0001752724-21-132935.txt : 20210623
0001752724-21-132935.hdr.sgml : 20210623
20210623104354
ACCESSION NUMBER: 0001752724-21-132935
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210430
FILED AS OF DATE: 20210623
PERIOD START: 20211031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: PRUDENTIAL WORLD FUND, INC.
CENTRAL INDEX KEY: 0000741350
IRS NUMBER: 133204887
STATE OF INCORPORATION: MD
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-03981
FILM NUMBER: 211037521
BUSINESS ADDRESS:
STREET 1: 655 BROAD STREET
STREET 2: 17TH FLOOR
CITY: NEWARK
STATE: NJ
ZIP: 07102
BUSINESS PHONE: (973) 367-8982
MAIL ADDRESS:
STREET 1: 655 BROAD STREET
STREET 2: 17TH FLOOR
CITY: NEWARK
STATE: NJ
ZIP: 07102
FORMER COMPANY:
FORMER CONFORMED NAME: PRUDENTIAL WORLD FUND INC
DATE OF NAME CHANGE: 19960807
FORMER COMPANY:
FORMER CONFORMED NAME: PRUDENTIAL GLOBAL FUND INC
DATE OF NAME CHANGE: 19920703
FORMER COMPANY:
FORMER CONFORMED NAME: PRUDENTIAL BACHE GLOBAL FUND INC
DATE OF NAME CHANGE: 19911230
0000741350
S000059803
PGIM Emerging Markets Debt Hard Currency Fund
C000195653
Class A
PDHAX
C000195654
Class C
PDHCX
C000195655
Class R6
PDHQX
C000195656
Class Z
PDHVX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000741350
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Prudential World Fund, Inc.
811-03981
0000741350
5493003FFF3WYM74WH03
655 Broad Street
17th Floor
Newark
07102-4077
1-800-225-1852
PGIM Emerging Markets Debt Hard Currency Fund
S000059803
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2021-10-31
2021-04-30
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Kenya Government International Bond
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PA
USD
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Long
DBT
NUSS
KE
N
2
2027-05-22
Fixed
7.00000000
N
N
N
N
N
N
Credit Suisse AG
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BRL/USD FORWARD
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Credit Suisse AG
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FED REPUBLIC OF BRAZIL
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Brazilian Government International Bond
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PA
USD
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0.240527789423
Long
DBT
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BR
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2
2029-05-30
Fixed
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REPUBLIC OF ARGENTINA
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Argentina Bonar Bonds
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USD
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0.003094884954
Long
DBT
NUSS
AR
N
2
2029-07-09
Fixed
1.00000000
N
N
N
N
N
N
BULGARIA
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Bulgaria Government International Bond
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PA
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0.362282507895
Long
DBT
NUSS
BG
N
2
2050-09-23
Fixed
1.37500000
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N
N
N
N
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REPUBLIC OF NIGERIA
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Nigeria Government International Bond
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USD
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Long
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2
2027-11-28
Fixed
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REPUBLIC OF ARGENTINA
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Argentine Republic Government International Bond
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PA
USD
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NUSS
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2035-07-09
Variable
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REPUBLIC OF MOZAMBIQUE
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MOZAMBIQUE INTERNATIONAL BOND
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200000.00000000
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USD
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DBT
NUSS
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2031-09-15
Variable
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N
N
N
N
N
MTN MAURITIUS INVSTMENTS
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MTN Mauritius Investments Ltd
55377XAB2
200000.00000000
PA
USD
226991.74000000
0.172822981181
Long
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CORP
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N
2
2026-10-13
Fixed
6.50000000
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N
N
N
N
ST SAVINGS BK (SSB #1)
213800X3YF17XQS13O34
State Savings Bank of Ukraine Via SSB #1 PLC
000000000
80000.00000000
PA
USD
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0.064566403811
Long
DBT
CORP
GB
N
2
2025-03-20
Variable
9.62500000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91086QAV0
634000.00000000
PA
USD
773690.04000000
0.589058523552
Long
DBT
NUSS
MX
N
2
2040-01-11
Fixed
6.05000000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
800000.00000000
PA
USD
912200.02000000
0.694514817543
Long
DBT
NUSS
NG
N
2
2031-01-21
Fixed
8.74700000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
CLP/USD FORWARD
000000000
1.00000000
NC
USD
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DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-641437865.00000000
CLP
870364.32000000
USD
2021-06-16
-31889.16000000
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
TWD/USD FORWARD
000000000
1.00000000
NC
USD
-4595.34000000
-0.00349871919
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-7887051.00000000
TWD
279000.00000000
USD
2021-06-16
-4595.34000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
ILS/USD FORWARD
000000000
1.00000000
NC
USD
-2822.05000000
-0.00214860282
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-405253.50000000
ILS
122000.00000000
USD
2021-06-16
-2822.05000000
N
N
N
GLOBE TELECOM INC
254900GPWI1816YIM923
Globe Telecom Inc
000000000
200000.00000000
PA
USD
183824.75000000
0.139957257078
Long
DBT
CORP
PH
N
2
2035-07-23
Fixed
3.00000000
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
USD/ZAR FORWARD
000000000
1.00000000
NC
USD
1026.94000000
0.000781873526
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-82000.00000000
USD
1212271.60000000
ZAR
2021-06-17
1026.94000000
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DQ2
370000.00000000
PA
USD
314924.24000000
0.239771482446
Long
DBT
NUSS
PE
N
2
2060-12-01
Fixed
2.78000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PDZ8
320000.00000000
PA
USD
366509.04000000
0.279046210768
Long
DBT
NUSS
DO
N
2
2028-07-19
Fixed
6.00000000
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
USD/ZAR FORWARD
000000000
1.00000000
NC
USD
-7924.64000000
-0.00603352311
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-1940825.00000000
ZAR
125000.00000000
USD
2021-06-17
-7924.64000000
N
N
N
GAZPROM (GAZ CAPITAL SA)
213800568PRHV2JR9650
Gazprom PJSC Via Gaz Capital SA
000000000
200000.00000000
PA
USD
221059.21000000
0.168306175765
Long
DBT
CORP
LU
N
2
2028-02-06
Fixed
4.95000000
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
USD/COP FORWARD
000000000
1.00000000
NC
USD
-7157.58000000
-0.00544951245
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-259000.00000000
USD
947465520.00000000
COP
2021-06-16
-7157.58000000
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CV0
200000.00000000
PA
USD
205915.87000000
0.156776605729
Long
DBT
NUSS
TR
N
2
2024-08-10
Fixed
6.35000000
N
N
N
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Eurex 2 Year Euro SCHATZ
000000000
-5.00000000
NC
109.64000000
0.000083475776
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Short
BUNDESSCHATZANWEISUNGEN
Bundesschatzanweisungen
2021-06-08
-675980.43000000
USD
109.64000000
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
85227SAW6
200000.00000000
PA
USD
131164.42000000
0.099863660630
Long
DBT
NUSS
LK
N
2
2028-04-18
Fixed
6.75000000
N
N
N
N
N
N
ESKOM HOLDINGS SOC LTD
3789001900ED06F65111
Eskom Holdings SOC Ltd
000000000
660000.00000000
PA
USD
730085.95000000
0.555860007934
Long
DBT
CORP
ZA
N
2
2028-08-10
Fixed
8.45000000
N
N
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
180000.00000000
PA
USD
18821.55000000
0.014330020913
Long
DBT
NUSS
VE
N
2
2022-08-23
Fixed
12.75000000
Y
Y
N
N
N
N
REPUBLIC OF IRAQ
N/A
Iraq International Bond
000000000
437500.00000000
PA
USD
421927.88000000
0.321240033073
Long
DBT
NUSS
IQ
N
2
2028-01-15
Fixed
5.80000000
N
N
N
N
N
N
PROVINCIA DE BUENOS AIRE
549300L6AYROPOTQ4L07
Provincia de Buenos Aires/Government Bonds
000000000
100000.00000000
PA
45026.56000000
0.034281530823
Long
DBT
NUSS
AR
N
2
2023-01-20
Fixed
5.37500000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QAZ5
630000.00000000
PA
USD
564436.86000000
0.429741015394
Long
DBT
CORP
MX
N
2
2041-06-02
Fixed
6.50000000
N
N
N
N
N
N
ICD FUNDING LTD
635400ND71SBRGJJVF09
ICD Funding Ltd
000000000
200000.00000000
PA
USD
215325.33000000
0.163940614995
Long
DBT
CORP
KY
N
2
2024-05-21
Fixed
4.62500000
N
N
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
415000.00000000
PA
USD
51875.00000000
0.039495675696
Long
DBT
NUSS
LB
N
2
2031-11-20
Fixed
7.15000000
Y
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NAS8
66000.00000000
PA
USD
80005.61000000
0.060913265088
Long
DBT
CORP
NL
N
2
2027-01-17
Fixed
7.37500000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
178680.00000000
PA
USD
97926.02000000
0.074557191867
Long
DBT
NUSS
EC
N
2
2030-07-31
None
0.00000000
N
N
N
N
N
N
PT PERTAMINA (PERSERO)
254900NDAKGNZ2IBBL45
Pertamina Persero PT
000000000
200000.00000000
PA
USD
241357.27000000
0.183760355910
Long
DBT
CORP
ID
N
2
2042-05-03
Fixed
6.00000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JW89
210000.00000000
PA
USD
218869.60000000
0.166639088990
Long
DBT
NUSS
EG
N
2
2049-03-01
Fixed
8.70020000
N
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
85227SAV8
200000.00000000
PA
USD
144602.83000000
0.110095161030
Long
DBT
NUSS
LK
N
2
2023-04-18
Fixed
5.75000000
N
N
N
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
Bahrain Government International Bond
000000000
720000.00000000
PA
USD
814054.72000000
0.619790674123
Long
DBT
NUSS
BH
N
2
2030-05-14
Fixed
7.37500000
N
N
N
N
N
N
EXPORT-IMPORT BK INDIA
335800OFZ8YEIVN1QI11
Export-Import Bank of India
30216JAE5
400000.00000000
PA
USD
399455.46000000
0.304130376930
Long
DBT
NUSS
IN
N
2
2030-01-15
Fixed
3.25000000
N
N
N
N
N
N
COUNTRY GARDEN HLDGS
549300MGHLPT1EFHGF84
Country Garden Holdings Co Ltd
000000000
210000.00000000
PA
USD
219023.29000000
0.166756102781
Long
DBT
CORP
KY
N
2
2026-02-06
Fixed
4.20000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD CALL VERSUS INR PUT
000000000
3186000.00000000
NC
USD
28.61000000
0.000021782578
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Call
Purchased
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD CALL VERSUS INR PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
INR
N/A
USD
2021-05-21
3186000.00000000
USD
83.00000000
USD
2021-05-21
XXXX
-305.92000000
N
N
N
REPUBLIC OF BELARUS
635400CVCOWYLHF4ZB08
Republic of Belarus International Bond
000000000
425000.00000000
PA
USD
441303.21000000
0.335991681270
Long
DBT
NUSS
BY
N
2
2027-06-29
Fixed
7.62500000
N
N
N
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
000000000
125000.00000000
PA
144833.55000000
0.110270822568
Long
DBT
NUSS
RS
N
2
2033-03-03
Fixed
1.65000000
N
N
N
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
45000.00000000
PA
USD
1952.97000000
0.001486917971
Long
DBT
CORP
VE
N
2
2024-05-16
Fixed
6.00000000
Y
Y
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCB6
455000.00000000
PA
USD
493974.17000000
0.376093371000
Long
DBT
CORP
MX
N
2
2026-08-04
Fixed
6.87500000
N
N
N
N
N
N
REPUBLIC OF NAMIBIA
549300T6Y4CWK77SML15
Namibia International Bonds
000000000
200000.00000000
PA
USD
210812.48000000
0.160504700584
Long
DBT
NUSS
NA
N
2
2025-10-29
Fixed
5.25000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
KRW/USD FORWARD
000000000
1.00000000
NC
USD
2243.15000000
0.001707850119
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-591000.00000000
USD
663205110.00000000
KRW
2021-06-16
2243.15000000
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
000000000
100000.00000000
PA
132258.39000000
0.100696568280
Long
DBT
NUSS
RS
N
2
2027-05-15
Fixed
3.12500000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
300000.00000000
PA
390624.91000000
0.297407127985
Long
DBT
NUSS
CI
N
2
2031-10-17
Fixed
5.87500000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
035198AC4
200000.00000000
PA
USD
206263.41000000
0.157041209626
Long
DBT
NUSS
AO
N
2
2048-05-08
Fixed
9.37500000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
000000000
600000.00000000
PA
USD
616961.67000000
0.469731432006
Long
DBT
NUSS
AO
N
2
2028-05-09
Fixed
8.25000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
450000.00000000
PA
627574.50000000
0.477811641971
Long
DBT
NUSS
RO
N
2
2035-10-29
Fixed
3.87500000
N
N
N
N
N
N
BRASKEM AMERICA FINANCE
254900QMQAJ26H49CL75
Braskem America Finance Co
10554CAA0
200000.00000000
PA
USD
234303.88000000
0.178390169809
Long
DBT
CORP
US
N
2
2041-07-22
Fixed
7.12500000
N
N
N
N
N
N
SINOPEC GRP OVERSEA 2012
N/A
Sinopec Group Overseas Development 2012 Ltd
000000000
200000.00000000
PA
USD
239221.72000000
0.182134428387
Long
DBT
CORP
VG
N
2
2042-05-17
Fixed
4.87500000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
USD/RUB FORWARD
000000000
1.00000000
NC
USD
-13989.27000000
-0.01065090450
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-1029183.74000000
USD
76816042.80000000
RUB
2021-06-16
-13989.27000000
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
400000.00000000
PA
USD
442879.40000000
0.337191733107
Long
DBT
NUSS
CI
N
2
2028-03-03
Fixed
6.37500000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
000000000
400000.00000000
PA
USD
457131.38000000
0.348042655133
Long
DBT
NUSS
SA
N
2
2047-10-04
Fixed
4.62500000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
NZD/USD FORWARD
000000000
1.00000000
NC
USD
-1914.29000000
-0.00145746847
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-163000.00000000
USD
225175.44000000
NZD
2021-07-19
-1914.29000000
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
