0001752724-23-034859.txt : 20230223
0001752724-23-034859.hdr.sgml : 20230223
20230223095044
ACCESSION NUMBER: 0001752724-23-034859
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20221231
FILED AS OF DATE: 20230223
DATE AS OF CHANGE: 20230223
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: 23656927
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
2022-12-31
N
389621715.62
23596.74
389598118.88
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
4216346.26000000
BRL
CLP
CNY
COP
CZK
HUF
IDR
MXN
MYR
PEN
PLN
RON
THB
TRY
ZAR
N
J.P. Morgan GBI-EM Global Diversified Index
19808102
PHILIPPINES REPUBLIC OF
529900RAHBALMYIJ3T08
PHILIPPINES REPUBLIC OF 6.25% 01/14/2036
718286BM8
30000000.00000000
PA
488577.59000000
0.125405531064
Long
DBT
NUSS
PH
N
2
2036-01-14
Fixed
0.06250000
N
N
N
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: PLN/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
31898.58000000
0.008187560066
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
817618.41000000
USD
3725000.00000000
PLN
2023-01-13
31898.58000000
N
N
N
MEXICO UNITED MEXICAN STATES
254900EGTWEU67VP6075
MEXICO UNITED MEXICAN STATES 8.5% 05/31/2029
N/A
171500000.00000000
PA
8546550.88000000
2.193683815663
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
92250000.00000000
PA
13223507.82000000
3.394140571831
Long
DBT
NUSS
CN
N
2
2030-05-21
Fixed
0.02680000
N
N
N
N
N
N
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
FX Forward: PEN/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
46447.81000000
0.011921980047
N/A
DFE
CORP
US
N
2
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
896810.51000000
USD
3585000.00000000
PEN
2023-01-13
46447.81000000
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: USD/PLN settle 2023-01-13
N/A
1.00000000
NC
N/A
-238880.47000000
-0.06131458506
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
9034000.00000000
PLN
1821397.77000000
USD
2023-01-13
-238880.47000000
N
N
N
ROMANIA, REPUBLIC OF
315700IASY927EDWBK92
ROMANIA REPUBLIC OF 3.65% 09/24/2031
N/A
15550000.00000000
PA
2518575.86000000
0.646454830747
Long
DBT
NUSS
RO
N
2
2031-09-24
Fixed
0.03650000
N
N
N
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: USD/BRL settle 2023-01-13
N/A
1.00000000
NC
N/A
17213.88000000
0.004418368355
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
4773000.00000000
BRL
919564.59000000
USD
2023-01-13
17213.88000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: USD/CNY settle 2023-01-13
N/A
1.00000000
NC
N/A
-41344.10000000
-0.01061198655
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
27534000.00000000
CNY
3952910.77000000
USD
2023-01-13
-41344.10000000
N
N
N
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
FX Forward: RON/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
14713.05000000
0.003776468439
N/A
DFE
CORP
US
N
2
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
1047254.11000000
USD
4905000.00000000
RON
2023-01-13
14713.05000000
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
COLOMBIA REPUBLIC OF 6% 04/28/2028
N/A
1850000000.00000000
PA
283815.49000000
0.072848270113
Long
DBT
NUSS
CO
N
2
2028-04-28
Fixed
0.06000000
N
N
N
N
N
N
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
FX Forward: CNY/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
5160.27000000
0.001324511015
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
526217.50000000
USD
3663000.00000000
CNY
2023-01-13
5160.27000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: USD/COP settle 2023-01-13
N/A
1.00000000
NC
N/A
331.57000000
0.000085105647
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
4721700000.00000000
COP
972543.77000000
USD
2023-01-13
331.57000000
N
N
N
MALAYSIA GOVT OF
254900GSIL471JOBYY43
MALAYSIA GOVT OF 3.828% 07/05/2034
N/A
14300000.00000000
PA
3133793.87000000
0.804365760032
Long
DBT
NUSS
MY
N
2
2034-07-05
Fixed
0.03828000
N
N
N
N
N
N
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
FX Forward: THB/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
27041.06000000
0.006940757331
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
937401.83000000
USD
33272000.00000000
THB
2023-01-13
27041.06000000
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: CZK/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
69959.57000000
0.017956855182
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
936800.43000000
USD
22765000.00000000
CZK
2023-01-13
69959.57000000
N
N
N
MEXICO UNITED MEXICAN STATES
254900EGTWEU67VP6075
MEXICO UNITED MEXICAN STATES 5.75% 03/05/2026
N/A
275000000.00000000
PA
12754022.02000000
3.273635421203
Long
DBT
NUSS
MX
N
2
2026-03-05
Fixed
0.05750000
N
N
N
N
N
N
ROMANIA, REPUBLIC OF
315700IASY927EDWBK92
ROMANIA REPUBLIC OF 4.75% 02/24/2025
N/A
5550000.00000000
PA
1149716.71000000
0.295103249806
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 REPUBLIC OF 8.875% 02/28/2035
N/A
218750000.00000000
PA
10851472.82000000
2.785299079778
Long
DBT
NUSS
ZA
N
2
2035-02-28
Fixed
0.08875000
N
N
N
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: MXN/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
12096.61000000
0.003104894354
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
1881050.70000000
USD
36958000.00000000
MXN
2023-01-13
12096.61000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: USD/BRL settle 2023-01-13
N/A
1.00000000
NC
N/A
-45363.51000000
-0.01164366761
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
31210000.00000000
BRL
5854985.46000000
USD
2023-01-13
-45363.51000000
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: HUF/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
34551.94000000
0.008868610582
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
488188.66000000
USD
195534000.00000000
HUF
2023-01-13
34551.94000000
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC 9.75% 06/05/2026 REGS
N/A
26500000.00000000
PA
447560.52000000
0.114877484851
Long
DBT
NUSS
DO
N
2
2026-06-05
Fixed
0.09750000
N
N
N
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA REPUBLIC OF 8.375% 09/15/2026
N/A
120750000000.00000000
PA
8241328.09000000
2.115340832161
Long
DBT
NUSS
ID
N
2
2026-09-15
Fixed
0.08375000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
FX Forward: SGD/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
221778.83000000
0.056925025879
N/A
DFE
CORP
CA
N
2
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
3604468.02000000
USD
5124000.00000000
SGD
2023-01-13
221778.83000000
N
N
N
POLAND REPUBLIC OF
259400R9L8QEP0TPXS31
POLAND REPUBLIC OF 1.25% 10/25/2030
N/A
11300000.00000000
PA
1732700.20000000
0.444740391709
Long
DBT
NUSS
PL
N
2
2030-10-25
Fixed
0.01250000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: HUF/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
36156.39000000
0.009280432386
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
634872.36000000
USD
251002000.00000000
HUF
2023-01-13
36156.39000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: USD/COP settle 2023-01-13
N/A
1.00000000
NC
N/A
-42171.96000000
-0.01082447731
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
4933800000.00000000
COP
973712.26000000
USD
2023-01-13
-42171.96000000
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: ZAR/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
17143.42000000
0.004400283053
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
1208263.63000000
USD
20839000.00000000
ZAR
2023-01-13
17143.42000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: COP/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
-31534.15000000
-0.00809402008
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
1934798.53000000
USD
9243500000.00000000
COP
2023-01-13
-31534.15000000
N
N
N
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
FX Forward: PLN/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
60431.63000000
0.015511273558
N/A
DFE
CORP
US
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
5887555.61000000
USD
26081000.00000000
PLN
2023-01-13
60431.63000000
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
FX Forward: PLN/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
5773.90000000
0.001482014342
N/A
DFE
CORP
CA
N
2
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
948877.94000000
USD
4186000.00000000
PLN
2023-01-13
5773.90000000
N
N
N
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
FX Forward: USD/THB settle 2023-01-13
N/A
1.00000000
NC
N/A
-7862.72000000
-0.00201816169
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
