3000000.000000
PA
2893371.360000
0.0497553089
Long
DBT
CORP
US
N
2
2026-09-14
None
0.0
N
N
N
N
N
Hungary Government Bond
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT BOND
BT4396433
1077550000.000000
PA
2682273.410000
0.0461252032
Long
DBT
NUSS
HU
N
2
2032-11-24
Fixed
4.75
N
N
N
N
N
N
TK Elevator Midco GmbH
254900K869UN2ZWVB351
TK ELEVATOR MIDCO GMBH
BK2987372
2745000.000000
PA
2670049.640000
0.0459149995
Long
DBT
CORP
DE
N
2
2027-07-15
Fixed
4.375
N
N
N
N
N
Banco Bilbao Vizcaya Argentaria SA
K8MS7FD7N5Z2WQ51AZ71
BANCO BILBAO VIZCAYA ARGENTARIA SA
BY9992805
7900000.000000
PA
8349624.520000
0.1435827260
Long
DBT
CORP
ES
N
2
2027-09-20
Fixed
3.375
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
COP/USD FWD 20230908 BNPAFRPP
000000000
1.000000
NC
USD
-378098.040000
-0.0065018909
N/A
DFE
CORP
CO
N
2
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
-23264714820.410000
COP
5091961.720000
USD
2023-09-08
-378098.040000
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
COOPERATIEVE RABOBANK UA
EK2758630
100000.000000
PA
111337.090000
0.0019145870
Long
DBT
CORP
NL
N
2
2029-05-23
Fixed
4.625
N
N
N
N
N
N
Autostrade per l Italia SpA
815600149448CEB9B230
AUTOSTRADE PER L'ITALIA SPA
BN4840177
5620000.000000
PA
5144039.230000
0.0884584898
Long
DBT
CORP
IT
N
2
2030-01-15
Fixed
2.0
N
N
N
N
N
N
Jerrold Finco PLC
213800F7AYNHLL1BPR31
JERROLD FINCO PLC
ZP7634477
580000.000000
PA
645276.330000
0.0110963714
Long
DBT
CORP
GB
N
2
2026-01-15
Fixed
4.875
N
N
N
N
N
N
Logicor Financing Sarl
254900IS16Q1A2TQFN22
LOGICOR FINANCING SARL
BK3451733
6240000.000000
PA
5865961.220000
0.1008728836
Long
DBT
CORP
LU
N
2
2026-07-13
Fixed
1.5
N
N
N
N
N
N
Albania Government International Bond
254900EDM43U3SGRND29
ALBANIA GOVERNMENT INTERNATIONAL BOND
BJ9488302
4085000.000000
PA
4123235.600000
0.0709044348
Long
DBT
NUSS
AL
N
2
2027-06-16
Fixed
3.5
N
N
N
N
N
N
Metropolitan Life Global Funding I
635400MMSOCXNNNZDZ82
METROPOLITAN LIFE GLOBAL FUNDING I
ZM1986599
570000.000000
PA
685504.340000
0.0117881447
Long
DBT
CORP
US
N
2
2030-01-10
Fixed
5.0
N
N
N
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
MONDELEZ INTERNATIONAL INC
BO3832199
3875000.000000
PA
3602173.960000
0.0619440976
Long
DBT
CORP
US
N
2
2028-03-17
Fixed
0.25
N
N
N
N
N
N
North Macedonia Government International Bond
635400RD1N6RVNCE4958
NORTH MACEDONIA GOVERNMENT INTERNATIONAL BOND
BO3834849
6726000.000000
PA
5962522.980000
0.1025333895
Long
DBT
NUSS
MK
N
2
2028-03-10
Fixed
1.625
N
N
N
N
N
N
Bellis Acquisition Co PLC
259400CYE2267UB4A481
BELLIS ACQUISITION CO PLC
BN9675065
1450000.000000
PA
1537744.580000
0.0264435315
Long
DBT
CORP
GB
N
2
2026-02-16
Fixed
3.25
N
N
N
N
N
N
Malaysia Government Bond
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT BOND
BJ9810216
94879000.000000
PA
19817963.890000
0.3407958372
Long
DBT
NUSS
MY
N
2
2050-06-15
Fixed
4.065
N
N
N
N
N
N
PLT VII Finance Sarl
894500SKZV4JDP64R249
PLT VII FINANCE SARL
BK4220475
1150000.000000
PA
1222409.980000
0.0210209401
Long
DBT
CORP
LU
N
2
2026-01-05
Fixed
4.625
N
N
N
N
N
N
Czech Republic Government Bond
3157007EFDLQABN47912
CZECH REPUBLIC GOVERNMENT BOND
BR1344414
295150000.000000
PA
10221897.210000
0.1757789063
Long
DBT
NUSS
CZ
N
2
2037-07-30
Fixed
1.95
N
N
N
N
N
N
American Honda Finance Corp
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA FINANCE CORP
BM6819999
4097000.000000
PA
4348305.880000
0.0747748129
Long
DBT
CORP
US
N
2
2026-11-25
Fixed
0.75
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YDP1
5967000.000000
PA
6116742.490000
0.1051853959
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
2.625
N
N
N
N
N
N
Japan Government Thirty Year Bond
353800WZS8AXZXFUC241
JAPAN GOVERNMENT THIRTY YEAR BOND
BX7150259
10616750000.000000
PA
74316882.120000
1.2779760928
Long
DBT
NUSS
JP
N
2
2052-06-20
Fixed
1.3
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC
ZM8874665
6420000.000000
PA
6870928.270000
0.1181546079
Long
DBT
CORP
US
N
2
2027-08-03
Fixed
4.867
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
BM0594143
11660000.000000
PA
10367019.800000
0.1782744792
Long
DBT
CORP
US
N
2
2029-10-26
Variable
0.495
N
N
N
N
N
N
Brazil Notas do Tesouro Nacional Serie B
254900ZFY40OYEADAP90
BRAZIL NOTAS DO TESOURO NACIONAL SERIE B
ZP2084785
33441659.565000
PA
6982772.660000
0.1200779186
Long
DBT
NUSS
BR
N
2
2025-05-15
Fixed
6.0
N
N
N
N
N
N
Medtronic Global Holdings SCA
549300JXMTTP8GKYIX14
MEDTRONIC GLOBAL HOLDINGS SCA
ZO6400725
2969000.000000
PA
2736571.290000
0.0470589264
Long
DBT
CORP
LU
N
2
2028-10-15
Fixed
0.375
N
N
N
N
N
N
Spain Government Bond
9598007A56S18711AH60
SPAIN GOVERNMENT BOND
BO5684341
65124000.000000
PA
61372405.380000
1.0553788668
Long
DBT
NUSS
ES
N
2
2028-01-31
None
0.0
N
N
N
N
N
N
Verisure Holding AB
549300VQQCWGISM3N408
VERISURE HOLDING AB
BK4334524
1600000.000000
PA
1636031.800000
0.0281337089
Long
DBT
CORP
SE
N
2
2026-07-15
Fixed
3.875
N
N
N
N
N
N
Banco de Sabadell SA
SI5RG2M0WQQLZCXKRM20
BANCO DE SABADELL SA
ZN1277963
5100000.000000
PA
5606858.400000
0.0964172714
Long
DBT
CORP
ES
N
2
2028-11-10
Variable
5.125
N
N
N
N
N
N
Avinor AS
5967007LIEEXZX8ZW078
AVINOR AS
ZO6396162
10635000.000000
PA
9392551.580000
0.1615172223
Long
DBT
CORP
NO
N
2
2030-10-01
Fixed
0.75
N
N
N
N
N
N
Autostrade per l Italia SpA
815600149448CEB9B230
AUTOSTRADE PER L'ITALIA SPA
BM8534356
6245000.000000
PA
5957001.780000
0.1024384452
Long
DBT
CORP
IT
N
2
2028-12-04
Fixed
2.0
N
N
N
N
N
N
Harley-Davidson Financial Services Inc
RLUFFFFW4GRYU77BTS24
HARLEY-DAVIDSON FINANCIAL SERVICES INC
ZL8929644
8000000.000000
PA
8803976.190000
0.1513958978
Long
DBT
CORP
US
N
2
2026-04-05
Fixed
5.125
N
N
N
N
N
Singapore Government Bond
549300ZSV6VOGFH1ER70
SINGAPORE GOVERNMENT BOND
BM0763284
44175000.000000
PA
30503745.560000
0.5245518441
Long
DBT
NUSS
SG
N
2
2025-11-01
Fixed
0.5
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
BN3350699
7100000.000000
PA
5827684.540000
0.1002146660
Long
DBT
CORP
FR
N
2
2031-01-14
Fixed
0.25
N
N
N
N
N
N
Hungary Government Bond
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT BOND
ZO9985268
25704650000.000000
PA
51734532.590000
0.8896430251
Long
DBT
NUSS
HU
N
2
2033-04-20
Fixed
2.25
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
EK3355527
5000000.000000
PA
5365921.440000
0.0922740449
Long
DBT
CORP
US
N
2
2024-06-19
Fixed
2.375
N
N
N
N
N
N
Santander UK Group Holdings PLC
549300F5XIFGNNW4CF72
SANTANDER UK GROUP HOLDINGS PLC
BT4299181
3320000.000000
PA
3425825.000000
0.0589115464
Long
DBT
CORP
GB
N
2
2029-01-17
Variable
2.421
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP AG
BV3327780
7050000.000000
PA
6698798.780000
0.1151946159
Long
DBT
CORP
CH
N
2
2032-04-02
Variable
2.875
N
N
N
N
N
N
Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC
N/A
ARDAGH METAL PACKAGING FINANCE USA LLC / ARDAGH METAL PACKAGING FINANCE PLC
BO2884290
5325000.000000
PA
4311552.990000
0.0741427989
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
3.0
N
N
N
N
N
N
NatWest Group PLC
2138005O9XJIJN4JPN90
NATWEST GROUP PLC
BR3767174
5250000.000000
PA
4624115.500000
0.0795177205
Long
DBT
CORP
GB
N
2
2029-09-14
Variable
0.67
N
N
N
N
N
N
Berkshire Hathaway Finance Corp
549300RLHFT5RU20WM87
BERKSHIRE HATHAWAY FINANCE CORP
BV0736157
5119000.000000
PA
4798582.710000
0.0825179126
Long
DBT
CORP
US
N
2
2030-03-18
Fixed
1.5
N
N
N
N
N
N
Brambles Finance PLC
213800MBRRUVQIONAN53
BRAMBLES FINANCE PLC
ZL5103201
10660000.000000
PA
11656619.600000
0.2004508363
Long
DBT
CORP
GB
N
2
2031-03-22
Fixed
4.25
N
N
N
N
N
N
Singapore Government Bond
549300ZSV6VOGFH1ER70
SINGAPORE GOVERNMENT BOND
EK3442887
162299000.000000
PA
118402424.860000
2.0360847224
Long
DBT
NUSS
SG
N
2
2029-07-01
Fixed
2.875
N
N
N
N
N
N
Japan Government Thirty Year Bond
353800WZS8AXZXFUC241
JAPAN GOVERNMENT THIRTY YEAR BOND
BV8018210
10935750000.000000
PA
71158351.920000
1.2236610305
Long
DBT
NUSS
JP
N
2
2052-03-20
Fixed
1.0
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS SA
ZM1980592
4000000.000000
PA
4293872.000000
0.0738387511
Long
DBT
CORP
FR
N
2
2031-01-10
Variable
3.875
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
ZM2318578
4650000.000000
PA
5650264.290000
0.0971636925
Long
DBT
CORP
GB
N
2
2031-01-31
Variable
6.369
N
N
N
N
N
N
China Government Bond
300300CHN201808MOF68
CHINA GOVERNMENT BOND
BY6368488
860000000.000000
PA
117146049.490000
2.0144797029
Long
DBT
NUSS
CN
N
2
2032-09-01
Fixed
2.6
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
BP4060995
6000000.000000
PA
4883818.370000
0.0839836514
Long
DBT
CORP
GB
N
2
2032-05-12
Variable
1.106
N
N
N
N
N
Serbia International Bond
254900W94OCY91V32O78
SERBIA INTERNATIONAL BOND
BO2494579
10435000.000000
PA
7616601.830000
0.1309774411
Long
DBT
NUSS
RS
N
2
2033-03-03
Fixed
1.65
N
N
N
N
N
N
Bank Hapoalim BM
B6ARUI4946ST4S7WOU88
BANK HAPOALIM BM
BR9645804