200000.00000000
PA
USD
139141.13000000
0.105936827884
Long
DBT
NUSS
LK
N
2
2024-06-28
Fixed
6.35000000
N
N
N
N
N
N
GOHL CAPITAL LTD
254900TF7OK6KSDZA888
Gohl Capital Ltd
000000000
250000.00000000
PA
USD
264193.55000000
0.201147041385
Long
DBT
CORP
IM
N
2
2027-01-24
Fixed
4.25000000
N
N
N
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
57000.00000000
PA
USD
59913.10000000
0.045615582989
Long
DBT
NUSS
SV
N
2
2035-06-15
Fixed
7.65000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AU8
200000.00000000
PA
USD
201074.78000000
0.153090781717
Long
DBT
NUSS
ZA
N
2
2028-10-12
Fixed
4.30000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
RUB CALL VERSUS USD PUT
000000000
330000.00000000
NC
USD
0.12000000
0.000000091363
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Put
Purchased
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
RUB CALL VERSUS USD PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
RUB
2021-05-06
330000.00000000
USD
70.00000000
USD
2021-05-06
XXXX
-1.20000000
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
THB/USD FORWARD
000000000
1.00000000
NC
USD
-7676.98000000
-0.00584496409
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-1373577.18000000
USD
42542874.10000000
THB
2021-06-16
-7676.98000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/INR FORWARD
000000000
1.00000000
NC
USD
-252.75000000
-0.00019243435
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-17501796.00000000
INR
234000.00000000
USD
2021-06-16
-252.75000000
N
N
N
INDONESIA ASAHAN ALUMINI
2549008P48EB9SN2OI80
Indonesia Asahan Aluminium Persero PT
74445PAE2
200000.00000000
PA
USD
217824.93000000
0.165843716507
Long
DBT
CORP
ID
N
2
2025-05-15
Fixed
4.75000000
N
N
N
N
N
N
STATE OIL CO OF THE AZER
2549002HARR1VE257O76
State Oil Co of the Azerbaijan Republic
000000000
200000.00000000
PA
USD
247733.69000000
0.188615122492
Long
DBT
NUSS
AZ
N
2
2030-03-18
Fixed
6.95000000
N
N
N
N
N
N
KONDOR FINANCE PLC (NAK)
213800PUC1T9GI6EIO63
NAK Naftogaz Ukraine via Kondor Finance PLC
000000000
420000.00000000
PA
510177.78000000
0.388430190772
Long
DBT
CORP
GB
N
2
2024-07-19
Fixed
7.12500000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
200000.00000000
PA
USD
209273.00000000
0.159332598361
Long
DBT
NUSS
OM
N
2
2027-03-08
Fixed
5.37500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/ZAR FORWARD
000000000
1.00000000
NC
USD
-8244.35000000
-0.00627693829
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-2485728.00000000
ZAR
162000.00000000
USD
2021-06-17
-8244.35000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/MXN FORWARD
000000000
1.00000000
NC
USD
-2211.23000000
-0.00168354743
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-163000.00000000
USD
3274441.80000000
MXN
2021-06-16
-2211.23000000
N
N
N
Frontera Energy Corp
A25574TZFLBNK7NWQT47
Frontera Energy Corp
35905B107
2232.00000000
NS
USD
10490.40000000
0.007986996362
Long
EC
CORP
CA
N
1
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780AX4
110000.00000000
PA
USD
148048.09000000
0.112718252531
Long
DBT
NUSS
ID
N
2
2037-02-17
Fixed
6.62500000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PEN/USD FORWARD
000000000
1.00000000
NC
USD
1650.46000000
0.001256598224
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-185000.00000000
USD
706034.00000000
PEN
2021-06-16
1650.46000000
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
1400000.00000000
PA
USD
1694926.67000000
1.290453476381
Long
DBT
NUSS
DO
N
2
2044-04-30
Fixed
7.45000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BRL/USD FORWARD
000000000
1.00000000
NC
USD
2450.77000000
0.001865924185
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-69000.00000000
USD
388263.00000000
BRL
2021-05-04
2450.77000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
AUD/USD FORWARD
000000000
1.00000000
NC
USD
-522.37000000
-0.00039771288
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-166976.64000000
USD
216000.00000000
AUD
2021-07-20
-522.37000000
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
210000.00000000
PA
231458.91000000
0.176224116556
Long
DBT
NUSS
UA
N
2
2030-01-27
Fixed
4.37500000
N
N
N
N
N
N
MONGOLIA INTL BOND
N/A
Mongolia Government International Bond
000000000
400000.00000000
PA
USD
461300.52000000
0.351216881666
Long
DBT
NUSS
MN
N
2
2024-03-09
Fixed
8.75000000
N
N
N
N
N
N
COSTA RICA GOVERNMENT
549300S1EK2VN6XVJP58
Costa Rica Government International Bond
000000000
200000.00000000
PA
USD
203620.47000000
0.155028974423
Long
DBT
NUSS
CR
N
2
2023-01-26
Fixed
4.25000000
N
N
N
N
N
N
PELABUHAN INDONESIA III
254900Y6SH3NRN1A8R64
Pelabuhan Indonesia III Persero PT
000000000
400000.00000000
PA
USD
439837.51000000
0.334875752366
Long
DBT
CORP
ID
N
2
2024-10-01
Fixed
4.87500000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD CALL VERSUS CNH PUT
000000000
-927000.00000000
NC
USD
-1194.01000000
-0.00090907434
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Call
Written
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD CALL VERSUS CNH PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
CNY
N/A
CNY
2021-07-12
-927000.00000000
USD
6.70000000
USD
2021-07-12
XXXX
2949.68000000
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
035198AD2
200000.00000000
PA
USD
202576.13000000
0.154233853191
Long
DBT
NUSS
AO
N
2
2029-11-26
Fixed
8.00000000
N
N
N
N
N
N
REPUBLIC OF SENEGAL
549300NP14ZLQGWIUZ97
Senegal Government International Bond
000000000
200000.00000000
PA
250098.59000000
0.190415668486
Long
DBT
NUSS
SN
N
2
2028-03-13
Fixed
4.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
CLP/USD FORWARD
000000000
1.00000000
NC
USD
126.57000000
0.000096365641
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-165000.00000000
USD
117393210.00000000
CLP
2021-06-16
126.57000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRY CALL VERSUS USD PUT
000000000
656000.00000000
NC
USD
15.86000000
0.000012075208
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Put
Purchased
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRY CALL VERSUS USD PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
TRY
2021-05-26
656000.00000000
USD
7.00000000
USD
2021-05-26
XXXX
15.20000000
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
200000.00000000
PA
USD
241231.72000000
0.183664766858
Long
DBT
NUSS
ID
N
2
2045-01-15
Fixed
5.12500000
N
N
N
N
N
N
ABU DHABI GOVT INT'L
213800FER4348CINTA77
Abu Dhabi Government International Bond
29135LAJ9
200000.00000000
PA
USD
222327.17000000
0.169271552863
Long
DBT
NUSS
AE
N
2
2050-04-16
Fixed
3.87500000
N
N
N
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
71568PAE9
420000.00000000
PA
USD
486815.07000000
0.370642701277
Long
DBT
CORP
ID
N
2
2028-05-21
Fixed
5.45000000
N
N
N
N
N
N
JBS INVESTMENTS II GMBH
529900V1Q46CPWIWT649
JBS Investments II GmbH
46650CAB5
200000.00000000
PA
USD
211854.60000000
0.161298131592
Long
DBT
CORP
AT
N
2
2028-01-15
Fixed
5.75000000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CW8
320000.00000000
PA
USD
322070.93000000
0.245212703662
Long
DBT
NUSS
TR
N
2
2024-11-14
Fixed
5.60000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CNY
000000000
1.00000000
NC
-10691.52000000
-0.00814012157
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2025-05-11
0.00000000
USD
-2.45000000
USD
2200000.00000000
CNY
-10689.07000000
N
N
N
NEMAK SAB DE CV
5493000MY3DAIB0BP706
Nemak SAB de CV
000000000
200000.00000000
PA
USD
206563.97000000
0.157270044716
Long
DBT
CORP
MX
N
2
2025-01-23
Fixed
4.75000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDC3
243000.00000000
PA
USD
249294.10000000
0.189803160030
Long
DBT
CORP
MX
N
2
2030-01-23
Fixed
6.84000000
N
N
N
N
N
N
INDONESIA ASAHAN ALUMINI
2549008P48EB9SN2OI80
Indonesia Asahan Aluminium Persero PT
000000000
500000.00000000
PA
USD
575328.96000000
0.438033851042
Long
DBT
CORP
ID
N
2
2030-05-15
Fixed
5.45000000
N
N
N
N
N
N
VALE OVERSEAS LIMITED
254900BA3U6G5DNV5V04
Vale Overseas Ltd
91911TAQ6
90000.00000000
PA
USD
94583.32000000
0.072012185696
Long
DBT
CORP
KY
N
2
2030-07-08
Fixed
3.75000000
N
N
N
N
N
N
REPUBLIC OF ZAMBIA
213800DMLAZ6LGMMD849
Zambia Government International Bond
000000000
200000.00000000
PA
USD
120392.53000000
0.091662348359
Long
DBT
NUSS
ZM
N
2
2022-09-20
Fixed
5.37500000
N
N
N
N
N
N
REPUBLIC OF CAMEROON
54930021BO6NHYGBBV24
Republic of Cameroon International Bond
000000000
400000.00000000
PA
USD
448781.68000000
0.341685507310
Long
DBT
NUSS
CM
N
2
2025-11-19
Fixed
9.50000000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
000000000
950000.00000000
PA
USD
1042351.56000000
0.793607309402
Long
DBT
NUSS
AO
N
2
2025-11-12
Fixed
9.50000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/AUD FORWARD
000000000
1.00000000
NC
USD
-1877.22000000
-0.00142924476
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-163000.00000000
USD
209081.58000000
AUD
2021-07-20
-1877.22000000
N
N
N
MEGLOBAL CANADA ULC
635400MHHHT7LMKMQL03
MEGlobal Canada ULC
58518N2A9
400000.00000000
PA
USD
489112.45000000
0.372391840081
Long
DBT
CORP
CA
N
2
2030-05-18
Fixed
5.87500000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
200000.00000000
PA
249507.37000000
0.189965535794
Long
DBT
NUSS
EG
N
2
2026-04-16
Fixed
4.75000000
N
N
N
N
N
N
DIG HOLD BM/DIG INTL FIN
N/A
Digicel International Finance Ltd/Digicel international Holdings ltd
25381XAC7
38669.74100000
PA
USD
37608.06000000
0.028633363688
Long
DBT
CORP
N/A
N
2
2026-12-31
Fixed
8.00000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
903724AW2
35000.00000000
PA
USD
36882.24000000
0.028080751614
Long
DBT
NUSS
UA
N
2
2040-05-31
Variable
0.01000000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CZ1
200000.00000000
PA
USD
205094.86000000
0.156151519566
Long
DBT
NUSS
TR
N
2
2025-10-14
Fixed
6.37500000
N
N
N
N
N
N
ISLAMIC REP OF PAKISTAN
529900LOP29R5WKHOD86
Pakistan Government International Bond
000000000
400000.00000000
PA
USD
440069.37000000
0.335052281858
Long
DBT
NUSS
PK
N
2
2024-04-15
Fixed
8.25000000
N
N
N
N
N
N
NEW METRO GLOBAL LTD
549300HJRNTCANEH0D47
New Metro Global Ltd
000000000
200000.00000000
PA
USD
199435.87000000
0.151842977228
Long
DBT
CORP
VG
N
2
2024-12-15
Fixed
4.80000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
250000.00000000
PA
USD
258003.35000000
0.196434055713
Long
DBT
NUSS
EG
N
2
2047-01-31
Fixed
8.50000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
MXN/USD FORWARD
000000000
1.00000000
NC
USD
-117.89000000
-0.00008975701
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-4051484.98000000
MXN
198826.94000000
USD
2021-06-16
-117.89000000
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
420000.00000000
PA
526615.15000000
0.400944986624
Long
DBT
NUSS
EG
N
2
2031-04-11
Fixed
6.37500000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
000000000
200000.00000000
PA
USD
202065.26000000
0.153844895970
Long
DBT
NUSS
GH
N
2
2032-03-26
Fixed
8.12500000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
BRL/USD FORWARD
000000000
1.00000000
NC
USD
4745.22000000
0.003612832197
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-139000.00000000
USD
781110.50000000
BRL
2021-05-04
4745.22000000
N
N
N
AGILE GROUP HOLDINGS LTD
549300ZRISRT38EEYY07
Agile Group Holdings Ltd
000000000
200000.00000000
PA
USD
203635.23000000
0.155040212133
Long
DBT
CORP
KY
N
2
2025-10-13
Fixed
6.05000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HS2
2080108.65000000
PA
USD
741974.07000000
0.564911175783
Long
DBT
NUSS
AR
N
2
2030-07-09
Variable
0.12500000
N
N
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Kenya Government International Bond
000000000
200000.00000000
PA
USD
219195.71000000
0.166887376890
Long
DBT
NUSS
KE
N
2
2032-05-22
Fixed
8.00000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
257000.00000000
PA
382437.01000000
0.291173168601
Long
DBT
NUSS
RO
N
2
2049-04-03
Fixed
4.62500000
N
N
N
N
N
N
REPUBLIC OF IRAQ
N/A
Iraq International Bond
000000000
600000.00000000
PA
USD
612401.78000000
0.466259703107
Long
DBT
NUSS
IQ
N
2
2023-03-09
Fixed
6.75200000
N
N
N
N
N
N
PT PERTAMINA (PERSERO)
254900NDAKGNZ2IBBL45
Pertamina Persero PT
69370RAC1
200000.00000000
PA
USD
260881.07000000
0.198625043585
Long
DBT
CORP
ID
N
2
2048-11-07
Fixed
6.50000000
N
N
N
N
N
N
KAZMUNAYGAS NATIONAL CO
2138001H1M69RFJCSH88
KazMunayGas National Co JSC
000000000
200000.00000000
PA
USD
237811.82000000
0.181060983507
Long
DBT
CORP
KZ
N
2
2030-04-24
Fixed
5.37500000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/IDR FORWARD
000000000
1.00000000
NC
USD
5924.27000000
0.004510516562
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-1585391.97000000
USD
23156833932.00000000
IDR
2021-06-16
5924.27000000
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
Bahrain Government International Bond
000000000
400000.00000000
PA
USD
449177.41000000
0.341986801261
Long
DBT
NUSS
BH
N
2
2028-10-12
Fixed
7.00000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
200000.00000000
PA
USD
210523.43000000
0.160284628775
Long
DBT
NUSS
EG
N
2
2050-05-29
Fixed
8.87500000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
600000.00000000
PA
USD
673960.60000000
0.513128275463
Long
DBT
NUSS
OM
N
2
2027-10-28
Fixed
6.75000000
N
N
N
N
N
N
FIN DEPT GOVT SHARJAH
254900ZNL8O3F1CLJO24
Finance Department Government of Sharjah
38381CAB8
200000.00000000
PA
USD
175253.62000000
0.133431520773
Long
DBT
NUSS
AE
N
2
2050-07-28
Fixed
4.00000000
N
N
N
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
CNH/USD FORWARD
000000000
1.00000000
NC
USD
783.85000000
0.000596793935
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-251000.00000000
USD
1631976.90000000
CNY
2021-05-18
783.85000000
N
N
N
THAIOIL TRSRY CENTER
549300NH03B9E8VGJR89
Thaioil Treasury Center Co Ltd
88322YAL5
200000.00000000
PA
USD
183030.85000000
0.139352811450
Long
DBT
CORP
TH
N
2
2050-06-18
Fixed
3.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/COP FORWARD
000000000
1.00000000
NC
USD
8619.59000000
0.006562631928
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-934440970.00000000
COP
257000.00000000
USD
2021-06-16
8619.59000000
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
000000000
400000.00000000
PA
USD
417786.82000000
0.318087185598
Long
DBT
NUSS
GH
N
2
2027-03-26
Fixed
7.87500000
N
N
N
N
N
N
NTPC LTD
335800Q4TRGJXNLVMB81
NTPC Ltd
000000000
100000.00000000
PA
127614.16000000
0.097160626074
Long
DBT
CORP
IN
N
2
2027-02-01
Fixed