27832000.00000000
THB
798892.94000000
USD
2023-01-13
-7862.72000000
N
N
N
BRAZIL LETRAS DO TESOURO NACIONAL
254900ZFY40OYEADAP90
BRAZIL LETRAS DO TESOURO NACIONAL 0% 07/01/2024
N/A
1270000.00000000
PA
200596.66000000
0.051488097677
Long
DBT
NUSS
BR
N
2
2024-07-01
Fixed
0.00000000
N
N
N
N
N
N
EGYPT, (ARAB) REPUBLIC OF
529900GFIVH4086NMH82
EGYPT (ARAB) REPUBLIC OF 16.1% 05/07/2029
N/A
12000000.00000000
PA
423671.16000000
0.108745689331
Long
DBT
NUSS
EG
N
2
2029-05-07
Fixed
0.16100000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
COLOMBIA REPUBLIC OF 5.75% 11/03/2027
N/A
31100000000.00000000
PA
4835302.65000000
1.241100101792
Long
DBT
NUSS
CO
N
2
2027-11-03
Fixed
0.05750000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
COLOMBIA REPUBLIC OF 7.5% 08/26/2026
N/A
13650000000.00000000
PA
2398534.19000000
0.615643165037
Long
DBT
NUSS
CO
N
2
2026-08-26
Fixed
0.07500000
N
N
N
N
N
N
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
FX Forward: CZK/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
91762.05000000
0.023553001298
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
900580.91000000
USD
22439000.00000000
CZK
2023-01-13
91762.05000000
N
N
N
BRAZIL LETRAS DO TESOURO NACIONAL
254900ZFY40OYEADAP90
BRAZIL LETRAS DO TESOURO NACIONAL 0% 07/01/2023
N/A
60500000.00000000
PA
10751109.26000000
2.759538288045
Long
DBT
NUSS
BR
N
2
2023-07-01
Fixed
0.00000000
N
N
N
N
N
N
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
FX Forward: CZK/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
40957.94000000
0.010512869034
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
992646.04000000
USD
23372000.00000000
CZK
2023-01-13
40957.94000000
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: USD/HUF settle 2023-01-13
N/A
1.00000000
NC
N/A
-40694.47000000
-0.01044524293
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
231822000.00000000
HUF
579058.46000000
USD
2023-01-13
-40694.47000000
N
N
N
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
FX Forward: USD/IDR settle 2023-01-13
N/A
1.00000000
NC
N/A
7166.86000000
0.001839552003
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
14700000000.00000000
IDR
951333.16000000
USD
2023-01-13
7166.86000000
N
N
N
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
FX Forward: CLP/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
138250.87000000
0.035485507578
N/A
DFE
CORP
US
N
2
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
892338.60000000
USD
874938000.00000000
CLP
2023-01-13
138250.87000000
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: USD/RON settle 2023-01-13
N/A
1.00000000
NC
N/A
-5068.04000000
-0.00130083790
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
8927000.00000000
RON
1927690.55000000
USD
2023-01-13
-5068.04000000
N
N
N
HUNGARY REPUBLIC OF
5299008DH62LEB10JK83
HUNGARY REPUBLIC OF 2.25% 06/22/2034
N/A
470000000.00000000
PA
696088.53000000
0.178668349837
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
2066196.14000000
0.530340378937
Long
DBT
NUSS
RO
N
2
2023-10-25
Fixed
0.04000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: USD/IDR settle 2023-01-13
N/A
1.00000000
NC
N/A
-6823.50000000
-0.00175142016
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
14912900000.00000000
IDR
951017.15000000
USD
2023-01-13
-6823.50000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: BRL/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
15297.08000000
0.003926374193
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
914466.34000000
USD
4918000.00000000
BRL
2023-01-13
15297.08000000
N
N
N
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
FX Forward: USD/PLN settle 2023-01-13
N/A
1.00000000
NC
N/A
-26149.54000000
-0.00671192665
N/A
DFE
CORP
US
N
2
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
1224000.00000000
PLN
252993.76000000
USD
2023-01-13
-26149.54000000
N
N
N
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
FX Forward: USD/THB settle 2023-01-13
N/A
1.00000000
NC
N/A
-54249.45000000
-0.01392446404
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
73244000.00000000
THB
2068846.69000000
USD
2023-01-13
-54249.45000000
N
N
N
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
FX Forward: CZK/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
106365.99000000
0.027301463956
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
1835864.87000000
USD
43918000.00000000
CZK
2023-01-13
106365.99000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: EGP/USD settle 2023-01-17
N/A
1.00000000
NC
N/A
-193342.56000000
-0.04962615336
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
1813394.82000000
USD
41291000.00000000
EGP
2023-01-17
-193342.56000000
N
N
N
HUNGARY REPUBLIC OF
5299008DH62LEB10JK83
HUNGARY REPUBLIC OF 3% 06/26/2024
N/A
365000000.00000000
PA
862875.57000000
0.221478371733
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 REPUBLIC OF 10.5% 12/21/2026
N/A
57500000.00000000
PA
3577074.11000000
0.918144605082
Long
DBT
NUSS
ZA
N
2
2026-12-21
Fixed
0.10500000
N
N
N
N
N
N
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
FX Forward: USD/ZAR settle 2023-01-13
N/A
1.00000000
NC
N/A
-68031.63000000
-0.01746200166
N/A
DFE
CORP
US
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
16449000.00000000
ZAR
899227.87000000
USD
2023-01-13
-68031.63000000
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA REPUBLIC OF 8.25% 05/15/2036
N/A
44750000000.00000000
PA
3120354.91000000
0.800916318325
Long
DBT
NUSS
ID
N
2
2036-05-15
Fixed
0.08250000
N
N
N
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: CLP/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
30536.90000000
0.007838051191
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
941644.04000000
USD
825351000.00000000
CLP
2023-01-13
30536.90000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: USD/COP settle 2023-01-13
N/A
1.00000000
NC
N/A
-4904.45000000
-0.00125884848
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
4381900000.00000000
COP
897341.91000000
USD
2023-01-13
-4904.45000000
N
N
N
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
FX Forward: USD/CZK settle 2023-01-13
N/A
1.00000000
NC
N/A
-8741.44000000
-0.00224370693
N/A
DFE
CORP
US
N
2
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
10035000.00000000
CZK
435046.68000000
USD
2023-01-13
-8741.44000000
N
N
N
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
FX Forward: IDR/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
7080.06000000
0.001817272634
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
1815738.96000000
USD
28380000000.00000000
IDR
2023-01-13
7080.06000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: INR/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
3501.67000000
0.000898790273
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
3175265.44000000
USD
263166000.00000000
INR
2023-01-13
3501.67000000
N
N
N
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
FX Forward: RON/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
506.47000000
0.000129998060
N/A
DFE
CORP
US
N
2
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
507419.11000000
USD
2346000.00000000
RON
2023-01-13
506.47000000
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: CLP/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
95645.37000000
0.024549751491
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
928725.97000000
USD
869659000.00000000
CLP
2023-01-13
95645.37000000
N
N
N
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
FX Forward: USD/ZAR settle 2023-01-13
N/A
1.00000000
NC
N/A
-47542.23000000
-0.01220289002
N/A
DFE
CORP
US
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
11330000.00000000
ZAR
618701.92000000
USD
2023-01-13
-47542.23000000
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: USD/MYR settle 2023-01-13
N/A
1.00000000
NC
N/A
-89116.52000000
-0.02287396054
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
5846000.00000000
MYR
1238559.32000000
USD
2023-01-13
-89116.52000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: PHP/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
3939.93000000
0.001011280550
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
978487.12000000
USD
54717000.00000000
PHP
2023-01-13
3939.93000000
N
N
N
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
FX Forward: CZK/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
13879.50000000
0.003562517201
N/A
DFE
CORP
US
N
2
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
332527.31000000