6450000.000000
PA
USD
5527198.500000
0.0950474151
Long
DBT
CORP
IL
N
2
2032-01-21
Variable
3.255
N
N
N
N
N
N
Fiserv Inc
GI7UBEJLXYLGR2C7GV83
FISERV INC
ZK6853038
10825000.000000
PA
11859252.720000
0.2039353781
Long
DBT
CORP
US
N
2
2031-05-24
Fixed
4.5
N
N
N
N
N
N
Tele2 AB
213800EKD193RVI9HL76
TELE2 AB
BO6073452
5645000.000000
PA
4802691.580000
0.0825885700
Long
DBT
CORP
SE
N
2
2031-03-23
Fixed
0.75
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S
BP8975669
8420000.000000
PA
7580020.800000
0.1303483823
Long
DBT
CORP
DK
N
2
2029-06-09
Variable
0.75
N
N
N
N
N
Thermo Fisher Scientific Finance I BV
549300SM0PJC1F3RPL91
THERMO FISHER SCIENTIFIC FINANCE I BV
BR7759565
1890000.000000
PA
1688831.910000
0.0290416759
Long
DBT
CORP
NL
N
2
2030-10-18
Fixed
0.8
N
N
N
N
N
N
Mondelez International Holdings Netherlands BV
549300CW356R8I7N8D33
MONDELEZ INTERNATIONAL HOLDINGS NETHERLANDS BV
BR2463874
6160000.000000
PA
5467976.140000
0.0940290091
Long
DBT
CORP
NL
N
2
2029-09-09
Fixed
0.25
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING GROEP NV
BU3958644
8800000.000000
PA
8786342.400000
0.1510926617
Long
DBT
CORP
NL
N
2
2027-02-16
Variable
1.25
N
N
N
N
N
N
Interchile SA
549300Y105FQQX6RCE16
INTERCHILE SA
BQ6100474
8000000.000000
PA
USD
6651240.000000
0.1143767804
Long
DBT
CORP
CL
N
2
2056-06-30
Fixed
4.5
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
BT3324469
5200000.000000
PA
4920303.730000
0.0846110649
Long
DBT
CORP
GB
N
2
2028-01-28
Variable
0.877
N
N
N
N
N
N
VF Corp
CWAJJ9DJ5Z7P057HV541
VF CORP
ZL2092423
4355000.000000
PA
4675856.050000
0.0804074670
Long
DBT
CORP
US
N
2
2029-03-07
Fixed
4.25
N
N
N
N
N
N
VF Corp
CWAJJ9DJ5Z7P057HV541
VF CORP
ZL2092415
4239000.000000
PA
4579572.110000
0.0787517386
Long
DBT
CORP
US
N
2
2026-03-07
Fixed
4.125
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
BP2887050
4931000.000000
PA
4691384.800000
0.0806745042
Long
DBT
CORP
US
N
2
2027-10-29
Variable
0.406
N
N
N
N
N
N
Becton Dickinson Euro Finance Sarl
549300W40NLZ25XUTH09
BECTON DICKINSON EURO FINANCE SARL
BQ9087645
1450000.000000
PA
1328258.840000
0.0228411499
Long
DBT
CORP
LU
N
2
2028-08-13
Fixed
0.334
N
N
N
N
N
N
Colombian TES
549300MHDRBVRF6B9117
COLOMBIAN TES
BQ2333632
95880000000.000000
PA
19394021.260000
0.3335055886
Long
DBT
NUSS
CO
N
2
2031-03-26
Fixed
7.0
N
N
N
N
N
N
Hungary Government International Bond
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT INTERNATIONAL BOND
ZN3745520
8464000.000000
PA
9306533.420000
0.1600380274
Long
DBT
NUSS
HU
N
2
2027-02-22
Fixed
5.0
N
N
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CAIXABANK SA
ZN4073278
2600000.000000
PA
2851305.600000
0.0490319331
Long
DBT
CORP
ES
N
2
2033-02-23
Variable
6.25
N
N
N
N
N
N
Japan Government Thirty Year Bond
353800WZS8AXZXFUC241
JAPAN GOVERNMENT THIRTY YEAR BOND
BZ6879135
8408200000.000000
PA
60285911.200000
1.0366951768
Long
DBT
NUSS
JP
N
2
2052-09-20
Fixed
1.4
N
N
N
N
N
N
Japanese Government CPI Linked Bond
353800WZS8AXZXFUC241
JAPANESE GOVERNMENT CPI LINKED BOND
BP5432623
7133957919.000000
PA
53007687.880000
0.9115365972
Long
DBT
NUSS
JP
N
2
2031-03-10
Fixed
0.005
N
N
N
N
N
N
Serbia International Bond
254900W94OCY91V32O78
SERBIA INTERNATIONAL BOND
BR4452776
26075000.000000
PA
22072445.780000
0.3795646051
Long
DBT
NUSS
RS
N
2
2028-09-23
Fixed
1.0
N
N
N
N
N
N
Serbia International Bond
254900W94OCY91V32O78
SERBIA INTERNATIONAL BOND
BR4457197
13065000.000000
PA
8779882.770000
0.1509815799
Long
DBT
NUSS
RS
N
2
2036-09-23
Fixed
2.05
N
N
N
N
N
N
Fresenius SE & Co KGaA
XDFJ0CYCOO1FXRFTQS51
FRESENIUS SE & CO KGAA
ZN5392149
5200000.000000
PA
5726499.750000
0.0984746610
Long
DBT
CORP
DE
N
2
2029-11-28
Fixed
5.0
N
N
N
N
N
N
Vmed O2 UK Financing I PLC
213800MRR46ECNGZ7L69
VMED O2 UK FINANCING I PLC
BQ1812974
5145000.000000
PA
4941450.940000
0.0849747189
Long
DBT
CORP
GB
N
2
2031-07-15
Fixed
4.5
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING
BT3337438
6150000.000000
PA
5743238.210000
0.0987625008
Long
DBT
CORP
US
N
2
2027-01-08
Fixed
0.832
N
N
N
N
N
N
RTE Reseau de Transport d Electricite SADIR
969500JRJW0K2ET1UP76
RTE RESEAU DE TRANSPORT D'ELECTRICITE SADIR
BT3086084
7200000.000000
PA
5887766.020000
0.1012478457
Long
DBT
CORP
FR
N
2
2034-01-12
Fixed
0.75
N
N
N
N
N
N
Severn Trent Utilities Finance PLC
213800KY9PT6WBH33232
SEVERN TRENT UTILITIES FINANCE PLC
ZN5947595
5970000.000000
PA
6739930.010000
0.1159019213
Long
DBT
CORP
GB
N
2
2034-11-30
Fixed
4.625
N
N
N
N
N
N
OTP Bank Nyrt
529900W3MOO00A18X956
OTP BANK NYRT
ZN5393063
5290000.000000
PA
5845931.260000
0.1005284422
Long
DBT
CORP
HU
N
2
2026-03-04
Variable
7.35
N
N
N
N
N
N
China Government Bond
300300CHN201808MOF68
CHINA GOVERNMENT BOND
BV8098048
180000000.000000
PA
25876578.270000
0.4449816441
Long
DBT
NUSS
CN
N
2
2052-04-15
Fixed
3.32
N
N
N
N
N
N
Italy Buoni Poliennali Del Tesoro
815600DE60799F5A9309
ITALY BUONI POLIENNALI DEL TESORO
ZN6214383
33603000.000000
PA
36151753.890000
0.6216767424
Long
DBT
NUSS
IT
N
2
2028-04-01
Fixed
3.4
N
N
N
N
N
N
Holding d Infrastructures de Transport SASU
9695004S3RCE0Q5V8G28
HOLDING D'INFRASTRUCTURES DE TRANSPORT SASU
BT4316647
4300000.000000
PA
3825189.600000
0.0657791436
Long
DBT
CORP
FR
N
2
2031-01-18
Fixed
1.475
N
N
N
N
N
N
India Government Bond
335800IV7VCDQGIOI391
INDIA GOVERNMENT BOND
BY4725150
3550060000.000000
PA
43750301.360000
0.7523437151
Long
DBT
NUSS
IN
N
2
2032-08-22
Fixed
7.26
N
N
N
N
N
N
Indonesia Treasury Bond
529900FWX0GRR7WG5W79
INDONESIA TREASURY BOND
BY4236745
441080000000.000000
PA
30029920.850000
0.5164038079
Long
DBT
NUSS
ID
N
2
2028-08-15
Fixed
6.375
N
N
N
N
N
N
Chorus Ltd
R7NJHU48LTCIOB9BVU57
CHORUS LTD
BY6622025
8130000.000000
PA
8631926.690000
0.1484372814
Long
DBT
CORP
NZ
N
2
2029-09-07
Fixed
3.625
N
N
N
N
N
N
Reliance Industries Ltd
5493003UOETFYRONLG31
RELIANCE INDUSTRIES LTD
BT3302127
10300000.000000
PA
USD
8596165.250000
0.1478223166
Long
DBT
CORP
IN
N
2
2032-01-12
Fixed
2.875
N
N
N
N
N
TDC Net A/S
549300SH2G3R15Y3FX20
TDC NET A/S
ZM6549871
13970000.000000
PA
14908999.470000
0.2563797666
Long
DBT
CORP
DK
N
2
2030-02-06
Fixed
5.618
N
N
N
N
N
N
French Republic Government Bond OAT
969500KCGF3SUYJHPV70
FRENCH REPUBLIC GOVERNMENT BOND OAT
BT2718364
98637000.000000
PA
83673656.630000
1.4388780815
Long
DBT
NUSS
FR
N
2
2032-05-25
None
0.0
N
N
N
N
N
N
Colombian TES
549300MHDRBVRF6B9117
COLOMBIAN TES
ZM3975335
1866500000.000000
PA
525301.060000
0.0090332395
Long
DBT
NUSS
CO
N
2
2033-02-09
Fixed
13.25
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
BANQUE FEDERATIVE DU CREDIT MUTUEL SA
ZM2632598
5400000.000000
PA
5777871.260000
0.0993580614
Long
DBT
CORP
FR
N
2
2033-01-13
Fixed
5.125
N
N
N
N
N
N
NBN Co Ltd
2549007CRZ2NT7S96A24
NBN CO LTD
ZL1819172
11070000.000000
PA
12114856.390000
0.2083308179
Long
DBT
CORP
AU
N
2
2029-03-15
Fixed
4.125
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC
ZL4423592
10715000.000000
PA
11682737.310000
0.2008999645
Long
DBT
CORP
GB
N
2
2028-03-10
Variable
4.752
N
N
N
N
N
N
ABB Finance BV
5493004JXXFB454B6L79
ABB FINANCE BV
ZM3218728
4445000.000000
PA
4754249.390000
0.0817555431
Long
DBT
CORP
NL
N
2
2031-01-16
Fixed
3.375
N
N
N
N
N
N
Banca Transilvania SA
549300RG3H390KEL8896
BANCA TRANSILVANIA SA
ZK2917159
7950000.000000
PA
8934683.950000
0.1536435889
Long
DBT
CORP
RO
N
2
2027-04-27
Variable
8.875
N
N
N
N
N
New South Wales Treasury Corp
TC7LRO17HPNPLTAV0H77
NEW SOUTH WALES TREASURY CORP
EK4579513
46975600.000000
PA
31001460.010000
0.5331106958
Long
DBT
NUSS
AU
N
2
2026-05-20
Fixed
4.0
N
N
N
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CAIXABANK SA
BY7751344
2700000.000000
PA
2907084.470000
0.0499911238
Long
DBT
CORP
ES
N
2
2029-09-07
Fixed
3.75
N
N
N
N
N
Transurban Finance Co Pty Ltd
54930081LPJMUMEA6E57
TRANSURBAN FINANCE CO PTY LTD
EK4655081
7836000.000000
PA
8314217.920000
0.1429738631
Long
DBT
CORP
AU
N
2
2024-09-16
Fixed
1.875
N
N
N
N
N
N
Japan Government Thirty Year Bond
353800WZS8AXZXFUC241
JAPAN GOVERNMENT THIRTY YEAR BOND
EK4826393
8984200000.000000
PA
70040585.360000
1.2044395710
Long
DBT
NUSS
JP
N
2
2044-09-20
Fixed
1.7
N
N
N
N
N
N
Allianz SE
529900K9B0N5BT694847
ALLIANZ SE
EK4884681
13400000.000000
PA
14219972.800000
0.2445310508
Long
DBT
CORP
DE
N
2
N/A
Variable
3.375
N
N
N
N
N
N
China Government Bond
300300CHN201808MOF68
CHINA GOVERNMENT BOND
BY2971822
510000000.000000
PA
69973273.590000
1.2032820570
Long
DBT
NUSS
CN
N
2
2032-08-15
Fixed
2.69
N
N
N
N
N
N
Mexican Bonos
254900EGTWEU67VP6075
MEXICAN BONOS
ZN7935812
899090000.000000
PA
48398901.870000
0.8322824874
Long
DBT
NUSS
MX
N
2
2033-05-26
Fixed
7.5
N
N
N
N
N
N
Japanese Government CPI Linked Bond
353800WZS8AXZXFUC241
JAPANESE GOVERNMENT CPI LINKED BOND
EK5349312
8940014400.000000
PA
63690051.650000
1.0952338289
Long
DBT
NUSS
JP
N
2
2024-09-10
Fixed
0.1
N
N
N
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