2.75000000
N
N
N
N
N
N
REPUBLIC OF GABON
N/A
Gabon Government International Bond
362420AD3
215000.00000000
PA
USD
216138.79000000
0.164559952871
Long
DBT
NUSS
GA
N
2
2031-02-06
Fixed
6.62500000
N
N
N
N
N
N
ABU DHABI CRUDE OIL
549300DONDFW2383FV66
Abu Dhabi Crude Oil Pipeline LLC
000000000
200000.00000000
PA
USD
221905.50000000
0.168950509170
Long
DBT
CORP
AE
N
2
2029-11-02
Fixed
3.65000000
N
N
N
N
N
N
INDONESIA ASAHAN ALUMINI
2549008P48EB9SN2OI80
Indonesia Asahan Aluminium Persero PT
000000000
220000.00000000
PA
USD
266745.84000000
0.203090259083
Long
DBT
CORP
ID
N
2
2028-11-15
Fixed
6.53000000
N
N
N
N
N
N
PETROLIAM NASIONAL BHD
5493003RZQYJM7QGNE15
Petroliam Nasional Bhd
000000000
250000.00000000
PA
USD
328083.14000000
0.249790174435
Long
DBT
CORP
MY
N
2
2026-10-15
Fixed
7.62500000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
PHP/USD FORWARD
000000000
1.00000000
NC
USD
4642.24000000
0.003534427094
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-622000.00000000
USD
30461497.00000000
PHP
2021-06-16
4642.24000000
N
N
N
TML HOLDINGS PTE LTD
254900EBGMM47QH02V57
TML Holdings Pte Ltd
000000000
200000.00000000
PA
USD
206966.13000000
0.157576234228
Long
DBT
CORP
SG
N
2
2024-06-03
Fixed
5.50000000
N
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
85227SAY2
265000.00000000
PA
USD
184349.35000000
0.140356667805
Long
DBT
NUSS
LK
N
2
2024-03-14
Fixed
6.85000000
N
N
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
172000.00000000
PA
USD
21930.00000000
0.016696677937
Long
DBT
NUSS
LB
N
2
2024-04-22
Fixed
6.65000000
Y
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
294000.00000000
PA
USD
342502.30000000
0.260768381031
Long
DBT
NUSS
RO
N
2
2048-06-15
Fixed
5.12500000
N
N
N
N
N
N
Credit Suisse AG
ANGGYXNX0JLX3X63JN86
SGD/USD FORWARD
000000000
1.00000000
NC
USD
1810.52000000
0.001378461894
N/A
DFE
CORP
US
N
2
Credit Suisse AG
ANGGYXNX0JLX3X63JN86
-255000.00000000
USD
341807.10000000
SGD
2021-06-16
1810.52000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/COP FORWARD
000000000
1.00000000
NC
USD
-2836.08000000
-0.00215928474
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-86000.00000000
USD
312874020.00000000
COP
2021-06-16
-2836.08000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/CNH FORWARD
000000000
1.00000000
NC
USD
10945.72000000
0.008333659901
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-142392.84000000
USD
993617.23000000
CNY
2021-05-14
10945.72000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/EUR FORWARD
000000000
1.00000000
NC
USD
-1124.07000000
-0.00085582465
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-287032.00000000
EUR
344534.56000000
USD
2021-07-19
-1124.07000000
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
1240349.50000000
PA
USD
844940.48000000
0.643305931194
Long
DBT
NUSS
EC
N
2
2035-07-31
Variable
0.50000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/TWD FORWARD
000000000
1.00000000
NC
USD
-18323.67000000
-0.01395095379
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-1738801.64000000
USD
47848098.00000000
TWD
2021-06-16
-18323.67000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/INR FORWARD
000000000
1.00000000
NC
USD
-10432.93000000
-0.00794324086
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-1267380.60000000
USD
93910708.20000000
INR
2021-06-16
-10432.93000000
N
N
N
OIL & GAS HOLDING
549300OBH16L6TS6IW50
Oil and Gas Holding Co BSCC/The
000000000
200000.00000000
PA
USD
233116.24000000
0.177485945341
Long
DBT
CORP
BH
N
2
2028-11-07
Fixed
8.37500000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
RUB/USD FORWARD
000000000
1.00000000
NC
USD
-15376.53000000
-0.01170711213
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-1156075.85000000
USD
86312535.00000000
RUB
2021-06-16
-15376.53000000
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
100000.00000000
PA
121927.88000000
0.092831306155
Long
DBT
NUSS
ID
N
2
2031-10-30
Fixed
1.40000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
555000.00000000
PA
USD
597164.58000000
0.454658671594
Long
DBT
NUSS
DO
N
2
2024-04-18
Fixed
5.87500000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
ILS/USD FORWARD
000000000
1.00000000
NC
USD
-7639.50000000
-0.00581642823
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-1011784.38000000
ILS
304000.00000000
USD
2021-06-16
-7639.50000000
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile
000000000
600000.00000000
PA
USD
712247.78000000
0.542278695600
Long
DBT
CORP
CL
N
2
2044-11-04
Fixed
4.87500000
N
N
N
N
N
N
REPUBLIC OF ZAMBIA
213800DMLAZ6LGMMD849
Zambia Government International Bond
000000000
400000.00000000
PA
USD
242587.31000000
0.184696862145
Long
DBT
NUSS
ZM
N
2
2027-07-30
Fixed
8.97000000
N
Y
N
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
Bahrain Government International Bond
000000000
400000.00000000
PA
USD
439784.18000000
0.334835148908
Long
DBT
NUSS
BH
N
2
2029-09-20
Fixed
6.75000000
N
N
N
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
617726AL8
400000.00000000
PA
USD
380723.82000000
0.289868810112
Long
DBT
NUSS
MA
N
2
2032-12-15
Fixed
3.00000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325BK0
1015000.00000000
PA
USD
1345165.10000000
1.024158159952
Long
DBT
NUSS
CO
N
2
2037-09-18
Fixed
7.37500000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD CALL VERSUS INR PUT
000000000
-3186000.00000000
NC
USD
-9385.83000000
-0.00714601827
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Call
Written
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD CALL VERSUS INR PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
INR
N/A
USD
2021-05-21
-3186000.00000000
USD
75.00000000
USD
2021-05-21
XXXX
4882.93000000
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PBB6
810000.00000000
PA
USD
997593.44000000
0.759530158707
Long
DBT
NUSS
QA
N
2
2049-03-14
Fixed
4.81700000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
INR/USD FORWARD
000000000
1.00000000
NC
USD
-871.20000000
-0.00066329894
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-52588540.00000000
INR
703000.00000000
USD
2021-06-16
-871.20000000
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government Bond
000000000
400000.00000000
PA
USD
480334.62000000
0.365708730163
Long
DBT
NUSS
GT
N
2
2050-06-01
Fixed
6.12500000
N
N
N
N
N
N
Credit Suisse AG
ANGGYXNX0JLX3X63JN86
USD/BRL FORWARD
000000000
1.00000000
NC
USD
6276.47000000
0.004778668407
N/A
DFE
CORP
US
N
2
Credit Suisse AG
ANGGYXNX0JLX3X63JN86
-216000.00000000
USD
1207848.75000000
BRL
2021-05-04
6276.47000000
N
N
N
Credit Suisse AG
ANGGYXNX0JLX3X63JN86
USD/TWD FORWARD
000000000
1.00000000
NC
USD
-6912.77000000
-0.00526312331
N/A
DFE
CORP
US
N
2
Credit Suisse AG
ANGGYXNX0JLX3X63JN86
-20911396.00000000
TWD
745000.00000000
USD
2021-06-16
-6912.77000000
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
68205LAA1
200000.00000000
PA
USD
209994.35000000
0.159881807145
Long
DBT
NUSS
OM
N
2
2025-02-01
Fixed
4.87500000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BD3
350000.00000000
PA
USD
432206.64000000
0.329065894693
Long
DBT
NUSS
UY
N
2
2055-04-20
Fixed
4.97500000
N
N
N
N
N
N
ISLAMIC REP OF PAKISTAN
529900LOP29R5WKHOD86
Pakistan Government International Bond
000000000
770000.00000000
PA
USD
857879.85000000
0.653157481291
Long
DBT
NUSS
PK
N
2
2025-09-30
Fixed
8.25000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
EUR/JPY FORWARD
000000000
1.00000000
NC
USD
866.05000000
0.000659377926
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-17923710.00000000
JPY
137000.00000000
EUR
2021-07-19
866.05000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD CALL VERSUS CNH PUT
000000000
927000.00000000
NC
USD
49.32000000
0.000037550394
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Call
Purchased
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD CALL VERSUS CNH PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
CNY
N/A
USD
2021-07-12
927000.00000000
USD
7.30000000
USD
2021-07-12
XXXX
-141.63000000
N
N
N
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
USD/PHP FORWARD
000000000
1.00000000
NC
USD
1907.04000000
0.001451948595
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
-251000.00000000
USD
12293980.00000000
PHP
2021-06-16
1907.04000000
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
65000.00000000
PA
USD
2776.75000000
0.002114113108
Long
DBT
CORP
VE
N
2
2026-11-15
Fixed
6.00000000
Y
Y
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
000000000
400000.00000000
PA
USD
438834.18000000
0.334111854606
Long
DBT
CORP
MX
N
2
2029-11-19
Fixed
5.45000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91086QAS7
203000.00000000
PA
USD
264847.43000000
0.201644881046
Long
DBT
NUSS
MX
N
2
2034-09-27
Fixed
6.75000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
100000.00000000
PA
125070.07000000
0.095223651547
Long
DBT
NUSS
EG
N
2
2025-04-11
Fixed
4.75000000
N
N
N
N
N
N
ESKOM HOLDINGS SOC LTD
3789001900ED06F65111
Eskom Holdings SOC Ltd
000000000
600000.00000000
PA
USD
629550.69000000
0.479316238778
Long
DBT
CORP
ZA
N
2
2025-02-11
Fixed
7.12500000
N
N
N
N
N
N
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
USD/PHP FORWARD
000000000
1.00000000
NC
USD
363.19000000
0.000276519218
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
-19378001.00000000
PHP
399000.00000000
USD
2021-06-16
363.19000000
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
115000.00000000
PA
USD
14376.78000000
0.010945940056
Long
DBT
NUSS
LB
N
2
2031-04-22
Fixed
7.00000000
Y
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CNY
000000000
1.00000000
NC
-9139.69000000
-0.00695861652
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2025-05-29
4.42000000
USD
0.00000000
USD
2200000.00000000
CNY
-9144.11000000
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
200000.00000000
PA
USD
219889.93000000
0.167415929911
Long
DBT
NUSS
UA
N
2
2024-02-01
Fixed
8.99400000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
CNH/USD FORWARD
000000000
1.00000000
NC
USD
-9976.74000000
-0.00759591494
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-4699051.50000000
CNY
715000.00000000
USD
2021-05-18
-9976.74000000
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299AW4
760000.00000000
PA
USD
1020677.29000000
0.777105334677
Long
DBT
NUSS
PA
N
2
2036-01-26
Fixed
6.70000000
N
N
N
N
N
N
KINGDOM OF JORDAN
5493000JZ4MYPVMBVN50
Jordan Government International Bond
000000000
200000.00000000
PA
USD
207514.33000000
0.157993613108
Long
DBT
NUSS
JO
N
2
2030-07-07
Fixed
5.85000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BL7
200000.00000000
PA
USD
199668.95000000
0.152020435582
Long
DBT
NUSS
PA
N
2
2060-07-23
Fixed
3.87000000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286CL9
200000.00000000
PA
USD
183319.96000000
0.139572928941
Long
DBT
NUSS
PH
N
2
2045-12-10
Fixed
2.65000000
N
N
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
170000.00000000
PA
USD
21675.00000000
0.016502530519
Long
DBT
NUSS
LB
N
2
2027-11-29
Fixed
6.75000000
Y
N
N
N
N
N
DP WORLD PLC
549300M3U2DNF4QVSS04
DP World PLC
000000000
600000.00000000
PA
USD
798692.77000000
0.608094662648
Long
DBT
CORP
AE
N
2
2037-07-02
Fixed
6.85000000
N
N
N
N
N
N
PERIAMA HOLDINGS LLC/DE
254900NINXO00BLT2Z47
Periama Holdings LLC/DE
000000000
200000.00000000
PA
USD
212663.46000000
0.161913967202
Long
DBT
CORP
US
N
2
2026-04-19
Fixed
5.95000000
N
N
N
N
N
N
COSTA RICA GOVERNMENT
549300S1EK2VN6XVJP58
Costa Rica Government International Bond
000000000
200000.00000000
PA
USD
205364.01000000
0.156356440263
Long
DBT
NUSS
CR
N
2
2044-04-04
Fixed
7.00000000
N
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
85227SAZ9
200000.00000000
PA
USD
131096.06000000
0.099811613895
Long
DBT
NUSS
LK
N
2
2029-03-14
Fixed
7.85000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
THB/USD FORWARD
000000000
1.00000000
NC
USD
4109.82000000
0.003129062513
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-8904450.00000000
THB
290000.00000000
USD
2021-06-16
4109.82000000
N
N
N
POWER FINANCE CORP LTD
3358003Q6D9LIJJZ1614
Power Finance Corp Ltd
000000000
400000.00000000
PA
USD
418761.62000000
0.318829361688
Long
DBT
CORP
IN
N
2
2029-06-18
Fixed
4.50000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91086QAZ1
126000.00000000
PA
USD
143264.93000000
0.109076534244
Long
DBT
NUSS
MX
N
2
2110-10-12
Fixed
5.75000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
100000.00000000
PA
125384.56000000
0.095463092416
Long
DBT
NUSS
EG
N
2
2031-04-11
Fixed
6.37500000
N
N
N
N
N
N
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
USD/EUR FORWARD
000000000
1.00000000
NC
USD
685.02000000
0.000521548487
N/A
DFE
CORP
US
N
2
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
-164000.00000000
USD
136753.05000000
EUR
2021-07-19
685.02000000
N
N
N
GAZPROM (GAZ CAPITAL SA)
213800568PRHV2JR9650
Gazprom PJSC Via Gaz Capital SA
000000000
300000.00000000
PA
USD
416968.58000000
0.317464208409
Long
DBT
CORP
LU
N
2
2037-08-16
Fixed
7.28800000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AT1
200000.00000000
PA
USD
213386.85000000
0.162464729165
Long
DBT
NUSS
ZA
N
2
2026-04-14
Fixed
4.87500000
N
N
N
N
N
N
RUSSIAN FEDERATION
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
000000000
140000.00000000
PA
USD
233211.89000000
0.177558769656
Long
DBT
NUSS
RU
N
2
2028-06-24
Fixed
12.75000000
N
N
N
N
N
N
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
RUB/USD FORWARD
000000000
1.00000000
NC
USD
1055.37000000
0.000803519060
N/A
DFE
CORP
US
N
2
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
-5292453.60000000
RUB
71000.00000000
USD
2021-06-16
1055.37000000
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
000000000
640000.00000000
PA
762865.05000000
0.580816782936
Long
DBT
NUSS
RS
N
2
2029-06-26
Fixed
1.50000000
N
N
N
N
N
N
PGIM Core Ultra Short Bond Fund
1VRLPVAWKZCB406TIT84
PGIM Core Ultra Short Bond Fund
000000000
1786002.31000000
NS
USD
1786002.31000000
1.359795046333
Long
STIV
RF
US
N
1
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
75000.00000000
PA
USD
9451.22000000
0.007195803760
Long
DBT
NUSS
LB
N
2
2022-10-04
Fixed
6.10000000
Y
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
400000.00000000
PA
USD
430859.27000000
0.328040057805
Long
DBT
NUSS
NG
N
2
2032-02-16
Fixed
7.87500000
N
N
N
N
N
N
SINOPEC GRP DEV 2018
549300C6OZZ8LTVR8209
Sinopec Group Overseas Development 2018 Ltd
82939GAJ7