USD
7833000.00000000
CZK
2023-01-13
13879.50000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: USD/COP settle 2023-01-13
N/A
1.00000000
NC
N/A
-143.47000000
-0.00003682512
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
2518300000.00000000
COP
518382.05000000
USD
2023-01-13
-143.47000000
N
N
N
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
FX Forward: CZK/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
670285.66000000
0.172045404615
N/A
DFE
CORP
US
N
2
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
5899945.51000000
USD
148567000.00000000
CZK
2023-01-13
670285.66000000
N
N
N
POLAND REPUBLIC OF
259400R9L8QEP0TPXS31
POLAND REPUBLIC OF 2.5% 07/25/2026
N/A
43600000.00000000
PA
8597101.81000000
2.206658963014
Long
DBT
NUSS
PL
N
2
2026-07-25
Fixed
0.02500000
N
N
N
N
N
N
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
FX Forward: THB/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
76952.35000000
0.019751725244
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
801719.12000000
USD
30313000.00000000
THB
2023-01-13
76952.35000000
N
N
N
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
FX Forward: USD/CLP settle 2023-01-13
N/A
1.00000000
NC
N/A
-108851.57000000
-0.02793944958
N/A
DFE
CORP
US
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
664523000.00000000
CLP
673890.07000000
USD
2023-01-13
-108851.57000000
N
N
N
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
FX Forward: USD/RON settle 2023-01-13
N/A
1.00000000
NC
N/A
-46233.77000000
-0.01186704138
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
5052000.00000000
RON
1047559.93000000
USD
2023-01-13
-46233.77000000
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
FX Forward: ZAR/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
105591.46000000
0.027102661661
N/A
DFE
CORP
CA
N
2
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
1517621.57000000
USD
27604000.00000000
ZAR
2023-01-13
105591.46000000
N
N
N
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
FX Forward: USD/HUF settle 2023-01-13
N/A
1.00000000
NC
N/A
-70799.87000000
-0.01817253897
N/A
DFE
CORP
US
N
2
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
377091000.00000000
HUF
937315.21000000
USD
2023-01-13
-70799.87000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: ZAR/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
45115.14000000
0.011579917308
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
935669.17000000
USD
16679000.00000000
ZAR
2023-01-13
45115.14000000
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: RON/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
212885.28000000
0.054642276151
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
2128205.64000000
USD
10813000.00000000
RON
2023-01-13
212885.28000000
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: USD/CZK settle 2023-01-13
N/A
1.00000000
NC
N/A
-51846.47000000
-0.01330767975
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
18510000.00000000
CZK
766740.29000000
USD
2023-01-13
-51846.47000000
N
N
N
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
FX Forward: USD/THB settle 2023-01-13
N/A
1.00000000
NC
N/A
-34667.66000000
-0.00889831298
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
33397000.00000000
THB
933398.55000000
USD
2023-01-13
-34667.66000000
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
NOTA DO TESOURO NACIONAL 10% 01/01/2029
N/A
12250000.00000000
PA
2074282.37000000
0.532415910005
Long
DBT
NUSS
BR
N
2
2029-01-01
Fixed
0.10000000
N
N
N
N
N
N
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
FX Forward: IDR/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
-1308.28000000
-0.00033580244
N/A
DFE
CORP
US
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
956695.39000000
USD
14874700000.00000000
IDR
2023-01-13
-1308.28000000
N
N
N
HUNGARY REPUBLIC OF
5299008DH62LEB10JK83
HUNGARY REPUBLIC OF 3.25% 10/22/2031
N/A
447000000.00000000
PA
784519.62000000
0.201366377808
Long
DBT
NUSS
HU
N
2
2031-10-22
Fixed
0.03250000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: USD/CZK settle 2023-01-13
N/A
1.00000000
NC
N/A
-103609.38000000
-0.02659391177
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
31898000.00000000
CZK
1307048.67000000
USD
2023-01-13
-103609.38000000
N
N
N
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
FX Forward: USD/ZAR settle 2023-01-13
N/A
1.00000000
NC
N/A
-34551.75000000
-0.00886856181
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
7335000.00000000
ZAR
396772.25000000
USD
2023-01-13
-34551.75000000
N
N
N
THAILAND KINGDOM OF
254900PHJ6MSKT6C7026
THAILAND KINGDOM OF 2.875% 06/17/2046
N/A
44400000.00000000
PA
1129676.79000000
0.289959508338
Long
DBT
NUSS
TH
N
2
2046-06-17
Fixed
0.02875000
N
N
N
N
N
N
MALAYSIA GOVT OF
254900GSIL471JOBYY43
MALAYSIA GOVT OF 3.582% 07/15/2032
N/A
15000000.00000000
PA
3279909.19000000
0.841869873352
Long
DBT
NUSS
MY
N
2
2032-07-15
Fixed
0.03582000
N
N
N
N
N
N
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
FX Forward: CZK/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
80717.96000000
0.020718262252
N/A
DFE
CORP
US
N
2
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
804868.20000000
USD
20025000.00000000
CZK
2023-01-13
80717.96000000
N
N
N
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
FX Forward: USD/PHP settle 2023-01-13
N/A
1.00000000
NC
N/A
-4642.99000000
-0.00119173830
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
30000000.00000000
PHP
533997.86000000
USD
2023-01-13
-4642.99000000
N
N
N
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
FX Forward: USD/RON settle 2023-01-13
N/A
1.00000000
NC
N/A
-57470.25000000
-0.01475116208
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
9104000.00000000
RON
1913610.09000000
USD
2023-01-13
-57470.25000000
N
N
N
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
FX Forward: USD/BRL settle 2023-01-13
N/A
1.00000000
NC
N/A
7329.35000000
0.001881259083
N/A
DFE
CORP
US
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
5217000.00000000
BRL
993619.66000000
USD
2023-01-13
7329.35000000
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: USD/HUF settle 2023-01-13
N/A
1.00000000
NC
N/A
-63032.63000000
-0.01617888458
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
291871000.00000000
HUF
717255.30000000
USD
2023-01-13
-63032.63000000
N
N
N
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
FX Forward: USD/PLN settle 2023-01-13
N/A
1.00000000
NC
N/A
-48401.95000000
-0.01242355844
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
2470000.00000000
PLN
514901.93000000
USD
2023-01-13
-48401.95000000
N
N
N
CHILE REPUBLIC OF
549300FLZTJM5YJF8D34
CHILE REPUBLIC OF 4.5% 03/01/2026
N/A
3050000000.00000000
PA
3435694.39000000
0.881856000710
Long
DBT
NUSS
CL
N
2
2026-03-01
Fixed
0.04500000
N
N
N
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: USD/CLP settle 2023-01-13
N/A
1.00000000
NC
N/A
-61599.23000000
-0.01581096699
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
859061000.00000000
CLP
950288.72000000
USD
2023-01-13
-61599.23000000
N
N
N
INTER AMERICAN DEV BANK
VKU1UKDS9E7LYLMACP54
INTER AMERICAN DEV BANK 5.7% 11/12/2024
N/A
105000000.00000000
PA
1229599.20000000
0.315607068005
Long
DBT
CORP
US
N
2
2024-11-12
Fixed
0.05700000
N
N
N
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: USD/HUF settle 2023-01-13
N/A
1.00000000
NC
N/A
-39321.15000000
-0.01009274636
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
125144000.00000000
HUF
295238.82000000
USD
2023-01-13
-39321.15000000
N
N
N
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
FX Forward: IDR/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
-2059.52000000
-0.00052862678
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
837409.05000000
USD
13005800000.00000000
IDR
2023-01-13
-2059.52000000
N
N
N
THAILAND KINGDOM OF
254900PHJ6MSKT6C7026
THAILAND KINGDOM OF 2% 12/17/2031
N/A
142000000.00000000
PA
3970709.41000000
1.019180847539
Long
DBT
NUSS
TH
N
2
2031-12-17
Fixed
0.02000000
N
N
N
N
N
N
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
FX Forward: USD/THB settle 2023-01-13
N/A
1.00000000
NC
N/A
-240069.29000000
-0.06161972513
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
103164000.00000000
THB
2750306.58000000
USD
2023-01-13
-240069.29000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: USD/PHP settle 2023-01-13
N/A
1.00000000
NC
N/A
-108576.36000000
-0.02786881012
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
96580000.00000000
PHP