COP/USD FWD 20230908 UBSWGB2L
000000000
1.000000
NC
USD
-253320.000000
-0.0043561691
N/A
DFE
CORP
CO
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
-17448536115.310001
COP
3849224.820000
USD
2023-09-08
-253320.000000
N
N
N
Romanian Government International Bond
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND
EK5379202
2725000.000000
PA
2929904.410000
0.0503835425
Long
DBT
NUSS
RO
N
2
2024-10-28
Fixed
2.875
N
N
N
N
N
N
Sky Ltd
2138003TS48MQKF4BZ29
SKY LTD
EK6080361
5244000.000000
PA
5671267.530000
0.0975248707
Long
DBT
CORP
GB
N
2
2023-11-24
Fixed
1.875
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC
92343VCT9
4715000.000000
PA
4621966.490000
0.0794807654
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
2.625
N
N
N
N
N
N
Ireland Government Bond
549300KXBEJAOJ9OVF93
IRELAND GOVERNMENT BOND
EK7325393
5630000.000000
PA
5003844.910000
0.0860476649
Long
DBT
NUSS
IE
N
2
2045-02-18
Fixed
2.0
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
USD/BRL FWD 20230905 MSLNGB2X
000000000
1.000000
NC
USD
-1325149.320000
-0.0227876776
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
-150833476.810000
BRL
29798387.300000
USD
2023-09-05
-1325149.320000
N
N
N
Slovenia Government Bond
485100000LWQHIX4XX88
SLOVENIA GOVERNMENT BOND
EK8128572
11285000.000000
PA
9932984.380000
0.1708106719
Long
DBT
NUSS
SI
N
2
2035-03-25
Fixed
1.5
N
N
N
N
N
Japan Government Ten Year Bond
353800WZS8AXZXFUC241
JAPAN GOVERNMENT TEN YEAR BOND
EK7837587
13396000000.000000
PA
93607213.280000
1.6096985944
Long
DBT
NUSS
JP
N
2
2025-03-20
Fixed
0.4
N
N
N
N
N
N
Deutsche Bundesrepublik Inflation Linked Bond
529900AQBND3S6YJLY83
DEUTSCHE BUNDESREPUBLIK INFLATION LINKED BOND
EK7815401
90796406.260000
PA
96779441.990000
1.6642492205
Long
DBT
NUSS
DE
N
2
2026-04-15
Fixed
0.1
N
N
N
N
N
N
APA Infrastructure Ltd
261700SS8OEHDOCOUJ33
APA INFRASTRUCTURE LTD
EK8055262
5500000.000000
PA
5799575.650000
0.0997312968
Long
DBT
CORP
AU
N
2
2030-03-22
Fixed
3.5
N
N
N
N
N
N
Japanese Government CPI Linked Bond
353800WZS8AXZXFUC241
JAPANESE GOVERNMENT CPI LINKED BOND
EK9047615
10189610000.000000
PA
72903077.530000
1.2536638718
Long
DBT
NUSS
JP
N
2
2025-03-10
Fixed
0.1
N
N
N
N
N
N
Israel Government Bond - Fixed
213800T8ZHTFZIBYPE21
ISRAEL GOVERNMENT BOND - FIXED
EK8892565
153957436.000000
PA
39430246.410000
0.6780547139
Long
DBT
NUSS
IL
N
2
2025-08-31
Fixed
1.75
N
N
N
N
N
N
Credit Agricole SA/London
969500TJ5KRTCJQWXH05
CREDIT AGRICOLE SA/LONDON
AL6886769
5200000.000000
PA
5263538.510000
0.0905134363
Long
DBT
CORP
FR
N
2
2026-12-20
Fixed
1.875
N
N
N
N
N
Australia Government Bond
213800J6B7JSBDETCB42
AUSTRALIA GOVERNMENT BOND
QZ5429456
28048000.000000
PA
14979103.260000
0.2575852930
Long
DBT
NUSS
AU
N
2
2047-03-21
Fixed
3.0
N
N
N
N
N
N
Singapore Government Bond
549300ZSV6VOGFH1ER70
SINGAPORE GOVERNMENT BOND
EK9375735
15670000.000000
PA
11338271.590000
0.1949764254
Long
DBT
NUSS
SG
N
2
2025-06-01
Fixed
2.375
N
N
N
N
N
N
Legal & General Group PLC
213800JH9QQWHLO99821
LEGAL & GENERAL GROUP PLC
QJ2205897
5685000.000000
PA
6849927.560000
0.1177934732
Long
DBT
CORP
GB
N
2
2045-10-27
Variable
5.375
N
N
N
N
N
N
Romanian Government International Bond
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND
LW1795365
16560000.000000
PA
16257263.540000
0.2795649326
Long
DBT
NUSS
RO
N
2
2028-05-26
Fixed
2.875
N
N
N
N
N
Snam SpA
8156002278562044AF79
SNAM SPA
QZ8441011
6950000.000000
PA
6879149.590000
0.1182959842
Long
DBT
CORP
IT
N
2
2026-10-25
Fixed
0.875
N
N
N
N
N
N
Slovenia Government Bond
485100000LWQHIX4XX88
SLOVENIA GOVERNMENT BOND
UV4163928
38377000.000000
PA
39003677.010000
0.6707192946
Long
DBT
NUSS
SI
N
2
2045-08-07
Fixed
3.125
N
N
N
N
N
N
Akelius Residential Property AB
213800REBFN6T3PU8L97
AKELIUS RESIDENTIAL PROPERTY AB
AN5956965
6390000.000000
PA
6509218.380000
0.1119345327
Long
DBT
CORP
SE
N
2
2025-02-07
Fixed
1.75
N
N
N
N
N
N
BBVA Bancomer SA/Texas
549300WIWQK5Q9MCUN92
BBVA BANCOMER SA/TEXAS
AQ7459029
11800000.000000
PA
USD
10249869.990000
0.1762599349
Long
DBT
CORP
MX
N
2
2033-01-18
Variable
5.125
N
N
N
N
N
N
Crh Finance UK PLC
549300MQJDHXCWSM5880
CRH FINANCE UK PLC
QJ9379273
10000000.000000
PA
11352911.000000
0.1952281693
Long
DBT
CORP
GB
N
2
2029-12-02
Fixed
4.125
N
N
N
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CAIXABANK SA
AO2478318
9400000.000000
PA
10251843.640000
0.1762938744
Long
DBT
CORP
ES
N
2
2028-07-14
Variable
2.75
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
AM3441673
5786000.000000
PA
6200668.270000
0.1066286096
Long
DBT
CORP
US
N
2
2025-02-07
Variable
1.379
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
BANQUE FEDERATIVE DU CREDIT MUTUEL SA
AN6296759
3000000.000000
PA
2934684.190000
0.0504657371
Long
DBT
CORP
FR
N
2
2027-05-26
Fixed
1.25
N
N
N
N
N
N
United Kingdom Inflation-Linked Gilt
ECTRVYYCEF89VWYS6K36
UNITED KINGDOM INFLATION-LINKED GILT
AF2173009
32482176.930000
PA
39777495.720000
0.6840261205
Long
DBT
NUSS
GB
N
2
2026-03-22
Fixed
0.125
N
N
N
N
N
N
Brazil Notas do Tesouro Nacional Serie F
254900ZFY40OYEADAP90
BRAZIL NOTAS DO TESOURO NACIONAL SERIE F
JV5341526
86665000.000000
PA
17998507.810000
0.3095079076
Long
DBT
NUSS
BR
N
2
2027-01-01
Fixed
10.0
N
N
N
N
N
N
Slovenia Government Bond
485100000LWQHIX4XX88
SLOVENIA GOVERNMENT BOND
AL0067887
14425000.000000
PA
11974536.580000
0.2059178350
Long
DBT
NUSS
SI
N
2
2040-11-03
Fixed
1.75
N
N
N
N
N
Latvia Government International Bond
25490002QDEB2KTLNK39
LATVIA GOVERNMENT INTERNATIONAL BOND
QZ7335404
64671000.000000
PA
63575466.640000
1.0932633897
Long
DBT
NUSS
LV
N
2
2026-10-07
Fixed
0.375
N
N
N
N
N
N
Banco de Bogota SA
549300LYHE7LWSKDZT53
BANCO DE BOGOTA SA
LW0752441
5800000.000000
PA
USD
5606337.540000
0.0964083145
Long
DBT
CORP
CO
N
2
2026-05-12
Fixed
6.25
N
N
N
N
N
N
Malaysia Government Bond
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT BOND
JK3819022
310065000.000000
PA
71539401.850000
1.2302136829
Long
DBT
NUSS
MY
N
2
2046-03-15
Fixed
4.736
N
N
N
N
N
N
New Zealand Government Bond
549300237GPHG2AI7C34
NEW ZEALAND GOVERNMENT BOND
QJ1094474
82975000.000000
PA
46396044.550000
0.7978407334
Long
DBT
NUSS
NZ
N
2
2033-04-14
Fixed
3.5
N
N
N
N
N
N
United Kingdom Gilt
ECTRVYYCEF89VWYS6K36
UNITED KINGDOM GILT
JK0309167
124268000.000000
PA
142151954.660000
2.4444889831
Long
DBT
NUSS
GB
N
2
2026-07-22
Fixed
1.5
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE
AN5498158
5700000.000000
PA
6075850.700000
0.1044822080
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
1.375
N
N
N
N
N
N
Romanian Government International Bond
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND
AU8220306
3963000.000000
PA
3769182.330000
0.0648160252
Long
DBT
NUSS
RO
N
2
2029-03-11
Fixed
2.875
N
N
N
N
N
United Kingdom Inflation-Linked Gilt
ECTRVYYCEF89VWYS6K36
UNITED KINGDOM INFLATION-LINKED GILT
AT0803763
107826496.140000
PA
131661182.560000
2.2640864210
Long
DBT
NUSS
GB
N
2
2028-08-10
Fixed
0.125
N
N
N
N
N
N
JAB Holdings BV
529900RRNKUM3INJGF98
JAB HOLDINGS BV
AM8379308
5900000.000000
PA
5844489.020000
0.1005036410
Long
DBT
CORP
NL
N
2
2028-05-18
Fixed
2.0
N
N
N
N
N
Next Group PLC
213800O8TRZCFJ9R5760
NEXT GROUP PLC
LW0418464
7491000.000000
PA
8353865.820000
0.1436556607
Long
DBT
CORP
GB
N
2
2028-05-18
Fixed
3.625
N
N
N
N
N
N
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
BRL/USD FWD 20230905 SBOSGB2X
000000000
1.000000
NC
USD
-1306594.000000
-0.0224685946
N/A
DFE
CORP
BR
N
2
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
-150833476.800000
BRL
29816942.620000
USD
2023-09-05
-1306594.000000
N
N
N
Cologix Canadian Issuer LP
N/A
COLOGIX CANADIAN ISSUER LP
19521DAD3
8230000.000000
PA
5623424.340000
0.0967021444
Long
ABS-O
CORP
CA
N
2
2052-01-25
Fixed
4.94
N
N
N
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
GBP/USD FWD 20230825 BOFAUS6N
000000000
1.000000
NC
USD
-3878660.010000
-0.0666986373
N/A
DFE
CORP
GB
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
-231906581.600000
GBP
290715771.630000
USD
2023-08-25
-3878660.010000
N
N
N
N/A
N/A
CAN 10YR BOND FUT SEP23
000000000
90.000000
NC
-69475.064472
-0.0011947147
N/A
DIR
CORP
CA
N
1
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Long
Canadian Government Bond
CANADA
2023-09-20
8225501.649464
USD
-69475.064472
N
N
N
N/A
N/A
CAN 10YR BOND FUT SEP23
000000000
563.000000
NC
-434605.125528
-0.0074736042
N/A
DIR
CORP
CA
N
1
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
Long
Canadian Government Bond
CANADA
2023-09-20
51455082.540536
USD
-434605.125528
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
EUR/USD FWD 20230825 UBSWGB2L
000000000
1.000000
NC
USD
-5764.700000
-0.0000991316
N/A
DFE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
-547943.450000
EUR
593814.540000
USD
2023-08-25
-5764.700000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