400000.00000000
PA
USD
409573.15000000
0.311833605904
Long
DBT
CORP
VG
N
2
2049-08-08
Fixed
3.68000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCK6
195000.00000000
PA
USD
191439.10000000
0.145754537044
Long
DBT
CORP
MX
N
2
2028-02-12
Fixed
5.35000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942AS1
590000.00000000
PA
USD
896719.03000000
0.682728173485
Long
DBT
NUSS
UY
N
2
2036-03-21
Fixed
7.62500000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/EUR FORWARD
000000000
1.00000000
NC
USD
-30377.76000000
-0.02312848496
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-5250475.00000000
EUR
6292513.00000000
USD
2021-07-19
-30377.76000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PEN/USD FORWARD
000000000
1.00000000
NC
USD
-4598.53000000
-0.00350114794
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-195000.00000000
USD
720222.75000000
PEN
2021-06-16
-4598.53000000
N
N
N
DUBAI GOVT INT'L BONDS
N/A
Emirate of Dubai Government International Bonds
000000000
600000.00000000
PA
USD
663408.54000000
0.505094333493
Long
DBT
NUSS
AE
N
2
2043-01-30
Fixed
5.25000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CME Ultra Long Term US Treasury Bond
000000000
15.00000000
NC
USD
-34518.46000000
-0.02628105834
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2021-06-21
2823112.21000000
USD
-34518.46000000
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
USD/ZAR FORWARD
000000000
1.00000000
NC
USD
-3902.45000000
-0.00297117878
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-1975115.00000000
ZAR
131370.67000000
USD
2021-06-17
-3902.45000000
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
000000000
400000.00000000
PA
476001.98000000
0.362410020874
Long
DBT
NUSS
MA
N
2
2030-09-30
Fixed
2.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
KRW/USD FORWARD
000000000
1.00000000
NC
USD
991.94000000
0.000755225841
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-231420800.00000000
KRW
208000.00000000
USD
2021-06-16
991.94000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/CNH FORWARD
000000000
1.00000000
NC
USD
-4691.76000000
-0.00357212976
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-1650825.00000000
CNY
250000.00000000
USD
2021-05-18
-4691.76000000
N
N
N
TURK IHRACAT KR BK
789000JVRVYLAXGDWR11
Turkiye Ihracat Kredi Bankasi AS
000000000
200000.00000000
PA
USD
213065.49000000
0.162220057737
Long
DBT
NUSS
TR
N
2
2024-01-24
Fixed
8.25000000
N
N
N
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
000000000
200000.00000000
PA
257448.93000000
0.196011941159
Long
DBT
CORP
ID
N
2
2025-10-25
Fixed
2.87500000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAH6
200000.00000000
PA
USD
205825.22000000
0.156707588226
Long
DBT
NUSS
NG
N
2
2038-02-23
Fixed
7.69600000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/THB FORWARD
000000000
1.00000000
NC
USD
3021.65000000
0.002300570765
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-381000.00000000
USD
11960892.00000000
THB
2021-06-16
3021.65000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRY CALL VERSUS USD PUT
000000000
-656000.00000000
NC
USD
-8015.15000000
-0.00610243402
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Put
Written
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRY CALL VERSUS USD PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
TRY
2021-05-26
-656000.00000000
USD
8.25000000
USD
2021-05-26
XXXX
-1304.27000000
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
200000.00000000
PA
252574.13000000
0.192300451619
Long
DBT
NUSS
CI
N
2
2030-03-22
Fixed
5.25000000
N
N
N
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
355000.00000000
PA
USD
366752.51000000
0.279231579677
Long
DBT
NUSS
SV
N
2
2025-01-30
Fixed
5.87500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
BRL/USD FORWARD
000000000
1.00000000
NC
USD
-9114.91000000
-0.00693974996
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-1831880.00000000
BRL
328000.00000000
USD
2021-05-04
-9114.91000000
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
100000.00000000
PA
143067.75000000
0.108926408801
Long
DBT
NUSS
ID
N
2
2028-06-14
Fixed
3.75000000
N
N
N
N
N
N
PT PERTAMINA (PERSERO)
254900NDAKGNZ2IBBL45
Pertamina Persero PT
69370RAE7
200000.00000000
PA
USD
212279.02000000
0.161621269032
Long
DBT
CORP
ID
N
2
2049-07-30
Fixed
4.70000000
N
N
N
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
USD/KRW FORWARD
000000000
1.00000000
NC
USD
-2709.06000000
-0.00206257648
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-155067200.00000000
KRW
136000.00000000
USD
2021-06-16
-2709.06000000
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDD1
550000.00000000
PA
USD
529527.82000000
0.403162584113
Long
DBT
CORP
MX
N
2
2050-01-23
Fixed
7.69000000
N
N
N
N
N
N
1MDB GLOBAL INVESTMENTS
N/A
1MDB Global Investments Ltd
000000000
2000000.00000000
PA
USD
2014767.96000000
1.533968615930
Long
DBT
NUSS
VG
N
2
2023-03-09
Fixed
4.40000000
N
N
N
N
N
N
STATE OF ISRAEL
213800T8ZHTFZIBYPE21
Israel Government International Bond
46513JB59
900000.00000000
PA
USD
1104274.13000000
0.840752827340
Long
DBT
NUSS
IL
N
2
2120-04-03
Fixed
4.50000000
N
N
N
N
N
N
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
BRL/USD FORWARD
000000000
1.00000000
NC
USD
7052.08000000
0.005369188716
N/A
DFE
CORP
US
N
2
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
-532386.69000000
USD
2946786.95000000
BRL
2021-07-02
7052.08000000
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
600000.00000000
PA
USD
682693.74000000
0.519777360094
Long
DBT
NUSS
NG
N
2
2025-11-21
Fixed
7.62500000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
900000.00000000
PA
1156781.47000000
0.880729942951
Long
DBT
NUSS
UA
N
2
2026-06-20
Fixed
6.75000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
200000.00000000
PA
USD
210276.26000000
0.160096442825
Long
DBT
NUSS
OM
N
2
2028-01-17
Fixed
5.62500000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
460000.00000000
PA
USD
525868.73000000
0.400376690484
Long
DBT
NUSS
OM
N
2
2032-10-28
Fixed
7.37500000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentina Bonar Bonds
000000000
1680.00000000
PA
USD
568.36000000
0.000432727946
Long
DBT
NUSS
AR
N
2
2030-07-09
Variable
0.12500000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CT5
480000.00000000
PA
USD
510772.50000000
0.388882988232
Long
DBT
NUSS
TR
N
2
2029-04-26
Fixed
7.62500000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
INR/USD FORWARD
000000000
1.00000000
NC
USD
4506.14000000
0.003430805669
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-27606105.75000000
INR
374000.00000000
USD
2021-06-16
4506.14000000
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
000000000
200000.00000000
PA
USD
250083.01000000
0.190403806459
Long
DBT
NUSS
SA
N
2
2050-01-16
Fixed
5.25000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
000000000
400000.00000000
PA
USD
484015.06000000
0.368510878879
Long
DBT
NUSS
SA
N
2
2049-04-17
Fixed
5.00000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
100000.00000000
PA
USD
110564.15000000
0.084179389147
Long
DBT
NUSS
DO
N
2
2025-01-27
Fixed
5.50000000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CL2
880000.00000000
PA
USD
876343.74000000
0.667215193320
Long
DBT
NUSS
TR
N
2
2027-03-25
Fixed
6.00000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/JPY FORWARD
000000000
1.00000000
NC
USD
4021.09000000
0.003061506825
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-48727075.00000000
JPY
450184.88000000
USD
2021-07-19
4021.09000000
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
ZAR/USD FORWARD
000000000
1.00000000
NC
USD
-10039.25000000
-0.00764350770
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-2044705.00000000
ZAR
130000.00000000
USD
2021-06-17
-10039.25000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
THB/USD FORWARD
000000000
1.00000000
NC
USD
2641.15000000
0.002010872363
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-7579752.00000000
THB
246000.00000000
USD
2021-06-16
2641.15000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/PLN FORWARD
000000000
1.00000000
NC
USD
-2397.49000000
-0.00182535879
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-2405891.00000000
PLN
632305.55000000
USD
2021-07-19
-2397.49000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD CALL VERSUS RUB PUT
000000000
-328000.00000000
NC
USD
-323.55000000
-0.00024633881
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Call
Written
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD CALL VERSUS RUB PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
RUB
N/A
USD
2021-05-06
-328000.00000000
USD
77.00000000
USD
2021-05-06
XXXX
2695.95000000
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
37443GAH4
200000.00000000
PA
USD
197155.95000000
0.150107131812
Long
DBT
NUSS
GH
N
2
2035-02-11
Fixed
7.87500000
N
N
N
N
N
N
GMR HYDERABAD INTERNATIO
335800NSPGIN89SVOU83
GMR Hyderabad International Airport Ltd
000000000
200000.00000000
PA
USD
187231.41000000
0.142550959990
Long
DBT
CORP
IN
N
2
2027-10-27
Fixed
4.25000000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
000000000
165000.00000000
PA
194469.66000000
0.148061891549
Long
DBT
NUSS
PH
N
2
2041-04-28
Fixed
1.75000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/BRL FORWARD
000000000
1.00000000
NC
USD
-10310.31000000
-0.00784988260
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-2023131.56000000
BRL
362000.00000000
USD
2021-05-04
-10310.31000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/CNH FORWARD
000000000
1.00000000
NC
USD
-10714.76000000
-0.00815781563
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-993617.23000000
CNY
142623.80000000
USD
2021-05-14
-10714.76000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS MXN
000000000
1.00000000
NC
-29127.67000000
-0.02217671340
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2027-04-28
37714.44000000
USD
0.00000000
USD
34655000.00000000
MXN
-66842.11000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CNY
000000000
1.00000000
NC
-9045.75000000
-0.00688709413
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2025-07-24
0.00000000
USD
-4296.57000000
USD
7600000.00000000
CNY
-4749.18000000
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CQ1
620000.00000000
PA
USD
610837.55000000
0.465068757164
Long
DBT
NUSS
TR
N
2
2028-10-24
Fixed
6.12500000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286BZ9
700000.00000000
PA
USD
766230.69000000
0.583379254761
Long
DBT
NUSS
PH
N
2
2040-01-20
Fixed
3.95000000
N
N
N
N
N
N
REPUBLIC OF BELARUS
N/A
Republic of Belarus Ministry of Finance
000000000
200000.00000000
PA
USD
193670.73000000
0.147453616268
Long
DBT
NUSS
BY
N
2
2026-02-24
Fixed
5.87500000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
310000.00000000
PA
436591.84000000
0.332404621190
Long
DBT
NUSS
RO
N
2
2039-03-11
Fixed
4.12500000
N
N
N
N
N
N
DIG HOLD BM/DIG INTL FIN
N/A
Digicel International Finance Ltd/Digicel international Holdings ltd
25381XAA1
96866.67500000
PA
USD
101029.02000000
0.076919699466
Long
DBT
CORP
N/A
N
2
2024-05-25
Fixed
8.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/ILS FORWARD
000000000
1.00000000
NC
USD
3360.09000000
0.002558246264
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-236464.04000000
USD
778625.00000000
ILS
2021-06-16
3360.09000000
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
37443GAG6
400000.00000000
PA
USD
398411.89000000
0.303335841946
Long
DBT
NUSS
GH
N
2
2027-02-11
Fixed
6.37500000
N
N
N
N
N
N
GRUPO AVAL LTD
549300J4FW1ELLQ80113
Grupo Aval Ltd
40053FAC2
200000.00000000
PA
USD
200625.59000000
0.152748785330
Long
DBT
CORP
KY
N
2
2030-02-04
Fixed
4.37500000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NBH1
459000.00000000
PA
USD
495877.27000000
0.377542319827
Long
DBT
CORP
NL
N
2
2031-01-03
Fixed
5.60000000
N
N
N
N
N
N
JSM GLOBAL SARL
222100JFIJNVE1XMFY68
JSM Global Sarl
46592BAA0
400000.00000000
PA
USD
404965.94000000
0.308325849335
Long
DBT
CORP
LU
N
2
2030-10-20
Fixed
4.75000000
N
N
N
N
N
N
KAZMUNAYGAS NATIONAL CO
2138001H1M69RFJCSH88
KazMunayGas National Co JSC
000000000
200000.00000000
PA
USD
257431.01000000
0.195998297544
Long
DBT
CORP
KZ
N
2
2048-10-24
Fixed
6.37500000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
100000.00000000
PA
USD
144139.05000000
0.109742056365
Long
DBT
NUSS
ID
N
2
2044-01-15
Fixed
6.75000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/INR FORWARD
000000000
1.00000000
NC
USD
-17441.83000000
-0.01327955395
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-3099367.99000000
USD
230260874.00000000
INR
2021-06-16
-17441.83000000
N
N
N
GOVERNMENT OF JAMAICA
529900Y93KNSXZI8KK56
Jamaica Government International Bond
470160AV4
300000.00000000
PA
USD
422501.81000000
0.321677001809
Long
DBT
NUSS
JM
N
2
2039-03-15
Fixed
8.00000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
285000.00000000
PA
USD
300326.83000000
0.228657562998
Long
DBT
NUSS
UA
N
2
2040-05-31
Variable
0.01000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
225000.00000000
PA
USD
220391.49000000
0.167797798848
Long
DBT
NUSS
OM
N
2
2047-03-08
Fixed
6.50000000
N
N
N
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
000000000
200000.00000000
PA
USD
233335.79000000
0.177653102461
Long
DBT
NUSS
QA
N
2
2050-04-16
Fixed
4.40000000
N
N
N
N
N
N
LUKOIL SECURITIES BV
724500IVNQ6LF8OFIO42
Lukoil Securities BV
000000000
400000.00000000
PA
USD
420081.06000000
0.319833933723
Long
DBT
CORP
NL
N
2
2030-05-06
Fixed
3.87500000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/TRY FORWARD
000000000
1.00000000
NC
USD
-10303.20000000
-0.00784446931
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-2230055.06000000
TRY
252603.00000000
USD
2021-06-16
-10303.20000000
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CK4
300000.00000000
PA
USD
286810.22000000
0.218366524057
Long
DBT
NUSS
TR
N
2
2026-10-09
Fixed
4.87500000
N
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
200000.00000000
PA
USD
144602.83000000
0.110095161030
Long
DBT
NUSS
LK
N
2
2023-04-18
Fixed
5.75000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
600000.00000000
PA
USD
647221.03000000
0.492769771656
Long
DBT
NUSS
UA
N
2
2026-09-01
Fixed
7.75000000
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
USD/PEN FORWARD
000000000
1.00000000
NC
USD
-9839.47000000
-0.00749140272
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-207000.00000000