1625488.08000000
USD
2023-01-13
-108576.36000000
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: PLN/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
72152.12000000
0.018519627406
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
1942286.41000000
USD
8833000.00000000
PLN
2023-01-13
72152.12000000
N
N
N
SOUTH AFRICA REPUBLIC OF
378900AAFB4F17004C49
SOUTH AFRICA REPUBLIC OF 8% 01/31/2030
N/A
208500000.00000000
PA
10939354.61000000
2.807856116309
Long
DBT
NUSS
ZA
N
2
2030-01-31
Fixed
0.08000000
N
N
N
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA REPUBLIC OF 8.25% 05/15/2029
N/A
102000000000.00000000
PA
7023863.82000000
1.802848494287
Long
DBT
NUSS
ID
N
2
2029-05-15
Fixed
0.08250000
N
N
N
N
N
N
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
FX Forward: USD/MXN settle 2023-01-13
N/A
1.00000000
NC
N/A
-30474.41000000
-0.00782201158
N/A
DFE
CORP
US
N
2
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
19097000.00000000
MXN
947755.86000000
USD
2023-01-13
-30474.41000000
N
N
N
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
FX Forward: MYR/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
49092.78000000
0.012600877063
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
1882691.46000000
USD
8506000.00000000
MYR
2023-01-13
49092.78000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: IDR/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
-522.32000000
-0.00013406635
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
225946.84000000
USD
3509700000.00000000
IDR
2023-01-13
-522.32000000
N
N
N
MALAYSIA GOVT OF
254900GSIL471JOBYY43
MALAYSIA GOVT OF 4.065% 06/15/2050
N/A
14500000.00000000
PA
2996282.63000000
0.769070096799
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
142000000.00000000
PA
4712587.34000000
1.209602180202
Long
DBT
NUSS
CZ
N
2
2033-10-13
Fixed
0.02000000
N
N
N
N
N
N
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
FX Forward: MXN/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
10235.68000000
0.002627240611
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
559429.65000000
USD
11121000.00000000
MXN
2023-01-13
10235.68000000
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: USD/ZAR settle 2023-01-13
N/A
1.00000000
NC
N/A
-8521.83000000
-0.00218733858
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
24490000.00000000
ZAR
1431576.96000000
USD
2023-01-13
-8521.83000000
N
N
N
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
FX Forward: THB/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
-5392.87000000
-0.00138421356
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
1002822.53000000
USD
34410000.00000000
THB
2023-01-13
-5392.87000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: USD/ZAR settle 2023-01-13
N/A
1.00000000
NC
N/A
-6862.74000000
-0.00176149207
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
36299000.00000000
ZAR
2127647.10000000
USD
2023-01-13
-6862.74000000
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: MYR/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
8667.48000000
0.002224723267
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
5598639.46000000
USD
24690000.00000000
MYR
2023-01-13
8667.48000000
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC 8.9% 02/15/2023 REGS
N/A
116250000.00000000
PA
2047615.73000000
0.525571256834
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
213750000.00000000
PA
7101007.13000000
1.822649234142
Long
DBT
NUSS
CZ
N
2
2030-05-15
Fixed
0.00950000
N
N
N
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: ZAR/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
24572.52000000
0.006307145442
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
829078.53000000
USD
14517000.00000000
ZAR
2023-01-13
24572.52000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: USD/IDR settle 2023-01-13
N/A
1.00000000
NC
N/A
-1140.62000000
-0.00029276835
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
20186400000.00000000
IDR
1295411.67000000
USD
2023-01-13
-1140.62000000
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
COLOMBIA REPUBLIC OF 9.25% 05/28/2042
N/A
9500000000.00000000
PA
1411400.58000000
0.362270891876
Long
DBT
NUSS
CO
N
2
2042-05-28
Fixed
0.09250000
N
N
N
N
N
N
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
FX Forward: INR/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
-5962.68000000
-0.00153046940
N/A
DFE
CORP
US
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
429740.32000000
USD
35084000.00000000
INR
2023-01-13
-5962.68000000
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: CZK/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
19061.33000000
0.004892562123
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
958643.48000000
USD
22108000.00000000
CZK
2023-01-13
19061.33000000
N
N
N
MEXICO UNITED MEXICAN STATES
254900EGTWEU67VP6075
MEXICO UNITED MEXICAN STATES 7.75% 11/13/2042
N/A
168750000.00000000
PA
7565194.17000000
1.941794326868
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: COP/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
21276.09000000
0.005461035094
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
331353.39000000
USD
1712600000.00000000
COP
2023-01-13
21276.09000000
N
N
N
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
FX Forward: ZAR/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
18858.92000000
0.004840608587
N/A
DFE
CORP
US
N
2
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
1627640.31000000
USD
28000000.00000000
ZAR
2023-01-13
18858.92000000
N
N
N
MEXICO UNITED MEXICAN STATES
254900EGTWEU67VP6075
MEXICO UNITED MEXICAN STATES 8% 07/31/2053
N/A
22000000.00000000
PA
1002150.72000000
0.257226786125
Long
DBT
NUSS
MX
N
2
2053-07-31
Fixed
0.08000000
N
N
N
N
N
N
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
FX Forward: THB/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
93001.21000000
0.023871062382
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
973851.41000000
USD
36805000.00000000
THB
2023-01-13
93001.21000000
N
N
N
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
FX Forward: USD/CLP settle 2023-01-13
N/A
1.00000000
NC
N/A
-73291.96000000
-0.01881219555
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
864650000.00000000
CLP
945179.27000000
USD
2023-01-13
-73291.96000000
N
N
N
TURKEY REPUBLIC OF
5493000PCHOG3B6S3Q85
TURKEY REPUBLIC OF 12.4% 03/08/2028
N/A
7750000.00000000
PA
489600.18000000
0.125668004098
Long
DBT
NUSS
TR
N
2
2028-03-08
Fixed
0.12400000
N
N
N
N
N
N
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
FX Forward: PHP/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
15353.12000000
0.003940758247
N/A
DFE
CORP
US
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
956211.34000000
USD
54112000.00000000
PHP
2023-01-13
15353.12000000
N
N
N
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
FX Forward: CNY/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
23288.33000000
0.005977526294
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
473418.60000000
USD
3424000.00000000
CNY
2023-01-13
23288.33000000
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: USD/HUF settle 2023-01-13
N/A
1.00000000
NC
N/A
-59870.03000000
-0.01536712501
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
303578000.00000000
HUF
751715.40000000
USD
2023-01-13
-59870.03000000
N
N
N
PERU, REPUBLIC OF
254900STKLK2DBJJZ530
PERU REPUBLIC OF 5.4% 08/12/2034
N/A
8850000.00000000
PA
1864734.10000000
0.478630160063
Long
DBT
NUSS
PE
N
2
2034-08-12
Fixed
0.05400000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: RON/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
36316.19000000
0.009321449011
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
1055312.44000000
USD
5042000.00000000
RON
2023-01-13
36316.19000000
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
NOTA DO TESOURO NACIONAL 10% 01/01/2033
N/A
7050000.00000000
PA
1145846.16000000
0.294109777350
Long
DBT
NUSS
BR
N
2
2033-01-01
Fixed
0.10000000
N
N
N
N
N
N
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
FX Forward: THB/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
-1835.58000000
-0.00047114703
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
804909.94000000
USD
27705000.00000000
THB
2023-01-13
-1835.58000000
N
N
N
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
FX Forward: USD/MXN settle 2023-01-13
N/A
1.00000000
NC
N/A
-104980.38000000
-0.02694581285
N/A
DFE
CORP
US
N
2
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
53298000.00000000
