0001752724-22-196268.txt : 20220826
0001752724-22-196268.hdr.sgml : 20220826
20220826124721
ACCESSION NUMBER: 0001752724-22-196268
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220630
FILED AS OF DATE: 20220826
DATE AS OF CHANGE: 20220826
PERIOD START: 20221231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: FIDELITY HASTINGS STREET TRUST
CENTRAL INDEX KEY: 0000035348
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0630
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-00215
FILM NUMBER: 221202515
BUSINESS ADDRESS:
STREET 1: 245 SUMMER STREET
CITY: BOSTON
STATE: MA
ZIP: 02110
BUSINESS PHONE: 617-563-7000
MAIL ADDRESS:
STREET 1: 245 SUMMER STREET
CITY: BOSTON
STATE: MA
ZIP: 02110
FORMER COMPANY:
FORMER CONFORMED NAME: FIDELITY FUND
DATE OF NAME CHANGE: 19920703
FORMER COMPANY:
FORMER CONFORMED NAME: FIDELITY FUND INC
DATE OF NAME CHANGE: 19851205
0000035348
S000069413
Fidelity Series Emerging Markets Debt Local Currency Fund
C000221495
Fidelity Series Emerging Markets Debt Local Currency Fund
FSEDX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000035348
XXXXXXXX
S000069413
C000221495
Fidelity Hastings Street Trust
811-00215
0000035348
5IETULY5BBOQWX17XY97
245 Summer Street
Boston
02210
1-800-FIDELITY
Fidelity Series Emerging Markets Debt Local Currency Fund
S000069413
54930092TT4TRKVUCK15
2022-12-31
2022-06-30
N
398084404.83
21531.47
398062873.36
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
486747.14000000
BRL
CLP
CNY
COP
CZK
EGP
HUF
IDR
MXN
MYR
PEN
PLN
RON
THB
ZAR
N
PHILIPPINES REPUBLIC OF
529900RAHBALMYIJ3T08
PHILIPPINE GOVT 6.25% 1/14/36
718286BM8
30000000.00000000
PA
525658.78000000
0.132054209316
Long
DBT
NUSS
PH
N
2
2036-01-14
Fixed
0.06250000
N
N
N
N
N
N
MEXICO UNITED MEXICAN STATES
254900EGTWEU67VP6075
MEXICO GOVT 8.5% 5/31/29
N/A
223000000.00000000
PA
10770469.18000000
2.705720603654
Long
DBT
NUSS
MX
N
2
2029-05-31
Fixed
0.08500000
N
N
N
N
N
N
CHINA PEOPLES REPUBLIC OF
300300CHN201808MOF68
CHINA PEOPLES REPUBLIC OF 2.68% 05/21/2030
N/A
76250000.00000000
PA
11199732.21000000
2.813558600797
Long
DBT
NUSS
CN
N
2
2030-05-21
Fixed
0.02680000
N
N
N
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: PLN/USD settle 2022-08-04
N/A
1.00000000
NC
N/A
-26492.32000000
-0.00665531044
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
2005640.29000000
USD
8909000.00000000
PLN
2022-08-04
-26492.32000000
N
N
N
ROMANIA, REPUBLIC OF
315700IASY927EDWBK92
ROMANIA REPUBLIC OF 3.65% 09/24/2031
N/A
23550000.00000000
PA
3403283.04000000
0.854961180195
Long
DBT
NUSS
RO
N
2
2031-09-24
Fixed
0.03650000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT 11.15% 08/26/2022
N/A
45000000.00000000
PA
405596.38000000
0.101892541893
Long
DBT
NUSS
UA
N
3
2022-08-26
Fixed
0.11150000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
TITULOS DE TESORERIA B 6.0% 04/28/2028
N/A
1850000000.00000000
PA
347413.38000000
0.087276006693
Long
DBT
NUSS
CO
N
2
2028-04-28
Fixed
0.06000000
N
N
N
N
N
N
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
FX Forward: HUF/USD settle 2022-08-04
N/A
1.00000000
NC
N/A
-46306.52000000
-0.01163296632
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
1564503.89000000
USD
577255000.00000000
HUF
2022-08-04
-46306.52000000
N
N
N
EGYPT, (ARAB) REPUBLIC OF
529900GFIVH4086NMH82
EGYPT (ARAB) REP OF 14.06% 01/12/2026
N/A
18000000.00000000
PA
920931.70000000
0.231353326731
Long
DBT
NUSS
EG
N
2
2026-01-12
Fixed
0.14060000
N
N
N
N
N
N
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
FX Forward: USD/PHP settle 2022-08-04
N/A
1.00000000
NC
N/A
33134.34000000
0.008323896102
N/A
DFE
CORP
US
N
2
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
55458000.00000000
PHP
1040683.05000000
USD
2022-08-04
33134.34000000
N
N
N
MALAYSIA GOVT OF
254900GSIL471JOBYY43
MALAYSIA GOVT OF 3.828% 07/05/2034
N/A
14300000.00000000
PA
2993606.94000000
0.752043744931
Long
DBT
NUSS
MY
N
2
2034-07-05
Fixed
0.03828000
N
N
N
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: USD/IDR settle 2022-08-04
N/A
1.00000000
NC
N/A
55964.42000000
0.014059191083
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
36216600000.00000000
IDR
2486037.89000000
USD
2022-08-04
55964.42000000
N
N
N
MEXICO UNITED MEXICAN STATES
254900EGTWEU67VP6075
MEXICO UNITED MEXICAN STATES 5.75% 03/05/26
N/A
275000000.00000000
PA
12153770.61000000
3.053228880003
Long
DBT
NUSS
MX
N
2
2026-03-05
Fixed
0.05750000
N
N
N
N
N
N
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
FX Forward: USD/ZAR settle 2022-08-04
N/A
1.00000000
NC
N/A
10583.76000000
0.002658816159
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
12240000.00000000
ZAR
760547.00000000
USD
2022-08-04
10583.76000000
N
N
N
ROMANIA, REPUBLIC OF
315700IASY927EDWBK92
ROMANIA REPUBLIC OF 4.75% 02/24/2025
N/A
5550000.00000000
PA
1067636.55000000
0.268208019750
Long
DBT
NUSS
RO
N
2
2025-02-24
Fixed
0.04750000
N
N
N
N
N
N
SOUTH AFRICA REPUBLIC OF
378900AAFB4F17004C49
SOUTH AFRICA GOVT 8.875% 2/28/35
N/A
215000000.00000000
PA
11071335.38000000
2.781303186239
Long
DBT
NUSS
ZA
N
2
2035-02-28
Fixed
0.08875000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: USD/COP settle 2022-08-04
N/A
1.00000000
NC
N/A
31961.82000000
0.008029339619
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
2730300000.00000000
COP
685867.16000000
USD
2022-08-04
31961.82000000
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC 9.75% 06/05/2026 REGS
N/A
26500000.00000000
PA
466265.44000000
0.117133616622
Long
DBT
NUSS
DO
N
2
2026-06-05
Fixed
0.09750000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: USD/CZK settle 2022-08-04
N/A
1.00000000
NC
N/A
25549.14000000
0.006418367978
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
25012000.00000000
CZK
1080222.92000000
USD
2022-08-04
25549.14000000
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA GOVT 8.375% 9/15/26
N/A
120750000000.00000000
PA
8761923.14000000
2.201140504775
Long
DBT
NUSS
ID
N
2
2026-09-15
Fixed
0.08375000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: USD/HUF settle 2022-08-04
N/A
1.00000000
NC
N/A
-5787.57000000
-0.00145393363
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
289620000.00000000
HUF
755921.42000000
USD
2022-08-04
-5787.57000000
N
N
N
POLAND REPUBLIC OF
259400R9L8QEP0TPXS31
POLAND REPUBLIC OF 1.25% 10/25/2030
N/A
5400000.00000000
PA
789334.58000000
0.198293946214
Long
DBT
NUSS
PL
N
2
2030-10-25
Fixed
0.01250000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: IDR/USD settle 2022-08-04
N/A
1.00000000
NC
N/A
-32513.64000000
-0.00816796596
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