USD
745789.95000000
PEN
2021-06-16
-9839.47000000
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325BB0
200000.00000000
PA
USD
307877.81000000
0.234406595428
Long
DBT
NUSS
CO
N
2
2033-01-28
Fixed
10.37500000
N
N
N
N
N
N
REPUBLIC OF BELARUS
635400CVCOWYLHF4ZB08
Republic of Belarus International Bond
000000000
200000.00000000
PA
USD
204221.54000000
0.155486606535
Long
DBT
NUSS
BY
N
2
2023-02-28
Fixed
6.87500000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/CNH FORWARD
000000000
1.00000000
NC
USD
-15170.48000000
-0.01155023341
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-6670731.40000000
CNY
1014000.00000000
USD
2021-05-18
-15170.48000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/ILS FORWARD
000000000
1.00000000
NC
USD
15231.24000000
0.011596493792
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-1124222.69000000
USD
3699408.10000000
ILS
2021-06-16
15231.24000000
N
N
N
PROVINCIA DE BUENOS AIRE
549300L6AYROPOTQ4L07
Provincia de Buenos Aires/Government Bonds
000000000
430000.00000000
PA
USD
190256.91000000
0.144854462001
Long
DBT
NUSS
AR
N
2
2021-06-09
Fixed
9.95000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
EUR/USD FORWARD
000000000
1.00000000
NC
USD
869.82000000
0.000662248262
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-129670.00000000
EUR
157025.07000000
USD
2021-07-19
869.82000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
RUB CALL VERSUS USD PUT
000000000
330000.00000000
NC
USD
0.00000000
0.000000
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Put
Purchased
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
RUB CALL VERSUS USD PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
RUB
2021-05-04
330000.00000000
USD
70.00000000
USD
2021-05-04
XXXX
-0.27000000
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BA9
350000.00000000
PA
USD
437799.38000000
0.333323996771
Long
DBT
NUSS
UY
N
2
2050-06-18
Fixed
5.10000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
200000.00000000
PA
249507.37000000
0.189965535794
Long
DBT
NUSS
EG
N
2
2026-04-16
Fixed
4.75000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
200000.00000000
PA
USD
225310.88000000
0.171543237538
Long
DBT
NUSS
ID
N
2
2043-04-15
Fixed
4.62500000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
200000.00000000
PA
USD
243034.20000000
0.185037107398
Long
DBT
NUSS
ID
N
2
2042-01-17
Fixed
5.25000000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
000000000
400000.00000000
PA
USD
505448.70000000
0.384829646964
Long
DBT
NUSS
GH
N
2
2030-10-14
Fixed
10.75000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
ZAR/USD FORWARD
000000000
1.00000000
NC
USD
-43663.75000000
-0.03324393849
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-14275311.00000000
ZAR
934034.15000000
USD
2021-06-17
-43663.75000000
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638BM3
140000.00000000
PA
USD
186126.58000000
0.141709783944
Long
DBT
NUSS
PE
N
2
2050-11-18
Fixed
5.62500000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
RUB CALL VERSUS USD PUT
000000000
-656000.00000000
NC
USD
-5486.24000000
-0.00417701697
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Put
Written
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
RUB CALL VERSUS USD PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
RUB
2021-05-06
-656000.00000000
USD
75.50000000
USD
2021-05-06
XXXX
-738.91000000
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
150000.00000000
PA
USD
155938.80000000
0.118725942617
Long
DBT
NUSS
DO
N
2
2030-01-30
Fixed
4.50000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
450000.00000000
PA
USD
710350.05000000
0.540833835289
Long
DBT
NUSS
ID
N
2
2035-10-12
Fixed
8.50000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
77586RAJ9
70000.00000000
PA
USD
69796.40000000
0.053140356224
Long
DBT
NUSS
RO
N
2
2051-02-14
Fixed
4.00000000
N
N
N
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
Bahrain Government International Bond
000000000
200000.00000000
PA
USD
211442.72000000
0.160984541637
Long
DBT
NUSS
BH
N
2
2047-09-20
Fixed
7.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
CZK/USD FORWARD
000000000
1.00000000
NC
USD
5711.56000000
0.004348567161
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-344529.82000000
USD
7533403.00000000
CZK
2021-07-19
5711.56000000
N
N
N
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
USD/ZAR FORWARD
000000000
1.00000000
NC
USD
-23011.69000000
-0.01752023605
N/A
DFE
CORP
US
N
2
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
-6608940.00000000
ZAR
429626.21000000
USD
2021-06-17
-23011.69000000
N
N
N
ENERGUATE TRUST
549300RVM37LH8GY7E41
Energuate Trust
000000000
200000.00000000
PA
USD
210606.65000000
0.160347989356
Long
DBT
CORP
KY
N
2
2027-05-03
Fixed
5.87500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
AUD/USD FORWARD
000000000
1.00000000
NC
USD
-2016.39000000
-0.00153520357
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-163000.00000000
USD
208900.98000000
AUD
2021-07-20
-2016.39000000
N
N
N
REPUBLIC OF GABON
N/A
Gabon Government International Bond
000000000
600000.00000000
PA
USD
638473.00000000
0.486109350338
Long
DBT
NUSS
GA
N
2
2025-06-16
Fixed
6.95000000
N
N
N
N
N
N
MEXICO CITY ARPT TRUST
N/A
Mexico City Airport Trust
000000000
360000.00000000
PA
USD
387399.64000000
0.294951528603
Long
DBT
CORP
MX
N
2
2026-10-31
Fixed
4.25000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/CLP FORWARD
000000000
1.00000000
NC
USD
-4930.43000000
-0.00375384413
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-117964700.00000000
CLP
161000.00000000
USD
2021-06-16
-4930.43000000
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CJ7
400000.00000000
PA
USD
374206.34000000
0.284906645747
Long
DBT
NUSS
TR
N
2
2026-04-14
Fixed
4.25000000
N
N
N
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PBE0
200000.00000000
PA
USD
233335.79000000
0.177653102461
Long
DBT
NUSS
QA
N
2
2050-04-16
Fixed
4.40000000
N
N
N
N
N
N
REPUBLIC OF KAZAKHSTAN
5493007OEK8EF02UO833
Kazakhstan Government International Bond
000000000
200000.00000000
PA
USD
289808.64000000
0.220649408374
Long
DBT
NUSS
KZ
N
2
2045-07-21
Fixed
6.50000000
N
N
N
N
N
N
RUSSIAN FEDERATION
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
000000000
1000000.00000000
PA
USD
1263487.28000000
0.961971737007
Long
DBT
NUSS
RU
N
2
2042-04-04
Fixed
5.62500000
N
N
N
N
N
N
GOVERNMENT OF JAMAICA
529900Y93KNSXZI8KK56
Jamaica Government International Bond
470160AT9
200000.00000000
PA
USD
244260.60000000
0.185970842274
Long
DBT
NUSS
JM
N
2
2025-10-17
Fixed
9.25000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
375000.00000000
PA
USD
404214.50000000
0.307753731156
Long
DBT
NUSS
UA
N
2
2025-09-01
Fixed
7.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD CALL VERSUS INR PUT
000000000
3186000.00000000
NC
USD
9385.83000000
0.007146018271
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Call
Purchased
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD CALL VERSUS INR PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
INR
N/A
USD
2021-05-21
3186000.00000000
USD
75.00000000
USD
2021-05-21
XXXX
-9615.47000000
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AX2
200000.00000000
PA
USD
192735.27000000
0.146741392176
Long
DBT
NUSS
ZA
N
2
2047-09-27
Fixed
5.65000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/KRW FORWARD
000000000
1.00000000
NC
USD
-574.34000000
-0.00043728089
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-165000.00000000
USD
183816600.00000000
KRW
2021-06-16
-574.34000000
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government Bond
000000000
400000.00000000
PA
USD
449182.92000000
0.341990996368
Long
DBT
NUSS
GT
N
2
2028-02-13
Fixed
4.87500000
N
N
N
N
N
N
PNG GOVT INTL BOND
N/A
Papua New Guinea Government International Bond
69888UAB1
200000.00000000
PA
USD
206379.58000000
0.157129657099
Long
DBT
NUSS
PG
N
2
2028-10-04
Fixed
8.37500000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
1111135.00000000
PA
USD
659996.69000000
0.502496679110
Long
DBT
NUSS
EC
N
2
2040-07-31
Variable
0.50000000
N
N
N
N
N
N
HPCL-MITTAL ENERGY LTD
3358008CSQJBZUGQXP26
HPCL-Mittal Energy Ltd
000000000
200000.00000000
PA
USD
205762.20000000
0.156659607166
Long
DBT
CORP
IN
N
2
2027-04-28
Fixed
5.25000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
200000.00000000
PA
USD
212429.17000000
0.161735587599
Long
DBT
NUSS
OM
N
2
2029-08-01
Fixed
6.00000000
N
N
N
N
N
N
VEON HOLDINGS BV
5493000XDKGUH5NQGE22
VEON Holdings BV
91823N2A0
200000.00000000
PA
USD
201281.49000000
0.153248162943
Long
DBT
CORP
NL
N
2
2027-11-25
Fixed
3.37500000
N
N
N
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
150000.00000000
PA
USD
154599.09000000
0.117705937765
Long
DBT
NUSS
SV
N
2
2041-02-01
Fixed
7.62500000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/TRY FORWARD
000000000
1.00000000
NC
USD
-58988.82000000
-0.04491187092
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-576904.79000000
USD
4393130.00000000
TRY
2021-06-16
-58988.82000000
N
N
N
TRINIDAD PETROLEUM HOLDI
5493004LGJQF7TV6GH26
Trinidad Petroleum Holdings Ltd
896366AA9
166000.00000000
PA
USD
185682.18000000
0.141371434484
Long
DBT
CORP
TT
N
2
2026-06-15
Fixed
9.75000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
RUB CALL VERSUS USD PUT
000000000
656000.00000000
NC
USD
0.24000000
0.000000182726
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Put
Purchased
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
RUB CALL VERSUS USD PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
RUB
2021-05-06
656000.00000000
USD
70.00000000
USD
2021-05-06
XXXX
-21.30000000
N
N
N
HUNGARY
5299008DH62LEB10JK83
Hungary Government International Bond
000000000
495000.00000000
PA
631669.14000000
0.480929147003
Long
DBT
NUSS
HU
N
2
2035-06-05
Fixed
1.75000000
N
N
N
N
N
N
FIN DEPT GOVT SHARJAH
254900ZNL8O3F1CLJO24
Finance Department Government of Sharjah
000000000
200000.00000000
PA
USD
175253.62000000
0.133431520773
Long
DBT
NUSS
AE
N
2
2050-07-28
Fixed
4.00000000
N
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
200000.00000000
PA
USD
131159.51000000
0.099859922341
Long
DBT
NUSS
LK
N
2
2027-05-11
Fixed
6.20000000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286CA3
400000.00000000
PA
USD
424827.16000000
0.323447435919
Long
DBT
NUSS
PH
N
2
2041-03-01
Fixed
3.70000000
N
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
350000.00000000
PA
USD
233278.73000000
0.177609659121
Long
DBT
NUSS
LK
N
2
2025-11-03
Fixed
6.85000000
N
N
N
N
N
N
REPUBLIC OF MOZAMBIQUE
213800759WLKYIKPER73
MOZAMBIQUE INTERNATIONAL BOND
000000000
400000.00000000
PA
USD
330196.59000000
0.251399275848
Long
DBT
NUSS
MZ
N
2
2031-09-15
Variable
5.00000000
N
N
N
N
N
N
PETRONAS CAPITAL LTD
549300G7YFX3540OYR85
Petronas Capital Ltd
716743AR0
800000.00000000
PA
USD
952342.58000000
0.725077854292
Long
DBT
CORP
MY
N
2
2050-04-21
Fixed
4.55000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
200000.00000000
PA
USD
199805.29000000
0.152124239734
Long
DBT
NUSS
OM
N
2
2048-01-17
Fixed
6.75000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/PEN FORWARD
000000000
1.00000000
NC
USD
13372.70000000
0.010181471274
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-1843214.00000000
PEN
500653.41000000
USD
2021-06-16
13372.70000000
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
638945.00000000
PA
USD
534390.90000000
0.406865150485
Long
DBT
NUSS
EC
N
2
2030-07-31
Variable
0.50000000
N
N
N
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
USD/IDR FORWARD
000000000
1.00000000
NC
USD
-378.78000000
-0.00028838885
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-106000.00000000
USD
1537000000.00000000
IDR
2021-06-16
-378.78000000
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
000000000
100000.00000000
PA
118422.11000000
0.090162144613
Long
DBT
CORP
ID
N
2
2031-11-05
Fixed
1.87500000
N
N
N
N
N
N
REPUBLIC OF GABON
N/A
Gabon Government International Bond
000000000
200000.00000000
PA
USD
211592.51000000
0.161098586115
Long
DBT
NUSS
GA
N
2
2024-12-12
Fixed
6.37500000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
USD/TRY FORWARD
000000000
1.00000000
NC
USD
5405.97000000
0.004115902418
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-607283.60000000
TRY
77000.00000000
USD
2021-06-16
5405.97000000
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEF1
150000.00000000
PA
USD
156989.68000000
0.119526043160
Long
DBT
NUSS
DO
N
2
2032-09-23
Fixed
4.87500000
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
EUR/USD FORWARD
000000000
1.00000000
NC
USD
-19683.30000000
-0.01498612498
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-3914591.00000000
EUR
4694467.56000000
USD
2021-07-19
-19683.30000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRY CALL VERSUS USD PUT
000000000
328000.00000000
NC
USD
7.93000000
0.000006037604
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Put
Purchased
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRY CALL VERSUS USD PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
TRY
2021-05-26
328000.00000000
USD
7.00000000
USD
2021-05-26
XXXX
7.93000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/PHP FORWARD
000000000
1.00000000
NC
USD
-107.40000000
-0.00008177032
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-9289858.00000000
PHP
191000.00000000
USD
2021-06-16
-107.40000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/PEN FORWARD
000000000
1.00000000
NC
USD
-5413.09000000
-0.00412132331
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-252000.00000000
USD
932752.80000000
PEN
2021-06-16
-5413.09000000
N
N
N
LEVIATHAN BOND LTD
254900D9T8VKYVQNZ220
Leviathan Bond Ltd
000000000
200000.00000000
PA
USD
218963.95000000
0.166710923534
Long
DBT
CORP
IL
N
2
2025-06-30
Fixed
6.12500000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BM5
200000.00000000
PA
USD
220157.45000000
0.167619609586
Long
DBT
NUSS
PA
N
2
2056-04-01
Fixed
4.50000000
N
N
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
335000.00000000
PA
USD
42192.81000000
0.032124020057
Long
DBT
NUSS
LB
N
2
2029-05-25
Fixed
6.85000000
Y
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRY CALL VERSUS USD PUT
000000000
-328000.00000000
NC
USD
-4007.58000000
-0.00305122081
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Put
Written