MXN
2625171.83000000
USD
2023-01-13
-104980.38000000
N
N
N
THAILAND KINGDOM OF
254900PHJ6MSKT6C7026
THAILAND KINGDOM OF 3.3% 06/17/2038
N/A
179750000.00000000
PA
5211677.72000000
1.337706079018
Long
DBT
NUSS
TH
N
2
2038-06-17
Fixed
0.03300000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: CNY/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
6505.53000000
0.001669805290
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
980670.49000000
USD
6805000.00000000
CNY
2023-01-13
6505.53000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: USD/CLP settle 2023-01-13
N/A
1.00000000
NC
N/A
-34767.21000000
-0.00892386495
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
643971000.00000000
CLP
723766.23000000
USD
2023-01-13
-34767.21000000
N
N
N
REPUBLICA ORIENTAL DEL URUGUAY
549300RDR012H2V82H43
URUGUAY REPUBLICA ORIENTAL DL 8.25% 05/21/2031
917288BM3
31500000.00000000
PA
681737.77000000
0.174984872093
Long
DBT
NUSS
UY
N
2
2031-05-21
Fixed
0.08250000
N
N
N
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: USD/PLN settle 2023-01-13
N/A
1.00000000
NC
N/A
-88787.59000000
-0.02278953252
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
4380000.00000000
PLN
910107.55000000
USD
2023-01-13
-88787.59000000
N
N
N
CHINA PEOPLES REPUBLIC OF
300300CHN201808MOF68
CHINA PEOPLES REPUBLIC OF 2.88% 11/05/2023
N/A
57000000.00000000
PA
8309088.95000000
2.132733334002
Long
DBT
NUSS
CN
N
2
2023-11-05
Fixed
0.02880000
N
N
N
N
N
N
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
FX Forward: USD/SGD settle 2023-01-13
N/A
1.00000000
NC
N/A
-49118.04000000
-0.01260736066
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
1270000.00000000
SGD
899229.64000000
USD
2023-01-13
-49118.04000000
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: USD/ZAR settle 2023-01-13
N/A
1.00000000
NC
N/A
-8742.57000000
-0.00224399697
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
14987000.00000000
ZAR
872546.14000000
USD
2023-01-13
-8742.57000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: COP/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
18647.89000000
0.004786442515
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
855657.43000000
USD
4246200000.00000000
COP
2023-01-13
18647.89000000
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
FX Forward: PHP/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
17155.64000000
0.004403419618
N/A
DFE
CORP
CA
N
2
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
1080558.50000000
USD
61138000.00000000
PHP
2023-01-13
17155.64000000
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA REPUBLIC OF 6.375% 04/15/2032
N/A
51000000000.00000000
PA
3145013.65000000
0.807245594265
Long
DBT
NUSS
ID
N
2
2032-04-15
Fixed
0.06375000
N
N
N
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: HUF/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
23354.52000000
0.005994515596
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
1004206.87000000
USD
384365000.00000000
HUF
2023-01-13
23354.52000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: USD/HUF settle 2023-01-13
N/A
1.00000000
NC
N/A
-99788.44000000
-0.02561317295
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
345206000.00000000
HUF
823085.28000000
USD
2023-01-13
-99788.44000000
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: USD/PHP settle 2023-01-13
N/A
1.00000000
NC
N/A
-854.24000000
-0.00021926183
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
109270000.00000000
PHP
1961055.28000000
USD
2023-01-13
-854.24000000
N
N
N
THAILAND KINGDOM OF
254900PHJ6MSKT6C7026
THAILAND KINGDOM OF 1.6% 06/17/2035
N/A
180750000.00000000
PA
4477674.62000000
1.149306016382
Long
DBT
NUSS
TH
N
2
2035-06-17
Fixed
0.01600000
N
N
N
N
N
N
BRAZIL LETRAS DO TESOURO NACIONAL
254900ZFY40OYEADAP90
BRAZIL LETRAS DO TESOURO NACIONAL 0% 01/01/2026
N/A
1500000.00000000
PA
198264.93000000
0.050889601461
Long
DBT
NUSS
BR
N
2
2026-01-01
Fixed
0.00000000
N
N
N
N
N
N
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
FX Forward: CLP/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
23187.31000000
0.005951597011
N/A
DFE
CORP
US
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
970603.39000000
USD
843697000.00000000
CLP
2023-01-13
23187.31000000
N
N
N
CHINA PEOPLES REPUBLIC OF
300300CHN201808MOF68
CHINA PEOPLES REPUBLIC OF 3.81% 09/14/2050
N/A
19000000.00000000
PA
3011777.90000000
0.773047341362
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
500000000.00000000
PA
708383.43000000
0.181824140228
Long
DBT
NUSS
HU
N
2
2038-10-27
Fixed
0.03000000
N
N
N
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: PEN/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
13494.47000000
0.003463689721
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
234357.51000000
USD
942000.00000000
PEN
2023-01-13
13494.47000000
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA REPUBLIC OF 7.5% 04/15/2040
N/A
61750000000.00000000
PA
4059812.11000000
1.042051260840
Long
DBT
NUSS
ID
N
2
2040-04-15
Fixed
0.07500000
N
N
N
N
N
N
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
FX Forward: PLN/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
16752.40000000
0.004299918092
N/A
DFE
CORP
US
N
2
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
1363684.19000000
USD
6053000.00000000
PLN
2023-01-13
16752.40000000
N
N
N
PERU, REPUBLIC OF
254900STKLK2DBJJZ530
PERU REPUBLIC OF 6.95% 08/12/2031
N/A
11500000.00000000
PA
2853723.45000000
0.732478754826
Long
DBT
NUSS
PE
N
2
2031-08-12
Fixed
0.06950000
N
N
N
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA REPUBLIC OF 8.375% 03/15/2034
N/A
19788000000.00000000
PA
1389322.88000000
0.356604103734
Long
DBT
NUSS
ID
N
2
2034-03-15
Fixed
0.08375000
N
N
N
N
N
N
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
FX Forward: USD/SGD settle 2023-01-13
N/A
1.00000000
NC
N/A
-166287.58000000
-0.04268182312
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
3854000.00000000
SGD
2711611.59000000
USD
2023-01-13
-166287.58000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: USD/INR settle 2023-01-13
N/A
1.00000000
NC
N/A
3692.04000000
0.000947653446
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
159146000.00000000
INR
1926007.50000000
USD
2023-01-13
3692.04000000
N
N
N
KAZAKHSTAN REPUBLIC OF
5493007OEK8EF02UO833
KAZAKHSTAN REPUBLIC OF 10.5% 08/04/2026
N/A
440000000.00000000
PA
853549.34000000
0.219084563974
Long
DBT
NUSS
KZ
N
2
2026-08-04
Fixed
0.10500000
N
N
N
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: COP/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
11378.59000000
0.002920596750
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
886399.67000000
USD
4360200000.00000000
COP
2023-01-13
11378.59000000
N
N
N
BRAZILIAN GOVERNMENT INTERNATIONAL BOND
254900ZFY40OYEADAP90
BRAZILIAN GOVERNMENT INTERNATIONAL BOND 10% 01/01/2025
N/A
28750000.00000000
PA
5207780.91000000
1.336705866283
Long
DBT
NUSS
BR
N
2
2025-01-01
Fixed
0.10000000
N
N
N
N
N
N
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
FX Forward: MXN/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
-2516.18000000
-0.00064583987
N/A
DFE
CORP
US
N
2
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
3588216.48000000
USD
70000000.00000000
MXN
2023-01-13
-2516.18000000
N
N
N
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
FX Forward: USD/CZK settle 2023-01-13
N/A
1.00000000
NC
N/A
-16720.46000000
-0.00429171990
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
8317000.00000000
CZK
351090.78000000
USD
2023-01-13
-16720.46000000
N
N
N
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
FX Forward: USD/THB settle 2023-01-13
N/A
1.00000000
NC
N/A
-31274.98000000
-0.00802749769
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
33869000.00000000
THB
950472.92000000
USD
2023-01-13
-31274.98000000
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: USD/RON settle 2023-01-13
N/A
1.00000000
NC
N/A
-43766.69000000
-0.01123380424
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
4380000.00000000
RON
904534.26000000
USD
2023-01-13
-43766.69000000
N
N
N
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
FX Forward: USD/CZK settle 2023-01-13
N/A
1.00000000
NC
N/A
-22995.74000000
-0.00590242582
N/A
DFE
CORP
US
N
2
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
46255000.00000000
CZK
2022586.68000000
USD
2023-01-13
-22995.74000000
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
NOTA DO TESOURO NACIONAL 10% 01/01/2027
N/A
38000000.00000000
PA
6644914.74000000