2640692.93000000
USD
38871000000.00000000
IDR
2022-08-04
-32513.64000000
N
N
N
INTL FINANCE CORP
QKL54NQY28TCDAI75F60
INTL FIN CORP 5.85% 11/25/2022
45950VLJ3
90000000.00000000
PA
1136018.33000000
0.285386657743
Long
DBT
CORP
US
N
2
2022-11-25
Fixed
0.05850000
N
N
N
N
N
N
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
FX Forward: PLN/USD settle 2022-08-04
N/A
1.00000000
NC
N/A
-49037.26000000
-0.01231897352
N/A
DFE
CORP
US
N
2
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
1146243.66000000
USD
4939000.00000000
PLN
2022-08-04
-49037.26000000
N
N
N
EGYPT, (ARAB) REPUBLIC OF
529900GFIVH4086NMH82
EGYPT (ARAB) REP OF 16.1% 05/07/2029
N/A
12000000.00000000
PA
632717.17000000
0.158949053615
Long
DBT
NUSS
EG
N
2
2029-05-07
Fixed
0.16100000
N
N
N
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: RON/USD settle 2022-08-04
N/A
1.00000000
NC
N/A
-818.93000000
-0.00020572880
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
174191.77000000
USD
822000.00000000
RON
2022-08-04
-818.93000000
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
TITULOS DE TESORERIA B 5.75% 11/03/2027
N/A
31100000000.00000000
PA
5884125.96000000
1.478190093522
Long
DBT
NUSS
CO
N
2
2027-11-03
Fixed
0.05750000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
COLOMBIA GOVT 7.5% 8/26/26
N/A
13650000000.00000000
PA
2916617.77000000
0.732702787723
Long
DBT
NUSS
CO
N
2
2026-08-26
Fixed
0.07500000
N
N
N
N
N
N
BRAZIL LETRAS DO TESOURO NACIONAL
254900ZFY40OYEADAP90
BRAZIL LETRAS DO TESOURO NACIONAL 0% 07/01/2023
N/A
119000000.00000000
PA
19987218.13000000
5.021120900145
Long
DBT
NUSS
BR
N
2
2023-07-01
Fixed
0.00000000
N
N
N
N
N
N
HUNGARY REPUBLIC OF
5299008DH62LEB10JK83
HUNGARY REPUBLIC OF 2.25% 06/22/2034
N/A
470000000.00000000
PA
709446.34000000
0.178224694509
Long
DBT
NUSS
HU
N
2
2034-06-22
Fixed
0.02250000
N
N
N
N
N
N
ROMANIA, REPUBLIC OF
315700IASY927EDWBK92
ROMANIA REPUBLIC OF 4% 10/25/2023
N/A
9750000.00000000
PA
1948243.78000000
0.489431170396
Long
DBT
NUSS
RO
N
2
2023-10-25
Fixed
0.04000000
N
N
N
N
N
N
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
FX Forward: USD/PLN settle 2022-08-04
N/A
1.00000000
NC
N/A
-10565.57000000
-0.00265424652
N/A
DFE
CORP
US
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
8975000.00000000
PLN
1983244.40000000
USD
2022-08-04
-10565.57000000
N
N
N
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
FX Forward: USD/TRY settle 2022-08-04
N/A
1.00000000
NC
N/A
-19535.50000000
-0.00490764180
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
8729000.00000000
TRY
493917.27000000
USD
2022-08-04
-19535.50000000
N
N
N
HUNGARY REPUBLIC OF
5299008DH62LEB10JK83
HUNGARY REPUBLIC OF 3.0% 06/26/2024
N/A
365000000.00000000
PA
875313.71000000
0.219893330571
Long
DBT
NUSS
HU
N
2
2024-06-26
Fixed
0.03000000
N
N
N
N
N
N
SOUTH AFRICA REPUBLIC OF
378900AAFB4F17004C49
SOUTH AFRICA 10.5% 12/21/26
N/A
57500000.00000000
PA
3741400.37000000
0.939901864853
Long
DBT
NUSS
ZA
N
2
2026-12-21
Fixed
0.10500000
N
N
N
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA REPUBLIC OF 8.25% 05/15/2036
N/A
44750000000.00000000
PA
3169071.99000000
0.796123477492
Long
DBT
NUSS
ID
N
2
2036-05-15
Fixed
0.08250000
N
N
N
N
N
N
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
FX Forward: USD/CNY settle 2022-08-04
N/A
1.00000000
NC
N/A
-3410.79000000
-0.00085684705
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
12598000.00000000
CNY
1876936.83000000
USD
2022-08-04
-3410.79000000
N
N
N
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
FX Forward: USD/ZAR settle 2022-08-04
N/A
1.00000000
NC
N/A
12251.61000000
0.003077807758
N/A
DFE
CORP
US
N
2
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
15849000.00000000
ZAR
983343.71000000
USD
2022-08-04
12251.61000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: PEN/USD settle 2022-08-04
N/A
1.00000000
NC
N/A
-257.12000000
-0.00006459281
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
274368.80000000
USD
1053000.00000000
PEN
2022-08-04
-257.12000000
N
N
N
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
FX Forward: THB/USD settle 2022-08-04
N/A
1.00000000
NC
N/A
-109.83000000
-0.00002759111
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
774382.98000000
USD
27297000.00000000
THB
2022-08-04
-109.83000000
N
N
N
CHINA PEOPLES REPUBLIC OF
300300CHN201808MOF68
CHINA PEOPLES REPUBLIC OF 2.36% 07/02/2023
N/A
11500000.00000000
PA
1721565.09000000
0.432485721531
Long
DBT
NUSS
CN
N
2
2023-07-02
Fixed
0.02360000
N
N
N
N
N
N
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
FX Forward: PLN/USD settle 2022-08-04
N/A
1.00000000
NC
N/A
-26127.21000000
-0.00656358875
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
1873317.17000000
USD
8315000.00000000
PLN
2022-08-04
-26127.21000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: USD/PEN settle 2022-08-04
N/A
1.00000000
NC
N/A
21580.27000000
0.005421321968
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
3754000.00000000
PEN
998802.71000000
USD
2022-08-04
21580.27000000
N
N
N
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
FX Forward: USD/CNY settle 2022-08-04
N/A
1.00000000
NC
N/A
916.48000000
0.000230234985
N/A
DFE
CORP
US
N
2
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
8520000.00000000
CNY
1272591.49000000
USD
2022-08-04
916.48000000
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: PLN/USD settle 2022-08-04
N/A
1.00000000
NC
N/A
-17168.94000000
-0.00431312266
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
374610.75000000
USD
1609000.00000000
PLN
2022-08-04
-17168.94000000
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: PLN/USD settle 2022-08-04
N/A
1.00000000
NC
N/A
89070.85000000
0.022376075730
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
9499433.43000000
USD
43162000.00000000
PLN
2022-08-04
89070.85000000
N
N
N
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
FX Forward: MXN/USD settle 2022-08-04
N/A
1.00000000
NC
N/A
-39477.11000000
-0.00991730519
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
3107484.17000000
USD
62044000.00000000
MXN
2022-08-04
-39477.11000000
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: ZAR/USD settle 2022-08-04
N/A
1.00000000
NC
N/A
-1859.40000000
-0.00046711213
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
1041820.68000000
USD
16973000.00000000
ZAR
2022-08-04
-1859.40000000
N
N
N
POLAND REPUBLIC OF
259400R9L8QEP0TPXS31
POLAND REPUBLIC OF 2.5% 07/25/2026
N/A
53250000.00000000
PA
9900336.39000000
2.487128806168
Long
DBT
NUSS
PL
N
2
2026-07-25
Fixed