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRY CALL VERSUS USD PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
TRY
2021-05-26
-328000.00000000
USD
8.25000000
USD
2021-05-26
XXXX
1037.06000000
N
N
N
GOVERNMENT OF JAMAICA
529900Y93KNSXZI8KK56
Jamaica Government International Bond
470160CB6
200000.00000000
PA
USD
278462.38000000
0.212010792368
Long
DBT
NUSS
JM
N
2
2045-07-28
Fixed
7.87500000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/EUR FORWARD
000000000
1.00000000
NC
USD
-1501.84000000
-0.00114344454
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-163000.00000000
USD
134106.71000000
EUR
2021-07-19
-1501.84000000
N
N
N
ISLAMIC REP OF PAKISTAN
529900LOP29R5WKHOD86
Pakistan Government International Bond
000000000
600000.00000000
PA
USD
627671.86000000
0.477885768216
Long
DBT
NUSS
PK
N
2
2027-12-05
Fixed
6.87500000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325BM6
660000.00000000
PA
USD
788548.73000000
0.600371371774
Long
DBT
NUSS
CO
N
2
2041-01-18
Fixed
6.12500000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DR0
110000.00000000
PA
USD
92602.68000000
0.070504200826
Long
DBT
NUSS
PE
N
2
2121-07-28
Fixed
3.23000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT US Long Bond
000000000
-40.00000000
NC
USD
101054.19000000
0.076938862958
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2021-06-21
-6391054.19000000
USD
101054.19000000
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286BB2
420000.00000000
PA
USD
615650.48000000
0.468733141211
Long
DBT
NUSS
PH
N
2
2031-01-14
Fixed
7.75000000
N
N
N
N
N
N
Credit Suisse AG
ANGGYXNX0JLX3X63JN86
USD/KRW FORWARD
000000000
1.00000000
NC
USD
1805.43000000
0.001374586559
N/A
DFE
CORP
US
N
2
Credit Suisse AG
ANGGYXNX0JLX3X63JN86
-126000.00000000
USD
142877700.00000000
KRW
2021-06-16
1805.43000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRY CALL VERSUS USD PUT
000000000
-329000.00000000
NC
USD
-0.69000000
-0.00000052534
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Put
Written
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRY CALL VERSUS USD PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
TRY
2021-05-03
-329000.00000000
USD
8.00000000
USD
2021-05-03
XXXX
1516.33000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
CNH/USD FORWARD
000000000
1.00000000
NC
USD
1972.89000000
0.001502084310
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-540742.68000000
USD
3517696.92000000
CNY
2021-05-18
1972.89000000
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638AP7
780000.00000000
PA
USD
1206971.58000000
0.918942806714
Long
DBT
NUSS
PE
N
2
2033-11-21
Fixed
8.75000000
N
N
N
N
N
N
REPUBLIC OF CONGO
N/A
Congolese International Bond
000000000
255027.50000000
PA
USD
191270.63000000
0.145626270317
Long
DBT
NUSS
CG
N
2
2029-06-30
Variable
6.00000000
N
N
N
N
N
N
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
USD/BRL FORWARD
000000000
1.00000000
NC
USD
-7480.53000000
-0.00569539444
N/A
DFE
CORP
US
N
2
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
-2946786.95000000
BRL
534807.07000000
USD
2021-05-04
-7480.53000000
N
N
N
ESKOM HOLDINGS SOC LTD
3789001900ED06F65111
Eskom Holdings SOC Ltd
000000000
400000.00000000
PA
USD
435075.66000000
0.331250258712
Long
DBT
CORP
ZA
N
2
2028-08-10
Fixed
6.35000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
CNH/USD FORWARD
000000000
1.00000000
NC
USD
4060.02000000
0.003091146664
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-981000.00000000
USD
6384822.50000000
CNY
2021-05-18
4060.02000000
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
71568PAF6
200000.00000000
PA
USD
247030.73000000
0.188079915163
Long
DBT
CORP
ID
N
2
2048-05-21
Fixed
6.15000000
N
N
N
N
N
N
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
KRW/USD FORWARD
000000000
1.00000000
NC
USD
3159.70000000
0.002405676848
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
-339000.00000000
USD
382511050.00000000
KRW
2021-06-16
3159.70000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/CZK FORWARD
000000000
1.00000000
NC
USD
3143.20000000
0.002393114368
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-361393.70000000
USD
7840888.00000000
CZK
2021-07-19
3143.20000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/COP FORWARD
000000000
1.00000000
NC
USD
-21865.02000000
-0.01664720460
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-706000.00000000
USD
2573809080.00000000
COP
2021-06-16
-21865.02000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/CNH FORWARD
000000000
1.00000000
NC
USD
1305.21000000
0.000993737848
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-372000.00000000
USD
2419636.80000000
CNY
2021-05-18
1305.21000000
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDE9
180000.00000000
PA
USD
173630.77000000
0.132195943765
Long
DBT
CORP
MX
N
2
2031-01-28
Fixed
5.95000000
N
N
N
N
N
N
ABU DHABI GOVT INT'L
213800FER4348CINTA77
Abu Dhabi Government International Bond
000000000
200000.00000000
PA
USD
195250.21000000
0.148656172988
Long
DBT
NUSS
AE
N
2
2049-09-30
Fixed
3.12500000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/INR FORWARD
000000000
1.00000000
NC
USD
6880.04000000
0.005238203925
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-34152940.60000000
INR
464000.00000000
USD
2021-06-16
6880.04000000
N
N
N
TURKIYE SINAI KALKINMA B
549300MFCXK5HOOEWP84
Turkiye Sinai Kalkinma Bankasi AS
90015YAA7
200000.00000000
PA
USD
199428.35000000
0.151837251783
Long
DBT
CORP
TR
N
2
2025-01-23
Fixed
6.00000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
100000.00000000
PA
110218.53000000
0.083916247067
Long
DBT
NUSS
UA
N
2
2030-01-27
Fixed
4.37500000
N
N
N
N
N
N
BRAZIL MINAS SPE
N/A
BRAZIL MINAS SPE VIA STATE OF MINAS GERAIS
000000000
199500.00000000
PA
USD
216113.96000000
0.164541048242
Long
DBT
CORP
KY
N
2
2028-02-15
Fixed
5.33300000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
37443GAC5
205000.00000000
PA
USD
203748.71000000
0.155126611541
Long
DBT
NUSS
GH
N
2
2051-03-26
Fixed
8.95000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/MXN FORWARD
000000000
1.00000000
NC
USD
1432.81000000
0.001090887693
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-10393480.40000000
MXN
511796.10000000
USD
2021-06-16
1432.81000000
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HX1
254098.99865000
PA
USD
96028.37000000
0.073112392465
Long
DBT
NUSS
AR
N
2
2029-07-09
Fixed
1.00000000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
000000000
200000.00000000
PA
USD
206263.41000000
0.157041209626
Long
DBT
NUSS
AO
N
2
2048-05-08
Fixed
9.37500000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
USD/ZAR FORWARD
000000000
1.00000000
NC
USD
-8850.91000000
-0.00673875028
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-1939748.49000000
ZAR
124000.00000000
USD
2021-06-17
-8850.91000000
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/SGD FORWARD
000000000
1.00000000
NC
USD
-1818.13000000
-0.00138425586
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-320521.71000000
SGD
239000.00000000
USD
2021-06-16
-1818.13000000
N
N
N
ABU DHABI GOVT INT'L
213800FER4348CINTA77
Abu Dhabi Government International Bond
29135LAF7
200000.00000000
PA
USD
195250.21000000
0.148656172988
Long
DBT
NUSS
AE
N
2
2049-09-30
Fixed
3.12500000
N
N
N
N
N
N
COSTA RICA GOVERNMENT
549300S1EK2VN6XVJP58
Costa Rica Government International Bond
000000000
1000000.00000000
PA
USD
1018872.68000000
0.775731372435
Long
DBT
NUSS
CR
N
2
2025-04-30
Fixed
4.37500000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/PHP FORWARD
000000000
1.00000000
NC
USD
5017.38000000
0.003820044594
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-642000.00000000
USD
31451946.00000000
PHP
2021-06-16
5017.38000000
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123BJ8
200000.00000000
PA
USD
175571.35000000
0.133673428456
Long
DBT
NUSS
TR
N
2
2041-01-14
Fixed
6.00000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/BRL FORWARD
000000000
1.00000000
NC
USD
-2867.01000000
-0.00218283368
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-905205.52000000
USD
4903301.00000000
BRL
2021-05-04
-2867.01000000
N
N
N
REPUBLIC OF ZAMBIA
213800DMLAZ6LGMMD849
Zambia Government International Bond
000000000
600000.00000000
PA
USD
367716.63000000
0.279965624416
Long
DBT
NUSS
ZM
N
2
2024-04-14
Fixed
8.50000000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123AW0
505000.00000000
PA
USD
536129.64000000
0.408188961785
Long
DBT
NUSS
TR
N
2
2025-02-05
Fixed
7.37500000
N
N
N
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Paraguay Government International Bond
000000000
400000.00000000
PA
USD
480721.82000000
0.366003529693
Long
DBT
NUSS
PY
N
2
2044-08-11
Fixed
6.10000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
903724BY7
200000.00000000
PA
USD
200438.35000000
0.152606227830
Long
DBT
NUSS
UA
N
2
2033-03-15
Fixed
7.25300000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HU7
1620355.73794000
PA
USD
610583.42000000
0.464875272131
Long
DBT
NUSS
AR
N
2
2038-01-09
Variable
0.12500000
N
N
N
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
817477AF9
230000.00000000
PA
USD
211910.30000000
0.161340539479
Long
DBT
NUSS
RS
N
2
2030-12-01
Fixed
2.12500000
N
N
N
N
N
N
SINOPEC GRP OVERSEAS DEV
5493001IPW8ZGQ181Z16
Sinopec Group Overseas Development 2017 Ltd
000000000
200000.00000000
PA
USD
215602.20000000
0.164151413409
Long
DBT
CORP
VG
N
2
2047-09-13
Fixed
4.00000000
N
N
N
N
N
N
MONG DUONG FIN HLDGS BV
549300995KGQFMWSV879
Mong Duong Finance Holdings BV
000000000
250000.00000000
PA
USD
251928.78000000
0.191809106379
Long
DBT
CORP
NL
N
2
2029-05-07
Fixed
5.12500000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NBE8
367000.00000000
PA
USD
387779.69000000
0.295240884392
Long
DBT
CORP
NL
N
2
2030-01-15
Fixed
5.09300000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 5 Year US Treasury Note
000000000
30.00000000
NC
USD
-18044.31000000
-0.01373825958
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2021-06-30
3736169.31000000
USD
-18044.31000000
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123AY6
264000.00000000
PA
USD
258550.04000000
0.196850284936
Long
DBT
NUSS
TR
N
2
2036-03-17
Fixed
6.87500000
N
N
N
N
N
N
PETRONAS CAPITAL LTD
549300G7YFX3540OYR85
Petronas Capital Ltd
000000000
200000.00000000
PA
USD
238085.64000000
0.181269459766
Long
DBT
CORP
MY
N
2
2050-04-21
Fixed
4.55000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
JPY/USD FORWARD
000000000
1.00000000
NC
USD
628.96000000
0.000478866509
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-17732933.00000000
JPY
163000.00000000
USD
2021-07-20
628.96000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
CNH/USD FORWARD
000000000
1.00000000
NC
USD
-2313.49000000
-0.00176140435
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-1564111.60000000
CNY
239000.00000000
USD
2021-05-18
-2313.49000000
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
MXN/USD FORWARD
000000000
1.00000000
NC
USD
-3423.03000000
-0.00260616641
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-3450277.42000000
MXN
166000.00000000
USD
2021-06-16
-3423.03000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
MXN/USD FORWARD
000000000
1.00000000
NC
USD
16849.53000000
0.012828598988
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-542000.00000000
USD
11380896.19000000
MXN
2021-06-16
16849.53000000
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Paraguay Government International Bond
000000000
200000.00000000
PA
USD
222539.18000000
0.169432969310
Long
DBT
NUSS
PY
N
2
2027-03-27
Fixed
4.70000000
N
N
N
N
N
N
PETRONAS CAPITAL LTD
549300G7YFX3540OYR85
Petronas Capital Ltd
000000000
200000.00000000
PA
USD
216397.26000000
0.164756742217
Long
DBT
CORP
MY
N
2
2030-04-21
Fixed
3.50000000
N
N
N
N
N
N
ENERGEAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
000000000
115000.00000000
PA
USD
118525.80000000
0.090241090283
Long
DBT
CORP
IL
N
2
2031-03-30
Fixed
5.87500000
N
N
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
30000.00000000
PA
USD
3917.78000000
0.002982850473
Long
DBT
NUSS
LB
N
2
2026-11-27
Fixed
6.60000000
Y
N
N
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Eurex 10 Year Euro BUND
000000000
-50.00000000
NC
75898.96000000
0.057786616093
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Short
BUNDESREPUB. DEUTSCHLAND
BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE
2021-06-08
-10342636.24000000
USD
75898.96000000
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
ILS/USD FORWARD
000000000
1.00000000
NC
USD
12559.61000000
0.009562415102
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-608379.82000000
USD
2015973.00000000
ILS
2021-06-16
12559.61000000
N
N
N
PROVINCIA DE BUENOS AIRE
549300L6AYROPOTQ4L07
Provincia de Buenos Aires/Government Bonds
000000000
14999.10000000
PA
7086.73000000
0.005395569924
Long
DBT
NUSS
AR
N
2
2020-05-01
Variable
4.00000000
Y
N
N
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
425000.00000000
PA
USD
440410.58000000
0.335312066330
Long
DBT
NUSS
SV
N
2
2027-01-18
Fixed
6.37500000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
200000.00000000
PA
USD
221144.99000000
0.168371485434
Long
DBT
NUSS
EG
N
2
2027-01-31
Fixed
7.50000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HV5
597185.00000000
PA
USD
212062.23000000
0.161456213272
Long
DBT
NUSS
AR
N
2
2041-07-09
Variable
0.12500000
N
N
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
245000.00000000
PA
USD
30987.33000000
0.023592588652
Long
DBT
NUSS
LB
N
2
2022-05-27
Fixed
6.25000000
Y
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/IDR FORWARD
000000000
1.00000000
NC
USD
-1339.85000000
-0.00102011144
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-4050401500.00000000
IDR
277000.00000000
USD
2021-06-16
-1339.85000000
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
250000.00000000
PA
USD
163870.07000000
0.124764513562
Long
DBT
NUSS
LK
N
2
2029-03-14
Fixed
7.85000000
N
N
N
N
N
N
DIG HOLD BM/DIG INTL FIN
N/A
Digicel International Finance Ltd/Digicel international Holdings ltd
25381XAB9
51352.58500000
PA
USD
51915.67000000
0.039526640306
Long
DBT
CORP
N/A
N
2
2025-12-31
Fixed
13.00000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/THB FORWARD
000000000
1.00000000
NC
USD
8.87000000
0.000006753284
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-15479484.40000000
THB
497000.00000000
USD
2021-06-16
8.87000000
