0001752724-23-034775.txt : 20230223
0001752724-23-034775.hdr.sgml : 20230223
20230223094325
ACCESSION NUMBER: 0001752724-23-034775
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 HANOVER STREET TRUST
CENTRAL INDEX KEY: 0000702533
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 1130
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-03466
FILM NUMBER: 23656824
BUSINESS ADDRESS:
STREET 1: 245 SUMMER STREET
CITY: BOSTON
STATE: MA
ZIP: 02210
BUSINESS PHONE: 617-563-7000
MAIL ADDRESS:
STREET 1: 245 SUMMER STREET
CITY: BOSTON
STATE: MA
ZIP: 02210
FORMER COMPANY:
FORMER CONFORMED NAME: FIDELITY ADVISOR SERIES III
DATE OF NAME CHANGE: 19930630
FORMER COMPANY:
FORMER CONFORMED NAME: FIDELITY FRANKLIN STREET TRUST
DATE OF NAME CHANGE: 19920819
FORMER COMPANY:
FORMER CONFORMED NAME: FIDELITY ADVISOR EQUITY PORTFOLIO INCOME
DATE OF NAME CHANGE: 19920703
0000702533
S000069653
Fidelity Emerging Markets Debt Local Currency Central Fund
C000222143
Fidelity Emerging Markets Debt Local Currency Central Fund
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000702533
XXXXXXXX
S000069653
C000222143
Fidelity Hanover Street Trust
811-03466
0000702533
13LNM41WRMGAYS9Y7N22
245 Summer Street
Boston
02210
1-800-FIDELITY
Fidelity Emerging Markets Debt Local Currency Central Fund
S000069653
549300KILRIY7MLU0D16
2022-12-31
2022-12-31
N
86842474.64
5452.18
86837022.46
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
863072.70000000
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
10000000.00000000
PA
162859.20000000
0.187545813279
Long
DBT
NUSS
PH
N
2
2036-01-14
Fixed
0.06250000
N
N
N
N
N
N
MEXICO UNITED MEXICAN STATES
254900EGTWEU67VP6075
MEXICO UNITED MEXICAN STATES 8.5% 05/31/2029
N/A
43000000.00000000
PA
2142866.98000000
2.467688227088
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
22500000.00000000
PA
3225245.81000000
3.714136803211
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
10559.27000000
0.012159871102
N/A
DFE
CORP
US
N
2
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
203877.42000000
USD
815000.00000000
PEN
2023-01-13
10559.27000000
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
-5610.89000000
-0.00646140302
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
11268000.00000000
THB
321010.37000000
USD
2023-01-13
-5610.89000000
N
N
N
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
FX Forward: TRY/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
1888.61000000
0.002174890324
N/A
DFE
CORP
US
N
2
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
41579.80000000
USD
819000.00000000
TRY
2023-01-13
1888.61000000
N
N
N
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
FX Forward: RON/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
115.28000000
0.000132754436
N/A
DFE
CORP
US
N
2
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
115499.49000000
USD
534000.00000000
RON
2023-01-13
115.28000000
N
N
N
ROMANIA, REPUBLIC OF
315700IASY927EDWBK92
ROMANIA REPUBLIC OF 3.65% 09/24/2031
N/A
4125000.00000000
PA
668110.96000000
0.769384924854
Long
DBT
NUSS
RO
N
2
2031-09-24
Fixed
0.03650000
N
N
N
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
-12802.03000000
-0.01474259438
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
2028000.00000000
RON
426274.30000000
USD
2023-01-13
-12802.03000000
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
COLOMBIA REPUBLIC OF 6% 04/28/2028
N/A
1000000000.00000000
PA
153413.78000000
0.176668632403
Long
DBT
NUSS
CO
N
2
2028-04-28
Fixed
0.06000000
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
2700.20000000
0.003109503209
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
210347.63000000
USD
1034700000.00000000
COP
2023-01-13
2700.20000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: USD/BRL settle 2023-01-13
N/A
1.00000000
NC
N/A
3804.87000000
0.004381621907
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
1055000.00000000
BRL
203255.95000000
USD
2023-01-13
3804.87000000
N
N
N
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
FX Forward: USD/PHP settle 2023-01-13
N/A
1.00000000
NC
N/A
860.35000000
0.000990764049
N/A
DFE
CORP
US
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
24052000.00000000
PHP
432706.67000000
USD
2023-01-13
860.35000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: USD/BRL settle 2023-01-13
N/A
1.00000000
NC
N/A
-908.42000000
-0.00104612062
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
1380000.00000000
BRL
259984.93000000
USD
2023-01-13
-908.42000000
N
N
N
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
FX Forward: PLN/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
2720.57000000
0.003132960945
N/A
DFE
CORP
US
N
2
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
221460.69000000
USD
983000.00000000
PLN
2023-01-13
2720.57000000
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: RON/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
329.66000000
0.000379630704
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
221373.58000000
USD
1024000.00000000
RON
2023-01-13
329.66000000
N
N
N
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
FX Forward: PLN/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
93802.88000000
0.108021760008
N/A
DFE
CORP
US
N
2
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
705541.29000000
USD
3505000.00000000
PLN
2023-01-13
93802.88000000
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: HUF/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
7521.62000000
0.008661766360
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
132072.63000000
USD
52216000.00000000
HUF
2023-01-13
7521.62000000
N
N
N
MALAYSIA GOVT OF
254900GSIL471JOBYY43
MALAYSIA GOVT OF 3.828% 07/05/2034
N/A
3650000.00000000
PA
799884.45000000
0.921132976857
Long
DBT
NUSS
MY
N
2
2034-07-05
Fixed
0.03828000
N
N
N
N
N
N
MEXICO UNITED MEXICAN STATES
254900EGTWEU67VP6075
MEXICO UNITED MEXICAN STATES 5.75% 03/05/2026
N/A
53750000.00000000
PA
2492831.58000000
2.870701354538
Long
DBT
NUSS
MX
N
2
2026-03-05
Fixed
0.05750000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: USD/HUF settle 2023-01-13
N/A
1.00000000
NC
N/A
-14083.87000000
-0.01621873896
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
65215000.00000000
HUF
160261.91000000
USD
2023-01-13
-14083.87000000
N
N
N
SOUTH AFRICA REPUBLIC OF
378900AAFB4F17004C49
SOUTH AFRICA REPUBLIC OF 8.875% 02/28/2035
N/A
29000000.00000000
PA
1438595.25000000
1.656661190407
Long
DBT
NUSS
ZA
N
2
2035-02-28
Fixed
0.08875000
N
N
N
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
-26859.87000000
-0.03093135766
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
85751000.00000000
HUF
202386.85000000
USD
2023-01-13
-26859.87000000
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
-4835.02000000
-0.00556792467
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
3260000.00000000
MXN
162156.17000000
USD
2023-01-13
-4835.02000000
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: HUF/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
7581.20000000
0.008730377649
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
107115.68000000
USD
42903000.00000000
HUF
2023-01-13
7581.20000000
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA REPUBLIC OF 8.375% 09/15/2026
N/A
32400000000.00000000
PA
2211337.72000000
2.546537936648
Long
DBT
NUSS
ID
N
2
2026-09-15
Fixed
0.08375000
N
N
N
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: USD/TRY settle 2023-01-13
N/A
1.00000000
NC
N/A
-2319.11000000
-0.00267064661
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
902000.00000000
TRY
45554.53000000
USD
2023-01-13
-2319.11000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: EGP/USD settle 2023-01-17
N/A
1.00000000
NC
N/A
-48884.65000000
-0.05629471003