USD/TWD FWD 20231006 GSILGB2X
000000000
1.000000
NC
USD
5155.110000
0.0000886489
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
-1246928785.000000
TWD
40199519.160000
USD
2023-10-06
5155.110000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
USD/JPY FWD 20230721 CHASGB2L
000000000
1.000000
NC
USD
204616.440000
0.0035186476
N/A
DFE
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
-426849000.000000
JPY
3172768.170000
USD
2023-07-21
204616.440000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
JPY/USD FWD 20230721 CHASGB2L
000000000
1.000000
NC
USD
-1023650.880000
-0.0176030172
N/A
DFE
CORP
JP
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
-51298424.560000
USD
7229999958.000000
JPY
2023-07-21
-1023650.880000
N
N
N
N/A
N/A
EURO-SCHATZ FUT SEP23
000000000
-3047.000000
NC
2275294.090000
0.0391266610
N/A
DIR
CORP
DE
N
1
JP MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Short
Bundesschatzanweisungen
GERMANY
2023-09-07
-344442293.370000
USD
2275294.090000
N
N
N
Barclays Bank PLC - Wholesale (SING)
G5GSEF7VJP5I7OUK5573
KRW/USD FWD 20230707 BARCGB5G
000000000
1.000000
NC
USD
116541.850000
0.0020040897
N/A
DFE
CORP
KR
N
2
Barclays Bank PLC - Wholesale (SING)
G5GSEF7VJP5I7OUK5573
-38282079000.000000
KRW
29179303.480000
USD
2023-07-07
116541.850000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
EUR/USD FWD 20230721 CITIGB2L
000000000
1.000000
NC
USD
-288164.900000
-0.0049553728
N/A
DFE
CORP
US
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
-15580000.000000
EUR
16731349.540000
USD
2023-07-21
-288164.900000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
USD/KRW FWD 20230707 BOFAUS6N
000000000
1.000000
NC
USD
-646201.790000
-0.0111122859
N/A
DFE
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
-29708963.420000
USD
38282079000.000000
KRW
2023-07-07
-646201.790000
N
N
N
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
CAD/USD FWD 20230721 SBOSGB2X
000000000
1.000000
NC
USD
55420.860000
0.0009530343
N/A
DFE
CORP
CA
N
2
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
-17047838.270000
USD
22650000.000000
CAD
2023-07-21
55420.860000
N
N
N
N/A
N/A
US 5YR NOTE (CBT) SEP23
000000000
-1360.000000
NC
USD
-23596.000000
-0.0004057641
N/A
DIR
CORP
US
N
1
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Short
United States Treasury Note/Bond
US TREASURY N/B
2023-09-29
-145623904.000000
USD
-23596.000000
N
N
N
N/A
N/A
LONG GILT FUTURE SEP23
000000000
-29.000000
NC
-3850.770000
-0.0000662190
N/A
DIR
CORP
GB
N
1
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
Short
United Kingdom Gilt
UNITED KINGDOM
2023-09-27
-3405145.820000
USD
-3850.770000
N
N
N
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
ZAR/USD FWD 20230915 SBOSGB2X
000000000
1.000000
NC
USD
-662043.390000
-0.0113847029
N/A
DFE
CORP
ZA
N
2
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
-528201343.060000
ZAR
27185534.530000
USD
2023-09-15
-662043.390000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
USD/RON FWD 20230714 CITIGB2L
000000000
1.000000
NC
USD
12384.240000
0.0002129632
N/A
DFE
CORP
US
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
-182252208.580000
RON
40108320.550000
USD
2023-07-14
12384.240000
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
USD/SGD FWD 20230915 CIBCCATT
000000000
1.000000
NC
USD
488654.330000
0.0084030510
N/A
DFE
CORP
US
N
2
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
-83249884.540000
SGD
62223830.110000
USD
2023-09-15
488654.330000
N
N
N
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
CNH/USD FWD 20230915 MRMDUS33
000000000
1.000000
NC
USD
6464747.710000
0.1111698013
N/A
DFE
CORP
CN
N
2
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
-2217850072.590000
CNY
313499484.930000
USD
2023-09-15
6464747.710000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
USD/EUR FWD 20230721 GSILGB2X
000000000
1.000000
NC
USD
-61863.240000
-0.0010638194
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
-29153435.060000
USD
26631000.000000
EUR
2023-07-21
-61863.240000
N
N
N
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
INR/USD FWD 20230901 MRMDUS33
000000000
1.000000
NC
USD
240763.630000
0.0041402459
N/A
DFE
CORP
IN
N
2
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
-47073884.360000
USD
3891961000.000000
INR
2023-09-01
240763.630000
N
N
N
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
USD/INR FWD 20230901 MRMDUS33
000000000
1.000000
NC
USD
-89815.390000
-0.0015444932
N/A
DFE
CORP
US
N
2
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
-716666870.680000
INR
8622718.140000
USD
2023-09-01
-89815.390000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
CZK/USD FWD 20230714 CITIGB2L
000000000
1.000000
NC
USD
107244.490000
0.0018442094
N/A
DFE
CORP
CZ
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
-9498947.930000
USD
209413806.100000
CZK
2023-07-14
107244.490000
N
N
N
RBC DOMINION SECURITIES INC
549300QJJX6CVVUXLE15
MXN/USD FWD 20230714 ROYCGB2L
000000000
1.000000
NC
USD
-22573.980000
-0.0003881891
N/A
DFE
CORP
MX
N
2
RBC DOMINION SECURITIES INC
549300QJJX6CVVUXLE15
-12723885.310000
USD
218030136.710000
MXN
2023-07-14
-22573.980000
N
N
N
RBC DOMINION SECURITIES INC
549300QJJX6CVVUXLE15
USD/MXN FWD 20230714 ROYCGB2L
000000000
1.000000
NC
USD
-818296.790000
-0.0140716847
N/A
DFE
CORP
US
N
2
RBC DOMINION SECURITIES INC
549300QJJX6CVVUXLE15
-220519011.710000
MXN
12028003.560000
USD
2023-07-14
-818296.790000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
COP/USD FWD 20230908 MSLNGB2X
000000000
1.000000
NC
USD
-478160.960000
-0.0082226038
N/A
DFE
CORP
CO
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
-31019619760.549999
COP
6815252.060000
USD
2023-09-08
-478160.960000
N
N
N
RBC DOMINION SECURITIES INC
549300QJJX6CVVUXLE15
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000000000
1.000000
NC
USD
-3240522.330000
-0.0557250244
N/A
DFE
CORP
CA
N
2
RBC DOMINION SECURITIES INC
549300QJJX6CVVUXLE15
-413420362.710000
CAD
308937649.610000
USD
2023-07-21
-3240522.330000
N
N
N
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
USD/EUR FWD 20230922 BNPAFRPP
000000000
1.000000
NC
USD
1749.110000
0.0000300782
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
-770017.970000
EUR
845504.600000
USD
2023-09-22
1749.110000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
USD/NOK FWD 20230721 CITIGB2L
000000000
1.000000
NC
USD
330384.340000
0.0056813913
N/A
DFE
CORP
US
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
-113987682.390000
NOK
10958712.380000
USD
2023-07-21
330384.340000
N
N
N
N/A
N/A
EURO-BTP FUTURE SEP23
000000000
33.000000
NC
12379.390000
0.0002128798
N/A
DIR
CORP
DE
N
1
JP MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Long
Italy Buoni Poliennali Del Tesoro
BUONI POLIENNALI DEL TES
2023-09-07
4092098.540000
USD
12379.390000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TWD/USD FWD 20230707 GSILGB2X
000000000
1.000000
NC
USD
33991.500000
0.0005845283
N/A
DFE
CORP
TW
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
-40000281.810000
USD
1246928785.000000
TWD
2023-07-07
33991.500000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
USD/TWD FWD 20230707 GSILGB2X
000000000
1.000000
NC
USD
1703995.300000
0.0293024303
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
-1289799297.000000
TWD
43114682.250000
USD
2023-07-07
1703995.300000
N
N
N
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
USD/BRL FWD 20230905 BNPAFRPP
000000000
1.000000
NC
USD
563171.530000
0.0096844718
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
-11637931.030000
USD
59130000.000000
BRL
2023-09-05
563171.530000
N
N
N
N/A
N/A
JPN 10Y BOND(OSE) SEP23
000000000
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NC
-1069925.170000
-0.0183987642
N/A
DIR
CORP
JP
N
1
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
Short
Japan Government Ten Year Bond
JAPAN (10 YEAR ISSUE)
2023-09-12
-262887830.690000
USD
-1069925.170000
N
N
N
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
PLN/USD FWD 20230818 BNPAFRPP
000000000
1.000000
NC
USD
265372.230000
0.0045634230
N/A
DFE
CORP
PL
N
2
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
-16930313.470000
USD
70091000.000000
PLN
2023-08-18
265372.230000
N
N
N
RBC DOMINION SECURITIES INC
549300QJJX6CVVUXLE15
USD/MXN FWD 20231013 ROYCGB2L
000000000
1.000000
NC
USD
16126.490000
0.0002773161
N/A
DFE
CORP
US
N
2
RBC DOMINION SECURITIES INC
549300QJJX6CVVUXLE15
-218030136.710000
MXN
12505671.900000
USD
2023-10-13
16126.490000
N
N
N
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
USD/JPY FWD 20230721 SBOSGB2X
000000000
1.000000
NC
USD
-3284265.040000
-0.0564772375
N/A
DFE
CORP
US
N
2
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
-103871197.110000
USD
14465376200.000000
JPY
2023-07-21
-3284265.040000
N