0.02500000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: USD/RON settle 2022-08-04
N/A
1.00000000
NC
N/A
-868.81000000
-0.00021825949
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
4980000.00000000
RON
1049492.20000000
USD
2022-08-04
-868.81000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: USD/KZT settle 2022-08-04
N/A
1.00000000
NC
N/A
192524.66000000
0.048365389712
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
1551028000.00000000
KZT
3456714.95000000
USD
2022-08-04
192524.66000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: USD/INR settle 2022-08-04
N/A
1.00000000
NC
N/A
7732.33000000
0.001942489620
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
41880000.00000000
INR
536854.25000000
USD
2022-08-04
7732.33000000
N
N
N
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
FX Forward: MXN/USD settle 2022-08-04
N/A
1.00000000
NC
N/A
-39014.79000000
-0.00980116273
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
5152673.07000000
USD
103413000.00000000
MXN
2022-08-04
-39014.79000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: USD/COP settle 2022-08-04
N/A
1.00000000
NC
N/A
71421.81000000
0.017942343981
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
3307000000.00000000
COP
863446.48000000
USD
2022-08-04
71421.81000000
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: USD/PLN settle 2022-08-04
N/A
1.00000000
NC
N/A
34590.23000000
0.008689639832
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
4512000.00000000
PLN
1036937.93000000
USD
2022-08-04
34590.23000000
N
N
N
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
FX Forward: IDR/USD settle 2022-08-04
N/A
1.00000000
NC
N/A
-23157.23000000
-0.00581748049
N/A
DFE
CORP
US
N
2
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
1933466.89000000
USD
28470300000.00000000
IDR
2022-08-04
-23157.23000000
N
N
N
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
FX Forward: USD/MXN settle 2022-08-04
N/A
1.00000000
NC
N/A
2441.96000000
0.000613460878
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
18113000.00000000
MXN
898109.74000000
USD
2022-08-04
2441.96000000
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
NOTA DO TESOURO NACIONAL 10% 01/01/2029
N/A
11500000.00000000
PA
1923960.58000000
0.483330827554
Long
DBT
NUSS
BR
N
2
2029-01-01
Fixed
0.10000000
N
N
N
N
N
N
HUNGARY REPUBLIC OF
5299008DH62LEB10JK83
HUNGARY REPUBLIC OF 3.25% 10/22/2031
N/A
937000000.00000000
PA
1725480.85000000
0.433469425429
Long
DBT
NUSS
HU
N
2
2031-10-22
Fixed
0.03250000
N
N
N
N
N
N
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
FX Forward: RON/USD settle 2022-08-04
N/A
1.00000000
NC
N/A
-48077.61000000
-0.01207789352
N/A
DFE
CORP
US
N
2
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
2145846.82000000
USD
9946000.00000000
RON
2022-08-04
-48077.61000000
N
N
N
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
FX Forward: CNY/USD settle 2022-08-04
N/A
1.00000000
NC
N/A
-6793.95000000
-0.00170675299
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
2261778.22000000
USD
15108000.00000000
CNY
2022-08-04
-6793.95000000
N
N
N
THAILAND KINGDOM OF
254900PHJ6MSKT6C7026
THAILAND KINGDOM OF 2.875% 06/17/2046
N/A
23000000.00000000
PA
521881.58000000
0.131105313990
Long
DBT
NUSS
TH
N
2
2046-06-17
Fixed
0.02875000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: RON/USD settle 2022-08-04
N/A
1.00000000
NC
N/A
-11717.63000000
-0.00294366312
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
1017153.56000000
USD
4767000.00000000
RON
2022-08-04
-11717.63000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: CLP/USD settle 2022-08-04
N/A
1.00000000
NC
N/A
-106810.79000000
-0.02683264306
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
1081744.51000000
USD
900985000.00000000
CLP
2022-08-04
-106810.79000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: USD/CLP settle 2022-08-04
N/A
1.00000000
NC
N/A
32618.94000000
0.008194419068
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
823096000.00000000
CLP
923270.89000000
USD
2022-08-04
32618.94000000
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: PLN/USD settle 2022-08-04
N/A
1.00000000
NC
N/A
-15172.04000000
-0.00381146824
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
4233829.57000000
USD
18990000.00000000
PLN
2022-08-04
-15172.04000000
N
N
N
CHILE REPUBLIC OF
549300FLZTJM5YJF8D34
BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS 4.5% 03/01/2026
N/A
3050000000.00000000
PA
3124643.49000000
0.784962300961
Long
DBT
NUSS
CL
N
2
2026-03-01
Fixed
0.04500000
N
N
N
N
N
N
INTER AMERICAN DEV BANK
VKU1UKDS9E7LYLMACP54
INTER AMERICAN DEV BANK 5.7% 11/12/2024
N/A
105000000.00000000
PA
1268426.34000000
0.318649747285
Long
DBT
CORP
US
N
2
2024-11-12
Fixed
0.05700000
N
N
N
N
N
N
THAILAND KINGDOM OF
254900PHJ6MSKT6C7026
THAILAND KINGDOM OF 2% 12/17/2031
N/A
76000000.00000000
PA
2012265.36000000
0.505514453788
Long
DBT
NUSS
TH
N
2
2031-12-17
Fixed
0.02000000
N
N
N
N
N
N
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
FX Forward: USD/IDR settle 2022-08-04
N/A
1.00000000
NC
N/A
14417.02000000
0.003621794687
N/A
DFE
CORP
US
N
2
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
15598600000.00000000
IDR
1061057.07000000
USD
2022-08-04
14417.02000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: USD/BRL settle 2022-08-04
N/A
1.00000000
NC
N/A
21976.42000000
0.005520841422
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
19453000.00000000
BRL
3703781.27000000
USD
2022-08-04
21976.42000000
N
N
N
SOUTH AFRICA REPUBLIC OF
378900AAFB4F17004C49
SOUTH AFRICA REPUBLIC OF 8.0% 01/31/2030
N/A
208500000.00000000
PA
11134030.08000000
2.797053135354
Long
DBT
NUSS
ZA
N
2
2030-01-31
Fixed
0.08000000
N
N
N
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA GOVT 8.25% 05/15/2029
N/A
102000000000.00000000
PA
7281557.31000000
1.829248040274
Long
DBT
NUSS
ID
N
2
2029-05-15
Fixed
0.08250000
N
N
N
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: CZK/USD settle 2022-08-04
N/A
1.00000000
NC
N/A
-19654.86000000
-0.00493762702
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
1274325.35000000
USD
29755000.00000000
CZK
2022-08-04
-19654.86000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: COP/USD settle 2022-08-04
N/A
1.00000000
NC
N/A
-16867.62000000
-0.00423742607
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
946939.77000000
USD
3883400000.00000000
COP
2022-08-04
-16867.62000000
N
N
N
MALAYSIA GOVT OF
254900GSIL471JOBYY43
MALAYSIA GOVT OF 4.065% 06/15/2050
N/A
14500000.00000000
PA
2832920.02000000
0.711676523883
Long
DBT
NUSS
MY
N
2