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
170000.00000000
PA
200882.18000000
0.152944143314
Long
DBT
NUSS
RO
N
2
2041-04-14
Fixed
2.75000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JW71
200000.00000000
PA
USD
217113.21000000
0.165301839644
Long
DBT
NUSS
EG
N
2
2029-03-01
Fixed
7.60030000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
430000.00000000
PA
USD
446818.64000000
0.340190922419
Long
DBT
NUSS
OM
N
2
2026-06-15
Fixed
4.75000000
N
N
N
N
N
N
CROATIA
74780000O00QGQ7CER13
Croatia Government International Bond
000000000
285000.00000000
PA
357737.89000000
0.272368186751
Long
DBT
NUSS
HR
N
2
2031-06-17
Fixed
1.50000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
HUF/USD FORWARD
000000000
1.00000000
NC
USD
-6342.20000000
-0.00482871275
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-200980081.00000000
HUF
664056.70000000
USD
2021-07-19
-6342.20000000
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756BK5
950000.00000000
PA
USD
1199648.99000000
0.913367661848
Long
DBT
NUSS
BR
N
2
2037-01-20
Fixed
7.12500000
N
N
N
N
N
N
REPUBLIC OF BELARUS
635400CVCOWYLHF4ZB08
Republic of Belarus International Bond
000000000
200000.00000000
PA
USD
190877.50000000
0.145326955907
Long
DBT
NUSS
BY
N
2
2030-02-28
Fixed
6.20000000
N
N
N
N
N
N
FEL ENERGY VI SARL
N/A
FEL Energy VI Sarl
30260LAA3
235000.00000000
PA
USD
244347.58000000
0.186037065577
Long
DBT
CORP
LU
N
2
2040-12-01
Fixed
5.75000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/TWD FORWARD
000000000
1.00000000
NC
USD
-1531.75000000
-0.00116621689
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-5576975.00000000
TWD
199000.00000000
USD
2021-06-16
-1531.75000000
N
N
N
VTR FINANCE BV
213800F4XI4RJB82XM19
VTR Finance NV
000000000
200000.00000000
PA
USD
216094.40000000
0.164526155993
Long
DBT
CORP
NL
N
2
2028-07-15
Fixed
6.37500000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
AUD/USD FORWARD
000000000
1.00000000
NC
USD
-2706.26000000
-0.00206044467
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-501225.23000000
USD
646905.00000000
AUD
2021-07-20
-2706.26000000
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
USD/ZAR FORWARD
000000000
1.00000000
NC
USD
-16419.37000000
-0.01250109132
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-5551510.00000000
ZAR
363796.49000000
USD
2021-06-17
-16419.37000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
RUB CALL VERSUS USD PUT
000000000
-330000.00000000
NC
USD
-10222.62000000
-0.00778311873
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Put
Written
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
RUB CALL VERSUS USD PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
RUB
2021-05-06
-330000.00000000
USD
77.50000000
USD
2021-05-06
XXXX
-4219.92000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
THB/USD FORWARD
000000000
1.00000000
NC
USD
1052.82000000
0.000801577586
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-306000.00000000
USD
9563590.00000000
THB
2021-06-16
1052.82000000
N
N
N
MEXICO CITY ARPT TRUST
N/A
Mexico City Airport Trust
000000000
600000.00000000
PA
USD
611702.54000000
0.465727328046
Long
DBT
CORP
MX
N
2
2047-07-31
Fixed
5.50000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEG9
150000.00000000
PA
USD
152880.40000000
0.116397391782
Long
DBT
NUSS
DO
N
2
2041-01-21
Fixed
5.30000000
N
N
N
N
N
N
ENERGEAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
000000000
115000.00000000
PA
USD
118839.00000000
0.090479548994
Long
DBT
CORP
IL
N
2
2028-03-30
Fixed
5.37500000
N
N
N
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
205000.00000000
PA
USD
55871.37000000
0.042538361642
Long
DBT
CORP
VE
N
2
2020-10-27
Fixed
8.50000000
Y
N
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
191000.00000000
PA
USD
24352.50000000
0.018541078407
Long
DBT
NUSS
LB
N
2
2023-01-27
Fixed
6.00000000
Y
N
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
320000.00000000
PA
USD
40800.00000000
0.031063586860
Long
DBT
NUSS
LB
N
2
2024-11-04
Fixed
6.25000000
Y
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 10 Year US Treasury Note
000000000
45.00000000
NC
USD
-65763.14000000
-0.05006958361
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2021-06-21
6007169.39000000
USD
-65763.14000000
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
682051AJ6
200000.00000000
PA
USD
199805.29000000
0.152124239734
Long
DBT
NUSS
OM
N
2
2048-01-17
Fixed
6.75000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
100000.00000000
PA
USD
107334.09000000
0.081720142839
Long
DBT
NUSS
UA
N
2
2027-09-01
Fixed
7.75000000
N
N
N
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PAY7
200000.00000000
PA
USD
254371.32000000
0.193668764552
Long
DBT
NUSS
QA
N
2
2048-04-23
Fixed
5.10300000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MXN/USD FORWARD
000000000
1.00000000
NC
USD
40083.88000000
0.030518360002
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-1466702.86000000
USD
30685511.00000000
MXN
2021-06-16
40083.88000000
N
N
N
KINGDOM OF JORDAN
5493000JZ4MYPVMBVN50
Jordan Government International Bond
000000000
200000.00000000
PA
USD
216349.79000000
0.164720600343
Long
DBT
NUSS
JO
N
2
2026-01-29
Fixed
6.12500000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/THB FORWARD
000000000
1.00000000
NC
USD
2299.72000000
0.001750920391
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-7839557.60000000
THB
254000.00000000
USD
2021-06-16
2299.72000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD CALL VERSUS RUB PUT
000000000
328000.00000000
NC
USD
0.07000000
0.000000053295
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Call
Purchased
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD CALL VERSUS RUB PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
RUB
N/A
USD
2021-05-06
328000.00000000
USD
90.00000000
USD
2021-05-06
XXXX
-11.30000000
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCL4
376000.00000000
PA
USD
320697.98000000
0.244167391123
Long
DBT
CORP
MX
N
2
2048-02-12
Fixed
6.35000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/KRW FORWARD
000000000
1.00000000
NC
USD
-37511.17000000
-0.02855959528
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-1954742143.00000000
KRW
1711023.90000000
USD
2021-06-16
-37511.17000000
N
N
N
COSTA RICA GOVERNMENT
549300S1EK2VN6XVJP58
Costa Rica Government International Bond
000000000
200000.00000000
PA
USD
208980.34000000
0.159109778034
Long
DBT
NUSS
CR
N
2
2031-02-19
Fixed
6.12500000
N
N
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
250000.00000000
PA
USD
31843.45000000
0.024244406250
Long
DBT
NUSS
LB
N
2
2023-05-26
Fixed
6.40000000
Y
N
N
N
N
N
SAUDI ARABIAN OIL CO
5586006WD91QHB7J4X50
Saudi Arabian Oil Co
000000000
200000.00000000
PA
USD
218652.72000000
0.166473964708
Long
DBT
CORP
SA
N
2
2039-04-16
Fixed
4.25000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AP9
200000.00000000
PA
USD
210219.19000000
0.160052991872
Long
DBT
NUSS
ZA
N
2
2041-03-08
Fixed
6.25000000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286BG1
100000.00000000
PA
USD
139615.95000000
0.106298337989
Long
DBT
NUSS
PH
N
2
2034-10-23
Fixed
6.37500000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
71000.00000000
PA
105653.81000000
0.080440840787
Long
DBT
NUSS
RO
N
2
2049-04-03
Fixed
4.62500000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286CH8
200000.00000000
PA
USD
191573.30000000
0.145856711881
Long
DBT
NUSS
PH
N
2
2045-05-05
Fixed
2.95000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
240000.00000000
PA
301679.14000000
0.229687161017
Long
DBT
NUSS
CI
N
2
2048-03-22
Fixed
6.62500000
N
N
N
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
Bahrain Government International Bond
000000000
200000.00000000
PA
USD
230355.44000000
0.175383975963
Long
DBT
NUSS
BH
N
2
2026-01-26
Fixed
7.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
RUB/USD FORWARD
000000000
1.00000000
NC
USD
3856.33000000
0.002936064752
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-28007414.60000000
RUB
374000.00000000
USD
2021-06-16
3856.33000000
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
USD/COP FORWARD
000000000
1.00000000
NC
USD
17701.46000000
0.013477226477
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-2691661597.00000000
COP
733162.40000000
USD
2021-06-16
17701.46000000
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
USD/SGD FORWARD
000000000
1.00000000
NC
USD
-597.98000000
-0.00045527950
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-280299.60000000
SGD
210000.00000000
USD
2021-06-16
-597.98000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/PHP FORWARD
000000000
1.00000000
NC
USD
-393.03000000
-0.00029923827
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-15671740.00000000
PHP
322000.00000000
USD
2021-06-16
-393.03000000
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
400000.00000000
PA
USD
468494.02000000
0.356693742256
Long
DBT
NUSS
DO
N
2
2026-01-29
Fixed
6.87500000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCG5
975000.00000000
PA
USD
1030318.00000000
0.784445409003
Long
DBT
CORP
MX
N
2
2027-03-13
Fixed
6.50000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QBW1
285000.00000000
PA
USD
286152.83000000
0.217866012014
Long
DBT
CORP
MX
N
2
2026-01-23
Fixed
4.50000000
N
N
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
715000.00000000
PA
USD
91390.16000000
0.069581033661
Long
DBT
NUSS
LB
N
2
2030-02-26
Fixed
6.65000000
Y
N
N
N
N
N
SUZANO AUSTRIA GMBH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAJ1
150000.00000000
PA
USD
153572.84000000
0.116924589578
Long
DBT
CORP
AT
N
2
2031-01-15
Fixed
3.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
BRL/USD FORWARD
000000000
1.00000000
NC
USD
8372.44000000
0.006374461205
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-362000.00000000
USD
2012601.20000000
BRL
2021-05-04
8372.44000000
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd
36321PAE0
200000.00000000
PA
USD
196148.87000000
0.149340378943
Long
DBT
CORP
JE
N
2
2040-09-30
Fixed
2.94000000
N
N
N
N
N
N
SUNAC CHINA HOLDINGS LTD
549300OLARYHDXP3WK18
Sunac China Holdings Ltd
000000000
200000.00000000
PA
USD
203474.85000000
0.154918104827
Long
DBT
CORP
KY
N
2
2025-01-10
Fixed
6.50000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDB5
315000.00000000
PA
USD
332980.27000000
0.253518665198
Long
DBT
CORP
MX
N
2
2027-01-23
Fixed
6.49000000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756BR0
270000.00000000
PA
USD
288577.30000000
0.219711912368
Long
DBT
NUSS
BR
N
2
2041-01-07
Fixed
5.62500000
N
N
N
N
N
N
RUSSIAN FEDERATION
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
000000000
1000000.00000000
PA
USD
1177697.29000000
0.896654462346
Long
DBT
NUSS
RU
N
2
2035-03-28
Fixed
5.10000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
KRW/USD FORWARD
000000000
1.00000000
NC
USD
1448.28000000
0.001102665970
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-127000.00000000
USD
143596360.00000000
KRW
2021-06-16
1448.28000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
SGD/USD FORWARD
000000000
1.00000000
NC
USD
-1470.69000000
-0.00111972810
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-1086812.13000000
SGD
815085.75000000
USD
2021-06-16
-1470.69000000
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NBD0
150000.00000000
PA
USD
168950.55000000
0.128632600125
Long
DBT
CORP
NL
N
2
2049-03-19
Fixed
6.90000000
N
N
N
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
000000000
200000.00000000
PA
226023.00000000
0.172085418947
Long
DBT
NUSS
MA
N
2
2031-11-27
Fixed
1.50000000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
000000000
400000.00000000
PA
USD
405152.26000000
0.308467706382
Long
DBT
NUSS
AO
N
2
2029-11-26
Fixed
8.00000000
N
N
N
N
N
N
GOVERNMENT OF JAMAICA
529900Y93KNSXZI8KK56
Jamaica Government International Bond
470160BQ4
225000.00000000
PA
USD
261945.21000000
0.199435239794
Long
DBT
NUSS
JM
N
2
2025-07-09
Fixed
7.62500000
N
N
N
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
205000.00000000
PA
USD
8902.92000000
0.006778348743
Long
DBT
CORP
VE
N
2
2027-04-12
Fixed
5.37500000
Y
Y
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/TRY FORWARD
000000000
1.00000000
NC
USD
-22473.91000000
-0.01711079057
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-8998838.34000000
TRY
1038419.36000000
USD
2021-06-16
-22473.91000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
EUR/USD FORWARD
000000000
1.00000000
NC
USD
1148.37000000
0.000874325765
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-498921.27000000
USD
415253.60000000
EUR
2021-07-19
1148.37000000
N
N
N
KAZAKHSTAN TEMIR ZHOLY
N/A
Kazakhstan Temir Zholy Finance BV
000000000
400000.00000000
PA
USD
536980.14000000
0.408836500525
Long
DBT
CORP
NL
N
2
2042-07-10
Fixed
6.95000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/COP FORWARD
000000000
1.00000000
NC
USD
-5151.57000000
-0.00392221181
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-164000.00000000
USD
597609440.00000000
COP
2021-06-16
-5151.57000000
N
N
N
BENIN INTL GOV BOND
635400Q11P6AE5A5Y230
Benin Government International Bond
000000000
100000.00000000
PA
120330.94000000
0.091615456047
Long
DBT
NUSS
BJ
N
2
2032-01-19
Fixed
4.87500000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEE4
425000.00000000
PA
USD
423523.67000000
0.322455007614
Long
DBT
NUSS
DO
N
2
2060-01-30
Fixed
5.87500000
N
N
N
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile
21987BAU2
200000.00000000
PA
USD
237415.93000000
0.180759567738
Long
DBT
CORP
CL
N
2
2044-11-04
Fixed
4.87500000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
JPY/AUD FORWARD
000000000
1.00000000
NC
USD
10.56000000
0.000008039987
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-17841072.00000000
JPY
212000.00000000
AUD
2021-07-20
10.56000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/PEN FORWARD
000000000
1.00000000
NC
USD
6769.63000000
0.005154141900
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-784600.00000000
PEN
214190.17000000
USD
2021-06-16
6769.63000000
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756BB5
828000.00000000
PA
USD
1127340.98000000
0.858315060148
Long
DBT
NUSS
BR
N
2
2034-01-20
Fixed
8.25000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
MXN CALL VERSUS USD PUT
000000000
656000.00000000
NC
USD
0.00000000
0.000000