N
N
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
USD/EUR FWD 20230721 BNPAFRPP
000000000
1.000000
NC
USD
37533.340000
0.0006454349
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
-12326743.530000
EUR
13503206.610000
USD
2023-07-21
37533.340000
N
N
N
N/A
N/A
KOREA 10YR BND FU SEP23
000000000
1926.000000
NC
-175983.110000
-0.0030262600
N/A
DIR
CORP
KR
N
1
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
Long
Korea Treasury Bond
KOREA
2023-09-19
167091087.740000
USD
-175983.110000
N
N
N
N/A
N/A
KOREA 3YR BND FUT SEP23
000000000
-1327.000000
NC
243752.550000
0.0041916442
N/A
DIR
CORP
KR
N
1
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
Short
Korea Treasury Bond
KOREA
2023-09-19
-107769438.380000
USD
243752.550000
N
N
N
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
MXN/USD FWD 20230714 MRMDUS33
000000000
1.000000
NC
USD
-1016555.930000
-0.0174810102
N/A
DFE
CORP
MX
N
2
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
-257272180.330000
MXN
13970794.480000
USD
2023-07-14
-1016555.930000
N
N
N
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
USD/AUD FWD 20230721 BNPAFRPP
000000000
1.000000
NC
USD
-12709.990000
-0.0002185649
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
-2092661.920000
USD
3120298.540000
AUD
2023-07-21
-12709.990000
N
N
N
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
GBP/USD FWD 20230825 SBOSGB2X
000000000
1.000000
NC
USD
-3386322.340000
-0.0582322464
N/A
DFE
CORP
GB
N
2
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
-231906581.600000
GBP
291208109.300000
USD
2023-08-25
-3386322.340000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
USD/THB FWD 20230908 CHASGB2L
000000000
1.000000
NC
USD
953210.390000
0.0163917007
N/A
DFE
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
-1349192442.020000
THB
39268027.940000
USD
2023-09-08
953210.390000
N
N
N
Sri Lanka Treasury Bills
254900HXCCIOHM74FA02
SRI LANKA TREASURY BILLS
ZL9596475
417000000.000000
PA
1353192.200000
0.0232699116
Long
DBT
NUSS
LK
N
2
2023-07-07
None
0.0
N
N
N
N
N
N
Sri Lanka Treasury Bills
254900HXCCIOHM74FA02
SRI LANKA TREASURY BILLS
ZL9596467
1602000000.000000
PA
4944929.090000
0.0850345302
Long
DBT
NUSS
LK
N
2
2023-10-06
None
0.0
N
N
N
N
N
N
Sri Lanka Treasury Bills
254900HXCCIOHM74FA02
SRI LANKA TREASURY BILLS
ZK8053793
483000000.000000
PA
1450436.670000
0.0249421576
Long
DBT
NUSS
LK
N
2
2023-12-01
None
0.0
N
N
N
N
N
N
Sri Lanka Treasury Bills
254900HXCCIOHM74FA02
SRI LANKA TREASURY BILLS
ZK8757906
802000000.000000
PA
2401648.050000
0.0412994828
Long
DBT
NUSS
LK
N
2
2023-12-08
None
0.0
N
N
N
N
N
N
Sri Lanka Treasury Bills
254900HXCCIOHM74FA02
SRI LANKA TREASURY BILLS
ZK9434109
1492000000.000000
PA
4455748.540000
0.0766224302
Long
DBT
NUSS
LK
N
2
2023-12-15
None
0.0
N
N
N
N
N
N
Sri Lanka Treasury Bills
254900HXCCIOHM74FA02
SRI LANKA TREASURY BILLS
ZL9596483
2244000000.000000
PA
6381338.840000
0.1097354766
Long
DBT
NUSS
LK
N
2
2024-04-05
None
0.0
N
N
N
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
USD/HUF FWD 20230714 UBSWGB2L
000000000
1.000000
NC
USD
-425630.780000
-0.0073192785
N/A
DFE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
-5237069000.000000
HUF
14853141.040000
USD
2023-07-14
-425630.780000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
USD/IDR FWD 20231006 GSILGB2X
000000000
1.000000
NC
USD
335666.410000
0.0057722234
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
-720150706369.000000
IDR
48142820.630000
USD
2023-10-06
335666.410000
N
N
N
DEUTSCHE BANK
7LTWFZYICNSX8D621K86
USD/EUR FWD 20230825 DEUTGB2L
000000000
1.000000
NC
USD
-391945.230000
-0.0067400114
N/A
DFE
CORP
US
N
2
DEUTSCHE BANK
7LTWFZYICNSX8D621K86
-28354338.760000
EUR
30634382.030000
USD
2023-08-25
-391945.230000
N
N
N
N/A
N/A
CME - PLN IRS 3.16 02/12/2028 - JPM
000000000
1.000000
NC
132612.100000
0.0022804387
N/A
DIR
CORP
US
N
2
JP MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
N/A
70JB_WIBOR POLAND WARSAW INTERBANK
Y
2028-02-12
395.670000
USD
0.000000
USD
-6068985.000000
PLN
132216.430000
N
N
N
N/A
N/A
CME - PLN IRS 3.16 02/12/2028 - JPM
000000000
1.000000
NC
86044.570000
0.0014796490
N/A
DIR
CORP
US
N
2
JP MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
N/A
70JB_WIBOR POLAND WARSAW INTERBANK
Y
2028-02-12
395.670000
USD
0.000000
USD
-3937824.000000
PLN
85648.900000
N
N
N
Hellenic Republic Government Bond
2138003EKTMKZ5598902
ICE - GREECE CDS 06/20/2026
000000000
1.000000
NC
USD
57794.240000
0.0009938476
N/A
DCR
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Hellenic Republic Government Bond
GREECE
Y
Default Event
2026-06-20
38678.810000
USD
0.000000
USD
3700000.000000
USD
19115.430000
N
N
N
N/A
N/A
IRS_PLN_CME_1.78_1Y_PLN-WIBOR-WIBO_6M_EFF_2019-10-22_MAT_2029-10-22_FXD-FLT
000000000
1.000000
NC
938944.350000
0.0161463775
N/A
DIR
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
N/A
70JB_WIBOR POLAND WARSAW INTERBANK
Y
2029-10-22
400.700000
USD
0.000000
USD
-22976471.000000
PLN
938543.650000
N
N
N
N/A
N/A
LCH - EUR IRS 10/20/25 REC FIX
000000000
1.000000
NC
-3668564.920000
-0.0630857771
N/A
DIR
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
N/A
70JB_EUR-EURIBOR
Y
2025-10-20
249.920000
USD
0.000000
USD
36080000.000000
EUR
-3668814.840000
N
N
N
N/A
N/A
LCH - EUR IRS 11/4/25 REC FIX
000000000
1.000000
NC
-2726952.800000
-0.0468935239
N/A
DIR
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
N/A
70JB_Euribor 6 Month
Y
2025-11-04
249.780000
USD
0.000000
USD
27310000.000000
EUR
-2727202.580000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
GREECE CDS 12/20/2024
000000000
1.000000
NC
USD
49026.170000
0.0008430692
N/A
DCR
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
Hellenic Republic Government Bond
GREECE
Y
Default Event
2024-12-20
0.000000
USD
-95198.170000
USD
4491000.000000
USD
144224.340000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
GREECE CDS 06/20/2025
000000000
1.000000
NC
USD
37765.080000
0.0006494200
N/A
DCR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Hellenic Republic Government Bond
GREECE
Y
Default Event
2025-06-20
0.000000
USD
-50417.760000
USD
2801000.000000
USD
88182.840000
N
N
N
CITIBANK
E57ODZWZ7FF32TWEFA76
GREECE CDS 06/20/2025
000000000
1.000000
NC
USD
59634.040000
0.0010254854
N/A
DCR
CORP
US
N
2
CITIBANK
E57ODZWZ7FF32TWEFA76
Hellenic Republic Government Bond
GREECE
Y
Default Event
2025-06-20
0.000000
USD
-100064.730000
USD
4423000.000000
USD
159698.770000
N
N
N
CITIBANK
E57ODZWZ7FF32TWEFA76
GREECE CDS 06/20/2025
000000000
1.000000
NC
USD
29823.770000
0.0005128588
N/A
DCR
CORP
US
N
2
CITIBANK
E57ODZWZ7FF32TWEFA76
Hellenic Republic Government Bond
GREECE
Y
Default Event
2025-06-20
0.000000
USD
-48219.930000
USD
2212000.000000
USD
78043.700000
N
N
N
N/A
N/A
CME - PLN IRS 3.14900 02/13/2028 - JPM
000000000
1.000000
NC
349651.170000
0.0060127097
N/A
DIR
CORP
US
N
2
JP MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
N/A
70JB_WIBOR POLAND WARSAW INTERBANK
Y
2028-02-13
398.910000
USD
0.000000
USD
-15931084.000000
PLN
349252.260000
N
N
N
N/A
N/A
IRS_PLN_CME_1.775_1Y_PLN-WIBOR-WIBO_6M_EFF_2019-10-22_MAT_2029-10-22_FXD-FLT
000000000
1.000000
NC
1343731.500000
0.0231072225
N/A
DIR
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
N/A
70JB_WIBOR POLAND WARSAW INTERBANK
Y
2029-10-22
400.700000
USD
0.000000
USD
-32823529.000000
PLN
1343330.800000
N
N
N
N/A
N/A
CME - PLN IRS 3.1584 02/14/2028 - JPM
000000000
1.000000
NC
263265.260000
0.0045271908
N/A
DIR
CORP
US
N
2
JP MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
N/A
70JB_WIBOR POLAND WARSAW INTERBANK
Y
2028-02-14
403.180000
USD
0.000000
USD
-12062107.000000
PLN
262862.080000
N
N
N
N/A
N/A
IRS_MXN_3226573893_CME_5.4986_28D_MXN-TIIE-BANXICO_28D_MAT_2027-05-04_FXD-FLT
000000000
1.000000
NC
-3218344.930000
-0.0553436549
N/A
DIR
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
N/A
70JB_MXN-TIIE-BANXICO
Y
2027-05-04
397.770000
USD
0.000000
USD
525000000.000000
MXN
-3218742.700000
N
N
N
BARCLAYS
AC28XWWI3WIBK2824319
GREECE CDS 06/2024
000000000
1.000000
NC
USD
38069.160000
0.0006546491
N/A
DCR
CORP
US
N
2
BARCLAYS
AC28XWWI3WIBK2824319
Hellenic Republic Government Bond
GREECE
Y
Default Event
2024-06-20
0.000000
USD
-56335.250000
USD
4600000.000000
USD
94404.410000
N
N
N
BARCLAYS
AC28XWWI3WIBK2824319
GREECE CDS 06/20/2024
000000000
1.000000
NC
USD
19034.590000
0.0003273247
N/A
DCR
CORP
US
N
2
BARCLAYS
AC28XWWI3WIBK2824319
Hellenic Republic Government Bond
GREECE
Y
Default Event
2024-06-20
0.000000
USD
-26751.140000
USD
2300000.000000
USD
45785.730000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
GREECE CDS 12/20/2024
000000000
1.000000
NC
USD
98052.350000
0.0016861385
N/A
DCR
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
Hellenic Republic Government Bond
GREECE
Y
Default Event
2024-12-20
0.000000