2050-06-15
Fixed
0.04065000
N
N
N
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
CZECH REPUBLIC 2% 10/13/2033
N/A
149250000.00000000
PA
4760726.03000000
1.195973387273
Long
DBT
NUSS
CZ
N
2
2033-10-13
Fixed
0.02000000
N
N
N
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: CLP/USD settle 2022-08-04
N/A
1.00000000
NC
N/A
-127214.24000000
-0.03195832832
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
2708871.98000000
USD
2385839000.00000000
CLP
2022-08-04
-127214.24000000
N
N
N
KAZAKHSTAN REPUBLIC OF
5493007OEK8EF02UO833
KAZAKHSTAN REPUBLIC OF 8.05% 05/20/2024
N/A
830000000.00000000
PA
1609945.57000000
0.404445045681
Long
DBT
NUSS
KZ
N
2
2024-05-20
Fixed
0.08050000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: USD/MXN settle 2022-08-04
N/A
1.00000000
NC
N/A
677.42000000
0.000170179146
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
41804000.00000000
MXN
2067838.91000000
USD
2022-08-04
677.42000000
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC 8.9% 02/15/2023 REGS
N/A
116250000.00000000
PA
2107629.52000000
0.529471513434
Long
DBT
NUSS
DO
N
2
2023-02-15
Fixed
0.08900000
N
N
N
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
CZECH REPUBLIC 0.95% 05/15/2030 REGS
N/A
146000000.00000000
PA
4576662.15000000
1.149733485911
Long
DBT
NUSS
CZ
N
2
2030-05-15
Fixed
0.00950000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
COLOMBIA REPUBLIC OF 9.25% 05/28/2042
N/A
1750000000.00000000
PA
335138.76000000
0.084192418441
Long
DBT
NUSS
CO
N
2
2042-05-28
Fixed
0.09250000
N
N
N
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: HUF/USD settle 2022-08-04
N/A
1.00000000
NC
N/A
-60043.07000000
-0.01508381565
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
3540136.84000000
USD
1323215000.00000000
HUF
2022-08-04
-60043.07000000
N
N
N
MEXICO UNITED MEXICAN STATES
254900EGTWEU67VP6075
MEXICO GOVT 7.75% 11/13/42
N/A
167750000.00000000
PA
7297806.94000000
1.833330217008
Long
DBT
NUSS
MX
N
2
2042-11-13
Fixed
0.07750000
N
N
N
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: MYR/USD settle 2022-08-04
N/A
1.00000000
NC
N/A
-1906.46000000
-0.00047893439
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
1050454.55000000
USD
4622000.00000000
MYR
2022-08-04
-1906.46000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: USD/BRL settle 2022-08-04
N/A
1.00000000
NC
N/A
112465.34000000
0.028253159871
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
6328000.00000000
BRL
1310144.93000000
USD
2022-08-04
112465.34000000
N
N
N
RUSSIAN FEDERATION
5493004EHVGF71PDBU58
RUSSIAN FEDN 8.5% 09/17/2031
N/A
794750000.00000000
PA
1228250.00000000
0.308556783915
Long
DBT
NUSS
RU
N
3
2031-09-17
Fixed
0.08500000
Y
Y
N
N
N
N
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
FX Forward: USD/ZAR settle 2022-08-04
N/A
1.00000000
NC
N/A
14281.48000000
0.003587744790
N/A
DFE
CORP
US
N
2
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
16540000.00000000
ZAR
1027712.19000000
USD
2022-08-04
14281.48000000
N
N
N
TURKEY REPUBLIC OF
5493000PCHOG3B6S3Q85
TURKEY REPUBLIC OF 12.4% 03/08/2028
N/A
7750000.00000000
PA
360308.54000000
0.090515484892
Long
DBT
NUSS
TR
N
2
2028-03-08
Fixed
0.12400000
N
N
N
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: USD/MXN settle 2022-08-04
N/A
1.00000000
NC
N/A
4852.08000000
0.001218923020
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
18882000.00000000
MXN
938546.06000000
USD
2022-08-04
4852.08000000
N
N
N
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
FX Forward: IDR/USD settle 2022-08-04
N/A
1.00000000
NC
N/A
-1038.78000000
-0.00026095877
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
256656.59000000
USD
3809600000.00000000
IDR
2022-08-04
-1038.78000000
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: USD/CZK settle 2022-08-04
N/A
1.00000000
NC
N/A
6210.09000000
0.001560077670
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
25304000.00000000
CZK
1073196.55000000
USD
2022-08-04
6210.09000000
N
N
N
PERU, REPUBLIC OF
254900STKLK2DBJJZ530
PERU REPUBLIC OF 5.4% 08/12/2034
N/A
15250000.00000000
PA
3201675.46000000
0.804314010240
Long
DBT
NUSS
PE
N
2
2034-08-12
Fixed
0.05400000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: CZK/USD settle 2022-08-04
N/A
1.00000000
NC
N/A
155086.60000000
0.038960327721
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
6589352.35000000
USD
159947000.00000000
CZK
2022-08-04
155086.60000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: USD/RON settle 2022-08-04
N/A
1.00000000
NC
N/A
7622.76000000
0.001914963818
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
2103000.00000000
RON
451178.83000000
USD
2022-08-04
7622.76000000
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: USD/ZAR settle 2022-08-04
N/A
1.00000000
NC
N/A
30398.71000000
0.007636660445
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
17521000.00000000
ZAR
1103936.77000000
USD
2022-08-04
30398.71000000
N
N
N
THAILAND KINGDOM OF
254900PHJ6MSKT6C7026
THAILAND KINGDOM OF 3.3% 06/17/2038
N/A
195000000.00000000
PA
5291124.28000000
1.329218230109
Long
DBT
NUSS
TH
N
2
2038-06-17
Fixed
0.03300000
N
N
N
N
N
N
REPUBLICA ORIENTAL DEL URUGUAY
549300RDR012H2V82H43
URUGUAY REPUBLICA ORIENTAL DL 8.25% 05/21/2031
917288BM3
31500000.00000000
PA
682875.89000000
0.171549756508
Long
DBT
NUSS
UY
N
2
2031-05-21
Fixed
0.08250000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: USD/COP settle 2022-08-04
N/A
1.00000000
NC
N/A
29943.94000000
0.007522414674
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
1459900000.00000000
COP
379589.18000000
USD
2022-08-04
29943.94000000
N
N
N
RUSSIAN FEDERATION
5493004EHVGF71PDBU58
RUSSIAN FEDN 7.05% 01/19/2028
N/A
200000000.00000000
PA
309090.91000000
0.077648766234
Long
DBT
NUSS
RU
N
3
2028-01-19
Fixed
0.07050000
Y
Y
N
N
N
N
CHINA PEOPLES REPUBLIC OF
300300CHN201808MOF68
CHINA PEOPLES REPUBLIC OF 2.88% 11/05/2023
N/A
71000000.00000000
PA
10695921.66000000
2.686993029447
Long
DBT
NUSS
CN
N
2
2023-11-05
Fixed
0.02880000
N
N
N
N
N
N
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
FX Forward: ZAR/USD settle 2022-08-04
N/A
1.00000000
NC
N/A
-30485.19000000
-0.00765838565
N/A
DFE
CORP
US
N
2
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
789026.44000000
USD
12380000.00000000
ZAR
2022-08-04
-30485.19000000
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: USD/RON settle 2022-08-04
N/A
1.00000000
NC
N/A
10674.52000000
0.002681616577
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
4370000.00000000
RON
932376.86000000
USD
2022-08-04
10674.52000000
N
N
N