1.705581833686
Long
DBT
NUSS
BR
N
2
2027-01-01
Fixed
0.10000000
N
N
N
N
N
N
THAILAND KINGDOM OF
254900PHJ6MSKT6C7026
THAILAND KINGDOM OF 2% 06/17/2042
N/A
45000000.00000000
PA
1040250.79000000
0.267006112090
Long
DBT
NUSS
TH
N
2
2042-06-17
Fixed
0.02000000
N
N
N
N
N
N
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
FX Forward: USD/IDR settle 2023-01-13
N/A
1.00000000
NC
N/A
-50693.55000000
-0.01301175430
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
45521200000.00000000
IDR
2873087.60000000
USD
2023-01-13
-50693.55000000
N
N
N
MALAYSIA GOVT OF
254900GSIL471JOBYY43
MALAYSIA GOVT OF 3.757% 05/22/2040
N/A
10000000.00000000
PA
2089920.54000000
0.536429833390
Long
DBT
NUSS
MY
N
2
2040-05-22
Fixed
0.03757000
N
N
N
N
N
N
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
FX Forward: THB/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
1855.28000000
0.000476203531
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
1247004.34000000
USD
43084000.00000000
THB
2023-01-13
1855.28000000
N
N
N
POLAND REPUBLIC OF
259400R9L8QEP0TPXS31
POLAND REPUBLIC OF 2.75% 10/25/2029
N/A
7000000.00000000
PA
1255793.31000000
0.322330434656
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
1580838.88000000
0.405761425271
Long
DBT
NUSS
HU
N
2
2025-06-24
Fixed
0.05500000
N
N
N
N
N
N
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
FX Forward: THB/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
-5333.08000000
-0.00136886697
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
926064.14000000
USD
31764000.00000000
THB
2023-01-13
-5333.08000000
N
N
N
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
FX Forward: USD/THB settle 2023-01-13
N/A
1.00000000
NC
N/A
-42655.63000000
-0.01094862319
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
32402000.00000000
THB
896568.90000000
USD
2023-01-13
-42655.63000000
N
N
N
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
FX Forward: USD/THB settle 2023-01-13
N/A
1.00000000
NC
N/A
-26268.30000000
-0.00674240935
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
52753000.00000000
THB
1502862.97000000
USD
2023-01-13
-26268.30000000
N
N
N
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
FX Forward: USD/INR settle 2023-01-13
N/A
1.00000000
NC
N/A
3874.83000000
0.000994571023
N/A
DFE
CORP
US
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
80476000.00000000
INR
975939.85000000
USD
2023-01-13
3874.83000000
N
N
N
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
FX Forward: USD/HUF settle 2023-01-13
N/A
1.00000000
NC
N/A
-120166.08000000
-0.03084359861
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
383634000.00000000
HUF
905441.06000000
USD
2023-01-13
-120166.08000000
N
N
N
MALAYSIA GOVT OF
254900GSIL471JOBYY43
MALAYSIA GOVT OF 3.885% 08/15/2029
N/A
10350000.00000000
PA
2326647.11000000
0.597191566706
Long
DBT
NUSS
MY
N
2
2029-08-15
Fixed
0.03885000
N
N
N
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: USD/COP settle 2023-01-13
N/A
1.00000000
NC
N/A
28769.31000000
0.007384355469
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
8605400000.00000000
COP
1800646.99000000
USD
2023-01-13
28769.31000000
N
N
N
MALAYSIA GOVT OF
254900GSIL471JOBYY43
MALAYSIA GOVT OF 4.696% 10/15/2042
N/A
9000000.00000000
PA
2119729.85000000
0.544081130600
Long
DBT
NUSS
MY
N
2
2042-10-15
Fixed
0.04696000
N
N
N
N
N
N
Fidelity Revere Street Trust
549300BDV45LJNXBZC55
Fidelity Cash Central Fund
31635A105
52382028.90000000
NS
USD
52392505.31000000
13.44783323405
Long
STIV
RF
US
N
1
N
N
N
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
FX Forward: USD/COP settle 2023-01-13
N/A
1.00000000
NC
N/A
-18473.49000000
-0.00474167843
N/A
DFE
CORP
US
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
4038600000.00000000
COP
813086.37000000
USD
2023-01-13
-18473.49000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: USD/IDR settle 2023-01-13
N/A
1.00000000
NC
N/A
-25502.78000000
-0.00654591969
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
29055800000.00000000
IDR
1840722.20000000
USD
2023-01-13
-25502.78000000
N
N
N
PERU, REPUBLIC OF
254900STKLK2DBJJZ530
PERU REPUBLIC OF 5.35% 08/12/2040
N/A
2250000.00000000
PA
441357.94000000
0.113285439177
Long
DBT
NUSS
PE
N
2
2040-08-12
Fixed
0.05350000
N
N
N
N
N
N
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
FX Forward: USD/TRY settle 2023-01-13
N/A
1.00000000
NC
N/A
-6320.49000000
-0.00162231019
N/A
DFE
CORP
US
N
2
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
13339000.00000000
TRY
701646.75000000
USD
2023-01-13
-6320.49000000
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: USD/ZAR settle 2023-01-13
N/A
1.00000000
NC
N/A
-27494.65000000
-0.00705718243
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
17334000.00000000
ZAR
991805.98000000
USD
2023-01-13
-27494.65000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: CLP/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
88471.61000000
0.022708428432
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
868003.21000000
USD
812017000.00000000
CLP
2023-01-13
88471.61000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: USD/BRL settle 2023-01-13
N/A
1.00000000
NC
N/A
-12274.10000000
-0.00315045155
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
6145000.00000000
BRL
1149457.54000000
USD
2023-01-13
-12274.10000000
N
N
N
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
FX Forward: USD/ZAR settle 2023-01-13
N/A
1.00000000
NC
N/A
-70290.99000000
-0.01804192232
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
16705000.00000000
ZAR
912022.21000000
USD
2023-01-13
-70290.99000000
N
N
N
BRAZIL LETRAS DO TESOURO NACIONAL
254900ZFY40OYEADAP90
BRAZIL LETRAS DO TESOURO NACIONAL 0% 01/01/2024
N/A
57500000.00000000
PA
9613736.45000000
2.467603405693
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: MYR/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
464966.85000000
0.119345250263
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
6078481.01000000
USD
28812000.00000000
MYR
2023-01-13
464966.85000000
N
N
N
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
FX Forward: ZAR/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
35969.92000000
0.009232570245
N/A
DFE
CORP
US
N
2
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
1673037.48000000
USD
29063000.00000000
ZAR
2023-01-13
35969.92000000
N
N
N
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
FX Forward: USD/MXN settle 2023-01-13
N/A
1.00000000
NC
N/A
-22367.16000000
-0.00574108521
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
15081000.00000000
MXN
750146.36000000
USD
2023-01-13
-22367.16000000
N
N
N
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
FX Forward: PLN/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
372481.75000000
0.095606660286
N/A
DFE
CORP
US
N
2
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
2801632.99000000
USD
13918000.00000000
PLN
2023-01-13
372481.75000000
N
N
N
HUNGARY REPUBLIC OF
5299008DH62LEB10JK83
HUNGARY REPUBLIC OF 2.75% 12/22/2026
N/A
1144000000.00000000
PA
2289257.49000000
0.587594595318
Long
DBT
NUSS
HU
N
2
2026-12-22
Fixed
0.02750000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: CZK/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
102590.59000000
0.026332414102
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
923406.86000000
USD
23200000.00000000
CZK
2023-01-13
102590.59000000
N
N
N
TURKEY REPUBLIC OF
5493000PCHOG3B6S3Q85
TURKEY REPUBLIC OF 11% 02/24/2027
N/A
16250000.00000000
PA
972276.06000000
0.249558715220
Long
DBT
NUSS
TR
N
2
2027-02-24
Fixed
0.11000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: INR/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
4245.09000000
0.001089607417
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
1837153.53000000
USD
152447000.00000000
INR
2023-01-13
4245.09000000
N
N
N
SOUTH AFRICA REPUBLIC OF
378900AAFB4F17004C49
SOUTH AFRICA REPUBLIC OF 6.5% 02/28/2041
N/A
86000000.00000000
PA
3165426.10000000
0.812484954778
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) REPUBLIC OF 14.556% 10/13/2027
N/A
36000000.00000000
PA
1234913.87000000
0.316971209601
Long
DBT
NUSS
EG
N
2
2027-10-13
Fixed
0.14556000
N
N
N
N
N
N
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
FX Forward: USD/PLN settle 2023-01-13
N/A
1.00000000
NC
N/A
-68132.14000000
-0.01748780004
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
4175000.00000000
PLN
884011.06000000
USD
2023-01-13
-68132.14000000
N
N
N
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