USD
-83362.400000
USD
8982000.000000
USD
181414.750000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
GREECE CDS 12/20/2029
000000000
1.000000
NC
USD
9749.120000
0.0001676489
N/A
DCR
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
Hellenic Republic Government Bond
GREECE
Y
Default Event
2029-12-20
0.000000
USD
-204968.970000
USD
6235000.000000
USD
214718.090000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
GREECE CDS 12/20/2029
000000000
1.000000
NC
USD
9749.120000
0.0001676489
N/A
DCR
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
Hellenic Republic Government Bond
GREECE
Y
Default Event
2029-12-20
0.000000
USD
-201192.010000
USD
6235000.000000
USD
210941.130000
N
N
N
BARCLAYS
AC28XWWI3WIBK2824319
GREECE CDS 06/20/2024
000000000
1.000000
NC
USD
19034.590000
0.0003273247
N/A
DCR
CORP
US
N
2
BARCLAYS
AC28XWWI3WIBK2824319
Hellenic Republic Government Bond
GREECE
Y
Default Event
2024-06-20
0.000000
USD
-26751.140000
USD
2300000.000000
USD
45785.730000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
GREECE CDS 12/20/2024
000000000
1.000000
NC
USD
49026.170000
0.0008430692
N/A
DCR
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
Hellenic Republic Government Bond
GREECE
Y
Default Event
2024-12-20
0.000000
USD
-41681.200000
USD
4491000.000000
USD
90707.370000
N
N
N
N/A
N/A
CME - PLN IRS 3.075 02/27/2028 - JPM
000000000
1.000000
NC
179826.290000
0.0030923485
N/A
DIR
CORP
US
N
2
JP MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
N/A
70JB_WIBOR POLAND WARSAW INTERBANK
Y
2028-02-27
399.350000
USD
0.000000
USD
-8000000.000000
PLN
179426.940000
N
N
N
N/A
N/A
CME - EUR IRS 0.8575 09/22/2027 - ML
000000000
1.000000
NC
64261.930000
0.0011050680
N/A
DIR
CORP
US
N
2
JP MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
N/A
70JB_Euribor 6 Month ACT/360
Y
2027-09-22
397.150000
USD
0.000000
USD
-600000.000000
EUR
63864.780000
N
N
N
N/A
N/A
CME - PLN IRS 2.92 05/07/2028
000000000
1.000000
NC
366180.890000
0.0062969599
N/A
DIR
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
N/A
70JB_WIBOR POLAND WARSAW INTERBANK
Y
2028-05-07
399.310000
USD
0.000000
USD
-16100000.000000
PLN
365781.580000
N
N
N
N/A
N/A
CME - PLN IRS 3.03 05/18/2028
000000000
1.000000
NC
215709.450000
0.0037094064
N/A
DIR
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
N/A
70JB_WIBOR POLAND WARSAW INTERBANK
Y
2028-05-18
400.360000
USD
0.000000
USD
-10100000.000000
PLN
215309.090000
N
N
N
N/A
N/A
CME - PLN IRS 2.91 03/27/2028
000000000
1.000000
NC
382942.460000
0.0065851970
N/A
DIR
CORP
US
N
2
JP MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
N/A
70JB_WIBOR POLAND WARSAW INTERBANK
Y
2028-03-27
401.090000
USD
0.000000
USD
-16200000.000000
PLN
382541.370000
N
N
N
N/A
N/A
CME - PLN IRS 2.85 04/06/2028
000000000
1.000000
NC
380415.370000
0.0065417404
N/A
DIR
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
N/A
70JB_WIBOR POLAND WARSAW INTERBANK
Y
2028-04-06
400.360000
USD
0.000000
USD
-15800000.000000
PLN
380015.010000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
GREECE CDS 12/20/2024
000000000
1.000000
NC
USD
53611.120000
0.0009219134
N/A
DCR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Hellenic Republic Government Bond
GREECE
Y
Default Event
2024-12-20
0.000000
USD
-10675.970000
USD
4911000.000000
USD
64287.090000
N
N
N
BARCLAYS
AC28XWWI3WIBK2824319
GREECE CDS 12/20/2024
000000000
1.000000
NC
USD
180122.880000
0.0030974488
N/A
DCR
CORP
US
N
2
BARCLAYS
AC28XWWI3WIBK2824319
Hellenic Republic Government Bond
GREECE
Y
Default Event
2024-12-20
0.000000
USD
-26935.970000
USD
16500000.000000
USD
207058.850000
N
N
N
N/A
N/A
LCH - EUR IRS 3/2/32 REC FIX
000000000
1.000000
NC
-7651851.900000
-0.1315836122
N/A
DIR
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
N/A
70JB_EUR-EURIBOR-Reuters
Y
2032-03-02
70.060000
USD
0.000000
USD
40250000.000000
EUR
-7651921.960000
N
N
N
N/A
N/A
LCH - EUR IRS 4/4/32 REC FIX
000000000
1.000000
NC
-7700459.920000
-0.1324194907
N/A
DIR
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
N/A
70JB_Euribor 6 Month ACT/360
Y
2032-04-05
249.160000
USD
0.000000
USD
49550000.000000
EUR
-7700709.080000
N
N
N
N/A
N/A
LCH - EUR IRS 4/21/32 REC FIX
000000000
1.000000
NC
-3672123.130000
-0.0631469652
N/A
DIR
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
N/A
70JB_Euribor 6 Month ACT/360
Y
2032-04-21
249.840000
USD
0.000000
USD
30272000.000000
EUR
-3672372.970000
N
N
N
N/A
N/A
LCH - EUR IRS 5/2/32 REC FIX
000000000
1.000000
NC
-3688251.620000
-0.0634243157
N/A
DIR
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
N/A
70JB_EUR-EURIBOR-Reuters
Y
2032-05-03
249.980000
USD
0.000000
USD
30750000.000000
EUR
-3688501.600000
N
N
N
N/A
N/A
ICE_ITRX EUR CDSI S38 5Y 12/20/2027
000000000
1.000000
NC
3233299.840000
0.0556008242
N/A
DCR
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
N/A
ITRAXX EUROPE XOVER
Y
Default Event
2027-12-20
0.000000
USD
-40480.490000
USD
220050000.000000
EUR
3273780.330000
N
N
N
N/A
N/A
LCH - EUR IRS 11/17/32 REC FIX
000000000
1.000000
NC
-67129.240000
-0.0011543752
N/A
DIR
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
N/A
70JB_EUR-EURIBOR-Reuters
Y
2032-11-17
250.850000
USD
0.000000
USD
19300000.000000
EUR
-67380.090000
N
N
N
N/A
N/A
LCH - EUR IRS 11/17/32 REC FIX
000000000
1.000000
NC
-17175.210000
-0.0002953502
N/A
DIR
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
N/A
70JB_EUR-EURIBOR-Reuters
Y
2032-11-17
250.850000
USD
0.000000
USD
2890000.000000
EUR
-17426.060000
N
N
N
N/A
N/A
LCH - EUR IRS 11/18/32 REC FIX
000000000
1.000000
NC
-25692.130000
-0.0004418098
N/A
DIR
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
N/A
70JB_EUR-EURIBOR-Reuters
Y
2032-11-18
250.940000
USD
0.000000
USD
4912000.000000
EUR
-25943.070000
N
N
N
N/A
N/A
LCH - EUR IRS 11/21/32 REC FIX
000000000
1.000000
NC
-53341.940000
-0.0009172845
N/A
DIR
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
N/A
70JB_EUR-EURIBOR-Reuters
Y
2032-11-22
248.180000
USD
0.000000
USD
4585000.000000
EUR
-53590.120000
N
N
N
N/A
N/A
LCH - EUR IRS 11/21/32 REC FIX
000000000
1.000000
NC
-146573.290000
-0.0025205196
N/A
DIR
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
N/A
70JB_EUR-EURIBOR-Reuters
Y
2032-11-22
248.180000
USD
0.000000
USD
13400000.000000
EUR
-146821.470000
N
N
N
N/A
N/A
LCH - EUR IRS 11/23/32 REC FIX
000000000
1.000000
NC
-1086201.790000
-0.0186786620
N/A
DIR
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
N/A
70JB_EUR-EURIBOR-Reuters
Y
2032-11-23
247.080000
USD
0.000000
USD
88800000.000000
EUR
-1086448.870000
N
N
N
N/A
N/A
LCH - EUR IRS 11/24/32 REC FIX
000000000
1.000000
NC
-16856.380000
-0.0002898675
N/A
DIR
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
N/A
70JB_EUR-EURIBOR-Reuters
Y
2032-11-24
251.080000
USD
0.000000
USD
1200000.000000
EUR
-17107.460000
N
N
N
N/A
N/A
LCH - EUR IRS 11/24/32 REC FIX
000000000
1.000000
NC
-53979.100000
-0.0009282413
N/A
DIR
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
N/A
70JB_EUR-EURIBOR-Reuters
Y
2032-11-24
251.080000
USD
0.000000
USD
3600000.000000
EUR
-54230.180000
N
N
N
N/A
N/A
LCH - EUR IRS 11/30/32 REC FIX
000000000
1.000000
NC
-78828.070000
-0.0013555519
N/A
DIR
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
N/A
70JB_EUR-EURIBOR-Reuters
Y
2032-11-30
249.790000
USD
0.000000
USD
4760000.000000
EUR
-79077.860000
N
N
N
N/A
N/A
LCH - EUR IRS 11/30/32 REC FIX
000000000
1.000000
NC
-30981.940000
-0.0005327750
N/A
DIR
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
N/A
70JB_EUR-EURIBOR-Reuters
Y
2032-11-30
249.790000
USD
0.000000
USD
2040000.000000
EUR
-31231.730000
N
N
N
N/A
N/A
LCH - EUR IRS 12/16/29 REC FIX
000000000
1.000000
NC
-824176.330000
-0.0141727911
N/A
DIR
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
N/A
70JB_EUR-EURIBOR-Reuters
Y
2029-12-17
250.220000
USD
0.000000
USD
47260000.000000
EUR
-824426.550000
N
N
N
N/A
N/A
LCH - GBP SONIA IRS 1/25/25 REC FIX
000000000
1.000000
NC
-12851746.380000
-0.2210026061
N/A
DIR
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
N/A
70JB_GBP-SONIA-COMPOUND
Y
2025-01-27
0.000000
USD
-39878.270000
USD
312475000.000000
GBP
-12811868.110000
N
N
N
N/A
N/A
LCH - EUR IRS 2/27/25 REC FIX
000000000
1.000000
NC
-215456.280000
-0.0037050528
N/A
DIR
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
N/A
70JB_EUR-EURIBOR-Reuters
Y
2025-02-27
48.770000
USD
0.000000
USD
37700000.000000
EUR
-215505.050000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
FXO_USD_OTC_E_PUT_EUR_USD_K_1.129_EFF_2023-04-05_MAT_2023-06-30 CITI
000000000
1.000000
NC
USD
0.000000
0.0000000000
N/A
DFE
CORP
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N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
Put
Purchased
CITIBANK N A
70JB_FXO_USD_OTC_E_PUT_EUR_USD_K_1.129_EFF_2023-04-05_MAT_2023-06-30 CITI
174805000.00000
1.129
USD