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
FX Forward: THB/USD settle 2022-08-04
N/A
1.00000000
NC
N/A
-54752.76000000
-0.01375480198
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
2075600.87000000
USD
71245000.00000000
THB
2022-08-04
-54752.76000000
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA REPUBLIC OF 6.375% 04/15/2032
N/A
35000000000.00000000
PA
2214297.70000000
0.556268330505
Long
DBT
NUSS
ID
N
2
2032-04-15
Fixed
0.06375000
N
N
N
N
N
N
THAILAND KINGDOM OF
254900PHJ6MSKT6C7026
THAILAND KINGDOM OF 1.6% 06/17/2035
N/A
180750000.00000000
PA
4160679.91000000
1.045231843623
Long
DBT
NUSS
TH
N
2
2035-06-17
Fixed
0.01600000
N
N
N
N
N
N
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
FX Forward: USD/RON settle 2022-08-04
N/A
1.00000000
NC
N/A
-7502.60000000
-0.00188477763
N/A
DFE
CORP
US
N
2
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
1816000.00000000
RON
375520.61000000
USD
2022-08-04
-7502.60000000
N
N
N
CHINA PEOPLES REPUBLIC OF
300300CHN201808MOF68
CHINA PEOPLES REPUBLIC OF 3.81% 09/14/2050
N/A
15250000.00000000
PA
2447990.01000000
0.614975717111
Long
DBT
NUSS
CN
N
2
2050-09-14
Fixed
0.03810000
N
N
N
N
N
N
HUNGARY REPUBLIC OF
5299008DH62LEB10JK83
HUNGARY REPUBLIC OF 3% 10/27/2038
N/A
1110000000.00000000
PA
1629907.87000000
0.409459906733
Long
DBT
NUSS
HU
N
2
2038-10-27
Fixed
0.03000000
N
N
N
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: USD/MYR settle 2022-08-04
N/A
1.00000000
NC
N/A
683.05000000
0.000171593495
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
6633000.00000000
MYR
1505447.12000000
USD
2022-08-04
683.05000000
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA REPUBLIC OF 7.5% 04/15/2040
N/A
47750000000.00000000
PA
3189209.60000000
0.801182379326
Long
DBT
NUSS
ID
N
2
2040-04-15
Fixed
0.07500000
N
N
N
N
N
N
PERU, REPUBLIC OF
254900STKLK2DBJJZ530
PERU GOVT 6.95% 8/12/31
N/A
11500000.00000000
PA
2845379.65000000
0.714806589718
Long
DBT
NUSS
PE
N
2
2031-08-12
Fixed
0.06950000
N
N
N
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: USD/MXN settle 2022-08-04
N/A
1.00000000
NC
N/A
-26330.43000000
-0.00661464099
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
22049000.00000000
MXN
1063968.19000000
USD
2022-08-04
-26330.43000000
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA TREASURY BOND 8.375% 03/15/2034
N/A
71788000000.00000000
PA
5124788.59000000
1.287431944291
Long
DBT
NUSS
ID
N
2
2034-03-15
Fixed
0.08375000
N
N
N
N
N
N
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
FX Forward: PEN/USD settle 2022-08-04
N/A
1.00000000
NC
N/A
-34923.81000000
-0.00877344066
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
1024120.74000000
USD
3800000.00000000
PEN
2022-08-04
-34923.81000000
N
N
N
RUSSIAN FEDERATION
5493004EHVGF71PDBU58
RUSSIAN FEDN 7.25% 05/10/2034
N/A
335000000.00000000
PA
517727.27000000
0.130061682374
Long
DBT
NUSS
RU
N
3
2034-05-10
Fixed
0.07250000
Y
Y
N
N
N
N
KAZAKHSTAN REPUBLIC OF
5493007OEK8EF02UO833
KAZAKHSTAN GOVERNMENT BOND - MEOKAM 10.5% 08/04/2026
N/A
440000000.00000000
PA
847142.91000000
0.212816358091
Long
DBT
NUSS
KZ
N
2
2026-08-04
Fixed
0.10500000
N
N
N
N
N
N
BRAZILIAN GOVERNMENT INTERNATIONAL BOND
254900ZFY40OYEADAP90
BRAZIL GOVT 10% 1/01/23
N/A
30500000.00000000
PA
5727642.93000000
1.438878959410
Long
DBT
NUSS
BR
N
2
2023-01-01
Fixed
0.10000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: USD/IDR settle 2022-08-04
N/A
1.00000000
NC
N/A
25372.75000000
0.006374055883
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
31642600000.00000000
IDR
2148538.45000000
USD
2022-08-04
25372.75000000
N
N
N
BRAZILIAN GOVERNMENT INTERNATIONAL BOND
254900ZFY40OYEADAP90
NOTAS DO TESOURO 10% 01/01/2025
N/A
23500000.00000000
PA
4231316.57000000
1.062976944894
Long
DBT
NUSS
BR
N
2
2025-01-01
Fixed
0.10000000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
NOTA DO TESOURO NACIONAL 10.0% 01/01/2027
N/A
38000000.00000000
PA
6588756.14000000
1.655204888711
Long
DBT
NUSS
BR
N
2
2027-01-01
Fixed
0.10000000
N
N
N
N
N
N
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
FX Forward: THB/USD settle 2022-08-04
N/A
1.00000000
NC
N/A
3096.00000000
0.000777766580
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
3118560.50000000
USD
110054000.00000000
THB
2022-08-04
3096.00000000
N
N
N
MALAYSIA GOVT OF
254900GSIL471JOBYY43
MALAYSIA GOVT OF 3.757% 05/22/2040
N/A
10000000.00000000
PA
1964900.74000000
0.493615675185
Long
DBT
NUSS
MY
N
2
2040-05-22
Fixed
0.03757000
N
N
N
N
N
N
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
FX Forward: USD/COP settle 2022-08-04
N/A
1.00000000
NC
N/A
87812.87000000
0.022060050277
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
8240000000.00000000
COP
2061288.31000000
USD
2022-08-04
87812.87000000
N
N
N
POLAND REPUBLIC OF
259400R9L8QEP0TPXS31
POLAND REPUBLIC OF 2.75% 10/25/2029
N/A
23750000.00000000
PA
4066340.88000000
1.021532313645
Long
DBT
NUSS
PL
N
2
2029-10-25
Fixed
0.02750000
N
N
N
N
N
N
HUNGARY REPUBLIC OF
5299008DH62LEB10JK83
HUNGARY REPUBLIC OF 5.5% 06/24/2025
N/A
675000000.00000000
PA
1652076.38000000
0.415029004351
Long
DBT
NUSS
HU
N
2
2025-06-24
Fixed
0.05500000
N
N
N
N
N
N
EGYPT, (ARAB) REPUBLIC OF
529900GFIVH4086NMH82
EGYPT (ARAB) REP OF 15.9% 07/02/2024
N/A
18000000.00000000
PA
965403.57000000
0.242525398525
Long
DBT
NUSS
EG
N
2
2024-07-02
Fixed
0.15900000
N
N
N
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: COP/USD settle 2022-08-04
N/A
1.00000000
NC
N/A
-2249.71000000
-0.00056516448
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
1156110.14000000
USD
4817800000.00000000
COP
2022-08-04
-2249.71000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: USD/CLP settle 2022-08-04
N/A
1.00000000
NC
N/A
324895.40000000
0.081619116411
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
3343582000.00000000
CLP
3942903.30000000
USD
2022-08-04
324895.40000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: EGP/USD settle 2022-08-04
N/A
1.00000000
NC
N/A
111.33000000
0.000027967943
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
763281.25000000
USD
14655000.00000000
EGP
2022-08-04
111.33000000
N
N
N
MALAYSIA GOVT OF
254900GSIL471JOBYY43
MALAYSIA GOVT OF 3.885% 08/15/2029
N/A
16100000.00000000
PA
3565816.68000000
0.895792327955
Long
DBT
NUSS
MY
N
2
2029-08-15
Fixed
0.03885000
N
N
N
N
N
N
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
FX Forward: USD/PHP settle 2022-08-04
N/A
1.00000000
NC
N/A
11754.84000000
0.002953010890
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
53109000.00000000
PHP
976627.44000000
USD
2022-08-04
11754.84000000
N
N
N