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
458498.02000000
USD
10440000.00000000
EGP
2023-01-17
-48884.65000000
N
N
N
POLAND REPUBLIC OF
259400R9L8QEP0TPXS31
POLAND REPUBLIC OF 1.25% 10/25/2030
N/A
1200000.00000000
PA
184003.56000000
0.211895289344
Long
DBT
NUSS
PL
N
2
2030-10-25
Fixed
0.01250000
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
819.55000000
0.000943779481
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
35327000.00000000
INR
427532.37000000
USD
2023-01-13
819.55000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: PHP/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
850.96000000
0.000979950689
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
211337.63000000
USD
11818000.00000000
PHP
2023-01-13
850.96000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: USD/CNY settle 2023-01-13
N/A
1.00000000
NC
N/A
-8781.16000000
-0.01011223064
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
5848000.00000000
CNY
839566.43000000
USD
2023-01-13
-8781.16000000
N
N
N
BRAZIL LETRAS DO TESOURO NACIONAL
254900ZFY40OYEADAP90
BRAZIL LETRAS DO TESOURO NACIONAL 0% 07/01/2024
N/A
275000.00000000
PA
43436.29000000
0.050020473721
Long
DBT
NUSS
BR
N
2
2024-07-01
Fixed
0.00000000
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
15160.68000000
0.017458774576
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
408115.43000000
USD
1856000.00000000
PLN
2023-01-13
15160.68000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: USD/ZAR settle 2023-01-13
N/A
1.00000000
NC
N/A
-1522.33000000
-0.00175308866
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
8052000.00000000
ZAR
471963.81000000
USD
2023-01-13
-1522.33000000
N
N
N
EGYPT, (ARAB) REPUBLIC OF
529900GFIVH4086NMH82
EGYPT (ARAB) REPUBLIC OF 16.1% 05/07/2029
N/A
2500000.00000000
PA
88264.83000000
0.101644238251
Long
DBT
NUSS
EG
N
2
2029-05-07
Fixed
0.16100000
N
N
N
N
N
N
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
FX Forward: HUF/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
151534.59000000
0.174504589986
N/A
DFE
CORP
US
N
2
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
970304.25000000
USD
419630000.00000000
HUF
2023-01-13
151534.59000000
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
-16841.29000000
-0.01939413573
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
1032000.00000000
PLN
218514.83000000
USD
2023-01-13
-16841.29000000
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: USD/RON settle 2023-01-13
N/A
1.00000000
NC
N/A
-1125.22000000
-0.00129578372
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
1982000.00000000
RON
427991.79000000
USD
2023-01-13
-1125.22000000
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
COLOMBIA REPUBLIC OF 5.75% 11/03/2027
N/A
3350000000.00000000
PA
520844.50000000
0.599795438909
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
3400000000.00000000
PA
597437.09000000
0.687998129225
Long
DBT
NUSS
CO
N
2
2026-08-26
Fixed
0.07500000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: RON/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
8391.18000000
0.009663136485
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
243839.55000000
USD
1165000.00000000
RON
2023-01-13
8391.18000000
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
-9249.28000000
-0.01065130947
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
472000.00000000
PLN
98394.21000000
USD
2023-01-13
-9249.28000000
N
N
N
BRAZIL LETRAS DO TESOURO NACIONAL
254900ZFY40OYEADAP90
BRAZIL LETRAS DO TESOURO NACIONAL 0% 07/01/2023
N/A
11000000.00000000
PA
1954747.14000000
2.251052701513
Long
DBT
NUSS
BR
N
2
2023-07-01
Fixed
0.00000000
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
4297.69000000
0.004949144821
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
578278.61000000
USD
9070300000.00000000
IDR
2023-01-13
4297.69000000
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: USD/ZAR settle 2023-01-13
N/A
1.00000000
NC
N/A
-2114.97000000
-0.00243556255
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
6078000.00000000
ZAR
355292.97000000
USD
2023-01-13
-2114.97000000
N
N
N
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
FX Forward: CLP/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
30977.18000000
0.035672780022
N/A
DFE
CORP
US
N
2
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
199941.87000000
USD
196043000.00000000
CLP
2023-01-13
30977.18000000
N
N
N
HUNGARY REPUBLIC OF
5299008DH62LEB10JK83
HUNGARY REPUBLIC OF 2.25% 06/22/2034
N/A
100000000.00000000
PA
148103.94000000
0.170553913301
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
2000000.00000000
PA
423835.11000000
0.488081117930
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/BRL settle 2023-01-13
N/A
1.00000000
NC
N/A
1770.17000000
0.002038496887
N/A
DFE
CORP
US
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
1260000.00000000
BRL
239977.15000000
USD
2023-01-13
1770.17000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: ZAR/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
9962.17000000
0.011472261159
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
206611.28000000
USD
3683000.00000000
ZAR
2023-01-13
9962.17000000
N
N
N
HUNGARY REPUBLIC OF
5299008DH62LEB10JK83
HUNGARY REPUBLIC OF 3% 06/26/2024
N/A
75000000.00000000
PA
177303.20000000
0.204179271671
Long
DBT
NUSS
HU
N
2
2024-06-26
Fixed
0.03000000
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
80560.68000000
0.092772273527
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
1053164.56000000
USD
4992000.00000000
MYR
2023-01-13
80560.68000000
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
9384.30000000
0.010806796150
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
227435.37000000
USD
5355000.00000000
CZK
2023-01-13
9384.30000000
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA REPUBLIC OF 8.25% 05/15/2036
N/A
250000000.00000000
PA
17432.15000000
0.020074559797
Long
DBT
NUSS
ID
N
2
2036-05-15
Fixed
0.08250000
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
8882.51000000
0.010228943540
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
273786.13000000
USD
4807000.00000000
ZAR
2023-01-13
8882.51000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: CLP/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
19856.89000000
0.022866848076
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
194817.74000000
USD
182252000.00000000
CLP
2023-01-13
19856.89000000
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: USD/CZK settle 2023-01-13
N/A
1.00000000
NC
N/A
-11198.39000000
-0.01289587054
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
3998000.00000000
CZK
165609.27000000
USD
2023-01-13
-11198.39000000
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
6462.61000000
0.007442228921
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
846671.65000000
USD
29432000.00000000
THB
2023-01-13
6462.61000000
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: CZK/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
22689.33000000
0.026128636562
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
204224.16000000
USD
5131000.00000000
CZK
2023-01-13
22689.33000000
N
N
N
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
FX Forward: PHP/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
3457.51000000
0.003981608192
N/A
DFE
CORP
US
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
215338.40000000
USD
12186000.00000000
PHP
2023-01-13
3457.51000000
N
N
N
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
FX Forward: BRL/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
12889.86000000
0.014843737883
N/A
DFE
CORP
US
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
1105359.55000000
USD
5915000.00000000
BRL
2023-01-13