2023-06-30
XXXX
-1012120.950000
N
N
N
N/A
N/A
LCH - CNY IRS 5/15/28 REC FIX DEUT
000000000
1.000000
NC
217904.660000
0.0037471559
N/A
DIR
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
N/A
70JB_CNY-CNREPOFIX=CFXS-Reuters
Y
2028-05-15
0.000000
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0.000000
USD
164070000.000000
CNY
217904.660000
N
N
N
N/A
N/A
LCH - CNY IRS 5/15/28 REC FIX GSIL
000000000
1.000000
NC
46001.220000
0.0007910512
N/A
DIR
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
N/A
70JB_CNY-CNREPOFIX=CFXS-Reuters
Y
2028-05-15
0.000000
USD
0.000000
USD
37862000.000000
CNY
46001.220000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
CNY IRS 5/15/30 REC FIX CITI
000000000
1.000000
NC
203224.940000
0.0034947189
N/A
DIR
CORP
US
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
CITIBANK N A
70JB_CNY-CNREPOFIX=CFXS-Reuters
Y
2030-05-15
0.000000
USD
0.000000
USD
124955000.000000
CNY
203224.940000
N
N
N
N/A
N/A
LCH - CNY IRS 5/16/28 REC FIX CHAS
000000000
1.000000
NC
160534.330000
0.0027605980
N/A
DIR
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
N/A
70JB_CNY-CNREPOFIX=CFXS-Reuters
Y
2028-05-16
0.000000
USD
0.000000
USD
128613000.000000
CNY
160534.330000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
CNY IRS 5/16/30 REC FIX CITI
000000000
1.000000
NC
200256.600000
0.0034436744
N/A
DIR
CORP
US
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
CITIBANK N A
70JB_CNY-CNREPOFIX=CFXS-Reuters
Y
2030-05-16
0.000000
USD
0.000000
USD
123767000.000000
CNY
200256.600000
N
N
N
Bombardier Inc
W7L3VLU8EHQY34Z36697
ICE_BOMBARDIER INC CDS 06/20/2028 MSLN
000000000
1.000000
NC
USD
-659932.680000
-0.0113484065
N/A
DCR
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Bombardier Inc
BOMBARDIER INC
Y
Default Event
2028-06-20
0.000000
USD
-587654.180000
USD
-14510000.000000
USD
-72278.500000
N
N
N
N/A
N/A
LCH - CNY IRS 5/31/2028 REC FIX BARC
000000000
1.000000
NC
128428.090000
0.0022084892
N/A
DIR
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
N/A
70JB_CNY-CNREPOFIX=CFXS-Reuters
Y
2028-06-01
0.000000
USD
0.000000
USD
219090000.000000
CNY
128428.090000
N
N
N
N/A
N/A
CME - PLN IRS 6/30/28 PAY FIX CITI
000000000
1.000000
NC
-40687.280000
-0.0006996711
N/A
DIR
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
N/A
70JB_PLN-WIBOR-WIBO
Y
2028-06-30
0.000000
USD
0.000000
USD
-186400000.000000
PLN
-40687.280000
N
N
N
N/A
N/A
CME - PLN IRS 6/30/28 PAY FIX CITI
000000000
1.000000
NC
-40687.280000
-0.0006996711
N/A
DIR
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
N/A
70JB_PLN-WIBOR-WIBO
Y
2028-06-30
0.000000
USD
0.000000
USD
-186400000.000000
PLN
-40687.280000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
USD/RON FWD 20230714 UBSWGB2L
000000000
1.000000
NC
USD
-251067.530000
-0.0043174349
N/A
DFE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
-42990067.640000
USD
194266000.000000
RON
2023-07-14
-251067.530000
N
N
N
DEUTSCHE BANK
7LTWFZYICNSX8D621K86
ZAR/USD FWD 20230915 DEUTGB2L
000000000
1.000000
NC
USD
-270789.700000
-0.0046565834
N/A
DFE
CORP
ZA
N
2
DEUTSCHE BANK
7LTWFZYICNSX8D621K86
-325167469.920000
ZAR
16872533.720000
USD
2023-09-15
-270789.700000
N
N
N
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
GBP/USD FWD 20230825 SBOSGB2X
000000000
1.000000
NC
USD
373664.160000
0.0064256445
N/A
DFE
CORP
GB
N
2
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
-16154405.560000
USD
13011000.000000
GBP
2023-08-25
373664.160000
N
N
N
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
USD/MXN FWD 20230714 SBOSGB2X
000000000
1.000000
NC
USD
45301.040000
0.0007790107
N/A
DFE
CORP
US
N
2
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
-4169021.130000
USD
72342864.030000
MXN
2023-07-14
45301.040000
N
N
N
Barclays Bank PLC - Wholesale (SING)
G5GSEF7VJP5I7OUK5573
USD/RON FWD 20230714 BARCGB5G
000000000
1.000000
NC
USD
-7733.220000
-0.0001329828
N/A
DFE
CORP
US
N
2
Barclays Bank PLC - Wholesale (SING)
G5GSEF7VJP5I7OUK5573
-13501364.800000
USD
61334000.000000
RON
2023-07-14
-7733.220000
N
N
N
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
USD/EUR FWD 20230721 IRVTGB2X
000000000
1.000000
NC
USD
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HPFHU0OQ28E4N0NFVK49
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542887667.220000
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B4TYDEB6GKMZO031MB27
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2023-07-14
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DEUTSCHE BANK
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392454.030000
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7LTWFZYICNSX8D621K86
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MYR
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2023-09-08
392454.030000
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BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
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-75238.170000
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BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
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5782582.830000
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2023-08-25
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E57ODZWZ7FF32TWEFA76
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E57ODZWZ7FF32TWEFA76
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54918423.550000
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2023-10-06
170110.170000
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N
MORGAN STANLEY & COMPANY LLC
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000000000
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-89804.250000
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DFE
CORP
GB
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2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
-2876635.780000
GBP
3564429.610000
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2023-08-25
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N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
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000000000
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-4582.390000
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N/A
DFE
CORP
RS
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
-960293.880000
USD
102732239.500000
RSD
2023-08-18
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GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
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000000000
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787088.390000
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DFE
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2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
-1285615748.790000
THB
37296433.770000
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2023-09-08
787088.390000
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N
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GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
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000000000
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486516.040000
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GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
-43341895.430000
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34502000.000000
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2023-08-25
486516.040000
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BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
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000000000
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680397.550000
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DFE
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BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
-289583238.710000
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63276703.390000
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2023-09-08
680397.550000
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N/A
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EURO-BUND FUTURE SEP23
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-28432.860000
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N/A
DIR
CORP
DE
N
1
MERRILL LYNCH PIERCE FENNER & SMITH INCORPORATED
8NAV47T0Y26Q87Y0QP81
Short
Bundesrepublik Deutschland Bundesanleihe
GERMANY
2023-09-07
-113730309.640000
USD
-28432.860000
N
N
N
WELLS FARGO SECURITIES, LLC.
VYVVCKR63DVZZN70PB21
EUR/USD FWD 20230922 WFBIUS6W
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-1061.080000
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N/A
DFE
CORP
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N
2
WELLS FARGO SECURITIES, LLC.