MALAYSIA GOVT OF
254900GSIL471JOBYY43
MALAYSIA GOVT OF 4.696% 10/15/2042
N/A
9000000.00000000
PA
2020757.80000000
0.507647895656
Long
DBT
NUSS
MY
N
2
2042-10-15
Fixed
0.04696000
N
N
N
N
N
N
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
FX Forward: MXN/USD settle 2022-08-04
N/A
1.00000000
NC
N/A
25154.11000000
0.006319129887
N/A
DFE
CORP
US
N
2
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
1217991.04000000
USD
25140000.00000000
MXN
2022-08-04
25154.11000000
N
N
N
Fidelity Revere Street Trust
549300BDV45LJNXBZC55
Fidelity Cash Central Fund
31635A105
54906983.77300000
NS
USD
54917965.17000000
13.79630426380
Long
STIV
RF
US
N
1
N
N
N
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
FX Forward: THB/USD settle 2022-08-04
N/A
1.00000000
NC
N/A
-271612.07000000
-0.06823345963
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
16229972.59000000
USD
562612000.00000000
THB
2022-08-04
-271612.07000000
N
N
N
PERU, REPUBLIC OF
254900STKLK2DBJJZ530
PERU REPUBLIC OF 5.35% 08/12/2040
N/A
2250000.00000000
PA
439680.03000000
0.110454920422
Long
DBT
NUSS
PE
N
2
2040-08-12
Fixed
0.05350000
N
N
N
N
N
N
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
FX Forward: ZAR/USD settle 2022-08-04
N/A
1.00000000
NC
N/A
-43999.00000000
-0.01105327900
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
1194800.43000000
USD
18782000.00000000
ZAR
2022-08-04
-43999.00000000
N
N
N
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
FX Forward: USD/ZAR settle 2022-08-04
N/A
1.00000000
NC
N/A
15888.20000000
0.003991379518
N/A
DFE
CORP
US
N
2
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
16973000.00000000
ZAR
1055849.48000000
USD
2022-08-04
15888.20000000
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: MYR/USD settle 2022-08-04
N/A
1.00000000
NC
N/A
-49592.41000000
-0.01245843642
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
19008984.42000000
USD
83573000.00000000
MYR
2022-08-04
-49592.41000000
N
N
N
BRAZIL LETRAS DO TESOURO NACIONAL
254900ZFY40OYEADAP90
BRAZIL LETRAS DO TESOURO NACIONAL 0% 01/01/2024
N/A
10750000.00000000
PA
1700606.06000000
0.427220465361
Long
DBT
NUSS
BR
N
2
2024-01-01
Fixed
0.00000000
N
N
N
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: USD/MYR settle 2022-08-04
N/A
1.00000000
NC
N/A
-683.05000000
-0.00017159349
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
8851000.00000000
MYR
2007257.06000000
USD
2022-08-04
-683.05000000
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: MXN/USD settle 2022-08-04
N/A
1.00000000
NC
N/A
77892.30000000
0.019567838452
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
3818630.95000000
USD
78799000.00000000
MXN
2022-08-04
77892.30000000
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: CZK/USD settle 2022-08-04
N/A
1.00000000
NC
N/A
-5706.11000000
-0.00143346953
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
316137.44000000
USD
7362000.00000000
CZK
2022-08-04
-5706.11000000
N
N
N
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
FX Forward: USD/THB settle 2022-08-04
N/A
1.00000000
NC
N/A
52571.51000000
0.013206835783
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
68031000.00000000
THB
1982255.24000000
USD
2022-08-04
52571.51000000
N
N
N
TURKEY REPUBLIC OF
5493000PCHOG3B6S3Q85
TURKEY REPUBLIC OF 11% 02/24/2027
N/A
16250000.00000000
PA
710701.71000000
0.178540064287
Long
DBT
NUSS
TR
N
2
2027-02-24
Fixed
0.11000000
N
N
N
N
N
N
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
FX Forward: USD/BRL settle 2022-08-04
N/A
1.00000000
NC
N/A
86805.07000000
0.021806874192
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
4896000.00000000
BRL
1013454.77000000
USD
2022-08-04
86805.07000000
N
N
N
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
FX Forward: USD/MXN settle 2022-08-04
N/A
1.00000000
NC
N/A
28823.41000000
0.007240918942
N/A
DFE
CORP
US
N
2
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
39829000.00000000
MXN
1998323.33000000
USD
2022-08-04
28823.41000000
N
N
N
SOUTH AFRICA REPUBLIC OF
378900AAFB4F17004C49
SOUTH AFRICA GOVT 6.5 2/28/41
N/A
107500000.00000000
PA
4053231.87000000
1.018239112778
Long
DBT
NUSS
ZA
N
2
2041-02-28
Fixed
0.06500000
N
N
N
N
N
N
EGYPT, (ARAB) REPUBLIC OF
529900GFIVH4086NMH82
EGYPT (ARAB) REP OF 14.556% 10/13/2027
N/A
36000000.00000000
PA
1823895.57000000
0.458192836373
Long
DBT
NUSS
EG
N
2
2027-10-13
Fixed
0.14556000
N
N
N
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: BRL/USD settle 2022-08-04
N/A
1.00000000
NC
N/A
-22400.54000000
-0.00562738740
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
1085322.25000000
USD
5616000.00000000
BRL
2022-08-04
-22400.54000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: BRL/USD settle 2022-08-04
N/A
1.00000000
NC
N/A
-77132.89000000
-0.01937706205
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
1031604.79000000
USD
5043000.00000000
BRL
2022-08-04
-77132.89000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: COP/USD settle 2022-08-04
N/A
1.00000000
NC
N/A
-12502.57000000
-0.00314085307
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
987289.27000000
USD
4070100000.00000000
COP
2022-08-04
-12502.57000000
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: USD/PHP settle 2022-08-04
N/A
1.00000000
NC
N/A
23707.91000000
0.005955820446
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
40638000.00000000
PHP
762010.13000000
USD
2022-08-04
23707.91000000
N
N
N
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
FX Forward: IDR/USD settle 2022-08-04
N/A
1.00000000
NC
N/A
-49525.17000000
-0.01244154461
N/A
DFE
CORP
US
N
2
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
2087972.51000000
USD
30380000000.00000000
IDR
2022-08-04
-49525.17000000
N
N
N
CHILE REPUBLIC OF
549300FLZTJM5YJF8D34
BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS 4.7% 09/01/2030 144A REGS
N/A
1000000000.00000000
PA
976621.70000000
0.245343578956
Long
DBT
NUSS
CL
N
2
2030-09-01
Fixed
0.04700000
N
N
N
N
N
N
TURKEY REPUBLIC OF
5493000PCHOG3B6S3Q85
TURKEY REPUBLIC OF 8.0% 03/12/2025
N/A
38250000.00000000
PA
1652257.92000000
0.415074610212
Long
DBT
NUSS
TR
N
2
2025-03-12
Fixed
0.08000000
N
N
N
N
N
N
MALAYSIA GOVT OF
254900GSIL471JOBYY43
MALAYSIA GOVT OF 4.762% 04/07/2037
N/A
22500000.00000000
PA
5152238.63000000
1.294327849897
Long
DBT
NUSS
MY
N
2
2037-04-07
Fixed
0.04762000
N
N
N
N
N
N
POLAND REPUBLIC OF
259400R9L8QEP0TPXS31
POLAND REPUBLIC OF 1.75% 04/25/2032
N/A
9250000.00000000
PA
1322646.38000000
0.332270721164
Long
DBT
NUSS
PL
N
2
2032-04-25
Fixed
0.01750000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