12889.86000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: USD/COP settle 2023-01-13
N/A
1.00000000
NC
N/A
69.64000000
0.000080196208
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
991700000.00000000
COP
204263.65000000
USD
2023-01-13
69.64000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: INR/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
734.27000000
0.000845572521
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
665830.12000000
USD
55184000.00000000
INR
2023-01-13
734.27000000
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
5618.03000000
0.006469625328
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
114206.71000000
USD
826000.00000000
CNY
2023-01-13
5618.03000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: USD/BRL settle 2023-01-13
N/A
1.00000000
NC
N/A
-2730.46000000
-0.00314435009
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
1367000.00000000
BRL
255705.20000000
USD
2023-01-13
-2730.46000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: USD/COP settle 2023-01-13
N/A
1.00000000
NC
N/A
-1102.23000000
-0.00126930883
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
984800000.00000000
COP
201671.04000000
USD
2023-01-13
-1102.23000000
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
-15013.36000000
-0.01728912343
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
3568000.00000000
ZAR
194797.68000000
USD
2023-01-13
-15013.36000000
N
N
N
POLAND REPUBLIC OF
259400R9L8QEP0TPXS31
POLAND REPUBLIC OF 2.5% 07/25/2026
N/A
7850000.00000000
PA
1547872.69000000
1.782503183723
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
461715.37000000
0.531703364440
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
4545114.86000000
USD
172729000.00000000
THB
2023-01-13
461715.37000000
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
6465.71000000
0.007445798827
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
88465.61000000
USD
418000.00000000
MYR
2023-01-13
6465.71000000
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
-3387.52000000
-0.00390100892
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
1685000.00000000
CZK
71129.97000000
USD
2023-01-13
-3387.52000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: USD/COP settle 2023-01-13
N/A
1.00000000
NC
N/A
-8702.27000000
-0.01002138230
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
1018100000.00000000
COP
200927.57000000
USD
2023-01-13
-8702.27000000
N
N
N
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
FX Forward: CLP/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
8924.54000000
0.010277344555
N/A
DFE
CORP
US
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
55250.99000000
USD
54483000.00000000
CLP
2023-01-13
8924.54000000
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
-9606.14000000
-0.01106226322
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
7297000.00000000
THB
201909.24000000
USD
2023-01-13
-9606.14000000
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: INR/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
941.85000000
0.001084618027
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
407604.24000000
USD
33823000.00000000
INR
2023-01-13
941.85000000
N
N
N
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
FX Forward: IDR/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
-317.97000000
-0.00036616870
N/A
DFE
CORP
US
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
232518.65000000
USD
3615200000.00000000
IDR
2023-01-13
-317.97000000
N
N
N
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
FX Forward: USD/HUF settle 2023-01-13
N/A
1.00000000
NC
N/A
-16161.75000000
-0.01861158932
N/A
DFE
CORP
US
N
2
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
86080000.00000000
HUF
213964.52000000
USD
2023-01-13
-16161.75000000
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
NOTA DO TESOURO NACIONAL 10% 01/01/2029
N/A
3750000.00000000
PA
634984.40000000
0.731236956325
Long
DBT
NUSS
BR
N
2
2029-01-01
Fixed
0.10000000
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
7770.18000000
0.008948003719
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
204751.92000000
USD
1465000.00000000
CNY
2023-01-13
7770.18000000
N
N
N
HUNGARY REPUBLIC OF
5299008DH62LEB10JK83
HUNGARY REPUBLIC OF 3.25% 10/22/2031
N/A
137500000.00000000
PA
241323.15000000
0.277903529121
Long
DBT
NUSS
HU
N
2
2031-10-22
Fixed
0.03250000
N
N
N
N
N
N
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
FX Forward: RON/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
3128.58000000
0.003602818142
N/A
DFE
CORP
US
N
2
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
222688.29000000
USD
1043000.00000000
RON
2023-01-13
3128.58000000
N
N
N
THAILAND KINGDOM OF
254900PHJ6MSKT6C7026
THAILAND KINGDOM OF 2.875% 06/17/2046
N/A
9200000.00000000
PA
234077.17000000
0.269559184975
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
4000000.00000000
PA
874642.45000000
1.007222985337
Long
DBT
NUSS
MY
N
2
2032-07-15
Fixed
0.03582000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: USD/HUF settle 2023-01-13
N/A
1.00000000
NC
N/A
-6622.67000000
-0.00762655122
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
33581000.00000000
HUF
83152.78000000
USD
2023-01-13
-6622.67000000
N
N
N
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
FX Forward: USD/ZAR settle 2023-01-13
N/A
1.00000000
NC
N/A
-17000.79000000
-0.01957781314
N/A
DFE
CORP
US
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
3504000.00000000
ZAR
189046.83000000
USD
2023-01-13
-17000.79000000
N
N
N
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
FX Forward: HUF/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
21805.95000000
0.025111351566
N/A
DFE
CORP
US
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
208683.90000000
USD
86216000.00000000
HUF
2023-01-13
21805.95000000
N
N
N
CHILE REPUBLIC OF
549300FLZTJM5YJF8D34
CHILE REPUBLIC OF 4.5% 03/01/2026
N/A
495000000.00000000
PA
557596.30000000
0.642118170572
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
20000000.00000000
PA
234209.37000000
0.269711424188
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
38750000.00000000
PA
1083556.27000000
1.247804495483
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: THB/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
-1195.18000000
-0.00137634843
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
222247.16000000
USD
7626000.00000000
THB
2023-01-13
-1195.18000000
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: USD/HUF settle 2023-01-13
N/A
1.00000000
NC
N/A
-23485.74000000
-0.02704576842
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
74746000.00000000
HUF
176340.22000000
USD
2023-01-13
-23485.74000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: PEN/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
6503.71000000
0.007489558964
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
112949.37000000
USD
454000.00000000
PEN
2023-01-13
6503.71000000
N
N
N
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
FX Forward: USD/COP settle 2023-01-13
N/A
1.00000000
NC
N/A
-4421.91000000
-0.00509219440
N/A
DFE
CORP
US
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
966700000.00000000
COP
194624.52000000
USD
2023-01-13
-4421.91000000
N
N
N
SOUTH AFRICA REPUBLIC OF
378900AAFB4F17004C49
SOUTH AFRICA REPUBLIC OF 8% 01/31/2030
N/A
64750000.00000000
PA
3397233.62000000
3.912194964497
Long
DBT
NUSS
ZA
N
2
2030-01-31
Fixed
0.08000000
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
3022.91000000
0.003481130414
N/A
DFE
CORP
US
N
2
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
72423.28000000
USD
1706000.00000000
CZK
2023-01-13
3022.91000000
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA REPUBLIC OF 8.25% 05/15/2029
N/A