FX Forward: HUF/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
92851.09000000
0.023832530369
N/A
DFE
CORP
US
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
888588.80000000
USD
367113000.00000000
HUF
2023-01-13
92851.09000000
N
N
N
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
FX Forward: USD/RON settle 2023-01-13
N/A
1.00000000
NC
N/A
-30770.65000000
-0.00789804891
N/A
DFE
CORP
US
N
2
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
3564000.00000000
RON
740860.54000000
USD
2023-01-13
-30770.65000000
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: PLN/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
44894.77000000
0.011523353893
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
449307.46000000
USD
2167000.00000000
PLN
2023-01-13
44894.77000000
N
N
N
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
FX Forward: COP/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
15315.36000000
0.003931066208
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
925784.89000000
USD
4570600000.00000000
COP
2023-01-13
15315.36000000
N
N
N
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
FX Forward: USD/PHP settle 2023-01-13
N/A
1.00000000
NC
N/A
3868.64000000
0.000992982207
N/A
DFE
CORP
US
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
108153000.00000000
PHP
1945722.77000000
USD
2023-01-13
3868.64000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: USD/BRL settle 2023-01-13
N/A
1.00000000
NC
N/A
-21686.71000000
-0.00556643088
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
4912000.00000000
BRL
906942.39000000
USD
2023-01-13
-21686.71000000
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: MXN/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
-3178.13000000
-0.00081574572
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
986735.72000000
USD
19201000.00000000
MXN
2023-01-13
-3178.13000000
N
N
N
CHILE REPUBLIC OF
549300FLZTJM5YJF8D34
CHILE REPUBLIC OF 4.7% 09/01/2030 144A REGS
N/A
1000000000.00000000
PA
1135224.17000000
0.291383380716
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% 03/12/2025
N/A
38250000.00000000
PA
1992033.04000000
0.511304583740
Long
DBT
NUSS
TR
N
2
2025-03-12
Fixed
0.08000000
N
N
N
N
N
N
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
FX Forward: MYR/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
31931.53000000
0.008196017499
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
1957765.36000000
USD
8761000.00000000
MYR
2023-01-13
31931.53000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: INR/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
561.39000000
0.000144094638
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
274524.46000000
USD
22774000.00000000
INR
2023-01-13
561.39000000
N
N
N
MALAYSIA GOVT OF
254900GSIL471JOBYY43
MALAYSIA GOVT OF 4.762% 04/07/2037
N/A
11250000.00000000
PA
2690754.82000000
0.690648822364
Long
DBT
NUSS
MY
N
2
2037-04-07
Fixed
0.04762000
N
N
N
N
N
N
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
FX Forward: IDR/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
6882.79000000
0.001766638406
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
967946.43000000
USD
15177400000.00000000
IDR
2023-01-13
6882.79000000
N
N
N
POLAND REPUBLIC OF
259400R9L8QEP0TPXS31
POLAND REPUBLIC OF 1.75% 04/25/2032
N/A
22250000.00000000
PA
3334795.78000000
0.855957875152
Long
DBT
NUSS
PL
N
2
2032-04-25
Fixed
0.01750000
N
N
N
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: CNY/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
48769.12000000
0.012517801713
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
1285115.30000000
USD
9195000.00000000
CNY
2023-01-13
48769.12000000
N
N
N
ROMANIA, REPUBLIC OF
315700IASY927EDWBK92
ROMANIA REPUBLIC OF 4.25% 06/28/2023
N/A
20250000.00000000
PA
4332148.04000000
1.111953017754
Long
DBT
NUSS
RO
N
2
2023-06-28
Fixed
0.04250000
N
N
N
N
N
N
POLAND REPUBLIC OF
259400R9L8QEP0TPXS31
POLAND REPUBLIC OF 2.5% 07/25/2027
N/A
15000000.00000000
PA
2852442.74000000
0.732150028906
Long
DBT
NUSS
PL
N
2
2027-07-25
Fixed
0.02500000
N
N
N
N
N
N
CHILE REPUBLIC OF
549300FLZTJM5YJF8D34
CHILE REPUBLIC OF 5% 03/01/2035
N/A
1825000000.00000000
PA
2126988.50000000
0.545944242778
Long
DBT
NUSS
CL
N
2
2035-03-01
Fixed
0.05000000
N
N
N
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: ZAR/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
43787.96000000
0.011239263712
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
1349679.62000000
USD
23697000.00000000
ZAR
2023-01-13
43787.96000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: BRL/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
3537.16000000
0.000907899660
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
2205738.01000000
USD
11686000.00000000
BRL
2023-01-13
3537.16000000
N
N
N
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
FX Forward: USD/PLN settle 2023-01-13
N/A
1.00000000
NC
N/A
-60307.35000000
-0.01547937402
N/A
DFE
CORP
US
N
2
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
2862000.00000000
PLN
592395.36000000
USD
2023-01-13
-60307.35000000
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
NOTA DO TESOURO NACIONAL 10% 01/01/2031
N/A
18000000.00000000
PA
2974252.87000000
0.763415613645
Long
DBT
NUSS
BR
N
2
2031-01-01
Fixed
0.10000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
COLOMBIA REPUBLIC OF 7% 06/30/2032
N/A
22800000000.00000000
PA
3182594.06000000
0.816891536629
Long
DBT
NUSS
CO
N
2
2032-06-30
Fixed
0.07000000
N
N
N
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: PHP/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
-4854.14000000
-0.00124593517
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
980476.36000000
USD
54338000.00000000
PHP
2023-01-13
-4854.14000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: USD/BRL settle 2023-01-13
N/A
1.00000000
NC
N/A
-3980.62000000
-0.00102172464
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
6047000.00000000
BRL
1139223.81000000
USD
2023-01-13
-3980.62000000
N
N
N
ROMANIA, REPUBLIC OF
315700IASY927EDWBK92
ROMANIA REPUBLIC OF 5% 02/12/2029
N/A
16450000.00000000
PA
3083052.07000000
0.791341621171
Long
DBT
NUSS
RO
N
2
2029-02-12
Fixed
0.05000000
N
N
N
N
N
N
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
FX Forward: COP/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
3925.58000000
0.001007597267
N/A
DFE
CORP
US
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
1039302.56000000
USD
5066600000.00000000
COP
2023-01-13
3925.58000000
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
COLOMBIA REPUBLIC OF 7.25% 10/26/2050
N/A
8500000000.00000000
PA
991162.59000000
0.254406410598
Long
DBT
NUSS
CO
N
2
2050-10-26
Fixed
0.07250000
N
N
N
N
N
N
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
FX Forward: BRL/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
-2939.74000000
-0.00075455703
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
198042.60000000
USD
1032000.00000000
BRL
2023-01-13
-2939.74000000
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA REPUBLIC OF 8.125% 05/15/2024
N/A
85000000000.00000000
PA
5618435.84000000
1.442110618026
Long
DBT
NUSS
ID
N
2
2024-05-15
Fixed
0.08125000
N
N
N
N
N
N
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
FX Forward: USD/CLP settle 2023-01-13
N/A
1.00000000
NC
N/A
-25188.05000000
-0.00646513645
N/A
DFE
CORP
US
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
839824000.00000000
CLP
964040.64000000
USD
2023-01-13
-25188.05000000
N
N
N
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
FX Forward: USD/THB settle 2023-01-13
N/A
1.00000000
NC
N/A
-57179.96000000
-0.01467665197
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
25163000.00000000
THB
672210.41000000
USD
2023-01-13
-57179.96000000
N
N
N
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
FX Forward: THB/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
35387.11000000
0.009082977633
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
4636096.89000000
USD
161160000.00000000
THB
2023-01-13
35387.11000000
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
CZECH REPUBLIC 1.5% 04/24/2040
N/A
13750000.00000000
PA
361919.44000000
0.092895582001
Long
DBT
NUSS
CZ
N
2
2040-04-24
Fixed
0.01500000
N
N
N
N
N
N
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
FX Forward: USD/PLN settle 2023-01-13
N/A
1.00000000
NC
N/A
-190787.53000000
-0.04897034168
N/A
DFE
CORP
US
N
2
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
11301000.00000000
PLN