COLOMBIA TREAS 10% 7/24/24
N/A
8300000000.00000000
PA
1991062.71000000
0.500187996231
Long
DBT
NUSS
CO
N
2
2024-07-24
Fixed
0.10000000
N
N
N
N
N
N
PHILIPPINES REPUBLIC OF
529900RAHBALMYIJ3T08
PHILIPPINE GOVT 3.9% 11/26/22
718286BX4
30000000.00000000
PA
532035.99000000
0.133656270304
Long
DBT
NUSS
PH
N
2
2022-11-26
Fixed
0.03900000
N
N
N
N
N
N
ROMANIA, REPUBLIC OF
315700IASY927EDWBK92
ROMANIA REPUBLIC OF 4.25% 06/28/2023
N/A
20250000.00000000
PA
4118316.04000000
1.034589336412
Long
DBT
NUSS
RO
N
2
2023-06-28
Fixed
0.04250000
N
N
N
N
N
N
CHILE REPUBLIC OF
549300FLZTJM5YJF8D34
BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS 5.0% 03/01/2035
N/A
1825000000.00000000
PA
1751293.19000000
0.439953913616
Long
DBT
NUSS
CL
N
2
2035-03-01
Fixed
0.05000000
N
N
N
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: USD/IDR settle 2022-08-04
N/A
1.00000000
NC
N/A
7183.62000000
0.001804644562
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
3590700000.00000000
IDR
248113.60000000
USD
2022-08-04
7183.62000000
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
NOTA DO TESOURO NACIONAL 10% 01/01/2031
N/A
14500000.00000000
PA
2361837.76000000
0.593332842137
Long
DBT
NUSS
BR
N
2
2031-01-01
Fixed
0.10000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
TITULOS DE TESORERIA B 7% 06/30/2032
N/A
22800000000.00000000
PA
4025206.14000000
1.011198584289
Long
DBT
NUSS
CO
N
2
2032-06-30
Fixed
0.07000000
N
N
N
N
N
N
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
FX Forward: USD/HUF settle 2022-08-04
N/A
1.00000000
NC
N/A
63598.83000000
0.015977081575
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
736648000.00000000
HUF
2001004.40000000
USD
2022-08-04
63598.83000000
N
N
N
ROMANIA, REPUBLIC OF
315700IASY927EDWBK92
ROMANIA REPUBLIC OF 5% 02/12/2029
N/A
5500000.00000000
PA
950324.75000000
0.238737348695
Long
DBT
NUSS
RO
N
2
2029-02-12
Fixed
0.05000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
TITULOS DE TESORERIA B 7.25% 10/26/2050
N/A
8500000000.00000000
PA
1278807.36000000
0.321257631792
Long
DBT
NUSS
CO
N
2
2050-10-26
Fixed
0.07250000
N
N
N
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: BRL/USD settle 2022-08-04
N/A
1.00000000
NC
N/A
-38987.15000000
-0.00979421910
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
1026769.99000000
USD
5219000.00000000
BRL
2022-08-04
-38987.15000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: USD/MXN settle 2022-08-04
N/A
1.00000000
NC
N/A
40080.56000000
0.010068901844
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
40767000.00000000
MXN
2055963.54000000
USD
2022-08-04
40080.56000000
N
N
N
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
FX Forward: USD/KZT settle 2022-08-04
N/A
1.00000000
NC
N/A
51488.16000000
0.012934680284
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
320854000.00000000
KZT
726736.13000000
USD
2022-08-04
51488.16000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: USD/PLN settle 2022-08-04
N/A
1.00000000
NC
N/A
14808.39000000
0.003720113326
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
7866000.00000000
PLN
1762252.31000000
USD
2022-08-04
14808.39000000
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA GOVT 8.125% 05/15/2024
N/A
85000000000.00000000
PA
6005202.22000000
1.508606459404
Long
DBT
NUSS
ID
N
2
2024-05-15
Fixed
0.08125000
N
N
N
N
N
N
RUSSIAN FEDERATION
5493004EHVGF71PDBU58
RUSSIAN FEDN 7.7% 03/16/2039
N/A
142500000.00000000
PA
220227.27000000
0.055324745093
Long
DBT
NUSS
RU
N
3
2039-03-16
Fixed
0.07700000
Y
Y
N
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: CLP/USD settle 2022-08-04
N/A
1.00000000
NC
N/A
-9520.68000000
-0.00239175282
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
961589.07000000
USD
879854000.00000000
CLP
2022-08-04
-9520.68000000
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: USD/RON settle 2022-08-04
N/A
1.00000000
NC
N/A
-18567.68000000
-0.00466450936
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
9283000.00000000
RON
1939364.31000000
USD
2022-08-04
-18567.68000000
N
N
N
MEXICO UNITED MEXICAN STATES
254900EGTWEU67VP6075
MEXICAN BONOS 7.75% 11/23/2034
N/A
65000000.00000000
PA
2917654.59000000
0.732963254114
Long
DBT
NUSS
MX
N
2
2034-11-23
Fixed
0.07750000
N
N
N
N
N
N
THAILAND KINGDOM OF
254900PHJ6MSKT6C7026
THAILAND GOVT 4.875% 6/22/29
N/A
61750000.00000000
PA
1979732.90000000
0.497341759930
Long
DBT
NUSS
TH
N
2
2029-06-22
Fixed
0.04875000
N
N
N
N
N
N
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
FX Forward: USD/PLN settle 2022-08-04
N/A
1.00000000
NC
N/A
30557.38000000
0.007676520983
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
4154000.00000000
PLN
953374.83000000
USD
2022-08-04
30557.38000000
N
N
N
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
FX Forward: THB/USD settle 2022-08-04
N/A
1.00000000
NC
N/A
-10375.86000000
-0.00260658822
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
1977302.54000000
USD
69344000.00000000
THB
2022-08-04
-10375.86000000
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: COP/USD settle 2022-08-04
N/A
1.00000000
NC
N/A
-11696.13000000
-0.00293826196
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
1158754.78000000
USD
4789400000.00000000
COP
2022-08-04
-11696.13000000
N
N
N
INTER AMERICAN DEV BANK
VKU1UKDS9E7LYLMACP54
INTER AMERICAN DEV BANK 5.1% 11/17/2026
N/A
15000000000.00000000
PA
962033.90000000
0.241678881499
Long
DBT
CORP
US
N
2
2026-11-17
Fixed
0.05100000
N
N
N
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
CZECH REPUBLIC 1.2% 03/13/2031
N/A
45000000.00000000
PA
1405678.16000000
0.353129682287
Long
DBT
NUSS
CZ
N
2
2031-03-13
Fixed
0.01200000
N
N
N
N
N
N
RUSSIAN FEDERATION
5493004EHVGF71PDBU58
RUSSIAN FEDN 6.9% 05/23/2029
N/A
98000000.00000000
PA
151454.55000000
0.038047896484
Long
DBT
NUSS
RU
N
3
2029-05-23
Fixed
0.06900000
Y
Y
N
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA REPUBLIC OF 6.5% 06/15/2025
N/A
34750000000.00000000
PA
2390921.30000000
0.600639110052
Long
DBT
NUSS
ID
N
2
2025-06-15
Fixed
0.06500000
N
N
N
N
N
N
CHILE REPUBLIC OF
549300FLZTJM5YJF8D34
BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS 6.0% 01/01/2043
N/A
1275000000.00000000
PA
1333315.29000000
0.334950928416
Long
DBT
NUSS
CL
N
2
2043-01-01
Fixed
0.06000000
N
N
N
N
N
N
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
FX Forward: CNY/USD settle 2022-08-04
N/A
1.00000000
NC
N/A
16660.93000000
0.004185502119
N/A
DFE
CORP
US
N
2
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
1952345.72000000
USD
13192000.00000000
CNY
2022-08-04
16660.93000000
N
N
N