26000000000.00000000
PA
1790396.66000000
2.061789556205
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: TRY/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
3167.54000000
0.003647683799
N/A
DFE
CORP
US
N
2
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
53463.47000000
USD
1067000.00000000
TRY
2023-01-13
3167.54000000
N
N
N
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
FX Forward: ZAR/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
7859.09000000
0.009050390924
N/A
DFE
CORP
US
N
2
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
365543.41000000
USD
6350000.00000000
ZAR
2023-01-13
7859.09000000
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
-36847.33000000
-0.04243274234
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
854000.00000000
SGD
600860.48000000
USD
2023-01-13
-36847.33000000
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
-1185.19000000
-0.00136484412
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
205801.75000000
USD
7059000.00000000
THB
2023-01-13
-1185.19000000
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
1624.09000000
0.001870273708
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
416513.12000000
USD
6510100000.00000000
IDR
2023-01-13
1624.09000000
N
N
N
MALAYSIA GOVT OF
254900GSIL471JOBYY43
MALAYSIA GOVT OF 4.065% 06/15/2050
N/A
3750000.00000000
PA
774900.68000000
0.892362103222
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
30750000.00000000
PA
1020507.47000000
1.175198597430
Long
DBT
NUSS
CZ
N
2
2033-10-13
Fixed
0.02000000
N
N
N
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: USD/IDR settle 2023-01-13
N/A
1.00000000
NC
N/A
-296.45000000
-0.00034138664
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
5246400000.00000000
IDR
336674.58000000
USD
2023-01-13
-296.45000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: USD/COP settle 2023-01-13
N/A
1.00000000
NC
N/A
3729.30000000
0.004294596814
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
1115500000.00000000
COP
233414.10000000
USD
2023-01-13
3729.30000000
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC 8.9% 02/15/2023 REGS
N/A
25500000.00000000
PA
449154.42000000
0.517238393574
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
31250000.00000000
PA
1038158.94000000
1.195525722312
Long
DBT
NUSS
CZ
N
2
2030-05-15
Fixed
0.00950000
N
N
N
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
-5930.66000000
-0.00682964458
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
1428000.00000000
ZAR
78040.80000000
USD
2023-01-13
-5930.66000000
N
N
N
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
FX Forward: USD/PLN settle 2023-01-13
N/A
1.00000000
NC
N/A
-17995.28000000
-0.02072305048
N/A
DFE
CORP
US
N
2
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
854000.00000000
PLN
176766.47000000
USD
2023-01-13
-17995.28000000
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: ZAR/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
4318.14000000
0.004972694684
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
304341.66000000
USD
5249000.00000000
ZAR
2023-01-13
4318.14000000
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
COLOMBIA REPUBLIC OF 9.25% 05/28/2042
N/A
3325000000.00000000
PA
493990.20000000
0.568870495562
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: CNY/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
12431.66000000
0.014316082758
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
547234.04000000
USD
3858000.00000000
CNY
2023-01-13
12431.66000000
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: HUF/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
28355.14000000
0.032653284505
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
202923.37000000
USD
86511000.00000000
HUF
2023-01-13
28355.14000000
N
N
N
MEXICO UNITED MEXICAN STATES
254900EGTWEU67VP6075
MEXICO UNITED MEXICAN STATES 7.75% 11/13/2042
N/A
44750000.00000000
PA
2006177.42000000
2.310278914646
Long
DBT
NUSS
MX
N
2
2042-11-13
Fixed
0.07750000
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
-307.33000000
-0.00035391586
N/A
DFE
CORP
US
N
2
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
438275.01000000
USD
8550000.00000000
MXN
2023-01-13
-307.33000000
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: CNY/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
1395.74000000
0.001607309832
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
210401.02000000
USD
1460000.00000000
CNY
2023-01-13
1395.74000000
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
-7202.40000000
-0.00829415817
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
1529000.00000000
ZAR
82708.22000000
USD
2023-01-13
-7202.40000000
N
N
N
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
FX Forward: USD/PLN settle 2023-01-13
N/A
1.00000000
NC
N/A
-37765.84000000
-0.04349048243
N/A
DFE
CORP
US
N
2
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
2237000.00000000
PLN
472400.47000000
USD
2023-01-13
-37765.84000000
N
N
N
MEXICO UNITED MEXICAN STATES
254900EGTWEU67VP6075
MEXICO UNITED MEXICAN STATES 8% 07/31/2053
N/A
4500000.00000000
PA
204985.37000000
0.236057575666
Long
DBT
NUSS
MX
N
2
2053-07-31
Fixed
0.08000000
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
-5550.57000000
-0.00639193956
N/A
DFE
CORP
US
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
185068000.00000000
CLP
212441.03000000
USD
2023-01-13
-5550.57000000
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: USD/MYR settle 2023-01-13
N/A
1.00000000
NC
N/A
-29710.58000000
-0.03421418556
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
1949000.00000000
MYR
412923.73000000
USD
2023-01-13
-29710.58000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: CLP/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
6849.57000000
0.007887845306
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
211215.06000000
USD
185130000.00000000
CLP
2023-01-13
6849.57000000
N
N
N
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
FX Forward: MXN/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
13183.42000000
0.015181796457
N/A
DFE
CORP
US
N
2
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
634547.73000000
USD
12645000.00000000
MXN
2023-01-13
13183.42000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: USD/IDR settle 2023-01-13
N/A
1.00000000
NC
N/A
-5945.05000000
-0.00684621585
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
6773300000.00000000
IDR
429097.24000000
USD
2023-01-13
-5945.05000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: USD/BRL settle 2023-01-13
N/A
1.00000000
NC
N/A
-4750.58000000
-0.00547068504
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
1076000.00000000
BRL
198670.61000000
USD
2023-01-13
-4750.58000000
N
N
N
TURKEY REPUBLIC OF
5493000PCHOG3B6S3Q85
TURKEY REPUBLIC OF 12.4% 03/08/2028
N/A
4000000.00000000
PA
252696.87000000
0.291001306633
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: USD/MXN settle 2023-01-13
N/A
1.00000000
NC
N/A
-1918.71000000
-0.00220955295
N/A
DFE
CORP
US
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
8072000.00000000
MXN
411563.76000000
USD
2023-01-13
-1918.71000000
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
20500.16000000
0.023607626585
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
201194.89000000
USD
5013000.00000000
CZK
2023-01-13
20500.16000000
N
N
N
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
FX Forward: USD/ZAR settle 2023-01-13
N/A
1.00000000
NC
N/A
-16981.76000000
-0.01955589853
N/A
DFE
CORP
US
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
4047000.00000000
ZAR
220996.18000000
USD
2023-01-13
-16981.76000000
N
N
N
PERU, REPUBLIC OF
254900STKLK2DBJJZ530
PERU REPUBLIC OF 5.4% 08/12/2034
N/A
2250000.00000000
PA