2386498.76000000
USD
2023-01-13
-190787.53000000
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: USD/INR settle 2023-01-13
N/A
1.00000000
NC
N/A
8582.41000000
0.002202887946
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
78226000.00000000
INR
953469.81000000
USD
2023-01-13
8582.41000000
N
N
N
MEXICO UNITED MEXICAN STATES
254900EGTWEU67VP6075
MEXICO UNITED MEXICAN STATES 7.75% 11/23/2034
N/A
44500000.00000000
PA
2062759.35000000
0.529458241720
Long
DBT
NUSS
MX
N
2
2034-11-23
Fixed
0.07750000
N
N
N
N
N
N
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
FX Forward: BRL/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
74813.52000000
0.019202741587
N/A
DFE
CORP
US
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
6415570.34000000
USD
34331000.00000000
BRL
2023-01-13
74813.52000000
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA REPUBLIC OF 7.125% 06/15/2042
N/A
14000000000.00000000
PA
898185.32000000
0.230541493008
Long
DBT
NUSS
ID
N
2
2042-06-15
Fixed
0.07125000
N
N
N
N
N
N
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
FX Forward: RON/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
2972.76000000
0.000763032431
N/A
DFE
CORP
US
N
2
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
287146.71000000
USD
1340000.00000000
RON
2023-01-13
2972.76000000
N
N
N
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
FX Forward: HUF/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
458330.86000000
0.117641959185
N/A
DFE
CORP
US
N
2
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
2934777.83000000
USD
1269211000.00000000
HUF
2023-01-13
458330.86000000
N
N
N
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
FX Forward: USD/ZAR settle 2023-01-13
N/A
1.00000000
NC
N/A
-75057.71000000
-0.01926541899
N/A
DFE
CORP
US
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
15470000.00000000
ZAR
834633.12000000
USD
2023-01-13
-75057.71000000
N
N
N
INTER AMERICAN DEV BANK
VKU1UKDS9E7LYLMACP54
INTER AMERICAN DEV BANK 5.1% 11/17/2026
N/A
15000000000.00000000
PA
926169.91000000
0.237724430667
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
1484903.03000000
0.381137114898
Long
DBT
NUSS
CZ
N
2
2031-03-13
Fixed
0.01200000
N
N
N
N
N
N
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
FX Forward: MXN/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
47755.35000000
0.012257592551
N/A
DFE
CORP
US
N
2
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
2298573.25000000
USD
45805000.00000000
MXN
2023-01-13
47755.35000000
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: RON/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
1609.03000000
0.000412997373
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
1080493.29000000
USD
4998000.00000000
RON
2023-01-13
1609.03000000
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA REPUBLIC OF 6.5% 06/15/2025
N/A
34750000000.00000000
PA
2241143.41000000
0.575244925833
Long
DBT
NUSS
ID
N
2
2025-06-15
Fixed
0.06500000
N
N
N
N
N
N
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
FX Forward: PEN/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
5694.91000000
0.001461739603
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
737597.91000000
USD
2825000.00000000
PEN
2023-01-13
5694.91000000
N
N
N
CHILE REPUBLIC OF
549300FLZTJM5YJF8D34
CHILE REPUBLIC OF 6% 01/01/2043
N/A
1275000000.00000000
PA
1658133.40000000
0.425600976916
Long
DBT
NUSS
CL
N
2
2043-01-01
Fixed
0.06000000
N
N
N
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA REPUBLIC OF 8.375% 04/15/2039
N/A
42750000000.00000000
PA
3024835.39000000
0.776398869351
Long
DBT
NUSS
ID
N
2
2039-04-15
Fixed
0.08375000
N
N
N
N
N
N
HUNGARY REPUBLIC OF
5299008DH62LEB10JK83
HUNGARY REPUBLIC OF 6.75% 10/22/2028
N/A
1118000000.00000000
PA
2592353.65000000
0.665391726595
Long
DBT
NUSS
HU
N
2
2028-10-22
Fixed
0.06750000
N
N
N
N
N
N
TURKEY REPUBLIC OF
5493000PCHOG3B6S3Q85
TURKEY REPUBLIC OF 11.7% 11/13/2030
N/A
12500000.00000000
PA
841476.29000000
0.215985716876
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
394929.38000000
0.101368400118
Long
DBT
NUSS
RO
N
2
2034-10-11
Fixed
0.04750000
N
N
N
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: USD/INR settle 2023-01-13
N/A
1.00000000
NC
N/A
28084.67000000
0.007208625668
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
155623000.00000000
INR
1907846.02000000
USD
2023-01-13
28084.67000000
N
N
N
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
FX Forward: THB/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
1972425.91000000
0.506271928537
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
19416512.60000000
USD
737890000.00000000
THB
2023-01-13
1972425.91000000
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: CNY/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
52755.59000000
0.013541027906
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
2322269.50000000
USD
16372000.00000000
CNY
2023-01-13
52755.59000000
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: PLN/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
12596.28000000
0.003233147027
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
420486.34000000
USD
1899000.00000000
PLN
2023-01-13
12596.28000000
N
N
N
ROMANIA, REPUBLIC OF
315700IASY927EDWBK92
ROMANIA REPUBLIC OF 5.8% 07/26/2027
N/A
2750000.00000000
PA
552394.78000000
0.141785792392
Long
DBT
NUSS
RO
N
2
2027-07-26
Fixed
0.05800000
N
N
N
N
N
N
SOUTH AFRICA REPUBLIC OF
378900AAFB4F17004C49
SOUTH AFRICA REPUBLIC OF 7% 02/28/2031
N/A
77250000.00000000
PA
3670652.67000000
0.942163858632
Long
DBT
NUSS
ZA
N
2
2031-02-28
Fixed
0.07000000
N
N
N
N
N
N
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
FX Forward: USD/MXN settle 2023-01-13
N/A
1.00000000
NC
N/A
-9377.24000000
-0.00240690073
N/A
DFE
CORP
US
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
39450000.00000000
MXN
2011421.00000000
USD
2023-01-13
-9377.24000000
N
N
N
CHINA PEOPLES REPUBLIC OF
300300CHN201808MOF68
CHINA PEOPLES REPUBLIC OF 3.28% 12/03/2027
N/A
88750000.00000000
PA
13239261.25000000
3.398184079548
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
58000000.00000000
PA
1607637.89000000
0.412640054480
Long
DBT
NUSS
TH
N
2
2029-12-17
Fixed
0.01600000
N
N
N
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: PHP/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
3822.48000000
0.000981134100
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
949320.46000000
USD
53086000.00000000
PHP
2023-01-13
3822.48000000
N
N
N
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
FX Forward: CZK/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
84093.96000000
0.021584796210
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
914838.38000000
USD
22588000.00000000
CZK
2023-01-13
84093.96000000
N
N
N
REPUBLICA ORIENTAL DEL URUGUAY
549300RDR012H2V82H43
URUGUAY REPUBLICA ORIENTAL DL 8.5% 03/15/2028 REGS
N/A
5500000.00000000
PA
125691.97000000
0.032261955052
Long
DBT
NUSS
UY
N
2
2028-03-15
Fixed
0.08500000
N
N
N
N
N
N
ASIAN INFRASTRUCTURE INVESTMENT BANK
25490065OSV2524LCR32
ASIAN INFRASTRUCTURE INVESTMENT BANK 2.375% 02/10/2025 REGS
N/A
57900000.00000000
PA
955734.75000000
0.245312978601
Long
DBT
CORP
CN
N
2
2025-02-10
Fixed
0.02375000
N
N
N
N
N
N
MEXICO UNITED MEXICAN STATES
254900EGTWEU67VP6075
MEXICO UNITED MEXICAN STATES 8% 12/07/2023
N/A
123750000.00000000
PA
6192786.83000000
1.589532015144
Long
DBT
NUSS
MX
N
2
2023-12-07
Fixed
0.08000000
N
N
N
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: IDR/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
19634.95000000
0.005039795894
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
2641995.54000000
USD
41439700000.00000000
IDR
2023-01-13
19634.95000000
N
N
N
SOUTH AFRICA REPUBLIC OF
378900AAFB4F17004C49
SOUTH AFRICA REPUBLIC OF 8.75% 02/28/2048
N/A
106000000.00000000
PA
4876646.31000000
1.251711975411
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: HUF/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
127984.41000000
0.032850366518
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
915919.48000000
USD
390478000.00000000
HUF
2023-01-13
127984.41000000
N
N
N
PERU, REPUBLIC OF
254900STKLK2DBJJZ530
PERU REPUBLIC OF 6.35% 08/12/2028
N/A
9900000.00000000
PA
2476943.89000000
0.635768955230
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
5750000.00000000
PA
141871.10000000
0.036414729210
Long
DBT
NUSS
TH
N
2
2035-12-17
Fixed
0.01585000
N
N
N
N
N
N
2023-01-30
Stacie M. Smith
Stacie M. Smith
Stacie M. Smith
President and Treasurer