KAZAKHSTAN REPUBLIC OF
5493007OEK8EF02UO833
KAZAKHSTAN GOVERNMENT BOND - MEUKAM 7.2% 05/27/2025
N/A
825851000.00000000
PA
1432827.34000000
0.359950006868
Long
DBT
NUSS
KZ
N
2
2025-05-27
Fixed
0.07200000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: RON/USD settle 2022-08-04
N/A
1.00000000
NC
N/A
-26692.94000000
-0.00670570952
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
1406504.54000000
USD
6542000.00000000
RON
2022-08-04
-26692.94000000
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA REPUBLIC OF 8.375% 04/15/2039
N/A
30000000000.00000000
PA
2142641.38000000
0.538267073719
Long
DBT
NUSS
ID
N
2
2039-04-15
Fixed
0.08375000
N
N
N
N
N
N
HUNGARY REPUBLIC OF
5299008DH62LEB10JK83
HUNGARY GOVT 6.75% 10/22/28
N/A
1118000000.00000000
PA
2738751.14000000
0.688019738410
Long
DBT
NUSS
HU
N
2
2028-10-22
Fixed
0.06750000
N
N
N
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: USD/BRL settle 2022-08-04
N/A
1.00000000
NC
N/A
73578.18000000
0.018484059912
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
4884000.00000000
BRL
997956.68000000
USD
2022-08-04
73578.18000000
N
N
N
TURKEY REPUBLIC OF
5493000PCHOG3B6S3Q85
TURKEY REPUBLIC OF 11.7% 11/13/2030
N/A
12500000.00000000
PA
527971.24000000
0.132635137646
Long
DBT
NUSS
TR
N
2
2030-11-13
Fixed
0.11700000
N
N
N
N
N
N
ROMANIA, REPUBLIC OF
315700IASY927EDWBK92
ROMANIA REPUBLIC OF 4.75% 10/11/2034
N/A
2500000.00000000
PA
364779.24000000
0.091638598928
Long
DBT
NUSS
RO
N
2
2034-10-11
Fixed
0.04750000
N
N
N
N
N
N
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
FX Forward: USD/THB settle 2022-08-04
N/A
1.00000000
NC
N/A
74065.79000000
0.018606555636
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
90833000.00000000
THB
2650523.03000000
USD
2022-08-04
74065.79000000
N
N
N
EGYPT, (ARAB) REPUBLIC OF
529900GFIVH4086NMH82
EGYPT (ARAB) REPUBLIC OF 14.531% 09/14/2024
N/A
18000000.00000000
PA
941226.89000000
0.236451815276
Long
DBT
NUSS
EG
N
2
2024-09-14
Fixed
0.14531000
N
N
N
N
N
N
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
FX Forward: ZAR/USD settle 2022-08-04
N/A
1.00000000
NC
N/A
-65868.72000000
-0.01654731561
N/A
DFE
CORP
US
N
2
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
1778958.76000000
USD
27959000.00000000
ZAR
2022-08-04
-65868.72000000
N
N
N
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
FX Forward: USD/THB settle 2022-08-04
N/A
1.00000000
NC
N/A
38211.65000000
0.009599400636
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
44741000.00000000
THB
1307279.87000000
USD
2022-08-04
38211.65000000
N
N
N
SOUTH AFRICA REPUBLIC OF
378900AAFB4F17004C49
SOUTH AFRICA 7% 2/28/31
N/A
56750000.00000000
PA
2742000.24000000
0.688835966252
Long
DBT
NUSS
ZA
N
2
2031-02-28
Fixed
0.07000000
N
N
N
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: MYR/USD settle 2022-08-04
N/A
1.00000000
NC
N/A
-7826.95000000
-0.00196625973
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
920032.03000000
USD
4021000.00000000
MYR
2022-08-04
-7826.95000000
N
N
N
CHINA PEOPLES REPUBLIC OF
300300CHN201808MOF68
CHINA PEOPLES REPUBLIC OF 3.28% 12/03/2027
N/A
88750000.00000000
PA
13650051.52000000
3.429119476725
Long
DBT
NUSS
CN
N
2
2027-12-03
Fixed
0.03280000
N
N
N
N
N
N
THAILAND KINGDOM OF
254900PHJ6MSKT6C7026
THAILAND KINGDOM OF 1.6% 12/17/2029
N/A
75500000.00000000
PA
1973845.78000000
0.495862817684
Long
DBT
NUSS
TH
N
2
2029-12-17
Fixed
0.01600000
N
N
N
N
N
N
REPUBLICA ORIENTAL DEL URUGUAY
549300RDR012H2V82H43
URUGUAY REPUBLICA ORIENTAL DL 8.5% 03/15/2028 REGS
N/A
5500000.00000000
PA
126005.85000000
0.031654760700
Long
DBT
NUSS
UY
N
2
2028-03-15
Fixed
0.08500000
N
N
N
N
N
N
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
FX Forward: USD/BRL settle 2022-08-04
N/A
1.00000000
NC
N/A
14778.24000000
0.003712539146
N/A
DFE
CORP
US
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
5531000.00000000
BRL
1061612.28000000
USD
2022-08-04
14778.24000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: TRY/USD settle 2022-08-04
N/A
1.00000000
NC
N/A
3679.60000000
0.000924376586
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
1354449.74000000
USD
23089000.00000000
TRY
2022-08-04
3679.60000000
N
N
N
ASIAN INFRASTRUCTURE INVESTMENT BANK
25490065OSV2524LCR32
ASIAN INFRASTRUCTURE INVESTMENT BANK 2.375% 02/10/2025 REGS
N/A
57900000.00000000
PA
968083.37000000
0.243198608759
Long
DBT
CORP
CN
N
2
2025-02-10
Fixed
0.02375000
N
N
N
N
N
N
MEXICO UNITED MEXICAN STATES
254900EGTWEU67VP6075
MEXICO GOVT 8% 12/07/23
N/A
10750000.00000000
PA
524715.68000000
0.131817286945
Long
DBT
NUSS
MX
N
2
2023-12-07
Fixed
0.08000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: USD/PLN settle 2022-08-04
N/A
1.00000000
NC
N/A
59861.11000000
0.015038104281
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
9015000.00000000
PLN
2062557.14000000
USD
2022-08-04
59861.11000000
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: MXN/USD settle 2022-08-04
N/A
1.00000000
NC
N/A
10140.20000000
0.002547386525
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
1049549.56000000
USD
21430000.00000000
MXN
2022-08-04
10140.20000000
N
N
N
SOUTH AFRICA REPUBLIC OF
378900AAFB4F17004C49
SOUTH AFRICA 8.75% 2/28/48
N/A
83000000.00000000
PA
3928776.53000000
0.986973865921
Long
DBT
NUSS
ZA
N
2
2048-02-28
Fixed
0.08750000
N
N
N
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: USD/RON settle 2022-08-04
N/A
1.00000000
NC
N/A
3695.69000000
0.000928418661
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
3003000.00000000
RON
637076.04000000
USD
2022-08-04
3695.69000000
N
N
N
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
FX Forward: USD/BRL settle 2022-08-04
N/A
1.00000000
NC
N/A
18692.25000000
0.004695803414
N/A
DFE
CORP
US
N
2
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
1009000.00000000
BRL
209662.34000000
USD
2022-08-04
18692.25000000
N
N
N
PERU, REPUBLIC OF
254900STKLK2DBJJZ530
PERU GOVERNMENT BOND 6.35% 08/12/2028
N/A
9900000.00000000
PA
2432733.97000000
0.611143146675
Long
DBT
NUSS
PE
N
2
2028-08-12
Fixed
0.06350000
N
N
N
N
N
N
THAILAND KINGDOM OF
254900PHJ6MSKT6C7026
THAILAND KINGDOM OF 1.585% 12/17/2035
N/A
123750000.00000000
PA
2829575.78000000
0.710836395295
Long
DBT
NUSS
TH
N
2
2035-12-17
Fixed
0.01585000
N
N
N
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: PEN/USD settle 2022-08-04
N/A
1.00000000
NC
N/A
-29757.10000000
-0.00747547736
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
1043944.27000000
USD
3896000.00000000
PEN
2022-08-04
-29757.10000000
N
N
N
2022-07-30
Stacie M. Smith
Stacie M. Smith
Stacie M. Smith
President and Treasurer