474084.94000000
0.545947945438
Long
DBT
NUSS
PE
N
2
2034-08-12
Fixed
0.05400000
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
1832.04000000
0.002109745299
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
3757700000.00000000
IDR
243185.35000000
USD
2023-01-13
1832.04000000
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
NOTA DO TESOURO NACIONAL 10% 01/01/2033
N/A
1650000.00000000
PA
268176.76000000
0.308827677876
Long
DBT
NUSS
BR
N
2
2033-01-01
Fixed
0.10000000
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
-1080.29000000
-0.00124404311
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
218206.42000000
USD
12093000.00000000
PHP
2023-01-13
-1080.29000000
N
N
N
THAILAND KINGDOM OF
254900PHJ6MSKT6C7026
THAILAND KINGDOM OF 3.3% 06/17/2038
N/A
35750000.00000000
PA
1036536.74000000
1.193657625095
Long
DBT
NUSS
TH
N
2
2038-06-17
Fixed
0.03300000
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
10400.17000000
0.011976654317
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
104085.07000000
USD
502000.00000000
PLN
2023-01-13
10400.17000000
N
N
N
REPUBLICA ORIENTAL DEL URUGUAY
549300RDR012H2V82H43
URUGUAY REPUBLICA ORIENTAL DL 8.25% 05/21/2031
917288BM3
6500000.00000000
PA
140676.05000000
0.162000084773
Long
DBT
NUSS
UY
N
2
2031-05-21
Fixed
0.08250000
N
N
N
N
N
N
CHINA PEOPLES REPUBLIC OF
300300CHN201808MOF68
CHINA PEOPLES REPUBLIC OF 2.88% 11/05/2023
N/A
11750000.00000000
PA
1712838.51000000
1.972474943839
Long
DBT
NUSS
CN
N
2
2023-11-05
Fixed
0.02880000
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
-7949.96000000
-0.00915503523
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
147252000.00000000
CLP
165498.17000000
USD
2023-01-13
-7949.96000000
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: PLN/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
2256.22000000
0.002598223587
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
76195.82000000
USD
344000.00000000
PLN
2023-01-13
2256.22000000
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA REPUBLIC OF 6.375% 04/15/2032
N/A
6500000000.00000000
PA
400835.07000000
0.461594673152
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: PLN/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
8392.11000000
0.009664207456
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
215104.98000000
USD
980000.00000000
PLN
2023-01-13
8392.11000000
N
N
N
THAILAND KINGDOM OF
254900PHJ6MSKT6C7026
THAILAND KINGDOM OF 1.6% 06/17/2035
N/A
36250000.00000000
PA
898012.20000000
1.034135181700
Long
DBT
NUSS
TH
N
2
2035-06-17
Fixed
0.01600000
N
N
N
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
-27844.75000000
-0.03206552828
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
328494000.00000000
CLP
359088.33000000
USD
2023-01-13
-27844.75000000
N
N
N
BRAZIL LETRAS DO TESOURO NACIONAL
254900ZFY40OYEADAP90
BRAZIL LETRAS DO TESOURO NACIONAL 0% 01/01/2026
N/A
325000.00000000
PA
42957.40000000
0.049468992352
Long
DBT
NUSS
BR
N
2
2026-01-01
Fixed
0.00000000
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
1334.53000000
0.001536821464
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
172845.95000000
USD
662000.00000000
PEN
2023-01-13
1334.53000000
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: USD/INR settle 2023-01-13
N/A
1.00000000
NC
N/A
1904.51000000
0.002193200487
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
17359000.00000000
INR
211582.88000000
USD
2023-01-13
1904.51000000
N
N
N
CHINA PEOPLES REPUBLIC OF
300300CHN201808MOF68
CHINA PEOPLES REPUBLIC OF 3.81% 09/14/2050
N/A
3300000.00000000
PA
523098.27000000
0.602390841119
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
235000000.00000000
PA
332940.21000000
0.383408136953
Long
DBT
NUSS
HU
N
2
2038-10-27
Fixed
0.03000000
N
N
N
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA REPUBLIC OF 7.5% 04/15/2040
N/A
12000000000.00000000
PA
788951.34000000
0.908542598133
Long
DBT
NUSS
ID
N
2
2040-04-15
Fixed
0.07500000
N
N
N
N
N
N
PERU, REPUBLIC OF
254900STKLK2DBJJZ530
PERU REPUBLIC OF 6.95% 08/12/2031
N/A
1750000.00000000
PA
434262.26000000
0.500088841945
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
18800000000.00000000
PA
1319955.03000000
1.520037182997
Long
DBT
NUSS
ID
N
2
2034-03-15
Fixed
0.08375000
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
-6707.02000000
-0.00772368721
N/A
DFE
CORP
US
N
2
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
4203000.00000000
MXN
208588.67000000
USD
2023-01-13
-6707.02000000
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: USD/ZAR settle 2023-01-13
N/A
1.00000000
NC
N/A
-5707.03000000
-0.00657211617
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
3598000.00000000
ZAR
205868.12000000
USD
2023-01-13
-5707.03000000
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: USD/HUF settle 2023-01-13
N/A
1.00000000
NC
N/A
-9112.03000000
-0.01049325476
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
51908000.00000000
HUF
129658.82000000
USD
2023-01-13
-9112.03000000
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: CZK/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
4275.60000000
0.004923706362
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
215031.35000000
USD
4959000.00000000
CZK
2023-01-13
4275.60000000
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
405.13000000
0.000466540639
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
272301.01000000
USD
9408000.00000000
THB
2023-01-13
405.13000000
N
N
N
KAZAKHSTAN REPUBLIC OF
5493007OEK8EF02UO833
KAZAKHSTAN REPUBLIC OF 10.5% 08/04/2026
N/A
90000000.00000000
PA
174589.64000000
0.201054383319
Long
DBT
NUSS
KZ
N
2
2026-08-04
Fixed
0.10500000
N
N
N
N
N
N
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
FX Forward: USD/RON settle 2023-01-13
N/A
1.00000000
NC
N/A
-6837.93000000
-0.00787444088
N/A
DFE
CORP
US
N
2
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
792000.00000000
RON
164635.67000000
USD
2023-01-13
-6837.93000000
N
N
N
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
FX Forward: RON/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
1164.70000000
0.001341248199
N/A
DFE
CORP
US
N
2
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
112501.51000000
USD
525000.00000000
RON
2023-01-13
1164.70000000
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
1624.27000000
0.001870480992
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
228424.74000000
USD
3581700000.00000000
IDR
2023-01-13
1624.27000000
N
N
N
BRAZILIAN GOVERNMENT INTERNATIONAL BOND
254900ZFY40OYEADAP90
BRAZILIAN GOVERNMENT INTERNATIONAL BOND 10% 01/01/2025
N/A
13250000.00000000
PA
2400107.72000000
2.763922175136
Long
DBT
NUSS
BR
N
2
2025-01-01
Fixed
0.10000000
N
N
N
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: IDR/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
-20.27000000
-0.00002334257
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
43291.35000000
USD
673700000.00000000
IDR
2023-01-13
-20.27000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: USD/PHP settle 2023-01-13
N/A
1.00000000
NC
N/A
-26985.58000000
-0.03107612310
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
24004000.00000000
PHP
403998.92000000
USD
2023-01-13
-26985.58000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: BRL/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
803.63000000
0.000925446286
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
501132.50000000
USD
2655000.00000000
BRL
2023-01-13
803.63000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: USD/COP settle 2023-01-13
N/A
1.00000000
NC
N/A
-36.30000000
-0.00004180244
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
637100000.00000000
COP
131144.50000000
USD
2023-01-13
-36.30000000
N
N
N
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