VYVVCKR63DVZZN70PB21
-3016393.600000
EUR
3304184.700000
USD
2023-09-22
-1061.080000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
AUD/USD FWD 20230721 UBSWGB2L
000000000
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N/A
DFE
CORP
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N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
-23401000.000000
AUD
15286960.660000
USD
2023-07-21
-311852.870000
N
N
N
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
AUD/USD FWD 20230721 SBOSGB2X
000000000
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NC
USD
137292.650000
0.0023609269
N/A
DFE
CORP
AU
N
2
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
-4924106.060000
USD
7593000.000000
AUD
2023-07-21
137292.650000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
COP/USD FWD 20230908 CITIGB2L
000000000
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USD
-725328.300000
-0.0124729698
N/A
DFE
CORP
CO
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
-52345608345.930000
COP
11582306.160000
USD
2023-09-08
-725328.300000
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
USD/EUR FWD 20230721 CIBCCATT
000000000
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NC
USD
4658.700000
0.0000801124
N/A
DFE
CORP
US
N
2
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
-289596.400000
EUR
321012.370000
USD
2023-07-21
4658.700000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
USD/RSD FWD 20230818 CITIGB2L
000000000
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USD
58284.480000
0.0010022779
N/A
DFE
CORP
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N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
-665220989.710000
RSD
6246793.030000
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2023-08-18
58284.480000
N
N
N
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
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000000000
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-280223.580000
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N/A
DFE
CORP
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N
2
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
-575953402.760000
EUR
629948501.220000
USD
2023-08-25
-280223.580000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
MXN/USD FWD 20230714 CHASGB2L
000000000
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USD
-296065.310000
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N/A
DFE
CORP
MX
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
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MXN
4452752.960000
USD
2023-07-14
-296065.310000
N
N
N
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
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000000000
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USD
-343573.990000
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N/A
DFE
CORP
HU
N
2
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
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HUF
18539029.560000
USD
2023-07-14
-343573.990000
N
N
N
N/A
N/A
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000000000
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NC
USD
-70078.800000
-0.0012050967
N/A
DIR
CORP
US
N
1
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Short
United States Treasury Note/Bond
US TREASURY N/B
2023-09-20
-49326798.400000
USD
-70078.800000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
USD/AUD FWD 20230721 CHASGB2L
000000000
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USD
11349.940000
0.0001951771
N/A
DFE
CORP
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N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
-2263046.530000
USD
3412000.000000
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2023-07-21
11349.940000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
USD/ZAR FWD 20230714 UBSWGB2L
000000000
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NC
USD
515831.890000
0.0088704047
N/A
DFE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
-431817506.440000
ZAR
23425057.310000
USD
2023-07-14
515831.890000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
USD/SEK FWD 20230825 BOFAUS6N
000000000
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NC
USD
-18042.660000
-0.0003102672
N/A
DFE
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
-2619088.360000
USD
27979524.470000
SEK
2023-08-25
-18042.660000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
USD/CNH FWD 20230915 UBSWGB2L
000000000
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USD
-654849.610000
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N/A
DFE
CORP
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N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
-29530802.240000
USD
208584000.000000
CNY
2023-09-15
-654849.610000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
RSD/USD FWD 20230818 CHASGB2L
000000000
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USD
1616.890000
0.0000278045
N/A
DFE
CORP
RS
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
-954662.530000
USD
102793287.810000
RSD
2023-08-18
1616.890000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
BRL/USD FWD 20230905 BOFAUS6N
000000000
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NC
USD
858206.470000
0.0147579839
N/A
DFE
CORP
BR
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
-14842485.130000
USD
76090000.000000
BRL
2023-09-05
858206.470000
N
N
N
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
HUF/USD FWD 20230714 SBOSGB2X
000000000
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NC
USD
1459497.740000
0.0250979746
N/A
DFE
CORP
HU
N
2
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
-41508039.730000
USD
14727882656.000000
HUF
2023-07-14
1459497.740000
N
N
N
RBC DOMINION SECURITIES INC
549300QJJX6CVVUXLE15
CAD/USD FWD 20230721 ROYCGB2L
000000000
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NC
USD
323395.180000
0.0055612035
N/A
DFE
CORP
CA
N
2
RBC DOMINION SECURITIES INC
549300QJJX6CVVUXLE15
-14033526.050000
USD
19013000.000000
CAD
2023-07-21
323395.180000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
USD/CNH FWD 20230915 GSILGB2X
000000000
1.000000
NC
USD
557968.720000
0.0095950027
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
-216779701.940000
CNY
30568517.960000
USD
2023-09-15
557968.720000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
IDR/USD FWD 20230707 UBSWGB2L
000000000
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USD
-6101.610000
-0.0001049252
N/A
DFE
CORP
ID
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
-666494.150000
USD
9909435082.000000
IDR
2023-07-07
-6101.610000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
USD/IDR FWD 20230707 UBSWGB2L
000000000
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USD
270933.210000
0.0046590513
N/A
DFE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
-223696310000.000000
IDR
15178682.610000
USD
2023-07-07
270933.210000
N
N
N
DEUTSCHE BANK
7LTWFZYICNSX8D621K86
USD/EUR FWD 20230721 DEUTGB2L
000000000
1.000000
NC
USD
-56377.370000
-0.0009694827
N/A
DFE
CORP
US
N
2
DEUTSCHE BANK
7LTWFZYICNSX8D621K86
-2654698.980000
EUR
2843602.580000
USD
2023-07-21
-56377.370000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
EUR/USD FWD 20230922 MSLNGB2X
000000000
1.000000
NC
USD
-3686.590000
-0.0000633957
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
-2153665.580000
EUR
2356215.670000
USD
2023-09-22
-3686.590000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
USD/EUR FWD 20230721 UBSWGB2L
000000000
1.000000
NC
USD
200152.140000
0.0034418781
N/A
DFE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
-19944486.280000
EUR
21987409.660000
USD
2023-07-21
200152.140000
N
N
N
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
USD/TWD FWD 20231006 MRMDUS33
000000000
1.000000
NC
USD
44546.460000
0.0007660347
N/A
DFE
CORP
US
N
2
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
-653358343.000000
TWD
21105350.740000
USD
2023-10-06
44546.460000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
PLN/USD FWD 20230818 BOFAUS6N
000000000
1.000000
NC
USD
-1396003.900000
-0.0240061149
N/A
DFE
CORP
PL
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
-126228000.000000
PLN
29571980.790000
USD
2023-08-18
-1396003.900000
N
N
N
N/A
N/A
AUST 10Y BOND FUT SEP23
000000000
-408.000000
NC
116066.550000
0.0019959163
N/A
DIR
CORP
AU
N
1
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
Short
Australia Government Bond
AUSTRALIA
2023-09-15
-32684711.760000
USD
116066.550000
N
N
N
Altice Financing SA
549300DIYGW8HVDF7Q17
ALTICE FINANCING SA
BQ8377260
1775000.000000
PA
1483088.380000
0.0255036465
Long
DBT
CORP
LU
N
2
2029-08-15
Fixed
4.25
N
N
N
N
N
N
Highland Holdings Sarl
549300WGY8GPJM4PQR36
HIGHLAND HOLDINGS SARL
BS2119425
3635000.000000
PA
3503342.390000
0.0602445594
Long
DBT
CORP
LU
N
2
2026-12-15
Fixed
0.318
N
N
N
N
N
N
Albania Government International Bond
254900EDM43U3SGRND29
ALBANIA GOVERNMENT INTERNATIONAL BOND
BS5203325
11810000.000000
PA
10763643.370000
0.1850949408
Long
DBT
NUSS
AL
N
2
2031-11-23
Fixed
3.5
N
N
N
N
N
N
Graphic Packaging International LLC
SO75N4VY5NXGQSK8YQ65
GRAPHIC PACKAGING INTERNATIONAL LLC
BS3572366
2975000.000000
PA
2842899.810000
0.0488873845
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
2.625
N
N
N
N
N
N
Cyprus Government International Bond
213800IOEYYAHPDLUL60
CYPRUS GOVERNMENT INTERNATIONAL BOND
BT4945783
19769000.000000
PA
17331753.690000
0.2980421976
Long
DBT
NUSS
CY
N
2
2032-01-20
Fixed
0.95
N
N
N
N
N
N
Romanian Government International Bond
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND
BT9807624
12830000.000000
PA
12184563.550000
0.2095295238
Long
DBT
NUSS
RO
N
2
2028-03-07
Fixed
2.125
N
N
N
N
N
North Macedonia Government International Bond
635400RD1N6RVNCE4958
NORTH MACEDONIA GOVERNMENT INTERNATIONAL BOND
ZM8877007
5430000.000000
PA
6062444.000000
0.1042516623
Long
DBT
NUSS
MK
N
2
2027-03-13
Fixed
6.25
N
N
N
N
N
N
INEOS Finance PLC
2138002D68XDR4LZCG32
INEOS FINANCE PLC
ZM9277611
2325000.000000
PA
2489495.870000
0.0428101410
Long
DBT
CORP
GB
N
2
2028-05-15
Fixed
6.625
N
N
N
N
N
N
Gruenenthal GmbH
529900SH895E31PGLA72
GRUENENTHAL GMBH
ZK2439873
530000.000000
PA
590365.390000
0.0101521059
Long
DBT
CORP
DE
N
2
2030-05-15
Fixed
6.75
N
N
N
N
N
N
State Bank of India/London
5493001JZ37UBBZF6L49
STATE BANK OF INDIA/LONDON
ZK3662838
14600000.000000
PA
USD
14318383.370000
0.2462233494
Long
DBT
CORP
IN
N
2
2028-05-05
Fixed
4.875
N
N
N
N
N
Loxam SAS
969500BNA2YRNE1R5K91
LOXAM SAS
ZK3486816
3795000.000000
PA
4094930.690000
0.0704176948
Long
DBT
CORP
FR
N
2
2028-05-15
Fixed
6.375
N
N
N
N
N
N
Motion Finco Sarl
2549002L1LBQZKA7UN30
MOTION FINCO SARL
ZK7502352
6345000.000000
PA
6882952.860000
0.1183613864
Long
DBT
CORP
LU
N
2
2030-06-15
Fixed
7.375
N
N
N
N
N
N
Dana Financing Luxembourg Sarl
222100DKCE3D036DQU13
DANA FINANCING LUXEMBOURG SARL
ZK4725667
2623000.000000
PA
2952749.540000
0.0507763944
Long
DBT
CORP
LU
N
2
2031-07-15
Fixed
8.5
N
N
N
N
N
N
Lottomatica SpA/Roma
81560046335277E43118
LOTTOMATICA SPA/ROMA
ZK6804098
1040000.000000
PA
1138377.380000
0.0195758896
Long
DBT
CORP
IT
N
2
2028-06-01
Floating
7.588
N
N
N
N
N
N
IPD 3 BV
724500RBP2J59JMQB629
IPD 3 BV
ZK9020064
1825000.000000
PA
2030711.200000
0.0349207379
Long
DBT
CORP
NL
N
2
2028-06-15
Fixed
8.0
N
N
N
N
N
N
Albania Government International Bond
254900EDM43U3SGRND29
ALBANIA GOVERNMENT INTERNATIONAL BOND
ZK8858829
15580000.000000
PA
16667253.420000
0.2866152454
Long
DBT
NUSS
AL
N
2
2028-06-09
Fixed
5.9
N
N
N
N
N
N
Chile Government International Bond
549300FLZTJM5YJF8D34
CHILE GOVERNMENT INTERNATIONAL BOND
ZJ3624492
6420000.000000
PA
6957341.160000
0.1196405906
Long
DBT
NUSS
CL
N
2
2034-07-05
Fixed
4.125
N
N
N
N
N
N
N/A
N/A
AUST 3YR BOND FUT SEP23
000000000
1699.000000
NC
-424303.880000
-0.0072964608
N/A
DIR
CORP
AU
N
1
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
Long
Australia Government Bond
AUSTRALIA
2023-09-15
121947729.150000
USD
-424303.880000
N
N
N
2023-06-30
T. ROWE PRICE INTERNATIONAL FUNDS, INC.
/s/ Alan Dupski
Alan Dupski
Treasurer & Vice President