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Put
Purchased
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
MXN CALL VERSUS USD PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
MXN
2021-05-05
656000.00000000
USD
18.50000000
USD
2021-05-05
XXXX
0.00000000
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
000000000
1400000.00000000
PA
USD
1780599.21000000
1.355681329025
Long
DBT
NUSS
QA
N
2
2048-04-23
Fixed
5.10300000
N
N
N
N
N
N
UKREXIMBANK(BIZ FIN PLC)
254900R5STMV7BZYC307
Ukreximbank Via Biz Finance PLC
000000000
100000.00000000
PA
USD
107081.17000000
0.081527579055
Long
DBT
NUSS
GB
N
2
2025-01-22
Fixed
9.75000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
77586TAE6
346000.00000000
PA
USD
451437.51000000
0.343707556474
Long
DBT
NUSS
RO
N
2
2044-01-22
Fixed
6.12500000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCP5
435000.00000000
PA
USD
442717.46000000
0.337068438076
Long
DBT
CORP
MX
N
2
2029-01-23
Fixed
6.50000000
N
N
N
N
N
N
HONDURAS GOVERNMENT
5493002DW1JNBNG17615
Honduras Government International Bond
000000000
400000.00000000
PA
USD
435424.47000000
0.331515829539
Long
DBT
NUSS
HN
N
2
2024-03-15
Fixed
7.50000000
N
N
N
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Eurex 5 Year Euro BOBL
000000000
-20.00000000
NC
1833.19000000
0.001395721980
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Short
BUNDESREPUB. DEUTSCHLAND
Bundesrepublik Deutschland Bundesanleihe
2021-06-08
-3268081.25000000
USD
1833.19000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
PHP/USD FORWARD
000000000
1.00000000
NC
USD
5685.38000000
0.004328634692
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-464000.00000000
USD
22831719.50000000
PHP
2021-06-16
5685.38000000
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TAL3
400000.00000000
PA
USD
500166.01000000
0.380807605306
Long
DBT
NUSS
SA
N
2
2050-01-16
Fixed
5.25000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DF6
30000.00000000
PA
USD
30046.37000000
0.022876177067
Long
DBT
NUSS
PE
N
2
2031-01-23
Fixed
2.78300000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/BRL FORWARD
000000000
1.00000000
NC
USD
-32470.60000000
-0.02472189469
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-2491325.94000000
BRL
426000.00000000
USD
2021-05-04
-32470.60000000
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
INR/USD FORWARD
000000000
1.00000000
NC
USD
-2922.40000000
-0.00222500554
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-25620864.00000000
INR
340000.00000000
USD
2021-06-16
-2922.40000000
N
N
N
ISLAMIC REP OF PAKISTAN
529900LOP29R5WKHOD86
Pakistan Government International Bond
695847AT0
200000.00000000
PA
USD
210013.42000000
0.159896326326
Long
DBT
NUSS
PK
N
2
2031-04-08
Fixed
7.37500000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/ZAR FORWARD
000000000
1.00000000
NC
USD
4351.39000000
0.003312984834
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-304000.00000000
USD
4502221.03000000
ZAR
2021-06-17
4351.39000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
RUB CALL VERSUS USD PUT
000000000
-330000.00000000
NC
USD
-5860.16000000
-0.00446170561
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Put
Written
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
RUB CALL VERSUS USD PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
RUB
2021-05-04
-330000.00000000
USD
76.50000000
USD
2021-05-04
XXXX
-3220.29000000
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
425000.00000000
PA
USD
468354.60000000
0.356587593107
Long
DBT
NUSS
SV
N
2
2032-04-10
Fixed
8.25000000
N
N
N
N
N
N
AZURE POWER SOLAR ENERGY
549300N77HEXIINE3X94
Azure Power Solar Energy Pvt Ltd
05502TAA6
200000.00000000
PA
USD
212083.37000000
0.161472308474
Long
DBT
CORP
MU
N
2
2024-12-24
Fixed
5.65000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205BB9
200000.00000000
PA
USD
192939.07000000
0.146896557838
Long
DBT
NUSS
ZA
N
2
2049-09-30
Fixed
5.75000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
MXN CALL VERSUS USD PUT
000000000
-656000.00000000
NC
USD
-1034.56000000
-0.00078767510
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Put
Written
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
MXN CALL VERSUS USD PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
MXN
2021-05-05
-656000.00000000
USD
20.50000000
USD
2021-05-05
XXXX
7487.53000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/KRW FORWARD
000000000
1.00000000
NC
USD
2378.17000000
0.001810649273
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-699000.00000000
USD
784092634.00000000
KRW
2021-06-16
2378.17000000
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
350000.00000000
PA
455077.53000000
0.346478930921
Long
DBT
NUSS
CI
N
2
2040-10-17
Fixed
6.87500000
N
N
N
N
N
N
HUNGARY
5299008DH62LEB10JK83
Hungary Government International Bond
445545AF3
546000.00000000
PA
USD
882045.64000000
0.671556405720
Long
DBT
NUSS
HU
N
2
2041-03-29
Fixed
7.62500000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/INR FORWARD
000000000
1.00000000
NC
USD
6031.48000000
0.004592142227
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-507000.00000000
USD
38330275.00000000
INR
2021-06-16
6031.48000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/THB FORWARD
000000000
1.00000000
NC
USD
1171.41000000
0.000891867555
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-212000.00000000
USD
6639522.00000000
THB
2021-06-16
1171.41000000
N
N
N
ENERGEAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
000000000
75000.00000000
PA
USD
77472.52000000
0.058984665547
Long
DBT
CORP
IL
N
2
2026-03-30
Fixed
4.87500000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
200000.00000000
PA
241351.69000000
0.183756107508
Long
DBT
NUSS
EG
N
2
2030-04-16
Fixed
5.62500000
N
N
N
N
N
N
ESKOM HOLDINGS SOC LTD
3789001900ED06F65111
Eskom Holdings SOC Ltd
000000000
400000.00000000
PA
USD
418009.16000000
0.318256466919
Long
DBT
CORP
ZA
N
2
2023-08-06
Fixed
6.75000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BH6
400000.00000000
PA
USD
443390.14000000
0.337580591351
Long
DBT
NUSS
PA
N
2
2050-04-16
Fixed
4.50000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
000000000
1000000.00000000
PA
USD
1118677.45000000
0.851718973955
Long
DBT
NUSS
SA
N
2
2046-10-26
Fixed
4.50000000
N
N
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
220000.00000000
PA
USD
27753.98000000
0.021130837462
Long
DBT
NUSS
LB
N
2
2020-03-09
Fixed
6.37500000
Y
N
N
N
N
N
SASOL FINANCING USA LLC
549300XRB1PFMESFEL85
Sasol Financing USA LLC
80386WAB1
300000.00000000
PA
USD
332380.22000000
0.253061809676
Long
DBT
CORP
US
N
2
2028-09-27
Fixed
6.50000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942AY8
120000.00000000
PA
USD
136752.57000000
0.104118268054
Long
DBT
NUSS
UY
N
2
2045-11-20
Fixed
4.12500000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HW3
335000.00000000
PA
USD
107500.61000000
0.081846924910
Long
DBT
NUSS
AR
N
2
2046-07-09
Variable
0.12500000
N
N
N
N
N
N
SOUTHERN GAS CORRIDOR
213800DG58KG59XY6318
Southern Gas Corridor CJSC
84302LAA0
250000.00000000
PA
USD
300362.85000000
0.228684987273
Long
DBT
CORP
AZ
N
2
2026-03-24
Fixed
6.87500000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 2 Year US Treasury Note
000000000
28.00000000
NC
USD
0.00000000
0.000000
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2021-06-30
6185079.85000000
USD
0.00000000
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
JPY/USD FORWARD
000000000
1.00000000
NC
USD
-444.03000000
-0.00033806775
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-127811.15000000
USD
13910199.00000000
JPY
2021-07-19
-444.03000000
N
N
N
NEXA RESOURCES SA
549300QRMRHM7GAU7L47
Nexa Resources SA
91832CAA4
210000.00000000
PA
USD
223810.16000000
0.170400645723
Long
DBT
CORP
LU
N
2
2027-05-04
Fixed
5.37500000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/THB FORWARD
000000000
1.00000000
NC
USD
-4037.63000000
-0.00307409976
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-691491.59000000
USD
21411716.00000000
THB
2021-06-16
-4037.63000000
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
100000.00000000
PA
125195.50000000
0.095319149236
Long
DBT
NUSS
ID
N
2
2026-09-18
Fixed
1.45000000
N
N
N
N
N
N
OIL & GAS HOLDING
549300OBH16L6TS6IW50
Oil and Gas Holding Co BSCC/The
000000000
400000.00000000
PA
USD
448738.58000000
0.341652692589
Long
DBT
CORP
BH
N
2
2024-11-07
Fixed
7.62500000
N
N
N
N
N
N
PETROLEOS DEL PERU SA
549300ZMGDLC9JT2OR80
Petroleos del Peru SA
000000000
200000.00000000
PA
USD
203920.24000000
0.155257208037
Long
DBT
CORP
PE
N
2
2032-06-19
Fixed
4.75000000
N
N
N
N
N
N
GAZPROM (GAZ CAPITAL SA)
213800568PRHV2JR9650
Gazprom PJSC Via Gaz Capital SA
000000000
465000.00000000
PA
USD
692534.20000000
0.527269516564
Long
DBT
CORP
LU
N
2
2034-04-28
Fixed
8.62500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRY CALL VERSUS USD PUT
000000000
329000.00000000
NC
USD
0.00000000
0.000000
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Put
Purchased
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRY CALL VERSUS USD PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
TRY
2021-05-03
329000.00000000
USD
7.50000000
USD
2021-05-03
XXXX
-19.08000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PEN/USD FORWARD
000000000
1.00000000
NC
USD
17290.99000000
0.013164710043
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-3038280.50000000
PEN
820505.09000000
USD
2021-06-16
17290.99000000
N
N
N
SOUTHERN GAS CORRIDOR
213800DG58KG59XY6318
Southern Gas Corridor CJSC
000000000
450000.00000000
PA
USD
540653.13000000
0.411632977092
Long
DBT
CORP
AZ
N
2
2026-03-24
Fixed
6.87500000
N
N
N
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
145000.00000000
PA
USD
152451.91000000
0.116071155597
Long
DBT
NUSS
SV
N
2
2023-01-24
Fixed
7.75000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/PLN FORWARD
000000000
1.00000000
NC
USD
-530.03000000
-0.00040354492
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-147000.00000000
USD
555205.77000000
PLN
2021-07-19
-530.03000000
N
N
N
KAZMUNAYGAS NATIONAL CO
2138001H1M69RFJCSH88
KazMunayGas National Co JSC
000000000
400000.00000000
PA
USD
480886.02000000
0.366128545403
Long
DBT
CORP
KZ
N
2
2047-04-19
Fixed
5.75000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
USD/TRY FORWARD
000000000
1.00000000
NC
USD
-87768.17000000
-0.06682338657
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-965245.71000000
USD
7443047.00000000
TRY
2021-06-16
-87768.17000000
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
360000.00000000
PA
USD
535242.82000000
0.407513770361
Long
DBT
NUSS
ID
N
2
2038-01-17
Fixed
7.75000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
CLP/USD FORWARD
000000000
1.00000000
NC
USD
3288.42000000
0.002503679419
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-114965400.00000000
CLP
165000.00000000
USD
2021-06-16
3288.42000000
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638AU6
225000.00000000
PA
USD
302744.15000000
0.230498019611
Long
DBT
NUSS
PE
N
2
2037-03-14
Fixed
6.55000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/RUB FORWARD
000000000
1.00000000
NC
USD
-751.75000000
-0.00057235420
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-668000.00000000
USD
50488228.50000000
RUB
2021-06-16
-751.75000000
N
N
N
ABU DHABI CRUDE OIL
549300DONDFW2383FV66
Abu Dhabi Crude Oil Pipeline LLC
000000000
200000.00000000
PA
USD
229325.59000000
0.174599886872
Long
DBT
CORP
AE
N
2
2047-11-02
Fixed
4.60000000
N
N
N
N
N
N
ABU DHABI NATIONAL ENERG
213800UNJSVQFNUYYW03
Abu Dhabi National Energy Co PJSC
00388WAH4
200000.00000000
PA
USD
221684.82000000
0.168782491710
Long
DBT
CORP
AE
N
2
2049-10-03
Fixed
4.00000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
SGD/USD FORWARD
000000000
1.00000000
NC
USD
-715.49000000
-0.00054474720
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-237864.96000000
SGD
178000.00000000
USD
2021-06-16
-715.49000000
N
N
N
CIKARANG LISTRINDO PT
N/A
Cikarang Listrindo Tbk PT
536576AD3
200000.00000000
PA
USD
206023.13000000
0.156858269463
Long
DBT
CORP
ID
N
2
2026-09-14
Fixed
4.95000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299AK0
105000.00000000
PA
USD
154571.30000000
0.117684779503
Long
DBT
NUSS
PA
N
2
2029-04-01
Fixed
9.37500000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
000000000
400000.00000000
PA
USD
429169.51000000
0.326753538037
Long
DBT
NUSS
GH
N
2
2026-01-18
Fixed
8.12500000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
038461AM1
255000.00000000
PA
USD
263163.42000000
0.200362739112
Long
DBT
NUSS
EG
N
2
2047-01-31
Fixed
8.50000000
N
N
N
N
N
N
HONDURAS GOVERNMENT
5493002DW1JNBNG17615
Honduras Government International Bond
000000000
300000.00000000
PA
USD
330022.88000000
0.251267019582
Long
DBT
NUSS
HN
N
2
2027-01-19
Fixed
6.25000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
965000.00000000
PA
USD
1118750.83000000
0.851774842730
Long
DBT
NUSS
UA
N
2
2028-11-01
Fixed
9.75000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
USD/HUF FORWARD
000000000
1.00000000
NC
USD
-891.97000000
-0.00067911244
N/A
DFE
CORP
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
-148000.00000000
USD
44101780.00000000
HUF
2021-07-19
-891.97000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
IDR/USD FORWARD
000000000
1.00000000
NC
USD
-588.79000000
-0.00044828258
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-2453304000.00000000
IDR
168000.00000000
USD
2021-06-16
-588.79000000
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CF5
600000.00000000
PA
USD
610472.40000000
0.464790745675
Long
DBT
NUSS
TR
N
2
2024-03-22
Fixed
5.75000000
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
USD/SGD FORWARD
000000000
1.00000000
NC
USD
1670.39000000
0.001271772177
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-166000.00000000
USD
223164.26000000
SGD
2021-06-16
1670.39000000
N
N
N
POWER FINANCE CORP LTD
3358003Q6D9LIJJZ1614
Power Finance Corp Ltd
73928QAA6
200000.00000000
PA
USD
234562.52000000
0.178587088586
Long
DBT
CORP
IN
N
2
2028-12-06
Fixed
6.15000000
N
N
N
N
N
N
KINGDOM OF JORDAN
5493000JZ4MYPVMBVN50
Jordan Government International Bond
000000000
400000.00000000
PA
USD
420686.71000000
0.320295052875
Long
DBT
NUSS
JO
N
2
2047-10-10
Fixed
7.37500000
N
N
N
N
N
N
2021-06-22
Prudential World Fund, Inc.
Christian J. Kelly
Christian J. Kelly
Treasurer and Principal Financial and Accounting Officer