FX Forward: USD/MXN settle 2023-01-13
N/A
1.00000000
NC
N/A
-14900.68000000
-0.01715936311
N/A
DFE
CORP
US
N
2
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
7565000.00000000
MXN
372611.07000000
USD
2023-01-13
-14900.68000000
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
NOTA DO TESOURO NACIONAL 10% 01/01/2027
N/A
4250000.00000000
PA
743181.25000000
0.855834561050
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
10000000.00000000
PA
231166.84000000
0.266207699724
Long
DBT
NUSS
TH
N
2
2042-06-17
Fixed
0.02000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: USD/CZK settle 2023-01-13
N/A
1.00000000
NC
N/A
-24136.97000000
-0.02779571352
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
7431000.00000000
CZK
304491.78000000
USD
2023-01-13
-24136.97000000
N
N
N
MALAYSIA GOVT OF
254900GSIL471JOBYY43
MALAYSIA GOVT OF 3.757% 05/22/2040
N/A
1750000.00000000
PA
365736.10000000
0.421175311680
Long
DBT
NUSS
MY
N
2
2040-05-22
Fixed
0.03757000
N
N
N
N
N
N
POLAND REPUBLIC OF
259400R9L8QEP0TPXS31
POLAND REPUBLIC OF 2.75% 10/25/2029
N/A
4600000.00000000
PA
825235.60000000
0.950326918890
Long
DBT
NUSS
PL
N
2
2029-10-25
Fixed
0.02750000
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
-19825.17000000
-0.02283031987
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
978000.00000000
PLN
203215.80000000
USD
2023-01-13
-19825.17000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: BRL/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
5377.93000000
0.006193130358
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
321494.98000000
USD
1729000.00000000
BRL
2023-01-13
5377.93000000
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
-10341.29000000
-0.01190884913
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
1130000.00000000
RON
234311.70000000
USD
2023-01-13
-10341.29000000
N
N
N
MALAYSIA GOVT OF
254900GSIL471JOBYY43
MALAYSIA GOVT OF 3.885% 08/15/2029
N/A
2675000.00000000
PA
601331.50000000
0.692482863834
Long
DBT
NUSS
MY
N
2
2029-08-15
Fixed
0.03885000
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
2835.10000000
0.003264851695
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
1831292.52000000
USD
8076000.00000000
MYR
2023-01-13
2835.10000000
N
N
N
MALAYSIA GOVT OF
254900GSIL471JOBYY43
MALAYSIA GOVT OF 4.696% 10/15/2042
N/A
1750000.00000000
PA
412169.69000000
0.474647423787
Long
DBT
NUSS
MY
N
2
2042-10-15
Fixed
0.04696000
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
5170.48000000
0.005954234557
N/A
DFE
CORP
US
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
216432.56000000
USD
188134000.00000000
CLP
2023-01-13
5170.48000000
N
N
N
Fidelity Revere Street Trust
549300BDV45LJNXBZC55
Fidelity Cash Central Fund
31635A105
13346341.40000000
NS
USD
13349010.67000000
15.37248778439
Long
STIV
RF
US
N
1
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
17049.18000000
0.019633538227
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
177624.97000000
USD
6716000.00000000
THB
2023-01-13
17049.18000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: PHP/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
870.69000000
0.001002671412
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
216237.48000000
USD
12092000.00000000
PHP
2023-01-13
870.69000000
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: HUF/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
5281.80000000
0.006082428727
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
227108.84000000
USD
86927000.00000000
HUF
2023-01-13
5281.80000000
N
N
N
PERU, REPUBLIC OF
254900STKLK2DBJJZ530
PERU REPUBLIC OF 5.35% 08/12/2040
N/A
500000.00000000
PA
98079.54000000
0.112946687048
Long
DBT
NUSS
PE
N
2
2040-08-12
Fixed
0.05350000
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
49168.77000000
0.056621897673
N/A
DFE
CORP
CA
N
2
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
799117.03000000
USD
1136000.00000000
SGD
2023-01-13
49168.77000000
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: CLP/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
21457.38000000
0.024709944436
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
208353.27000000
USD
195102000.00000000
CLP
2023-01-13
21457.38000000
N
N
N
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
FX Forward: ZAR/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
4344.29000000
0.005002808568
N/A
DFE
CORP
US
N
2
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
374938.57000000
USD
6450000.00000000
ZAR
2023-01-13
4344.29000000
N
N
N
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
FX Forward: USD/CZK settle 2023-01-13
N/A
1.00000000
NC
N/A
-4947.65000000
-0.00569762741
N/A
DFE
CORP
US
N
2
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
9952000.00000000
CZK
435169.88000000
USD
2023-01-13
-4947.65000000
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
-70521.69000000
-0.08121154779
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
30305000.00000000
THB
807917.89000000
USD
2023-01-13
-70521.69000000
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
897.38000000
0.001033407151
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
91509.84000000
USD
637000.00000000
CNY
2023-01-13
897.38000000
N
N
N
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
FX Forward: CZK/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
17973.60000000
0.020698084170
N/A
DFE
CORP
US
N
2
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
179221.34000000
USD
4459000.00000000
CZK
2023-01-13
17973.60000000
N
N
N
BRAZIL LETRAS DO TESOURO NACIONAL
254900ZFY40OYEADAP90
BRAZIL LETRAS DO TESOURO NACIONAL 0% 01/01/2024
N/A
11750000.00000000
PA
1964546.14000000
2.262337058948
Long
DBT
NUSS
BR
N
2
2024-01-01
Fixed
0.00000000
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
6075.14000000
0.006996025229
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
210599.86000000
USD
7475000.00000000
THB
2023-01-13
6075.14000000
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
-754.87000000
-0.00086929512
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
50853.96000000
USD
265000.00000000
BRL
2023-01-13
-754.87000000
N
N
N
HUNGARY REPUBLIC OF
5299008DH62LEB10JK83
HUNGARY REPUBLIC OF 2.75% 12/22/2026
N/A
217000000.00000000
PA
434238.53000000
0.500061514891
Long
DBT
NUSS
HU
N
2
2026-12-22
Fixed
0.02750000
N
N
N
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: USD/MYR settle 2023-01-13
N/A
1.00000000
NC
N/A
1250.21000000
0.001439720023
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
576000.00000000
MYR
132064.66000000
USD
2023-01-13
1250.21000000
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: USD/IDR settle 2023-01-13
N/A
1.00000000
NC
N/A
-1415.23000000
-0.00162975417
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
3093000000.00000000
IDR
197245.07000000
USD
2023-01-13
-1415.23000000
N
N
N
TURKEY REPUBLIC OF
5493000PCHOG3B6S3Q85
TURKEY REPUBLIC OF 11% 02/24/2027
N/A
750000.00000000
PA
44874.28000000
0.051676437916
Long
DBT
NUSS
TR
N
2
2027-02-24
Fixed
0.11000000
N
N
N
N
N
N
SOUTH AFRICA REPUBLIC OF
378900AAFB4F17004C49
SOUTH AFRICA REPUBLIC OF 6.5% 02/28/2041
N/A
32000000.00000000
PA
1177832.97000000
1.356371898336
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
7000000.00000000
PA
240122.14000000
0.276520466959
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/THB settle 2023-01-13
N/A
1.00000000
NC
N/A
-11662.55000000
-0.01343038910
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
15746000.00000000
THB
444760.80000000
USD
2023-01-13
-11662.55000000
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: MXN/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
-686.58000000
-0.00079065354
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
213164.93000000
USD
4148000.00000000
MXN
2023-01-13
-686.58000000
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: USD/ZAR settle 2023-01-13
N/A
1.00000000
NC
N/A
-2086.03000000
-0.00240223575
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
3576000.00000000
ZAR
208195.44000000
USD
2023-01-13
-2086.03000000
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
FX Forward: ZAR/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
66004.23000000
0.076009319677
N/A
DFE
CORP
CA
N
2
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
948650.92000000
USD
17255000.00000000
ZAR
2023-01-13
66004.23000000
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: USD/PLN settle 2023-01-13
N/A
1.00000000
NC
N/A
-53043.41000000
-0.06108386549
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
2006000.00000000
PLN
404441.44000000
USD
2023-01-13
-53043.41000000
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: USD/RON settle 2023-01-13
N/A
1.00000000
NC
N/A
-9752.58000000
-0.01123090097
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
976000.00000000
RON
201558.32000000
USD
2023-01-13
-9752.58000000
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
-2025.57000000
-0.00233261107
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
7170000.00000000
THB
205808.51000000
USD
2023-01-13
-2025.57000000
N
N
N
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
FX Forward: USD/CZK settle 2023-01-13
N/A
1.00000000
NC
N/A
-2277.91000000
-0.00262320141
N/A
DFE
CORP
US
N
2
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
2615000.00000000
CZK
113367.92000000
USD
2023-01-13
-2277.91000000
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: MYR/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
338.72000000
0.000390064042
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
88687.78000000
USD
392000.00000000
MYR
2023-01-13
338.72000000
N
N
N
CHILE REPUBLIC OF
549300FLZTJM5YJF8D34
CHILE REPUBLIC OF 4.7% 09/01/2030 144A REGS
N/A
350000000.00000000
PA
397328.46000000
0.457556522257
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
7250000.00000000
PA
377574.89000000
0.434808655690
Long
DBT
NUSS
TR
N
2
2025-03-12
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
21053.82000000
0.024245211781
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
220462.71000000
USD
8332000.00000000
THB
2023-01-13
21053.82000000
N
N
N
MALAYSIA GOVT OF
254900GSIL471JOBYY43
MALAYSIA GOVT OF 4.762% 04/07/2037
N/A
1300000.00000000
PA
310931.67000000
0.358063486277
Long
DBT
NUSS
MY
N
2
2037-04-07
Fixed
0.04762000
N
N
N
N
N
N
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
FX Forward: PLN/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
13223.55000000
0.015228009465
N/A
DFE
CORP
US
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
1288304.89000000
USD
5707000.00000000
PLN
2023-01-13
13223.55000000
N
N
N
POLAND REPUBLIC OF
259400R9L8QEP0TPXS31
POLAND REPUBLIC OF 1.75% 04/25/2032
N/A
4250000.00000000
PA
636983.46000000
0.733539038943
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: CZK/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
15411.69000000
0.017747833312
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
206371.81000000
USD
5015000.00000000
CZK
2023-01-13
15411.69000000
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
18730.15000000
0.021569313950
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
203760.93000000
USD
5031000.00000000
CZK
2023-01-13
18730.15000000
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
COLOMBIA REPUBLIC OF 10% 07/24/2024
N/A
400000000.00000000
PA
80323.23000000
0.092498830250
Long
DBT
NUSS
CO
N
2
2024-07-24
Fixed
0.10000000
N
N
N
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: USD/HUF settle 2023-01-13
N/A
1.00000000
NC
N/A
-20834.09000000
-0.02399217454
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
72073000.00000000
HUF
171845.87000000
USD
2023-01-13
-20834.09000000
N
N
N
ROMANIA, REPUBLIC OF
315700IASY927EDWBK92
ROMANIA REPUBLIC OF 4.25% 06/28/2023
N/A
3750000.00000000
PA
802249.64000000
0.923856688395
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
4000000.00000000
PA
760651.40000000
0.875952880985
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
455000000.00000000
PA
530290.28000000
0.610673034354
Long
DBT
NUSS
CL
N
2
2035-03-01
Fixed
0.05000000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
NOTA DO TESOURO NACIONAL 10% 01/01/2031
N/A
3500000.00000000
PA
578326.95000000
0.665991225420
Long
DBT
NUSS
BR
N
2
2031-01-01
Fixed
0.10000000
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
-6674.40000000
-0.00768612259
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
7228000.00000000
THB
202840.90000000
USD
2023-01-13
-6674.40000000
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
COLOMBIA REPUBLIC OF 7% 06/30/2032
N/A
5800000000.00000000
PA
809607.26000000
0.932329595217
Long
DBT
NUSS
CO
N
2
2032-06-30
Fixed
0.07000000
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
-466.90000000
-0.00053767389
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
189839.68000000
USD
2948400000.00000000
IDR
2023-01-13
-466.90000000
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: RON/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
81507.91000000
0.093863087069
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
814831.35000000
USD
4140000.00000000
RON
2023-01-13
81507.91000000
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
9494.19000000
0.010933343556
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
364099.16000000
USD
1645000.00000000
MYR
2023-01-13
9494.19000000
N
N
N
ROMANIA, REPUBLIC OF
315700IASY927EDWBK92
ROMANIA REPUBLIC OF 5% 02/12/2029
N/A
3400000.00000000
PA
637226.57000000
0.733819000177
Long
DBT
NUSS
RO
N
2
2029-02-12
Fixed
0.05000000
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
5951.43000000
0.006853562952
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
200801.83000000
USD
3516000.00000000
ZAR
2023-01-13
5951.43000000
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
COLOMBIA REPUBLIC OF 7.25% 10/26/2050
N/A
1650000000.00000000
PA
192402.15000000
0.221566959056
Long
DBT
NUSS
CO
N
2
2050-10-26
Fixed
0.07250000
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
-997.90000000
-0.00114916422
N/A
DFE
CORP
US
N
2
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
2106000.00000000
TRY
110778.02000000
USD
2023-01-13
-997.90000000
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
23955.23000000
0.027586424915
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
413464.63000000
USD
9891000.00000000
CZK
2023-01-13
23955.23000000
N
N
N
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
FX Forward: CZK/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
156478.34000000
0.180197726231
N/A
DFE
CORP
US
N
2
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
1377343.62000000
USD
34683000.00000000
CZK
2023-01-13
156478.34000000
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA REPUBLIC OF 8.125% 05/15/2024
N/A
2500000000.00000000
PA
165248.11000000
0.190296840355
Long
DBT
NUSS
ID
N
2
2024-05-15
Fixed
0.08125000
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
4164.17000000
0.004795385518
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
191073.05000000
USD
948200000.00000000
COP
2023-01-13
4164.17000000
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
CZECH REPUBLIC 1.5% 04/24/2040
N/A
3150000.00000000
PA
82912.45000000
0.095480530827
Long
DBT
NUSS
CZ
N
2
2040-04-24
Fixed
0.01500000
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
-7830.56000000
-0.00901753627
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
482828.19000000
USD
2306900000.00000000
COP
2023-01-13
-7830.56000000
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
-624.77000000
-0.00071947423
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
273968.62000000
USD
9430000.00000000
THB
2023-01-13
-624.77000000
N
N
N
MEXICO UNITED MEXICAN STATES
254900EGTWEU67VP6075
MEXICO UNITED MEXICAN STATES 7.75% 11/23/2034
N/A
250000.00000000
PA
11588.54000000
0.013345160476
Long
DBT
NUSS
MX
N
2
2034-11-23
Fixed
0.07750000
N
N
N
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: INR/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
270.19000000
0.000311146089
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
132127.10000000
USD
10961000.00000000
INR
2023-01-13
270.19000000
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA REPUBLIC OF 7.125% 06/15/2042
N/A
3000000000.00000000
PA
192468.28000000
0.221643113210
Long
DBT
NUSS
ID
N
2
2042-06-15
Fixed
0.07125000
N
N
N
N
N
N
INTER AMERICAN DEV BANK
VKU1UKDS9E7LYLMACP54
INTER AMERICAN DEV BANK 5.1% 11/17/2026
N/A
5000000000.00000000
PA
308723.30000000
0.355520365915
Long
DBT
CORP
US
N
2
2026-11-17
Fixed
0.05100000
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
1750.59000000
0.002015948901
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
95678.01000000
USD
1902000.00000000
MXN
2023-01-13
1750.59000000
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
CZECH REPUBLIC 1.2% 03/13/2031
N/A
25000000.00000000
PA
824946.13000000
0.949993570288
Long
DBT
NUSS
CZ
N
2
2031-03-13
Fixed
0.01200000
N
N
N
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA REPUBLIC OF 6.5% 06/15/2025
N/A
15750000000.00000000
PA
1015770.03000000
1.169743044181
Long
DBT
NUSS
ID
N
2
2025-06-15
Fixed
0.06500000
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
-13509.85000000
-0.01555770755
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
188408000.00000000
CLP
208415.93000000
USD
2023-01-13
-13509.85000000
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
-7719.96000000
-0.00889017124
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
7437000.00000000
THB
207853.55000000
USD
2023-01-13
-7719.96000000
N
N
N
CHILE REPUBLIC OF
549300FLZTJM5YJF8D34
CHILE REPUBLIC OF 6% 01/01/2043
N/A
225000000.00000000
PA
292611.78000000
0.336966620584
Long
DBT
NUSS
CL
N
2
2043-01-01
Fixed
0.06000000
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
3014.50000000
0.003471445605
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
468761.21000000
USD
9210000.00000000
MXN
2023-01-13
3014.50000000
N
N
N
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
FX Forward: USD/PLN settle 2023-01-13
N/A
1.00000000
NC
N/A
-5875.10000000
-0.00676566265
N/A
DFE
CORP
US
N
2
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
275000.00000000
PLN
56840.92000000
USD
2023-01-13
-5875.10000000
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA REPUBLIC OF 8.375% 04/15/2039
N/A
9250000000.00000000
PA
654496.55000000
0.753706807832
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
198000000.00000000
PA
459110.93000000
0.528704136777
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/INR settle 2023-01-13
N/A
1.00000000
NC
N/A
5306.60000000
0.006110987974
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
29405000.00000000
INR
360487.92000000
USD
2023-01-13
5306.60000000
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: USD/PHP settle 2023-01-13
N/A
1.00000000
NC
N/A
-189.59000000
-0.00021832853
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
24251000.00000000
PHP
435229.72000000
USD
2023-01-13
-189.59000000
N
N
N
TURKEY REPUBLIC OF
5493000PCHOG3B6S3Q85
TURKEY REPUBLIC OF 11.7% 11/13/2030
N/A
2750000.00000000
PA
185124.78000000
0.213186466734
Long
DBT
NUSS
TR
N
2
2030-11-13
Fixed
0.11700000
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
878.62000000
0.001011803462
N/A
DFE
CORP
US
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
232615.38000000
USD
1134000000.00000000
COP
2023-01-13
878.62000000
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
-10906.53000000
-0.01255976965
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
282000.00000000
SGD
199671.46000000
USD
2023-01-13
-10906.53000000
N
N
N
ROMANIA, REPUBLIC OF
315700IASY927EDWBK92
ROMANIA REPUBLIC OF 4.75% 10/11/2034
N/A
750000.00000000
PA
118478.81000000
0.136438130469
Long
DBT
NUSS
RO
N
2
2034-10-11
Fixed
0.04750000
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
-14988.54000000
-0.01726054115
N/A
DFE
CORP
US
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
3624000.00000000
ZAR
198115.50000000
USD
2023-01-13
-14988.54000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: USD/BRL settle 2023-01-13
N/A
1.00000000
NC
N/A
-8651.19000000
-0.00996255946
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
5952000.00000000
BRL
1116593.19000000
USD
2023-01-13
-8651.19000000
N
N
N
ROMANIA, REPUBLIC OF
315700IASY927EDWBK92
ROMANIA REPUBLIC OF 5.8% 07/26/2027
N/A
500000.00000000
PA
100435.41000000
0.115659665836
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
9000000.00000000
PA
427648.85000000
0.492472954374
Long
DBT
NUSS
ZA
N
2
2031-02-28
Fixed
0.07000000
N
N
N
N
N
N
CHINA PEOPLES REPUBLIC OF
300300CHN201808MOF68
CHINA PEOPLES REPUBLIC OF 3.28% 12/03/2027
N/A
20000000.00000000
PA
2983495.49000000
3.435741352571
Long
DBT
NUSS
CN
N
2
2027-12-03
Fixed
0.03280000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
FX Forward: PLN/USD settle 2023-01-13
N/A
1.00000000
NC
N/A
1365.54000000
0.001572532039
N/A
DFE
CORP
CA
N
2
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
224412.13000000
USD
990000.00000000
PLN
2023-01-13
1365.54000000
N
N
N
THAILAND KINGDOM OF
254900PHJ6MSKT6C7026
THAILAND KINGDOM OF 1.6% 12/17/2029
N/A
8000000.00000000
PA
221743.16000000
0.255355554253
Long
DBT
NUSS
TH
N
2
2029-12-17
Fixed
0.01600000
N
N
N
N
N
N
ASIAN INFRASTRUCTURE INVESTMENT BANK
25490065OSV2524LCR32
ASIAN INFRASTRUCTURE INVESTMENT BANK 2.375% 02/10/2025 REGS
N/A
19400000.00000000
PA
320228.92000000
0.368770037166
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
31750000.00000000
PA
1588856.42000000
1.829699332138
Long
DBT
NUSS
MX
N
2
2023-12-07
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
6731.83000000
0.007752257976
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
412737.43000000
USD
1847000.00000000
MYR
2023-01-13
6731.83000000
N
N
N
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
FX Forward: USD/INR settle 2023-01-13
N/A
1.00000000
NC
N/A
860.76000000
0.000991236198
N/A
DFE
CORP
US
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
17877000.00000000
INR
216796.02000000
USD
2023-01-13
860.76000000
N
N
N
SOUTH AFRICA REPUBLIC OF
378900AAFB4F17004C49
SOUTH AFRICA REPUBLIC OF 8.75% 02/28/2048
N/A
29500000.00000000
PA
1357179.87000000
1.562904659271
Long
DBT
NUSS
ZA
N
2
2048-02-28
Fixed
0.08750000
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
-11151.17000000
-0.01284149281
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
10013400000.00000000
IDR
631999.50000000
USD
2023-01-13
-11151.17000000
N
N
N
PERU, REPUBLIC OF
254900STKLK2DBJJZ530
PERU REPUBLIC OF 6.35% 08/12/2028
N/A
2825000.00000000
PA
706804.70000000
0.813943960740
Long
DBT
NUSS
PE
N
2
2028-08-12
Fixed
0.06350000
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
-11714.14000000
-0.01348979924
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
5155000.00000000
THB
137711.90000000
USD
2023-01-13
-11714.14000000
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
972.08000000
0.001119430367
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
58760.38000000
USD
290100000.00000000
COP
2023-01-13
972.08000000
N
N
N
THAILAND KINGDOM OF
254900PHJ6MSKT6C7026
THAILAND KINGDOM OF 1.585% 12/17/2035
N/A
10000000.00000000
PA
246732.35000000
0.284132669465
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